PTFAX Holdings List

As of Mar 31, 2025

No.	Symbol	Name	% Weight	Shares
1	FNCL.6.5 6.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	18.69%	84,070,000
2	n/a	REPO BANK AMERICA REPO	14.27%	66,100,000
3	FNCL.6 6.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	11.58%	52,880,000
4	FNCL.4 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	6.73%	33,490,000
5	n/a	PIMCO FUNDS - PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND	6.40%	3,026,520
6	FNCL.5.5 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	4.55%	21,100,000
7	n/a	UNITED STATES GOVT - TSY INFL IX N/B 07/34 1.875	4.17%	19,130,202
8	FNCL.5 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	2.62%	12,400,000
9	FNCL.3 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	1.91%	10,200,000
10	n/a	SPTR TRS EQUITY FEDL01+78 JPM	1.77%	1
11	FNCL.4.5 5.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	1.62%	7,850,000
12	G2SF.5 5.11	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 5 JUMBOS	1.62%	7,630,000
13	n/a	SPTR TRS EQUITY FEDL01+96 BULLET BOA	1.56%	1
14	PERU.6.15 08.12.32 144A	PERU GOVT - REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15	1.56%	26,400,000
15	n/a	RFR USD SOFR/1.75000 06/15/22-10Y CME	1.46%	1
16	JPMAC.2006-CH1 M5	JP MORGAN MORTGAGE ACQI CORP 2006-CH1 - JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH1 M5	1.43%	6,824,000
17	n/a	UNITED STATES GOVT - TSY INFL IX N/B 04/29 2.125	1.28%	5,750,192
18	T.4.625 05.15.44	UNITED STATES GOVT - US TREASURY N/B 05/44 4.625	1.24%	5,700,000
19	FN.MA4840	FNMA PASS THRU POOLS - FNMA POOL MA4840 FN 12/52 FIXED 4.5	1.08%	5,216,863
20	n/a	RFR USD SOFR/1.75000 06/15/22-30Y CME	1.04%	1
21	RASC.2005-KS12 M4	RESIDENTIAL ASSET SECS CORP 2005-KS12 - RESIDENTIAL ASSET SECURITIES C RASC 2005 KS12 M4	1.04%	5,075,000
22	FN.BM7581	FNMA PASS THRU POOLS - FNMA POOL BM7581 FN 09/31 VARIABLE	1.03%	4,700,000
23	STWD.2022-FL3 AS	STWD 2022-FL3 LTD - STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 AS 144A	0.92%	4,300,000
24	n/a	PROVINCE OF QUEBEC SR UNSECURED 09/34 4.45	0.88%	5,500,000
25	n/a	J P MORGAN TERM REPO	0.84%	3,900,000
26	PPSI.2004-WHQ2 M5	PARK PLACE SECURITIES INC 2004-WHQ2 - PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5	0.82%	4,155,173
27	WAMU.2006-AR1 1A1A	WASHINGTON MUTUAL 2006-AR1 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A	0.80%	4,160,028
28	AABST.2005-3 M3	AEGIS ASSET BACKED SECURITIES TR 2005-3 - AEGIS ASSET BACKED SECURITIES AABST 2005 3 M3	0.80%	4,370,000
29	n/a	AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2022-5A - AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A A 144A	0.72%	3,300,000
30	CPT.2004-EC1 M1	COUNTRYWIDE PARTNERSHIP TRUST 2004-EC1 - COUNTRYWIDE PARTNERSHIP TRUST CPT 2004 EC1 M1	0.66%	3,110,083
31	n/a	CVC CORDATUS LOAN FUND XI DAC 21-1 - CORDATUS CLO PLC CORDA 11A AR 144A	0.65%	2,768,076
32	JPM.V2.182 06.01.28	JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 06/28 VAR	0.65%	3,138,000
33	CMLTI.2006-WFH4 M3	CITIGROUP MORTGAGE LOAN TRUST 2006-WFH4 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH4 M3	0.62%	3,100,000
34	n/a	HARVEST CLO XX DAC 20A - HARVEST CLO HARVT 20A AR 144A	0.59%	2,521,733
35	MF1.2022-FL8 AS	MF1 2022-FL8 LTD - MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A	0.59%	2,700,000
36	WAMU.2005-AR11 A1A	WASHINGTON MUTUAL 2005-AR11 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1A	0.56%	2,595,551
37	FHR.5484 FD	FREDDIE MAC REMICS 5484 - FREDDIE MAC FHR 5484 FD	0.56%	2,583,034
38	BSABS.2007-HE6 1A2	BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6 - BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A2	0.56%	3,000,000
39	CMLTI.2022-A A1	CITIGROUP MORTGAGE LOAN TRUST 2022-A - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A	0.54%	2,516,435
40	ATCLO.2019-14A BR	ATLAS SENIOR LOAN FUND LTD 2019-14A - ATLAS SENIOR LOAN FUND LTD ATCLO 2019 14A BR 144A	0.54%	2,500,000
41	n/a	BRAZIL GOVT - LETRA TESOURO NACIONAL BILLS 10/25 0.00000	0.54%	15,200,000
42	n/a	UBS GROUP AG SR UNSECURED 144A 05/28 4.751	0.52%	2,400,000
43	n/a	AVON FINANCE 4A - AVON FINANCE AVON 4A A 144A	0.52%	1,850,834
44	FN.BM7579	FNMA PASS THRU POOLS - FNMA POOL BM7579 FN 10/29 VARIABLE	0.52%	2,400,000
45	n/a	MAN GLG EURO 6A - MAN GLG EURO CLO GLGE 6A B1R 144A	0.51%	2,200,000
46	n/a	CONAGRA BRANDS INC	0.51%	2,370,000
47	n/a	ALIMENTATION COUCHE-TARD INC - ALIMENTATION COUCHE TARD INC 04/25 ZCP	0.50%	2,340,000
48	n/a	AES CORPORATION - AES CORP DISC COML PAPER 04/25 ZCP	0.50%	2,340,000
49	n/a	MARSH & MCLENNAN COMPANIES INC - MARSH + MCLENNAN CO	0.50%	2,340,000
50	n/a	KEURIG DR PEPPER INC - KEURIG DR PEPPER	0.50%	2,330,000
51	FR.RJ0048	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.5	0.50%	2,419,815
52	n/a	CONSTELLATION BRANDS INC	0.50%	2,320,000
53	n/a	CROWN CASTLE INTERNATIONAL CORP (CCI) - CROWN CASTLE	0.50%	2,300,000
54	n/a	HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC - A SUSTAINABLE INFRASTRUCTURE C 04/25 ZCP	0.49%	2,300,000
55	n/a	CDX ITRAXX XOV42 5Y 35-100% SP JPM	0.49%	1
56	AHPT.2017-ATRM B	ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM - ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM B 144A	0.49%	2,300,000
57	n/a	HERTZ VEHICLE FINANCING III LLC 2024-1A - HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A	0.48%	2,200,000
58	n/a	WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3A - WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2B 144A	0.48%	2,202,563
59	FN.BS9867	FNMA PASS THRU POOLS - FNMA POOL BS9867 FN 11/30 FIXED 5.3	0.47%	2,100,000
60	B.0 06.05.25	UNITED STATES GOVT - TREASURY BILL 06/25 0.00000	0.47%	2,192,000
61	n/a	MONDELEZ INTERNATIONAL INC - MONDELEZ INTL INC 04/25 ZCP	0.46%	2,150,000
62	n/a	PERU GOVT - REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4	0.46%	8,600,000
63	LUM.2006-3 22A1	LUMINENT MORTGAGE TRUST 2006-3 - LUMINENT MORTGAGE TRUST LUM 2006 3 22A1	0.46%	3,157,895
64	n/a	MEXICO GOVT - MEXICAN UDIBONOS BONDS 08/34 4	0.46%	46,404,856
65	ARCLO.2022-FL1 A	ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1 - ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	0.45%	2,061,839
