NPORT-P false 0001047304 XXXXXXXX S000009673 C000026503 C000030990 C000026502 PIMCO Variable Insurance Trust 811-08399 0001047304 549300KNGHUU7TTJOR56 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Low Duration Portfolio S000009673 2ZJ0UBWM576CNLD1YP86 2023-12-31 2023-09-30 N 1993036277.500000 529297619.000000 1463738658.500000 0.000000 0.000000 81961730.170000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 20385078.140000 USD BRL CAD EUR GBP ARS NZD JPY N 50% ICE BofA 1-3 Year US Treasury Index, 50% Bloomberg US Intermediate Credit Total Return Index G1O2, LUICTRUU N/A N/A 000000000 1.000000 NC 20014.830000 0.0013674 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 6080398.420000 CAD 4498517.300000 USD 2023-11-02 20014.830000 N N N N/A N/A 000000000 -11.000000 NC 79035.700000 0.0053996 N/A DIR JP N 1 OSAKA SECURITIES EXCHANGE 3538001249AILNPRUX57 Short N/A JAPAN GOVT 2023-12-13 -10670235.550000 JPY 79035.700000 N N N N/A N/A 000000000 1.000000 NC 490.550000 0.0000335 N/A DFE ZA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 74054.870000 USD 1417619.190000 ZAR 2023-11-22 490.550000 N N N N/A N/A 000000000 1.000000 NC 1126533.290000 0.0769627 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 21172327.000000 GBP 26965304.330000 USD 2023-11-15 1126533.290000 N N N N/A N/A 000000000 1.000000 NC 1045833.030000 0.0714494 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 18437575.000000 GBP 23547104.570000 USD 2023-11-15 1045833.030000 N N N ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM N/A 04965JAA1 3972455.240000 PA USD 3757885.060000 0.2567320 Long ABS-MBS CORP US N 2 2036-12-15 Floating 6.56 N N N N N N N/A N/A 000000000 1.000000 NC 373.140000 0.0000255 N/A DFE CN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 993208.380000 CNY 137739.000000 USD 2024-03-26 373.140000 N N N ATSTC 2022-1A N/A 04942PAA5 3702347.180000 PA USD 3714106.800000 0.2537411 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 7.90796 N N N N N N N/A N/A 000000000 1.000000 NC -56.930000 -0.0000039 N/A DFE MY N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 21164.870000 USD 98750.000000 MYR 2023-10-18 -56.930000 N N N N/A N/A 000000000 1.000000 NC 92.080000 0.0000063 N/A DFE ZA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 101048.560000 USD 1923206.720000 ZAR 2023-11-21 92.080000 N N N N/A N/A 000000000 443.000000 NC USD -2332563.350000 -0.1593565 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long N/A 90SOFR 2024-03-19 104711356.250000 USD -2332563.350000 N N N N/A N/A 000000000 -18.000000 NC USD -99224.460000 -0.0067788 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT SOFR 90DAY CME (WHT) 03/19/24 2024-03-20 N/A USD N/A 96.750000 USD 2023-12-15 XXXX -69899.460000 N N N N/A N/A 000000000 -8600000.000000 NC USD -3.440000 -0.0000002 N/A DIR US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/2.84500 11/15/23-1Y LCH 2024-11-15 0.000000 USD 0.000000 USD N/A USD N/A 2.850000 USD 2023-11-13 XXXX 54391.560000 N N N N/A N/A 000000000 -8600000.000000 NC USD -208949.900000 -0.0142751 N/A DIR US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/2.84500 11/15/23-1Y LCH 2024-11-15 0.000000 USD 0.000000 USD N/A USD N/A 2.850000 USD 2023-11-13 XXXX -154554.900000 N N N N/A N/A 000000000 -7800000.000000 NC USD -173815.200000 -0.0118747 N/A DIR US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 Put Written Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/2.68750 04/04/24-1Y LCH 2025-04-04 0.000000 USD 0.000000 USD N/A USD N/A 2.690000 USD 2024-04-02 XXXX -112780.200000 N N N N/A N/A 000000000 -10300000.000000 NC USD -229288.300000 -0.0156646 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/2.69000 04/04/24-1Y LCH 2025-04-04 0.000000 USD 0.000000 USD N/A USD N/A 2.690000 USD 2024-04-02 XXXX -148433.300000 N N N N/A N/A 000000000 -7800000.000000 NC USD -1220.700000 -0.0000834 N/A DIR US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 Call Written Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/2.68750 04/04/24-1Y LCH 2025-04-04 0.000000 USD 0.000000 USD N/A USD N/A 2.690000 USD 2024-04-02 XXXX 59814.300000 N N N N/A N/A 000000000 -10300000.000000 NC USD -1617.100000 -0.0001105 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/2.69000 04/04/24-1Y LCH 2025-04-04 0.000000 USD 0.000000 USD N/A USD N/A 2.690000 USD 2024-04-02 XXXX 79237.900000 N N N BABSON CLO LTD 2016-2A N/A 06761CAL3 4100000.000000 PA USD 4083701.230000 0.2789911 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 6.65775 N N N N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-RLJ N/A 05492HAA4 4500000.000000 PA USD 4467019.950000 0.3051788 Long ABS-MBS CORP US N 2 2036-04-15 Floating 6.43001 N N N N N N BANC OF AMERICA FUNDING CORP 2006-J N/A 05951EAM9 83484.210000 PA USD 76149.590000 0.0052024 Long ABS-MBS CORP US N 2 2047-01-20 Floating 4.43554 Y N N N N N N/A N/A 000000000 1.000000 NC -622266.720000 -0.0425121 N/A DIR NZ N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 NZ$ Bank Bill 3M FRA N/A N/A Y 2024-06-14 0.000000 NZD -700632.740000 NZD 301000000.000000 NZD 78366.020000 N N N N/A N/A 000000000 1.000000 NC -1102484.980000 -0.0753198 N/A DIR NZ N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 NZ$ Bank Bill 3M FRA N/A N/A Y 2024-09-13 0.000000 NZD -27074.080000 NZD 135800000.000000 NZD -1075410.900000 N N N N/A N/A 000000000 1.000000 NC -103529.000000 -0.0070729 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2028-06-18 200942.800000 JPY 0.000000 JPY 1640000000.000000 JPY -304471.800000 N N N N/A N/A 000000000 1.000000 NC 485512.560000 0.0331693 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2038-03-20 3997.650000 JPY 0.000000 JPY 1000000000.000000 JPY 481514.910000 N N N N/A N/A 000000000 1.000000 NC 25157.380000 0.0017187 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2024-03-17 141123.420000 JPY 0.000000 JPY 9570000000.000000 JPY -115966.040000 N N N N/A N/A 000000000 1.000000 NC 2072122.610000 0.1415637 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2052-06-15 96197.130000 JPY 0.000000 JPY 1790000000.000000 JPY 1975925.480000 N N N BANC OF AMERICA MTGE SEC 2004-F N/A 05949AHR4 106010.370000 PA USD 93735.160000 0.0064038 Long ABS-MBS CORP US N 3 2034-07-25 Floating 5.27037 N N N N N N BANC OF AMERICA MTGE SEC 2004-G N/A 05949ALH1 140755.710000 PA USD 133745.760000 0.0091373 Long ABS-MBS CORP US N 3 2034-08-25 Floating 5.3475 N N N N N N N/A N/A 000000000 1.000000 NC USD 2386240.820000 0.1630237 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-12-21 1261986.500000 USD 0.000000 USD 12230000.000000 USD 1124254.320000 N N N N/A N/A 000000000 1.000000 NC USD -2806221.960000 -0.1917161 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2027-06-15 0.000000 USD -119700.000000 USD 31500000.000000 USD -2686521.960000 N N N N/A N/A 000000000 1.000000 NC USD -371104.230000 -0.0253532 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-02-23 0.000000 USD -19608.000000 USD 5700000.000000 USD -351496.230000 N N N N/A N/A 000000000 1.000000 NC USD -107233.670000 -0.0073260 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-03-02 0.000000 USD -5550.000000 USD 2000000.000000 USD -101683.670000 N N N N/A N/A 000000000 1.000000 NC USD 291627.510000 0.0199235 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2024-09-13 132000.000000 USD 0.000000 USD 17600000.000000 USD 159627.510000 N N N N/A N/A 000000000 1.000000 NC USD 312945.110000 0.0213798 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2024-09-14 0.000000 USD 0.000000 USD 18800000.000000 USD 312945.110000 N N N N/A N/A 000000000 1.000000 NC USD -81643.380000 -0.0055777 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-03-10 0.000000 USD -5343.750000 USD 2500000.000000 USD -76299.630000 N N N N/A N/A 000000000 1.000000 NC USD -63143.120000 -0.0043138 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-08-22 0.000000 USD -6350.000000 USD 2000000.000000 USD -56793.120000 N N N N/A N/A 000000000 1.000000 NC USD -208973.460000 -0.0142767 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2024-09-13 0.000000 USD -82720.000000 USD 17600000.000000 USD -126253.460000 N N N N/A N/A 000000000 1.000000 NC USD -220971.750000 -0.0150964 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2024-09-14 0.000000 USD 0.000000 USD 18800000.000000 USD -220971.750000 N N N N/A N/A 000000000 1.000000 NC USD 85162.900000 0.0058182 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2024-09-13 0.000000 USD 0.000000 USD 7400000.000000 USD 85162.900000 N N N N/A N/A 000000000 1.000000 NC USD 50643.980000 0.0034599 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2024-09-14 0.000000 USD 0.000000 USD 4700000.000000 USD 50643.980000 N N N N/A N/A 000000000 1.000000 NC USD -241155.230000 -0.0164753 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2024-09-13 0.000000 USD -94080.000000 USD 33600000.000000 USD -147075.230000 N N N N/A N/A 000000000 1.000000 NC USD -128996.510000 -0.0088128 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2024-09-14 0.000000 USD 0.000000 USD 18800000.000000 USD -128996.510000 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAP0 4600000.000000 PA USD 4422852.300000 0.3021613 Long DBT CORP ES N 2 2025-03-24 Fixed 3.496 N N N N N N N/A N/A 000000000 1.000000 NC -394272.840000 -0.0269360 N/A DFE JP N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 8299313.000000 USD 1173248980.000000 JPY 2023-11-15 -394272.840000 