PIMCO All Asset: Multi-Real 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
FNCL 6 6/24	59,600,000	59,600,000	2.37%	$60.67M
Uniform Mortgage-Backed Security, TBA	51,700,000	51,700,000	1.95%	$49.82M
FNCL 6.5 6/24	44,000,000	44,000,000	1.78%	$45.48M
FNCL 6 7/25	42,000,000	42,000,000	1.67%	$42.73M
Uniform Mortgage-Backed Security, TBA	43,000,000	43,000,000	1.62%	$41.46M
UNITED KINGDOM GILT BONDS REGS 10/31 4	31,100,000	31,100,000	1.57%	$40.15M
LETRA TESOURO NACIONAL BILLS 10/26 0.00000	192,500,000	192,500,000	1.36%	$34.82M
FNCL 4 6/24	31,000,000	31,000,000	1.14%	$29.19M
U.S. Treasury Inflation-Indexed Notes	28,924,854	28,924,854	1.12%	$28.59M
LETRA TESOURO NACIONAL BILLS 07/26 0.00000	119,400,000	119,400,000	0.87%	$22.32M
FNCL 4 4/26	22,090,859	22,090,859	0.82%	$20.85M
Uniform Mortgage-Backed Security, TBA	14,509,141	14,509,141	0.54%	$13.68M
G2 MB0682	12,799,991	12,799,991	0.46%	$11.75M
JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4	1,850,000,000	1,850,000,000	0.44%	$11.14M
G2 MB0868	12,000,000	12,000,000	0.43%	$11.01M
ACORE 2026-FL1 ISSUER LLC SER 2026-FL1 CL A V/R REGD 144A P/P 5.15000000	10,800,000	10,800,000	0.42%	$10.79M
Uniform Mortgage-Backed Security, TBA	10,000,000	10,000,000	0.40%	$10.34M
U.S. Treasury Bills	5,700,000	5,700,000	0.22%	$5.65M
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-56	6,020,820	6,020,820	0.22%	$5.60M
ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A	5,400,000	5,400,000	0.21%	$5.40M
NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000	5,370,766	5,370,766	0.21%	$5.31M
TORO EUROPEAN CLO TCLO 2A ARRE 144A	3,600,000	3,600,000	0.16%	$4.16M
PROVIDUS CLO PRVD 7A ARR 144A	3,500,000	3,500,000	0.16%	$4.03M
LCM 39 LTD A1R2 TSFR3M+104 10/15/2034 144A	3,000,000	3,000,000	0.12%	$3.00M
U.S. Treasury Bills	2,981,000	2,981,000	0.12%	$2.95M
EURO-OAT FUTURE JUN26	-557	-557	0.09%	$2.42M
NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1B V/R REGD 144A P/P 0.00000000	2,109,944	2,109,944	0.08%	$2.12M
SABRA HEALTHCARE REIT INC	106,979	106,979	0.08%	$2.06M
MILLROSE PROPERTIES INC	66,797	66,797	0.07%	$1.87M
GSG BIDCO LTD SR SECURED 144A 06/51 6.375	1,600,000	1,600,000	0.07%	$1.84M
IRS EUR 3.00000 09/16/26-30Y LCH	1	1	0.06%	$1.53M
GSG BIDCO LTD SR SECURED 144A 06/36 5.375	1,200,000	1,200,000	0.05%	$1.38M
GSG BIDCO LTD SR SECURED 144A 06/31 4.7	1,100,000	1,100,000	0.05%	$1.26M
BRENT CRUDE FUTR AUG26 IFEU 20260630	99	99	0.04%	$1.05M
HILTON WORLDWIDE HOLDINGS INC	3,072	3,072	0.04%	$934.13K
MARRIOTT INTL-A	2,846	2,846	0.04%	$930.84K
CAPITAL FOUR CLO CFOUR 4A ARR 144A	800,000	800,000	0.04%	$921.88K
SMARTSTOP SELF STORAGE REIT INC	28,323	28,323	0.03%	$857.62K
CUSHMAN & WAKEFI	68,542	68,542	0.03%	$840.32K
TURKIYE CENTR BANK BILL BILLS 04/26 0.00000	30,000,000	30,000,000	0.03%	$670.06K
VERIZON COMM INC	282,000	282,000	0.01%	$281.11K
GNMA II, Single Family, 30 Year	300,000	300,000	0.01%	$275.37K
U.S. Treasury Bills	195,000	195,000	0.01%	$194.71K
IRS EUR 3.05000 01/13/26-30Y LCH	1	1	0.00%	$124.38K
RFR USD SOFR/3.71199 06/30/26-9Y* LCH	1	1	0.00%	$81.21K
SGX IODEX Iron Ore	216	216	0.00%	$76.32K
FTSE 100 Index	47	47	0.00%	$60.76K
RFR USD SOFR/3.40694 07/06/26-4Y* LCH	4	4	0.00%	$59.76K
UK NATURAL GAS FUTJUN26 IFEU 20260528	36	36	0.00%	$35.93K
RFR USD SOFR/3.56436 06/30/26-7Y* LCH	1	1	0.00%	$31.09K
RFR USD SOFR/4.08316 06/30/26-27Y* LCH	3	3	0.00%	$26.99K
TTF NAT GAS F MAY26 NDEX 20260429	7	7	0.00%	$22.86K
IODEX IO FUT JUL26 XSIM 20260731	874	874	0.00%	$20.10K
TTF NAT GAS F JUN26 NDEX 20260528	25	25	0.00%	$12.62K
EURO-BUXL 30Y BND JUN26	-5	-5	0.00%	$7.58K
CRUDE OIL OPT IPE JUN26P 60 EXP 04/27/2026	66	66	0.00%	$6.60K
U.S. Treasury Bills	6,000	6,000	0.00%	$5.98K
UK Natural Gas FutMay26	8	8	0.00%	$1.88K
31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520	-7,800,000	-7,800,000	0.00%	-$6.34K
EURO-BOBL FUTURE JUN26	98	98	-0.01%	-$206.27K
Long Gilt	205	205	-0.01%	-$245.36K
EURO-BUND FUTURE JUN26	439	439	-0.01%	-$289.48K
EURO STOXX 50 Index	394	394	-0.02%	-$407.18K
EURO-SCHATZ FUT JUN26 DUM6	1,029	1,029	-0.02%	-$449.52K
RFR GBP SONIO/3.50000 03/18/26-2Y LCH	1	1	-0.03%	-$855.84K
CRUDE OIL OPT IPE JUN26C 79 EXP 04/27/2026	-66	-66	-0.07%	-$1.73M
EURO-BTP (ITALY GOVT) JUN 26	669	669	-0.09%	-$2.36M
IRS EUR 2.75000 09/16/26-10Y LCH	1	1	-0.22%	-$5.58M

Security	Shares Dec 2025	Δ shares	End %	Δ value
Uniform Mortgage-Backed Security, TBA	101,600,000	-101,600,000	0.00%	-$104.27M
GOLD CMX WR FAC 4001(BRNIKS) MSC	23,840	-23,840	0.00%	-$102.83M
Uniform Mortgage-Backed Security, TBA	54,000,000	-54,000,000	0.00%	-$56.13M
LETRA TESOURO NACIONAL BILLS 04/26 0.00000	296,100,000	-296,100,000	0.00%	-$52.27M
Uniform Mortgage-Backed Security, TBA	51,700,000	-51,700,000	0.00%	-$50.43M
GOLD CMX WR FAC 8001 ASAHI MSC	4,541	-4,541	0.00%	-$19.59M
Uniform Mortgage-Backed Security, TBA	18,900,000	-18,900,000	0.00%	-$17.92M
G2 MB0143	12,857,303	-12,857,303	0.00%	-$11.72M
U.S. Treasury Bills	11,606,000	-11,606,000	0.00%	-$11.49M
GNMA II POOL MB0304 G2 04/55 FIXED 3.5	12,420,028	-12,420,028	0.00%	-$11.32M
U.S. Treasury Notes	5,549,863	-5,549,863	0.00%	-$5.50M
GOLD CMX WR FAC 2001 JPM MSC	1,000	-1,000	0.00%	-$4.31M
U.S. Treasury Bills	3,701,000	-3,701,000	0.00%	-$3.67M
Sculptor CLO XXVII Ltd., Series 27A, Class A1R	2,700,000	-2,700,000	0.00%	-$2.70M
