PRRRX Portfolio moves — PIMCO Real Return Fund

PRRRX

PIMCO Real Return Fund

PIMCO Funds

Portfolio moves

Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.

From To

Dec 31, 2025 → Mar 31, 2026

Expand a category to see the positions behind it, ranked by weight.

Security	Shares Mar 2026	Δ shares	End %	Δ value
Uniform Mortgage-Backed Security, TBA	447,000,000	447,000,000	4.80%	$430.73M
UNITED KINGDOM GILT BONDS REGS 10/31 4	120,100,000	120,100,000	1.73%	$155.03M
U.S. Treasury Inflation-Indexed Notes	113,497,524	113,497,524	1.25%	$112.17M
FNCL 6 6/24	97,922,379	97,922,379	1.11%	$99.67M
FNCL 6 7/25	71,000,000	71,000,000	0.81%	$72.24M
Uniform Mortgage-Backed Security, TBA	68,300,000	68,300,000	0.73%	$65.85M
Uniform Mortgage-Backed Security, TBA	63,600,000	63,600,000	0.73%	$65.75M
Uniform Mortgage-Backed Security, TBA	64,300,000	64,300,000	0.72%	$64.45M
Uniform Mortgage-Backed Security, TBA	55,500,000	55,500,000	0.58%	$52.33M
FNCL 4 6/24	48,200,000	48,200,000	0.51%	$45.39M
JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4	6,370,000,000	6,370,000,000	0.43%	$38.35M
Fannie Mae REMICS	36,000,000	36,000,000	0.40%	$35.83M
SMB Private Education Loan Trust 2026-B	26,700,000	26,700,000	0.30%	$26.73M
Uniform Mortgage-Backed Security, TBA	20,677,621	20,677,621	0.23%	$21.05M
EURO-OAT FUTURE JUN26	-2,495	-2,495	0.12%	$10.86M
NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000	10,357,906	10,357,906	0.11%	$10.23M
GNR 2025-170 FC	9,127,692	9,127,692	0.10%	$9.16M
FANNIE MAE FNR 2024 52 LF	6,749,414	6,749,414	0.08%	$6.79M
GSG BIDCO LTD SR SECURED 144A 06/51 6.375	5,800,000	5,800,000	0.07%	$6.66M
GNMA II, Single Family, 30 Year	7,000,000	7,000,000	0.07%	$6.43M
Fannie Mae REMICS	5,469,868	5,469,868	0.06%	$5.50M
GSG BIDCO LTD SR SECURED 144A 06/36 5.375	4,600,000	4,600,000	0.06%	$5.28M
ARBOUR CLO ARBR 13A AR 144A	4,200,000	4,200,000	0.05%	$4.84M
GSG BIDCO LTD SR SECURED 144A 06/31 4.7	4,200,000	4,200,000	0.05%	$4.82M
Fannie Mae REMICS	4,677,630	4,677,630	0.05%	$4.71M
IRS EUR 3.00000 09/16/26-30Y LCH	1	1	0.04%	$3.78M
RRE LOAN MANAGEMENT RRME 3A A1R 144A	3,000,000	3,000,000	0.04%	$3.46M
RFR USD SOFR/3.40694 07/06/26-4Y* LCH	5	5	0.04%	$3.36M
TURKIYE CENTR BANK BILL BILLS 04/26 0.00000	120,000,000	120,000,000	0.03%	$2.68M
FNR 2024-88 FC	2,656,274	2,656,274	0.03%	$2.68M
EURO-BOBL FUTURE JUN26	-918	-918	0.02%	$1.99M
RFR USD SOFR/3.74863 03/31/26-9Y* LCH	4	4	0.01%	$1.25M
TRS R 3.78/91282CFR7 BPS	1	1	0.01%	$852.80K
TRS R 3.78/9128282L3 MYC	1	1	0.01%	$706.29K
Vitality Re XVII Ltd., Series A	500,000	500,000	0.01%	$500.02K
LME Lead Future	-28	-28	0.01%	$476.52K
IRS EUR 3.05000 01/13/26-30Y LCH	1	1	0.00%	$396.56K
Veraison Re Ltd.	300,000	300,000	0.00%	$300.12K
LME PRI ALUM FUTR MAY26 XLME 20260518	12	12	0.00%	$294.10K
Vitality Re XVII 2026 Class C	250,000	250,000	0.00%	$250.01K
Vitality Re XVII 2026 Class B	250,000	250,000	0.00%	$250.01K
Locke Tavern Re Ltd., Series A	250,000	250,000	0.00%	$250.00K
GATEWAY RE LTD UNSECURED 144A 07/29 VAR	250,000	250,000	0.00%	$250.00K
GATEWAY RE LTD UNSECURED 144A 07/29 VAR	250,000	250,000	0.00%	$250.00K
EURO-SCHATZ FUT JUN26 DUM6	2,238	2,238	0.00%	$168.70K
LME PRI ALUM FUTR JUL26 XLME 20260713	49	49	0.00%	$144.58K
BRENT CRUDE FUTR DEC26 IFEU 20261030	24	24	0.00%	$142.32K
LOW SU GASOIL G SEP26 IFEU 20260910	5	5	0.00%	$140.23K
RFR USD SOFR/4.08316 06/30/26-27Y* LCH	3	3	0.00%	$100.01K
LME NICKEL FUTURE MAY26 XLME 20260518	-5	-5	0.00%	$99.04K
Lead	-110	-110	0.00%	$76.24K
TRS R 3.78/91282CGW5 BPS	1	1	0.00%	$75.77K
Zinc	53	53	0.00%	$60.75K
Nickel	-17	-17	0.00%	$18.96K
MILL WHEAT EURO Sep26	67	67	0.00%	$16.60K
UK NATURAL GAS FUTJUN26 IFEU 20260528	-7	-7	0.00%	$16.44K
MILL WHEAT EURO May26	17	17	0.00%	$3.23K
COCOA FUTURE - IC MAY26 QCK6	-2	-2	0.00%	$249
TTF NAT GAS F JUN26 NDEX 20260528	-10	-10	0.00%	-$2.01K
UK Natural Gas FutMay26	-1	-1	0.00%	-$3.89K
SGX IODEX Iron Ore	-5	-5	0.00%	-$4.63K
IODEX IO FUT JUL26 XSIM 20260731	-22	-22	0.00%	-$5.34K
COFF ROBUSTA 10tn Jul26	7	7	0.00%	-$8.56K
Robusta Coffee Future 10-Tonne	2	2	0.00%	-$10.48K
COCOA FUTURE - IC Jul26	-8	-8	0.00%	-$12.75K
TTF NAT GAS F MAY26 NDEX 20260429	-6	-6	0.00%	-$20.12K
31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520	-26,300,000	-26,300,000	0.00%	-$21.37K
WHITE SUGAR (ICE) FUT AUG26 QWQ6	-17	-17	0.00%	-$26.67K
LME ZINC FUTURE MAY26 XLME 20260518	13	13	0.00%	-$126.50K
EURO-BUXL 30Y BND JUN26	107	107	0.00%	-$163.37K
TRS R 3.78/91282CPH8 BPS	1	1	-0.01%	-$504.50K
TRS R 3.78/912828Y38 MYC	1	1	-0.01%	-$673.18K
TRS R SOFRRATE+11.5/91282CJH5 SOG	1	1	-0.01%	-$693.62K
U.S. Treasury Inflation-Protected Notes 0.50%, Due 01/15/2028	2	2	-0.01%	-$774.18K
EURO-BUND FUTURE JUN26	279	279	-0.01%	-$864.53K
U.S. Treasury Notes 0.125%, Due 1/15/30	1	1	-0.01%	-$1.04M
TRS R 3.8/91282CNB3 MYC	2	2	-0.01%	-$1.24M
TRS R 3.8/91282CLV1 MYC	1	1	-0.02%	-$1.75M
RFR GBP SONIO/3.50000 03/18/26-2Y LCH	1	1	-0.03%	-$3.03M
Repurchase Agreement	1	1	-0.04%	-$3.50M
EURO-BTP (ITALY GOVT) JUN 26	2,178	2,178	-0.10%	-$8.59M
IRS EUR 2.75000 09/16/26-10Y LCH	1	1	-0.19%	-$17.40M