N N N N/A N/A 000000000 1.000000 NC -830.720000 -0.0000568 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 146006.890000 USD 225797.000000 AUD 2023-10-03 -830.720000 N N N N/A N/A 000000000 1.000000 NC -66949.930000 -0.0045739 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 1485876.930000 USD 210594080.000000 JPY 2023-11-15 -66949.930000 N N N N/A N/A 000000000 1.000000 NC 487873.510000 0.0333306 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 11131416.000000 EUR 12277695.830000 USD 2023-11-15 487873.510000 N N N BANK OF AMERICA AUTO TRUST 2023-1A N/A 06428AAB4 2200000.000000 PA USD 2199042.120000 0.1502346 Long ABS-O CORP US N 2 2026-05-15 Fixed 5.83 N N N N N N N/A N/A 000000000 1.000000 NC 18824.970000 0.0012861 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 2465897.000000 NZD 1496784.680000 USD 2023-11-15 18824.970000 N N N N/A N/A 000000000 1.000000 NC 33731.730000 0.0023045 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 26769095.750000 ZAR 1445869.050000 USD 2023-10-17 33731.730000 N N N N/A N/A 000000000 -2200000.000000 NC USD -5.500000 -0.0000004 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 5.0% OCT 30YR N/A 98.220000 USD 2023-10-05 XXXX 10736.690000 N N N N/A N/A 000000000 -2200000.000000 NC USD -21909.360000 -0.0014968 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 5.0% OCT 30YR N/A 95.220000 USD 2023-10-05 XXXX -8331.230000 N N N N/A N/A 000000000 -2900000.000000 NC USD -28880.520000 -0.0019731 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 5.0% OCT 30YR N/A 95.220000 USD 2023-10-05 XXXX -10982.080000 N N N N/A N/A 000000000 -3700000.000000 NC USD -43146.810000 -0.0029477 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 5.0% OCT 30YR N/A 95.440000 USD 2023-10-05 XXXX -22045.250000 N N N N/A N/A 000000000 -41.000000 NC USD -8560.310000 -0.0005848 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/23 2023-12-20 N/A USD N/A 110.000000 USD 2023-10-27 XXXX 4232.920000 N N N N/A N/A 000000000 -41.000000 NC USD -19784.100000 -0.0013516 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/23 2023-12-20 N/A USD N/A 107.000000 USD 2023-10-27 XXXX -5136.850000 N N N N/A N/A 000000000 -1093.000000 NC USD 2191720.840000 0.1497344 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-12-19 -118069617.730000 USD 2191720.840000 N N N N/A N/A 000000000 -906.000000 NC USD 2598915.920000 0.1775533 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-12-19 -101068547.330000 USD 2598915.920000 N N N N/A N/A 000000000 4158.000000 NC USD -2544457.530000 -0.1738328 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-12-29 842823348.440000 USD -2544457.530000 N N N N/A N/A 000000000 129.000000 NC USD -109517.650000 -0.0074820 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-12-29 13586824.250000 USD -109517.650000 N N N BANK OF AMERICA MTGE SEC 2003-D N/A 05948XBV2 16078.270000 PA USD 12725.780000 0.0008694 Long ABS-MBS CORP US N 3 2033-05-25 Floating 5.35444 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBL8 5100000.000000 PA USD 4812792.070000 0.3288013 Long DBT CORP GB N 2 2026-05-07 Floating 2.852 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBZ7 4500000.000000 PA USD 4408848.770000 0.3012046 Long DBT CORP GB N 2 2026-08-09 Floating 5.304 N N N N N N BDS 2021-FL10 LTD N/A 07335YAA4 5000000.000000 PA USD 4912500.000000 0.3356132 Long ABS-CBDO CORP KY N 2 2036-12-16 Floating 6.79505 N N N N N N BEAR STEARNS STRUC PROD INC 2007-R6 N/A 07402FAA3 192351.910000 PA USD 140147.930000 0.0095747 Long ABS-MBS CORP US N 2 2036-01-26 Floating 4.70978 Y N N N N N BEAR STEARNS STRUC PROD INC 2007-R6 N/A 07402FAC9 156550.840000 PA USD 115294.170000 0.0078767 Long ABS-MBS CORP US N 2 2046-12-26 Floating 4.3353 Y N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZS4 3915.660000 PA USD 3681.200000 0.0002515 Long ABS-MBS CORP US N 2 2034-01-25 Floating 3.89999 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4F6 868463.130000 PA USD 821909.160000 0.0561514 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.7974 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4J8 23088.700000 PA USD 18595.650000 0.0012704 Long ABS-MBS CORP US N 3 2035-01-25 Floating 5.12501 N N N N N N BEAR STEARNS ALT-A TRUST 2006-8 N/A 07387QAX8 112968.820000 PA USD 100999.310000 0.0069001 Long ABS-MBS CORP US N 2 2034-02-25 Floating 5.7542 N N N N N N BEAR STEARNS ARM 2003-1 N/A 07384MTN2 309.860000 PA USD 296.760000 0.0000203 Long ABS-MBS CORP US N 3 2033-04-25 Floating 4.5 N N N N N N BEAR STEARNS ARM TR 2004-3 N/A 07384MQ70 57160.740000 PA USD 51942.580000 0.0035486 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.74882 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSJ2 110.760000 PA USD 79.820000 0.0000055 Long ABS-MBS CORP US N 3 2033-02-25 Floating 3.25004 N N N N N N BENEFIT STREET PARTNERS CLO XII LTD 2017-12A N/A 08179HAE0 4302860.030000 PA USD 4295734.920000 0.2934769 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 6.51957 N N N N N N BENEFIT STREET PARTNERS CLO XIX LTD 2019-19A N/A 08182RAA1 4500000.000000 PA USD 4496716.080000 0.3072076 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 6.91957 N N N N N N BENEFIT STREET PARTNERS CLO XVI LTD N/A 08181VAN5 3120000.000000 PA USD 3111655.030000 0.2125827 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 6.59957 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2G8 3900000.000000 PA USD 3880944.680000 0.2651392 Long DBT CORP FR N 2 2025-01-10 Floating 4.705 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CZ6 5000000.000000 PA USD 4931590.750000 0.3369174 Long DBT CORP US N 2 2024-02-01 Fixed 1.95 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAN2 2100000.000000 PA USD 2078043.720000 0.1419682 Long DBT CORP FR N 2 2027-01-18 Floating 5.975 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI1HXQZ7 123000000.000000 PA 23789070.640000 1.6252266 Long DBT NUSS BR N 2 2024-01-01 None 0 N N N N N N BX TRUST 2019-ATL N/A 056058AA8 4500000.000000 PA USD 4412250.000000 0.3014370 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.53408 N N N N N N BX TRUST 2022-FOX2 N/A 05610AAW8 951247.310000 PA USD 921515.310000 0.0629563 Long ABS-MBS CORP US N 2 2039-04-15 Floating 6.0814 N N N N N N CAPE LOOKOUT RE LTD N/A 13947LAD4 1500000.000000 PA USD 1456200.000000 0.0994850 Long DBT CORP BM N 2 2029-03-28 Floating 5 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCM5 300000.000000 PA USD 283238.310000 0.0193503 Long DBT CORP US N 2 2026-03-03 Floating 2.636 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCQ6 4400000.000000 PA USD 4320025.030000 0.2951364 Long DBT CORP US N 2 2025-05-09 Floating 4.166 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCU7 4100000.000000 PA USD 3979733.590000 0.2718883 Long DBT CORP US N 2 2026-07-24 Floating 4.985 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2017-A5 N/A 14041NFP1 4100000.000000 PA USD 4103251.300000 0.2803268 Long ABS-MBS CORP US N 2 2027-07-15 Floating 6.02668 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A3 N/A 14041NGB1 5500000.000000 PA USD 5440509.250000 0.3716858 Long ABS-MBS CORP US N 2 2027-10-15 Fixed 4.95 N N N N N N CARLYLE EURO CLO 2019-2 DAC 19-2A N/A ACI1ZPM05 4300000.000000 PA 4444162.860000 0.3036172 Long ABS-CBDO CORP IE N 2 2032-08-15 Floating 4.671 N N N N N N CARMAX AUTO OWNER TRUST 2022-3 N/A 14318MAB5 1641560.340000 PA USD 1632883.050000 0.1115556 Long ABS-O CORP US N 2 2025-09-15 Fixed 3.81 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2022-P1 N/A 14688DAB7 485401.360000 PA USD 484320.570000 0.0330879 Long ABS-O CORP US N 2 2025-05-12 Fixed 2.57 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2023-P2 N/A 14686TAC2 3940000.000000 PA USD 3897672.580000 0.2662820 Long ABS-O CORP US N 2 2028-04-10 Fixed 5.42 N N N N N N CHEVY CHASE MTGE FUNDING CORP 2004-1A N/A 16678RAS6 5887.510000 PA USD 5495.620000 0.0003755 Long ABS-MBS CORP US N 2 2035-01-25 Floating 5.7142 N N N N N N CIFC FUNDING LTD 2017-4A N/A 12551JAL0 4678374.330000 PA USD 4673224.700000 0.3192663 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 6.55718 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST 2017-A5 N/A 17305EGD1 2000000.000000 PA USD 2005180.000000 0.1369903 Long ABS-MBS CORP US N 2 2026-04-22 Floating 6.05793 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST 2018-A5 N/A 17305EGP4 2100000.000000 PA USD 2099767.530000 0.1434524 Long ABS-MBS CORP US N 2 2027-08-07 Floating 6.0521 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAP8 4800000.000000 PA USD 4782214.420000 0.3267123 Long DBT CORP US Y 2 2026-01-25 Floating 6.00642 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW53 6845.280000 PA USD 6629.750000 0.0004529 Long ABS-MBS CORP US N 2 2035-05-25 Floating 6.98 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-3 N/A 17307GTK4 50803.390000 PA USD 41626.370000 0.0028438 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.28229 Y N N N N N COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR N/A 12564NAA0 4700000.000000 PA USD 4607892.690000 0.3148030 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.572 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAE3 4900000.000000 PA USD 4496089.520000 0.3071648 Long DBT CORP US N 2 2025-10-01 Fixed 1.547 N N N N N N CORSAIR INTERNATIONAL LIMITED 213800F3PS68ENYG4O41 ACI2363S0 4500000.000000 PA 4721943.230000 0.3225947 Long DBT CORP JE N 2 2027-01-28 Floating 8.802 