IRS EUR 3.00000 03/18/26-30Y LCH	1	-1	0.00%	-$2.24M
U.S. Treasury Bills	1,861,000	-1,861,000	0.00%	-$1.86M
U.S. Treasury Bills	1,704,000	-1,704,000	0.00%	-$1.69M
GOLD CMX WR FAC 4202 LOOMIS MSC	386	-386	0.00%	-$1.66M
CAIRN CLO BV CRNCL 2018 10A AR 144A	1,137,625	-1,137,625	0.00%	-$1.34M
SGX IRON ORE 62% FUT MAR26 SCOH6	2,499	-2,499	0.00%	-$1.26M
FUT. EUR FOAT MAR26	-564	564	0.00%	-$814.77K
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KBX1 CL A2 2.92000000	705,705	-705,705	0.00%	-$703.82K
U.S. Treasury Bills	647,000	-647,000	0.00%	-$647.00K
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	479,163	-479,163	0.00%	-$563.46K
INF SWAP US IT 2.41875 03/05/21-5Y LCH	1	-1	0.00%	-$514.47K
PLYMOUTH INDUSTR	22,332	-22,332	0.00%	-$488.62K
Low Sulphur Gasoil	-183	183	0.00%	-$470.14K
RFR GBP SONIO/3.75000 09/17/25-5Y LCH	1	-1	0.00%	-$415.75K
GOLD CMX WR FAC 6010 DELAWARE MSC	96	-96	0.00%	-$414.07K
GOLD CMX WR FAC 3002 SCOTIA MSC	96	-96	0.00%	-$414.07K
GOLD CMX WR FAC 7002 MTB 2 MSC	96	-96	0.00%	-$414.07K
Saranac CLO VI Ltd., Series 2018-6A, Class A1R	408,173	-408,173	0.00%	-$408.40K
U.S. Treasury Bills	400,000	-400,000	0.00%	-$399.85K
U.S. Treasury Bills	324,000	-324,000	0.00%	-$321.23K
VERIZON COMM INC	282,000	-282,000	0.00%	-$285.14K
ALEXANDER & BALD	5,728	-5,728	0.00%	-$118.23K
Venture XXVII CLO Ltd.	76,773	-76,773	0.00%	-$76.87K
VOYA CLO LTD INGIM 2012 4A A1R3 144A	64,514	-64,514	0.00%	-$64.59K
VMWARE LLC	39,000	-39,000	0.00%	-$39.04K
Romark CLO Ltd., Series 2017-1A, Class A1R	25,335	-25,335	0.00%	-$25.37K
Venture XXIX CLO Ltd	23,430	-23,430	0.00%	-$23.44K
CRUDE OIL OPT IPE MAR26P 55 EXP 01/27/2026	61	-61	0.00%	-$15.86K
FUT. EURO BUXL BND MAR26	-5	5	0.00%	-$10.27K
FUT. EURO-BUND EUX MAR26	-158	158	0.00%	-$1.70K
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
RFR USD SOFR/3.90000 03/22/24-2Y LCH	1	-1	0.00%	$4.63K
CRUDE OIL OPT IPE MAR26C 70 EXP 01/27/2026	-61	61	0.00%	$8.54K
LOW SU GASOIL G JUN26 IFEU 20260611	-70	70	0.00%	$60.27K
FUT. EURX E-SCHATZ MAR26	497	-497	0.00%	$86.72K
FGBM Mar 2026	103	-103	0.00%	$100.58K
ITA GB 10YR FUT IKH6 03-06-26	223	-223	0.00%	$118.03K
ICE Brent Crude Oil Future	382	-382	0.00%	$610.40K
IRS EUR 2.75000 03/18/26-10Y LCH	1	-1	0.00%	$2.42M

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
U.S. Treasury Inflation-Linked Notes	44,290,840	137,438,180	93,147,340	5.33%	$92.62M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32	70,594,061	112,392,560	41,798,499	4.05%	$38.94M
U.S. Treasury Notes	86,800,968	100,066,616	13,265,648	3.90%	$13.01M
U.S. Treasury Inflation-Protected Indexed Notes	78,412,240	95,630,400	17,218,160	3.81%	$17.45M
U.S. Treasury Notes	62,598,420	87,042,876	24,444,456	3.44%	$25.01M
U.S. Treasury Inflation-Protected Indexed Notes	78,333,603	78,446,445	112,842	3.12%	$588.28K
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030	61,211,590	72,554,196	11,342,606	2.70%	$11.30M
PROLOGIS INC REIT	474,022	476,903	2,881	2.47%	$2.52M
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29	46,334,288	60,009,608	13,675,320	2.28%	$13.73M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044	29,840,445	42,084,170	12,243,725	1.36%	$9.80M
SIMON PROPERTY	166,160	168,937	2,777	1.23%	$753.94K
U.S. Treasury Inflation-Protected Indexed Bonds	27,757,303	30,403,585	2,646,282	1.11%	$1.93M
REALTY INCOME CORP REIT	451,824	457,780	5,956	1.10%	$2.54M
U.S. Treasury Inflation-Protected Notes 2.125%, Due 02/15/2054	25,674,506	29,140,650	3,466,144	1.01%	$2.63M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46	27,071,346	31,156,431	4,085,085	0.91%	$2.70M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-7/8% 02/15/2047	24,962,003	32,072,395	7,110,392	0.89%	$4.75M
PUBLIC STORAGE	79,758	81,641	1,883	0.87%	$1.42M
VENTAS INC REIT	261,525	268,078	6,553	0.86%	$1.69M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/48	20,730,123	29,936,987	9,206,864	0.84%	$6.37M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 02/15/2043	23,560,236	27,775,515	4,215,279	0.80%	$2.93M
JAPAN GOVT CPI LINKED BONDS 03/29 0.1	3,250,665,440	3,255,536,020	4,870,580	0.80%	-$643.29K
U.S. Treasury Inflation Linked Bonds	22,208,064	26,058,661	3,850,597	0.72%	$2.47M
EXTRA SPACE STORAGE INC	104,329	109,871	5,542	0.56%	$821.66K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050	22,669,813	23,907,555	1,237,742	0.53%	$483.20K
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	217,192	1,383,507	1,166,315	0.53%	$11.36M
JAPAN GOVT CPI LINKED BONDS 03/28 0.1	1,520,441,912	1,522,731,089	2,289,177	0.38%	-$248.16K
WP CAREY INC	111,991	121,563	9,572	0.32%	$1.05M
JAPAN GOVT CPI LINKED BONDS 03/35 0.005	1,347,667,200	1,349,686,800	2,019,600	0.32%	-$266.88K
MID AMERICA APT CMNTY INC	58,249	59,424	1,175	0.28%	-$834.51K
HEALTHPEAK PROPERTIES INC	353,579	358,429	4,850	0.23%	$203.44K
EASTGROUP PROP	27,183	29,379	2,196	0.21%	$595.38K
CAMDEN PROP TR	52,625	53,332	707	0.20%	-$584.56K
FIRST INDUSTRIAL REALTY TRUST	80,685	82,275	1,590	0.19%	$138.78K
FED REALTY INVS	39,835	44,329	4,494	0.18%	$692.82K
CUBESMART	97,761	116,470	18,709	0.17%	$744.34K
NNN REIT INC	94,810	97,803	2,993	0.16%	$353.34K
AMERICAN HOMES-A	125,474	137,988	12,514	0.15%	-$175.09K
STAG INDUSTRIAL INC CL A	94,712	95,298	586	0.13%	-$45.17K
