PTTRX Portfolio moves — PIMCO Total Return Fund

PTTRX

PIMCO Total Return Fund

PIMCO Funds

Fund of 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	2,633,227,654	2,633,227,654	4.15%	$2.59B
Uniform Mortgage-Backed Security, TBA	2,474,179,078	2,474,179,078	3.81%	$2.38B
FNCL 3 6/24	2,447,484,895	2,447,484,895	3.43%	$2.15B
FNCL 6 6/24	842,000,000	842,000,000	1.37%	$857.06M
G2SF 5 5/26	644,491,000	644,491,000	1.02%	$637.06M
FNCL 6 7/25	532,000,000	532,000,000	0.87%	$541.31M
FNCL 5 6/24	528,000,000	528,000,000	0.83%	$519.71M
Government National Mortgage Association, TBA	467,740,000	467,740,000	0.70%	$437.93M
Uniform Mortgage-Backed Security, TBA	424,015,000	424,015,000	0.68%	$425.42M
Government National Mortgage Association, TBA	457,450,000	457,450,000	0.63%	$393.37M
Government National Mortgage Association, TBA	369,540,000	369,540,000	0.60%	$375.36M
Government National Mortgage Association, TBA	385,000,000	385,000,000	0.59%	$371.53M
Government National Mortgage Association, TBA	392,000,000	392,000,000	0.56%	$349.71M
Uniform Mortgage-Backed Security, TBA	358,035,000	358,035,000	0.55%	$345.21M
LETRA TESOURO NACIONAL BILLS 10/26 0.00000	1,846,800,000	1,846,800,000	0.53%	$334.01M
Uniform Mortgage-Backed Security, TBA	283,000,000	283,000,000	0.45%	$283.65M
US TREASURY N/B	325,487,000	325,487,000	0.44%	$272.00M
Government National Mortgage Association, TBA	262,100,000	262,100,000	0.42%	$263.28M
LETRA TESOURO NACIONAL BILLS 07/26 0.00000	1,127,900,000	1,127,900,000	0.34%	$210.88M
FNCL 6.5 6/24	202,458,000	202,458,000	0.33%	$209.28M
Uniform Mortgage-Backed Security, TBA	214,500,000	214,500,000	0.32%	$202.26M
FNCL 5 4/26	199,700,000	199,700,000	0.32%	$196.98M
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 A2 144A	208,682,637	208,682,637	0.31%	$193.34M
VALERIE ASSET LTD 09/50 1	194,341,000	194,341,000	0.30%	$190.21M
FNCL 4 6/24	187,000,000	187,000,000	0.28%	$176.10M
83208D9A7 SMB 2026 B A1A 144A	176,820,000	176,820,000	0.28%	$175.75M
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2026 RP1 PT 144A	174,370,000	174,370,000	0.27%	$171.04M
Government National Mortgage Association, TBA	180,700,000	180,700,000	0.24%	$149.23M
US TREASURY N/B	153,200,000	153,200,000	0.23%	$146.40M
GS MORTGAGE BACKED SECURITIES GSMBS 2026 2 PT 144A	82,500,000	82,500,000	0.13%	$83.91M
FNCL 4.5 4/26	80,087,922	80,087,922	0.12%	$77.30M
US TREASURY N/B	78,800,000	78,800,000	0.12%	$76.02M
G2SF 3 4/26	83,476,620	83,476,620	0.12%	$74.54M
Crown Castle Inc	69,500,000	69,500,000	0.11%	$69.39M
JP MORGAN MORTGAGE TRUST JPMMT 2026 CES2 PT	60,508,051	60,508,051	0.10%	$65.03M
Uniform Mortgage-Backed Security, TBA	62,034,000	62,034,000	0.10%	$64.13M
US TREASURY N/B	86,800,000	86,800,000	0.10%	$63.29M
JP MORGAN MORTGAGE TRUST JPMMT 2026 HYB1 PT 144A	62,161,146	62,161,146	0.10%	$63.06M
AT&T INC	59,500,000	59,500,000	0.09%	$58.92M
CMLTI 2026 1 PT 144A	63,000,000	63,000,000	0.09%	$58.14M
GS MORTGAGE BACKED SECURITIES GSMBS 2026 3 PT 144A	55,800,000	55,800,000	0.09%	$55.95M
G2 MB0933	60,199,861	60,199,861	0.09%	$55.26M
GS MORTGAGE BACKED SECURITIES GSMBS 2026 1 PT 144A	54,600,000	54,600,000	0.09%	$54.25M
GSG BIDCO LTD SR SECURED 144A 06/36 5.375	43,700,000	43,700,000	0.08%	$50.16M
GSMBS 2026 RPL1 PT 144A	53,800,000	53,800,000	0.08%	$50.05M
HCA INC CP 0% 05/11/2026	47,900,000	47,900,000	0.08%	$47.66M
GSG BIDCO LTD SR SECURED 144A 06/31 4.7	40,500,000	40,500,000	0.07%	$46.44M
86333 AA1	47,000,000	47,000,000	0.07%	$46.28M
86333 AB9	47,000,000	47,000,000	0.07%	$45.92M
US TREASURY N/B	63,700,000	63,700,000	0.07%	$44.07M
TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2	83,800,000	83,800,000	0.06%	$39.09M
JABIL INC	37,500,000	37,500,000	0.06%	$37.49M
SAUDI ARAB OIL	38,000,000	38,000,000	0.06%	$36.97M
Takeoff Merger Sub Inc	37,000,000	37,000,000	0.06%	$36.81M
Boyce Park Clo Ltd	35,600,000	35,600,000	0.06%	$35.61M
JABIL INC	35,000,000	35,000,000	0.06%	$34.81M
ACORE 2026-FL1 ISSUER LLC SER 2026-FL1 CL A V/R REGD 144A P/P 5.15000000	34,300,000	34,300,000	0.05%	$34.28M
Crown Castle, Inc.	33,700,000	33,700,000	0.05%	$33.64M
HSBC Holdings PLC	31,200,000	31,200,000	0.05%	$30.97M
CBRE SVCS INC DISC COML PAPER	31,000,000	31,000,000	0.05%	$30.97M
GLENCORE FUNDING LLC	30,300,000	30,300,000	0.05%	$30.20M
TITULOS DE TESORERIA	120,813,300,000	120,813,300,000	0.05%	$29.95M
UBS Group AG	30,000,000	30,000,000	0.05%	$29.63M
PFP Ltd., Series 2026-13, Class A	28,600,000	28,600,000	0.05%	$28.63M
SAUDI INT BOND	27,600,000	27,600,000	0.04%	$27.25M
Palmer Square Loan Funding Ltd., Series 2024-2A, Class A1R	27,100,000	27,100,000	0.04%	$27.07M
RFR GBP SONIO/4.00000 09/16/26-10Y LCH	1	1	0.04%	$26.57M
Phillips 66 0% CP 08/04/2026	26,573,000	26,573,000	0.04%	$26.55M
Keurig Dr Pepper Inc	26,462,000	26,462,000	0.04%	$26.38M
ACREC LLC, Series 2026-FL4, Class A	25,300,000	25,300,000	0.04%	$25.29M
G2SF 4.5 4/26	25,100,000	25,100,000	0.04%	$24.25M
83208D9E9 SMB 2026 B A1B SOFR30A+120BP	24,112,000	24,112,000	0.04%	$24.11M
NSCALE DELAYED DRAW TERM LOAN	24,000,000	24,000,000	0.04%	$24.00M
AMETEK INC DISC COML	24,000,000	24,000,000	0.04%	$23.98M
VALERIE ASSET LTD 09/50 1	26,401,000	26,401,000	0.04%	$23.61M
GLENCORE FUNDING LLC	23,500,000	23,500,000	0.04%	$23.41M
Capital Four US CLO I Ltd	23,100,000	23,100,000	0.04%	$23.07M
G2 MA8043	25,124,694	25,124,694	0.04%	$22.46M
PALMER SQUARE LOAN FUNDING 2024-3 LTD PSTAT 2024-3A A1R	21,700,000	21,700,000	0.03%	$21.70M
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 09/32 1	18,397,440	18,397,440	0.03%	$21.55M
FORD MOTOR CRED	21,600,000	21,600,000	0.03%	$21.34M
Constellation Energy Generation LLC	21,200,000	21,200,000	0.03%	$21.20M
US TREASURY N/B	21,615,000	21,615,000	0.03%	$21.07M
Databricks Inc 2025 1st Amendment Term Loan	20,300,684	20,300,684	0.03%	$20.20M
KEURIG DR PEPPER	20,200,000	20,200,000	0.03%	$20.11M
BUONI POLIENNALI DEL TES SR UNSECURED REGS 08/31 1.1	17,111,115	17,111,115	0.03%	$20.02M
STATE OF ISRAEL	20,000,000	20,000,000	0.03%	$19.60M
Uniform Mortgage-Backed Security, TBA	19,241,500	19,241,500	0.03%	$19.59M
HCA INC	19,000,000	19,000,000	0.03%	$18.96M
JTI Financial Services North America LLC	19,000,000	19,000,000	0.03%	$18.93M
CONSTELLATION ENERGY 04/26 ZCP	18,700,000	18,700,000	0.03%	$18.69M
ReNew Treasury IFSC Pvt. Ltd.	19,000,000	19,000,000	0.03%	$18.47M
GSG BIDCO LTD SR SECURED 144A 06/51 6.375	16,000,000	16,000,000	0.03%	$18.37M
Edison International	18,300,000	18,300,000	0.03%	$18.26M
Keurig Dr Pepper Inc 0% CP 07/05/2026	18,100,000	18,100,000	0.03%	$18.02M
Blackstone Secured Lending Fund	18,100,000	18,100,000	0.03%	$17.75M
MORGAN STANLEY SR UNSECURED 10/29 VAR	15,200,000	15,200,000	0.03%	$17.56M
BPCE SA 144A LIFE SR NON PREF 4.76% 01-13-32/31	17,700,000	17,700,000	0.03%	$17.46M
83208D990 SMB 2026 B D 144A	17,010,000	17,010,000	0.03%	$16.87M
Takeoff Merger Sub, Inc.	16,700,000	16,700,000	0.03%	$16.60M
U.S. Treasury Bills	16,501,000	16,501,000	0.03%	$16.46M
Keurig Dr Pepper Inc	16,400,000	16,400,000	0.03%	$16.37M
BECTON DICKINSON+CO.	16,300,000	16,300,000	0.03%	$16.30M
BUONI POLIENNALI DEL TES SR UNSECURED REGS 02/31 2.85	14,200,000	14,200,000	0.03%	$16.11M
KEURIG DR PEPPER	15,700,000	15,700,000	0.03%	$15.64M
QUEENSLAND TREASURY CORP LOCAL GOVT G 08/33 2	28,100,000	28,100,000	0.02%	$15.44M
Danske Bank A/S	15,000,000	15,000,000	0.02%	$15.04M
BANK OF AMER CRP	15,100,000	15,100,000	0.02%	$14.91M
LLOYDS BK GR PLC	15,000,000	15,000,000	0.02%	$14.84M
AT&T INC	14,900,000	14,900,000	0.02%	$14.76M
MAST LLC, Series 2026-1A, Class A	14,910,714	14,910,714	0.02%	$14.69M
GOLDMAN SACHS GP	14,100,000	14,100,000	0.02%	$14.02M
FS Rialto Issuer LLC, Series 2026-FL11, Class A	14,000,000	14,000,000	0.02%	$14.00M
Keurig Dr Pepper Inc 0% CP 08/04/2026	13,600,000	13,600,000	0.02%	$13.59M
Fidelity National Information Services Inc	13,100,000	13,100,000	0.02%	$13.04M
EURO-BUND FUTURE JUN26	-3,343	-3,343	0.02%	$12.95M
Takeoff Merger Sub Inc	12,900,000	12,900,000	0.02%	$12.74M
PHILLIPS 66 GTD DISC 4/02/2026 0.00000000	12,550,000	12,550,000	0.02%	$12.55M
Keurig Dr Pepper Inc 0% CP 09/04/2026	12,500,000	12,500,000	0.02%	$12.49M
Republic of Colombia	12,000,000	12,000,000	0.02%	$11.90M
HCA INC CP 0% 05/13/2026	11,800,000	11,800,000	0.02%	$11.74M
FHR 5609 FC	11,693,898	11,693,898	0.02%	$11.69M
MORGAN STANLEY SR UNSECURED 01/32 VAR	10,000,000	10,000,000	0.02%	$11.35M
Republic of Colombia	11,400,000	11,400,000	0.02%	$11.23M
Rogers Communications Inc/Ontario	11,000,000	11,000,000	0.02%	$10.98M
CASTLELAKE AIRCRAFT STRUCTURED TRUST 2026-1A A 5.073% 03/15/2051 144A	11,000,000	11,000,000	0.02%	$10.82M
TARGA RES CORP CP 0% 05/01/2026	10,600,000	10,600,000	0.02%	$10.56M
83208D9F6 SMB 2026 B B 144A	10,631,000	10,631,000	0.02%	$10.55M
BARCLAYS PLC	10,600,000	10,600,000	0.02%	$10.44M
Emera US Finance LLC	10,300,000	10,300,000	0.02%	$10.29M
HCA INC DISC COML PAPER	10,300,000	10,300,000	0.02%	$10.28M
LCM 39 LTD A1R2 TSFR3M+104 10/15/2034 144A	10,200,000	10,200,000	0.02%	$10.20M
ECOPETROL SA 2022 TERM LOAN	10,200,000	10,200,000	0.02%	$10.10M
ENERGY TRANS	9,995,000	9,995,000	0.02%	$9.91M
S+P GLOBAL INC	9,900,000	9,900,000	0.02%	$9.90M
Nova Securitisation SARL	10,000,000	10,000,000	0.02%	$9.69M
IRS EUR 3.00000 09/16/26-30Y LCH	1	1	0.02%	$9.58M
AMAZON.COM INC	9,600,000	9,600,000	0.02%	$9.55M
HCA Inc	9,300,000	9,300,000	0.01%	$9.25M
ORACLE CORP	9,100,000	9,100,000	0.01%	$8.99M
OTEXCN 6.9 12/01/27 144A	8,600,000	8,600,000	0.01%	$8.83M
Keurig Dr Pepper Inc 0% CP 23/04/2026	8,798,000	8,798,000	0.01%	$8.77M
Ford Motor Credit Co LLC	8,700,000	8,700,000	0.01%	$8.55M