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2003-J2 N/A 12669E4A1 4901.770000 PA USD 4537.600000 0.0003100 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 6 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2003-BC5 N/A 126671K62 395272.280000 PA USD 378854.090000 0.0258826 Long ABS-MBS CORP US N 2 2033-12-25 Floating 6.1342 N N N N N N COUNTRYWIDE HOME LOANS 2004-22 N/A 12669F6Z1 110975.840000 PA USD 99466.890000 0.0067954 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.86069 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB6 N/A 12669GBA8 261324.570000 PA USD 238988.400000 0.0163273 Long ABS-MBS CORP US N 3 2034-11-20 Floating 4.79484 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB9 N/A 12669GHG9 25196.120000 PA USD 25007.960000 0.0017085 Long ABS-MBS CORP US N 2 2035-02-20 Floating 3.85598 N N N N N N COUNTRYWIDE HOME LOANS 2005-HYB9 N/A 126670LE6 146517.380000 PA USD 134588.370000 0.0091948 Long ABS-MBS CORP US N 2 2036-02-20 Floating 6.53729 Y N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 ACI1M88D5 1000000.000000 PA 886198.660000 0.0605435 Long DBT CORP LU N 2 2026-05-12 Fixed 2.75 N N N N N N CQS US CLO 2022-2A LTD N/A 12664BAN7 3750000.000000 PA USD 3750000.000000 0.2561933 Long ABS-CBDO CORP JE N 2 2031-07-20 Floating 7.16571 N N N N N N CREDIT SUISSE (SCHWEIZ) AG 549300CWR0W0BCS9Q144 ACI2BKFD0 1900000.000000 PA 1977150.290000 0.1350754 Long DBT CORP CH N 2 2025-12-05 Fixed 3.39 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 22550L2H3 4400000.000000 PA USD 4242602.450000 0.2898470 Long DBT CORP CH N 2 2025-02-21 Fixed 3.7 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 22550L2J9 4100000.000000 PA USD 4042678.640000 0.2761886 Long DBT CORP CH N 2 2024-08-09 Fixed 4.75 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A N/A 22540VK43 309.600000 PA USD 286.420000 0.0000196 Long ABS-MBS CORP US N 2 2032-03-25 Floating 5.82333 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22823QXX4 950000.000000 PA USD 945071.820000 0.0645656 Long DBT CORP US N 2 2023-10-31 None 0 N N N N N N CRSNT TRUST 2021-MOON N/A 22877LAA5 6000000.000000 PA USD 5678965.200000 0.3879767 Long ABS-MBS CORP US N 2 2036-04-15 Floating 6.27448 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2001-HE17 N/A 22540A7A0 1958.610000 PA USD 1862.840000 0.0001273 Long ABS-MBS CORP US N 2 2032-01-25 Floating 6.0542 N N N N N N DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AC4 5000000.000000 PA USD 5001886.100000 0.3417199 Long DBT CORP US N 2 2023-12-14 Floating 5.91882 N N N N N N DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AE0 5000000.000000 PA USD 4993523.100000 0.3411485 Long DBT CORP US N 2 2024-12-13 Floating 6.06308 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABD2 4500000.000000 PA USD 4433735.120000 0.3029048 Long DBT CORP DK N 2 2025-03-28 Floating 3.773 N N N N N N DBGS 2021-W52 MORTGAGE TRUST N/A 23308LAA2 100000.000000 PA USD 93294.990000 0.0063737 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.84228 N N N N N N DBGS MORTGAGE TRUST 2018-5BP N/A 33830CAA8 2100000.000000 PA USD 1971393.900000 0.1346821 Long ABS-MBS CORP US N 2 2033-06-15 Floating 6.22501 N N N N N N DELL EQUIPMENT FINANCE TRUST 2022-1 N/A 24703WAB5 165993.790000 PA USD 165721.430000 0.0113218 Long ABS-O CORP US N 2 2027-08-23 Fixed 2.11 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAJ6 4000000.000000 PA USD 3958456.840000 0.2704347 Long DBT CORP DE N 2 2026-07-14 Floating 6.119 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CN7 4600000.000000 PA USD 4397315.810000 0.3004167 Long DBT CORP DE N 2 2027-11-16 Floating 6.54312 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 2524H5XP7 3600000.000000 PA USD 3586766.400000 0.2450414 Long DBT CORP GB N 2 2023-10-23 None 0 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 2017-A5 N/A 254683CA1 4100000.000000 PA USD 4104166.420000 0.2803893 Long ABS-MBS CORP US N 2 2026-12-15 Floating 6.04668 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 2574P1XB3 4300000.000000 PA USD 4292215.580000 0.2932365 Long DBT CORP US N 2 2023-10-11 None 0 N N N N N N DROP MORTGAGE TRUST 2021-FILE N/A 26210YAA4 5000000.000000 PA USD 4671745.500000 0.3191653 Long ABS-MBS CORP US N 2 2043-10-15 Floating 6.59648 N N N N N N DRYDEN 36 SENIOR LOAN FUND 2014-36A N/A 26249KAZ4 4398351.830000 PA USD 4393769.100000 0.3001744 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 6.58957 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 28504HXP4 2250000.000000 PA USD 2241504.000000 0.1531355 Long DBT CORP FR N 2 2023-10-23 None 0 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 28504HXT6 4500000.000000 PA USD 4480102.490000 0.3060726 Long DBT CORP FR N 2 2023-10-27 None 0 N N N N N N ENBRIDGE (US) INC 5493003FRODSVHJWFS32 29251VX35 2500000.000000 PA USD 2498440.280000 0.1706890 Long DBT CORP US N 2 2023-10-03 None 0 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAZ1 5000000.000000 PA USD 5060061.200000 0.3456943 Long DBT CORP NL N 2 2025-10-14 Fixed 6.8 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAV0 4300000.000000 PA USD 4176401.920000 0.2853243 Long DBT CORP NL N 2 2025-06-15 Fixed 4.25 N N N N N N ENTERPRISE FLEET FINANCING LLC 2022-3 N/A 29374FAB9 3564486.180000 PA USD 3490969.370000 0.2384968 Long ABS-O CORP US N 2 2029-07-20 Fixed 4.38 N N N N N N ENTERPRISE FLEET FUNDING LLC 2022-4 N/A 29374GAB7 2836829.970000 PA USD 2829212.230000 0.1932867 Long ABS-O CORP US N 2 2029-10-22 Fixed 5.76 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AV7 4000000.000000 PA USD 3887085.200000 0.2655587 Long DBT CORP US N 2 2027-12-15 Fixed 5.1 N N N N N N EUROSAIL-UK 2007-4BL PLC 4X N/A BTGD2JII9 4167516.000000 PA 5051906.210000 0.3451372 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 6.26413 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4A N/A 30166BAC6 2001966.940000 PA USD 1998485.320000 0.1365329 Long ABS-O CORP US N 2 2026-02-17 Fixed 4.33 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4A N/A 30166TAB9 2500000.000000 PA USD 2499399.000000 0.1707545 Long ABS-O CORP US N 2 2025-12-15 Fixed 6.07 N N N N N N EXPEDIA GROUP INC N/A 30212PAM7 3407000.000000 PA USD 3337921.610000 0.2280408 Long DBT CORP US N 2 2026-02-15 Fixed 5 N N N N N N FANNIE MAE 2003-25 N/A 31393APU5 2722.510000 PA USD 2639.750000 0.0001803 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 5 N N N N N N FANNIE MAE 2006-118 N/A 31396L4R8 14706.360000 PA USD 14255.040000 0.0009739 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 5.46206 N N N N N N FANNIE MAE 2007-73 N/A 31396V4Q8 55498.200000 PA USD 53832.030000 0.0036777 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 5.46206 N N N N N N FANNIE MAE REMICS 2012-146 N/A 3136ABFP3 24400.900000 PA USD 19764.890000 0.0013503 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 1 N N N N N N FANNIE MAE-G97-4 N/A 31359PK39 4554.750000 PA USD 4570.930000 0.0003123 Long ABS-MBS USGSE US N 2 2027-06-17 Floating 6.32776 N N N N N N FANNIEMAE WHOLE LOAN 2003-W1 N/A 31392GVX0 2808.870000 PA USD 2625.230000 0.0001794 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 6.5 N N N N N N FANNIEMAE WHOLE LOAN 2003-W6 N/A 31393BX75 196013.350000 PA USD 194436.030000 0.0132835 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 5.77943 N N N N N N FANNIEMAE WHOLE LOAN 2004-W2 N/A 31393XGV3 13041.260000 PA USD 12954.590000 0.0008850 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 5.77943 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GWJN7 18800000.000000 PA USD 17296893.000000 1.1816927 Long DBT USGSE US N 2 2025-08-06 Fixed 0.68 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GW5R3 19600000.000000 PA USD 17868285.120000 1.2207292 Long DBT USGSE US N 2 2025-10-27 Fixed 0.65 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GWZV1 29100000.000000 PA USD 26542667.270000 1.8133474 Long DBT USGSE US N 2 2025-10-22 Fixed 0.65 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GW6C5 11800000.000000 PA USD 10400850.990000 0.7105675 Long DBT USGSE US N 2 2026-10-28 Fixed 0.8 N N N N N N FHLMC PASS THRU POOLS N/A 3128JMN94 15804.690000 PA USD 15642.090000 0.0010686 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 4.739 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJ4L7 9297.000000 PA USD 9085.270000 0.0006207 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 5.488 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ3B4 108555.680000 PA USD 98671.730000 0.0067411 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ3T5 373846.020000 PA USD 339755.120000 0.0232115 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y16V5 2055963.770000 PA USD 1868356.290000 0.1276428 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133BNSV6 236324.830000 PA USD 223254.480000 0.0152523 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3133BXWB3 784384.400000 PA USD 740683.030000 0.0506021 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3133BX6R7 720138.470000 PA USD 680041.940000 0.0464592 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3133C1RE2 204600.040000 PA USD 193200.750000 0.0131991 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3133C2GE2 363784.480000 PA USD 343714.820000 0.0234820 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3133C2MQ8 777573.720000 PA USD 734684.790000 0.0501923 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3133C23A4 865695.660000 PA USD 818002.420000 0.0558845 