66	n/a	ARBOUR CLO VII DAC 7A - ARBOUR CLO ARBR 7A AR 144A	0.44%	1,900,000
67	GS.F 03.15.28	GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR	0.44%	2,000,000
68	PKAIR.2024-2 A	PK ALIFT LOAN FUNDING 4 LP 2024-2 - PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A	0.44%	2,055,983
69	CMLTI.2006-NC2 A2B	CITIGROUP MTGE LOAN TR INC 2006-NC2 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B	0.44%	2,664,063
70	NMRR.2018-1R 1A1	NOMURA RESECURITIZATION TRUST 2018-1R - NOMURA RESECURITIZATION TRUST NMRR 2018 1R 1A1 144A	0.43%	2,074,932
71	n/a	SPTR TRS EQUITY FEDL01+78 JPM	0.41%	1
72	OOMLT.2006-1 M1	OPTION ONE MORTGAGE LOAN TRUST 2006-1 - OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1	0.41%	2,012,405
73	FNR.2024-77 FM	FANNIE MAE REMICS 2024-77 - FANNIE MAE FNR 2024 77 FM	0.41%	1,879,027
74	n/a	PALMER SQUARE EUROPEAN LOAN FUNDING 2022-1 DAC 22-1A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A	0.40%	1,722,669
75	n/a	TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 - TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	0.39%	1,834,297
76	PCG.2.5 02.01.31	PACIFIC GAS AND ELECTRIC CO - PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5	0.39%	2,118,000
77	n/a	SOUTH AFRICA GOVT - REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/40 9	0.39%	39,700,000
78	n/a	FREDDIE MAC REMICS 5513 - FREDDIE MAC FHR 5513 MF	0.39%	1,785,520
79	PFP.2022-9 A	PFP 2022-9 LTD A - PFP III PFP 2022 9 A 144A	0.37%	1,717,705
80	n/a	SLM STUDENT LOAN TRUST 2010-C - SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A	0.37%	1,625,349
81	FNCL.5 4.11	UMBS PASS THRU POOLS - FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	0.36%	1,710,000
82	n/a	AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) - AMERICAN TOWER CORP SR UNSECURED 01/32 1	0.36%	1,804,000
83	OKE.5.05 11.01.34	ONEOK INC COMPANY GUAR 11/34 5.05	0.35%	1,700,000
84	RCMT.2022-FL10 A	READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC - READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A	0.35%	1,622,947
85	n/a	FNMA PASS THRU POOLS - FNMA POOL BZ2582 FN 12/29 FIXED 4.3	0.35%	1,604,000
86	n/a	UNITED STATES GOVT - TSY INFL IX N/B 07/32 0.625	0.33%	1,639,680
87	n/a	BLACKROCK EUROPEAN CLO VII DAC 7A - BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A	0.33%	1,412,613
88	HASC.2005-I1 1A	HSI ASSET SECURI CORP TRUS 2005-I1 - HSI ASSET SECURITIZATION CORPO HASC 2005 I1 1A	0.33%	1,627,952
89	FR.RA9796	FHLMC PASS THRU POOLS - FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5	0.31%	1,514,942
90	PRET.2022-RN1 A1	PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-RN1 - PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A	0.31%	1,442,765
91	MS.V1.512 07.20.27 GMTN	MORGAN STANLEY SR UNSECURED 07/27 VAR	0.31%	1,500,000
92	n/a	WELLS FARGO & COMPANY - WELLS FARGO + COMPANY SR UNSECURED REGS 03/30 0.625	0.31%	1,500,000
93	BABSN.2018-1A A1	BARINGS CLO LTD 2018-I - BABSON CLO LTD BABSN 2018 1A A1 144A	0.31%	1,423,008
94	n/a	CVC CORDATUS LOAN FUND XXIV DAC 24A - CORDATUS CLO PLC CORDA 24A A 144A	0.30%	1,298,872
95	n/a	SAXON ASSET SECURITIES TRUST-2006-2 - SAXON ASSET SECURITIES TRUST SAST 2006 2 M2	0.30%	1,700,000
96	n/a	POLAND GOVT - POLAND GOVERNMENT BOND BONDS 07/29 4.75	0.30%	5,500,000
97	n/a	TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A - TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A	0.30%	1,072,299
98	n/a	CVC CORDATUS LOAN FUND VII DAC 7A - CORDATUS CLO PLC CORDA 7A ARR 144A	0.30%	1,276,162
99	RASC.2005-KS11 M3	RESIDENTIAL ASSET SECURITIES 2005-KS11 - RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M3	0.30%	1,405,335
100	SMB.2021-A A2A1	SMB PRIVATE EDUCATION LOAN TRUST 2021-A - SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A A2A1 144A	0.30%	1,396,581
101	n/a	UNITED STATES GOVT - US TREASURY N/B 05/43 3.875	0.30%	1,500,000
102	HSBC.V2.357 08.18.31	HSBC HOLDINGS PLC SR UNSECURED 08/31 VAR	0.30%	1,569,000
103	AESOP.2023-7A A	AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC - AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A	0.29%	1,300,000
104	NOMURA.2.679 07.16.30	NOMURA HOLDINGS INC SR UNSECURED 07/30 2.679	0.29%	1,491,000
105	n/a	CITIGROUP MORTGAGE LOAN TRUST INC 2005-HE3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE3 M4	0.29%	1,370,000
106	OBX.2023-NQM9 A1	OBX 2023-NQM9 TRUST - ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A	0.29%	1,298,253
107	SCCU.2023-1A A3	SCCU AUTO RECEIVABLES TRUST 2023-1A - SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A	0.28%	1,300,000
108	VERUS.2023-INV2 A1	VERUS SECURITIZATION TRUST 2023-INV2 - VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A	0.28%	1,304,549
109	SABR.2005-OP2 M3	SEC ASSET BACKED REC LLC 2005-OP2 - SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3	0.28%	1,509,000
110	n/a	UNITED STATES GOVT - TSY INFL IX N/B 02/51 0.125	0.27%	2,195,838
111	n/a	COLOMBIAN GOVT - TITULOS DE TESORERIA BONDS 04/28 6	0.27%	5,888,100,000
112	n/a	CARLYLE EURO CLO 2019-2 DAC 19-2A - CARLYLE EURO CLO CGMSE 2019 2A A1R 144A	0.27%	1,155,407
113	FG.G18659	FHLMC PASS THRU POOLS - FED HM LN PC POOL G18659 FG 09/32 FIXED 3	0.27%	1,280,126
114	ARSI.2005-W3 M1	ARGENT SECURITIES INC 2005-W3 - ARGENT SECURITIES INC. ARSI 2005 W3 M1	0.27%	1,270,592
115	n/a	CHILEAN GOVT - BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7	0.27%	1,225,000,000
116	TPMT.2017-6 B1	TOWD POINT MORTGAGE TRUST 2017-6 - TOWD POINT MORTGAGE TRUST TPMT 2017 6 B1 144A	0.27%	1,479,000
117	RALI.2006-QO10 A1	RESIDENTIAL ACCREDIT LOANS 2006-QO10 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO10 A1	0.27%	1,375,377
118	FN.BS9669	FNMA PASS THRU POOLS - FNMA POOL BS9669 FN 10/28 FIXED 4.72	0.26%	1,200,000
119	GALL.2017-1A B1R	GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A - GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A	0.26%	1,200,000
120	CBAM.2018-5A A	CBAM 2018-5 LTD 5A - CBAM CLO MANAGEMENT CBAM 2018 5A A 144A	0.26%	1,188,731