Security	Shares Dec 2025	Δ shares	End %	Δ value
Uniform Mortgage-Backed Security, TBA	491,300,000	-491,300,000	0.00%	-$479.23M
FNCL 6 3/24	150,000,000	-150,000,000	0.00%	-$153.96M
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1	84,221,592	-84,221,592	0.00%	-$98.61M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026	72,693,171	-72,693,171	0.00%	-$72.27M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027	68,039,390	-68,039,390	0.00%	-$66.82M
Uniform Mortgage-Backed Security, TBA	63,600,000	-63,600,000	0.00%	-$66.11M
Uniform Mortgage-Backed Security, TBA	64,300,000	-64,300,000	0.00%	-$65.14M
G2 MB0420	56,453,475	-56,453,475	0.00%	-$51.42M
Uniform Mortgage-Backed Security, TBA	39,600,000	-39,600,000	0.00%	-$40.64M
FNCL 4.5 1/26	24,000,000	-24,000,000	0.00%	-$23.43M
INF SWAP US IT 2.41875 03/05/21-5Y LCH	1	-1	0.00%	-$9.26M
Government National Mortgage Association, TBA	7,000,000	-7,000,000	0.00%	-$6.37M
IRS EUR 3.00000 03/18/26-30Y LCH	1	-1	0.00%	-$4.76M
BCC 2021-4A A1R	4,400,000	-4,400,000	0.00%	-$4.40M
FUT. EUR FOAT MAR26	-2,528	2,528	0.00%	-$3.72M
Sandstone Peak Ltd., Series 2021-1A, Class A1R	3,100,000	-3,100,000	0.00%	-$3.11M
BDS LTD BDS 2022 FL11 ATS 144A	3,012,062	-3,012,062	0.00%	-$3.02M
HENLEY FUNDING LTD. HNLY 7A AR 144A	2,509,023	-2,509,023	0.00%	-$2.95M
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A	2,900,000	-2,900,000	0.00%	-$2.90M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/27	2,787,572	-2,787,572	0.00%	-$2.81M
CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A	2,300,000	-2,300,000	0.00%	-$2.70M
CAIRN CLO BV CRNCL 2018 10A AR 144A	2,126,864	-2,126,864	0.00%	-$2.50M
FUT. EURO-BUND EUX MAR26	-1,103	1,103	0.00%	-$2.21M
PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1 PAIA 2021-1A A1AR	2,200,000	-2,200,000	0.00%	-$2.20M
RFR GBP SONIO/3.75000 09/17/25-5Y LCH	1	-1	0.00%	-$1.91M
VMWARE LLC	1,900,000	-1,900,000	0.00%	-$1.90M
PARALLEL LTD PARL 2021 1A AR 144A	1,600,000	-1,600,000	0.00%	-$1.60M
U.S. Treasury Bills	1,560,000	-1,560,000	0.00%	-$1.55M
Ares XLIV CLO Ltd	1,500,000	-1,500,000	0.00%	-$1.50M
U.S. Treasury Bills	1,441,000	-1,441,000	0.00%	-$1.43M
Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R	1,177,125	-1,177,125	0.00%	-$1.18M
BBAM EUROPEAN CLO BBAME 1A AR 144A	1,000,000	-1,000,000	0.00%	-$1.18M
U.S. Treasury Bills	1,105,000	-1,105,000	0.00%	-$1.09M
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	818,262	-818,262	0.00%	-$962.22K
U.S. Treasury Bills	781,000	-781,000	0.00%	-$773.22K
Regatta XVI Funding Ltd., Series 2019-2A, Class A1R	518,985	-518,985	0.00%	-$519.35K
U.S. Treasury Inflation-Protected Security 0.375%, due 01/15/27	465,036	-465,036	0.00%	-$459.33K
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KBX1 CL A2 2.92000000	258,758	-258,758	0.00%	-$258.07K
LME ZINC FUTURE JAN26 XLME 20260119	0	0	0.00%	-$233.51K
Romark CLO Ltd., Series 2017-1A, Class A1R	199,867	-199,867	0.00%	-$200.11K
RFR USD SOFR/3.37500 03/31/26-4Y* LCH	1	-1	0.00%	-$181.74K
Saranac CLO VI Ltd., Series 2018-6A, Class A1R	156,990	-156,990	0.00%	-$157.08K
Venture XXIX CLO Ltd	155,221	-155,221	0.00%	-$155.30K
TIAA CLO LTD TIA 2018 1A A1AR 144A	149,399	-149,399	0.00%	-$149.47K
LME ZINC FUTURE MAR26 XLME 20260316	68	-68	0.00%	-$138.07K
SGX IRON ORE 62% FUT MAR26 SCOH6	140	-140	0.00%	-$60.43K
INF SWAP US IT 2.842 02/13/25-1Y LCH	1	-1	0.00%	-$38.44K
LME LEAD FUTURE MAR26 XLME 20260316	-155	155	0.00%	-$29.78K
INF SWAP US IT 2.82 02/05/25-1Y LCH	1	-1	0.00%	-$27.15K
INF SWAP US IT 3.0425 02/21/25-1Y LCH	1	-1	0.00%	-$7.70K
MILL WHEAT EURO MAR26 XPAR 20260310	-25	25	0.00%	-$2.84K
MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 3A1	1,273	-1,273	0.00%	-$1.26K
IRS EUR R 2.50000 01/18/27-2Y LCH	0	0	0.00%	$0
IRS EUR R 2.44000 01/27/27-2Y LCH	0	0	0.00%	$0
IRS EUR R 2.35000 01/11/27-2Y LCH	0	0	0.00%	$0
LME NICKEL FUTURE JAN26 XLME 20260119	0	0	0.00%	$3.46K
ICE Cocoa Future	-5	5	0.00%	$8.22K
Robusta Coffee Future 10-Tonne	-6	6	0.00%	$8.29K
UK NATURAL GAS FUTMAR26 IFEU 20260226	-70	70	0.00%	$24.12K
TTF NAT GAS F MAR26 NDEX 20260226	-110	110	0.00%	$51.79K
LME LEAD FUTURE JAN26 XLME 20260119	0	0	0.00%	$76.58K
LME NICKEL FUTURE MAR26 XLME 20260316	-13	13	0.00%	$117.66K
FGBM Mar 2026	121	-121	0.00%	$118.16K
LOW SU GASOIL G JUN26 IFEU 20260611	36	-36	0.00%	$135.83K
LME PRI ALUM FUTR JAN26 XLME 20260119	0	0	0.00%	$219.11K
IRS EUR 2.46500 12/08/25-2Y LCH	1	-1	0.00%	$307.25K
LME PRIMARY ALUMINUM FUTURE 0326	-50	50	0.00%	$377.48K
RFR USD SOFR/4.76000 01/18/24-2Y LCH	3	-3	0.00%	$391.33K
ITA GB 10YR FUT IKH6 03-06-26	902	-902	0.00%	$520.39K
FUT. EURO BUXL BND MAR26	323	-323	0.00%	$876.81K
IRS EUR 2.75000 03/18/26-10Y LCH	1	-1	0.00%	$8.97M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026	-25,022,760	25,022,760	0.00%	$24.79M

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
U.S. Treasury Inflation-Protected Indexed Notes	325,926,666	346,144,950	20,218,284	3.93%	$20.31M
U.S. Treasury Inflation-Protected Indexed Notes	306,340,937	326,703,465	20,362,527	3.66%	$20.75M
U.S. Treasury Notes	254,724,336	303,137,026	48,412,690	3.36%	$47.63M
U.S. Treasury Inflation-Linked Notes	119,182,624	208,419,420	89,236,796	2.30%	$89.22M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32	141,716,696	153,278,580	11,561,884	1.57%	$11.57M
Government National Mortgage Association	44,428,087	100,199,933	55,771,846	1.03%	$51.52M
JAPAN GOVT CPI LINKED BONDS 03/29 0.1	13,890,334,800	13,911,147,150	20,812,350	0.97%	-$2.75M
U.S. Treasury Inflation-Protected Indexed Notes	50,187,315	73,071,985	22,884,670	0.83%	$23.56M
JAPAN GOVT CPI LINKED BONDS 03/28 0.1	10,124,051,064	10,139,293,833	15,242,769	0.71%	-$1.65M
JAPAN GOVT CPI LINKED BONDS 03/35 0.005	5,166,057,600	5,173,799,400	7,741,800	0.35%	-$1.02M
LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2	3,570,605	3,570,605	0	0.04%	$2.35K
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1	1,791,151	1,791,152	1	0.00%	-$836
American Home Mortgage Assets Trust, Series 2006-1, Class 2A1	183,215	183,303	88	0.00%	-$640
FIRST HORIZON ALTERNATIVE MORT FHAMS 2007 FA4 1A8	139,221	139,340	119	0.00%	-$1.72K
RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2	54,921	54,924	3	0.00%	-$457
WHITE SUGAR (ICE) MAY26 IFEU 20260415	-33	-4	29	0.00%	-$3.80K
US ULTRA BOND CBT Sep25	-18,921,797,581	-9,658,403,060	9,263,394,521	-0.63%	$307.88M