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFG3 617829.890000 PA USD 583718.060000 0.0398786 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5 N N N N N N FHLMC STRUCTURED PASS THROUGH SEC T-63 N/A 31395M2F5 66414.000000 PA USD 62853.180000 0.0042940 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.82567 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-32 N/A 3133TSQG1 33984.170000 PA USD 34157.880000 0.0023336 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 5.55943 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-57 N/A 31394JD87 24555.190000 PA USD 24734.390000 0.0016898 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 6.5 N N N N N N FIRST HORIZON ALT MTGE SEC 2004-AA3 N/A 32051D6B3 75881.430000 PA USD 69469.600000 0.0047460 Long ABS-MBS CORP US N 3 2034-09-25 Floating 6.06141 N N N N N N FIRST HORIZON MTGE PASS-THRU TR 2005-AR3 N/A 32051GQL2 45469.870000 PA USD 31835.200000 0.0021749 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.46574 Y N N N N N FLAGSHIP CREDIT AUTO TRUST 2022-2 N/A 33844XAC2 818506.010000 PA USD 816511.640000 0.0557826 Long ABS-O CORP US N 2 2025-08-15 Fixed 3.28 N N N N N N FNMA PASS THRU POOLS N/A 31371NDS1 16826.350000 PA USD 16156.870000 0.0011038 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NV77 14262.850000 PA USD 13708.510000 0.0009365 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31385HJD5 480.480000 PA USD 481.110000 0.0000329 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 5.557 N N N N N N FNMA PASS THRU POOLS N/A 31385HJE3 720.040000 PA USD 713.260000 0.0000487 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 4.876 N N N N N N FNMA PASS THRU POOLS N/A 31390STH4 19248.720000 PA USD 18682.680000 0.0012764 Long ABS-MBS USGSE US N 2 2042-07-01 Floating 5.826 N N N N N N FNMA PASS THRU POOLS N/A 31391XDM8 45354.770000 PA USD 44281.410000 0.0030252 Long ABS-MBS USGSE US N 2 2041-09-01 Floating 5.876 N N N N N N FNMA PASS THRU POOLS N/A 31400MZF2 578.030000 PA USD 571.130000 0.0000390 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402LPB2 41143.870000 PA USD 39878.930000 0.0027245 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 5.825 N N N N N N FNMA PASS THRU POOLS N/A 31402RN62 2200.480000 PA USD 2172.070000 0.0001484 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 3.953 N N N N N N FNMA PASS THRU POOLS N/A 31407VFQ3 23529.000000 PA USD 23843.720000 0.0016290 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 5.775 N N N N N N FNMA PASS THRU POOLS N/A 31407YHH5 10896.740000 PA USD 10712.410000 0.0007319 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 6.391 N N N N N N FNMA PASS THRU POOLS N/A 31409FL30 48704.600000 PA USD 49046.160000 0.0033507 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.5 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 5749671.310000 PA USD 55639569.280000 3.8011956 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 31416CJP2 348.940000 PA USD 338.720000 0.0000231 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CLT1 2130.190000 PA USD 2167.260000 0.0001481 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416RLD3 562.020000 PA USD 544.490000 0.0000372 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416VC44 21620.660000 PA USD 21118.260000 0.0014428 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416VJD7 337248.570000 PA USD 342714.210000 0.0234136 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31417VRQ8 173.840000 PA USD 168.100000 0.0000115 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417V4Y6 4683.510000 PA USD 4532.280000 0.0003096 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MHW5 13593.250000 PA USD 13162.050000 0.0008992 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418NFL9 3449.830000 PA USD 3333.970000 0.0002278 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418PYF6 211.560000 PA USD 204.640000 0.0000140 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418Q5C3 11189.830000 PA USD 10819.010000 0.0007391 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418RR45 15137.180000 PA USD 14631.190000 0.0009996 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A1FH9 2280.860000 PA USD 2216.920000 0.0001515 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138AFYD6 439.250000 PA USD 423.880000 0.0000290 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4.5 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 14313.390000 PA USD 139140.500000 0.0095058 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3138EGKN3 2623.430000 PA USD 2532.660000 0.0001730 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ELA52 66260.580000 PA USD 63348.490000 0.0043279 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EMAL5 3690.020000 PA USD 3562.680000 0.0002434 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ENEW5 663445.070000 PA USD 675810.220000 0.0461701 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 5.24 N N N N N N FNMA PASS THRU POOLS N/A 3138EQAG7 13863.080000 PA USD 12658.820000 0.0008648 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WDKD2 10861.270000 PA USD 9923.760000 0.0006780 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WHZY1 110737.510000 PA USD 103988.860000 0.0071043 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138Y3E56 3996.070000 PA USD 3664.770000 0.0002504 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F5JF1 52192.080000 PA USD 47098.810000 0.0032177 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FAAZ5 70043.110000 PA USD 65277.030000 0.0044596 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H7LS4 1686476.080000 PA USD 1527384.060000 0.1043481 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HNY97 1319199.000000 PA USD 1195985.790000 0.0817076 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J5TD1 3572172.110000 PA USD 3146930.950000 0.2149927 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140J6GM3 175722.830000 PA USD 159612.520000 0.0109044 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140MJ6N0 16192728.530000 PA USD 13421059.990000 0.9169027 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140NG7B0 767070.920000 PA USD 724475.100000 0.0494948 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140NJG81 939463.250000 PA USD 887133.910000 0.0606074 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q7S73 11049702.640000 PA USD 9680785.920000 0.6613739 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q7XY8 9688016.260000 PA USD 8487804.450000 0.5798716 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q75W3 8389407.760000 PA USD 7350047.220000 0.5021420 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QNGC0 12341943.460000 PA USD 10231800.910000 0.6990183 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QNKS0 5522380.080000 PA USD 4577396.590000 0.3127195 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QNS86 8258014.800000 PA USD 6841562.110000 0.4674033 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QNUB6 8066544.840000 PA USD 6681181.830000 0.4564464 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QNUC4 8300353.500000 PA USD 6873496.840000 0.4695850 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QQ2L8 253230.220000 PA USD 239327.650000 0.0163504 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YFP7 170.970000 PA USD 165.600000 0.0000113 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CA20 3050.100000 PA USD 2864.180000 0.0001957 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418ELX6 351063.420000 PA USD 331680.290000 0.0226598 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418EQ86 7297032.770000 PA USD 6891806.720000 0.4708359 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5 N N N N N N FORD CREDIT AUTO OWNER TRUST 2022-D N/A 345295AC3 4121295.210000 PA USD 4124534.550000 0.2817808 Long ABS-O CORP US N 2 2025-08-15 Floating 6.07328 N N N N N N FORD CREDIT AUTO OWNER TRUST 2023-REV1 N/A 34535QAA3 1250000.000000 PA USD 1212429.630000 0.0828310 Long ABS-O CORP US N 2 2035-08-15 Fixed 4.85 N N N N N N FORMENTERA ISSUER PLC 22-1 N/A ACI23CD49 2511451.720000 PA 3056849.540000 0.2088385 Long ABS-MBS CORP GB N 2 2047-07-28 Floating 5.9653 N N N N N N FORT CRE 2022-FL3 N/A 34706CAA7 4600000.000000 PA USD 4467750.000000 0.3052287 Long ABS-CBDO CORP US N 2 2039-02-23 Floating 7.16495 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K730 N/A 3137FEUA6 5726740.800000 PA USD 5583155.370000 0.3814312 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 3.59 N N N N N N FREDDIE MAC STRIPS 332 N/A 3132HUCJ0 875750.610000 PA USD 796947.750000 0.0544460 Long ABS-MBS USGSE US N 2 2044-08-15 Floating 0.995584 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2C8 4800000.000000 PA USD 4533518.020000 0.3097218 Long DBT CORP US N 2 2024-09-13 Fixed 0.8 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2F1 4800000.000000 PA USD 4752960.140000 0.3247137 Long DBT CORP US N 2 2023-12-08 Fixed 1.25 N N N N N N GALLATIN CLO IX LTD 2018-1A N/A 36361WAC0 910700.020000 PA USD 911572.730000 0.0622770 Long ABS-CBDO CORP KY N 2 2028-01-21 Floating 6.64513 N N N N N N GE-WMC MORTGAGE SECURITIES LLC 2006-1 N/A 36829JAA9 6720.090000 PA USD 2759.910000 0.0001886 Long ABS-MBS CORP US N 3 2036-08-25 Floating 5.5142 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37046UXD8 1550000.000000 PA USD 1546633.490000 0.1056632 Long DBT CORP US N 2 2023-10-13 None 0 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37961DXK1 