121	n/a	CSMC 2021-RPL3 TRUST - CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL3 A1 144A	0.26%	1,342,001
122	n/a	CPS AUTO RECEIVABLES TRUST 2024-D - CPS AUTO TRUST CPS 2024 D A 144A	0.25%	1,180,264
123	n/a	SMB PRIVATE EDUCATION LOAN TRUST 2021-A - SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT1 144A	0.25%	1,313,941
124	n/a	OCCIDENTAL PETROLEUM CORPORATION - OCCIDENTAL PETROLEUM COR OCCIDENTAL PETROLEUM COR	0.25%	1,200,000
125	FVM5	US 5YR NOTE (CBT) JUN25 XCBT 20250630	0.25%	1,082
126	n/a	PARK PLACE SECURITIES INC 2005-WCW2 - PARK PLACE SECURITIES INC PPSI 2005 WCW2 M4	0.25%	1,400,000
127	FR.RJ0136	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5	0.25%	1,186,793
128	n/a	FNMA PASS THRU POOLS - FNMA POOL BZ1029 FN 06/29 FIXED 4.93	0.24%	1,100,000
129	FN.FS2661	FNMA PASS THRU POOLS - FNMA POOL FS2661 FN 07/52 FIXED VAR	0.24%	1,171,057
130	n/a	JACKSON NATIONAL LIFE GLOBAL FUNDING - JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL	0.24%	1,100,000
131	PAID.2024-8 A	PAGAYA AI DEBT GRANTOR TRUST 2024-8 - PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A	0.24%	1,099,610
132	VERUS.2023-6 A1	VERUS SECURITIZATION TRUST 2023-6 - VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A	0.24%	1,083,580
133	n/a	SPTR TRS EQUITY FEDL01+70 BOA	0.23%	1
134	n/a	MAN GLG EURO 6A - MAN GLG EURO CLO GLGE 6A B2R 144A	0.23%	1,000,000
135	FN.BS9613	FNMA PASS THRU POOLS - FNMA POOL BS9613 FN 10/28 FIXED 4.77	0.22%	1,000,000
136	NSLT.2021-CA AFL	NELNET STUDENT LOAN TRUST 2021-CA - NELNET STUDENT LOAN TRUST NSLT 2021 CA AFL 144A	0.22%	1,019,900
137	GSAR.2023-1A A3	GLS AUTO SELECT RECEIVABLES TRUST 2023-1A - GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A	0.22%	1,000,000
138	CPS.2022-B D	CPS AUTO RECEIVABLES TRUST 2022-B - CPS AUTO TRUST CPS 2022 B D 144A	0.22%	1,000,000
139	n/a	CARMAX AUTO OWNER TRUST 2024-1 - CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A	0.21%	983,631
140	ELAT.2007-1 A1	ELLINGTON LOAN ACQUISITION TRUST 2007-1 - ELLINGTON LOAN ACQUISITION TRU ELAT 2007 1 A1 144A	0.21%	993,130
141	MFRA.2023-INV2 A1	MFA 2023-INV2 TRUST - MFRA TRUST MFRA 2023 INV2 A1 144A	0.21%	949,869
142	n/a	PERU GOVT - BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7	0.20%	3,300,000
143	n/a	JUBILEE CLO 2016-XVII BV 16-17A - JUBILEE CDO BV JUBIL 2016 17A A2RR 144A	0.20%	875,244
144	VERUS.2022-2 A1	VERUS SECURITIZATION TRUST 2022-2 - VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A	0.20%	981,780
145	CMLTI.2006-HE2 M3	CITIGROUP MORTGAGE LOAN TRUST INC 2006-HE2 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE2 M3	0.20%	1,000,000
146	n/a	CAIRN CLO VII BV 16-7A - CAIRN CLO BV CRNCL 2016 7A A1R 144A	0.20%	861,407
147	FFML.2007-FF2 A1	FIRST FRANKLIN MTG LOAN ASSET BACKED CERTIFICATES 2007-FF2 - FIRST FRANKLIN MTG LOAN ASSET FFML 2007 FF2 A1	0.20%	1,772,260
148	T.4.125 08.15.53	UNITED STATES GOVT - US TREASURY N/B 08/53 4.125	0.20%	1,000,000
149	n/a	UNITED STATES GOVT - TSY INFL IX N/B 01/33 1.125	0.20%	959,607
150	SMB.2024-D A1B	SMB PRIVATE EDUCATION LOAN TRUST 2024-D - SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A	0.20%	916,688
151	FHR.5480 FG	FREDDIE MAC REMICS 5480 - FREDDIE MAC FHR 5480 FG	0.20%	912,075
152	BLUEM.2018-3A A1R	BLUEMOUNTAIN CLO LTD 2018-3A - BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A	0.20%	903,212
153	n/a	AMERICAN EXPRESS COMPANY - AMERICAN EXPRESS CO SR UNSECURED 07/35 VAR	0.19%	900,000
154	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8299 FR 02/53 FIXED 5	0.19%	911,445
155	CBASS.2006-CB3 AV4	CREDIT BASED ASSET SRVC & SEC 2006-CB3 - CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4	0.19%	970,618
156	BX.2022-FOX2 A2	BX TRUST 2022-FOX2 - BX TRUST BX 2022 FOX2 A2 144A	0.19%	866,514
157	VERUS.2023-4 A1	VERUS SECURITIZATION TRUST 2023-4 - VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A	0.19%	857,591
158	NRZT.2018-RPL1 A1	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1 - NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A	0.18%	884,676
159	AMT.3.8 08.15.29	AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) - AMERICAN TOWER CORP SR UNSECURED 08/29 3.8	0.18%	881,000
160	n/a	SPTR TRS EQUITY FEDL01+76 BULLET BPS	0.18%	1
161	GSAMP.2007-FM2 A2B	GSAMP TRUST 2007-FM2 - GSAMP TRUST GSAMP 2007 FM2 A2B	0.18%	1,394,804
162	n/a	RFR USD SOFR/3.00000 06/21/23-7Y CME	0.18%	1
163	n/a	MEXICO GOVT - MEXICAN UDIBONOS BONDS 12/26 3	0.18%	17,686,061
164	n/a	RFR USD SOFR/3.50000 12/18/24-30Y CME	0.18%	1
165	C.4.838 08.06.29	CITIBANK NA CITIBANK NA	0.17%	800,000
166	EIX.5.15 06.01.29	SOUTHERN CALIFORNIA EDISON COMPANY - SOUTHERN CAL EDISON SOUTHERN CAL EDISON	0.17%	800,000
167	F.5.8 03.05.27	FORD MOTOR CREDIT COMPANY LLC - FORD MOTOR CREDIT CO LLC FORD MOTOR CREDIT CO LLC	0.17%	800,000
168	VERUS.2023-5 A1	VERUS SECURITIZATION TRUST 2023-5 - VERUS SECURITIZATION TRUST VERUS 2023 5 A1 144A	0.17%	796,309
169	n/a	MPLX LP SR UNSECURED 08/30 2.65	0.17%	900,000
170	CRVNA.2023-P2 A3	CARVANA AUTO RECEIVABLES TRUST 2023-P2 - CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A	0.17%	795,144
171	FHR.4079 WZ	FREDDIE MAC REMICS 4079 - FREDDIE MAC FHR 4079 WZ	0.17%	851,670
172	CGMS.2018-2A A1R	CARLYLE GLOBAL MARKET STRATEGIES 2018-2A - CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A	0.17%	788,069
173	n/a	PACIFIC GAS AND ELECTRIC CO - PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55	0.17%	800,000
174	n/a	PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC) - PERRIGO FINANCE UNLIMITE COMPANY GUAR 06/30 4.65	0.17%	800,000
175	n/a	SOUTH AFRICA GOVT - REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8	0.16%	14,500,000
176	n/a	CDX IG43 5Y ICE	0.16%	1
177	n/a	EGYPTIAN GOVT - EGYPT GOVERNMENT BOND BONDS 03/28 21.954	0.16%	36,400,000
178	ABSHE.2004-HE3 M1	ASSET BACKED SEC HOME EQTY LN 2004-HE3 - ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1	0.15%	711,335
179	CBAM.2019-10A A1R	CBAM 2018-6 LTD 2019-10A - CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A	0.15%	716,562
180	FN.BZ2331	FNMA PASS THRU POOLS - FNMA POOL BZ2331 FN 08/30 FIXED 4.86	0.15%	700,000