HEALTHCARE REALTY TRUST INC	179,249	181,784	2,535	0.12%	$50.24K
MACERICH COMPANY	127,161	154,992	27,831	0.11%	$581.96K
JAPAN GOVT CPI LINKED BONDS 03/34 0.005	357,564,400	358,101,600	537,200	0.09%	-$64.16K
TANGER INC- REIT	57,709	58,804	1,095	0.08%	$72.41K
EPR PROPERTIES	38,583	39,050	467	0.08%	$25.65K
DIVERSIFIED HEALTHCARE TR	103,982	282,168	178,186	0.07%	$1.37M
CORPORATE OFFICE PROPERTIES TR	57,091	57,306	215	0.07%	$166.43K
NATIONAL STORAGE AFFILIATES TRUST	19,796	36,617	16,821	0.05%	$823.48K
APPLE HOSPITALITY REIT INC	17,476	112,255	94,779	0.05%	$1.08M
JONES LANG LASALLE INC	1,533	3,290	1,757	0.04%	$485.40K
SL GREEN REALTY CORP REIT	16,993	26,301	9,308	0.04%	$192.09K
CBRE GROUP INC - CL A	3,020	6,936	3,916	0.04%	$453.96K
Americold Realty Trust Inc	22,500	75,976	53,476	0.03%	$581.33K
RFR USD SOFR/3.74863 03/31/26-9Y* LCH	3	7	4	0.02%	$487.46K
RLJ LODGING TRUST	11,665	75,985	64,320	0.02%	$476.90K
CENTERSPACE	8,410	8,483	73	0.02%	-$73.77K
CURBLINE PROPERTIES CORP	7,675	8,491	816	0.01%	$40.85K
FOUR CORNERS PRO	8,263	9,046	783	0.01%	$23.39K
GETTY REALTY CORP	4,115	4,598	483	0.01%	$33.59K
DOUGLAS EMMETT INC REIT	13,477	14,128	651	0.01%	-$15.03K
SILA REALTY TRUST INC	4,373	4,777	404	0.00%	$11.18K
SERVICE PROPERTI	12,270	80,323	68,053	0.00%	$86.26K
UMH PROPERTIES INC	6,385	6,917	532	0.00%	-$1.77K
AMERICAN ASSETS TRUST INC	3,752	4,062	310	0.00%	$3.76K
JBG SMITH PROPERTIES	4,215	5,001	786	0.00%	$1.37K
EMPIRE STATE REALTY TRUST INC CL A	10,856	11,857	1,001	0.00%	-$9.12K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16	163,916	164,002	86	0.00%	$2.94K
GLADSTONE COMMERCIAL CORP	3,663	4,196	533	0.00%	$8.88K
NEXPOINT RESIDENTIAL TRUST INC	1,718	1,861	143	0.00%	-$5.19K
UNIVERSAL HEALTH REALTY TRUST	992	1,097	105	0.00%	$5.50K
BRANDYWINE RLTY	13,607	14,213	606	0.00%	-$1.22K
COMMUNITY HEALTHCARE TR INC	1,929	2,188	259	0.00%	$3.09K
SITE CENTERS CORP	513	4,491	3,978	0.00%	$20.96K
BRENT CRUDE FUTR JUN26 IFEU 20260430	-130	-40	90	-0.03%	-$909.02K
US ULTRA BOND CBT Sep25	-1,330,256,077	-1,224,784,721	105,471,355	-50.75%	$62.12M

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
U.S. Treasury Inflation-Protected Indexed Notes	106,361,175	106,234,075	-127,100	4.18%	-$28.97K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033	90,398,543	90,289,379	-109,164	3.40%	$222.44K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032	88,867,545	88,761,283	-106,262	3.28%	$374.70K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028	75,794,752	75,704,201	-90,551	3.07%	$329.64K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33	79,657,030	79,561,183	-95,847	3.04%	$128.69K
U.S. Treasury Notes	90,110,264	75,071,388	-15,038,876	3.02%	-$14.94M
U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034	75,948,225	75,857,166	-91,059	2.96%	$19.23K
WELLTOWER INC	374,678	371,312	-3,366	2.87%	$3.87M
U.S. Treasury Notes 0.125%, Due 1/15/2030	75,616,015	75,525,792	-90,222	2.83%	$568.53K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031	76,912,154	76,819,721	-92,433	2.81%	$512.25K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028	70,776,556	70,691,796	-84,760	2.78%	$483.48K
U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029	67,817,910	67,736,392	-81,518	2.63%	$470.22K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27	59,464,556	59,393,685	-70,871	2.36%	$409.94K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026	56,241,632	56,174,136	-67,496	2.22%	$937.43K
EQUINIX INC	49,936	48,237	-1,699	1.85%	$9.02M
U.S. Treasury Inflation-Protected Security 0.375%, due 01/15/27	45,155,655	45,101,385	-54,270	1.77%	$591.15K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028	44,872,760	44,819,049	-53,711	1.74%	$391.44K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027	44,158,247	44,105,167	-53,080	1.73%	$451.52K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028	38,784,486	38,738,141	-46,345	1.51%	$307.60K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031	85,842,404	39,640,289	-46,202,115	1.46%	-$42.76M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027	31,021,349	30,983,958	-37,391	1.21%	$345.79K
G2 MA8099	33,751,146	33,100,209	-650,938	1.20%	-$421.86K
FR SD8453	32,099,527	29,798,002	-2,301,526	1.17%	-$2.61M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2045	41,205,056	41,155,588	-49,468	1.16%	-$478.90K
DIGITAL REALTY TRUST INC	164,606	161,870	-2,736	1.14%	$3.70M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2042	35,406,320	35,363,812	-42,508	1.07%	-$321.56K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/27	25,348,906	25,318,605	-30,301	1.01%	$211.34K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053	32,422,952	32,384,176	-38,776	0.97%	-$457.56K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-159 CL FJ V/R 5.26888000	19,395,902	18,987,909	-407,993	0.75%	-$397.18K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28	18,607,122	18,584,854	-22,268	0.74%	$107.20K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H20 CL FA V/R 4.86888000	18,155,088	17,974,102	-180,986	0.71%	-$72.38K
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA	17,956,022	17,650,663	-305,359	0.70%	-$229.42K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29	14,255,664	14,238,556	-17,108	0.58%	$55.85K
