NPORT-P false 0000810893 XXXXXXXX S000009694 C000085176 C000026586 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Moderate Duration Fund S000009694 B2JY4NU9RPQLDEI8V482 2020-03-31 2020-03-31 N 2974317642.380000 1517149194.950000 1457168447.430000 0.000000 0.000000 250942899.020000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 58139723.760000 MXN AUD USD EUR GBP JPY ARS CAD N N/A N/A 000000000 1.000000 NC -274706.690000 -0.0188521 N/A DFE N/A N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 39024000.000000 EUR 42836254.560000 USD 2020-05-15 -274706.690000 N N N N/A N/A 000000000 1.000000 NC 1115009.620000 0.0765189 N/A DFE GB N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 19122000.000000 GBP 24887147.230000 USD 2020-05-15 1115009.620000 N N N N/A N/A 000000000 1.000000 NC USD -296701.700000 -0.0203615 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2024-06-21 0.000000 USD -113093.070000 USD 2700000.000000 USD -183608.630000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1JDTT0 269000.000000 PA 2658.280000 0.0001824 Long DBT NUSS AR N 2 2020-08-28 Floating 32.5714 N N N N N N N/A N/A 000000000 1.000000 NC 2111269.890000 0.1448885 N/A DFE BR N 2 State Street Bank and Trust Co. 571474TGEMMWANRLN572 58998743.700000 BRL 13465697.960000 USD 2020-04-02 2111269.890000 N N N N/A N/A 000000000 1.000000 NC -83563.780000 -0.0057347 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2030-03-18 41603.500000 GBP 0.000000 GBP 4000000.000000 GBP -125167.280000 N N N N/A N/A 000000000 1.000000 NC -173010.210000 -0.0118730 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2050-03-18 75513.260000 GBP 0.000000 GBP 3100000.000000 GBP -248523.470000 N N N N/A N/A 000000000 1.000000 NC -1438653.390000 -0.0987294 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2050-06-17 182275.500000 GBP 0.000000 GBP 9900000.000000 GBP -1620928.890000 N N N N/A N/A 000000000 1.000000 NC -17504.740000 -0.0012013 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-18 0.000000 JPY -560.690000 JPY 1250000000.000000 JPY -16944.050000 N N N N/A N/A 000000000 1.000000 NC -7445.260000 -0.0005109 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-24 0.000000 JPY 0.000000 JPY 463000000.000000 JPY -7445.260000 N N N N/A N/A 000000000 1.000000 NC -7726.620000 -0.0005302 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-24 0.000000 JPY 0.000000 JPY 463000000.000000 JPY -7726.620000 N N N N/A N/A 000000000 1.000000 NC -13740.030000 -0.0009429 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-18 0.000000 JPY 0.000000 JPY 780000000.000000 JPY -13740.030000 N N N N/A N/A 000000000 1.000000 NC -7280.400000 -0.0004996 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-24 0.000000 JPY 0.000000 JPY 231000000.000000 JPY -7280.400000 N N N N/A N/A 000000000 1.000000 NC -14794.770000 -0.0010153 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-14 0.000000 JPY 0.000000 JPY 470000000.000000 JPY -14794.770000 N N N N/A N/A 000000000 1.000000 NC -30968.650000 -0.0021253 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-14 0.000000 JPY 0.000000 JPY 930000000.000000 JPY -30968.650000 N N N N/A N/A 000000000 1.000000 NC -21302.600000 -0.0014619 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-09-24 771.050000 JPY 0.000000 JPY 563000000.000000 JPY -22073.650000 N N N N/A N/A 000000000 1.000000 NC -31240.120000 -0.0021439 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-03-10 0.000000 JPY 0.000000 JPY 236000000.000000 JPY -31240.120000 N N N N/A N/A 000000000 1.000000 NC -29636.710000 -0.0020339 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-03-10 0.000000 JPY 0.000000 JPY 236000000.000000 JPY -29636.710000 N N N N/A N/A 000000000 1.000000 NC -6373.950000 -0.0004374 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2039-08-30 0.000000 JPY 0.000000 JPY 150000000.000000 JPY -6373.950000 N N N N/A N/A 000000000 1.000000 NC -7540.530000 -0.0005175 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2039-08-22 85626.030000 JPY 0.000000 JPY 840000000.000000 JPY -93166.560000 N N N N/A N/A 000000000 1.000000 NC -3229.730000 -0.0002216 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2039-08-22 10481.570000 JPY 0.000000 JPY 400000000.000000 JPY -13711.300000 N N N N/A N/A 000000000 1.000000 NC -1160010.080000 -0.0796071 N/A DIR JP N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-03-18 0.000000 JPY -340552.650000 JPY 6010000000.000000 JPY -819457.430000 N N N N/A N/A 000000000 1.000000 NC -669756.100000 -0.0459628 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2026-03-18 0.000000 JPY -204863.860000 JPY 3470000000.000000 JPY -464892.240000 N N N N/A N/A 000000000 1.000000 NC -205105.790000 -0.0140756 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2028-03-21 63503.050000 JPY 0.000000 JPY 880000000.000000 JPY -268608.840000 N N N N/A N/A 000000000 1.000000 NC -161662.100000 -0.0110943 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2027-09-21 0.000000 JPY -37128.140000 JPY 720000000.000000 JPY -124533.960000 N N N N/A N/A 000000000 1.000000 NC 1043678.490000 0.0716237 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2028-06-19 134314.620000 JPY 0.000000 JPY 3410000000.000000 JPY 909363.870000 N N N N/A N/A 000000000 1.000000 NC -44960.040000 -0.0030854 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2028-06-19 0.000000 JPY -133.280000 JPY 140000000.000000 JPY -44826.760000 N N N N/A N/A 000000000 1.000000 NC -589854.500000 -0.0404795 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2029-03-21 0.000000 JPY -86733.420000 JPY 1580000000.000000 JPY -503121.080000 N N N N/A N/A 000000000 1.000000 NC -453675.530000 -0.0311340 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-10-29 28153.310000 JPY 0.000000 JPY 440000000.000000 JPY -481828.840000 N N N N/A N/A 000000000 1.000000 NC -1381864.740000 -0.0948322 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-03-22 47678.640000 JPY 0.000000 JPY 1310000000.000000 JPY -1429543.380000 N N N N/A N/A 000000000 1.000000 NC -1282763.960000 -0.0880313 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-12-20 59196.170000 JPY 0.000000 JPY 1160500000.000000 JPY -1341960.130000 N N N N/A N/A 000000000 1.000000 NC -269168.680000 -0.0184720 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-11-12 785.510000 JPY 0.000000 JPY 230000000.000000 JPY -269954.190000 N N N N/A N/A 000000000 1.000000 NC -180018.010000 -0.0123540 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-10-22 0.000000 JPY 0.000000 JPY 150000000.000000 JPY -180018.010000 N N N N/A N/A 000000000 1.000000 NC 320219.400000 0.0219755 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2048-03-23 366827.090000 JPY 0.000000 JPY 150000000.000000 JPY -46607.690000 N N N N/A N/A 000000000 1.000000 NC -247402.500000 -0.0169783 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2020-11-27 0.000000 MXN 0.000000 MXN 320100000.000000 MXN -247402.500000 N N N N/A N/A 000000000 1.000000 NC 790323.970000 0.0542370 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2020-11-13 0.000000 MXN -70106.710000 MXN 1030400000.000000 MXN 860430.680000 N N N N/A N/A 000000000 1.000000 NC 197493.530000 0.0135532 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2020-11-06 0.000000 MXN 0.000000 MXN 276600000.000000 MXN 197493.530000 N N N N/A N/A 000000000 1.000000 NC -705670.830000 -0.0484275 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2020-12-03 21111.020000 MXN 0.000000 MXN 834600000.000000 MXN -726781.850000 N N N N/A N/A 000000000 1.000000 NC -125252.950000 -0.0085956 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2020-12-10 0.000000 MXN 0.000000 MXN 137700000.000000 MXN -125252.950000 N N N N/A N/A 000000000 1.000000 NC USD 1985479.480000 0.1362560 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2023-08-22 0.000000 USD -551153.840000 USD 24700000.000000 USD 2536633.320000 N N N N/A N/A 000000000 1.000000 NC -522609.670000 -0.0358647 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 5836210.910000 AUD 8637000.000000 AUD 2020-05-15 -522609.670000 N N N N/A N/A 000000000 1.000000 NC -150421.270000 -0.0103228 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 3223146.980000 CAD 4324203.000000 CAD 2020-04-02 -150421.270000 N N N N/A N/A 000000000 1.000000 NC -642057.310000 -0.0440620 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 2195900000.000000 JPY 19819862.100000 USD 2020-05-15 -642057.310000 N N N N/A 254900HROIFWPRGM1V77 000000000 -7100000.000000 NC USD -682324.200000 -0.0468253 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Call Written None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2020-05-07 N/A 71.020000 USD 2020-05-07 XXXX -610472.200000 N N N N/A 254900HROIFWPRGM1V77 000000000 1604.000000 NC USD 75187.500000 0.0051598 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased 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 06/19/20 2020-06-20 N/A USD N/A 119.500000 USD 2020-05-22 XXXX 61377.060000 N N N N/A 254900HROIFWPRGM1V77 000000000 794.000000 NC USD 37218.750000 0.0025542 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased 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 06/19/20 2020-06-20 N/A USD N/A 120.000000 USD 2020-05-22 XXXX 30382.410000 N N N AT&T INC 549300Z40J86GGSTL398 00206RHJ4 3700000.000000 PA USD 3987005.450000 0.2736132 Long DBT CORP US N 2 2029-03-01 Fixed 4.35 N N N N N N N/A 254900HROIFWPRGM1V77 000000000 2652.000000 NC USD 17670301.340000 1.2126464 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-06-19 367799250.000000 USD 17670301.340000 N N N N/A 254900HROIFWPRGM1V77 000000000 400.000000 NC USD 1268250.400000 0.0870353 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-06-30 88153124.800000 USD 1268250.