2500000.000000 PA USD 2491577.780000 0.1702201 Long DBT CORP US N 2 2023-10-19 None 0 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37961DXR6 5000000.000000 PA USD 4978221.400000 0.3401032 Long DBT CORP US N 2 2023-10-25 None 0 N N N N N N GLS AUTO RECEIVABLES ISSUER TRUST 2022-2A N/A 36265NAB9 1504296.700000 PA USD 1494202.870000 0.1020813 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.55 N N N N N N GLS AUTO RECEIVABLES TRUST 2022-1A N/A 36263XAA1 323618.890000 PA USD 322631.330000 0.0220416 Long ABS-O CORP US N 2 2025-08-15 Fixed 1.98 N N N N N N GMAC MORTGAGE CORP LOAN TRUST 2005-AR6 N/A 36185MBG6 20335.530000 PA USD 18269.010000 0.0012481 Long ABS-MBS CORP US N 2 2035-11-19 Floating 3.63065 Y N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAM2 4100000.000000 PA USD 4069904.650000 0.2780486 Long DBT CORP US N 2 2026-08-10 Floating 5.798 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H16 N/A 38375B4Y5 593094.280000 PA USD 590788.980000 0.0403616 Long ABS-MBS USGSE US N 2 2063-07-20 Floating 5.97162 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H17 N/A 38376REV4 799646.500000 PA USD 795852.100000 0.0543712 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 5.67771 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H26 N/A 38376RJR8 5178812.250000 PA USD 5151569.630000 0.3519460 Long ABS-MBS USGSE US N 2 2065-10-20 Floating 5.95162 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UXM7 538692.570000 PA USD 534795.180000 0.0365362 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 6.23162 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UWU0 3758849.380000 PA USD 3724546.120000 0.2544543 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 4.97322 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15 N/A 38376R6F8 4199015.110000 PA USD 4202073.670000 0.2870781 Long ABS-MBS USGSE US N 2 2067-07-20 Floating 6.52543 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H14 N/A 38380QGA4 3766697.070000 PA USD 3820548.030000 0.2610130 Long ABS-MBS USGSE US N 2 2070-08-20 Floating 6.56265 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H12 N/A 38382YAZ6 1770930.010000 PA USD 1798908.220000 0.1228982 Long ABS-MBS USGSE US N 2 2071-08-20 Floating 6.81426 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24 N/A 38382YC27 12587948.770000 PA USD 12752635.640000 0.8712372 Long ABS-MBS USGSE US N 2 2072-11-20 Floating 6.48426 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24 N/A 38382YC92 10971241.430000 PA USD 11106106.510000 0.7587493 Long ABS-MBS USGSE US N 2 2072-11-20 Floating 6.47426 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H05 N/A 38382YV26 2504416.280000 PA USD 2467076.180000 0.1685462 Long ABS-MBS USGSE US N 2 2072-04-20 Floating 6.11426 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H12 N/A 38382Y5K5 3020832.450000 PA USD 3034047.380000 0.2072807 Long ABS-MBS USGSE US N 2 2073-05-20 Floating 6.31426 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H19 N/A 38383KCS9 1004760.490000 PA USD 1003111.480000 0.0685308 Long ABS-MBS USGSE US N 2 2073-08-20 Floating 6.21426 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20 N/A 38383KCV2 1911403.480000 PA USD 1908408.690000 0.1303791 Long ABS-MBS USGSE US N 2 2073-07-20 Floating 6.21426 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20 N/A 38383KDE9 2110110.740000 PA USD 2106663.030000 0.1439234 Long ABS-MBS USGSE US N 2 2073-08-20 Floating 6.21426 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20 N/A 38383KDF6 1603785.370000 PA USD 1607631.410000 0.1098305 Long ABS-MBS USGSE US N 2 2073-08-20 Floating 6.28426 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H21 N/A 902KXY906 7000000.000000 PA USD 7018087.160000 0.4794631 Long ABS-MBS USGSE US N 3 2073-08-20 Floating 6.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H21 N/A 38383KEA6 7000000.000000 PA USD 7011090.100000 0.4789851 Long ABS-MBS USGSE US N 2 2073-09-20 Floating 6.25 N N N N N N GPMT LLC 2021-FL3 N/A 36264BAA8 2824859.600000 PA USD 2781536.710000 0.1900296 Long ABS-MBS CORP KY N 2 2035-07-16 Floating 6.69505 N N N N N N GREAT HALL MORTGAGES PLC 2007-2A N/A 39052PAA7 104517.800000 PA USD 103683.230000 0.0070835 Long ABS-MBS CORP GB N 2 2039-06-18 Floating 5.8017 N N N N N N GREAT HALL MORTGAGES PLC 2007-2X N/A B1Z97QII7 176373.990000 PA USD 174965.640000 0.0119533 Long ABS-MBS CORP GB N 2 2039-06-18 Floating 5.8017 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1 N/A 36265LAB3 4475679.050000 PA USD 3553415.250000 0.2427630 Long ABS-MBS CORP US N 2 2052-09-25 Variable 3 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ3 N/A 362924AE2 4502463.630000 PA USD 3425587.790000 0.2340300 Long ABS-MBS CORP US N 2 2052-08-25 Variable 2.5 N N N N N N GSAMP TRUST 2006-HE1 N/A 3623414T3 62996.180000 PA USD 64229.470000 0.0043880 Long ABS-MBS CORP US N 2 2036-01-25 Floating 6.0192 N N N N N N GSR MORTGAGE LOAN TRUST 2004-11 N/A 36242DFP3 19708.310000 PA USD 19441.850000 0.0013282 Long ABS-MBS CORP US N 2 2034-09-25 Floating 5.9786 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341RX9 69423.190000 PA USD 64548.600000 0.0044098 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.35313 N N N N N N GSR MTGE LOAN TRUST 2003-2F N/A 36228FNB8 35.020000 PA USD 31.940000 0.0000022 Long ABS-MBS CORP US N 3 2032-03-25 Fixed 6 N N N N N N HALEON UK CAPITAL PLC 5493004B26DRJNN0OV17 40555MX27 1650000.000000 PA USD 1649241.540000 0.1126732 Long DBT CORP GB N 2 2023-10-02 None 0 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-2 N/A 41161PLR2 29667.940000 PA USD 27155.370000 0.0018552 Long ABS-MBS CORP US N 2 2035-05-19 Floating 5.88156 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-4 N/A 41161PMX8 160804.580000 PA USD 116339.030000 0.0079481 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.18774 Y N N N N N HERTZ VEHICLE FINANCING LLC 2022-3A N/A 42806MAS8 4500000.000000 PA USD 4468685.400000 0.3052926 Long ABS-O CORP US N 2 2025-03-25 Fixed 3.37 N N N N N N HERTZ VEHICLE FINANCING LLC 2022-4A N/A 42806MBA6 4500000.000000 PA USD 4317571.350000 0.2949687 Long ABS-O CORP US N 2 2026-09-25 Fixed 3.73 N N N N N N HPEFS EQUIPMENT TRUST 2022-2A N/A 40441TAB5 1897137.190000 PA USD 1884632.400000 0.1287547 Long ABS-O CORP US N 2 2029-09-20 Fixed 3.15 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 5300000.000000 PA USD 5249543.470000 0.3586394 Long DBT CORP GB N 2 2029-03-09 Floating 6.161 N N N N N N HSBC USA INC (AKA: HSBC AMERICAS INC) 549300LBOHZ4QSIWU288 40428HVL3 1700000.000000 PA USD 1690424.480000 0.1154868 Long DBT CORP US N 2 2025-03-17 Fixed 5.625 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST 2022-C N/A 448978AB2 2286772.510000 PA USD 2277905.550000 0.1556224 Long ABS-O CORP US N 2 2025-01-15 Fixed 4.34 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABK2 4500000.000000 PA USD 4485964.010000 0.3064730 Long DBT CORP US N 2 2025-04-07 Fixed 5.875 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACL9 2600000.000000 PA USD 2601587.920000 0.1777358 Long DBT CORP US N 2 2025-08-04 Floating 6.47789 N N N N N N IMPAC CMB TRUST 2003-9F N/A 45254NFL6 9758.610000 PA USD 9448.690000 0.0006455 Long ABS-MBS CORP US N 3 2033-07-25 Floating 6.4342 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BA0 4500000.000000 PA USD 4344343.790000 0.2967978 Long DBT CORP NL N 2 2026-03-28 Floating 3.869 N N N N N N INTOWN 2022-STAY MORTGAGE TRUST N/A 46117NAA0 4200000.000000 PA USD 4213729.800000 0.2878745 Long ABS-MBS CORP US N 2 2039-08-15 Floating 7.8206 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2JBYZ2 3760000000.000000 PA 25168298.720000 1.7194530 Long DBT NUSS JP N 2 2023-11-27 None 0 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCQ7 5000000.000000 PA USD 4913209.000000 0.3356616 Long DBT CORP US N 2 2027-09-22 Floating 6.07904 N N N N N N JP MORGAN MORTGAGE TRUST 2005-S3 N/A 466247ZP1 10521.110000 PA USD 4841.680000 0.0003308 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.75 Y N N N N N KREF 2022-FL3 LTD N/A 48275EAA4 4500000.000000 PA USD 4452403.500000 0.3041802 Long ABS-CBDO CORP KY N 2 2039-02-17 Floating 6.77708 N N N N N N LCM LP 13A N/A 50184KBL1 1898878.130000 PA USD 1898004.700000 0.1296683 Long ABS-CBDO CORP KY N 2 2027-07-19 Floating 6.45173 N N N N N N LCM XXV LTD 25A N/A 50189PAY8 3711566.150000 PA USD 3719854.890000 0.2541338 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.42614 N N N N N N LFT CRE 2021-FL1 LTD N/A 50203JAA6 5000000.000000 PA USD 4918454.850000 0.3360200 Long ABS-CBDO CORP KY N 2 2039-06-15 Floating 6.61668 N N N N N N LIBERTY LENDING ABS TRUST 2022-1A N/A 50203YAA3 1033863.140000 PA USD 1024713.550000 0.0700066 Long ABS-O CORP US N 2 2029-11-15 Fixed 3.76 N N N N N N LMREC 2021-CRE4 LLC N/A 50210LAA2 375457.240000 PA USD 375673.640000 0.0256653 Long ABS-CBDO CORP US N 2 2037-04-22 Floating 6.48793 N N N N N N LOANCORE 2022-CRE7 ISSUER LTD N/A 53946PAA8 4200000.000000 PA USD 4131750.000000 0.2822737 Long ABS-CBDO CORP KY N 2 2037-01-17 Floating 6.86328 N N N N N N LOANCORE ISSUER LTD 2021-CRE4 N/A 53946CAA7 725397.360000 PA USD 721429.840000 0.0492868 Long ABS-MBS CORP US N 2 2035-07-15 Floating 6.24668 N N N N N N ACE SECURITIES CORP 2004-HE4 N/A 004421JH7 821450.210000 PA USD 736611.650000 0.0503240 Long ABS-MBS CORP US N 2 2034-12-25 Floating 6.3342 N N N N N N ACE SECURITIES CORP 2006-HE4 N/A 00442BAB7 45244.350000 PA USD 16885.080000 0.0011536 