FN MA5295	15,571,051	13,792,257	-1,778,794	0.55%	-$1.93M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026	37,689,334	12,815,766	-24,873,568	0.51%	-$24.47M
U.S. Treasury Inflation-Protected Indexed Bonds	12,322,930	12,308,094	-14,836	0.47%	-$154.81K
AVALONBAY COMMUNITIES INC REIT	73,046	68,607	-4,439	0.44%	-$2.04M
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 02/15/2052	21,170,846	21,145,506	-25,340	0.43%	-$223.83K
EQUITY RESIDENTIAL REIT	178,379	167,985	-10,394	0.39%	-$1.31M
U.S. Treasury Inflation-Protected Indexed Bonds	23,649,413	16,126,268	-7,523,145	0.34%	-$4.20M
FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000	8,759,533	7,798,820	-960,713	0.31%	-$947.01K
OMEGA HEALTHCARE INVESTORS INC	181,711	177,888	-3,823	0.30%	-$262.01K
AMERICAN HEALTHCARE REIT INC	183,262	163,175	-20,087	0.30%	-$928.98K
SUN COMMUNITIES INC - REIT	60,673	58,582	-2,091	0.29%	-$139.00K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2 1/8% 02/15/40	7,462,953	7,454,036	-8,917	0.29%	-$92.41K
KIMCO REALTY CORPORATION	348,385	320,642	-27,743	0.28%	$143.06K
HOST HOTELS & RE	406,349	365,526	-40,823	0.27%	-$201.09K
ESSEX PROPERTY TRUST INC	33,059	25,988	-7,071	0.25%	-$2.36M
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1	5,410,328	5,371,608	-38,720	0.24%	$4.34K
REGENCY CENTERS CORP REIT	83,206	78,107	-5,099	0.23%	$165.87K
INVITATION HOMES INC	290,594	233,583	-57,011	0.23%	-$2.27M
EQUITY LIFESTYLE PPTYS INC	99,557	91,927	-7,630	0.22%	-$296.07K
REALKREDIT DANMARK COVERED REGS 10/53 1.5	46,579,253	46,205,377	-373,876	0.22%	-$203.65K
CARETRUST REIT INC	152,228	150,077	-2,151	0.22%	-$4.24K
SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1	9,596,255	9,538,398	-57,858	0.18%	-$59.72K
UDR INC	140,594	126,198	-14,396	0.17%	-$894.02K
AGREE REALTY CORP	56,325	52,967	-3,358	0.16%	-$64.44K
BRIXMOR PROPERTY	155,569	133,422	-22,147	0.15%	-$236.47K
REXFORD INDUSTRIAL REALTY INC	120,921	116,026	-4,895	0.15%	-$884.53K
ALEXANDRIA REAL ES EQ INC REIT	79,778	79,314	-464	0.14%	-$222.58K
OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 6 A1	3,739,370	3,701,252	-38,118	0.13%	-$29.51K
BXP INC	75,143	59,121	-16,022	0.12%	-$2.00M
FREDDIE MAC REMICS SER 5511 CL FG V/R 5.22180000	3,456,827	2,955,760	-501,066	0.12%	-$491.73K
RYMAN HOSPITALITY PPTYS INC	32,135	31,663	-472	0.11%	-$119.07K
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0	2,493,500	2,475,660	-17,840	0.11%	-$18.12K
ESSENTIAL PROPERTIES REALTY TRUST INC	116,353	86,113	-30,240	0.10%	-$836.64K
Fannie Mae REMICS Floating Rate, Due 06/25/2048	2,674,091	2,621,234	-52,856	0.10%	-$50.65K
G2 MA8149	2,781,033	2,725,469	-55,564	0.10%	-$36.97K
BROADSTONE NET LEASE INC	147,296	132,378	-14,918	0.09%	-$139.99K
KITE REALTY GROUP TRUST	112,076	88,678	-23,398	0.09%	-$509.42K
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A	3,096,262	2,153,830	-942,432	0.08%	-$938.65K
NATL HEALTH INV	24,245	24,115	-130	0.08%	$98.35K
PHILLIPS EDISON and CO INC	64,651	51,511	-13,140	0.08%	-$372.09K
COUSINS PROPERTIES INC	85,080	84,649	-431	0.07%	-$282.83K
FREDDIE MAC REMICS SER 5517 CL FE V/R 4.82419000	1,985,724	1,863,092	-122,632	0.07%	-$117.70K
CWABS Asset-Backed Certificates Trust, Series 2007-8, Class 1A1	1,985,874	1,933,650	-52,224	0.07%	-$49.51K
SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2B	2,543,052	2,484,235	-58,817	0.07%	-$46.04K
FNR 2025-16 FA	1,850,055	1,626,766	-223,289	0.06%	-$217.14K
Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The	1,682,966	1,597,638	-85,327	0.06%	-$80.97K
FNR 2025-19 FC	1,735,452	1,588,633	-146,819	0.06%	-$140.59K
FN MA4700	1,702,649	1,671,290	-31,359	0.06%	-$38.93K
FREDDIE MAC REMICS SER 5538 CL AF V/R 5.17419000	1,655,629	1,429,275	-226,354	0.06%	-$226.99K
VORNADO RLTY TST	55,471	54,950	-521	0.06%	-$417.92K
Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A	2,012,981	1,403,809	-609,172	0.06%	-$619.01K
TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A	2,506,221	1,405,309	-1,100,912	0.06%	-$1.10M
REALKREDIT DANMARK COVERED REGS 10/53 3	9,780,352	9,716,723	-63,629	0.05%	-$46.72K
LXP INDUSTRIAL TRUST REIT	31,118	29,918	-1,200	0.05%	-$158.82K
ACADIA RLTY TR REIT	68,198	66,871	-1,327	0.05%	-$122.21K
Verdelite Static CLO Ltd., Series 2024-1A, Class A	1,459,925	1,262,677	-197,248	0.05%	-$196.35K
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A3	2,601,490	2,547,115	-54,375	0.05%	-$26.42K
PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A	1,173,773	1,084,835	-88,938	0.05%	-$127.54K
MEDICAL PROPERTI	252,840	251,167	-1,673	0.05%	-$101.30K
BLUEMOUNTAIN EUR CLO BLUME 5A A 144A	1,366,917	980,289	-386,628	0.04%	-$473.76K
KILROY REALTY CORP	55,248	39,956	-15,292	0.04%	-$937.46K
MORGAN STANLEY CAPITAL INC MSAC 2004 NC5 M1	1,181,176	1,151,840	-29,336	0.04%	-$28.33K
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1	937,962	931,248	-6,714	0.04%	-$17.79K
Alliance Bancorp Trust, Series 2007-OA1, Class A1	1,189,642	1,181,546	-8,096	0.04%	-$2.23K
PARK H&R INC	99,684	98,250	-1,434	0.04%	-$8.12K
RENAISSANCE HOME EQUITY LOAN T RAMC 2003 1 A	1,198,955	1,139,476	-59,479	0.04%	-$55.73K
INDEPENDENCE REALTY TR INC	91,664	67,664	-24,000	0.04%	-$594.77K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29	924,959	923,847	-1,111	0.04%	$259
DIAMONDROCK HOSPITALITY CO	104,297	102,075	-2,222	0.04%	$21.94K