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032	386,512,185	386,050,019	-462,166	4.06%	$1.63M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33	327,633,760	327,239,536	-394,224	3.57%	$529.33K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29	283,424,038	283,083,467	-340,571	3.41%	$79.26K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28	296,946,165	296,590,797	-355,368	3.36%	$1.71M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28	257,612,194	257,303,796	-308,398	3.02%	$255.39K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031	249,019,953	248,720,682	-299,271	2.59%	$1.66M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044	203,917,859	203,672,648	-245,211	1.88%	-$2.47M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2042	216,972,682	216,712,190	-260,491	1.86%	-$1.97M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033	173,036,147	172,827,191	-208,956	1.86%	$425.79K
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29	194,542,909	169,365,676	-25,177,233	1.84%	-$22.72M
U.S. Treasury Notes	257,860,485	155,389,923	-102,470,562	1.75%	-$102.23M
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030	153,765,546	153,581,504	-184,042	1.63%	$1.08M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46	189,040,446	188,813,462	-226,984	1.56%	-$2.50M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031	333,108,053	146,225,568	-186,882,485	1.53%	-$173.08M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-7/8% 02/15/2047	190,885,272	190,656,016	-229,256	1.51%	-$2.42M
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	18,452,397	13,695,665	-4,756,732	1.49%	-$46.36M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2045	168,277,024	168,075,002	-202,022	1.35%	-$1.96M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29	105,667,835	105,541,024	-126,810	1.22%	$413.95K
U.S. Treasury Notes	101,584,585	101,462,030	-122,555	1.16%	$443.07K
G2 MA8099	108,673,540	106,577,619	-2,095,920	1.10%	-$1.36M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028	136,559,674	82,184,634	-54,375,040	0.92%	-$53.51M
U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029	82,106,970	82,008,277	-98,693	0.91%	$569.30K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27	74,193,300	74,104,875	-88,425	0.84%	$511.48K
U.S. Treasury Inflation-Protected Indexed Bonds	80,485,860	80,389,140	-96,720	0.83%	-$1.64M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2 1/8% 02/15/40	74,810,307	74,720,919	-89,388	0.82%	-$926.37K
U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034	66,838,675	66,758,538	-80,137	0.74%	$16.93K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028	64,108,550	64,031,945	-76,606	0.71%	$508.44K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 02/15/2043	81,033,276	80,936,005	-97,271	0.67%	-$686.26K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050	104,699,075	104,573,416	-125,658	0.66%	-$1.08M
U.S. Treasury Notes 0.125%, Due 1/15/2030	60,935,751	60,863,044	-72,706	0.65%	$458.15K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028	57,119,905	57,051,536	-68,370	0.63%	$498.28K
U.S. Treasury Inflation-Protected Notes 2.125%, Due 02/15/2054	63,761,893	63,685,566	-76,327	0.63%	-$1.14M
U.S. Treasury Inflation-Protected Indexed Bonds	55,233,132	55,166,637	-66,495	0.60%	-$693.90K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027	55,958,183	52,833,138	-3,125,045	0.59%	-$2.49M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/48	66,798,530	66,718,598	-79,932	0.53%	-$878.74K
Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The	35,137,612	33,356,112	-1,781,500	0.38%	-$1.69M
U.S. Treasury Inflation-Protected Indexed Bonds	62,913,567	62,838,109	-75,458	0.37%	-$564.24K
FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000	36,781,930	32,747,824	-4,034,106	0.37%	-$3.98M
U.S. Treasury Inflation Linked Bonds	45,883,338	45,828,375	-54,963	0.36%	-$567.85K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 02/15/2052	57,196,374	57,127,914	-68,460	0.33%	-$604.70K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028	28,383,168	28,349,259	-33,909	0.33%	$123.44K
Government of Canada	39,524,940	39,453,120	-71,820	0.33%	-$447.16K
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0	20,708,518	20,560,356	-148,161	0.26%	-$150.50K
Government National Mortgage Association	23,157,650	22,049,144	-1,108,506	0.25%	-$1.15M
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1	16,722,832	16,603,152	-119,680	0.21%	$13.41K
BOSPHORUS CLO BOPHO 6A A 144A	19,477,909	15,780,909	-3,697,000	0.20%	-$4.66M
FED HM LN PC POOL ZM5146 FR 12/47 FIXED 4	19,306,249	18,891,990	-414,258	0.20%	-$565.98K
Government National Mortgage Association	16,796,340	16,764,249	-32,091	0.19%	$7.61K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3	17,188,000	16,314,022	-873,978	0.18%	-$853.63K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-3/8% 04/15/32	14,308,242	14,291,082	-17,160	0.18%	-$27.15K
STRUCTURED ASSET SECURITIES CO SASC 2006 OPT1 M1	16,756,841	16,550,409	-206,431	0.16%	-$191.05K
MADISON PARK EURO FUNDING CADOG 8A ARR 144A	11,813,037	11,809,580	-3,457	0.15%	-$263.18K
FREDDIE MAC FHR 5534 FP	15,198,815	13,534,948	-1,663,867	0.15%	-$1.74M
JYSKE REALKREDIT A/S COVERED 10/53 1.5	97,574,384	97,514,125	-60,260	0.13%	-$270.74K
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1	29,521,576	29,403,503	-118,073	0.13%	-$206.81K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053	13,801,662	13,785,156	-16,506	0.12%	-$194.77K
FNMA, Series 2025-83, Class FA	10,786,018	10,266,306	-519,712	0.12%	-$498.38K
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1	8,650,094	8,588,176	-61,918	0.11%	-$164.11K
NRZT 2019-RPL3 A1 144A FRN 07-25-59	10,464,035	9,775,635	-688,400	0.11%	-$673.03K
CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A	8,610,434	8,170,227	-440,207	0.11%	-$675.87K
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2	9,004,364	8,564,290	-440,074	0.09%	-$449.87K
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A	11,169,035	8,167,910	-3,001,126	0.09%	-$3.00M
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H15 CL FG V/R 4.92655000	8,182,347	8,018,181	-164,166	0.09%	-$157.63K
PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M4	8,390,138	8,002,425	-387,713	0.09%	-$359.13K
CIT Mortgage Loan Trust, Series 2007-1, Class 1M1	7,673,378	7,239,435	-433,943	0.08%	-$453.49K
JP Morgan Alternative Loan Trust, Series 2006-A7, Class 1A4	8,506,612	7,808,424	-698,188	0.08%	-$389.91K
Freddie Mac REMICS	8,240,427	7,276,138	-964,289	0.08%	-$964.59K
Freddie Mac REMICS	7,582,195	7,437,423	-144,772	0.08%	-$134.48K
LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 6.36876000	7,044,027	6,730,727	-313,300	0.08%	-$272.65K
COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A1	7,052,987	6,939,004	-113,983	0.07%	-$61.24K
DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A	8,119,388	5,258,646	-2,860,742	0.07%	-$3.46M
FREDDIE MAC FHR 5510 FM	6,267,476	5,403,045	-864,431	0.06%	-$847.39K
CSMC 2021-NQM8 SER 2021-NQM8 CL A1 V/R REGD 144A P/P 2.84100000	6,199,347	5,946,486	-252,861	0.06%	-$202.70K
CWABS Asset-Backed Certificates Trust, Series 2007-8, Class 1A1	5,286,615	5,147,589	-139,027	0.06%	-$131.79K
FREDDIE MAC FHR 5549 BF	5,526,550	4,831,963	-694,586	0.05%	-$672.07K
FNMA, Series 2024-77, Class DF	5,304,074	4,785,240	-518,834	0.05%	-$505.64K
TRTX Issuer Ltd., Series 2022-FL5, Class A	5,507,991	4,739,226	-768,765	0.05%	-$746.99K
Home Equity Asset Trust, Series 2005-8, Class M2	5,108,476	4,770,093	-338,383	0.05%	-$334.57K
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD	4,380,650	4,348,574	-32,076	0.05%	-$17.65K
DRYDEN EURO CLO DRYD 2017 52A AR 144A	5,098,487	3,723,111	-1,375,376	0.05%	-$1.69M
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A	4,154,512	3,612,411	-542,101	0.05%	-$697.48K
Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The	4,648,606	4,138,305	-510,301	0.05%	-$491.77K
ST PAULS CLO SPAUL 10A AR 144A	3,661,753	3,453,520	-208,233	0.04%	-$300.59K
FREDDIE MAC REMICS SER 5565 CL FA V/R 5.02419000	4,254,304	3,918,660	-335,643	0.04%	-$324.13K
G2 MA8044	4,305,591	4,213,533	-92,058	0.04%	-$68.80K
FREDDIE MAC FHR 5589 FB	3,887,357	3,735,191	-152,166	0.04%	-$144.59K
ST PAULS CLO SPAUL 4A ARR1 144A	3,550,086	3,162,601	-387,485	0.04%	-$526.15K
SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A	4,317,477	3,634,316	-683,161	0.04%	-$689.87K
ST PAULS CLO SPAUL 11A AR 144A	3,407,559	3,036,803	-370,756	0.04%	-$498.05K
JUBILEE CDO BV JUBIL 2016 17A A1RR 144A	4,463,114	2,729,884	-1,733,230	0.04%	-$2.09M
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A	3,708,452	3,065,714	-642,737	0.03%	-$641.55K
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A3	6,198,992	6,069,423	-129,569	0.03%	-$62.95K
Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3	3,377,013	2,937,214	-439,799	0.03%	-$433.20K
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 4 1A3	3,711,547	3,689,965	-21,582	0.03%	-$19.98K
Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The	3,028,935	2,835,414	-193,520	0.03%	-$181.95K
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4	3,183,726	3,155,798	-27,928	0.03%	-$16.62K
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A	2,837,767	2,383,884	-453,882	0.03%	-$574.49K
FANNIE MAE REMICS SER 2025-79 CL FA V/R 5.12419000	2,984,762	2,711,604	-273,158	0.03%	-$273.66K
CUMULUS STATIC CLO CMLST 2024 1A A 144A	2,577,265	2,314,662	-262,603	0.03%	-$354.69K
Merrill Lynch Mortgage Investors Trust Series 2006-HE6	8,752,026	8,696,860	-55,166	0.03%	-$73.89K
Alliance Bancorp Trust, Series 2007-OA1, Class A1	2,697,444	2,679,086	-18,358	0.03%	-$5.05K
CARRINGTON MTG LN TR 06 NC2 A4 TSFR1M+59.448 06/25/2036	2,673,136	2,422,287	-250,849	0.03%	-$218.10K
SLM STUDENT LOAN TRUST SLMA 2008 7 A4	2,500,015	2,356,334	-143,681	0.03%	-$153.51K
UPX HIL Issuer Trust, Series 2025-1, Class A	2,604,172	2,340,612	-263,560	0.03%	-$293.65K
FN BK7608	2,446,578	2,393,562	-53,015	0.03%	-$71.09K
FREDDIE MAC REMICS SER 5567 CL FB V/R 5.07180000	2,420,688	2,180,532	-240,156	0.02%	-$235.67K
REALKREDIT DANMARK COVERED REGS 10/53 1.5	17,894,396	17,750,764	-143,632	0.02%	-$78.24K
GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A	2,875,359	2,163,649	-711,709	0.02%	-$711.54K
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3	3,790,467	3,769,245	-21,222	0.02%	-$80.59K
Lehman XS Trust, Series 2006-8, Class 3A4	2,376,942	2,135,240	-241,701	0.02%	-$264.19K
Soundview Home Loan Trust, Series 2007-OPT2, Class 2A3	2,307,306	2,223,875	-83,431	0.02%	-$76.82K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 5.19888000	2,003,235	1,976,058	-27,177	0.02%	-$19.20K
GSAMP TRUST GSAMP 2007 HE2 A2D	2,738,259	2,725,690	-12,570	0.02%	-$45.52K
ARGENT SECURITIES INC. ARSI 2006 M1 A1	2,245,848	2,196,963	-48,885	0.02%	-$41.49K
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A	2,512,526	2,504,891	-7,634	0.02%	-$1.23K
LoanCore Issuer Ltd., Series 2022-CRE7, Class A	3,353,436	1,983,218	-1,370,218	0.02%	-$1.38M
ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A	2,464,059	1,965,924	-498,136	0.02%	-$509.09K
Freddie Mac REMICS	2,013,579	1,960,061	-53,518	0.02%	-$53.46K
GSAMP TRUST GSAMP 2005 HE2 M2	1,991,385	1,974,437	-16,948	0.02%	-$17.69K
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 3A A 144A	1,834,698	1,610,855	-223,843	0.02%	-$294.53K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D	2,615,889	2,600,321	-15,568	0.02%	-$11.73K
FANNIE MAE REMICS SER 2025-93 CL FA V/R 4.97419000	1,987,698	1,805,789	-181,909	0.02%	-$181.10K
BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A	3,093,856	1,565,662	-1,528,194	0.02%	-$1.83M
FREDDIE MAC REMICS SER 5538 CL AF V/R 5.17419000	2,069,536	1,786,594	-282,942	0.02%	-$283.73K
Banc of America Funding Trust, Series 2006-J, Class 2A1	2,109,348	2,057,636	-51,712	0.02%	-$32.08K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A	2,009,861	1,937,254	-72,607	0.02%	-$58.34K
CarVal CLO Ltd., Series 2018-1A, Class AR	2,544,206	1,746,962	-797,244	0.02%	-$796.73K
Lehman XS Trust, Series 2006-7, Class 1A1A	2,008,078	1,959,751	-48,327	0.02%	-$37.67K
EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A	1,592,426	1,368,926	-223,499	0.02%	-$289.40K
NRZT 2018-3A A1 144A FRN 05-25-58	1,680,831	1,615,330	-65,500	0.02%	-$73.05K
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA2 1A	1,754,052	1,725,420	-28,632	0.02%	-$18.06K
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA	1,520,086	1,494,236	-25,850	0.02%	-$19.42K
Fortress Credit Bsl X Ltd	2,100,000	1,493,497	-606,503	0.02%	-$608.05K
ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1	1,531,458	1,461,760	-69,698	0.02%	-$68.12K
Fremont Home Loan Trust, Series 2006-C, Class 1A1	1,613,355	1,574,760	-38,594	0.02%	-$32.43K
Aegis Asset Backed Securities Trust 2005-5	1,521,745	1,448,118	-73,627	0.02%	-$66.85K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A	1,632,695	1,576,336	-56,359	0.02%	-$43.01K
FREDDIE MAC REMICS SER 5534 CL FD V/R 5.12419000	1,563,753	1,357,951	-205,802	0.02%	-$210.97K
FNR 2025-16 FA	1,528,306	1,343,850	-184,456	0.02%	-$179.38K
Countrywide Alternative Loan Trust	2,805,991	2,771,111	-34,880	0.01%	-$54.49K
Lehman XS Trust, Series 2007-15N	1,328,047	1,282,581	-45,466	0.01%	-$47.47K
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H17 CF	1,239,650	1,235,616	-4,035	0.01%	$599
Atlas Senior Loan Fund XV Ltd., Series 2019-15A, Class A1R	1,659,991	1,200,124	-459,866	0.01%	-$459.10K
BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1	2,559,553	2,558,628	-926	0.01%	-$3.26K
ALBACORE EURO CLO ALBAC 4A AR 144A	999,913	999,835	-78	0.01%	-$19.08K