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 1747.000000 NC USD 68241.310000 0.0046831 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased 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 5YR CBT 06/30/20 2020-07-01 N/A USD N/A 113.000000 USD 2020-05-22 XXXX 53199.640000 N N N N/A 254900HROIFWPRGM1V77 000000000 4498.000000 NC USD 19648840.700000 1.3484262 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-06-30 563866468.750000 USD 19648840.700000 N N N N/A 254900HROIFWPRGM1V77 000000000 677.000000 NC USD 412546.880000 0.0283115 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased 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 30YR CBT 06/19/20 2020-06-20 N/A USD N/A 196.000000 USD 2020-05-22 XXXX 406717.910000 N N N N/A 254900HROIFWPRGM1V77 000000000 -890.000000 NC USD -11686577.050000 -0.8020059 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-06-19 -159365625.000000 USD -11686577.050000 N N N AT&T INC 549300Z40J86GGSTL398 00206RFZ0 4000000.000000 PA USD 3884647.040000 0.2665887 Long DBT CORP US N 2 2021-06-01 Floating 2.33038 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 05348EBC2 2200000.000000 PA USD 2192974.060000 0.1504956 Long DBT CORP US N 2 2028-01-15 Fixed 3.2 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 05348EAX7 100000.000000 PA USD 100139.630000 0.0068722 Long DBT CORP US N 2 2026-05-11 Fixed 2.95 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAC5 5000000.000000 PA USD 4678010.300000 0.3210343 Long DBT CORP US N 2 2023-05-01 Fixed 3.875 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAD3 3300000.000000 PA USD 2844840.800000 0.1952307 Long DBT CORP US N 2 2025-08-01 Fixed 4.125 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAB6 3500000.000000 PA USD 3019708.830000 0.2072313 Long DBT CORP KY N 2 2024-02-15 Fixed 5.5 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAA8 500000.000000 PA USD 452422.190000 0.0310480 Long DBT CORP KY N 2 2022-08-15 Fixed 5.25 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165ED8 700000.000000 PA USD 696944.330000 0.0478287 Long DBT CORP US N 2 2021-11-15 Fixed 3.5 N N N N N N BANC OF AMERICA FUNDING CORP 2005-C N/A 05946XUB7 1252086.940000 PA USD 1205133.300000 0.0827038 Long ABS-MBS CORP US N 2 2035-05-20 Floating 1.01288 N N N N N N BANC OF AMERICA FUNDING CORP 2005-D N/A 06051GDM8 1820508.310000 PA USD 1716211.210000 0.1177771 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.41078 N N N N N N BANC OF AMERICA FUNDING CORP 2006-A N/A 058927AA2 128017.580000 PA USD 110646.800000 0.0075933 Long ABS-MBS CORP US N 2 2036-02-20 Floating 4.3652 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 ACI0LW0M3 2200000.000000 PA 2376722.870000 0.1631056 Long DBT CORP ES N 2 2021-04-14 Floating 8.875 N N N N Y BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) EUR XXXX N N N BANK 2019-BN19 N/A 06540WBB8 3000000.000000 PA USD 3183727.800000 0.2184873 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.071 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHE2 3900000.000000 PA USD 3654688.440000 0.2508075 Long DBT CORP US N 2 2024-03-05 Floating 2.10425 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHH5 2000000.000000 PA USD 2024392.940000 0.1389265 Long DBT CORP US N 2 2022-05-17 Floating 3.499 N N N N N N BANK OF AMERICA MTGE SECURITIES 2004-A N/A 05948XT27 28719.000000 PA USD 26475.230000 0.0018169 Long ABS-MBS CORP US N 2 2034-02-25 Fixed 3.87482 N N N N N N BANK OF IRELAND (AKA: GOVERNOR & CO OF THE BANK OF IRELAND) Q2GQA2KF6XJ24W42G291 ACI0CWJH4 2622000.000000 PA 2796184.820000 0.1918917 Long DBT CORP IE N 2 2020-06-18 Floating 7.375 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 3300000.000000 PA USD 3377517.000000 0.2317863 Long DBT CORP GB N 2 2022-11-21 Fixed 7.625 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739FFU0 1500000.000000 PA USD 1594663.340000 0.1094358 Long DBT CORP GB N 2 2021-06-12 Fixed 10.179 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI07CRC6 1000000.000000 PA 1053075.930000 0.0722686 Long DBT CORP GB N 2 2020-12-15 Floating 8 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBE4 4300000.000000 PA USD 4378879.760000 0.3005061 Long DBT CORP GB N 2 2023-02-15 Floating 4.61 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBF1 4300000.000000 PA USD 4049943.560000 0.2779324 Long DBT CORP GB N 2 2023-02-15 Floating 