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.5542 N N N N N N MAGNETITE XVIII LTD 2016-18A N/A 55953TAS6 3386168.130000 PA USD 3375112.730000 0.2305816 Long ABS-CBDO CORP KY N 2 2028-11-15 Floating 6.50618 N N N N N N ACE SECURITIES CORP 2006-SD1 N/A 004421XW8 2761905.900000 PA USD 2535912.950000 0.1732490 Long ABS-MBS CORP US N 2 2036-02-25 Floating 6.3642 Y N N N N N MASSACHUSETTS EDUC FINANCING AUTH 2008-1 N/A 57563NAA6 84261.880000 PA USD 84072.890000 0.0057437 Long ABS-O CORP US N 2 2038-04-25 Floating 6.56282 N N N N N N MDPKE 14A N/A ACI2289F9 4200000.000000 PA 4361370.410000 0.2979610 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 4.463 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GFC8 4100000.000000 PA USD 3966678.780000 0.2709964 Long DBT CORP US N 2 2025-08-25 Fixed 4.05 N N N N N N MF1 2022-FL8 LTD N/A 55284JAA7 5000000.000000 PA USD 4912500.000000 0.3356132 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 6.67708 N N N N N N MF1 2022-FL9 LLC N/A 55285AAA5 4300000.000000 PA USD 4287852.500000 0.2929384 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 7.47708 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-5 N/A 007036LJ3 111961.250000 PA USD 96068.220000 0.0065632 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.3905 Y N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822DA9 3100000.000000 PA USD 3074001.940000 0.2100103 Long DBT CORP JP N 2 2026-04-17 Floating 5.541 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YCL1 4000000.000000 PA USD 3917123.320000 0.2676108 Long DBT CORP JP N 2 2028-09-13 Floating 5.414 N N N N N N MLCC MORTGAGE INVESTORS INC 2004-D N/A 59020UGF6 141054.210000 PA USD 122619.450000 0.0083771 Long ABS-MBS CORP US N 3 2029-09-25 Floating 6.0942 N N N N N N MLCC MORTGAGE INVESTORS INC 2005-3 N/A 59020UL78 24741.130000 PA USD 23072.680000 0.0015763 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.9342 N N N N N N MMAF EQUIPMENT FINANCE LLC 2022-B N/A 606940AB0 2184296.220000 PA USD 2175033.060000 0.1485944 Long ABS-O CORP US N 2 2025-09-09 Fixed 5.57 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEM3 8100000.000000 PA USD 7711739.300000 0.5268522 Long DBT CORP US N 2 2026-02-18 Floating 2.63 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE6 N/A 61755CAD4 4147256.240000 PA USD 3465928.810000 0.2367860 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.6842 N N N N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2021-APPL N/A 63874AAA6 4300000.000000 PA USD 4021783.120000 0.2747610 Long ABS-MBS CORP US N 2 2038-08-15 Floating 6.39748 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AG3 3100000.000000 PA USD 3163184.450000 0.2161031 Long DBT CORP GB N 2 2026-11-10 Floating 7.472 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAG3 4500000.000000 PA USD 4339394.730000 0.2964597 Long DBT CORP GB N 2 2025-03-22 Fixed 3.479 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCE3 5100000.000000 PA USD 4544190.170000 0.3104509 Long DBT CORP US N 2 2026-01-15 Fixed 1.375 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BQ1 4000000.000000 PA USD 3903811.160000 0.2667014 Long DBT CORP US N 2 2024-03-08 Fixed 1.05 N N N N N N NOVASTAR HOME EQUITY LOAN 2006-1 N/A 669884AA6 1208521.380000 PA USD 1176848.810000 0.0804002 Long ABS-MBS CORP US N 2 2036-05-25 Floating 5.7542 N N N N N N NYO COMMERCIAL MORTGAGE TRUST 2021-1290 N/A 62955HAA5 4400000.000000 PA USD 3932066.160000 0.2686317 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.54248 N N N N N N ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2 N/A 67114WAA9 4445749.200000 PA USD 3529652.780000 0.2411395 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3 N N N N N N OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5 N/A 68383NCU5 159939.450000 PA USD 146973.910000 0.0100410 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.9942 N N N N N N OSCAR US FUNDING XIV LLC 2022-1A N/A 68784HAD3 4600000.000000 PA USD 4267959.170000 0.2915793 Long ABS-O CORP JP N 2 2029-04-10 Fixed 2.82 N N N N N N OZLM VIII LTD 2014-8A N/A 67107FBL0 3383164.800000 PA USD 3384369.110000 0.2312140 Long ABS-CBDO CORP KY N 2 2029-10-17 Floating 6.54957 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KE6 4200000.000000 PA USD 4102971.810000 0.2803077 Long DBT CORP US N 2 2025-06-08 Fixed 4.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HE0 400000.000000 PA USD 398905.180000 0.0272525 Long DBT CORP US N 2 2023-11-15 Fixed 3.85 N N N N N N PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A N/A ACI1ZMCH6 3307580.770000 PA 3460520.840000 0.2364166 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 4.443 N N N N N N PFP 2022-9 LTD A N/A 69291QAA3 4000000.000000 PA USD 4016054.800000 0.2743697 Long ABS-MBS CORP KY N 2 2035-08-19 Floating 7.6065 N N N N N N PHHMC MTG PASS THRU CERTIFICATES 2005-4 N/A 69336RBM1 58956.450000 PA USD 53835.590000 0.0036780 Long ABS-MBS CORP US N 3 2035-07-18 Variable 5.90447 N N N N N N PRICOA GLOBAL FUNDING I 635400IBXEBMD9ADYA79 74153WCR8 3000000.000000 PA USD 2917733.910000 0.1993343 Long DBT CORP US N 2 2025-08-28 Fixed 4.2 N N N N N N PRIME MORTGAGE TRUST 2004-CL1 N/A 74160MDL3 1239.240000 PA USD 1148.410000 0.0000785 Long ABS-MBS CORP US N 2 2034-02-25 Floating 5.8342 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 P1910WRC5 3463000.000000 PA 5045.330000 0.0003447 Long DBT NUSS AR N 2 2025-04-12 Floating 96.8017 N N N N N N QATAR NATIONAL BANK (QPSC) 549300FFSRVBS0SQXY75 948AFGII4 8200000.000000 PA USD 8200000.000000 0.5602093 Long LON CORP QA N 3 2023-10-10 Floating 6.4132 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74739DAA2 4600000.000000 PA USD 4327924.720000 0.2956761 Long DBT CORP US N 2 2024-12-15 Fixed 1.75 N N N N N N READY CAPITAL MORTGAGE FINANCING 2021-FL5 LLC N/A 75574YAA1 2416245.030000 PA USD 2397520.460000 0.1637943 Long ABS-MBS CORP US N 2 2038-04-25 Floating 6.4342 N N N N N N READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC N/A 75574PAA0 3921451.240000 PA USD 3936961.950000 0.2689662 Long ABS-MBS CORP US N 2 2037-01-25 Floating 6.96495 N N N N N N READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9 N/A 75574EAA5 3996386.020000 PA USD 4017156.840000 0.2744450 Long ABS-MBS CORP US N 2 2037-06-25 Floating 7.78672 N N N N N N RENESAS ELECTRONICS CORPORATION 5299000EPC47VJQOFB81 75972BAA9 5000000.000000 PA USD 4709973.250000 0.3217769 Long DBT CORP JP N 2 2024-11-26 Fixed 1.543 N N N N N N AMCOR FLEXIBLES NORTH AMERICA INC PTVU09TE3QPJPL7K4E13 02343CX42 3500000.000000 PA USD 3497354.600000 0.2389330 Long DBT CORP US N 2 2023-10-04 None 0 N N N N N N AMCOR FLEXIBLES NORTH AMERICA INC PTVU09TE3QPJPL7K4E13 02343CXH3 1550000.000000 PA USD 1545646.050000 0.1055958 Long DBT CORP US N 2 2023-10-17 None 0 N N N N N N RESIDENTIAL ASSET SEC CORP 2003-KS11 N/A 76110WVV5 439887.060000 PA USD 436626.400000 0.0298295 Long ABS-MBS CORP US N 2 2034-01-25 Floating 6.3192 N N N N N N RESIDENTIAL FUNDING MTGE SEC 2005-SA4 N/A 76111XYD9 347987.020000 PA USD 231699.680000 0.0158293 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.09208 Y N N N N N RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32A N/A ACI1PKR28 3604761.810000 PA 4408794.710000 0.3012009 Long ABS-MBS CORP GB N 2 2070-06-20 Floating 6.44182 N N N N N N RESIMAC BASTILLE TRUST SERIES 2021-2NCA N/A 76120BAA8 7292814.130000 PA USD 7240641.340000 0.4946676 Long ABS-MBS CORP AU N 2 2053-02-03 Floating 6.08347 N N N N N N RIPON MORTGAGES PLC 1RA N/A ACI23KYX4 6592730.140000 PA 8015181.830000 0.5475828 Long ABS-MBS CORP GB N 2 2056-08-28 Floating 5.89984 N N N N N N RIPON MORTGAGES PLC 1RA N/A ACI23KGS5 7000000.000000 PA 8354118.510000 0.5707384 Long ABS-MBS CORP GB N 2 2056-08-28 Floating 6.34984 N N N N N N SALOMON BROTHERS MTGE SEC VII 2003-UP2 N/A 79549AXP9 436.710000 PA USD 415.230000 0.0000284 Long ABS-MBS CORP US N 3 2033-06-25 Variable 7 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6 N/A 802918AB8 365669.030000 PA USD 365461.730000 0.0249677 Long ABS-O CORP US N 2 2025-05-15 Fixed 4.37 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-7 N/A 80287FAB8 667103.890000 PA USD 666929.380000 0.0455634 Long ABS-O CORP US N 2 2026-01-15 Fixed 5.81 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 N/A 80287JAB0 5314748.330000 PA USD 5312405.060000 0.3629340 Long ABS-O CORP US N 2 2026-03-16 Fixed 5.87 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAS4 3200000.000000 PA USD 3219199.650000 0.2199299 Long DBT CORP GB N 2 2026-11-21 Floating 6.833 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 0255E3X45 750000.000000 PA USD 749435.210000 0.0512001 Long DBT CORP US N 2 2023-10-04 None 0 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 0255E3XG8 3150000.000000 PA USD 3141852.970000 0.2146458 Long DBT CORP US N 2 2023-10-16 None 0 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 0255E3XP8 3950000.000000 PA USD 3935479.800000 0.2688649 Long DBT CORP US N 2 2023-10-23 None 0 N N N N N N SFO COMMERCIAL MORTGAGE TRUST 2021-555 N/A 78432WAA1 2200000.000000 PA USD 2003195.700000 0.1368547 Long ABS-MBS CORP US N 2 2038-05-15 Floating 6.59648 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAA5 5000000.000000 PA USD 4920741.450000 0.3361762 Long DBT CORP KR N 2 2024-01-19 Fixed 1 N N N N N N SLM STUDENT LOAN TRUST 2005-7 N/A 78442GQJ8 309690.370000 PA USD 309291.830000 0.0211303 Long ABS-O CORP US N 2 2029-10-25 Floating 5.46614 