FR SD8245	1,209,296	1,184,808	-24,488	0.01%	-$37.02K
NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2	8,883,066	8,881,055	-2,011	0.01%	-$27.68K
FREDDIE MAC REMICS SER 5564 CL FB V/R 5.07419000	1,157,596	1,122,255	-35,340	0.01%	-$29.53K
IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1	3,599,626	3,573,490	-26,136	0.01%	-$17.55K
FNMA POOL FS4437 FN 10/52 FIXED VAR	1,159,798	1,136,883	-22,915	0.01%	-$34.81K
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H14 FA	1,072,678	1,056,376	-16,302	0.01%	-$15.26K
ARES EUROPEAN CLO ARESE 10A AR 144A	2,059,137	902,175	-1,156,963	0.01%	-$1.38M
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	8,588,973	8,586,992	-1,981	0.01%	-$23.32K
FED HM LN PC POOL SD0250 FR 06/48 FIXED 4	1,101,706	1,051,000	-50,706	0.01%	-$58.28K
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A1	1,104,208	1,064,091	-40,118	0.01%	-$36.99K
ICG US CLO LTD ICG 2015 2RA A1R 144A	1,415,253	979,230	-436,023	0.01%	-$436.64K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M2	1,047,627	982,248	-65,379	0.01%	-$64.55K
OZLM XXIV Ltd., Series 2019-24A, Class A1AR	1,503,400	950,934	-552,466	0.01%	-$552.54K
DRYDEN EURO CLO DRYD 2015 44A A1RR 144A	859,832	813,521	-46,311	0.01%	-$70.35K
Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE1, Class A2C	2,878,644	2,868,535	-10,109	0.01%	-$17.56K
Park Place Securities, Inc., Series 2004-WCW2, Class M3	1,111,404	924,296	-187,109	0.01%	-$185.01K
STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A	955,573	913,924	-41,649	0.01%	-$41.21K
CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC1 M1	1,008,957	924,743	-84,215	0.01%	-$82.01K
ARGENT SECURITIES INC. ARSI 2005 W1 A1	991,908	967,258	-24,650	0.01%	-$15.26K
G2 MA8345	977,901	959,833	-18,067	0.01%	-$11.54K
JUBILEE CDO BV JUBIL 2016 17A A2RR 144A	1,235,939	755,968	-479,971	0.01%	-$578.35K
Structured Asset Mortgage Investments II Trust, Series 2006-AR5, Class 1A1	1,261,851	1,234,545	-27,306	0.01%	-$22.94K
BCAP LLC TRUST BCAP 2011 RR5 10A6 144A	970,985	950,808	-20,177	0.01%	-$11.35K
FN BJ0639	888,342	867,294	-21,048	0.01%	-$27.90K
GSAMP TRUST GSAMP 2007 FM1 A1	1,553,056	1,537,397	-15,659	0.01%	-$15.57K
Government National Mortgage Association	1,104,261	808,986	-295,275	0.01%	-$295.95K
FN MA4733	855,238	838,342	-16,897	0.01%	-$25.67K
Bluemountain CLO XXX Ltd	1,270,394	808,284	-462,110	0.01%	-$462.82K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35	978,660	954,471	-24,189	0.01%	-$12.78K
HARVEST CLO HARVT 21A A1R 144A	1,006,860	675,412	-331,449	0.01%	-$402.63K
WFMBS 2007-AR7 A1 12/37	946,679	852,431	-94,248	0.01%	-$80.75K
BlueMountain CLO XXII Ltd., Series 2018-22A, Class A1	1,310,744	774,476	-536,269	0.01%	-$536.11K
COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A1	793,293	786,341	-6,952	0.01%	$701
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1	890,519	825,934	-64,585	0.01%	-$56.53K
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A	850,134	834,880	-15,254	0.01%	-$8.24K
Freddie Mac REMICS	775,338	730,268	-45,070	0.01%	-$45.04K
New Century Home Equity Loan Trust, Series 2004-4, Class M1	716,097	692,078	-24,019	0.01%	-$22.10K
IndyMac INDX Mortgage Loan Trust 2006-AR6	769,951	744,370	-25,581	0.01%	-$24.55K
PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M2	758,141	626,459	-131,682	0.01%	-$128.91K
SAXON ASSET SECURITIES TRUST SAST 2006 2 M1	677,385	637,984	-39,401	0.01%	-$36.60K
MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D	1,420,246	1,409,075	-11,171	0.01%	-$11.33K
Northwoods Capital XII-B Ltd., Series 2018-12BA, Class AR	1,040,150	613,288	-426,862	0.01%	-$427.51K
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A2	660,816	640,109	-20,707	0.01%	-$15.93K
BLUEMOUNTAIN EUR CLO BLUME 5A A 144A	723,662	518,976	-204,685	0.01%	-$250.82K
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1	687,718	663,710	-24,008	0.01%	-$17.63K
MASTR Adjustable Rate Mortgages Trust 2006-OA1	605,954	602,196	-3,758	0.01%	-$2.09K
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A	888,197	885,384	-2,813	0.01%	-$7.17K
BCAP LLC Trust, Series 2006-AA2, Class A1	622,910	595,874	-27,036	0.01%	-$25.77K
Sounds Point CLO IV-R Ltd., Series 2013-3RA, Class A	708,227	558,617	-149,610	0.01%	-$149.44K
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A	635,272	618,306	-16,966	0.01%	-$15.41K
Lehman XS Trust Series 2006-18N	566,581	546,304	-20,277	0.01%	-$14.83K
JP Morgan Alternative Loan Trust, Series 2006-A1, Class 1A1	583,380	575,161	-8,219	0.01%	-$7.55K
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1	693,118	641,767	-51,351	0.01%	-$39.28K
COUNTRYWIDE HOME LOANS CWHL 2006 6 A4	1,118,756	1,105,363	-13,393	0.01%	-$19.71K
GS Mortgage Securities Corp.	1,032,062	1,007,084	-24,978	0.01%	-$22.83K
FED HM LN PC POOL ZM3037 FR 04/47 FIXED 4	515,450	510,721	-4,729	0.01%	-$9.02K
INVESCO EURO CLO INVSC 1A A1R 144A	576,016	416,877	-159,139	0.01%	-$194.84K
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H02 FB	487,795	470,710	-17,084	0.01%	-$13.63K
DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A	642,928	467,388	-175,541	0.01%	-$175.40K
CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 4.80876000	504,098	467,118	-36,980	0.01%	-$39.15K
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1	526,014	514,510	-11,504	0.01%	-$5.83K
BOSPHORUS CLO BOPHO 5A A1 144A	563,197	375,420	-187,777	0.00%	-$228.63K
IndyMac INDX Mortgage Loan Trust, Series 2006-AR15, Class A1	438,605	431,566	-7,039	0.00%	-$4.92K
DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A	559,872	359,709	-200,162	0.00%	-$242.52K
ACE Securities Corp Home Equity Loan Trust Series 2003-OP1	406,555	389,641	-16,914	0.00%	-$14.43K
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A	565,191	393,160	-172,031	0.00%	-$171.34K
NovaStar Mortgage Funding Trust, Series 2006-5, Class A2C	1,178,926	1,173,404	-5,521	0.00%	-$3.77K
CWABS ASSET-BACKED CERTIFICATES TRUST 2007-8 SER 2007-9 CL 2A4 V/R REGD 4.31876000	373,647	358,624	-15,023	0.00%	-$14.59K
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1	385,650	378,173	-7,477	0.00%	-$3.51K
HSI Asset Securitization Corp Trust 2006-OPT3	475,237	342,477	-132,760	0.00%	-$131.05K
GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A2 144A	525,603	334,603	-191,000	0.00%	-$191.86K
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1	363,474	355,664	-7,810	0.00%	-$4.48K
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR10 A3	345,096	333,369	-11,727	0.00%	-$13.47K
NEW CENTURY HOME EQUITY LOAN T NCHET 2003 2 M1	339,017	331,532	-7,485	0.00%	-$10.97K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 6CB 2A4	947,733	946,013	-1,720	0.00%	-$12.28K
HOME EQUITY ASSET TRUST HEAT 2004 3 M1	346,103	315,108	-30,995	0.00%	-$30.63K
Bear Stearns ARM Trust, Series 2006-2, Class 3A2	368,635	361,793	-6,842	0.00%	-$4.16K
HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A2	332,342	326,565	-5,777	0.00%	-$1.79K
FREDDIE MAC REMICS SER 5511 CL FG V/R 5.22180000	345,683	295,576	-50,107	0.00%	-$49.17K
VOYA CLO LTD VOYA 2019 2A AR 144A	345,854	288,553	-57,301	0.00%	-$57.65K
Credit-Based Asset Servicing & Securitization LLC, Series 2005-CB3, Class M4	307,925	293,427	-14,498	0.00%	-$14.10K
HarborView Mortgage Loan Trust, Series 2006-1, Class 2A1A	305,457	300,690	-4,767	0.00%	-$3.36K
BSARM 2007-3 1A1	309,535	300,169	-9,367	0.00%	-$6.21K
FNMA POOL BJ4340 FN 12/47 FIXED 4	282,242	280,165	-2,077	0.00%	-$4.28K
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A1	282,069	270,845	-11,224	0.00%	-$11.10K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A	295,635	272,836	-22,799	0.00%	-$20.54K
BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1	479,278	470,112	-9,166	0.00%	-$5.94K
NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5	2,489,038	2,488,724	-314	0.00%	-$4.88K
Countrywide Alternative Loan Trust	313,374	287,930	-25,444	0.00%	-$20.28K
Washington Mutual Mortgage Pass-Through Certificates Series 2007-OA4 Trust	299,221	290,456	-8,766	0.00%	-$16.49K
Argent Securities Trust, Series 2006-W4, Class A2C	1,071,058	1,063,520	-7,538	0.00%	-$5.90K
FNMA POOL MA3993 FN 04/50 FIXED 4	268,069	261,658	-6,411	0.00%	-$7.41K
FNMA POOL BP2373 FN 04/50 FIXED 4	258,220	256,777	-1,443	0.00%	-$2.64K
HOME EQUITY ASSET TRUST HEAT 2005 9 M1	290,099	245,160	-44,940	0.00%	-$44.65K
Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A1	253,778	246,567	-7,211	0.00%	-$5.62K
Sequoia Mortgage Trust, Series 2007-3, Class 1A1	294,884	272,694	-22,189	0.00%	-$21.01K
ACE Securities Corp Home Equity Loan Trust Series 2004-OP1	251,364	242,975	-8,390	0.00%	-$7.12K
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A	246,748	244,962	-1,786	0.00%	-$813
Freddie Mac Pool	245,593	234,366	-11,227	0.00%	-$12.61K
DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A	362,375	222,631	-139,744	0.00%	-$139.68K
Government National Mortgage Association	260,640	222,742	-37,898	0.00%	-$37.63K
First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7	639,884	639,800	-84	0.00%	-$3.59K
MAN GLG EURO CLO GLGE 5A A1R 144A	1,062,166	184,834	-877,332	0.00%	-$1.04M
WFMBS 2006-AR4 2A4 4/36	222,356	207,165	-15,191	0.00%	-$13.80K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-H20 CL FA V/R 4.71765000	237,964	202,408	-35,556	0.00%	-$35.47K
Freddie Mac Structured Pass-Through Certificates	208,456	201,940	-6,516	0.00%	-$6.00K
CWL 2005-13 AF4	234,207	206,319	-27,888	0.00%	-$25.05K
BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21	297,092	293,528	-3,564	0.00%	-$2.38K
Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS	204,576	200,265	-4,312	0.00%	-$3.90K
SAXON ASSET SECURITIES TRUST SAST 2005 1 M2	210,761	197,799	-12,962	0.00%	-$13.03K
STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M2	218,124	184,126	-33,998	0.00%	-$33.98K
KKR FINANCIAL CLO LTD KKR 11 AR 144A	416,020	183,432	-232,588	0.00%	-$232.62K
FED HM LN PC POOL QA1406 FR 07/49 FIXED 4	192,993	191,005	-1,988	0.00%	-$2.79K
BSARM 2003-8 4A1	186,421	183,392	-3,029	0.00%	-$7.37K
STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2	265,545	263,899	-1,645	0.00%	-$460
INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3	226,205	225,914	-291	0.00%	$1.09K
MORGAN STANLEY CAPITAL INC MSAC 2004 WMC2 M1	189,248	169,034	-20,215	0.00%	-$20.19K
APIDOS CLO XXIV APID 2016-24A A1AL	340,484	172,260	-168,224	0.00%	-$168.40K
Government National Mortgage Association	197,996	168,841	-29,155	0.00%	-$29.22K
BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4	174,271	171,804	-2,467	0.00%	-$1.02K
MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2D	393,941	390,274	-3,667	0.00%	-$10.71K
IndyMac INDX Mortgage Loan Trust 2004-AR6	167,974	163,191	-4,783	0.00%	-$3.75K
IndyMac MBS, Inc.	172,408	164,259	-8,149	0.00%	-$7.47K
Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C	166,563	160,209	-6,354	0.00%	-$5.75K
WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9	186,482	150,400	-36,082	0.00%	-$36.25K
GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1	173,329	171,088	-2,241	0.00%	-$604
MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1	144,288	131,509	-12,779	0.00%	-$12.18K
GreenPoint MTA Trust, Series 2005-AR1, Class A2	162,684	159,788	-2,896	0.00%	-$4.05K
CIFC Funding Ltd., Series 2017-4A, Class A1R	1,960,948	142,082	-1,818,866	0.00%	-$1.82M
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2A1A	151,700	146,880	-4,820	0.00%	-$4.38K
Bear Stearns ARM Trust, Series 2003-9, Class 2A1	151,978	150,081	-1,897	0.00%	-$1.31K
FN BM2007	150,134	146,802	-3,333	0.00%	-$4.48K
MORGAN STANLEY CAPITAL INC MSAC 2005 WMC1 M3	141,558	136,694	-4,864	0.00%	-$4.86K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A1	145,533	143,473	-2,059	0.00%	-$2.28K
VENTURE CDO LTD VENTR 2018 33A A1LR 144A	251,876	137,234	-114,642	0.00%	-$114.64K
COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2	148,807	141,853	-6,954	0.00%	-$6.57K
IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A	188,721	186,656	-2,064	0.00%	-$3.51K
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2	149,016	147,807	-1,209	0.00%	$285
FED HM LN PC POOL RA2231 FR 01/49 FIXED 4	134,201	133,009	-1,192	0.00%	-$1.96K
NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A6	140,603	133,746	-6,856	0.00%	-$7.51K
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A	201,998	195,782	-6,216	0.00%	-$6.20K
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A	138,089	135,969	-2,120	0.00%	-$1.85K
WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A	135,702	124,910	-10,792	0.00%	-$10.41K
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB	143,163	141,300	-1,862	0.00%	-$2.01K
Bear Stearns ARM Trust 2005-10	124,761	120,412	-4,348	0.00%	-$4.06K
NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A4	130,264	123,912	-6,352	0.00%	-$6.96K
FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1	120,731	119,867	-864	0.00%	$674
Structured Asset Mortgage Investments II Trust, Series 2006-AR3, Class 11A1	129,592	124,457	-5,135	0.00%	-$4.32K
First Horizon Mortgage Pass-Through Trust, Series 2005-AR3, Class 2A1	169,561	168,681	-880	0.00%	-$1.28K
GNMA II POOL 081557 G2 12/35 FLOATING VAR	110,997	108,788	-2,209	0.00%	-$2.60K
LUMINENT MORTGAGE TRUST LUM 2006 7 1A1	112,823	111,205	-1,618	0.00%	-$1.23K
Structured Adjustable Rate Mortgage Loan Trust, Series 2007-9, Class 1A1	121,190	117,707	-3,484	0.00%	-$3.19K
IndyMac INDX Mortgage Loan Trust 2006-AR9	127,282	124,410	-2,872	0.00%	-$1.87K
First Horizon Alternative Mortgage Securities Trust, Series 2004-AA1, Class A1	109,817	106,769	-3,048	0.00%	-$2.30K
FREDDIE MAC FHR 4694 FA	108,224	106,478	-1,747	0.00%	-$1.77K