3.12175 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAR6 4800000.000000 PA USD 4637112.140000 0.3182276 Long DBT CORP GB N 2 2021-08-10 Floating 3.84413 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0RWT95 700000.000000 PA 849370.620000 0.0582891 Long DBT CORP GB N 2 2024-01-17 Fixed 3.125 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI14QDG2 3100000.000000 PA 3287645.420000 0.2256188 Long DBT CORP GB N 2 2023-09-03 Fixed 1.5 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAV7 4200000.000000 PA USD 4141696.860000 0.2842291 Long DBT CORP US N 2 2022-08-15 Fixed 2.764 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAE3 5400000.000000 PA USD 5535651.890000 0.3798910 Long DBT CORP US N 2 2023-12-15 Fixed 3.875 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 4100000.000000 PA USD 4268787.200000 0.2929508 Long DBT CORP US N 2 2025-12-15 Fixed 4.25 N N N N N N BEAR STEARNS ADJ RATE MTGE 2003-9 N/A 07384MB68 20619.050000 PA USD 19756.990000 0.0013558 Long ABS-MBS CORP US N 2 2034-02-25 Floating 3.99539 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2006-4 N/A 073882AA0 386726.120000 PA USD 356225.840000 0.0244464 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.31699 Y N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4E9 25839.520000 PA USD 23266.290000 0.0015967 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.72432 N N N N N N BEAR STEARNS ALT-A TRUST 2003-3 N/A 07386HCE9 4664.390000 PA USD 4119.330000 0.0002827 Long ABS-MBS CORP US N 2 2033-10-25 Floating 4.54396 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSY8 747220.730000 PA USD 676294.760000 0.0464116 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.88186 N N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVG3 1054355.500000 PA USD 1019933.960000 0.0699942 Long ABS-MBS CORP US N 2 2035-08-25 Floating 1.48663 N N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVS7 279366.480000 PA USD 207925.850000 0.0142692 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.9582 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-8 N/A 07386HWZ0 1711162.910000 PA USD 1469997.600000 0.1008804 Long ABS-MBS CORP US N 2 2035-10-25 Variable 3.76232 Y N N N N N BEAR STEARNS ARM 2003-1 N/A 07384MTN2 6178.230000 PA USD 5958.090000 0.0004089 Long ABS-MBS CORP US N 2 2033-04-25 Floating 4.01572 N N N N N N BEAR STEARNS ARM TR 2004-3 N/A 07384MR87 18617.030000 PA USD 15583.850000 0.0010695 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.32117 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSH6 5562.410000 PA USD 4925.320000 0.0003380 Long ABS-MBS CORP US N 2 2033-02-25 Floating 4.00161 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSJ2 10246.420000 PA USD 8242.890000 0.0005657 Long ABS-MBS CORP US N 2 2033-02-25 Floating 3.75511 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AU5 2500000.000000 PA USD 2660173.550000 0.1825577 Long DBT CORP US N 2 2030-07-15 Fixed 3.7 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAK7 2000000.000000 PA USD 2001635.140000 0.1373647 Long DBT CORP US N 2 2023-07-24 Fixed 5.375 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 05600LAA4 3800000.000000 PA USD 3640795.660000 0.2498541 Long DBT CORP NL N 2 2022-08-12 Fixed 2.25 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAF9 4300000.000000 PA USD 4420443.000000 0.3033584 Long DBT CORP FR N 2 2023-09-12 Fixed 4 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122BC1 3100000.000000 PA USD 3111088.890000 0.2135024 Long DBT CORP US N 2 2020-08-15 Fixed 2.875 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAK5 2400000.000000 PA USD 2369498.760000 0.1626098 Long DBT CORP US N 2 2021-01-15 Fixed 2.2 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAD1 731000.000000 PA USD 724853.300000 0.0497440 Long DBT CORP US N 2 2022-01-15 Fixed 3 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAD3 3800000.000000 PA USD 3737029.100000 0.2564583 Long DBT CORP US N 2 2024-10-15 Fixed 3.625 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BD0 4100000.000000 PA USD 4091092.180000 0.2807563 Long DBT CORP US N 2 2021-03-15 Fixed 3.3 N N N N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13645RAP9 2950000.000000 PA USD 3034970.710000 0.2082786 Long DBT CORP CA N 2 2022-01-15 Fixed 4.5 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HBR5 3400000.000000 PA USD 3393309.920000 0.2328701 Long DBT CORP US N 2 2020-10-30 Fixed 2.4 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HBS3 3400000.000000 PA USD 3348324.010000 0.2297829 Long DBT CORP US N 2 2020-10-30 Floating 2.2195 N N N N N N CARDS II TRUST 2018-1A N/A 14161GBT6 3300000.000000 PA USD 3297159.360000 0.2262717 Long ABS-MBS CORP CA N 2 