GLOBAL NET LEASE INC	102,742	101,544	-1,198	0.04%	$66.87K
Government of Canada	1,253,505	1,251,228	-2,278	0.04%	-$14.18K
SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M2	1,054,327	943,079	-111,248	0.04%	-$106.74K
DRYDEN EURO CLO DRYD 2017 52A AR 144A	1,009,076	736,866	-272,210	0.03%	-$334.60K
SUNSTONE HOTEL INVS INC	98,510	93,991	-4,519	0.03%	-$33.82K
FREDDIE MAC REMICS SER 5500 CL GF V/R 5.02180000	880,432	778,869	-101,562	0.03%	-$100.15K
HIGHWOODS PROPERTIES INC	54,904	35,762	-19,142	0.03%	-$651.96K
PEBBLEBROOK HOTEL TRUST	59,390	57,484	-1,906	0.03%	$53.73K
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M1	807,626	727,876	-79,750	0.03%	-$79.09K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J2 1A3	905,206	865,285	-39,921	0.03%	-$27.41K
XENIA HOTELS & R	51,132	47,820	-3,312	0.03%	-$13.84K
STWD Ltd., Series 2021-FL2, Class A	2,849,054	704,934	-2,144,119	0.03%	-$2.15M
INNOVATIVE INDUS	14,196	14,037	-159	0.03%	$31.77K
HarborView Mortgage Loan Trust, Series 2006-12, Class 1A1A	749,605	739,854	-9,752	0.02%	$10.87K
DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A	822,911	532,971	-289,940	0.02%	-$350.80K
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 ABC1 A3	658,598	633,641	-24,957	0.02%	-$38.24K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H15 CL FG V/R 4.92655000	525,034	514,500	-10,534	0.02%	-$10.11K
FN MA4733	541,364	530,669	-10,695	0.02%	-$16.25K
JYSKE REALKREDIT A/S COVERED 10/53 2	3,937,448	3,934,362	-3,086	0.02%	-$13.03K
EASTERLY GOVERNMENT PROPERTIES INC	22,451	22,314	-137	0.02%	$2.45K
BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC2 M3	493,938	471,210	-22,728	0.02%	-$22.56K
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A	1,099,629	378,278	-721,351	0.02%	-$855.34K
Soundview Home Loan Trust, Series 2007-OPT1, Class 1A1	629,782	618,829	-10,953	0.02%	-$8.76K
Securitized Asset Backed Receivables LLC Trust 2006-FR3	787,503	777,291	-10,212	0.02%	-$8.12K
MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1	473,611	459,969	-13,642	0.02%	-$11.95K
JUBILEE CDO BV JUBIL 2016 17A A1RR 144A	549,306	335,986	-213,321	0.02%	-$257.04K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 5.19888000	381,568	376,392	-5,177	0.02%	-$3.66K
G2 MA8266	407,836	399,163	-8,672	0.01%	-$8.35K
Merrill Lynch Mortgage Investors Trust Series 2007-HE2	1,266,482	1,255,261	-11,221	0.01%	-$9.87K
FED HM LN PC POOL QF6557 FR 01/53 FIXED 4	378,229	351,131	-27,097	0.01%	-$28.26K
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2	342,106	325,386	-16,720	0.01%	-$17.09K
BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A	532,276	269,361	-262,915	0.01%	-$314.56K
MORGAN STANLEY CAPITAL INC MSAC 2005 HE3 M5	334,664	311,280	-23,384	0.01%	-$23.42K
EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A	298,580	256,674	-41,906	0.01%	-$54.26K
NRZT 2019-RPL3 A1 144A FRN 07-25-59	325,307	303,906	-21,401	0.01%	-$20.92K
Asset Backed Securities Corp Home Equity Loan Trust Series MO 2006-HE6	306,166	296,043	-10,124	0.01%	-$9.98K
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 20 FE	304,890	296,790	-8,100	0.01%	-$7.12K
JP Morgan Alternative Loan Trust 2007-A2	801,220	800,597	-623	0.01%	-$1.07K
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1	728,724	725,809	-2,915	0.01%	-$5.10K
FNMA POOL BU8845 FN 05/52 FIXED 3.5	310,602	304,032	-6,570	0.01%	-$8.77K
JYSKE REALKREDIT A/S COVERED 10/53 1.5	2,305,561	2,304,137	-1,424	0.01%	-$6.40K
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1A1D	282,111	270,250	-11,861	0.01%	-$11.47K
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6	269,048	257,671	-11,378	0.01%	-$11.17K
IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1	818,202	812,261	-5,941	0.01%	-$3.99K
RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5	887,972	867,748	-20,224	0.01%	-$9.18K
FREMONT HOME LOAN TRUST FHLT 2006 C 2A3	621,541	614,496	-7,045	0.01%	-$6.69K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3	254,000	241,085	-12,915	0.01%	-$12.61K
BNC MORTGAGE LOAN TRUST BNCMT 2006 2 A4	293,228	242,885	-50,343	0.01%	-$49.06K
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	1,902,558	1,902,119	-439	0.01%	-$5.17K
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4	251,989	249,778	-2,211	0.01%	-$1.32K
IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A	307,044	303,686	-3,358	0.01%	-$5.71K
BRENT CRUDE FUTR DEC26 IFEU 20261030	183	40	-143	0.01%	$522.72K
GLOBAL MEDICAL REIT INC	6,757	6,472	-285	0.01%	-$13.89K
REALKREDIT DANMARK COVERED REGS 10/53 2	1,757,094	1,755,735	-1,359	0.01%	-$2.15K
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1	648,705	647,291	-1,415	0.01%	-$10.93K
URBAN EDGE PROPERTIES	63,250	10,140	-53,110	0.01%	-$1.01M
CWABS Asset-Backed Certificates Trust 2006-21	187,985	183,257	-4,728	0.01%	-$4.82K
Government National Mortgage Association REMICS	183,634	176,840	-6,794	0.01%	-$6.91K
FED HM LN PC POOL RJ0052 FR 10/53 FIXED 6.5	170,909	157,636	-13,272	0.01%	-$14.52K
Mastr Asset Backed Securities Trust 2006-AM2	175,937	172,788	-3,149	0.01%	-$2.68K
BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A	584,855	130,726	-454,129	0.01%	-$536.51K
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-3/8% 04/15/32	133,910	133,750	-161	0.01%	-$254