Top 300 of 505, by weight.

Security	Shares Dec 2025	Shares Mar 2026	End %	Δ value
PROJECT CASHMERE CLASS A1 144A	109,900,000	109,900,000	0.85%	$2.48M
IRS EUR 0.19500 11/04/22-30Y LCH	2	2	0.46%	-$2.36M
RPLDCI 6.581 05/30/49 144A	39,000,000	39,000,000	0.45%	-$1.11M
IRS EUR 0.19700 11/08/22-30Y LCH	1	1	0.38%	-$1.97M
RFR USD SOFR/2.86500 02/13/24-30Y LCH	1	1	0.35%	-$2.41M
RFRF USD SOFR/2.28500 11/15/23-30Y LCH	1	1	0.17%	-$499.55K
RFRF USD SOFR/2.23650 11/21/23-30Y LCH	1	1	0.13%	-$386.66K
KKR FINANCIAL CLO LTD KKR 16 A1R3 144A	7,600,000	7,600,000	0.08%	$5.21K
WIND RIVER CLO LTD WINDR 2017 3A AR2 144A	6,700,000	6,700,000	0.07%	$3.12K
Bank of America Corp., Series FF	6,580,000	6,580,000	0.07%	-$51.52K
HAYFIN EMERALD CLO HAYEM 14A A 144A	5,700,000	5,700,000	0.07%	-$115.83K
MORGAN STANLEY CAPITAL INC MSAC 2005 WMC5 M6	6,500,000	6,500,000	0.07%	-$14.13K
Capital Four US CLO II Ltd., Series 2022-1A, Class AR	5,800,000	5,800,000	0.06%	-$23.65K
OCP EURO CLO OCPE 2022 6A ARR 144A	4,900,000	4,900,000	0.06%	-$103.64K
INVESCO EURO CLO INVSC 3A AR	4,700,000	4,700,000	0.06%	-$95.66K
RFR USD SOFR/3.50000 06/20/24-30Y LCH	1	1	0.06%	-$160.44K
ARBOUR CLO ARBR 7A AR 144A	4,200,000	4,200,000	0.05%	-$83.39K
Ares XXVII CLO Ltd., Series 2013-2A, Class AR3	4,800,000	4,800,000	0.05%	$4.29K
ATLANTIC AVENUE LTD MCCP 2024 3A A 144A	4,750,000	4,750,000	0.05%	-$2.04K
KKR FINANCIAL CLO LTD KKR 36A AR 144A	4,700,000	4,700,000	0.05%	$4.17K
ARES XLIV CLO Ltd. Floating Rate, Due 04/15/2034	4,700,000	4,700,000	0.05%	$3.51K
HAYFIN EMERALD CLO HAYEM 5A AR 144A	4,000,000	4,000,000	0.05%	-$69.66K
Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR	4,600,000	4,600,000	0.05%	$138
PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A	3,900,000	3,900,000	0.05%	-$75.54K
CAPST 2024-1 A	4,500,000	4,500,000	0.05%	$1.86K
INF SWAP US IT 2.31125 02/24/21-10Y LCH	1	1	0.05%	$257.02K
INF SWAP US IT 2.7675 05/13/21-5Y LCH	1	1	0.05%	$109.15K
PIKES PEAK CLO PIPK 2018 2A ARR 144A	4,200,000	4,200,000	0.05%	$983
WIND RIVER CLO LTD WINDR 2021 2A A1R 144A	4,200,000	4,200,000	0.05%	$1.60K
RFR JPY MUTK/0.50000 12/15/21-10Y LCH	1	1	0.04%	$532.74K
Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R	3,800,000	3,800,000	0.04%	-$614
SYMPHONY CLO LTD SYMP 2025 52A AR 144A	3,800,000	3,800,000	0.04%	-$287
HENLEY FUNDING LTD. HNLY 6A A 144A	3,100,000	3,100,000	0.04%	-$68.45K
INDIGO CREDIT MANAGEMENT INDI 1A AR 144A	3,000,000	3,000,000	0.04%	-$59.41K
PENTA CLO S.A. PENTA 2021 9A A 144A	3,000,000	3,000,000	0.04%	-$66.79K
Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3	3,400,000	3,400,000	0.04%	$1.44K
Trinitas CLO XVII Ltd., Series 2021-17A, Class AR	3,200,000	3,200,000	0.04%	$2.85K
Neuberger Berman Loan Advisers CLO Ltd., Series 2021-45A, Class AR	3,200,000	3,200,000	0.04%	$3.48K
ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A	3,200,000	3,200,000	0.04%	-$1.38K
DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A	3,100,000	3,100,000	0.03%	$1.73K
NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A	3,000,000	3,000,000	0.03%	$7.32K
CORDATUS CLO PLC CORDA 21A A1E 144A	2,500,000	2,500,000	0.03%	-$55.36K
VOYA EURO CLO VOYE 4A AR 144A	2,500,000	2,500,000	0.03%	-$55.76K
OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A	2,800,000	2,800,000	0.03%	$1.61K
WELLFLEET CLO LTD WELF 2021 2A A1R 144A	2,700,000	2,700,000	0.03%	$1.45K
Riserva CLO Ltd., Series 2016-3A, Class AR3	2,700,000	2,700,000	0.03%	$1.63K
NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-43A CL AR V/R REGD 144A P/P 4.93163000	2,700,000	2,700,000	0.03%	$2.06K
BARINGS EURO CLO DAC BABSE 2025 1A A 144A	2,300,000	2,300,000	0.03%	-$49.60K
Ares LXV CLO Ltd., Series 2022-65A, Class A1R	2,600,000	2,600,000	0.03%	$1.10K
NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A	2,600,000	2,600,000	0.03%	$120
PROJECT CASHMERE CLASS A2 144A	3,700,000	3,700,000	0.03%	$83.62K
VENTURE CDO LTD VENTR 2021 44A A1NR 144A	2,500,000	2,500,000	0.03%	$1.77K
WHETSTONE PARK CLO LTD WHTPK 2021 1A A1R 144A	2,400,000	2,400,000	0.03%	-$1.20K
CWABS ASSET-BACKED CERTIFICATES TRUST 2004-7 SER 2004-7 CL MV5 V/R REGD 5.79376000	2,533,188	2,533,188	0.03%	-$21.35K
Elevation CLO Ltd., Series 2022-16A, Class A1AR	2,300,000	2,300,000	0.03%	$4.23K
PPM CLO 3 LTD. PPMC 2019 3A A1R2 144A	2,300,000	2,300,000	0.03%	$1.84K
INF SWAP EM NI 1.636 06/15/25-2Y LCH	1	1	0.03%	$2.13M
37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A	2,300,000	2,300,000	0.03%	$783
LCM LTD PARTNERSHIP LCM 35A A1R 144A	2,300,000	2,300,000	0.03%	-$3.16K
MARBLE POINT CLO XXII LTD AR TSFR3M+ 07/25/2034 144A	2,200,000	2,200,000	0.02%	-$3.45K
IRS EUR 2.91510 06/12/23-9Y* LCH	2	2	0.02%	-$50.45K
37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A	2,100,000	2,100,000	0.02%	-$1.80K
Vibrant CLO XII Ltd	2,000,000	2,000,000	0.02%	$2.03K
TRINITAS CLO VI LTD / TRINITAS CLO VI LLC 2017-6A AR4 TSFR3M+111 01/25/2034 144A	2,000,000	2,000,000	0.02%	$627
TRALEE CLO V LTD SER 2018-5A CL A1RR V/R REGD 144A P/P 4.96444000	2,000,000	2,000,000	0.02%	-$2.54K
American Home Mortgage Assets Trust, Series 2006-4, Class 1A12	3,827,358	3,827,358	0.02%	$8.87K
Madison Park Funding XXXIX Ltd., Series 2021-39A, Class AR	1,900,000	1,900,000	0.02%	$36
UNITED MEXICAN	1,800,000	1,800,000	0.02%	-$42.86K
PROJECT CASHMERE CLASS B 144A	2,600,000	2,600,000	0.02%	$58.76K
522 Funding CLO Ltd., Series 2020-6A, Class A1R2	1,750,000	1,750,000	0.02%	$814
UNITED MEXICAN	1,700,000	1,700,000	0.02%	-$41.65K
37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A	1,700,000	1,700,000	0.02%	-$711
INF SWAP EM NI 2.736 10/15/23-30Y LCH	2	2	0.02%	-$590.20K
SAXON ASSET SECURITIES TRUST SAST 2005 4 M3	1,915,000	1,915,000	0.02%	$4.29K
JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 5.45601000	1,681,462	1,681,462	0.02%	$1.27K