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2022-B N/A 83206NAA5 3370169.910000 PA USD 3129928.700000 0.2138311 Long ABS-O CORP US N 2 2055-02-16 Fixed 3.94 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2022-B N/A 83206NAB3 3370169.900000 PA USD 3348764.940000 0.2287816 Long ABS-O CORP US N 2 2055-02-16 Floating 6.76328 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2023-C N/A 83207DAA6 3000000.000000 PA USD 2959189.500000 0.2021665 Long ABS-O CORP US N 2 2052-11-15 Fixed 5.67 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368TAV0 4200000.000000 PA USD 3994321.800000 0.2728849 Long DBT CORP FR N 2 2025-01-22 Fixed 2.625 N N N N N N SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST N/A 83407EAA2 542884.390000 PA USD 541658.830000 0.0370052 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.81 N N N N N N SOUND POINT CLO XVI LTD 2017-2A N/A 83610KAJ2 3544906.390000 PA USD 3536800.820000 0.2416279 Long ABS-CBDO CORP KY N 2 2030-07-25 Floating 6.59282 N N N N N N SOUND POINT CLO XVII 2017-3A N/A 83611GAL5 4082694.820000 PA USD 4070085.340000 0.2780609 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 6.56775 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CE8 5000000.000000 PA USD 4726435.550000 0.3229016 Long DBT CORP GB N 2 2025-11-23 Floating 1.822 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CF5 5000000.000000 PA USD 4982453.600000 0.3403923 Long DBT CORP GB N 2 2025-11-23 Floating 6.25215 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WEP2 3100000.000000 PA USD 3102464.470000 0.2119548 Long DBT CORP US N 2 2025-01-10 Floating 5.95715 N N N N N N STEELE CREEK CLO LTD 2014-1 N/A 85816WAC8 2260408.800000 PA USD 2257562.490000 0.1542326 Long ABS-CBDO CORP KY N 2 2031-04-21 Floating 6.66513 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WEJ6 3300000.000000 PA USD 3265539.720000 0.2230958 Long DBT CORP US N 2 2025-05-23 Fixed 5 N N N N N N STONEPEAK 2021-1 ABS N/A 78433XAA8 2874495.830000 PA USD 2609326.750000 0.1782645 Long ABS-O CORP US N 2 2033-02-28 Fixed 2.301 N N N N N N STRATTON MORTGAGE FUNDING 21-2A N/A ACI1W61K9 4430828.120000 PA 5410263.830000 0.3696195 Long ABS-MBS CORP GB N 2 2060-07-20 Floating 6.04731 N N N N N N STRUCTURED ADJ RATE MTG LN 2004-19 N/A 863579JG4 89750.150000 PA USD 74790.440000 0.0051095 Long ABS-MBS CORP US N 2 2035-01-25 Floating 6.02567 Y N N N N N STRUCTURED ADJUSTABLE RATE MTG LN 2004-1 N/A 86359BGG0 40298.060000 PA USD 37670.310000 0.0025736 Long ABS-MBS CORP US N 2 2034-02-25 Floating 6.3793 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-17 N/A 863579VM7 56178.120000 PA USD 48097.510000 0.0032859 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.66882 N N N N N N STRUCTURED ASSEET MTGE INV INC 2002-AR3 N/A 86358HNX3 389.660000 PA USD 372.690000 0.0000255 Long ABS-MBS CORP US N 2 2032-09-19 Floating 6.10156 N N N N N N STRUCTURED ASSET INVESTMENT LN TR 2004-2 N/A 86358EGW0 203933.050000 PA USD 196987.760000 0.0134579 Long ABS-MBS CORP US N 2 2034-03-25 Floating 6.1392 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR8 N/A 86359LRW1 37781.670000 PA USD 30736.030000 0.0020998 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.9942 Y N N N N N STRUCTURED ASSET SEC CORP 2006-NC1 N/A 86360PAE7 3275717.250000 PA USD 3095355.280000 0.2114691 Long ABS-MBS CORP US N 2 2036-05-25 Floating 5.7442 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCT5 3000000.000000 PA USD 2970877.650000 0.2029650 Long DBT CORP JP N 2 2026-01-13 Fixed 5.464 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCA6 5300000.000000 PA USD 4904663.040000 0.3350778 Long DBT CORP JP N 2 2025-07-08 Fixed 1.474 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAT4 4100000.000000 PA USD 3976489.390000 0.2716666 Long DBT CORP SE N 2 2027-09-20 Fixed 5.337 N N N N N N SYMPHONY CLO XVII LTD 2016-17A N/A 87165UAN1 273465.890000 PA USD 273799.030000 0.0187055 Long ABS-CBDO CORP KY N 2 2028-04-15 Floating 6.44957 N N N N N N SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK) 549300UATVPGSLE43Z27 87166FAD5 4300000.000000 PA USD 4146079.570000 0.2832527 Long DBT CORP US N 2 2025-08-22 Fixed 5.4 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAC1 3500000.000000 PA USD 3467210.990000 0.2368736 Long DBT CORP CA N 2 2025-06-12 Fixed 5.45 N N N N N N THL CREDIT WIND RIVER 2019-3 CLO LTD N/A 97314JAA3 4800000.000000 PA USD 4772529.070000 0.3260506 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 6.64957 N N N N N N TORO EUROPEAN CLO 7 DAC 7A N/A ACI227LV2 5400000.000000 PA 5590573.730000 0.3819380 Long ABS-CBDO CORP IE N 2 2034-02-15 Floating 4.591 N N N N N N TOWD POINT HE TRUST 2021-HE1 N/A 89180DAA4 1216854.440000 PA USD 1142370.540000 0.0780447 Long ABS-MBS CORP US N 2 2063-02-25 Variable 0.918 N N N N N N TOWD POINT MORTGAGE 20-FUNDING 2020 - AUBURN 14 PLC 20-A14X N/A ACI1NPPB1 7341840.000000 PA 8959200.040000 0.6120765 Long ABS-MBS CORP GB N 2 2045-05-20 Floating 6.55252 N N N N N N TOWD POINT MORTGAGE FUNDING 19-A13A N/A ACI1G4F01 2548078.000000 PA 3109179.320000 0.2124136 Long ABS-MBS CORP GB N 2 2045-07-20 Floating 6.49731 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC N/A ACI19VH23 3640875.980000 PA 4446934.620000 0.3038066 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 6.29161 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DM9 4200000.000000 PA USD 4169570.120000 0.2848576 Long DBT CORP US N 2 2025-03-02 Fixed 5.25 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 283000.000000 PA USD 278432.780000 0.0190220 Long DBT CORP US N 2 2028-03-02 Fixed 5.15 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TKY0 4000000.000000 PA USD 4004351.040000 0.2735701 Long DBT CORP US N 2 2024-08-22 Floating 5.85 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2021-FL4 N/A 87276WAA1 3858457.990000 PA USD 3790934.980000 0.2589899 Long ABS-CBDO CORP KY N 2 2038-03-15 Floating 6.64668 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 N/A 87277JAA9 4600000.000000 PA USD 4496500.000000 0.3071928 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 6.96328 N N N N N N TRICOLOR AUTO SECURITIZATION TRUST 2022-1A N/A 89616BAA2 411099.810000 PA USD 409930.810000 0.0280057 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.3 N N N N N N TRINITY SQUARE 2021-1 PLC A N/A ACI1WK7V8 3181963.540000 PA 3878122.910000 0.2649464 Long ABS-MBS CORP GB N 2 2059-07-15 Floating 5.99158 N N N N N N TSTAT 2022-1A LTD N/A 872899AA7 3688253.480000 PA USD 3693983.880000 0.2523664 Long ABS-CBDO CORP BM N 2 2031-07-20 Floating 7.62614 N N N N N N UBS AG/LONDON BRANCH BFM8T61CT2L1QCEMIK50 902674ZV5 3600000.000000 PA USD 3587272.450000 0.2450760 Long DBT CORP CH N 2 2025-09-11 Fixed 5.8 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AM0 3300000.000000 PA USD 3197317.630000 0.2184350 Long DBT CORP CH N 2 2026-05-12 Floating 4.488 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AY4 4200000.000000 PA USD 4186237.150000 0.2859962 Long DBT CORP CH N 2 2026-07-15 Floating 6.373 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 250000.000000 PA USD 247233.970000 0.0168906 Long DBT CORP CH N 2 2033-08-12 Floating 6.537 N N N N N N UMBS PASS THRU POOLS N/A 01F0424A8 200000.000000 PA USD 191711.900000 0.0130974 Long ABS-MBS USGSE US N 2 2038-10-18 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0306B9 -63100000.000000 PA USD -52262081.560000 -3.5704517 Short ABS-MBS USGSE US N 2 2053-11-13 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F0326B5 -34500000.000000 PA USD -29699648.610000 -2.0290267 Short ABS-MBS USGSE US N 2 2053-11-13 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0406B8 41600000.000000 PA USD 37079249.790000 2.5331878 Long ABS-MBS USGSE US N 2 2053-11-13 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F0426B4 47200000.000000 PA USD 43353937.740000 2.9618633 Long ABS-MBS USGSE US N 2 2053-11-13 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0506A9 3550000.000000 PA USD 3349480.490000 0.2288305 Long ABS-MBS USGSE US N 2 2053-10-12 Fixed 5 N N N N N N UMBS PASS THRU POOLS N/A 01F0506B7 76850000.000000 PA USD 72533191.790000 4.9553376 Long ABS-MBS USGSE US N 2 2053-11-13 Fixed 5 N N N N N N UMBS PASS THRU POOLS N/A 01F0526B3 10300000.000000 PA USD 9951972.480000 0.6799009 Long ABS-MBS USGSE US N 2 2053-11-13 Fixed 5.5 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 10700000.000000 PA USD 10713467.770000 0.7319249 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N ANCHORAGE CAPITAL CLO LTD 2016-9A N/A 03328WAS7 5000000.000000 PA USD 4975596.550000 0.3399238 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 6.70957 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796YJ2 183000.000000 PA USD 182919.710000 0.0124967 Long DBT UST US N 2 2023-10-05 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797FU6 2000.000000 PA USD 1978.530000 0.0001352 Long DBT UST US N 2 2023-12-14 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CGG0 30100000.000000 PA USD 29637918.040000 2.0248094 Long DBT UST US N 2 2025-01-31 Fixed 4.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CGE5 53100000.000000 PA USD 51857542.840000 3.5428143 Long DBT UST US N 2 2026-01-15 Fixed 3.