181	n/a	WELLS FARGO & COMPANY - WELLS FARGO + COMPANY SR UNSECURED REGS 05/30 VAR	0.15%	700,000
182	n/a	GREENSKY HOME IMPROVEMENT TRUST 2024-1 - GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A	0.15%	700,000
183	PERU.6.9 08.12.37 144A	PERU GOVT - REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9	0.15%	2,600,000
184	FN.MA3442	FNMA PASS THRU POOLS - FNMA POOL MA3442 FN 08/48 FIXED 3.5	0.15%	755,587
185	SVHE.2006-1 A5	SOUNDVIEW HOME EQUITY LOAN 2006-1 - SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5	0.15%	725,795
186	CHCOCH.3.7 11.15.29	CHENIERE CORPUS CHRISTI HOLDINGS LLC - CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7	0.14%	700,000
187	n/a	SOUTH AFRICA GOVT - REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/31 7	0.14%	13,800,000
188	n/a	UNITED STATES GOVT - TSY INFL IX N/B 02/43 0.625	0.14%	866,979
189	CPPIBC.4.3 06.02.34	CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3	0.14%	900,000
190	n/a	TRINITY SQUARE 2021-1 PLC A - TRINITY SQUARE TRINI 2021 1A AR 144A	0.14%	510,649
191	GSAMP.2007-NC1 A1	GSAMP TRUST 2007-NC1 - GSAMP TRUST GSAMP 2007 NC1 A1	0.14%	1,314,282
192	n/a	ANGLOGOLD ASHANTI HOLDINGS PLC - ANGLOGOLD HOLDINGS PLC COMPANY GUAR 11/28 3.375	0.14%	700,000
193	n/a	MERRILL LYNCH MORTGAGE INV 2007-HE2 - MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2C	0.14%	2,279,566
194	n/a	MEXICO GOVT - MEX BONOS DESARR FIX RT BONDS 11/47 8	0.14%	15,600,000
195	n/a	FANNIE MAE REMICS 2010-99 - FANNIE MAE FNR 2010 99 CL	0.13%	649,000
196	n/a	FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2 - FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A	0.13%	615,632
197	n/a	RFR USD SOFR/3.00000 06/21/23-10Y CME	0.13%	1
198	n/a	FORT CRE 2022-FL3 - FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A	0.13%	627,012
199	n/a	UNITED STATES GOVT - TSY INFL IX N/B 07/33 1.375	0.13%	627,456
200	n/a	STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A - STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A	0.13%	471,545
201	CRVNA.2023-P2 A4	CARVANA AUTO RECEIVABLES TRUST 2023-P2 - CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A4 144A	0.13%	600,000
202	WMALT.2007-OA3 2A	WASHINGTON MUTUAL MTGE P/T 2007-OA3 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A	0.13%	657,387
203	CWALT.2006-OA18 A1	COUNTRYWIDE ALTERNATIVE LN TR 2006-OA18 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A1	0.13%	680,823
204	EIX.4.875 02.01.27	SOUTHERN CALIFORNIA EDISON COMPANY - SOUTHERN CAL EDISON SOUTHERN CAL EDISON	0.13%	600,000
205	INDX.2006-AR14 1A3A	INDYMAC INDX MTGE LOAN TRUST 2006-AR14 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A	0.13%	614,501
206	DUBAEE.3.375 03.20.28 144A	DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375	0.12%	600,000
207	n/a	RFR USD SOFR/3.75000 06/21/23-2Y CME	0.12%	1
208	n/a	CVC CORDATUS LOAN FUND V LTD 5A - CORDATUS CLO PLC CORDA 5A ARR 144A	0.11%	490,793
209	n/a	CITIGROUP MTGE LOAN TR INC 2007-AHL2 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A	0.11%	789,998
210	SOFI.2020-A A2FX	SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A - SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A	0.11%	547,053
211	n/a	MIZUHO FINANCIAL GROUP INC - MIZUHO FINANCIAL GROUP MIZUHO FINANCIAL GROUP	0.11%	500,000
212	MANA.2007-A2 A3B	MERRILL LYNCH ALTERNATIVE NT 2007-A2 - MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B	0.11%	2,152,986
213	JPM.V5.04 01.23.28	JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR	0.11%	500,000
214	n/a	HERTZ VEHICLE FINANCING III LLC 2023-1A - HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A	0.11%	500,000
215	FN.BS9073	FNMA PASS THRU POOLS - FNMA POOL BS9073 FN 07/30 FIXED 4.54	0.11%	500,000
216	n/a	CREDIT SUISSE MORTGAGE TRUST 2010-16 - CREDIT SUISSE MORTGAGE TRUST CSMC 2010 16 B9 144A	0.11%	567,641
217	MS.V4.654 10.18.30	MORGAN STANLEY SR UNSECURED 10/30 VAR	0.11%	500,000
218	MSAC.2005-WMC6 M4	MORGAN STANLEY ABS CAPITAL I 2005-WMC6 - MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4	0.11%	507,474
219	n/a	FAIRFAX FINANCIAL HOLDINGS LIMITED - FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75	0.10%	441,000
220	n/a	WASHINGTON MUTUAL 2005-AR1 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1B	0.10%	487,439
221	n/a	TURKEY GOVT - TURKIYE GOVERNMENT BOND BONDS 05/28 VAR	0.10%	18,700,000
222	PERU.6.95 08.12.31 REGS	PERU GOVT - REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95	0.10%	1,600,000
223	EQIX.1.55 03.15.28	EQUINIX INC SR UNSECURED 03/28 1.55	0.10%	500,000
224	BSABS.2007-HE6 2A	BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6 - BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A	0.10%	513,678
225	n/a	UNITED STATES GOVT - TREASURY BILL 05/25 0.00000	0.10%	458,000
226	n/a	MEXICO GOVT - MEXICAN UDIBONOS BONDS 11/31 2.75	0.10%	10,611,637
227	GSAR.2023-1A A2	GLS AUTO SELECT RECEIVABLES TRUST 2023-1A - GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A	0.10%	449,838
228	n/a	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H09 - GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA	0.10%	444,611
229	n/a	HERTZ VEHICLE FINANCING LLC 2022-1A - HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A	0.10%	450,000
230	DBALT.2006-AR6 A6	DEUTSCHE ALT-A SECURITIES INC 2006-AR6 - DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR6 A6	0.10%	512,279
231	MARM.2004-13 3A1	MASTR ADJUSTABLE RATE MTGES TRU 2004-13 - MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1	0.10%	463,871
232	n/a	IRS EUR 2.25000 09/17/25-30Y LCH	0.09%	1
233	n/a	DT AUTO OWNER TRUST 2023-3A - DT AUTO OWNER TRUST DTAOT 2023 3A A 144A	0.09%	427,460
234	n/a	MEXICO GOVT - MEX BONOS DESARR FIX RT BONDS 03/29 8.5	0.09%	8,700,000
235	n/a	SOUTH AFRICA GOVT - REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/37 8.5	0.09%	9,100,000
236	FFML.2005-FF10 A5	FIRST FRANKLIN MTG LOAN ABS 2005-FF10 - FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5	0.09%	433,619
237	FHLT.2006-C 2A2	FREMONT HOME LOAN TRUST 2006-C - FREMONT HOME LOAN TRUST FHLT 2006 C 2A2	0.09%	1,009,531