GNMA II, 30 Year	9,121,940	9,121,940	0.01%	$8.16M
MIZRAHI TEFAHOT BANK LTD SR UNSECURED 144A REGS 01/31 5	8,200,000	8,200,000	0.01%	$8.11M
GOLDMAN SACHS GP	8,000,000	8,000,000	0.01%	$7.88M
CBRE SVCS INC DISC COML PAPER 06/26 ZCP	7,700,000	7,700,000	0.01%	$7.64M
Palmer Square Loan Funding 2024-1 Ltd	7,600,000	7,600,000	0.01%	$7.60M
VIRGIN MEDIA INV HLDGS LTD 2025 GBP TERM LOAN	5,900,000	5,900,000	0.01%	$7.50M
Dhafrah Pv2 Energy Co. LLC	7,700,000	7,700,000	0.01%	$7.49M
Citadel Finance LLC	7,600,000	7,600,000	0.01%	$7.45M
U.S. Treasury Bills	7,471,000	7,471,000	0.01%	$7.44M
Vistra Operations Company, LLC	7,400,000	7,400,000	0.01%	$7.29M
DTRGR 4 1/2 04/12/31	7,300,000	7,300,000	0.01%	$7.17M
BAKER HUGHES LLC/CO OBL COMPANY GUAR 03/30 3.226	6,200,000	6,200,000	0.01%	$7.10M
BECTON DICKINSON+CO.	7,100,000	7,100,000	0.01%	$7.09M
MITSUB UFJ FIN	7,100,000	7,100,000	0.01%	$7.00M
NEXTERA ENERGY	7,000,000	7,000,000	0.01%	$6.94M
FNCI 4.5 4/25	6,950,000	6,950,000	0.01%	$6.90M
VST 5.35 01/31/36 144A	7,000,000	7,000,000	0.01%	$6.85M
Phillips 66	6,800,000	6,800,000	0.01%	$6.80M
AMETEK INC DISC COML 04/26 ZCP	6,500,000	6,500,000	0.01%	$6.49M
GALXY 2016-22A AR4	6,300,000	6,300,000	0.01%	$6.30M
RFR USD SOFR/4.00000 06/17/26-30Y LCH	1	1	0.01%	$6.21M
HUMANA INC.	6,100,000	6,100,000	0.01%	$6.09M
ERAC USA Finance LLC	6,100,000	6,100,000	0.01%	$6.09M
SMB Private Education Loan Trust 2026-B	6,000,000	6,000,000	0.01%	$6.01M
PacifiCorp	6,000,000	6,000,000	0.01%	$6.00M
JAPAN (30 YEAR ISSUE) BONDS 09/54 2.1	1,300,250,000	1,300,250,000	0.01%	$5.94M
JAPAN (20 YEAR ISSUE) BONDS 09/45 2.7	1,021,700,000	1,021,700,000	0.01%	$5.93M
MAPLE PARENT	5,900,000	5,900,000	0.01%	$5.90M
FIDELITY NATL INFORMATION SVCS	5,900,000	5,900,000	0.01%	$5.89M
Republic of Colombia	5,900,000	5,900,000	0.01%	$5.78M
G2 MA8098	6,358,832	6,358,832	0.01%	$5.69M
CDX IG46 5Y ICE	1	1	0.01%	$5.59M
Post CLO Ltd.	5,550,000	5,550,000	0.01%	$5.55M
CAPITAL ONE FINL	5,600,000	5,600,000	0.01%	$5.52M
NEW S WALES TREASURY CRP LOCAL GOVT G 03/33 2	9,100,000	9,100,000	0.01%	$5.09M
U.S. Treasury Bills	5,100,000	5,100,000	0.01%	$5.09M
ORANGE SA 144A LIFE SR UNSEC 4.25% 01-13-31	5,000,000	5,000,000	0.01%	$4.91M
JABIL INC	5,000,000	5,000,000	0.01%	$4.87M
Fidelity National Information Services, Inc.	4,700,000	4,700,000	0.01%	$4.69M
PacifiCorp	4,600,000	4,600,000	0.01%	$4.62M
Alimentation Couche-Tard Inc	4,600,000	4,600,000	0.01%	$4.59M
Constellation Energy Generation LLC	4,500,000	4,500,000	0.01%	$4.50M
DATABRICKS INC 2025 DELAYED DRAW TERM LOAN	4,493,218	4,493,218	0.01%	$4.47M
VMED O2 UK FINC. I 6.75%	4,200,000	4,200,000	0.01%	$3.76M
Jones Lang LaSalle Finance BV	3,700,000	3,700,000	0.01%	$3.70M
U.S. Treasury Bills	3,642,000	3,642,000	0.01%	$3.62M
FNCL 4 4/26	3,626,000	3,626,000	0.01%	$3.42M
RFR GBP SONIO/4.50000 09/16/26-30Y LCH	1	1	0.01%	$3.23M
Danske Bank A/S	3,200,000	3,200,000	0.01%	$3.21M
THE AES CORPORATION	3,100,000	3,100,000	0.00%	$3.10M
HARLEY DAVIDSON FINL SVCS INC CP 0% 04/16/2026	3,100,000	3,100,000	0.00%	$3.09M
KYNDRYL HOLDINGS	3,285,000	3,285,000	0.00%	$3.04M
GLOBAL PMTS INC	3,000,000	3,000,000	0.00%	$3.00M
HARLEY DAVIDSON FND CP	2,915,000	2,915,000	0.00%	$2.91M
Jabil Inc	2,900,000	2,900,000	0.00%	$2.89M
Constellation Energy Generation LLC	2,898,000	2,898,000	0.00%	$2.89M
ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A	2,800,000	2,800,000	0.00%	$2.80M
THE AES CORPORATION	2,800,000	2,800,000	0.00%	$2.79M
NextEra Energy Capital Holdings Inc	2,800,000	2,800,000	0.00%	$2.79M
TITULOS DE TESORERIA BONDS 07/46 11.5	11,557,000,000	11,557,000,000	0.00%	$2.79M
HCA INC CP 0% 04/22/2026	2,503,000	2,503,000	0.00%	$2.50M
CONSTELLATION ENERGY	2,502,000	2,502,000	0.00%	$2.49M
HARLEY DAVIDSON FND CP	2,485,000	2,485,000	0.00%	$2.48M
Vitality Re XVII Ltd., Series A	2,400,000	2,400,000	0.00%	$2.40M
U.S. Treasury Bills	2,400,000	2,400,000	0.00%	$2.39M
SOUTH AUST GOVT FIN AUTH LOCAL GOVT G REGS 05/35 4.75	3,550,000	3,550,000	0.00%	$2.31M
Alimentation Couche-Tard Inc	2,300,000	2,300,000	0.00%	$2.29M
ERAC USA Finance LLC 0% CP 17/04/2026	2,189,000	2,189,000	0.00%	$2.18M
MORGAN STANLEY	2,200,000	2,200,000	0.00%	$2.18M
TITULOS DE TESORERIA BONDS 05/42 9.25	10,612,000,000	10,612,000,000	0.00%	$2.17M
83208D9Y5 SMB 2026 B C 144A	2,126,000	2,126,000	0.00%	$2.11M
ERAC USA Finance LLC 0% CP 10/04/2026	2,011,000	2,011,000	0.00%	$2.01M
PacifiCorp	2,000,000	2,000,000	0.00%	$2.01M
RFR USD SOFR/3.50000 03/18/26-5Y LCH	2	2	0.00%	$1.85M
GOLDEN BEAR RE LTD SERIES 2026 1	1,800,000	1,800,000	0.00%	$1.80M
83208D909 SMB 2026 B R 144A	10,000	10,000	0.00%	$1.64M
THAMES WATER SUPER SENIOR ISSU 10/27 9.75	1,122,203	1,122,203	0.00%	$1.64M
ALIMENTATION COUCHE TARD INC	1,600,000	1,600,000	0.00%	$1.60M
AMETEK INC DISC COML	1,600,000	1,600,000	0.00%	$1.60M
BECTON DICKINSON+CO.	1,600,000	1,600,000	0.00%	$1.60M
JONES LANG LASALLE FIN BV	1,600,000	1,600,000	0.00%	$1.60M
ONEOK INC	1,600,000	1,600,000	0.00%	$1.60M
Alimentation Couche-Tard Inc. 0% CP 10/04/2026	1,600,000	1,600,000	0.00%	$1.60M
Elevance Health Inc	1,600,000	1,600,000	0.00%	$1.60M
AES CORP DISC 04/13/26 0.00000000	1,600,000	1,600,000	0.00%	$1.60M
NextEra Energy Capital Holdings Inc	1,600,000	1,600,000	0.00%	$1.60M
AMETEK INC DISC COML 04/26 ZCP	1,600,000	1,600,000	0.00%	$1.60M
HCA INC	1,600,000	1,600,000	0.00%	$1.59M
TELUS CORPORATION YCP 0% 05/20/2026	1,600,000	1,600,000	0.00%	$1.59M
UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878	1,700,000	1,700,000	0.00%	$1.59M
Nature Coast Re Ltd	1,500,000	1,500,000	0.00%	$1.50M
PHILLIPS 66 GTD DISC 04/20/26 0.00000000	1,491,000	1,491,000	0.00%	$1.49M
CROWN CASTLE	1,400,000	1,400,000	0.00%	$1.40M
Keurig Dr. Pepper, Inc.	1,400,000	1,400,000	0.00%	$1.40M
JPMORGAN CHASE	1,400,000	1,400,000	0.00%	$1.38M
CDX ITRAXX MAIN44 5Y ICE	1	1	0.00%	$1.37M
VMED O2 UK FINC. I 4.75%	1,520,000	1,520,000	0.00%	$1.31M
Cape Lookout Re Ltd.	1,300,000	1,300,000	0.00%	$1.30M
CAPE LOOKOUT RE LTD	1,300,000	1,300,000	0.00%	$1.30M
Veraison Re Ltd.	1,200,000	1,200,000	0.00%	$1.20M
JABIL INC	1,200,000	1,200,000	0.00%	$1.20M
FIDELITY NATL INFORMATION SVCS	1,155,000	1,155,000	0.00%	$1.15M
GENUINE PARTS CO	1,100,000	1,100,000	0.00%	$1.10M
RFR USD SOFR/3.74800 03/03/26-10Y LCH	2	2	0.00%	$1.02M
PURPLE RE LTD	1,000,000	1,000,000	0.00%	$1.00M
BOEING CO	1,000,000	1,000,000	0.00%	$964.72K
ZCS BRL 14.0671 03/27/26-01/02/31 CME	1	1	0.00%	$948.72K
Vitality Re XVII 2026 Class B	900,000	900,000	0.00%	$900.04K
JABIL INC	900,000	900,000	0.00%	$889.29K
Three Month SONIA Index Futures	1,878	1,878	0.00%	$867.69K
G2 MB0682	899,999	899,999	0.00%	$826.12K
VMED 4.5 08/15/30 144A	920,000	920,000	0.00%	$816.62K
MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A	700,000	700,000	0.00%	$698.19K
U.S. Treasury Bills	700,000	700,000	0.00%	$697.61K
Locke Tavern Re Ltd., Series A	600,000	600,000	0.00%	$600.00K
U.S. Treasury Bills	597,000	597,000	0.00%	$591.64K
AES CORPORATION SNR S* ICE	2	2	0.00%	$518.37K
LOCKE TAVERN RE LTD UNSECURED 144A 04/33 VAR	500,000	500,000	0.00%	$500.00K
AMAZON.COM INC	500,000	500,000	0.00%	$498.56K
BDS LTD BDS 2025 FL14 A 144A	500,000	500,000	0.00%	$498.45K
Fidelity National Information Services Inc	445,000	445,000	0.00%	$444.56K
Keurig Dr Pepper Inc	440,000	440,000	0.00%	$439.65K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2026 RP1 SA 144A	429,000	429,000	0.00%	$429.00K
Herbie Re Ltd., Series A	400,000	400,000	0.00%	$400.60K
GATEWAY RE LTD UNSECURED 144A 07/29 VAR	400,000	400,000	0.00%	$400.00K
VERAISON RE LTD	300,000	300,000	0.00%	$300.20K
Vitality Re XVII 2026 Class C	300,000	300,000	0.00%	$300.02K
Citrus Re Ltd., Series A	300,000	300,000	0.00%	$300.00K
CITRUS RE LTD	300,000	300,000	0.00%	$300.00K
Integrity RE III Ltd	300,000	300,000	0.00%	$300.00K
GATEWAY RE LTD UNSECURED 144A 07/29 VAR	300,000	300,000	0.00%	$300.00K
TREMONT RE LTD UNSECURED 144A 03/33 VAR	300,000	300,000	0.00%	$300.00K
ERAC USA FINANCE LLC	300,000	300,000	0.00%	$299.17K
Windrose Re 2026-1 Class A	300,000	300,000	0.00%	$299.13K
JTI Financial Services North America LLC	300,000	300,000	0.00%	$298.43K
JTI FINL SVCS NORTH AMER LLC 05/26 ZCP	300,000	300,000	0.00%	$298.24K
GSMBS 2026 RPL1 SA 144A	290,000	290,000	0.00%	$290.94K
CVS HEALTH CORP	290,000	290,000	0.00%	$289.03K
RFR USD SOFR/4.08316 06/30/26-27Y* LCH	1	1	0.00%	$288.37K
INTEGRITY RE III UNSECURED 144A 06/29 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
BOEING CO/THE SNR S* ICE	1	1	0.00%	$233.26K
ZCS BRL 13.681 03/18/26-01/02/31 CME	3	3	0.00%	$115.72K
317UC4OA3 PIMCO SWAPTION 3.25 CALL USD 2026071	-1,698,600,000	-1,698,600,000	0.00%	$80.00K
GS MORTGAGE BACKED SECURITIES GSMBS 2026 3 SA 144A	12,000	12,000	0.00%	$11.48K
BSARM 2004-7 1A1	5,413	5,413	0.00%	$4.18K
GS MORTGAGE BACKED SECURITIES GSMBS 2026 2 SA 144A	4,000	4,000	0.00%	$4.01K
GS MORTGAGE BACKED SECURITIES GSMBS 2026 1 SA 144A	1,500	1,500	0.00%	$1.50K
FNCL 6.5 4/26	0	0	0.00%	$0
317UC50A6 PIMCO SWAPTION 2.54 CALL EUR 2026041	-23,100,000	-23,100,000	0.00%	-$3.54K
ZCS BRL 13.657 03/13/26-01/02/31 CME	1	1	0.00%	-$21.14K
Options on Euro(OGBL) Bund Futures	-288	-288	0.00%	-$36.62K
317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042	-30,500,000	-30,500,000	0.00%	-$38.11K
317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416	-56,600,000	-56,600,000	0.00%	-$50.52K
31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000	-66,738,462	-66,738,462	0.00%	-$58.93K
31750SOL4 PIMCO CDSOPT PUT EUR 1.05 20260520	-63,500,000	-63,500,000	0.00%	-$74.29K
31750SC03 PIMCO FXVAN PUT USD KRW 1350.0000000	-97,627,500	-97,627,500	0.00%	-$80.05K

Top 300 of 319, by weight.