2023-04-17 Floating 1.05463 N N N N N N CARDS II TRUST 2018-2A N/A 14161GBU3 3300000.000000 PA USD 3290258.400000 0.2257981 Long ABS-MBS CORP CA N 2 2023-04-17 Fixed 3.047 N N N N N N CENTEX HOME EQUITY 2004-D N/A 152314LF5 684.250000 PA USD 685.370000 0.0000470 Long ABS-MBS CORP US N 2 2034-09-25 Variable 5.17 N N N N N N CHAPEL BV 2007 N/A B1VTPVII6 318060.000000 PA 350948.150000 0.0240843 Long ABS-O CORP NL N 2 2066-07-17 Floating 0 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BB9 3900000.000000 PA USD 4033255.820000 0.2767872 Long DBT CORP US N 2 2022-07-23 Fixed 4.464 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630BD9 445726.780000 PA USD 393285.380000 0.0269897 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.86912 Y N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630AQ1 111609.070000 PA USD 98260.480000 0.0067432 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.60752 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GV4 700000.000000 PA USD 693322.000000 0.0475801 Long DBT CORP US N 2 2021-03-09 Fixed 4.125 N N N N N N CIT MTGE LOAN TRUST 2007-1 N/A 12559QAA0 1847951.870000 PA USD 1796738.100000 0.1233034 Long ABS-MBS CORP US N 2 2037-10-25 Floating 2.29663 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAS7 2600000.000000 PA USD 2728695.710000 0.1872601 Long DBT CORP US N 2 2024-01-23 Fixed 3.65 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAX6 3300000.000000 PA USD 3189660.470000 0.2188944 Long DBT CORP US N 2 2022-05-20 Floating 2.29463 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAY4 4400000.000000 PA USD 4409015.640000 0.3025742 Long DBT CORP US N 2 2022-05-20 Floating 2.844 N N N N N N CITICORP MORTGAGE SEC INC 2006-7 N/A 17311AAF2 239019.170000 PA USD 246037.270000 0.0168846 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 5.5 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LG4 4100000.000000 PA USD 4124455.840000 0.2830459 Long DBT CORP US N 2 2022-04-25 Fixed 2.75 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LH2 4100000.000000 PA USD 4015414.830000 0.2755628 Long DBT CORP US N 2 2022-04-25 Floating 2.75413 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KV2 6000000.000000 PA USD 5998857.720000 0.4116791 Long DBT CORP US N 2 2021-08-02 Fixed 2.35 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LQ2 3300000.000000 PA USD 3325987.860000 0.2282501 Long DBT CORP US N 2 2022-10-27 Fixed 2.7 N N N N N N CITIGROUP MORTGAGE LOAN TR 2004-HYB2 N/A 17307GEC8 20227.330000 PA USD 18916.390000 0.0012982 Long ABS-MBS CORP US N 2 2034-03-25 Floating 4.02306 N N N N N N CITIGROUP MTGE LOAN TR INC 2004-OPT1 N/A 17307GJK5 3000000.000000 PA USD 2777375.700000 0.1906009 Long ABS-MBS CORP US N 2 2034-10-25 Floating 1.89163 N N N N N N CITIGROUP MTGE LOAN TR INC 2006-WMC1 N/A 17307GZ50 81754.320000 PA USD 82147.680000 0.0056375 Long ABS-MBS CORP US N 2 2035-12-25 Floating 1.56663 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AMC1 N/A 17311BAS2 432333.110000 PA USD 262892.210000 0.0180413 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.10663 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-6 N/A 17307GXP8 1010242.360000 PA USD 968540.160000 0.0664673 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.84 N N N N N N CITIMORTGAGE ALTERNATIVE LOAN TR 2006-A7 N/A 12566TAJ6 1840029.800000 PA USD 1439945.860000 0.0988181 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.59663 N N N N N N CLNC 2019-FL1 LTD N/A 12565DAA1 3900000.000000 PA USD 3634071.710000 0.2493927 Long ABS-O CORP KY N 2 2035-08-20 Floating 2 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887BJ0 1800000.000000 PA USD 1734869.090000 0.1190576 Long DBT CORP US N 2 2022-09-15 Fixed 3.25 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAV0 2100000.000000 PA USD 2088425.930000 0.1433208 Long DBT CORP US N 2 2020-11-06 Fixed 2.25 N N N N N N CONTINENTAL AIRLINES 2000-1 CLASS A-1 PASS THROUGH TRUST N/A 210805CY1 4680.240000 PA USD 4395.930000 0.0003017 Long DBT CORP US N 2 2022-05-01 Fixed 8.048 N N N N N N CONTINENTAL RESOURCES INC XXRTID9RYWOZ0UPIVR53 212015AH4 894000.000000 PA USD 555057.270000 0.0380915 Long DBT CORP US N 2 2022-09-15 Fixed 5 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 ACI0BJ746 2300000.000000 PA 2441391.370000 0.1675435 Long DBT CORP NL N 2 2020-06-29 Floating 5.5 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 BD2YKYII0 1800000.000000 PA 1905313.880000 0.1307545 Long DBT CORP NL N 2 2021-06-29 Floating 6.625 N N N N N N COOPERATIEVE RABOBANK UA/NEW YORK BRANCH DG3RU1DBUFHT4ZF9WN62 21688AAP7 4100000.000000 PA USD 3916900.030000 0.2688021 Long DBT CORP NL N 2 2021-04-26 Floating 2.22413 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-62 