238	DFS.4.65 09.13.28 BKNT	DISCOVER BANK/GREENWOOD BRANCH - DISCOVER BANK SR UNSECURED 09/28 4.65	0.09%	400,000
239	n/a	BANC OF AMERICA FUNDING CORP 2006-H - BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A1	0.08%	433,535
240	n/a	BNPP AM EURO CLO 2017 BV 17-1A - BNPP AM EURO CLO BNPAM 2017 1A AR 144A	0.08%	353,710
241	n/a	SMB PRIVATE EDUCATION LOAN TRUST 2023-C - SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1B 144A	0.08%	372,668
242	n/a	WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR1 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR1 A1A	0.08%	445,321
243	n/a	SOUTH AFRICA GOVT - REPUBLIC OF SOUTH AFRICA SR UNSECURED 03/32 8.25	0.08%	7,300,000
244	GCAR.2024-1A A2	GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A - GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A	0.08%	365,408
245	ARMT.2005-10 2A1	ADJUSTABLE RATE MORTAGE TRUST 2005-10 - ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1	0.08%	476,414
246	FN.MA4867	FNMA PASS THRU POOLS - FNMA POOL MA4867 FN 01/53 FIXED 4.5	0.08%	370,820
247	GSAMP.2006-HE8 A2D	GSAMP TRUST 2006-HE8 - GSAMP TRUST GSAMP 2006 HE8 A2D	0.08%	410,000
248	EART.2023-5A A3	EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5A - EXETER AUTOMOBILE RECEIVABLES EART 2023 5A A3	0.08%	348,832
249	RPM.2022-3A A	RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A - RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A	0.08%	348,211
250	n/a	VEROS AUTO RECEIVABLES TRUST 2023-1 - VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A	0.07%	344,506
251	CWALT.2006-24CB A7	COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7	0.07%	636,179
252	n/a	CZECH REPUBLIC GOVT - CZECH REPUBLIC BONDS REGS 12/36 4.2	0.07%	8,000,000
253	n/a	TRICOLOR AUTO SECURITIZATION TRUST 2024-1 - TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A	0.07%	337,535
254	ECMC.2019-1A A1B	ECMC GROUP STUDENT LOAN TRUST 2019-1A - ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A	0.07%	336,184
255	LBMLT.2006-1 1A	LONG BEACH MORTGAGE LOAD TR 2006-1 - LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 1A	0.07%	338,618
256	n/a	CDX ITRAXX XOV42 5Y 35-100% SP BOA	0.07%	1
257	n/a	FNMA PASS THRU POOLS - FNMA POOL BH4101 FN 10/47 FIXED 3.5	0.07%	349,804
258	NHEL.2007-2 A1A	NOVASTAR HOME EQUITY LOAN 2007-2 - NOVASTAR HOME EQUITY LOAN NHEL 2007 2 A1A	0.07%	322,260
259	SVHE.2007-OPT5 2A3	SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5 - SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A3	0.07%	411,859
260	MSAC.2007-HE5 A1	MORGAN STANLEY ABS CAPITAL I 2007-HE5 - MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1	0.07%	778,436
261	FG.Q53756	FHLMC PASS THRU POOLS - FED HM LN PC POOL Q53756 FG 01/48 FIXED 4	0.07%	324,106
262	HR.2.4 03.15.30	HEALTHCARE REALTY HOLDINGS LP - HEALTHCARE RLTY HLDGS LP COMPANY GUAR 03/30 2.4	0.07%	346,000
263	LXS.2006-GP4 3A5	LEHMAN XS TRUST 2006 GP4 - LEHMAN XS TRUST LXS 2006 GP4 3A5	0.07%	296,889
264	n/a	CITIZENS AUTO RECEIVABLES TRUST 2024-1 - CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A	0.07%	300,000
265	EXR.5.4 06.15.35	EXTRA SPACE STORAGE LP COMPANY GUAR 06/35 5.4	0.06%	300,000
266	n/a	PROLOGIS LP SR UNSECURED 01/35 5	0.06%	300,000
267	n/a	FORD MOTOR CREDIT COMPANY LLC - FORD MOTOR CREDIT CO LLC FORD MOTOR CREDIT CO LLC	0.06%	300,000
268	FHLT.2006-3 2A3	FREMONT HOME LOAN TRUST 2006-3 - FREMONT HOME LOAN TRUST FHLT 2006 3 2A3	0.06%	932,242
269	CSAB.2006-4 A6A	CSAB MORTGAGE BACKED TR 2006-4 - CSAB MORTGAGE BACKED TRUST CSAB 2006 4 A6A	0.06%	1,823,625
270	RIOOIL.8.2 04.06.28 144A	RIO OIL FINANCE TRUST SERIES 2018-1 - RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2	0.06%	283,392
271	n/a	RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC - RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A	0.06%	281,148
272	AER.3 10.29.28	AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST - AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3	0.06%	300,000
273	n/a	CARVANA AUTO RECEIVABLES TRUST 2023-N3 - CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A	0.06%	280,827
274	ANCHF.2021-13A A1	ANCHORAGE CREDIT FUNDING 13 LTD - ANCHORAGE CREDIT FUNDING LTD. ANCHF 2021 13A A1 144A	0.06%	300,000
275	OOMLT.2005-1 M1	OPTION ONE MORTGAGE LOAN TR 2005-1 - OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1	0.06%	279,949
276	n/a	AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST - AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3	0.06%	300,000
277	n/a	THEOREM FUNDING TRUST 2022-3A - THEOREM FUNDING TRUST THRM 2022 3A A 144A	0.06%	263,095
278	n/a	UNITED STATES GOVT - TSY INFL IX N/B 02/52 0.125	0.06%	456,368
279	n/a	MEXICO GOVT - MEXICAN UDIBONOS BONDS 11/28 4	0.05%	5,347,928
280	INRIII.F 06.06.28 C	INTEGRITY RE III LTD - INTEGRITY RE III UNSECURED 144A 06/28 VAR	0.05%	250,000
281	GRNGRV.F 04.07.28 A	GREENGROVE RE LTD UNSECURED 144A 04/32 VAR	0.05%	250,000
282	HESTIA.F 03.13.28 A	HESTIA RE LTD UNSECURED 144A 03/32 VAR	0.05%	250,000
283	CWALT.2005-J5 1A7	COUNTRYWIDE ALTERNATIVE LN TR 2005-J5 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J5 1A7	0.05%	307,939
284	SURF.2006-AB1 A4	SPECIALTY UNDERWRITING & RESID 2006-AB1 - SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4	0.05%	249,286
285	n/a	SOUTHERN CALIFORNIA EDISON COMPANY - SOUTHERN CAL EDISON 1ST MORTGAGE 02/51 2.95	0.05%	400,000
286	RPM.2022-1A A	RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A - RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A	0.05%	235,540
287	FHAMS.2006-AA3 A1	FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3 - FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA3 A1	0.05%	292,509
288	RALI.2007-QH8 A	RESIDENTIAL ACCREDIT LOANS 2007-QH8 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A	0.05%	290,736
289	n/a	CDX ITRAXX XOV42 5Y 35-100% SP BPS	0.05%	1
290	n/a	RFR USD SOFR/3.50000 12/20/23-7Y CME	0.05%	1
291	n/a	GALAXY XV CLO LTD 2013-15A - GALAXY CLO LTD GALXY 2013 15A ARR 144A	0.05%	228,329
292	CWL.2007-12 1A1	COUNTRYWIDE ASSET-BACKED CERT 2007-12 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1	0.05%	233,114