Security	Shares Dec 2025	Δ shares	End %	Δ value
Uniform Mortgage-Backed Security, TBA	2,485,273,000	-2,485,273,000	0.00%	-$2.48B
FNCL 3 2/26	2,255,484,895	-2,255,484,895	0.00%	-$1.99B
Uniform Mortgage-Backed Security, TBA	1,927,810,000	-1,927,810,000	0.00%	-$1.88B
FNCL 6 3/24	1,432,000,000	-1,432,000,000	0.00%	-$1.47B
Uniform Mortgage-Backed Security, TBA	1,128,180,500	-1,128,180,500	0.00%	-$1.16B
Uniform Mortgage-Backed Security, TBA	707,015,000	-707,015,000	0.00%	-$716.29M
Government National Mortgage Association, TBA	615,435,000	-615,435,000	0.00%	-$613.36M
Government National Mortgage Association, TBA	437,965,000	-437,965,000	0.00%	-$413.64M
Government National Mortgage Association, TBA	410,100,000	-410,100,000	0.00%	-$399.22M
Government National Mortgage Association, TBA	358,641,000	-358,641,000	0.00%	-$365.27M
Government National Mortgage Association	423,000,000	-423,000,000	0.00%	-$364.85M
TBA GNMA 30 YR 5.50000000	262,100,000	-262,100,000	0.00%	-$264.48M
G2SF 3 1/26	289,400,000	-289,400,000	0.00%	-$260.09M
FNCL 4.5 1/26	243,492,000	-243,492,000	0.00%	-$237.74M
CMLTI 2026 RP1 PT 144A	224,000,000	-224,000,000	0.00%	-$219.29M
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB	227,000,000	-227,000,000	0.00%	-$203.74M
Uniform Mortgage-Backed Security, TBA	165,492,000	-165,492,000	0.00%	-$172.03M
GSMBS 2026 1 PT 144A	168,700,000	-168,700,000	0.00%	-$170.01M
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 A1 144A	145,957,215	-145,957,215	0.00%	-$139.89M
CROWN CASTLE INTL CORP 4(2) 144A DISC NT 1/20/2026	135,900,000	-135,900,000	0.00%	-$135.58M
GNMA II POOL MB0481 G2 07/55 FIXED 3.5	145,811,725	-145,811,725	0.00%	-$132.81M
Uniform Mortgage-Backed Security, TBA	99,000,000	-99,000,000	0.00%	-$103.00M
G2 MB0143	110,144,593	-110,144,593	0.00%	-$100.40M
FNCL 5 3/24	99,000,000	-99,000,000	0.00%	-$98.60M
FNCL 5 1/26	93,554,654	-93,554,654	0.00%	-$93.31M
Government National Mortgage Association	98,700,000	-98,700,000	0.00%	-$81.75M
G2 MB0088	86,216,360	-86,216,360	0.00%	-$78.55M
BOEING CO	75,579,000	-75,579,000	0.00%	-$75.44M
G2SF 2 1/26	82,000,000	-82,000,000	0.00%	-$67.93M
JPMMT 2026 CES2 PT 144A	63,463,000	-63,463,000	0.00%	-$67.78M
GSMBS 2026 2 PT 144A GSMBS 2026 2 PT 144A	65,500,000	-65,500,000	0.00%	-$66.29M
BOEING CO	63,290,000	-63,290,000	0.00%	-$63.22M
JPMMT 2026 HYB1 PT 144A JPMMT 2026 HYB1 PT 144A	62,300,000	-62,300,000	0.00%	-$63.06M
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B1 144A	66,948,496	-66,948,496	0.00%	-$56.58M
UBS Group AG	42,000,000	-42,000,000	0.00%	-$42.02M
HCA INC DISC COML PAPER 01/26 ZCP	39,805,000	-39,805,000	0.00%	-$39.77M
CRSNT TRUST CRSNT 2021 MOON A 144A	39,401,000	-39,401,000	0.00%	-$39.15M
FNMA POOL CB2894 FN 02/52 FIXED 3	43,896,956	-43,896,956	0.00%	-$38.94M
FNMA POOL CB3170 FN 03/52 FIXED 3	43,760,028	-43,760,028	0.00%	-$38.77M
PACIFIC GAS&ELEC	35,240,000	-35,240,000	0.00%	-$35.24M
BDS LTD BDS 2022 FL11 ATS 144A	34,865,355	-34,865,355	0.00%	-$34.93M
STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR	33,846,000	-33,846,000	0.00%	-$33.86M
G2 MB0022	36,495,556	-36,495,556	0.00%	-$33.27M
FNMA POOL CB3585 FN 05/52 FIXED 3	36,563,398	-36,563,398	0.00%	-$32.43M
COMM MORTGAGE TRUST COMM 2016 787S A 144A	32,000,000	-32,000,000	0.00%	-$31.81M
Government National Mortgage Association, TBA	34,400,000	-34,400,000	0.00%	-$31.31M
Societe Generale SA	31,000,000	-31,000,000	0.00%	-$31.02M
LIBERTY STREET TRUST LBTY 2016 225L A 144A	31,607,000	-31,607,000	0.00%	-$30.98M
Freddie Mac Pool	34,669,170	-34,669,170	0.00%	-$30.71M
Government National Mortgage Association, TBA	34,450,000	-34,450,000	0.00%	-$29.72M
G2SF 5 1/26	29,056,000	-29,056,000	0.00%	-$28.99M
G2SF 4 1/26	29,775,000	-29,775,000	0.00%	-$28.13M
UBS GROUP	27,600,000	-27,600,000	0.00%	-$27.52M
POST CLO LTD POST 2021 1A AR 144A	27,250,000	-27,250,000	0.00%	-$27.25M
SYMPHONY CLO XXV LTD SER 2021-25A CL AR V/R REGD 144A P/P 0.00000000	26,100,000	-26,100,000	0.00%	-$26.10M
SBA TOWER TRUST	24,900,000	-24,900,000	0.00%	-$24.87M
HCA INC DISC COML PAPER 01/26 ZCP	23,945,000	-23,945,000	0.00%	-$23.91M
NSANY 2 03/09/26	23,900,000	-23,900,000	0.00%	-$23.80M
MFRA TRUST MFRA 2023 NQM1 A1 144A	23,269,672	-23,269,672	0.00%	-$23.21M
G2 MB0255	25,213,469	-25,213,469	0.00%	-$22.97M
FNMA POOL FS1073 FN 03/52 FIXED VAR	25,504,335	-25,504,335	0.00%	-$22.60M
Ares LXII CLO Ltd	22,500,000	-22,500,000	0.00%	-$22.50M
TMUST 24-1A A 5.05% 09/20/2029 144A	21,200,000	-21,200,000	0.00%	-$21.33M
T-MOBILE USA INC	21,400,000	-21,400,000	0.00%	-$21.33M
DATABRICKS INC LAST OUT TERM LOAN	20,300,684	-20,300,684	0.00%	-$20.66M
COOPERATIEVE RAB	20,600,000	-20,600,000	0.00%	-$20.51M
GNMA II POOL MB0201 G2 02/55 FIXED 3.5	22,310,523	-22,310,523	0.00%	-$20.33M
CROWN CASTLE INTL CORP	19,600,000	-19,600,000	0.00%	-$19.55M
WHETSTONE PARK CLO LTD WHTPK 2021 1A A1R 144A	19,150,000	-19,150,000	0.00%	-$19.15M
SOUTHERN CAL ED	18,600,000	-18,600,000	0.00%	-$18.63M
AMETEK INC NEW CP 0% 01/12/2026	17,850,000	-17,850,000	0.00%	-$17.83M
Hyundai Capital America	17,500,000	-17,500,000	0.00%	-$17.56M
IRS EUR 3.00000 03/18/26-30Y LCH	1	-1	0.00%	-$17.24M
PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN	15,300,000	-15,300,000	0.00%	-$15.30M
CAIRN CLO BV CRNCL 2018 10A AR 144A	12,959,033	-12,959,033	0.00%	-$15.24M
Ares LXV CLO Ltd., Series 2022-65A, Class A1R	14,400,000	-14,400,000	0.00%	-$14.40M
SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A	14,075,000	-14,075,000	0.00%	-$14.17M
BROADCOM INC	15,254,000	-15,254,000	0.00%	-$14.12M
NXP BV/NXP FUNDI	13,800,000	-13,800,000	0.00%	-$13.80M
EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR	13,400,000	-13,400,000	0.00%	-$13.65M
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM1 A1 144A	13,646,413	-13,646,413	0.00%	-$13.61M
PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1 PAIA 2021-1A A1AR	12,400,000	-12,400,000	0.00%	-$12.41M
HGI CRE CLO LTD HGI 2022 FL3 A 144A	12,243,820	-12,243,820	0.00%	-$12.22M
PROVINCE OF ONTARIO CANADA	16,643,000	-16,643,000	0.00%	-$12.18M
PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2	10,111,500	-10,111,500	0.00%	-$11.88M
STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR	11,600,000	-11,600,000	0.00%	-$11.59M
G2SF 6 1/25	10,899,000	-10,899,000	0.00%	-$11.11M
VERIZON COMM INC	11,000,000	-11,000,000	0.00%	-$10.87M
U.S. Treasury Bills	9,730,000	-9,730,000	0.00%	-$9.65M
GLOBAL PAY INC	9,000,000	-9,000,000	0.00%	-$8.96M
BERRY GLOBAL INC	8,809,000	-8,809,000	0.00%	-$8.80M
ALLIANT ENERGY FINANCE REGD 144A P/P 1.40000000	8,400,000	-8,400,000	0.00%	-$8.34M
GA GLOBAL FUNDING TRUST SECURED 144A 01/26 1.625	8,200,000	-8,200,000	0.00%	-$8.19M
KKR FINANCIAL CLO LTD KKR 33A AR 144A	8,050,000	-8,050,000	0.00%	-$8.05M
BROADCOM INC	8,000,000	-8,000,000	0.00%	-$7.90M
Vibrant CLO XI Ltd., Series 2019-11A, Class A1R1	7,863,179	-7,863,179	0.00%	-$7.87M
Banco BTG Pactual SA	7,600,000	-7,600,000	0.00%	-$7.59M
Electricite de France	7,100,000	-7,100,000	0.00%	-$7.43M
SCGAU 3.625 01/28/26 144A	7,100,000	-7,100,000	0.00%	-$7.10M
FNCI 4.5 1/25	6,950,000	-6,950,000	0.00%	-$6.95M
JABIL INC DISC 01/14/26 0.00000000	6,900,000	-6,900,000	0.00%	-$6.89M
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A	6,741,130	-6,741,130	0.00%	-$6.75M
VERUS SECURITIZATION TRUST VERUS 2023 1 A1 144A	6,639,524	-6,639,524	0.00%	-$6.62M
JPMORGAN CHASE	6,500,000	-6,500,000	0.00%	-$6.50M
FUT. EURO-BUND EUX MAR26	-3,232	3,232	0.00%	-$6.47M
Riserva CLO Ltd., Series 2016-3A, Class AR3	6,350,000	-6,350,000	0.00%	-$6.35M
JABIL INC DISC 01/07/26 0.00000000	5,800,000	-5,800,000	0.00%	-$5.80M
HCA INC DISC COML PAPER 02/26 ZCP	5,800,000	-5,800,000	0.00%	-$5.78M
FORD MOTOR CREDIT CO LLC SR UNSECURED 02/26 2.386	4,575,000	-4,575,000	0.00%	-$5.38M
CORPORATE OFFICE	5,390,000	-5,390,000	0.00%	-$5.37M
EQT CORP SR UNSECURED 07/27 6.5	5,000,000	-5,000,000	0.00%	-$5.10M
VERIZON COMM INC	5,100,000	-5,100,000	0.00%	-$5.04M
FNMA POOL CB4358 FN 07/52 FIXED 3	5,255,779	-5,255,779	0.00%	-$4.66M
DATABRICKS INC DELAYED DRAW TERM LOAN	4,493,218	-4,493,218	0.00%	-$4.57M
DATABRICKS INC USD DELAYED DRAW TERM LOAN	4,493,218	-4,493,218	0.00%	-$4.50M
INTESA SANPAOLO SPA REGD 144A P/P 7.20000000	3,900,000	-3,900,000	0.00%	-$4.46M
US TREASURY N/B	4,416,000	-4,416,000	0.00%	-$4.45M
ACRES Commercial Realty 2021-FL1 Issuer, Ltd.	4,399,088	-4,399,088	0.00%	-$4.39M
PCG 2.95 03/01/26	4,050,000	-4,050,000	0.00%	-$4.04M
U.S. Treasury Bills	4,044,000	-4,044,000	0.00%	-$4.02M
FIDELITY NATIONA	4,000,000	-4,000,000	0.00%	-$3.98M
AERCAP IRELAND	3,900,000	-3,900,000	0.00%	-$3.90M
CONAGRA FOODS IN DISC 01/07/26 0.00000000	3,900,000	-3,900,000	0.00%	-$3.90M
CREDIT AGRICOLE SA REGD V/R 144A P/P 1.24700000	3,700,000	-3,700,000	0.00%	-$3.69M
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	3,120,701	-3,120,701	0.00%	-$3.67M
BRSP Ltd., Series 2021-FL1, Class A	3,503,898	-3,503,898	0.00%	-$3.51M
OCCIDENTAL PETE	3,250,000	-3,250,000	0.00%	-$3.33M
GNMA II POOL MB0304 G2 04/55 FIXED 3.5	3,393,992	-3,393,992	0.00%	-$3.09M
VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A	3,032,540	-3,032,540	0.00%	-$3.03M
VENTAS REALTY LP	3,000,000	-3,000,000	0.00%	-$3.00M
VERUS SECURITIZATION TRUST VERUS 2023 2 A1 144A	2,794,916	-2,794,916	0.00%	-$2.80M
BANK OF AMER CRP	2,782,000	-2,782,000	0.00%	-$2.78M
Canyon CLO Ltd., Series 2021-4A, Class AR	2,650,000	-2,650,000	0.00%	-$2.65M
UKG 10YR FUT G H6 03-27-26	2,422	-2,422	0.00%	-$2.63M
KOREA DEVELOPMENT BANK SR UNSECURED 01/26 3	2,600,000	-2,600,000	0.00%	-$2.60M
CREDIT SUISSE AG LONDON SR UNSECURED REGS 01/26 0.25	2,100,000	-2,100,000	0.00%	-$2.47M
XIB 0 03/03/26	2,481,000	-2,481,000	0.00%	-$2.47M
FNMA POOL CB4108 FN 07/52 FIXED 3	2,766,019	-2,766,019	0.00%	-$2.45M
EDISON INTERNATIONAL 01/26 ZCP	2,200,000	-2,200,000	0.00%	-$2.20M
Ares XLIV CLO Ltd	2,000,000	-2,000,000	0.00%	-$2.00M
GPMT Ltd., Series 2021-FL3, Class A	1,925,821	-1,925,821	0.00%	-$1.93M
United Airlines Pass Through Certificates, Series 2015-1	1,900,000	-1,900,000	0.00%	-$1.90M
31750S121 PIMCO FXVAN PUT USD KRW 1375.0000000	0	0	0.00%	-$1.83M
Boost Newco Borrower, LLC	1,700,000	-1,700,000	0.00%	-$1.81M
OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A	1,590,372	-1,590,372	0.00%	-$1.59M
Venture XXIX CLO Ltd	1,582,812	-1,582,812	0.00%	-$1.58M
AIR LEASE CORP DISC COML 01/26 ZCP	1,492,000	-1,492,000	0.00%	-$1.49M
DELL INT / EMC	1,286,000	-1,286,000	0.00%	-$1.29M
Romark CLO Ltd., Series 2017-1A, Class A1R	1,190,754	-1,190,754	0.00%	-$1.19M
HA SUSTAINABLE INFRASTRUCTURE 01/26 ZCP	1,100,000	-1,100,000	0.00%	-$1.10M
AIR LEASE CORP DISCOUNT_______ COMMERCIAL PAPER 0.00000000	808,000	-808,000	0.00%	-$807.18K
U.S. Treasury Bills	800,000	-800,000	0.00%	-$796.40K
CMLTI 2026 RP1 SA 144A	600,000	-600,000	0.00%	-$602.39K
SANDS CHINA LTD	600,000	-600,000	0.00%	-$599.97K
FNMA POOL BV3393 FN 03/52 FIXED 3	650,579	-650,579	0.00%	-$576.69K
FED HM LN PC POOL QD9717 FR 04/52 FIXED 3	597,165	-597,165	0.00%	-$529.61K
PROVINCE OF ONTARIO CANADA	700,000	-700,000	0.00%	-$514.48K
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389	500,000	-500,000	0.00%	-$500.03K
LUXCO3 SHARES COMMON STOCK	24,060	-24,060	0.00%	-$424.46K
U.S. Treasury Bills	400,000	-400,000	0.00%	-$399.02K
BOEING CO/THE SNR S* ICE	1	-1	0.00%	-$342.76K
31750S170 PIMCO FXVAN PUT USD KRW 1375.0000000	0	0	0.00%	-$336.12K
BONANZA RE LTD UNSECURED 144A 01/26 VAR	300,000	-300,000	0.00%	-$299.49K
U.S. Treasury Bills	282,000	-282,000	0.00%	-$279.77K
FNMA POOL 930965 FN 04/39 FIXED 5.5	256,213	-256,213	0.00%	-$265.43K
UST BILLS 0% 02/12/2026	258,000	-258,000	0.00%	-$256.95K
WI TREASURY SEC. 0.000000% 02/19/2026	253,000	-253,000	0.00%	-$251.80K
31750S1B1 PIMCO FXVAN PUT USD KRW 1372.0000000	0	0	0.00%	-$233.54K
Venture XXVII CLO Ltd.	202,900	-202,900	0.00%	-$203.15K
U.S. Treasury Bills	201,000	-201,000	0.00%	-$199.96K
FNMA POOL CB3278 FN 04/52 FIXED 3	174,870	-174,870	0.00%	-$154.95K
FED HM LN PC POOL Q42458 FG 06/46 FIXED 3.5	137,552	-137,552	0.00%	-$129.99K
Atlas Senior Loan Fund XIII	120,591	-120,591	0.00%	-$120.74K
U.S. Treasury Bills	100,000	-100,000	0.00%	-$99.69K
GSAA Home Equity Trust, Series 2007-8, Class A3	88,823	-88,823	0.00%	-$88.30K
FNMA POOL BV0592 FN 04/52 FIXED 3	82,548	-82,548	0.00%	-$73.71K
FNMA POOL 896834 FN 07/36 FIXED 6	59,640	-59,640	0.00%	-$61.98K
FNMA POOL AX7465 FN 11/29 FIXED 3	45,945	-45,945	0.00%	-$44.96K
Uniform Mortgage-Backed Security, TBA	36,000	-36,000	0.00%	-$34.13K
SHACKLETON CLO LTD SHACK 2014 5RA A 144A	28,446	-28,446	0.00%	-$28.48K
SOUND POINT CLO XVIII LTD SER 2017-4A CL A1 V/R REGD 144A P/P 5.26605000	25,525	-25,525	0.00%	-$25.56K
GSMBS 2026 2 SA 144A GSMBS 2026 2 SA 144A	20,000	-20,000	0.00%	-$20.03K
FNMA POOL 845052 FN 11/35 FLOATING VAR	18,022	-18,022	0.00%	-$18.48K
GSR MORTGAGE LOAN TRUST GSR 2005 AR3 8A1	15,772	-15,772	0.00%	-$15.64K
FN AH3431	14,166	-14,166	0.00%	-$14.13K