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CHB0 151600000.000000 PA USD 146963171.500000 10.0402603 Long DBT UST US N 2 2026-05-15 Fixed 3.625 N N N N N N AOA 2021-1177 MORTGAGE TRUST N/A 00192NAA5 3320000.000000 PA USD 3013468.380000 0.2058748 Long ABS-MBS CORP US N 2 2038-10-15 Floating 6.32188 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CEP2 2100000.000000 PA USD 1843652.350000 0.1259550 Long DBT UST US N 2 2032-05-15 Fixed 2.875 N N N N N N VENTURE CDO LTD 2016-25A N/A 92329VAS1 1267200.570000 PA USD 1267101.660000 0.0865661 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 6.60775 N N N N N N VENTURE XXVIII CLO LTD 2017-28A N/A 92331AAW4 4326714.780000 PA USD 4309061.960000 0.2943874 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.57775 N N N N N N VEROS AUTO RECEIVABLES TRUST 2023-1 N/A 924933AA2 2294421.070000 PA USD 2298864.680000 0.1570543 Long ABS-O CORP US N 2 2028-11-15 Fixed 7.12 N N N N N N AQUEDUCT EUROPEAN CLO 1-2017 DAC N/A ACI1VHTC4 2070697.160000 PA 2175644.080000 0.1486361 Long ABS-CBDO CORP IE N 2 2030-07-20 Floating 4.345 N N N N N N VMC FINANCE 2021-FL4 LLC N/A 91835RAA8 2723427.210000 PA USD 2685688.130000 0.1834814 Long ABS-MBS CORP US N 2 2036-06-16 Floating 6.54505 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4 N/A 03880RAA7 4300000.000000 PA USD 4244960.000000 0.2900081 Long ABS-CBDO CORP KY N 2 2036-11-15 Floating 6.79668 N N N N N N VOYA CLO LTD 2017-1A N/A 92916MAF8 3707749.840000 PA USD 3699312.190000 0.2527304 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 6.51957 N N N N N N WAIKIKI BEACH HOTEL TRUST 2019-WBM N/A 93065PAA9 4500000.000000 PA USD 4405135.500000 0.3009510 Long ABS-MBS CORP US N 2 2033-12-15 Floating 6.49748 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 93142XXD8 3200000.000000 PA USD 3192555.740000 0.2181097 Long DBT CORP US N 2 2023-10-13 None 0 N N N N N N WASHINGTON MUTUAL 2002-AR6 N/A 929227QB5 4148.530000 PA USD 3776.170000 0.0002580 Long ABS-MBS CORP US N 2 2042-06-25 Floating 6.02567 N N N N N N WASHINGTON MUTUAL 2005-AR1 N/A 939336X65 193270.960000 PA USD 180590.970000 0.0123377 Long ABS-MBS CORP US N 2 2045-01-25 Floating 6.1142 N N N N N N WASHINGTON MUTUAL 2005-AR19 N/A 92925CBA9 28906.960000 PA USD 27092.610000 0.0018509 Long ABS-MBS CORP US N 2 2045-12-25 Floating 5.7042 N N N N N N AREIT TRUST 2022-CRE6 N/A 04002VAA9 4470373.910000 PA USD 4412304.200000 0.3014407 Long ABS-MBS CORP KY N 2 2037-01-20 Floating 6.56328 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2X0 2800000.000000 PA USD 2698723.580000 0.1843720 Long DBT CORP US N 2 2026-04-25 Floating 3.908 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SG7 6200000.000000 PA 4555819.710000 0.3112454 Long DBT CORP US Y 2 2023-10-27 Fixed 2.509 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-2A N/A 96042VAC3 1239340.340000 PA USD 1240904.880000 0.0847764 Long ABS-O CORP US N 2 2025-08-15 Floating 6.44328 N N N N N N ARES XL CLO LTD 2016-40A N/A 04016GBB3 2878721.870000 PA USD 2874271.740000 0.1963651 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 6.43957 N N N N N N ARES XXXIX CLO LTD 2016-39A N/A 04015WBA1 5000000.000000 PA USD 4977408.950000 0.3400477 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 6.6215 N N N N N N N/A N/A 000000000 4569000.000000 PA USD 4569000.000000 0.3121459 Long RA US N 2 Repurchase N 2.6000000 2023-10-02 5118100.000000 USD 4660434.940000 USD UST N N N N/A N/A 000000000 18200000.000000 PA USD 18200000.000000 1.2433914 Long RA US N 2 Repurchase N 5.3300000 2023-10-02 20593000.000000 USD 18540939.680000 USD UST N N N N/A N/A 000000000 104700000.000000 PA USD 104700000.000000 7.1529162 Long RA US N 2 Repurchase N 5.3300000 2023-10-02 117869800.000000 USD 106814902.260000 USD UST N N N N/A N/A 000000000 1.000000 NC 308267.960000 0.0210603 N/A DFE BR N 2 BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 71000000.000000 BRL 14276809.230000 USD 2024-01-03 308267.960000 N N N N/A N/A 000000000 1.000000 NC 170996.080000 0.0116821 N/A DFE BR N 2 BANCO SANTANDER, S.A. 5493006QMFDDMYWIAM13 52000000.000000 BRL 10401477.010000 USD 2024-01-03 170996.080000 N N N N/A N/A 000000000 1.000000 NC -161.370000 -0.0000110 N/A DFE IL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 50433.080000 USD 191000.000000 ILS 2023-12-20 -161.370000 N N N N/A N/A 000000000 1.000000 NC 2389.530000 0.0001632 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 381384.000000 USD 7298164.220000 ZAR 2023-11-22 2389.530000 N N N N/A N/A 000000000 1.000000 NC -9544.920000 -0.0006521 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 6082895.090000 CAD 4468934.810000 USD 2023-10-03 -9544.920000 N N N N/A N/A 000000000 1.000000 NC 720832.040000 0.0492460 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3760000000.000000 JPY 26103388.860000 USD 2023-11-27 720832.040000 N N N N/A N/A 000000000 1.000000 NC -1153.060000 -0.0000788 N/A DFE AU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 145652.610000 USD 224522.000000 AUD 2023-11-02 -1153.060000 N N N N/A N/A 000000000 1.000000 NC 22505.460000 0.0015375 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 4504998.280000 USD 85848130.200000 ZAR 2023-10-20 22505.460000 N N N N/A N/A 000000000 1.000000 NC 3089.730000 0.0002111 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 170145.000000 USD 3284785.340000 ZAR 2023-10-20 3089.730000 N N N N/A N/A 000000000 1.000000 NC 4530.930000 0.0003095 N/A DFE NZ N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 578920.000000 NZD 351512.350000 USD 2023-11-15 4530.930000 N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273MX24 5300000.000000 PA USD 5297468.830000 0.3619136 Long DBT CORP US N 2 2023-10-02 None 0 N N N N N N N/A N/A 000000000 1.000000 NC USD -177480.240000 -0.0121251 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.39 Y Single Leg Swap 2027-12-20 0.000000 USD -80308.150000 USD 13400000.000000 USD -97172.090000 N N N N/A N/A 000000000 1.000000 NC USD -375588.500000 -0.0256595 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.40 Y Single Leg Swap 2028-06-20 0.000000 USD -153363.710000 USD 27700000.000000 USD -222224.790000 N N N N/A N/A 000000000 1.000000 NC USD -1424464.330000 -0.0973168 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.41 Y Single Leg Swap 2028-12-20 0.000000 USD -1474393.650000 USD 115700000.000000 USD 49929.320000 N N N N/A N/A 000000000 1.000000 NC -51667.940000 -0.0035299 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1436825.330000 USD 1135000.000000 GBP 2023-11-15 -51667.940000 N N N N/A N/A 000000000 1.000000 NC 315689.290000 0.0215673 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5888098.000000 GBP 7501541.660000 USD 2023-11-15 315689.290000 N N N N/A N/A 000000000 1.000000 NC 450.980000 0.0000308 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 81995.720000 PEN 22056.090000 USD 2023-11-07 450.980000 N N N ASSET BACK SEC CORP HM EQ LN TR 2002-HE1 N/A 04541GCG5 25790.750000 PA USD 24982.910000 0.0017068 Long ABS-MBS CORP US N 3 2032-03-15 Floating 7.09668 N N N N N N N/A N/A 000000000 1.000000 NC USD -18348.820000 -0.0012536 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-06-20 0.000000 USD -38359.130000 USD 800000.000000 USD 20010.310000 N N N N/A N/A 000000000 1.000000 NC USD -6515.070000 -0.0004451 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-12-20 0.000000 USD -17834.150000 USD 200000.000000 USD 11319.080000 N N N N/A N/A 000000000 1.000000 NC USD -31025.900000 -0.0021196 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-12-20 0.000000 USD -116800.420000 USD 2400000.000000 USD 85774.520000 N N N N/A N/A 000000000 1.000000 NC USD -20642.420000 -0.0014103 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-06-20 0.000000 USD -32378.260000 USD 900000.000000 USD 11735.840000 N N N N/A N/A 000000000 1.000000 NC USD -32110.430000 -0.0021937 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-06-20 0.000000 USD -50366.190000 USD 1400000.000000 USD 18255.760000 N N N N/A N/A 000000000 1.000000 NC USD -55378.080000 -0.0037833 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-12-20 0.000000 USD -151556.180000 USD 1700000.000000 USD 96178.100000 N N N N/A N/A 000000000 1.000000 NC 692229.300000 0.0472919 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 15765584.000000 EUR 17390323.600000 USD 2023-11-15 692229.300000 N N N N/A N/A 000000000 1.000000 NC 2605.770000 0.0001780 N/A DFE NZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 323500.000000 NZD 196498.690000 USD 2023-11-15 2605.770000 N N N N/A N/A 000000000 1.000000 NC 179442.710000 0.0122592 N/A DFE ZA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 83065758.870000 ZAR 4561371.000000 USD 2023-10-17 179442.710000 N N N N/A N/A 000000000 1.000000 NC USD 240069.040000 0.0164011 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC Y Single Leg Swap 2024-12-20 223021.480000 USD 0.000000 USD 4900000.000000 USD 17047.560000 N N N N/A N/A 000000000 1.000000 NC -59862.700000 -0.0040897 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8928119.660000 USD 44771395.250000 BRL 2023-11-03 -59862.700000 N N N N/A N/A 000000000 1.000000 NC -14.840000 -0.0000010 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5863.500000 USD 27362.000000 MYR 2023-10-18 -14.840000 N N N N/A N/A 000000000 1.000000 NC 728.130000 0.0000497 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1144744.940000 MXN 66403.600000 USD 2023-10-04 728.130000 N N N N/A N/A 000000000 1.000000 NC -20070.690000 -0.0013712 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4498517.300000 USD 6082850.110000 CAD 2023-10-03 -20070.690000 N N N 2023-11-14 PIMCO Variable Insurance Trust /s/ Bijal Parikh Bijal Parikh Treasurer XXXX