293	n/a	RFR USD SOFR/4.00000 06/20/24-2Y CME	0.05%	1
294	NMFT.2006-MTA1 1A1	NOVASTAR MORTGAGE-BACKED NOTES 2006-MTA1 - NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 1A1	0.05%	626,523
295	CWL.2007-QH1 A1	COUNTRYWIDE ASSET BACKED CERT 2007-QH1 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH1 A1 144A	0.05%	234,186
296	n/a	CDX ITRAXX XOV42 5Y 35-100% SP GST	0.05%	1
297	n/a	SPTR TRS EQUITY FEDL01+70 FAR	0.05%	1
298	HVMLT.2006-12 1A1A	HARBORVIEW MORTGAGE LOAN TR 2006-12 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A	0.05%	268,562
299	n/a	TOWD POINT MORTGAGE TRUST 2018-1 - TOWD POINT MORTGAGE TRUST TPMT 2018 1 A1 144A	0.05%	214,085
300	n/a	ANCHORAGE CREDIT FUNDING 2018-6A LTD - ANCHORAGE CREDIT FUNDING LTD. ANCHF 2018 6A A 144A	0.05%	211,618
301	n/a	NAVIENT STUDENT LOAN TRUST 2014-AA - NAVIENT STUDENT LOAN TRUST NAVSL 2014 AA A3 144A	0.04%	206,673
302	STAR.2020-3 A1	STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 - STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A	0.04%	215,623
303	n/a	317U7IQA6 PIMCO SWAPTION 3.75 CALL USD 2025103	0.04%	52,000,000
304	FN.AJ7522	FNMA PASS THRU POOLS - FNMA POOL AJ7522 FN 01/27 FIXED 3	0.04%	205,697
305	EIX.6.25 03.15.30	EDISON INTERNATIONAL SR UNSECURED 03/30 6.25	0.04%	200,000
306	SANUK.V6.833 11.21.26	SANTANDER UK GROUP HOLDINGS PLC - SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR	0.04%	200,000
307	n/a	NATWEST GROUP PLC SR UNSECURED REGS 09/26 VAR	0.04%	158,000
308	CWALT.2005-65CB 2A6	COUNTRYWIDE ALTERNATIVE LN TR 2005-65CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 2A6	0.04%	278,091
309	INABS.2007-A 1A	INDYMAC RESIDENTIAL ASSET BACKED 2007-A - INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A	0.04%	262,370
310	n/a	IRS AUD 4.50000 09/20/23-10Y LCH	0.04%	1
311	BACR.V4.972 05.16.29	BARCLAYS PLC SR UNSECURED 05/29 VAR	0.04%	200,000
312	UAL.5.45 02.15.37 AA	UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH TRUST - UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45	0.04%	198,259
313	F.4.389 01.08.26 GMTN	FORD MOTOR CREDIT COMPANY LLC - FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389	0.04%	200,000
314	RPM.2021-2A A	RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2021-2A - RESEARCH DRIVEN PAGAYA MOTOR A RPM 2021 2A A 144A	0.04%	203,275
315	SNDPT.2017-2A AR	SOUND POINT CLO XVI LTD 2017-2A - SOUND POINT CLO LTD SNDPT 2017 2A AR 144A	0.04%	198,772
316	BACR.4.337 01.10.28	BARCLAYS PLC SR UNSECURED 01/28 4.337	0.04%	200,000
317	UPSPT.2022-ST2 A	UPSTART PASS-THROUGH TRUST SERIES 2022-ST2 - UPSTART PASS THROUGH TRUST UPSPT 2022 ST2 A 144A	0.04%	199,329
318	n/a	J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12 - JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A	0.04%	197,814
319	n/a	SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A - SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A	0.04%	187,608
320	NSLT.2023-AA AFX	NELNET STUDENT LOAN TRUST 2023-AA - NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A	0.04%	179,583
321	F.2.9 02.16.28	FORD MOTOR CREDIT COMPANY LLC - FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9	0.04%	200,000
322	NSLT.2023-AA AFL	NELNET STUDENT LOAN TRUST 2023-AA - NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A	0.04%	179,583
323	FN.BJ2692	FNMA PASS THRU POOLS - FNMA POOL BJ2692 FN 04/48 FIXED 3.5	0.04%	200,161
324	n/a	CITIZENS AUTO RECEIVABLES TRUST 2024-1 - CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A	0.04%	182,474
325	n/a	FNMA PASS THRU POOLS - FNMA POOL BH5752 FN 11/47 FIXED 3.5	0.04%	197,705
326	n/a	MMIFS RE LTD SECURED 144A 01/33 VAR	0.04%	250,000
327	n/a	BOUGHT BRL SOLD USD 20250603	0.04%	1
328	FHLT.2006-D 1A1	FREMONT HOME LOAN TRUST 2006-D - FREMONT HOME LOAN TRUST FHLT 2006 D 1A1	0.04%	292,943
329	UXYM5	US 10YR ULTRA FUT JUN25 XCBT 20250618	0.04%	64
330	CWALT.2005-11CB 2A6	COUNTRYWIDE ALTERNATIVE LN TR 2005-11CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 11CB 2A6	0.04%	206,176
331	IL.ILS 6.72 04.01.2035	ILLINOIS ST ILS 04/35 FIXED 6.725	0.04%	156,538
332	n/a	SPTR TRS EQUITY FEDL01+70 BOA	0.03%	1
333	INDX.2005-AR12 2A1A	INDYMAC INDX MTGE LOAN TRUST 2005-AR12 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A	0.03%	172,475
334	GSAA.2007-5 2A3A	GSAA HOME EQUITY TRUST 2007-5 - GSAA HOME EQUITY TRUST GSAA 2007 5 2A3A	0.03%	358,442
335	n/a	CPS AUTO RECEIVABLES TRUST 2024-A - CPS AUTO TRUST CPS 2024 A A 144A	0.03%	155,629
336	n/a	FNMA PASS THRU POOLS - FNMA POOL MA3305 FN 03/48 FIXED 3.5	0.03%	162,980
337	MHL.2005-5 A1	MORTGAGEIT TRUST 2005-5 - MORTGAGEIT TRUST MHL 2005 5 A1	0.03%	149,876
338	FN.BN0508	FNMA PASS THRU POOLS - FNMA POOL BN0508 FN 09/48 FIXED 3.5	0.03%	160,160
339	MFT.2022-3A B	MARLETTE FUNDING TRUST 2022-3A - MARLETTE FUNDING TRUST MFT 2022 3A B 144A	0.03%	145,814
340	n/a	PERU GOVT - BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7	0.03%	500,000
341	PLD.4.2 02.15.33	PROLOGIS LP SR UNSECURED 02/33 4.2	0.03%	200,000
342	WAMU.2005-AR14 1A3	WASHINGTON MUTUAL 2005-AR14 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A3	0.03%	148,294
343	n/a	CDX IG44 5Y ICE	0.03%	1
344	n/a	SOLD CAD BOUGHT USD 20250502	0.03%	1
345	n/a	RFR USD SOFR/3.70000 02/20/24-25Y LCH	0.03%	1
346	n/a	SPTR TRS EQUITY FEDL01+71 JPM	0.03%	1
347	CMALT.2007-A4 1A9	CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4 - CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A9	0.03%	155,320
348	n/a	RESIDENTIAL FUNDING MTGE SEC 2007-SA2 - RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA2 2A1	0.03%	146,040
349	USPTT.2022-2A A	UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A - UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A	0.03%	126,558
350	n/a	SOLD CAD BOUGHT USD 20250402	0.03%	1
351	n/a	WASHING MUTUAL MTGE P/T 2006-7 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A1B	0.03%	468,917
352	n/a	FNMA PASS THRU POOLS - FNMA POOL BH9277 FN 02/48 FIXED 3.5	0.02%	124,086
353	G2.MA2391	GNMA PASS THRU POOLS - GNMA II POOL MA2391 G2 11/44 FLOATING VAR	0.02%	108,213