FNMA POOL AB2444 FN 03/26 FIXED 3.5	13,095	-13,095	0.00%	-$13.06K
Bear Stearns Asset Backed Securities Trust 2001-3	12,160	-12,160	0.00%	-$12.16K
FED HM LN PC POOL ZK3101 FR 03/26 FIXED 3.5	11,451	-11,451	0.00%	-$11.42K
FNMA POOL AB2252 FN 02/26 FIXED 3.5	10,828	-10,828	0.00%	-$10.80K
GSMBS 2026 1 SA 144A GSMBS 2026 1 SA 144A	10,000	-10,000	0.00%	-$10.02K
FNMA POOL AB2302 FN 02/26 FIXED 3.5	8,340	-8,340	0.00%	-$8.32K
FNMA POOL 890395 FN 02/26 FIXED VAR	5,712	-5,712	0.00%	-$5.70K
FED HM LN PC POOL ZI5482 FR 10/32 FIXED 5.5	4,358	-4,358	0.00%	-$4.43K
FNMA POOL AB2129 FN 01/26 FIXED 3.5	4,431	-4,431	0.00%	-$4.42K
FED HM LN PC POOL ZS6534 FR 08/26 FIXED 3.5	4,417	-4,417	0.00%	-$4.40K
FNMA POOL AH6247 FN 04/26 FIXED 3.5	3,776	-3,776	0.00%	-$3.76K
FN AH5616	3,762	-3,762	0.00%	-$3.75K
FED HM LN PC POOL ZK3049 FR 03/26 FIXED 3.5	3,266	-3,266	0.00%	-$3.26K
FNMA POOL AH9345 FN 04/26 FIXED 3.5	3,241	-3,241	0.00%	-$3.23K
MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 3A1	3,183	-3,183	0.00%	-$3.16K
Fremont Home Loan Trust, Series 2004-2, Class M2	735	-735	0.00%	-$2.94K
FNMA POOL AH6500 FN 03/26 FIXED 3.5	2,644	-2,644	0.00%	-$2.64K
FNMA POOL AH9031 FN 03/26 FIXED 3.5	2,300	-2,300	0.00%	-$2.29K
FED HM LN PC POOL ZK2911 FR 01/26 FIXED 3.5	2,134	-2,134	0.00%	-$2.13K
FN AH6822	1,865	-1,865	0.00%	-$1.86K
FNMA POOL AH9914 FN 04/26 FIXED 3.5	1,863	-1,863	0.00%	-$1.86K
FED HM LN PC POOL ZS6255 FR 05/26 FIXED 3.5	1,825	-1,825	0.00%	-$1.82K
FNMA POOL AH4587 FN 03/26 FIXED 3.5	1,448	-1,448	0.00%	-$1.44K
FED HM LN PC POOL ZK3030 FR 03/26 FIXED 3.5	1,438	-1,438	0.00%	-$1.43K
FNMA POOL 908666 FN 12/36 FIXED 6	1,397	-1,397	0.00%	-$1.43K
FNMA POOL AI0892 FN 04/26 FIXED 3.5	1,361	-1,361	0.00%	-$1.36K
FED HM LN PC POOL ZS8423 FR 03/26 FIXED 3.5	1,284	-1,284	0.00%	-$1.28K
FED HM LN PC POOL ZK2981 FR 02/26 FIXED 3.5	1,243	-1,243	0.00%	-$1.24K
FNMA POOL AH3552 FN 02/26 FIXED 3.5	1,160	-1,160	0.00%	-$1.16K
FNMA POOL AH3487 FN 02/26 FIXED 3.5	1,094	-1,094	0.00%	-$1.09K
FNMA POOL AB2054 FN 01/26 FIXED 3.5	988	-988	0.00%	-$985
FNMA POOL AB2304 FN 02/26 FIXED 3.5	973	-973	0.00%	-$970
GNMA POOL 538011 GN 08/30 FIXED 8.5	946	-946	0.00%	-$954
FNMA POOL AH3614 FN 01/26 FIXED 3.5	940	-940	0.00%	-$937
FED HM LN PC POOL ZK3059 FR 03/26 FIXED 3.5	935	-935	0.00%	-$932
FED HM LN PC POOL ZK2912 FR 01/26 FIXED 3.5	932	-932	0.00%	-$930
FNMA POOL AB2256 FN 02/26 FIXED 3.5	902	-902	0.00%	-$900
GNMA II POOL 008842 G2 03/26 FLOATING VAR	808	-808	0.00%	-$807
FNMA POOL AH5613 FN 02/26 FIXED 3.5	792	-792	0.00%	-$790
FNMA POOL AH2569 FN 01/26 FIXED 3.5	790	-790	0.00%	-$788
FNMA POOL 941609 FN 02/26 FIXED 3.5	663	-663	0.00%	-$661
FNMA POOL AH5614 FN 02/26 FIXED 3.5	661	-661	0.00%	-$659
FNMA POOL 894782 FN 12/36 FIXED 6	631	-631	0.00%	-$653
FN 890446	640	-640	0.00%	-$640
FED HM LN PC POOL ZS7442 FR 03/26 FIXED 2	589	-589	0.00%	-$587
FN AL0238	507	-507	0.00%	-$506
FNMA POOL 352376 FN 07/26 FLOATING VAR	456	-456	0.00%	-$456
FREDDIE MAC FHR 2004 E	438	-438	0.00%	-$437
FNMA POOL 256464 FN 09/26 FIXED 4.5	404	-404	0.00%	-$403
FNMA POOL 254107 FN 11/31 FIXED 7	372	-372	0.00%	-$375
FNMA POOL 487447 FN 08/27 FLOATING VAR	322	-322	0.00%	-$322
GNMA II POOL 008793 G2 01/26 FLOATING VAR	283	-283	0.00%	-$282
FN 726912	278	-278	0.00%	-$276
FNMA POOL MA2573 FN 03/26 FIXED 3.5	269	-269	0.00%	-$268
FNMA POOL AL4190 FN 04/26 FIXED VAR	261	-261	0.00%	-$261
FNMA POOL AH6736 FN 02/26 FIXED 3.5	231	-231	0.00%	-$230
FNMA POOL AH3428 FN 01/26 FIXED 3.5	229	-229	0.00%	-$228
GNMA II POOL 008833 G2 03/26 FLOATING VAR	218	-218	0.00%	-$217
GNMA II POOL 008818 G2 02/26 FLOATING VAR	188	-188	0.00%	-$188
GNMA II POOL 008817 G2 02/26 FLOATING VAR	181	-181	0.00%	-$181
GNMA II POOL 008830 G2 03/26 FLOATING VAR	161	-161	0.00%	-$161
GNMA II POOL 008814 G2 02/26 FLOATING VAR	152	-152	0.00%	-$152
FN AH3430	144	-144	0.00%	-$144
FNMA POOL AH2718 FN 01/26 FIXED 3.5	138	-138	0.00%	-$137
FNMA POOL AH5228 FN 01/26 FIXED 3.5	131	-131	0.00%	-$130
FNMA POOL AL0000 FN 03/26 FIXED VAR	113	-113	0.00%	-$113
FNMA POOL AB2296 FN 02/26 FIXED 3	100	-100	0.00%	-$100
FNMA POOL AH4088 FN 02/26 FIXED 3.5	93	-93	0.00%	-$92
GNMA II POOL 008781 G2 01/26 FLOATING VAR	86	-86	0.00%	-$86
GNMA II POOL 008815 G2 02/26 FLOATING VAR	70	-70	0.00%	-$70
GNMA II POOL 008788 G2 01/26 FLOATING VAR	68	-68	0.00%	-$68
GNMA II POOL 008790 G2 01/26 FLOATING VAR	67	-67	0.00%	-$67
FNMA POOL AB2300 FN 02/26 FIXED 3.5	62	-62	0.00%	-$62
FNMA POOL AH0414 FN 02/26 FIXED 3.5	53	-53	0.00%	-$53
FNMA POOL AH4450 FN 01/26 FIXED 3	32	-32	0.00%	-$32
FNMA POOL 643225 FN 03/32 FIXED 6	27	-27	0.00%	-$28
FNMA POOL AB2446 FN 03/26 FIXED 3.5	23	-23	0.00%	-$23
FNMA POOL 256125 FN 01/26 FIXED 5	23	-23	0.00%	-$23
FED HM LN PC POOL ZK2983 FR 02/26 FIXED 4	23	-23	0.00%	-$23
FNMA POOL AH4629 FN 01/26 FIXED 3.5	15	-15	0.00%	-$15
GNMA II POOL 008844 G2 03/26 FLOATING VAR	14	-14	0.00%	-$14
FED HM LN PC POOL ZK2801 FR 01/26 FIXED 3.5	7	-7	0.00%	-$7
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	4	-4	0.00%	-$4
FNMA POOL 443096 FN 12/28 FIXED 6	2	-2	0.00%	-$2
FNMA POOL 313182 FN 10/26 FIXED VAR	1	-1	0.00%	-$1
USD - KRW	0	0	0.00%	$0
RFR USD SOFR/3.92500 01/12/26-10Y LCH	0	0	0.00%	$0
USD - KRW	0	0	0.00%	$0
USD - KRW	0	0	0.00%	$0
RFR USD SOFR/3.91900 01/14/26-10Y LCH	0	0	0.00%	$0
RFR USD SOFR/3.92750 01/20/26-10Y LCH	0	0	0.00%	$0
RFR USD SOFR/3.86000 01/07/26-10Y LCH	0	0	0.00%	$0
CWABS Asset-Backed Certificates Trust 2007-4	254	-254	0.00%	$0
RFR USD SOFR/3.88200 02/02/26-10Y LCH	0	0	0.00%	$0
RFR USD SOFR/3.84750 01/06/26-10Y LCH	0	0	0.00%	$0
317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260	-57,000,000	57,000,000	0.00%	$6
317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010	-199,400,000	199,400,000	0.00%	$26
317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601	-57,000,000	57,000,000	0.00%	$5.02K
317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601	-92,000,000	92,000,000	0.00%	$8.33K
EURO-BUND OPTION FEB26C 130.5 EXP 01/23/2026	-287	287	0.00%	$13.49K
RFR GBP SONIO/4.50000 09/17/25-30Y LCH	1	-1	0.00%	$13.50K
317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010	-92,000,000	92,000,000	0.00%	$18.26K
317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260	-58,700,000	58,700,000	0.00%	$40.57K
317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601	-58,700,000	58,700,000	0.00%	$47.02K
317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601	-201,100,000	201,100,000	0.00%	$51.16K
317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601	-62,400,000	62,400,000	0.00%	$85.21K
317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011	-201,100,000	201,100,000	0.00%	$127.85K
317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105	-199,400,000	199,400,000	0.00%	$159.93K
317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012	-62,400,000	62,400,000	0.00%	$184.55K
EURO-BUND OPTION FEB26P 127.5 EXP 01/23/2026	-287	287	0.00%	$202.37K
IRS EUR 2.75000 03/18/26-10Y LCH	1	-1	0.00%	$17.18M
Uniform Mortgage-Backed Security, TBA	-48,130,000	48,130,000	0.00%	$40.69M

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND	248,820,815	251,500,741	2,679,926	3.95%	$25.81M
REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875	4,729,500,000	5,097,500,000	368,000,000	0.47%	-$1.98M
US TREASURY N/B	43,200,000	332,650,000	289,450,000	0.45%	$246.89M
US TREASURY N/B	331,100,000	394,752,000	63,652,000	0.42%	$40.52M
US TREASURY N/B	79,743,700	267,053,700	187,310,000	0.40%	$175.96M
G2 MB0420	14,044,789	241,999,966	227,955,177	0.36%	$209.40M
US TREASURY N/B	196,500,000	292,800,000	96,300,000	0.34%	$68.89M
US TREASURY N/B	219,616,100	239,616,100	20,000,000	0.32%	$14.28M
US TREASURY N/B	230,544,300	326,584,000	96,039,700	0.30%	$55.00M
Government National Mortgage Association	13,498,613	175,499,884	162,001,272	0.26%	$148.83M
CDX ITRAXX XOV44 5Y 35-100% SP MYC	5	6	1	0.22%	$42.29M
TITULOS DE TESORERIA BONDS 01/35 11.75	305,820,500,000	466,622,500,000	160,802,000,000	0.19%	$40.29M
TITULOS DE TESORERIA BONDS 11/40 12.75	324,493,300,000	375,303,300,000	50,810,000,000	0.16%	$15.23M
JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4	17,085,500,000	19,593,500,000	2,508,000,000	0.15%	$6.18M
JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2	6,050,000,000	15,871,000,000	9,821,000,000	0.15%	$54.46M
JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3	15,900,000,000	16,457,250,000	557,250,000	0.13%	-$2.81M
KRE 1330 BROADWAY OWNER 2018 TERM LOAN	109,167,512	111,395,420	2,227,908	0.08%	-$1
SOUTHERN CAL ED	9,300,000	50,300,000	41,000,000	0.08%	$41.51M
NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75	76,300,000	96,400,000	20,100,000	0.08%	$11.39M
REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5	720,900,000	851,000,000	130,100,000	0.08%	$3.73M
CENTENE CORP	26,571,000	49,373,000	22,802,000	0.07%	$21.11M
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H15 FA	43,026,310	43,406,880	380,571	0.07%	$574.46K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL FL V/R 4.81765000	39,687,794	39,771,139	83,345	0.06%	$243.72K
CENTENE CORP	22,043,000	32,943,000	10,900,000	0.05%	$9.90M
Government National Mortgage Association	24,171,729	33,399,970	9,228,241	0.05%	$8.64M
VW 5.05 03/27/28 144A	22,300,000	24,400,000	2,100,000	0.04%	$1.91M
ENEL FINANCE INTL NV REGD 144A P/P 2.12500000	11,300,000	18,000,000	6,700,000	0.03%	$6.34M
NEW S WALES TREASURY CRP LOCAL GOVT G REGS 02/37 4.75	10,400,000	21,000,000	10,600,000	0.02%	$6.87M
REPUBLIC OF SOUTH AFRICA BONDS 01/40 9	176,780,000	207,980,000	31,200,000	0.02%	$850.60K
BCAP LLC TRUST BCAP 2011 RR5 15A1 144A	28,739,757	28,812,370	72,613	0.02%	$8.97K
CENTENE CORP	4,800,000	9,100,000	4,300,000	0.01%	$3.80M
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A	4,019,000	4,633,190	614,190	0.01%	-$707.02K
UNTD AIR 15-1 AA	3,361,741	3,415,806	54,065	0.01%	$34.78K
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B R 144A	1,583,453	1,655,281	71,827	0.00%	$7.91K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A1	5,123,602	5,123,662	60	0.00%	-$36.65K
GS MORTGAGE SECURITIES TRUST GSMS 2018 LUAU A 144A	1,622,044	1,622,044	0	0.00%	$2.42K
STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M5	3,812,983	3,823,710	10,728	0.00%	-$51.22K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A10	2,367,780	2,368,031	251	0.00%	-$30.75K
JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A11	2,627,820	2,627,836	15	0.00%	-$3.58K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 11CB 3A1	1,692,401	1,692,423	23	0.00%	-$9.90K
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A5	1,941,326	1,941,333	7	0.00%	-$11.48K
LEHMAN MORTGAGE TRUST LMT 2006 3 1A4	1,207,149	1,207,170	21	0.00%	-$15.17K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16	1,388,339	1,389,067	728	0.00%	$24.88K
CWALT 2008-2R 2A1	994,497	995,681	1,184	0.00%	-$8.87K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A16	1,051,314	1,051,426	111	0.00%	-$13.68K
RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 2A8	1,316,739	1,316,955	217	0.00%	-$16.63K
CSMC Mortgage-Backed Trust 2006-6	769,626	770,321	695	0.00%	-$6.57K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A7	776,854	776,863	9	0.00%	-$2.96K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A4	415,081	415,149	68	0.00%	$3.19K
MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 AV1	637,957	637,962	5	0.00%	-$3.85K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11	811,437	811,523	86	0.00%	-$11.18K
ARMT 2005-10 3A31	154,480	156,341	1,861	0.00%	$6.92K
FIRST HORIZON ALTERNATIVE MORT FHAMS 2007 FA4 1A8	387,831	388,162	332	0.00%	-$4.79K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 1A6	239,696	239,698	2	0.00%	-$364
ARMT 2005-10 3A11	35,410	35,835	426	0.00%	$1.60K
FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A8	15,197	15,218	21	0.00%	-$72
MEXICAN UDIBONOS BONDS 08/34 4	60,664	61,497	833	0.00%	-$18
US ULTRA BOND CBT Sep25	-66,433,740	-16,577,334	49,856,406	-0.18%	-$88.80M

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	167,174,647	45,872,517	-121,302,130	0.71%	-$1.18B
LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 PT 144A	385,975,698	373,547,218	-12,428,480	0.61%	-$19.50M
U.S. Treasury Inflation-Protected Indexed Bonds	687,884,019	687,058,974	-825,045	0.59%	-$6.17M
ROUNDSTONE SECURITIES RNST 2A A 144A	319,512,825	300,073,311	-19,439,514	0.56%	-$29.10M
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 PT 144A	335,536,356	330,867,286	-4,669,070	0.43%	-$7.05M
CSMCM 2018-SP3 Trust	288,824,222	283,399,783	-5,424,439	0.39%	-$6.59M
BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 AE 144A	246,910,032	233,582,088	-13,327,944	0.37%	-$12.34M
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A	233,575,831	222,914,505	-10,661,325	0.36%	-$10.67M
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL1 PT 144A	247,139,232	242,347,500	-4,791,732	0.35%	-$7.87M