Bain Capital Credit CLO Ltd., Series 2022-3A, Class A1R	1,600,000	1,600,000	0.02%	-$303
MADISON PARK EURO FUNDING CADOG 9A AR 144A	1,331,000	1,331,000	0.02%	-$28.85K
PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5	1,635,737	1,635,737	0.02%	$229
RFR USD SOFR/3.25000 06/18/25-9Y LCH	1	1	0.02%	$212.65K
KKR FINANCIAL CLO LTD KKR 27A A1R2 144A	1,500,000	1,500,000	0.02%	$408
CGMS 2021-9A AR 10/34	1,500,000	1,500,000	0.02%	-$785
RFR JPY MUTK/0.55000 09/14/23-5Y LCH	1	1	0.02%	$176.12K
CREDICORP CAPITAL SOCIED /PEN/ REGD 144A P/P 9.70000000	4,500,000	4,500,000	0.02%	-$43.28K
COUNTRYWIDE HOME LOANS CWHL 2007 1 A1	3,353,348	3,353,348	0.02%	-$77.15K
ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A	1,100,000	1,100,000	0.01%	-$23.07K
INF SWAP EM NI 2.7 04/15/23-30Y LCH	1	1	0.01%	-$463.74K
US TREASURY N/B	1,195,000	1,195,000	0.01%	-$13.07K
BLACKROCK EUROPEAN CLO DAC BECLO 3A AR 144A	1,000,000	1,000,000	0.01%	-$18.45K
ARMOR RE II LTD UNSECURED 144A 01/32 VAR	1,050,000	1,050,000	0.01%	$2.94K
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	10,700,000	10,700,000	0.01%	-$26.71K
INF SWAP EM NI 2.59 12/15/22-30Y LCH	1	1	0.01%	-$679.63K
ST PAULS CLO SPAUL 2A AR4 144A	900,000	900,000	0.01%	-$19.26K
GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A	1,000,000	1,000,000	0.01%	$899
CANYON CLO 2020-1 LTD SER 2020-1A CL AR2 V/R REGD 144A P/P 4.98454000	1,000,000	1,000,000	0.01%	$1.85K
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-2, Class M7	1,000,000	1,000,000	0.01%	$834
INF SWAP US IT 2.645 09/10/21-7Y LCH	1	1	0.01%	$113.97K
ARBOUR CLO ARBR 6A AR 144A	800,000	800,000	0.01%	-$17.13K
INF SWAP EM NI 2.049 08/15/24-10Y LCH	1	1	0.01%	$2.02M
PROJECT CASHMERE CLASS C 144A	1,300,000	1,300,000	0.01%	$29.38K
US TREASURY N/B	787,000	787,000	0.01%	-$10.27K
PROJECT CASHMERE CLASS D 144A	1,000,000	1,000,000	0.01%	$22.60K
UBS GROUP AG SR UNSECURED REGS 01/28 VAR	600,000	600,000	0.01%	-$10.62K
INF SWAP EM NI 2.763 09/15/23-30Y LCH	1	1	0.01%	-$207.36K
UBS GROUP AG SR UNSECURED REGS 06/27 VAR	500,000	500,000	0.01%	-$7.93K
LUCA RE LTD UNSECURED 144A 07/31 VAR	550,000	550,000	0.01%	-$1.57K
INF SWAP EM NI 2.034 09/15/24-10Y LCH	1	1	0.01%	$993.73K
INF SWAP EM NI 3.13 05/15/22-5Y LCH	1	1	0.01%	$378.51K
Bain Capital Credit CLO Ltd., Series 2021-5A, Class A1R	500,000	500,000	0.01%	$453
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1	2,475,739	2,475,739	0.01%	-$7.68K
ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A	500,000	500,000	0.01%	$150
RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH	1	1	0.01%	$36.23K
RFR USD SOFR/4.16066 03/31/26-28Y* LCH	1	1	0.00%	-$138.44K
UBS GROUP AG SR UNSECURED REGS 09/27 VAR	300,000	300,000	0.00%	-$11.08K
RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO4 2A1	624,809	624,809	0.00%	-$12.38K
BLUE RIDGE RE LTD UNSECURED 144A 01/29 VAR	250,000	250,000	0.00%	$1.52K
POLESTAR RE LTD UNSECURED 144A 01/29 VAR	250,000	250,000	0.00%	$600
CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-6 SER 2004-6 CL 2A5 V/R REGD 4.62621000	254,961	254,961	0.00%	$33
MMIFS RE LTD SECURED 144A 01/33 VAR	250,000	250,000	0.00%	-$2.87K
RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH	1	1	0.00%	-$795
INF SWAP EM NI 2.59 03/15/22-30Y LCH	2	2	0.00%	-$665.27K
UBS GROUP AG SR UNSECURED REGS 11/29 VAR	100,000	100,000	0.00%	-$4.13K
UBS GROUP AG SR UNSECURED REGS 04/32 VAR	100,000	100,000	0.00%	-$3.58K
Bear Stearns ALT-A Trust, Series 2006-4, Class 21A1	177,270	177,270	0.00%	$180
INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1	251,543	251,543	0.00%	-$3.80K
CHASEFLEX TRUST CFLX 2005 2 3A2	166,807	166,807	0.00%	-$776
AVOLON HDGS	63,000	63,000	0.00%	-$244
INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1	105,125	105,125	0.00%	-$329
CMBX.NA.AAA.12 SP SAL	1	1	0.00%	-$36.44K
SALOMON BROTHERS MORTGAGE SECU SBM7 2003 1 A1 144A	91,599	91,599	0.00%	-$6.20K
TBW Mortgage-Backed Trust Series 2006-4	1,230,258	1,230,258	0.00%	-$929
Structured Asset Mortgage Investments II Trust 2007-AR2	56,871	56,871	0.00%	$394
COUNTRYWIDE ALTERNATIVE LOAN TRUST	58,064	58,064	0.00%	-$123
INF SWAP EM NI 2.55 04/15/22-30Y LCH	1	1	0.00%	-$56.24K
MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A	2,758	2,758	0.00%	-$171
NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 4A	4,276	4,276	0.00%	$0
AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1	1	1	0.00%	$0
REALKREDIT DANMARK COVERED REGS 10/53 1.5	2	2	0.00%	$0
NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5	2	2	0.00%	-$0
REALKREDIT DANMARK COVERED REGS 10/53 1	1	1	0.00%	-$0
INF SWAP FR NI 1.91 01/15/18-20Y LCH	1	1	0.00%	-$4.06K
INF SWAP US IT 3.3 06/04/2025-1Y LCH	1	1	0.00%	-$213.90K
317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012	-26,400,000	-26,400,000	0.00%	$24.74K
INF SWAP EM NI 2.421 05/15/22-30Y LCH	1	1	0.00%	-$216.50K
317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR	-61,700,000	-61,700,000	0.00%	$45.63K
INF SWAP GB NI 3.466 09/15/24-10Y LCH	1	1	0.00%	-$853.08K
317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125	-26,400,000	-26,400,000	0.00%	-$211.24K
INF SWAP GB NI 3.5 08/15/24-10Y LCH	1	1	0.00%	-$2.14M
317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR	-192,500,000	-192,500,000	-0.01%	$241.76K
317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR	-61,700,000	-61,700,000	-0.01%	-$521.34K
RFRF USD SOFR/2.34000 11/21/23-5Y LCH	1	1	-0.01%	$119.04K
317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR	-192,500,000	-192,500,000	-0.03%	-$1.52M
INF SWAP US IT 1.8825 11/20/19-10Y LCH	1	1	-0.04%	-$210.41K
RFR GBP SONIO/3.75000 03/18/26-5Y LCH	1	1	-0.12%	-$11.55M
RFRF USD SOFR/2.30000 11/15/23-5Y LCH	1	1	-0.13%	$999.60K
INF SWAP EM NI 1.38 03/15/21-10Y LCH	1	1	-0.14%	-$1.54M
INF SWAP US IT 1.76 11/04/19-10Y LCH	1	1	-0.16%	-$712.33K

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