N/A 12668ATT2 41704.860000 PA USD 35411.780000 0.0024302 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.96585 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-J12 N/A 12668ASY2 2686734.770000 PA USD 1615516.960000 0.1108669 Long ABS-MBS CORP US N 2 2035-08-25 Floating 1.48663 N N N N N N COUNTRYWIDE ASSET BACKED CERTS 2006-22 N/A 12666BAA3 420914.140000 PA USD 334022.860000 0.0229227 Long ABS-MBS CORP US N 2 2035-06-25 Floating 1.08663 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-3 N/A 126673B84 311776.240000 PA USD 308158.700000 0.0211478 Long ABS-MBS CORP US N 2 2035-08-25 Floating 1.95163 N N N N N N FARM CREDIT BANK OF TEXAS V1EBJIOLRNYDHDF63Z33 30767E307 4000.000000 NS USD 4038000.000000 0.2771128 Long EP USGSE US Y 2 N N N COUNTRYWIDE ASSET-BACKED CERT 2006-12 N/A 12667AAD8 1200000.000000 PA USD 1070825.040000 0.0734867 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.20663 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-18 N/A 23243WAA6 212863.100000 PA USD 189475.170000 0.0130030 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.08663 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2006-2 N/A 126670UW6 8500000.000000 PA USD 7963379.700000 0.5464969 Long ABS-MBS CORP US N 2 2036-06-25 Floating 1.34663 N N N N N N COUNTRYWIDE HOME LOANS 2004-2 N/A 12669FKT9 421524.270000 PA USD 367615.660000 0.0252281 Long ABS-MBS CORP US N 2 2034-03-25 Floating 3.866 N N N N N N COUNTRYWIDE HOME LOANS 2004-22 N/A 12669F6Z1 323471.670000 PA USD 292965.480000 0.0201051 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.82568 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB9 N/A 12669GHG9 212347.580000 PA USD 197356.880000 0.0135439 Long ABS-MBS CORP US N 2 2035-02-20 Floating 3.74431 N N N N N N COUNTRYWIDE HOME LOANS 2005-3 N/A 12669GTV3 45808.030000 PA USD 40971.120000 0.0028117 Long ABS-MBS CORP US N 2 2035-04-25 Floating 1.52663 N N N N N N CREDIT ACCEPTANCE AUTO LOAN TRUST 2018-2A N/A 22535FAA2 4000000.000000 PA USD 3969614.400000 0.2724197 Long ABS-O CORP US N 2 2027-05-17 Fixed 3.47 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A N/A 22540VK43 12371.770000 PA USD 10430.340000 0.0007158 Long ABS-MBS CORP US N 2 2032-03-25 Floating 2.31748 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AM3 3000000.000000 PA USD 3019896.690000 0.2072442 Long DBT CORP GG N 2 2021-04-16 Fixed 3.45 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AP6 4700000.000000 PA USD 4703305.980000 0.3227702 Long DBT CORP GG N 2 2021-04-16 Floating 4.10913 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AH4 3900000.000000 PA USD 3970169.230000 0.2724578 Long DBT CORP GG N 2 2022-09-15 Fixed 3.8 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AK7 2900000.000000 PA USD 2898487.820000 0.1989123 Long DBT CORP GG N 2 2020-12-10 Fixed 3.125 N N N N N N CROWN POINT CLO LTD 2018-5A N/A 22845LAA4 4000000.000000 PA USD 3846240.960000 0.2639531 Long ABS-CBDO CORP KY N 2 2028-07-17 Floating 2.77613 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CV0 4100000.000000 PA USD 4273253.000000 0.2932573 Long DBT CORP US N 2 2023-03-09 Fixed 3.7 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CJ7 3300000.000000 PA USD 3300760.120000 0.2265188 Long DBT CORP US N 2 2020-07-20 Fixed 2.8 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABG3 600000.000000 PA USD 604544.660000 0.0414876 Long DBT CORP US N 2 2023-02-15 Fixed 4.75 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851CZ5 6800000.000000 PA USD 6630203.800000 0.4550060 Long DBT CORP US N 2 2021-02-12 Fixed 2.3 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DR2 3700000.000000 PA USD 3598682.720000 0.2469641 Long DBT CORP US N 2 2022-02-22 Fixed 3.4 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DL5 2150000.000000 PA USD 2098379.400000 0.1440039 Long DBT CORP US N 2 2023-05-04 Fixed 3.7 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAS0 3600000.000000 PA USD 3688739.140000 0.2531443 Long DBT CORP DK N 2 2022-01-12 Fixed 5 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 370ESC733 4000.000000 NS USD 0.000000 0.0000000 Long EP CORP DE N 3 N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAD5 2100000.000000 PA USD 2123234.800000 0.1457096 Long DBT CORP US N 2 2021-06-15 Fixed 4.42 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAG8 2000000.000000 PA USD 2054891.500000 0.1410195 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 ACI0Z7P46 3200000.000000 PA 3495421.750000 0.2398777 Long DBT CORP DE N 2 2020-12-07 Floating 0.031 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BQ1 4000000.000000 PA USD 3854393.400000 0.2645125 Long DBT CORP DE N 2 2021-01-22 Floating 2.61713 