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 A2 144A	208,757,686	204,236,907	-4,520,779	0.30%	-$5.00M
FR SD8372	185,406,683	175,683,953	-9,722,730	0.28%	-$11.11M
FN MA4869	183,566,128	173,883,010	-9,683,118	0.28%	-$11.47M
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 A2 144A	197,412,004	193,216,228	-4,195,776	0.28%	-$4.54M
SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL A1A REGD 144A P/P 4.96000000	172,682,644	166,609,685	-6,072,959	0.27%	-$6.16M
BARROW FUNDING PLC BARRO 1A A 144A	133,682,860	124,512,923	-9,169,937	0.26%	-$15.49M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053	213,192,958	212,937,992	-254,967	0.26%	-$3.01M
UWM Mortgage Trust 2021-INV3	170,809,871	168,392,483	-2,417,388	0.22%	-$2.66M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2045	191,921,536	191,691,128	-230,408	0.22%	-$2.23M
CSMC 2018-RPL4 TRUST SER 2018-RPL4 CL PT V/R REGD 144A P/P 4.71636800	148,573,331	145,657,259	-2,916,071	0.22%	-$4.07M
FNMA POOL CB2893 FN 02/52 FIXED 3	158,693,636	155,592,821	-3,100,815	0.22%	-$3.84M
GS Mortgage-Backed Securities Trust 2022-GR2	153,783,789	151,238,418	-2,545,371	0.21%	-$3.04M
U.S. Treasury Inflation-Protected Notes 2.125%, Due 02/15/2054	143,423,944	143,252,256	-171,687	0.20%	-$2.56M
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 PT 144A	141,712,833	139,417,708	-2,295,125	0.19%	-$3.19M
UMBS	104,366,759	101,761,772	-2,604,987	0.16%	-$3.60M
FR SD8431	101,492,812	94,849,554	-6,643,258	0.15%	-$7.62M
FN MA5107	99,124,435	94,238,742	-4,885,693	0.15%	-$5.83M
FR SD8331	92,488,502	87,859,980	-4,628,522	0.14%	-$5.47M
GS MORTGAGE BACKED SECURITIES GSMBS 2025 R1 PT 144A	91,957,921	89,770,550	-2,187,372	0.14%	-$3.04M
FR SD8289	89,771,854	85,948,701	-3,823,154	0.14%	-$4.69M
DUTCH MORTGAGE FINANCE DMFI 2024 1A A 144A	78,916,960	73,381,947	-5,535,012	0.14%	-$8.00M
UMBS	87,209,188	82,894,139	-4,315,049	0.13%	-$5.16M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050	146,023,991	145,848,735	-175,256	0.13%	-$1.51M
ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A	95,095,584	93,540,793	-1,554,791	0.13%	-$2.10M
GS MORTGAGE BACKED SECURITIES GSMBS 2022 LTV2 A1 144A	95,179,908	92,526,261	-2,653,647	0.13%	-$2.70M
BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 A 144A	83,652,707	79,354,610	-4,298,097	0.13%	-$4.27M
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H25 FA	77,325,701	76,887,571	-438,130	0.13%	-$178.94K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-7/8% 02/15/2047	110,471,634	110,338,956	-132,678	0.13%	-$1.40M
BAMLL 2023 HTL 10/27 1	77,758,577	77,123,006	-635,572	0.12%	-$638.92K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP3 PT 144A	94,055,102	92,920,192	-1,134,910	0.12%	-$1.88M
G2 MA8425	81,980,228	80,546,678	-1,433,550	0.12%	-$697.52K
JP MORGAN MORTGAGE TRUST JPMMT 2025 CES4 PT 144A	73,109,915	69,604,687	-3,505,228	0.12%	-$4.72M
Government National Mortgage Association	74,770,741	73,553,863	-1,216,878	0.12%	-$1.04M
FINANCE OF AMERICA STRUCTURED FASST 2025 S2 A1 144A	74,395,003	74,087,784	-307,219	0.12%	-$393.88K
Government National Mortgage Association	71,268,155	70,099,517	-1,168,638	0.11%	-$913.16K
FNMA POOL CB6622 FN 06/53 FIXED 5	73,945,733	71,951,705	-1,994,028	0.11%	-$2.73M
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL3 PT 144A	88,546,175	86,907,257	-1,638,918	0.11%	-$2.34M
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL2 PT 144A	74,353,601	72,590,454	-1,763,147	0.11%	-$2.65M
FR SD8349	68,050,525	64,658,728	-3,391,797	0.10%	-$4.05M
G2 MA7988	74,356,978	72,745,912	-1,611,066	0.10%	-$1.91M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46	87,123,012	87,018,402	-104,610	0.10%	-$1.15M
FED HM LN PC POOL RA7041 FR 03/52 FIXED 3	73,358,479	72,373,038	-985,441	0.10%	-$1.29M
GCAT Trust, Series 2022-INV2, Class A5	73,323,588	72,186,740	-1,136,848	0.10%	-$1.57M
FNMASECY	65,609,667	61,758,283	-3,851,384	0.10%	-$4.49M
DUTCH MORTGAGE FINANCE DMFI 2025 1A A 144A	56,295,000	53,488,022	-2,806,978	0.10%	-$4.37M
UWM Mortgage Trust 2021-INV4	75,016,989	73,898,353	-1,118,635	0.10%	-$1.22M
G2 MA8149	66,792,116	65,457,625	-1,334,491	0.10%	-$887.81K
GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 A1 144A	66,849,378	63,679,562	-3,169,816	0.10%	-$3.21M
JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A	70,201,858	68,878,207	-1,323,651	0.10%	-$1.48M
CASTLELAKE LP FIRST LIEN TERM LOAN	65,441,403	62,690,655	-2,750,748	0.09%	-$3.79M
UMBS	57,492,879	56,372,835	-1,120,043	0.09%	-$1.68M
GATEWAY LEASE CTL A WHLN03785	84,518,671	83,554,140	-964,530	0.09%	-$1.78M
Uniform Mortgage-Backed Securities	58,191,080	55,377,310	-2,813,770	0.09%	-$3.37M
WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A	46,568,785	41,852,493	-4,716,292	0.09%	-$7.40M
JP MORGAN MORTGAGE TRUST JPMMT 2025 LTV3 PT 144A	58,600,000	53,607,798	-4,992,202	0.09%	-$5.73M
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H03 CL FA V/R 4.78765000	53,919,922	53,252,022	-667,900	0.09%	-$442.34K
Government National Mortgage Association	53,044,719	52,724,920	-319,799	0.08%	-$170.64K
GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A	60,713,838	59,465,968	-1,247,869	0.08%	-$1.60M
BARCLAYS MORTGAGE LOAN TRUST BARC 2025 NQM6 PT1 144A	52,686,921	48,937,854	-3,749,068	0.08%	-$4.38M
UMBS	49,957,237	48,029,708	-1,927,529	0.08%	-$2.33M
G2 MA8345	54,778,706	53,766,630	-1,012,076	0.08%	-$646.34K
G2 MA7937	56,101,514	54,869,858	-1,231,656	0.08%	-$1.45M
GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM1 PT 144A	53,627,729	48,081,102	-5,546,628	0.08%	-$6.25M
ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A3 144A	57,005,758	55,966,210	-1,039,547	0.07%	-$1.16M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 02/15/2052	89,595,956	89,488,716	-107,240	0.07%	-$947.25K
UWM MORTGAGE TRUST 2021-INV5 SER 2021-INV5 CL A12 V/R REGD 144A P/P 3.00000000	54,397,721	53,469,254	-928,467	0.07%	-$1.20M
UNTD AIR 23-1 A	44,316,124	43,254,831	-1,061,292	0.07%	-$1.78M
UMBS	46,026,164	44,832,159	-1,194,005	0.07%	-$1.63M
PROJECT QUASAR PLEDGCO SLU 2022 EUR TERM LOAN A1	42,750,184	38,259,327	-4,490,856	0.07%	-$5.26M
G2 MA8266	48,345,438	47,317,391	-1,028,048	0.07%	-$989.66K
MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 RPL1 PT 144A	51,377,957	50,495,872	-882,086	0.07%	-$2.25M
GS Mortgage-Backed Securities Trust 2021-HP1	53,014,116	52,195,607	-818,510	0.07%	-$883.06K
FNMA UMBS, 30 Year	45,047,101	42,892,684	-2,154,418	0.07%	-$2.59M
JP MORGAN MORTGAGE TRUST JPMMT 2025 LTV2 PT 144A	47,147,814	42,710,096	-4,437,718	0.07%	-$5.03M
G2 MA7987	49,496,535	48,462,404	-1,034,132	0.07%	-$996.57K
ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A	51,866,428	41,381,084	-10,485,344	0.07%	-$10.72M
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H14 FA	40,497,509	40,139,041	-358,468	0.07%	-$189.02K
FNMA UMBS, 30 Year	42,865,527	40,629,682	-2,235,845	0.07%	-$2.66M
MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 RPL2 PT 144A	45,513,039	44,774,359	-738,680	0.06%	-$1.06M
WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL A 144A	41,000,000	40,309,799	-690,201	0.06%	-$882.77K
FREDDIE MAC STRIPS SER 389 CL C35 2.00000000	301,970,427	296,939,341	-5,031,086	0.06%	-$4.44M
JP MORGAN MORTGAGE TRUST SERIES 2024 SER 2024-CES2 CL PT V/R REGD 144A P/P 0.00000000	35,405,963	33,757,111	-1,648,853	0.06%	-$2.17M
SOFI ALTERNATIVE TRUST SAT 2018 A P1 144A	40,281,966	38,088,925	-2,193,041	0.06%	-$2.34M
FANNIE MAE FNR 2012 60 JZ	37,352,043	36,621,864	-730,179	0.06%	-$1.11M
GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ2 A4 144A	43,668,113	43,087,055	-581,057	0.06%	-$837.69K
KIRKBY RMBS KIRK 1A A 144A	29,059,458	26,648,951	-2,410,507	0.06%	-$3.89M
FN MA5138	37,095,153	34,833,849	-2,261,304	0.06%	-$2.62M
FNMA POOL FS6838 FN 11/53 FIXED VAR	36,379,494	34,753,761	-1,625,732	0.06%	-$1.98M
JP MORGAN MORTGAGE TRUST JPMMT 2025 HYB1 PT 144A	41,070,820	33,776,417	-7,294,402	0.06%	-$7.50M
BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST A 144A	34,090,254	33,893,889	-196,364	0.05%	-$250.12K
FED HM LN PC POOL QI4076 FR 04/54 FIXED 5.5	33,078,294	31,976,845	-1,101,449	0.05%	-$1.41M
FR SD8350	33,683,074	31,013,048	-2,670,025	0.05%	-$2.89M
FNMA POOL CB7015 FN 09/53 FIXED 5.5	33,680,682	31,055,370	-2,625,312	0.05%	-$2.93M
SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A	33,767,906	33,182,711	-585,195	0.05%	-$670.96K
BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 PT1 144A	31,947,544	29,329,241	-2,618,303	0.05%	-$3.01M
SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL A1B V/R REGD 144A P/P 5.63385000	31,085,045	29,303,625	-1,781,420	0.05%	-$1.82M
GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL4 PT 144A	33,940,095	33,139,574	-800,521	0.05%	-$1.06M
PROJECT FLASH TERM LOAN 1	31,932,716	29,217,185	-2,715,530	0.05%	-$2.72M
UNTD AIR 24-1 AA	29,351,852	28,568,262	-783,591	0.05%	-$1.07M
OCEANVIEW MORTGAGE TRUST BVINV 2021 5 A1 144A	34,026,376	33,537,770	-488,606	0.05%	-$608.06K
FR SD8396	32,144,188	28,480,811	-3,663,377	0.05%	-$3.98M
PROJECT FLASH DELAYED DRAW TERM LOAN 2	31,583,706	29,003,451	-2,580,254	0.05%	-$2.58M
New Residential Mortgage Loan Trust 2022-INV1	33,748,487	33,290,124	-458,362	0.05%	-$535.91K
FED HM LN PC POOL SD4674 FR 11/53 FIXED 5.5	29,908,341	28,514,514	-1,393,827	0.05%	-$1.65M
FR SD8324	29,971,065	28,440,358	-1,530,708	0.05%	-$1.82M
NSLT 2025-CA A1A	30,676,462	28,787,066	-1,889,395	0.05%	-$2.10M
PROJECT FLASH TERM LOAN	31,183,577	28,467,280	-2,716,298	0.05%	-$2.72M
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B3 144A	65,398,176	65,366,082	-32,094	0.05%	$398.67K
GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 SER 2021-GR3 CL A2 V/R REGD 144A P/P 2.50000000	34,308,653	33,748,723	-559,930	0.05%	-$553.87K
FN MA5164	29,124,585	28,332,917	-791,668	0.04%	-$1.08M
JP MORGAN MORTGAGE TRUST JPMMT 2025 CES3 PT 144A	27,274,038	26,007,705	-1,266,332	0.04%	-$1.80M
U.S. Treasury Inflation-Protected Indexed Bonds	29,710,633	29,674,930	-35,703	0.04%	-$604.52K
UMBS	29,051,330	28,532,224	-519,106	0.04%	-$664.30K
Freddie Mac Pool	28,182,450	27,053,525	-1,128,926	0.04%	-$1.40M
FR SD8367	28,278,807	26,665,222	-1,613,585	0.04%	-$1.86M
TRINITY SQUARE TRINI 2021 1A AR 144A	21,413,811	20,121,858	-1,291,953	0.04%	-$2.24M
FNMA POOL FS1381 FN 03/52 FIXED VAR	30,887,367	30,269,385	-617,982	0.04%	-$726.66K
FR SD8395	27,405,277	26,124,709	-1,280,568	0.04%	-$1.54M
EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A	26,449,195	22,737,013	-3,712,182	0.04%	-$4.81M
Carrington Mortgage Loan Trust Series 2007-FRE1	28,059,939	27,010,105	-1,049,834	0.04%	-$1.26M
PROTEUS RMBS DAC PROTE 1A AR 144A	28,593,881	22,760,633	-5,833,248	0.04%	-$7.21M
TRTX Issuer Ltd., Series 2022-FL5, Class A	29,968,207	25,785,466	-4,182,740	0.04%	-$4.06M
KREF Ltd., Series 2022-FL3, Class A	29,863,239	25,204,538	-4,658,701	0.04%	-$4.69M
G2 MA5399	26,121,850	25,558,904	-562,946	0.04%	-$758.15K
NSLT 2025-CA A1B	26,471,588	24,841,176	-1,630,413	0.04%	-$1.64M
FNMA POOL FS4156 FN 09/52 FIXED VAR	26,837,290	26,281,030	-556,259	0.04%	-$699.40K
NEWGATE FUNDING PLC NGATE 2007 3X A2B REGS	22,386,426	21,656,844	-729,582	0.04%	-$1.12M
UMBS	28,078,898	23,880,501	-4,198,396	0.04%	-$4.48M
FR SD8316	25,353,448	24,217,816	-1,135,632	0.04%	-$1.34M
FN 190445	27,433,603	23,397,296	-4,036,307	0.04%	-$4.31M
UNTD AIR 20-1 A	24,732,443	23,681,343	-1,051,100	0.04%	-$1.28M
GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL6 SER 2024-RPL6 CL PT V/R REGD 144A P/P 3.01124700	27,827,845	27,359,565	-468,280	0.04%	-$466.78K
SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1A REGD 144A P/P 3.94000000	25,061,246	23,738,117	-1,323,128	0.04%	-$1.54M
Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A	32,929,737	22,964,483	-9,965,254	0.04%	-$10.13M
G2 MA8487	25,387,360	24,862,697	-524,663	0.04%	-$350.65K
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 B3 144A	52,428,005	52,427,812	-193	0.04%	-$509.77K
FANNIE MAE FNR 2010 124 JZ	23,307,058	22,519,291	-787,767	0.04%	-$790.14K
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV2 A3 144A	26,005,788	25,549,341	-456,447	0.04%	-$569.44K
Government National Mortgage Association	21,713,574	21,698,328	-15,246	0.03%	$32.90K
UMBS Pool, 30 Year	23,316,559	21,740,397	-1,576,162	0.03%	-$1.80M
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2017 RP1 PT 144A	26,309,703	25,740,331	-569,372	0.03%	-$779.55K
FNMA POOL CB3004 FN 02/52 FIXED 3	25,274,903	24,738,024	-536,879	0.03%	-$622.07K
FNR 2025-6 FA	24,598,479	21,360,035	-3,238,445	0.03%	-$3.15M
PERFORMER FUNDING PERFF 1A B 144A	30,900,000	16,082,713	-14,817,287	0.03%	-$20.37M
FR SD8343	22,094,082	20,552,954	-1,541,128	0.03%	-$1.68M
Uniform Mortgage-Backed Securities	21,887,484	20,493,961	-1,393,523	0.03%	-$1.60M
FREDDIE MAC REMICS SER 5499 CL FH V/R 5.07419000	23,644,696	20,217,403	-3,427,293	0.03%	-$3.34M