FED HM LN PC POOL QE6052 FR 07/52 FIXED 4.5	155,662	150,151	-5,511	0.01%	-$7.05K
NETSTREIT CORP	42,528	7,409	-35,119	0.01%	-$610.68K
FNMA POOL AL5548 FN 05/38 FLOATING VAR	140,556	133,570	-6,986	0.01%	-$7.75K
FREDDIE MAC POOL UMBS P#SD8403 6.50000000	157,969	132,029	-25,940	0.01%	-$27.62K
VERIS RESIDENTIAL INC	40,642	6,899	-33,743	0.01%	-$474.57K
Freddie Mac Pool	132,717	129,905	-2,812	0.00%	-$4.18K
Lehman XS Trust, Series 2006-8, Class 3A4	133,109	119,573	-13,535	0.00%	-$14.79K
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 1A1	177,320	175,586	-1,735	0.00%	-$1.44K
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	913,754	906,435	-7,319	0.00%	-$3.93K
KKR FINANCIAL CLO LTD KKR 11 AR 144A	256,012	112,881	-143,131	0.00%	-$143.15K
STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A	115,950	110,896	-5,054	0.00%	-$5.00K
Thornburg Mortgage Securities Trust, Series 2007-1, Class A2B	140,900	140,061	-839	0.00%	-$583
Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA2	108,404	106,772	-1,632	0.00%	-$693
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 2 1A1	137,996	135,285	-2,711	0.00%	-$2.15K
ELME COMMUNITIES	45,552	43,576	-1,976	0.00%	-$705.02K
FREMONT HOME LOAN TRUST FHLT 2006 E 1A1	166,296	164,993	-1,303	0.00%	-$999
GSAMP TRUST GSAMP 2005 HE2 M2	87,152	86,410	-742	0.00%	-$774
Fremont Home Loan Trust, Series 2006-C, Class 1A1	85,738	83,687	-2,051	0.00%	-$1.72K
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3	131,083	130,349	-734	0.00%	-$2.79K
U.S. Treasury Bills	1,300,000	71,000	-1,229,000	0.00%	-$1.21M
JPMorgan Alternative Loan Trust, Series 2006-S3, Class A4	75,452	71,652	-3,801	0.00%	-$3.70K
PIEDMONT REALTY TRUST INC	66,165	10,372	-55,793	0.00%	-$483.67K
FREDDIE MAC FHR 3096 FX	72,021	67,793	-4,228	0.00%	-$4.19K
Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3	77,048	67,014	-10,034	0.00%	-$9.88K
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR15 A2	67,912	66,822	-1,090	0.00%	-$775
COUNTRYWIDE HOME LOANS CWHL 2005 HYB4 2A1	71,498	68,850	-2,648	0.00%	-$2.10K
Freddie Mac Pool	72,177	63,966	-8,211	0.00%	-$8.85K
Soundview Home Loan Trust, Series 2007-OPT5, Class 2A2	79,282	78,142	-1,140	0.00%	-$883
MAN GLG EURO CLO GLGE 5A A1R 144A	296,418	51,582	-244,837	0.00%	-$288.89K
INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A	76,909	75,145	-1,765	0.00%	-$1.26K
Freddie Mac Pool	59,828	58,223	-1,604	0.00%	-$1.82K
ARGENT SECURITIES INC. ARSI 2005 W1 A1	57,298	55,874	-1,424	0.00%	-$882
WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9	63,870	51,512	-12,358	0.00%	-$12.41K
CWABS Asset-Backed Certificates Trust, Series 2007-1, Class 1A	55,658	54,349	-1,308	0.00%	-$1.16K
HarborView Mortgage Loan Trust, Series 2007-1, Class 2A1A	54,549	53,473	-1,075	0.00%	-$1.17K
Crown Point CLO 7 Ltd., Series 2018-7A, Class AR	218,583	48,870	-169,713	0.00%	-$169.85K
STRUCTURED ADJUSTABLE RATE MOR SARM 2004 17 A2	43,375	42,721	-654	0.00%	-$275
SUMMIT HOTEL PROPERTIES INC	50,596	8,887	-41,709	0.00%	-$207.12K
CWL 2005-13 AF4	45,540	40,118	-5,423	0.00%	-$4.87K
GSAMP TRUST GSAMP 2006 FM3 A2C	79,401	78,128	-1,273	0.00%	-$1.14K
Saxon Asset Securities Trust, Series 2007-3, Class 1A	39,687	36,954	-2,733	0.00%	-$2.59K
HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A	35,055	34,754	-301	0.00%	-$366
ACE Securities Corp Home Equity Loan Trust Series 2004-HE4	37,986	34,302	-3,685	0.00%	-$3.34K
FREDDIE MAC FHR 3381 FA	31,092	30,623	-469	0.00%	-$471
HUDSON PACIFIC PROPERTIES INC	26,899	4,995	-21,904	0.00%	-$261.80K
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH3 M3	61,061	29,363	-31,698	0.00%	-$31.64K
Fannie Mae REMICS	30,575	28,974	-1,601	0.00%	-$1.57K
EUROSAIL PLC ESAIL 2007 3X A3A REGS	24,278	21,231	-3,048	0.00%	-$4.63K
BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1	47,122	46,198	-924	0.00%	-$686
Long Beach Mortgage Loan Trust, Series 2006-7, Class 2A2	67,765	67,103	-662	0.00%	-$501
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A6	33,524	32,935	-589	0.00%	-$624
HVMLT 2005-9 2A1A TSFR1M+79.448 6/35	27,818	27,303	-516	0.00%	-$449
BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A2	23,954	23,188	-766	0.00%	-$663
First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7	57,559	57,551	-8	0.00%	-$323
Bear Stearns ARM Trust 2005-12	20,379	20,205	-173	0.00%	$16
COUNTRYWIDE HOME LOANS CWHL 2006 6 A4	38,755	38,291	-464	0.00%	-$683
BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 4A3	18,853	18,581	-271	0.00%	-$108
Massachusetts Educational Financing Authority, Series 2008-1, Class A1	17,090	15,971	-1,119	0.00%	-$1.17K
Freddie Mac REMICS	16,152	15,793	-359	0.00%	-$360
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9	36,344	35,568	-776	0.00%	-$1.02K
HSI Asset Securitization Corp Trust 2006-OPT3	20,249	14,592	-5,657	0.00%	-$5.58K
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9	50,607	49,923	-684	0.00%	-$385
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A3	15,000	14,403	-597	0.00%	-$603
CWABS Asset-Backed Certificates Trust, Series 2007-6, Class 1A	14,769	14,562	-207	0.00%	-$183
COUNTRYWIDE HOME LOANS CWHL 2004 J9 2A5	13,347	13,124	-223	0.00%	-$290
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A	21,647	20,980	-666	0.00%	-$664
WAMU MTG PASS THROUGH CTFS STEP 01/25/2045	14,079	12,910	-1,169	0.00%	-$1.15K