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BR9 800000.000000 PA USD 795689.130000 0.0546052 Long DBT CORP DE N 2 2023-02-27 Fixed 3.95 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251525AV3 3600000.000000 PA USD 3547759.860000 0.2434694 Long DBT CORP DE N 2 2020-07-13 Floating 2.81788 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CB3 8300000.000000 PA USD 7689949.170000 0.5277323 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DEXIA CREDIT LOCAL F4G136OIPBYND1F41110 25214BAV6 6800000.000000 PA USD 6886642.200000 0.4726044 Long DBT NUSS FR N 2 2021-01-25 Fixed 2.5 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAT3 3200000.000000 PA USD 3415013.250000 0.2343595 Long DBT CORP US N 2 2028-07-15 Fixed 4.45 N N N N N N DOMINION ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 257375AN5 2608000.000000 PA USD 2538959.950000 0.1742393 Long DBT CORP US N 2 2024-11-15 Fixed 2.5 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBA2 3300000.000000 PA USD 3265804.640000 0.2241199 Long DBT CORP US N 2 2021-05-14 Floating 2.20375 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AE3 1100000.000000 PA USD 1104108.310000 0.0757708 Long DBT CORP US N 2 2022-07-15 Fixed 2.6 N N N N N N EGCLO 2018-1A N/A 29915RAA1 3300000.000000 PA USD 3206326.530000 0.2200382 Long ABS-CBDO CORP KY N 2 2028-05-28 Floating 2.53325 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AP0 900000.000000 PA USD 878516.980000 0.0602893 Long DBT CORP US N 2 2021-08-15 Floating 2.56175 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAT9 3245000.000000 PA USD 3081158.810000 0.2114484 Long DBT CORP US N 2 2023-11-01 Fixed 2.7 N N N N N N EUROHOME UK MORTGAGES 2007-1 A N/A B1VBS4II2 1139799.130000 PA 1335564.920000 0.0916548 Long ABS-MBS CORP GB N 2 2044-06-15 Floating 0.6555 N N N N N N EUROSAIL PLC 2006-2X N/A 991NPZII9 106298.720000 PA 129348.180000 0.0088767 Long ABS-MBS CORP GB N 2 2044-12-15 Floating 0.64675 N N N N N N EUROSAIL PLC 2007-2X N/A B1VVXHII3 2875590.180000 PA 3418044.020000 0.2345675 Long ABS-MBS CORP GB N 2 2045-03-13 Floating 0.6555 N N N N N N FANNIE MAE 2007-73 N/A 31396V4Q8 178602.000000 PA USD 175709.740000 0.0120583 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 1.68675 N N N N N N FANNIE MAE GRANTOR TRUST 2001-T8 N/A 313920UK4 3978.100000 PA USD 4752.040000 0.0003261 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 7.5 N N N N N N FANNIE MAE REMICS 2016-62 N/A 3136ATVF8 1898496.600000 PA USD 1910465.480000 0.1311081 Long ABS-MBS USGSE US N 2 2046-09-25 Floating 2.105 N N N N N N FANNIE MAE REMICS 2019-25 N/A 3136B4ZA9 6597959.810000 PA USD 6560857.500000 0.4502470 Long ABS-MBS USGSE US N 2 2049-06-25 Floating 1.39663 N N N N N N FANNIE MAE-1991-59 N/A 31358GF77 65.340000 PA USD 66.900000 0.0000046 Long ABS-MBS USGSE US N 2 2021-06-25 Fixed 6.5 N N N N N N FANNIEMAE WHOLE LOAN 2003-W1 N/A 31392GVX0 96913.930000 PA USD 106729.880000 0.0073245 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 5.26217 N N N N N N FANNIEMAE WHOLE LOAN 2004-W6 N/A 31393YX75 19596224.560000 PA USD 22905828.970000 1.5719410 Long ABS-MBS USGSE US N 2 2034-07-25 Fixed 6.5 N N N N N N FANNIEMAE WHOLE LOAN 2004-W8 N/A 31394ALL8 43465.470000 PA USD 51053.580000 0.0035036 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 6.5 N N N N N N FCE BANK PLC TU5V87TL5Q0UV1EW4H93 ACI08P472 600000.000000 PA 611910.650000 0.0419931 Long DBT CORP GB N 2 2021-06-24 Fixed 1.875 N N N N N N FHLMC PASS THRU POOLS N/A 3128JNVF9 7030.290000 PA USD 7084.180000 0.0004862 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 4.829 N N N N N N FHLMC PASS THRU POOLS N/A 3128Q2DS9 23353.590000 PA USD 24301.520000 0.0016677 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 5.114 N N N N N N FHLMC PASS THRU POOLS N/A 31296JXY7 15847.400000 PA USD 17362.510000 0.0011915 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31296PDS8 44282.610000 PA USD 49140.870000 0.0033724 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31297CWX4 2147.060000 PA USD 2428.790000 0.0001667 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31297SC52 87379.480000 PA USD 95542.070000 0.0065567 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31297VAM0 19606.780000 PA USD 22427.950000 0.0015391 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K6NM8 7273.080000 PA USD 7958.890000 0.0005462 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 3128K6VR8 129472.630000 PA USD 141453.150000 0.0097074 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K7MS4 128028.820000 PA USD 140057.990000 0.0096117 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L0XJ6 6729.970000 PA USD 7661.090000 0.0005258 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L6BS7 