FNMA POOL FS4840 FN 05/53 FIXED VAR	20,963,403	19,927,163	-1,036,240	0.03%	-$1.18M
FREDDIE MAC REMICS SER 4790 CL F V/R 4.28833000	21,034,237	20,367,454	-666,783	0.03%	-$638.94K
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC	22,275,000	19,800,000	-2,475,000	0.03%	-$2.57M
GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ4 A4 144A	24,073,403	23,725,179	-348,225	0.03%	-$351.39K
BNPP AM EURO CLO BNPAM 2019 1A AR 144A	17,298,893	16,981,088	-317,805	0.03%	-$680.43K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV3 PT 144A	20,335,738	18,671,413	-1,664,324	0.03%	-$2.07M
FN MA4919	20,177,485	19,048,986	-1,128,499	0.03%	-$1.26M
FNMA POOL CB6228 FN 05/53 FIXED 4.5	20,205,798	19,500,640	-705,158	0.03%	-$929.04K
FNMA POOL BX9434 FN 03/53 FIXED 5.5	19,699,992	18,688,033	-1,011,959	0.03%	-$1.20M
SMB Private Education Loan Trust (Private Loans) 6.15 09/15/2053	19,148,616	18,051,248	-1,097,368	0.03%	-$1.33M
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H07 FA	18,858,114	18,552,118	-305,997	0.03%	-$309.16K
FNMA POOL MA4786 FN 10/52 FIXED 5.5	19,208,951	18,394,253	-814,698	0.03%	-$999.86K
SMB PRIVATE EDUCATION LOAN TRUST 2025-C SOFR30A+ 03/15/2055 144A	19,208,410	18,532,883	-675,528	0.03%	-$676.78K
MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2C	20,113,432	19,439,081	-674,351	0.03%	-$645.71K
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL4 PT 144A	20,971,248	20,427,913	-543,335	0.03%	-$746.11K
FNR 2024-38 FA	19,096,444	18,283,018	-813,426	0.03%	-$772.42K
GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL7 SER 2024-RPL7 CL PT V/R REGD 144A P/P 3.70177100	21,151,736	20,717,807	-433,930	0.03%	-$793.23K
FNR 2025-18 FM	20,533,905	18,124,127	-2,409,778	0.03%	-$2.41M
JP MORGAN MORTGAGE TRUST JPMMT 2021 14 A11 144A	19,701,771	19,334,909	-366,862	0.03%	-$272.86K
AREIT LLC, Series 2022-CRE7, Class A	20,548,840	17,903,678	-2,645,162	0.03%	-$2.64M
FNMA POOL CB3230 FN 03/52 FIXED 3	20,626,722	20,331,678	-295,044	0.03%	-$382.00K
FNMA POOL BF0217 FN 09/57 FIXED 3	20,718,017	20,352,105	-365,911	0.03%	-$442.87K
AM AIRLN 19-1AA	19,598,292	18,840,037	-758,256	0.03%	-$981.37K
LoanCore Issuer Ltd., Series 2022-CRE7, Class A	29,371,472	17,370,250	-12,001,222	0.03%	-$12.07M
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A	23,330,873	17,061,856	-6,269,018	0.03%	-$6.28M
FNMA POOL FS6809 FN 02/54 FIXED VAR	17,757,648	16,793,818	-963,829	0.03%	-$1.10M
TORO EUROPEAN CLO TCLO 7A ARE 144A	15,129,736	14,653,272	-476,464	0.03%	-$881.36K
CGCMT 2016-C1 A4	17,500,000	16,610,434	-889,566	0.03%	-$846.38K
MADISON PARK EURO FUNDING MDPKE 14A A1R 144A	14,357,336	14,354,728	-2,607	0.03%	-$316.73K
FNMA POOL BY6785 FN 08/53 FIXED 5.5	16,564,766	16,163,755	-401,011	0.03%	-$556.08K
Thornburg Mortgage Securities Trust 2006-5	16,808,989	16,589,430	-219,559	0.03%	-$166.77K
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A	20,780,002	15,894,221	-4,885,781	0.03%	-$4.94M
FN MA5354	17,341,507	15,471,082	-1,870,424	0.03%	-$2.02M
JP MORGAN MORTGAGE TRUST JPMMT 2021 13 A12 144A	16,339,739	16,188,427	-151,312	0.03%	-$329.50K
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FG	15,805,596	15,493,842	-311,754	0.03%	-$257.09K
FNMA POOL BO1862 FN 08/49 FIXED 3	17,807,244	17,662,927	-144,317	0.02%	-$233.85K
DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A	20,668,779	13,386,452	-7,282,327	0.02%	-$8.81M
FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055	18,035,164	15,321,968	-2,713,196	0.02%	-$2.66M
FREDDIE MAC FHR 4093 QZ	16,832,886	16,277,183	-555,703	0.02%	-$682.43K
FNR 2025-4 FB	18,027,183	15,209,940	-2,817,243	0.02%	-$2.76M
FNMA POOL BX9427 FN 03/53 FIXED 5.5	15,165,290	15,107,357	-57,933	0.02%	-$180.65K
FR RB5022	16,787,990	16,311,632	-476,358	0.02%	-$504.34K
FNMA POOL FS6837 FN 07/53 FIXED VAR	15,750,807	15,124,345	-626,462	0.02%	-$775.69K
UMBS	16,038,810	15,934,999	-103,811	0.02%	-$202.15K
FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000	16,707,999	14,875,528	-1,832,471	0.02%	-$1.81M
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MF1	16,013,146	15,234,188	-778,958	0.02%	-$819.10K
STWD Ltd., Series 2022-FL3, Class A	40,536,231	14,584,002	-25,952,229	0.02%	-$26.05M
FR SD8300	14,980,502	14,188,579	-791,924	0.02%	-$938.68K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL FA V/R 4.81765000	14,133,344	14,049,926	-83,418	0.02%	-$24.92K
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2C	28,846,890	28,638,789	-208,102	0.02%	-$217.37K
Thornburg Mortgage Securities Trust	17,284,380	16,912,050	-372,329	0.02%	-$393.87K
G2 MA7706	15,272,347	14,948,366	-323,981	0.02%	-$385.86K
FED HM LN PC POOL QF9611 FR 03/53 FIXED 5.5	13,254,960	13,205,960	-49,000	0.02%	-$172.95K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044	16,066,535	16,047,215	-19,320	0.02%	-$194.39K
SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL B REGD 144A P/P 6.93000000	12,921,000	12,507,047	-413,953	0.02%	-$621.23K
Freddie Mac Pool	13,509,219	13,020,512	-488,707	0.02%	-$626.35K
UMBS	13,541,375	12,912,729	-628,647	0.02%	-$759.20K
UMBS	13,587,858	13,394,767	-193,090	0.02%	-$352.01K
MSAIC 2022-1A A	15,167,102	14,785,900	-381,201	0.02%	-$249.98K
HarborView Mortgage Loan Trust, Series 2007-1, Class 2A1A	13,950,965	13,675,991	-274,973	0.02%	-$300.38K
ONSLOW BAY FINANCIAL LLC OBX 2022 INV3 A1 144A	14,864,234	14,654,831	-209,403	0.02%	-$242.58K
FNMA POOL BF0336 FN 01/59 FIXED 4	13,614,301	13,203,072	-411,228	0.02%	-$456.56K
FR SD4977	12,973,167	12,633,905	-339,262	0.02%	-$470.97K
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000	13,660,512	12,406,787	-1,253,725	0.02%	-$1.32M
ARES EURO CLO ARESE 12A AR 144A	13,497,963	10,630,343	-2,867,620	0.02%	-$3.59M
Government National Mortgage Association	11,875,520	11,821,090	-54,430	0.02%	-$9.65K
FREMONT HOME LOAN TRUST FHLT 2006 D 2A2	34,331,305	34,127,591	-203,715	0.02%	-$159.22K
Fremont Home Loan Trust, Series 2006-3, Class 2A3	40,169,375	39,940,425	-228,950	0.02%	-$301.33K
JUBILEE CDO BV JUBIL 2016 17A A1RR 144A	16,616,516	10,163,568	-6,452,948	0.02%	-$7.78M
FR SD8384	12,867,842	11,482,286	-1,385,556	0.02%	-$1.51M
FANNIE MAE FNR 2013 101 SB	12,562,525	12,232,911	-329,614	0.02%	-$608.63K
GoodLeap Sustainable Home Solutions Trust, Series 2022-2CS, Class A	13,715,670	13,398,299	-317,371	0.02%	-$672.55K
FANNIE MAE FNR 2012 89 DZ	12,380,997	12,088,016	-292,982	0.02%	-$393.68K
HARVEST CLO HARVT 21A A1R 144A	14,649,820	9,827,241	-4,822,579	0.02%	-$5.86M
FNMA POOL CB5583 FN 11/52 FIXED 5.5	11,995,819	11,263,908	-731,910	0.02%	-$850.06K
FHLG 30YR 5.5% 01/01/2053#QF6127	11,315,457	11,262,190	-53,267	0.02%	-$159.08K
FREDDIE MAC REMICS SER 5567 CL FB V/R 5.07180000	12,282,748	11,064,179	-1,218,569	0.02%	-$1.20M
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 11 1A	16,521,097	16,349,081	-172,016	0.02%	-$174.29K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL FC V/R 4.56765000	12,497,993	11,077,601	-1,420,392	0.02%	-$1.41M
DRYDEN EURO CLO DRYD 2017 52A AR 144A	12,852,437	9,385,343	-3,467,094	0.02%	-$4.26M
FHLMC Pool, 30 Year	11,038,159	10,928,427	-109,731	0.02%	-$217.02K
FR RJ1877	11,125,716	10,741,691	-384,025	0.02%	-$488.28K
ALK 4.8 08/15/27 144A	11,441,839	10,704,323	-737,516	0.02%	-$803.15K
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A	12,035,559	11,823,821	-211,738	0.02%	-$272.30K
FANNIE MAE FNR 2018 32 F	11,127,063	10,857,796	-269,266	0.02%	-$266.14K
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1A 144A	10,857,182	10,299,885	-557,297	0.02%	-$610.06K
FANNIE MAE FNR 2010 99 NP	11,464,825	11,048,383	-416,441	0.02%	-$497.16K
FNMA POOL FM1107 FN 06/49 FIXED VAR	11,073,891	10,789,158	-284,733	0.02%	-$371.27K
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1B 144A	10,857,182	10,299,885	-557,297	0.02%	-$558.33K
FREDDIE MAC FHR 3822 ZG	10,988,764	10,573,016	-415,748	0.02%	-$515.09K
VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75	16,800,000	10,600,000	-6,200,000	0.02%	-$7.35M
SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.59202000	10,401,868	9,852,693	-549,175	0.02%	-$556.10K
RBSGC MORTGAGE PASS THROUGH CE RBSGC 2005 RP1 1F 144A	11,179,938	10,820,537	-359,401	0.02%	-$350.77K
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A3	17,264,091	17,068,886	-195,205	0.02%	-$240.46K
RMAC SECURITIES PLC RMACS 2007 NS1X A2A REGS	7,842,258	7,525,105	-317,153	0.02%	-$546.74K
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A	16,914,618	9,766,006	-7,148,613	0.02%	-$7.14M
BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A	10,488,048	9,954,079	-533,969	0.02%	-$590.80K
STWD Ltd., Series 2021-FL2, Class A	38,923,098	9,630,648	-29,292,450	0.02%	-$29.32M
Government National Mortgage Association	9,812,564	9,342,858	-469,706	0.02%	-$487.29K
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 PT 144A	12,063,433	11,898,363	-165,070	0.02%	-$234.71K
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS4 M2	9,843,841	9,440,412	-403,429	0.01%	-$393.86K
JP MORGAN MORTGAGE TRUST JPMMT 2021 8 A12 144A	9,666,116	9,494,081	-172,035	0.01%	-$218.40K
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 A1 144A	10,141,483	9,156,939	-984,544	0.01%	-$1.01M
FN MA4842	9,331,472	8,999,220	-332,252	0.01%	-$422.01K
Bear Stearns Mortgage Funding Trust, Series 2006-AR5, Class 1A1	10,184,171	10,088,456	-95,714	0.01%	-$66.08K
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A	13,023,961	9,059,763	-3,964,198	0.01%	-$3.95M
MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 1 A4	23,329,111	23,099,448	-229,663	0.01%	-$217.97K
LIMA METRO LINE 2 FIN LT SR SECURED 144A 07/34 5.875	8,958,318	8,760,707	-197,611	0.01%	-$369.83K
G2 MB0553	9,553,038	9,495,920	-57,118	0.01%	-$124.13K
Bear Stearns ALT-A Trust, Series 2005-4, Class 23A1	9,841,619	9,179,934	-661,685	0.01%	-$567.47K
STRUCTURED ASSET SECURITIES CO SASC 2007 MN1A A1 144A	15,626,782	15,401,786	-224,997	0.01%	-$171.38K
FNMA ACES, Series 2020-M33, Class X2	192,010,481	191,740,469	-270,011	0.01%	-$986.60K
CONSUMERS 23 SECURE FUND SR SECURED 03/28 5.55	14,517,880	8,553,908	-5,963,972	0.01%	-$6.05M
STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN	9,720,296	9,697,194	-23,102	0.01%	-$587.31K
ALTICE FRANCE SA 2025 EXT TERM LOAN B14	8,599,218	8,482,692	-116,526	0.01%	-$91.88K
HARVEST CLO HARVT 22A AR 144A	8,961,632	7,359,211	-1,602,420	0.01%	-$2.04M
JP MORGAN MORTGAGE TRUST JPMMT 2021 4 A12 144A	8,748,806	8,651,676	-97,130	0.01%	-$140.65K
UNTD AIR 19-1 AA	8,945,874	8,619,816	-326,058	0.01%	-$354.42K
MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2B	20,995,428	20,800,011	-195,417	0.01%	-$567.34K
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R3 3A1 144A	11,242,354	10,850,880	-391,474	0.01%	-$483.31K
CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A C 144A	8,824,624	8,120,058	-704,566	0.01%	-$777.19K
CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A C 144A	8,826,374	8,110,635	-715,739	0.01%	-$786.06K
CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A B 144A	8,824,624	8,120,058	-704,566	0.01%	-$778.68K
SPECIALTY UNDERWRITING + RESID SURF 2005 BC3 M3	9,016,010	8,588,025	-427,984	0.01%	-$400.19K
CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A B 144A	8,826,374	8,110,635	-715,739	0.01%	-$787.71K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC4 2A3	9,655,191	9,389,713	-265,478	0.01%	-$260.30K
CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A C 144A	8,785,726	8,073,500	-712,226	0.01%	-$785.01K
CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A B 144A	8,785,726	8,073,500	-712,226	0.01%	-$786.47K
FNMA POOL DB5275 FN 06/54 FIXED 5.5	9,209,771	8,186,406	-1,023,365	0.01%	-$1.11M
PARK PLACE SECURITIES INC PPSI 2004 WWF1 M5	8,752,899	8,176,770	-576,128	0.01%	-$579.32K
TORO EUROPEAN CLO TCLO 6A AR 144A	8,728,088	7,063,127	-1,664,961	0.01%	-$2.10M
Government National Mortgage Association	7,970,003	7,928,375	-41,627	0.01%	-$12.20K
FNMA POOL DB0816 FN 04/54 FIXED 5.5	8,270,010	7,949,370	-320,640	0.01%	-$399.44K
U.S. Treasury Inflation Linked Bonds	11,257,365	11,243,880	-13,485	0.01%	-$139.32K
G2 MA5193	8,276,321	8,097,205	-179,116	0.01%	-$240.95K
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A	8,948,157	8,810,774	-137,383	0.01%	-$120.12K
GOVERNMENT NATIONAL MORTGAGE CORPORATION	9,026,181	8,809,059	-217,122	0.01%	-$242.08K
UMBS	8,687,139	8,417,081	-270,059	0.01%	-$285.90K
U.S. Treasury Bills	26,313,000	7,850,000	-18,463,000	0.01%	-$18.22M
Fortress Credit Bsl X Ltd	11,000,000	7,823,080	-3,176,920	0.01%	-$3.19M
FN MA5216	8,556,929	7,646,835	-910,094	0.01%	-$996.97K
FANNIE MAE FNR 2025 16 FN	8,472,708	7,642,071	-830,637	0.01%	-$816.42K
FHLG 30YR 5.5% 04/01/2054#QI4071	7,884,326	7,627,362	-256,964	0.01%	-$329.70K
Government National Mortgage Association	9,295,730	7,666,966	-1,628,764	0.01%	-$1.63M

Top 300 of 4810, by weight.