MORGN 2018-3A AR CLO 144A FRN 10-20-31	131,223	11,581	-119,643	0.00%	-$119.69K
NET LEASE OFFICE PROPERTIES REIT	1,179	956	-223	0.00%	-$19.39K
Structured Adjustable Rate Mortgage Loan Trust	14,076	13,262	-815	0.00%	-$576
FREDDIE MAC FHR 3179 FP	11,158	10,536	-622	0.00%	-$615
First Horizon Alternative Mortgage Securities Trust 2005-AA2	10,556	10,332	-224	0.00%	-$163
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A	10,758	10,322	-436	0.00%	-$413
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A5	12,805	12,580	-225	0.00%	-$238
Eurosail-UK plc, Series 2007-3A, Class A3C	9,643	7,223	-2,420	0.00%	-$3.44K
FN BN5342	10,178	9,960	-218	0.00%	-$287
WFMBS 2006-AR4 2A4 4/36	10,271	9,569	-702	0.00%	-$638
INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1	12,392	12,353	-40	0.00%	$30
JYSKE REALKREDIT A/S COVERED 10/43 0.5	63,683	62,695	-988	0.00%	-$301
COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A2	9,559	7,700	-1,859	0.00%	-$1.72K
Bear Stearns ARM Trust, Series 2006-2, Class 3A2	8,721	8,559	-162	0.00%	-$98
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB	8,503	8,392	-111	0.00%	-$120
Merrill Lynch Mortgage Investors Trust, Series 2005-A5, Class A9	7,348	7,184	-164	0.00%	-$114
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 11A1	5,954	5,821	-132	0.00%	-$104
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7	5,957	5,754	-204	0.00%	-$180
Chase Mortgage Finance Trust Series 2007-A1	6,224	5,759	-465	0.00%	-$444
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 50CB 1A1	7,049	6,861	-188	0.00%	-$210
GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1	5,216	5,023	-193	0.00%	-$155
Structured Asset Mortgage Investments II Trust, Series 2006-AR5, Class 1A1	5,616	5,495	-122	0.00%	-$102
FREDDIE MAC NON GOLD POOL P#1A1082 V/R 6.39500000	4,038	3,670	-368	0.00%	-$379
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A	3,977	3,892	-85	0.00%	-$60
GSAMP TRUST GSAMP 2005 WMC1 M1	3,576	3,491	-86	0.00%	-$84
FN BM2007	3,489	3,412	-77	0.00%	-$104
Bear Stearns ARM Trust, Series 2004-10, Class 21A1	4,059	3,380	-679	0.00%	-$680
GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1	3,608	3,323	-285	0.00%	-$259
FN AS4380	3,454	3,398	-55	0.00%	-$89
MLCC MORTGAGE INVESTORS INC MLCC 2004 1 2A2	2,564	2,514	-50	0.00%	-$36
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A1	2,571	2,247	-324	0.00%	-$321
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR14 A1	2,341	2,281	-60	0.00%	-$47
Reperforming Loan REMIC Trust, Series 2005-R2, Class 1AF1	2,537	2,250	-287	0.00%	-$275
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR8 A1	2,226	2,183	-43	0.00%	-$42
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 A1	1,934	1,900	-34	0.00%	-$31
Citigroup Mortgage Loan Trust, Series 2005-11, Class A3	2,188	1,817	-371	0.00%	-$366
CSMC Trust, Series 2007-4R, Class 1A1	1,741	1,663	-77	0.00%	-$78
FHLMC	1,401	1,378	-23	0.00%	-$28
WAMU MTG PASS THROUGH CTFS VAR 10/25/2034	1,590	1,424	-166	0.00%	-$218
NYKREDIT REALKREDIT A/S COVERED REGS 10/53 2	11,074	11,071	-3	0.00%	-$27
FHLMC	1,301	1,251	-50	0.00%	-$56
FNR 2006-98 FA	953	899	-54	0.00%	-$54
Freddie Mac Strips	855	838	-17	0.00%	-$18
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1	817	717	-99	0.00%	-$80
United States Small Business Administration, Series 2008-20B, Class 1	788	598	-189	0.00%	-$193
FNMA POOL 806506 FN 10/44 FLOATING VAR	577	563	-14	0.00%	-$14
FNMA POOL 803338 FN 09/44 FLOATING VAR	536	493	-43	0.00%	-$44
United States Small Business Administration, Series 2008-20G, Class 1	517	427	-90	0.00%	-$89
GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1	368	362	-7	0.00%	-$5
REALKREDIT DANMARK COVERED REGS 04/47 2.5	1,514	1,498	-16	0.00%	-$7
MRFC Mortgage Pass-Through Trust, Series 2000-TBC2, Class A1	174	164	-10	0.00%	-$10
Chase Mortgage Finance Trust Series 2005-A1	287	102	-185	0.00%	-$175
JYSKE REALKREDIT A/S COVERED 10/47 2.5	385	381	-4	0.00%	-$2
NYKREDIT REALKREDIT A/S COVERED REGS 10/47 2.5	371	367	-4	0.00%	-$2
GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1	34	31	-3	0.00%	-$3
MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A	28	21	-7	0.00%	-$7
NORDEA KREDIT REALKREDIT COVERED 10/47 2.5	83	82	-1	0.00%	-$0
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 22 IO	70,510	69,963	-547	0.00%	-$0
JYSKE REALKREDIT A/S COVERED 10/53 1.5	2	2	-0	0.00%	-$0
NORDEA KREDIT REALKREDIT COVERED 10/43 0.5	2	2	-0	0.00%	$0
NYKREDIT REALKREDIT A/S COVERED REGS 10/43 0.5	2	2	-0	0.00%	-$0
NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5	1	1	-0	0.00%	-$0
ECX EMISSION FUT DEC26 MOZ26	157	56	-101	-0.01%	-$858.59K

Security	Shares Dec 2025	Shares Mar 2026	End %	Δ value
PROJECT CASHMERE CLASS A1 144A	26,400,000	26,400,000	0.71%	$596.64K
VOYA EURO CLO VOYE 4A AR 144A	10,770,000	10,770,000	0.49%	-$240.23K
RPLDCI 6.581 05/30/49 144A	8,800,000	8,800,000	0.35%	-$250.61K
RFR USD SOFR/2.86500 02/13/24-30Y LCH	1	1	0.29%	-$580.50K
Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR	6,700,000	6,700,000	0.26%	$4.07K
CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2016-3A CL ARRR V/R REGD 144A P/P 4.97444000	5,700,000	5,700,000	0.22%	$552
OZLME OZLME 4A AR 144A	4,800,000	4,800,000	0.22%	-$103.88K
HAYFIN EMERALD CLO HAYEM 10A ARR 144A	4,600,000	4,600,000	0.21%	-$97.06K