354	CWHL.2006-19 1A7	COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2006-19 - COUNTRYWIDE HOME LOANS CWHL 2006 19 1A7	0.02%	226,721
355	n/a	COUNTRYWIDE HOME LOANS 2006-20 - COUNTRYWIDE HOME LOANS CWHL 2006 20 1A21	0.02%	227,607
356	n/a	AMERICAN HOME MORTGAGE ASSETS 2007-3 - AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1	0.02%	112,500
357	GLPI.5.625 09.15.34	GLP CAPITAL LP / GLP FINANCING II INC - GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II	0.02%	100,000
358	n/a	RFR USD SOFR/3.75000 06/20/24-10Y CME	0.02%	1
359	n/a	BANK OF AMERICA CORPORATION - BANK OF AMERICA CORP SR UNSECURED 07/27 VAR	0.02%	100,000
360	TMUS.3.875 04.15.30	T-MOBILE USA INC - T MOBILE USA INC COMPANY GUAR 04/30 3.875	0.02%	100,000
361	CHASE.2006-A1 4A1	CHASE MORTGAGE FINANCE CORP 2006-A1 - CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1	0.02%	114,046
362	RAMC.2007-3 AF1	RENAISSANCE HOME EQUITY LOAN TR 2007-3 - RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1	0.02%	229,131
363	n/a	FIRST FRANKLIN MTG LOAN 2006-FF12 - FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF12 A5	0.02%	98,271
364	n/a	WAMU MTGE P/T CERT 2007-HY6 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A1	0.02%	103,039
365	IMM.2004-10 1A1	IMPAC CMB TR 2004-10 - IMPAC CMB TRUST IMM 2004 10 1A1	0.02%	92,511
366	n/a	WAMU MTGE P/T CERT 2007-HY6 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3	0.02%	98,232
367	n/a	SOLD AUD BOUGHT USD 20250502	0.02%	1
368	n/a	SOLD AUD BOUGHT USD 20250402	0.02%	1
369	n/a	RFR USD SOFR/3.66213 03/01/24-4Y* LCH	0.02%	1
370	LMT.2006-7 1A2	LEHMAN MORTGAGE TRUST 2006-7 - LEHMAN MORTGAGE TRUST LMT 2006 7 1A2	0.02%	169,645
371	GSAA.2006-10 AF4	GSAA HOME EQUITY TRUST 2006-10 - GSAA HOME EQUITY TRUST GSAA 2006 10 AF4	0.02%	340,636
372	FG.V85233	FHLMC PASS THRU POOLS - FED HM LN PC POOL V85233 FG 03/49 FIXED 4	0.02%	79,927
373	JPMAC.2006-CH2 AV5	JP MORGAN MTGE ACQUIS CORP 2006-CH2 - JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5	0.02%	73,699
374	n/a	BOUGHT EUR SOLD USD 20250402	0.02%	1
375	n/a	GENERAL MOTORS COMPANY SNR S* ICE	0.02%	1
376	n/a	CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG	0.01%	574,000
377	IL.ILS 6.63 02.01.2035	ILLINOIS ST ILS 02/35 FIXED 6.63	0.01%	65,385
378	n/a	CENTEX HOME EQUITY 2004-B - CENTEX HOME EQUITY CXHE 2004 B M1	0.01%	67,902
379	n/a	CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M2	0.01%	66,326
380	n/a	CDX HY43 5Y ICE	0.01%	1
381	n/a	FREMONT HOME LOAN TRUST 2005-A - FREMONT HOME LOAN TRUST FHLT 2005 A M3	0.01%	67,052
382	n/a	GSAMP TRUST 2007-NC1 - GSAMP TRUST GSAMP 2007 NC1 A2B	0.01%	134,350
383	n/a	MASTR ASSET SECURITIZATION TRUST 2006-2 - MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A26	0.01%	111,676
384	BALTA.2006-4 13A1	BEAR STEARNS ALT-A TRUST 2006-4 - BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1	0.01%	71,416
385	n/a	RFR USD SOFR/3.64960 03/01/24-4Y* LCH	0.01%	1
386	GSAA.2006-5 2A1	GSAA HOME EQUITY TRUST 2006-5 - GSAA HOME EQUITY TRUST GSAA 2006 5 2A1	0.01%	188,477
387	JPMMT.2008-R2 1A1	JP MORGAN MORTGAGE TRUST 2008-R2 - JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A	0.01%	65,573
388	AHMA.2006-4 1A11	AMERICAN HOME MORTGAGE ASSETS 2006-4 - AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A11	0.01%	116,735
389	n/a	CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG	0.01%	500,000
390	n/a	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-19 - GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF	0.01%	60,798
391	TMST.2004-4 3A	THORNBURG MORTGAGE SECURITIES TR 2004-4 - THORNBURG MORTGAGE SECURITIES TMST 2004 4 3A	0.01%	59,746
392	n/a	RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A2	0.01%	69,020
393	n/a	PERU GOVT - REPUBLIC OF PERU SR UNSECURED REGS 08/37 6.9	0.01%	200,000
394	n/a	RESIDENTIAL ASSET SEC CORP 2003-KS4 - RESIDENTIAL ASSET SECURITIES C RASC 2003 KS4 AIIB	0.01%	58,386
395	NHELI.2006-AF1 A1	NOMURA HOME EQUITY LOAN INC 2006-AF1 - NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1	0.01%	241,993
396	SEMT.2007-1 4A1	SEQUOIA MORTGAGE TRUST 2007-1 - SEQUOIA MORTGAGE TRUST SEMT 2007 1 4A1	0.01%	75,519
397	FN.MA3238	FNMA PASS THRU POOLS - FNMA POOL MA3238 FN 01/48 FIXED 3.5	0.01%	51,537
398	n/a	COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A2	0.01%	83,380
399	n/a	FNMA PASS THRU POOLS - FNMA POOL 905864 FN 11/36 FIXED 6	0.01%	45,004
400	WAMU.2006-AR3 A1A	WASHINGTON MUTUAL 2006-AR3 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A	0.01%	50,461
401	WMALT.2006-AR2 A1A	WASHINGTON MUTUAL MTGE P/T 2006-AR2 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR2 A1A	0.01%	55,607
402	n/a	FNMA PASS THRU POOLS - FNMA POOL BJ3928 FN 12/47 FIXED 3.5	0.01%	49,019
403	B.0 05.15.25	UNITED STATES GOVT - TREASURY BILL 05/25 0.00000	0.01%	45,000
404	n/a	EURO-BOBL FUTURE JUN25 XEUR 20250606	0.01%	-39
405	FN.BJ2758	FNMA PASS THRU POOLS - FNMA POOL BJ2758 FN 05/48 FIXED 3.5	0.01%	48,544
406	FN.MA3276	FNMA PASS THRU POOLS - FNMA POOL MA3276 FN 02/48 FIXED 3.5	0.01%	47,490
407	n/a	FNMA PASS THRU POOLS - FNMA POOL MA3332 FN 04/48 FIXED 3.5	0.01%	47,126
408	CMLTI.2006-WF2 A1	CITIGROUP MORTGAGE LOAN TR 2006-WF2 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A1	0.01%	85,999
409	FN.CA2028	FNMA PASS THRU POOLS - FNMA POOL CA2028 FN 04/48 FIXED 3.5	0.01%	44,846
410	n/a	BOUGHT BRL SOLD USD 20250402	0.01%	1
411	FN.BJ3965	FNMA PASS THRU POOLS - FNMA POOL BJ3965 FN 01/48 FIXED 3.5	0.01%	44,270
412	FN.AL3681	FNMA PASS THRU POOLS - FNMA POOL AL3681 FN 10/40 FIXED VAR	0.01%	37,844
413	FN.MA3356	FNMA PASS THRU POOLS - FNMA POOL MA3356 FN 05/48 FIXED 3.5	0.01%	42,104
414	FN.MA3414	FNMA PASS THRU POOLS - FNMA POOL MA3414 FN 07/48 FIXED 3.5	0.01%	41,620
415	n/a	FNMA PASS THRU POOLS - FNMA POOL BJ0163 FN 12/47 FIXED 3.5	0.01%	40,052
416	n/a	GENERAL MOTORS COMPANY SNR S* ICE	0.01%	1
417	n/a	CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG	0.01%	300,000
418	n/a	OIS COP IBR/7.49800 11/25/24-3Y* CME	0.01%	1
419	CWALT.2007-24 A10	COUNTRYWIDE ALTERNATIVE LN TR 2007-24 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 24 A10	0.01%	102,089