Security	Shares Dec 2025	Shares Mar 2026	End %	Δ value
US TREASURY N/B	1,573,055,000	1,573,055,000	1.62%	-$7.90M
UNITED KINGDOM GILT BONDS REGS 03/27 3.75	447,000,000	447,000,000	0.94%	-$14.48M
RPLDCI 6.581 05/30/49 144A	501,594,000	501,594,000	0.83%	-$14.28M
PROJECT CASHMERE CLASS A1 144A	740,900,000	740,900,000	0.82%	$16.74M
US TREASURY N/B	664,312,500	664,312,500	0.66%	-$3.45M
US TREASURY N/B	568,475,000	568,475,000	0.63%	-$3.32M
US TREASURY N/B	477,650,000	477,650,000	0.58%	-$4.10M
US TREASURY N/B	420,200,000	420,200,000	0.51%	-$3.27M
US TREASURY N/B	562,017,800	562,017,800	0.50%	-$2.05M
US TREASURY N/B	434,019,000	434,019,000	0.44%	-$2.25M
UNITED KINGDOM GILT BONDS REGS 07/54 4.375	233,473,000	233,473,000	0.41%	-$18.95M
US TREASURY N/B	361,383,700	361,383,700	0.41%	-$2.36M
RFR USD SOFR/3.50000 12/21/22-30Y CME	1	1	0.39%	-$437.04K
US TREASURY N/B	321,230,000	321,230,000	0.38%	-$2.45M
EUROPEAN UNION SR UNSECURED REGS 10/29 2.875	185,300,000	185,300,000	0.34%	-$6.65M
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7	639,056,000	639,056,000	0.32%	-$15.74M
US TREASURY N/B	252,260,000	252,260,000	0.31%	-$2.08M
QUEBEC PROVINCE CDA 4.45% 09/01/2034	225,700,000	225,700,000	0.27%	-$3.26M
RFR USD SOFR/3.50000 06/20/24-30Y LCH	1	1	0.24%	-$4.66M
US TREASURY N/B	246,895,600	246,895,600	0.22%	-$848.70K
US TREASURY N/B	268,198,500	268,198,500	0.21%	-$733.35K
US TREASURY N/B	178,290,900	178,290,900	0.21%	-$1.16M
NSANY 4.345 09/17/27 144A	133,700,000	133,700,000	0.21%	-$1.82M
Eagle Funding LuxCo S.a.r.l.	115,950,000	115,950,000	0.19%	-$1.55M
US TREASURY N/B	154,300,000	154,300,000	0.19%	-$1.07M
NYO Commercial Mortgage Trust, Series 2021-1290, Class A	114,370,000	114,370,000	0.18%	-$89.88K
US TREASURY N/B	140,275,000	140,275,000	0.18%	-$1.06M
JAPAN (20 YEAR ISSUE) BONDS 12/44 2	20,860,000,000	20,860,000,000	0.17%	-$6.69M
US TREASURY N/B	149,150,000	149,150,000	0.17%	-$932.19K
AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/35 2.75	179,200,000	179,200,000	0.17%	$1.96M
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15	334,510,000	334,510,000	0.16%	-$6.87M
ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN	92,000,000	92,000,000	0.15%	-$68.25K
US TREASURY N/B	92,756,000	92,756,000	0.15%	-$1.21M
US TREASURY N/B	116,800,000	116,800,000	0.14%	-$789.31K
REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95	269,520,000	269,520,000	0.13%	-$5.15M
TITULOS DE TESORERIA BONDS 08/29 11	321,297,100,000	321,297,100,000	0.13%	$596.56K
US TREASURY N/B	103,100,000	103,100,000	0.13%	-$777.28K
SAGB 7 02/28/31 R213	1,368,700,000	1,368,700,000	0.12%	-$5.05M
TITULOS DE TESORERIA BONDS 02/33 13.25	280,894,200,000	280,894,200,000	0.12%	-$52.38K
US TREASURY N/B	82,038,900	82,038,900	0.12%	-$961.39K
HYUNDAI CAP AMER	73,100,000	73,100,000	0.12%	$244.14K
BANK 2020-BN25 A5	76,896,851	76,896,851	0.11%	-$416.58K
CITIGROUP INC	71,900,000	71,900,000	0.11%	-$57.61K
JAPAN (30 YEAR ISSUE) BONDS 06/55 2.8	12,340,000,000	12,340,000,000	0.11%	-$4.63M
JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4	11,554,800,000	11,554,800,000	0.10%	-$3.95M
HSBC HOLDINGS	61,500,000	61,500,000	0.10%	-$911.23K
US TREASURY N/B	79,700,000	79,700,000	0.10%	-$644.45K
US TREASURY N/B	116,025,000	116,025,000	0.10%	-$398.84K
Government of Canada	89,632,000	89,632,000	0.10%	-$1.05M
US TREASURY N/B	101,270,900	101,270,900	0.10%	-$476.69K
BROADCOM INC	73,238,000	73,238,000	0.10%	-$843.76K
US TREASURY N/B	80,700,000	80,700,000	0.10%	-$661.99K
SAUDI INT BOND	57,500,000	57,500,000	0.09%	-$1.54M
FORD MOTOR CRED	57,900,000	57,900,000	0.09%	-$612.34K
JPMORGAN CHASE	56,450,000	56,450,000	0.09%	-$30.36K
TX NATURAL GAS SECZ	53,001,559	53,001,559	0.09%	-$114.34K
AMERICAN HOMES 4	53,900,000	53,900,000	0.09%	-$662.71K
AYR 2.85 01/26/28 144A	54,500,000	54,500,000	0.08%	-$176.99K
Presidencia da Republica	53,215,000	53,215,000	0.08%	-$521.51K
MEAG TXB-PLT VOGTLE	48,220,000	48,220,000	0.08%	-$522.58K
DOLP Trust, Series 2021-NYC, Class A	56,700,000	56,700,000	0.08%	-$72.66K
MORGAN STANLEY BK NA SALT LAKE FRN SOFR+94 07/14/2028	49,500,000	49,500,000	0.08%	-$218.28K
BANK 2020-BN26 A4	54,030,000	54,030,000	0.08%	-$176.80K
WELLS FARGO CO	48,317,000	48,317,000	0.08%	-$640.68K
MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 07/26 VAR	48,800,000	48,800,000	0.08%	-$103.66K
BANK OF AMER CRP	48,200,000	48,200,000	0.08%	-$294.20K
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B2 144A	66,948,496	66,948,496	0.08%	-$906.16K
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B2 144A	66,087,781	66,087,781	0.08%	-$1.21M
PROJECT PANAMA SPV LLC 2024-1	46,803,000	46,803,000	0.08%	-$24.47K
BARCLAYS PLC SR UNSECURED 03/28 VAR	46,500,000	46,500,000	0.07%	-$157.95K
PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR	46,200,000	46,200,000	0.07%	-$48.93K
OMW 2020-1MW A 144A 2.13% 09-10-39	47,900,000	47,900,000	0.07%	$66.71K
BAMLL 2023 HTL 10/27 1	49,980,304	49,980,304	0.07%	$84.56K
CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A2 144A	44,480,000	44,480,000	0.07%	-$338.78K
CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A2 144A	44,490,000	44,490,000	0.07%	-$348.33K
CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A2 144A	44,480,000	44,480,000	0.07%	-$350.78K
ONEOK INC	45,425,000	45,425,000	0.07%	-$277.17K
SUMITOMO MITSUI	44,100,000	44,100,000	0.07%	-$715.49K
AFICOA 8.5 08/01/32 144A	45,000,000	45,000,000	0.07%	-$231.29K
BAYER US FINANCE	43,100,000	43,100,000	0.07%	-$584.29K
QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1	80,900,000	80,900,000	0.07%	$989.98K
COMM 2018-COR3 A3	45,152,284	45,152,284	0.07%	-$194.98K
US TREASURY N/B	83,160,000	83,160,000	0.07%	-$276.12K
RIPON MORTGAGES RIPON 2025 1A B 144A	32,762,000	32,762,000	0.07%	-$836.20K
DIGITAL REALTY	43,490,000	43,490,000	0.07%	-$380.14K
SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031	43,000,000	43,000,000	0.07%	-$15.87K
UBS V6.327 12/22/27 144A	42,600,000	42,600,000	0.07%	-$327.40K
UBS GROUP	43,400,000	43,400,000	0.07%	-$259.64K
US TREASURY N/B	56,000,000	56,000,000	0.07%	-$428.75K
U.S. Treasury STRIPS Coupon	96,900,000	96,900,000	0.07%	$144.36K
MSC 2022-L8 A5	45,800,000	45,800,000	0.07%	-$510.51K
BARCLAYS PLC	42,300,000	42,300,000	0.07%	-$323.22K
JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2	9,406,000,000	9,406,000,000	0.07%	-$2.63M
GOLDMAN SACHS GP	38,500,000	38,500,000	0.06%	-$562.00K
JPMORGAN CHASE	39,700,000	39,700,000	0.06%	-$448.76K
JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR	39,600,000	39,600,000	0.06%	-$128.61K
VW 4 3/4 11/13/28	39,500,000	39,500,000	0.06%	-$421.77K
ROYAL BK SCOTLAND INTL LTD USD SR NT SER E	40,000,000	40,000,000	0.06%	-$478.19K
ROUNDSTONE SECURITIES RNST 2A B 144A	34,142,000	34,142,000	0.06%	-$696.65K
CBAMR Ltd., Series 2019-9A, Class AR	39,000,000	39,000,000	0.06%	$61.61K
JPMORGAN CHASE	39,550,000	39,550,000	0.06%	-$24.40K
Capital Four US CLO II Ltd., Series 2022-1A, Class AR	38,800,000	38,800,000	0.06%	-$158.23K
SANTAN 5.565 01/17/30	37,900,000	37,900,000	0.06%	-$646.60K
NEXTERA ENERGY	42,290,000	42,290,000	0.06%	-$364.09K
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 B2 144A	56,803,817	56,803,817	0.06%	-$281.50K
BNP V1.904 09/30/28 144A	39,900,000	39,900,000	0.06%	-$56.60K
QATAR STATE OF	46,200,000	46,200,000	0.06%	-$2.62M
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125	37,900,000	37,900,000	0.06%	-$428.40K
BAYER US FIN LLC 6.375% 11/21/2030 144A	36,300,000	36,300,000	0.06%	-$640.37K
Nissan Motor Co., Ltd.	41,900,000	41,900,000	0.06%	-$1.44M
PACIFIC GAS&ELEC	37,700,000	37,700,000	0.06%	-$347.80K
VENTURE GLOBAL PLAQUE SR SECURED 144A 06/34 6.5	36,400,000	36,400,000	0.06%	$702.68K
ONEOK INC	36,100,000	36,100,000	0.06%	-$615.16K
KIRKBY RMBS KIRK 1A B 144A	29,232,000	29,232,000	0.06%	-$718.94K
BANK OF AMER CRP	38,300,000	38,300,000	0.06%	$38.40K
RIPON MORTGAGES RIPON 2025 1A C 144A	28,562,000	28,562,000	0.06%	-$711.99K
NXP BV/NXP FDG	37,682,000	37,682,000	0.06%	-$14.70K
BAYER US FINANCE	36,300,000	36,300,000	0.06%	-$196.18K
EDP FINANCE BV SR UNSECURED 144A 01/28 1.71	38,300,000	38,300,000	0.06%	-$130.15K
EQUINIX INC	38,144,000	38,144,000	0.06%	-$77.18K
CGCMT 2022-GC48 A5	36,400,000	36,400,000	0.06%	-$301.93K
PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000	45,794,000	45,794,000	0.06%	$496.64K
ENEL FINANCE INTL NV SR UNSECURED 144A 06/27 4.625	35,600,000	35,600,000	0.06%	-$184.90K
PACIFIC GAS&ELEC	39,700,000	39,700,000	0.06%	-$188.71K
BANK, Series 2022-BNK40, Class A4	38,300,000	38,300,000	0.06%	-$297.24K
BMARK 2018-B8 A5	36,036,000	36,036,000	0.06%	-$310.32K
BMARK 2022-B35 A5	36,500,000	36,500,000	0.06%	-$474.30K
MORGAN STANLEY	33,800,000	33,800,000	0.06%	-$549.70K
ROMANIA ROMANIA	30,900,000	30,900,000	0.06%	-$1.87M
DEUTSCHE BANK AG REGS 11/30 VAR	32,800,000	32,800,000	0.06%	-$1.19M
TX NATURAL GAS SECZ	34,500,000	34,500,000	0.06%	-$244.74K
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75	34,700,000	34,700,000	0.06%	-$397.04K
WELLS FARGO CO	34,900,000	34,900,000	0.06%	-$59.46K
PACIFIC GAS&ELEC	51,900,000	51,900,000	0.05%	-$720.20K
SOCIETE GENERALE SA	32,100,000	32,100,000	0.05%	-$666.48K
FISERV INC	37,580,000	37,580,000	0.05%	-$432.94K
SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A	34,140,000	34,140,000	0.05%	$13.64K
NATIONWIDE BUILDING SOCIETY 144A 3.960000% 07/18/2030	34,800,000	34,800,000	0.05%	-$300.11K
GOLDMAN SACHS GP	33,200,000	33,200,000	0.05%	-$568.53K
BMW US CAPITAL LLC REGD V/R 144A P/P 5.03519200	33,500,000	33,500,000	0.05%	-$62.99K
BNP Paribas SA	33,000,000	33,000,000	0.05%	-$306.56K
ROUNDSTONE SECURITIES RNST 2A C 144A	28,988,000	28,988,000	0.05%	-$567.53K
Goldman Sachs Group, Inc. (The)	33,300,000	33,300,000	0.05%	-$142.80K
WFCM 2019-C49 A5	33,711,516	33,711,516	0.05%	-$257.86K
BARCLAYS PLC	31,700,000	31,700,000	0.05%	-$491.10K
ONEOK Inc	32,625,000	32,625,000	0.05%	-$344.56K
KKR FINANCIAL CLO LTD KKR 16 A1R3 144A	32,300,000	32,300,000	0.05%	$22.13K
STATE OF ISRAEL	31,800,000	31,800,000	0.05%	-$466.56K
ROMANIA SR UNSECURED REGS 01/32 2	33,500,000	33,500,000	0.05%	-$1.52M
BANK OF AMER CRP	32,648,000	32,648,000	0.05%	-$163.93K
COOPERATIEVE RAB	32,000,000	32,000,000	0.05%	-$273.67K
BMARK 2019-B9 A5	32,609,000	32,609,000	0.05%	-$210.15K
BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 B 144A	35,100,000	35,100,000	0.05%	$205.85K