Jamestown CLO XVI Ltd., Series 2021-16A, Class AR	4,500,000	4,500,000	0.18%	$2.92K
ARBOUR CLO ARBR 11A AR	3,500,000	3,500,000	0.16%	-$73.83K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M3	4,100,000	4,100,000	0.16%	-$3.98K
RFR USD SOFR/3.50000 06/20/24-30Y LCH	1	1	0.13%	-$102.38K
Guggenheim CLO Ltd., Series 2022-2A, Class A1R	3,400,000	3,400,000	0.13%	$5.41K
TERRENO REALTY CORP	52,741	52,741	0.13%	$142.93K
Trinitas CLO XX Ltd., Series 2022-20A, Class A1R	3,100,000	3,100,000	0.12%	$7.59K
AMMC CLO 24 LTD SER 2021-24A CL AR V/R REGD 144A P/P 5.08444000	3,000,000	3,000,000	0.12%	$215
ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A	2,800,000	2,800,000	0.11%	$3.24K
CWABS ASSET-BACKED CERTIFICATES TRUST 2004-7 SER 2004-7 CL MV5 V/R REGD 5.79376000	2,919,871	2,919,871	0.10%	-$24.61K
CAPITAL FOUR CLO CFOUR 10A A 144A	2,000,000	2,000,000	0.09%	-$44.62K
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1	2,400,000	2,400,000	0.09%	-$36.14K
HENLEY FUNDING LTD. HNLY 6A A 144A	1,900,000	1,900,000	0.09%	-$41.95K
RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3	7,261,715	7,261,715	0.08%	-$46.48K
GWOLF 2019-1A A1R2	1,950,000	1,950,000	0.08%	$185
CQS US CLO Ltd., Series 2021-1A, Class AR	1,900,000	1,900,000	0.07%	-$1.22K
ACE SECURITIES CORP. ACE 2005 HE2 M6	2,000,000	2,000,000	0.07%	$5.30K
BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A	1,400,000	1,400,000	0.06%	-$29.27K
OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A	1,500,000	1,500,000	0.06%	$860
FREMONT HOME LOAN TRUST FHLT 2004 4 M2	1,701,293	1,701,293	0.06%	$6.66K
HAYFIN EMERALD CLO HAYEM 5A AR 144A	1,100,000	1,100,000	0.05%	-$19.16K
ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A	1,100,000	1,100,000	0.05%	-$23.07K
Merrill Lynch Mortgage Investors Trust Series 2005-NC1	1,223,460	1,223,460	0.05%	$1.01K
Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR	1,200,000	1,200,000	0.05%	$36
TRYSAIL CLO LTD TRYSL 2022 1A A 144A	1,100,000	1,100,000	0.04%	$272
CAPST 2024-1 A	1,000,000	1,000,000	0.04%	$414
RFR JPY MUTK/0.50000 12/15/21-10Y LCH	1	1	0.04%	$130.44K
LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2	751,464	751,464	0.03%	$494
INF SWAP EM NI 1.636 06/15/25-2Y LCH	1	1	0.02%	$523.31K
INF SWAP EM NI 2.7 04/15/23-30Y LCH	1	1	0.02%	-$201.24K
INF SWAP EM NI 2.736 10/15/23-30Y LCH	2	2	0.02%	-$168.00K
INF SWAP EM NI 2.763 09/15/23-30Y LCH	1	1	0.02%	-$141.38K
US TREASURY N/B	451,000	451,000	0.02%	-$4.93K
UNITED MEXICAN	400,000	400,000	0.02%	-$9.80K
UNITED MEXICAN	400,000	400,000	0.02%	-$9.52K
HSBC HOLDINGS PLC SUBORDINATED REGS 03/40 6	274,000	274,000	0.01%	-$24.54K
RFR JPY MUTK/0.55000 09/14/23-5Y LCH	1	1	0.01%	$42.49K
CREDICORP CAPITAL SOCIED /PEN/ REGD 144A P/P 9.70000000	1,100,000	1,100,000	0.01%	-$10.58K
RFR USD SOFR/4.16066 03/31/26-28Y* LCH	1	1	0.01%	-$100.15K
US TREASURY N/B	288,000	288,000	0.01%	-$3.76K
INF SWAP US IT 2.645 09/10/21-7Y LCH	1	1	0.01%	$27.82K
Bank of America Corp., Series FF	223,000	223,000	0.01%	-$1.75K
INF SWAP EM NI 2.034 09/15/24-10Y LCH	1	1	0.01%	$425.42K
IRS EUR 2.46500 12/08/25-2Y LCH	1	1	0.01%	$366.50K
GMAC LLC	176,000	176,000	0.01%	-$4.56K
UBS GROUP AG SR UNSECURED REGS 11/29 VAR	100,000	100,000	0.00%	-$4.13K
UBS GROUP AG SR UNSECURED REGS 06/27 VAR	100,000	100,000	0.00%	-$1.59K
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	1,100,000	1,100,000	0.00%	-$2.75K
UBS GROUP AG SR UNSECURED REGS 04/32 VAR	100,000	100,000	0.00%	-$3.58K
APARTMENT INVEST	13,644	13,644	0.00%	-$25.51K
INF SWAP EM NI 2.049 08/15/24-10Y LCH	1	1	0.00%	$105.67K
VERIZON COMM INC	46,000	46,000	0.00%	-$383
INF SWAP EM NI 2.59 03/15/22-30Y LCH	2	2	0.00%	-$117.39K
AVOLON HDGS	21,000	21,000	0.00%	-$81
CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-6 SER 2004-6 CL 2A5 V/R REGD 4.62621000	18,624	18,624	0.00%	$2
INDYMAC HOME EQUITY LOAN ASSET INHEL 2004 B M1	12,982	12,982	0.00%	-$6
INF SWAP EM NI 2.55 04/15/22-30Y LCH	1	1	0.00%	-$73.36K
SMALL BUSINESS ADMINISTRATION SBAP 2008 20K 1	1,235	1,235	0.00%	-$8
United States Small Business Administration, Series 2007-20E, Class 1	919	919	0.00%	-$1
MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A	1,013	1,013	0.00%	-$63
United States Small Business Administration	568	568	0.00%	-$2
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20F 1	255	255	0.00%	-$1
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
NYKREDIT REALKREDIT A/S COVERED REGS 10/53 2	1	1	0.00%	-$0
317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012	-7,500,000	-7,500,000	0.00%	$7.03K
317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR	-22,700,000	-22,700,000	0.00%	$16.79K
INF SWAP GB NI 3.466 09/15/24-10Y LCH	1	1	0.00%	-$259.63K
317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125	-7,500,000	-7,500,000	0.00%	-$60.01K
INF SWAP GB NI 3.5 08/15/24-10Y LCH	1	1	0.00%	-$618.68K
317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR	-42,700,000	-42,700,000	-0.01%	$53.63K
317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR	-22,700,000	-22,700,000	-0.01%	-$191.81K
317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR	-42,700,000	-42,700,000	-0.02%	-$336.16K
RFR GBP SONIO/3.75000 03/18/26-5Y LCH	1	1	-0.12%	-$3.13M

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