420	MSM.2006-11 2A2	MORGAN STANLEY MTGE LN TRUST 2006-11 - MORGAN STANLEY MORTGAGE LOAN T MSM 2006 11 2A2	0.01%	82,576
421	n/a	FNMA PASS THRU POOLS - FNMA POOL BJ9279 FN 02/48 FIXED 3.5	0.01%	37,944
422	n/a	WASHINGTON MUTUAL 2004-AR14 - WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR14 A1	0.01%	36,925
423	FN.MA3383	FNMA PASS THRU POOLS - FNMA POOL MA3383 FN 06/48 FIXED 3.5	0.01%	37,561
424	FN.BJ3960	FNMA PASS THRU POOLS - FNMA POOL BJ3960 FN 01/48 FIXED 3.5	0.01%	36,640
425	n/a	BOUGHT BRL SOLD USD 20250402	0.01%	1
426	n/a	SOLD TRY BOUGHT USD 20250613	0.01%	1
427	FN.BJ3996	FNMA PASS THRU POOLS - FNMA POOL BJ3996 FN 02/48 FIXED 3.5	0.01%	33,954
428	TMST.2004-1 II2A	THORNBURG MORTGAGE SECURITIES TR 2004-1 - THORNBURG MORTGAGE SECURITIES TMST 2004 1 II2A	0.01%	31,531
429	n/a	BOUGHT BRL SOLD USD 20250402	0.01%	1
430	n/a	SOLD KRW BOUGHT USD 20250618	0.01%	1
431	n/a	SOLD KRW BOUGHT USD 20250612	0.01%	1
432	FN.BH2712	FNMA PASS THRU POOLS - FNMA POOL BH2712 FN 04/47 FIXED 3.5	0.01%	32,062
433	n/a	SOLD KRW BOUGHT USD 20250612	0.01%	1
434	n/a	SOLD DKK BOUGHT USD 20250401	0.01%	1
435	n/a	SOLD DKK BOUGHT USD 20250401	0.01%	1
436	n/a	FNMA PASS THRU POOLS - FNMA POOL BJ3937 FN 01/48 FIXED 3.5	0.01%	29,928
437	SBAP.2008-20H 1	SMALL BUSINESS ADMIN PART CERTS 2008-20H - SMALL BUSINESS ADMINISTRATION SBAP 2008 20H 1	0.01%	26,313
438	DBALT.2005-1 1A4	DEUTSCHE ALT-A SEC INC MTGE LO 2005-1 - DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4	0.01%	27,040
439	FN.AD0461	FNMA PASS THRU POOLS - FNMA POOL AD0461 FN 09/36 FIXED VAR	0.01%	24,817
440	n/a	CDX IG40 5Y ICE	0.01%	1
441	n/a	SOLD DKK BOUGHT USD 20250401	0.01%	1
442	FNA.2020-M33 X2	FANNIE MAE-ACES 2020-M33 - FANNIEMAE ACES FNA 2020 M33 X2	0.01%	390,039
443	n/a	STRUCTURED ADJ RATE MTGE LOAN 2006-2 - STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1	0.01%	30,759
444	n/a	RFR USD SOFR/3.98235 12/02/24-2Y* LCH	0.01%	1
445	n/a	FNMA PASS THRU POOLS - FNMA POOL 806513 FN 12/34 FLOATING VAR	0.01%	22,858
446	n/a	RESIDENTIAL ACCREDIT LOANS 2007-QS1 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1	0.00%	28,919
447	n/a	BOUGHT BRL SOLD USD 20250402	0.00%	1
448	n/a	COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A11	0.00%	47,577
449	GSPALO.6.422 10.09.29	GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422	0.00%	20,822
450	n/a	SOLD TWD BOUGHT USD 20250425	0.00%	1
451	n/a	SOLD KRW BOUGHT USD 20250618	0.00%	1
452	n/a	SOLD KRW BOUGHT USD 20250618	0.00%	1
453	n/a	SOLD BRL BOUGHT USD 20250402	0.00%	1
454	n/a	BOUGHT BRL SOLD USD 20250402	0.00%	1
455	n/a	SOLD KRW BOUGHT USD 20250612	0.00%	1
456	OCP.2014-7A A1RR	OCP CLO LTD 2014-7A - OCP CLO LTD OCP 2014 7A A1RR 144A	0.00%	19,605
457	n/a	FHLMC PASS THRU POOLS - FED HM LN PC POOL G05737 FG 05/35 FIXED 6.5	0.00%	18,458
458	FN.BK1792	FNMA PASS THRU POOLS - FNMA POOL BK1792 FN 03/48 FIXED 3.5	0.00%	20,885
459	FN.AU0949	FNMA PASS THRU POOLS - FNMA POOL AU0949 FN 08/43 FIXED 3.5	0.00%	20,221
460	FN.BJ4012	FNMA PASS THRU POOLS - FNMA POOL BJ4012 FN 02/48 FIXED 3.5	0.00%	20,102
461	n/a	FNMA PASS THRU POOLS - FNMA POOL AL3351 FN 04/41 FIXED VAR	0.00%	17,402
462	MANA.2007-F1 2A6	MERRILL LYNCH ALTERNATIVE NOTE ASSET 2007-F1 - MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 F1 2A6	0.00%	52,565
463	n/a	SOLD TWD BOUGHT USD 20250425	0.00%	1
464	n/a	SOLD ILS BOUGHT USD 20250416	0.00%	1
465	FN.910669	FNMA PASS THRU POOLS - FNMA POOL 910669 FN 02/37 FIXED 6	0.00%	16,294
466	n/a	SOLD KRW BOUGHT USD 20250618	0.00%	1
467	n/a	SOLD ILS BOUGHT USD 20250416	0.00%	1
468	n/a	SOLD CLP BOUGHT USD 20250609	0.00%	1
469	n/a	PIMCO FUNDS - PIMCO PRV SHORT TERM FLT III MUTUAL FUND	0.00%	1,602
470	n/a	SOLD TWD BOUGHT USD 20250820	0.00%	1
471	FN.AL2935	FNMA PASS THRU POOLS - FNMA POOL AL2935 FN 02/43 FIXED VAR	0.00%	16,218
472	WAMU.2005-AR12 1A6	WASHINGTON MUTUAL 2005-AR12 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6	0.00%	16,433
473	SARM.2005-17 5A1	STRUCTURED ADJUSTABLE RT MTGE LN 2005-17 - STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 5A1	0.00%	27,776
474	n/a	BOUGHT BRL SOLD USD 20250702	0.00%	1
475	n/a	SOLD TWD BOUGHT USD 20250425	0.00%	1
476	n/a	SOLD KRW BOUGHT USD 20250618	0.00%	1
477	n/a	SOLD ILS BOUGHT USD 20250416	0.00%	1
478	FN.BJ3977	FNMA PASS THRU POOLS - FNMA POOL BJ3977 FN 01/48 FIXED 3.5	0.00%	15,674
479	n/a	SOLD ILS BOUGHT USD 20250416	0.00%	1
480	FN.BH5201	FNMA PASS THRU POOLS - FNMA POOL BH5201 FN 09/47 FIXED 3.5	0.00%	15,268
481	FN.902066	FNMA PASS THRU POOLS - FNMA POOL 902066 FN 12/36 FIXED 6	0.00%	13,144
482	n/a	SOLD KRW BOUGHT USD 20250618	0.00%	1
483	n/a	SOLD KRW BOUGHT USD 20250425	0.00%	1
484	n/a	SOLD TWD BOUGHT USD 20250425	0.00%	1
485	n/a	BEAR STEARNS ALT-A TRUST 2005-4 - BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2	0.00%	13,600
486	n/a	FNMA PASS THRU POOLS - FNMA POOL 908098 FN 12/36 FIXED 6	0.00%	11,986
487	n/a	SOLD CHF BOUGHT USD 20250502	0.00%	1
488	NAA.2005-AP2 A5	NOMURA ASSET ACCEPTANCE CORP 2005-AP2 - NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5	0.00%	25,280
489	WAMU.2005-AR19 A1A1	WASHINGTON MUTUAL 2005-AR19 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1	0.00%	11,549
490	RALI.2007-QH7 1A1	RESIDENTIAL ACCREDIT LOANS 2007-QH7 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH7 1A1	0.00%	11,904
491	n/a	SOLD BRL BOUGHT USD 20250402	0.00%	1
492	n/a	SOLD TWD BOUGHT USD 20250425	0.00%	1
493	n/a	BOUGHT PLN SOLD USD 20250606	0.00%	1
494	n/a	CDX HY44 5Y ICE	0.00%	1
495	n/a	SOLD KRW BOUGHT USD 20250605	0.00%	1
496	n/a	SOLD BRL BOUGHT USD 20250402	0.00%	1
497	n/a	FNMA PASS THRU POOLS - FNMA POOL 907746 FN 01/37 FIXED 6	0.00%	9,698
498	n/a	SOLD CHF BOUGHT USD 20250402	0.00%	1
499	n/a	SOLD TWD BOUGHT USD 20250425	0.00%	1
500	n/a	SOLD TWD BOUGHT USD 20250716	0.00%	1

As of Mar 31, 2025

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Asset Allocation

Asset Class	% Weight
Bond	98.19%
Cash	1.13%
Stocks	0.69%

Country Breakdown

Sector	% Weight
United States	64.35%
Other	27.82%
XS	4.60%
Japan	1.78%
Denmark	0.80%
Germany	0.59%
Spain	0.05%
Argentina	0.01%