BMARK 2022-B33 A5	34,330,000	34,330,000	0.05%	-$209.81K
ROMANIA SR UNSECURED 144A 05/37 5.625	29,200,000	29,200,000	0.05%	-$1.64M
LAS VEGAS SAN	31,300,000	31,300,000	0.05%	-$225.92K
AMGEN INC	31,160,000	31,160,000	0.05%	-$264.95K
HERTZ VEHICLE FINANCING LLC HERTZ 2022 5A A 144A	31,800,000	31,800,000	0.05%	-$55.64K
BOEING CO	30,741,000	30,741,000	0.05%	-$330.66K
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 2.1	33,000,000	33,000,000	0.05%	-$145.23K
LLOYDS BANK PLC SR UNSECURED REGS 04/32 VAR	41,200,000	41,200,000	0.05%	$26.90K
STATE OF ISRAEL SR UNSECURED REGS 05/60 3.8	47,500,000	47,500,000	0.05%	-$1.30M
WARWICK FINANCE RESIDENTIAL MO WARW 3A B 144A	23,296,000	23,296,000	0.05%	-$636.75K
SRT ISSUER SRTI 2025 1 A2B 144A	30,762,000	30,762,000	0.05%	$0
CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A A2 144A	29,600,000	29,600,000	0.05%	-$233.26K
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR	30,000,000	30,000,000	0.05%	-$62.15K
Imperial Brands PLC 3.875 07/26/2029	30,650,000	30,650,000	0.05%	-$162.96K
Hilton USA Trust, Series 2016-SFP, Class A	34,800,000	34,800,000	0.05%	-$334.90K
Trinitas CLO XVII Ltd., Series 2021-17A, Class AR	29,700,000	29,700,000	0.05%	$26.42K
NSANY 1.85 09/16/26	30,200,000	30,200,000	0.05%	$139.48K
OCP EURO CLO OCPE 2020 4A ARR 144A	25,690,000	25,690,000	0.05%	-$534.64K
BAYER US FIN II LLC 4.375% 12/15/2028 144A	29,900,000	29,900,000	0.05%	-$332.87K
PACIFIC GAS&ELEC	29,903,000	29,903,000	0.05%	-$278.77K
BPCE SA REGD V/R 144A P/P 6.61200000	29,050,000	29,050,000	0.05%	-$231.31K
BARCLAYS PLC SR UNSECURED 09/27 VAR	29,000,000	29,000,000	0.05%	-$143.16K
PIMCO-SEN LN ACT	586,600	586,600	0.05%	-$528.29K
SABINE PASS LIQU	29,100,000	29,100,000	0.05%	-$330.41K
PERFORMER FUNDING PERFF 1A C 144A	21,700,000	21,700,000	0.05%	-$547.35K
NETAPP INC	31,100,000	31,100,000	0.05%	-$406.22K
KKR FINANCIAL CLO LTD KKR 36A AR 144A	28,400,000	28,400,000	0.05%	$25.21K
CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 144A	27,963,000	27,963,000	0.05%	-$146.06K
UBS GROUP AG SR UNSECURED 144A 04/26 4.125	28,200,000	28,200,000	0.05%	-$14.81K
PACIFIC GAS&ELEC	28,879,000	28,879,000	0.04%	-$14.97K
CPI PROPERTY GROUP SA SR UNSECURED REGS 01/30 1.75	28,900,000	28,900,000	0.04%	-$1.06M
ROUNDSTONE SECURITIES RNST 2A D 144A	24,158,000	24,158,000	0.04%	-$457.50K
ROMANIA BONDS REGS 05/30 3.624	25,050,000	25,050,000	0.04%	-$1.34M
Birch Grove CLO Ltd., Series 19A, Class A1RR	27,450,000	27,450,000	0.04%	-$44.52K
UNITED MEXICAN	28,400,000	28,400,000	0.04%	-$525.40K
STATE OF ISRAEL	27,000,000	27,000,000	0.04%	-$623.17K
BNP PARIBAS	26,700,000	26,700,000	0.04%	-$285.43K
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6	93,230,000	93,230,000	0.04%	-$2.55M
PROTEUS RMBS DAC PROTE 1A FR 144A	33,620,000	33,620,000	0.04%	-$525.06K
BARCLAYS PLC	26,700,000	26,700,000	0.04%	-$228.30K
STIFEL FINANCIAL	27,600,000	27,600,000	0.04%	-$223.48K
HCA INC	26,700,000	26,700,000	0.04%	-$37.66K
DEUTSCHE BANK AG REGS 09/30 VAR	22,200,000	22,200,000	0.04%	-$995.29K
PROJECT HUDSON II FIXED TERM LOAN	26,500,000	26,500,000	0.04%	-$147.42K
PACIFIC GAS&ELEC	26,700,000	26,700,000	0.04%	-$321.74K
PCG 4.2 03/01/29	26,800,000	26,800,000	0.04%	-$152.24K
SANTANDER UK GRP	25,600,000	25,600,000	0.04%	-$333.01K
HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR	26,300,000	26,300,000	0.04%	-$90.03K
MIZUHO FINANCIAL	29,200,000	29,200,000	0.04%	-$297.06K
Volkswagen Group of America Finance LLC 6.00 11/16/2026	25,950,000	25,950,000	0.04%	-$179.74K
Societe Generale SA	25,400,000	25,400,000	0.04%	-$273.79K
PACIFIC GAS&ELEC	25,250,000	25,250,000	0.04%	-$307.35K
JPMORGAN CHASE	25,600,000	25,600,000	0.04%	-$309.23K
DEUTSCHE BANK NY	26,300,000	26,300,000	0.04%	$64.04K
HSBC HOLDINGS	25,600,000	25,600,000	0.04%	-$147.95K
URSA RE LTD UNSECURED 144A 12/28 VAR	25,000,000	25,000,000	0.04%	-$288.75K
AMERICAN ASTS LP	28,500,000	28,500,000	0.04%	-$287.09K
MORGAN STANLEY	25,700,000	25,700,000	0.04%	-$322.59K
JPMORGAN CHASE	25,900,000	25,900,000	0.04%	$114.81K
EPR PROPERTIES	25,572,000	25,572,000	0.04%	-$238.55K
LLOYDS BK GR PLC	25,400,000	25,400,000	0.04%	-$16.06K
NATWEST GROUP	25,900,000	25,900,000	0.04%	-$92.40K
BANK 2019-BN23 A3	26,900,000	26,900,000	0.04%	-$117.54K
PCG 4.4 03/01/32	26,200,000	26,200,000	0.04%	-$303.41K
RFR USD SOFR/3.25000 06/18/25-10Y LCH	1	1	0.04%	$2.66M
JPMORGAN CHASE	25,000,000	25,000,000	0.04%	-$299.03K
ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR	25,000,000	25,000,000	0.04%	-$129.71K
MORGAN STANLEY B	25,000,000	25,000,000	0.04%	-$70.46K
BANCO SANTANDER SA FRN SOFR+138 03/14/2028	24,800,000	24,800,000	0.04%	-$28.15K
VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625	23,400,000	23,400,000	0.04%	-$2.81M
MIZUHO V5.414 09/13/28	24,400,000	24,400,000	0.04%	-$258.58K
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B3 144A	60,870,439	60,870,439	0.04%	$102.20K
MORGAN STANLEY B	24,000,000	24,000,000	0.04%	-$140.65K
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/37 3.75	22,200,000	22,200,000	0.04%	-$1.48M
MORGAN STANLEY	23,841,000	23,841,000	0.04%	-$308.70K
BANK 2019-BN19 A3	25,500,000	25,500,000	0.04%	-$984
DRILLCO HLDG LUX S A COMMON STOCK	1,044,998	1,044,998	0.04%	$457.19K
US TREASURY N/B	24,700,000	24,700,000	0.04%	-$296.69K
RFR USD SOFR/2.61740 09/30/22-25Y* LCH	1	1	0.04%	-$1.76M
PROTEUS RMBS DAC PROTE 1A BR 144A	20,861,000	20,861,000	0.04%	-$425.84K
IVORY COAST SR UNSECURED 144A 10/31 5.875	20,800,000	20,800,000	0.04%	-$1.11M
BOSTON PROP LP	24,141,000	24,141,000	0.04%	-$255.38K
VW 4.55 09/11/28 144A	23,000,000	23,000,000	0.04%	-$190.49K
CI FINANCIAL CORP COMPANY GUAR 144A 12/31 4.625	19,700,000	19,700,000	0.04%	-$526.91K
GRAY OAK PIPELINE LLC SR UNSECURED 144A 10/27 3.45	23,200,000	23,200,000	0.04%	-$175.82K
WELLS FARGO CO	22,400,000	22,400,000	0.04%	-$318.89K
AMERICAN TOWER	23,000,000	23,000,000	0.04%	$7.25K
BLUEMOUNTAIN CLO XXXIV LTD SER 2022-34A CL AR V/R REGD 144A P/P 5.03444000	22,700,000	22,700,000	0.04%	-$5.92K
GOLDMAN SACHS GP	22,400,000	22,400,000	0.04%	-$282.97K
BAMLL COML MTG SECS TR 2024 04/42 1	26,840,000	26,840,000	0.04%	-$124.06K
TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25	40,300,000	40,300,000	0.04%	$444.20K
REPUBLIC OF SERBIA SR UNSECURED 144A 05/27 3.125	19,600,000	19,600,000	0.04%	-$515.97K
RFR USD SOFR/3.50000 12/18/24-30Y LCH	2	2	0.04%	-$769.12K
RFR USD SOFR/3.25000 03/19/25-30Y LCH	1	1	0.04%	-$1.90M
AMRIZE FINANCE	22,000,000	22,000,000	0.04%	-$132.64K
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 4.85	22,000,000	22,000,000	0.04%	-$125.85K
CREDIT AGRICOLE SA SR UNSECURED 144A 03/27 VAR	21,850,000	21,850,000	0.04%	-$26.23K
ENBRIDGE INC	21,100,000	21,100,000	0.04%	-$283.41K
PROJECT DORCHESTER EUR TERM LOAN	18,900,000	18,900,000	0.03%	-$365.71K
VENTAS REALTY LP	23,000,000	23,000,000	0.03%	-$253.56K
FISERV INC SR UNSECURED 03/27 5.15	21,500,000	21,500,000	0.03%	-$125.51K
WELLS FARGO CO	20,600,000	20,600,000	0.03%	-$313.86K
PPM CLO, LTD. PPMC 2021 5A AR 144A	21,400,000	21,400,000	0.03%	$24.80K
ANTHOL 7.95 08/11/28	20,600,000	20,600,000	0.03%	-$438.61K
ROUNDSTONE SECURITIES RNST 2A R	19,957,000	19,957,000	0.03%	$177.13K
1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL A1A1 REGD 144A P/P 3.90050000	22,000,000	22,000,000	0.03%	-$214.50K
Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-1A, Class A	20,700,000	20,700,000	0.03%	-$166.55K
US TREASURY N/B	21,676,000	21,676,000	0.03%	-$243.01K
SUMITOMO MITSUI	22,107,000	22,107,000	0.03%	-$119.10K
ROMANIA SR UNSECURED 144A 10/37 6.125	18,500,000	18,500,000	0.03%	-$1.11M
SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A	20,600,000	20,600,000	0.03%	$3.06K
NEW YORK ST URBAN DEV CORP REV NYSDEV 03/31 FIXED 2.027	23,000,000	23,000,000	0.03%	-$64.69K
BARCLAYS PLC	20,600,000	20,600,000	0.03%	-$173.14K
JPM V6.07 10/22/27	20,464,000	20,464,000	0.03%	-$130.38K
SANTANDER HOLDINGS USA SR UNSECURED 03/29 VAR	20,400,000	20,400,000	0.03%	-$41.70K
Nationwide Building Society	20,275,000	20,275,000	0.03%	-$155.55K
UNITED MEXICAN	26,100,000	26,100,000	0.03%	-$588.56K
SYMPHONY CLO LTD SYMP 2025 52A AR 144A	20,450,000	20,450,000	0.03%	-$1.55K
GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625	20,700,000	20,700,000	0.03%	-$81.45K
OMEGA HEALTHCARE	21,990,000	21,990,000	0.03%	-$199.97K
Mizuho Financial Group, Inc.	19,800,000	19,800,000	0.03%	-$223.33K
NEW YORK ST URBAN DEV CORP REV NYSDEV 03/32 FIXED 2.127	23,000,000	23,000,000	0.03%	-$89.30K
EPH FIN INTERNATIONAL AS COMPANY GUAR REGS 11/28 6.651	16,400,000	16,400,000	0.03%	-$755.39K
ONEOK INC	20,250,000	20,250,000	0.03%	-$325.73K
VIRGINIA POWER	19,800,000	19,800,000	0.03%	-$233.49K
STANDARD CHARTERED BK/NY SR UNSECURED 12/27 4.853	19,800,000	19,800,000	0.03%	-$220.37K
TIHLLC 7 1/8 06/01/31	19,900,000	19,900,000	0.03%	-$656.98K
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/32 3.375	17,800,000	17,800,000	0.03%	-$1.08M
BARROW FUNDING PLC BARRO 1A B	14,894,000	14,894,000	0.03%	-$397.01K
NEW YORK ST URBAN DEV CORP REV NYSDEV 03/33 FIXED 2.227	23,000,000	23,000,000	0.03%	-$37.25K
UBS V5.959 01/12/34 144A	19,000,000	19,000,000	0.03%	-$420.84K
SCE RECOVERY FUNDING LLC SR SECURED 03/36 4.453	20,000,000	20,000,000	0.03%	-$260.06K
SANTOS FINANCE LTD REGD 144A P/P 6.87500000	18,100,000	18,100,000	0.03%	-$114.61K
WELLS FARGO CO	20,160,000	20,160,000	0.03%	-$23.51K
UBS GROUP AG SR UNSECURED 144A 09/29 VAR	18,900,000	18,900,000	0.03%	-$254.54K
ITC HOLDINGS CORP SR UNSECURED 144A 05/30 2.95	20,900,000	20,900,000	0.03%	-$183.07K
NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A	19,500,000	19,500,000	0.03%	$47.58K
HUDSON PACIFIC	24,000,000	24,000,000	0.03%	-$889.05K
RIPON MORTGAGES RIPON 2025 1A D 144A	14,701,000	14,701,000	0.03%	-$368.15K
SUMITOMO MITSUI	19,000,000	19,000,000	0.03%	-$187.32K
State of Kuwait	19,700,000	19,700,000	0.03%	-$439.87K
PERFORMER FUNDING PERFF 1A D 144A	14,400,000	14,400,000	0.03%	-$400.12K
WELLS FARGO CO	18,900,000	18,900,000	0.03%	-$148.07K
WELLS FARGO CO	18,800,000	18,800,000	0.03%	-$285.39K
BANCO SANTANDER	19,200,000	19,200,000	0.03%	-$92.03K
SCLGX 2025-1A A2	19,400,000	19,400,000	0.03%	-$377.28K
MITSUB UFJ FIN	18,800,000	18,800,000	0.03%	-$238.53K

Top 300 of 1335, by weight.

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