7603.270000 PA USD 8599.570000 0.0005902 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292KNK9 3736.310000 PA USD 4321.760000 0.0002966 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 31335HRZ8 123.480000 PA USD 127.880000 0.0000088 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7MY6 56381.240000 PA USD 61414.930000 0.0042147 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7NL3 36658.720000 PA USD 40007.300000 0.0027456 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7NT6 85615.220000 PA USD 93320.100000 0.0064042 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7NW9 1596822.100000 PA USD 1740433.030000 0.1194394 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31294LU35 7123.290000 PA USD 7411.230000 0.0005086 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 31283HZH1 1228.270000 PA USD 1390.390000 0.0000954 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283H2E4 669.210000 PA USD 765.400000 0.0000525 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283H5V3 7361.150000 PA USD 8066.960000 0.0005536 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283H7G4 97847.140000 PA USD 107207.190000 0.0073572 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXA59 115652.460000 PA USD 126698.790000 0.0086949 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXBW9 2297.320000 PA USD 2516.170000 0.0001727 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXCQ1 674.250000 PA USD 740.140000 0.0000508 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXNP1 3708.440000 PA USD 4066.030000 0.0002790 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXTX8 12863.420000 PA USD 15251.870000 0.0010467 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4B69 6867.260000 PA USD 8020.840000 0.0005504 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4M67 2337.130000 PA USD 2657.080000 0.0001823 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M45C3 2553.540000 PA USD 2931.720000 0.0002012 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5DD9 3482.270000 PA USD 3957.690000 0.0002716 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5EH9 24003.850000 PA USD 27646.510000 0.0018973 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5LV0 18736.280000 PA USD 21184.940000 0.0014538 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5R93 41247.200000 PA USD 46845.100000 0.0032148 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6NL8 51131.020000 PA USD 56928.080000 0.0039068 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6NV6 5805.710000 PA USD 6577.920000 0.0004514 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6N79 800.610000 PA USD 923.130000 0.0000634 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PB8 11311.830000 PA USD 13000.440000 0.0008922 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PE2 8259.600000 PA USD 9533.930000 0.0006543 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PH5 6937.330000 PA USD 7895.870000 0.0005419 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PJ1 50312.040000 PA USD 58079.100000 0.0039858 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M75R3 99853.890000 PA USD 113407.030000 0.0077827 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJCU2 106913.810000 PA USD 117008.840000 0.0080299 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJCV0 4013.600000 PA USD 4404.410000 0.0003023 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ5C0 18461850.610000 PA USD 19726873.600000 1.3537813 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128MBN29 732.010000 PA USD 767.530000 0.0000527 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 31335BLU8 313601.570000 PA USD 337953.340000 0.0231925 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128PH5F4 67.150000 PA USD 68.250000 0.0000047 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GFCD7 18152.380000 PA USD 19659.010000 0.0013491 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3132XXQ36 761217.000000 PA USD 817843.240000 0.0561255 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y3UJ1 158585.520000 PA USD 169677.600000 0.0116443 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 31334YHW0 1515686.320000 PA USD 1620454.590000 0.1112057 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A5KB0 954946.920000 PA USD 1019978.860000 0.0699973 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132ACYH7 989716.530000 PA USD 1057150.130000 0.0725482 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 02R040649 -3000000.000000 PA USD -3204662.130000 -0.2199239 Short ABS-MBS USGSE US N 2 2050-04-15 Fixed 4 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-57 N/A 31394JD87 1262.560000 PA USD 1559.430000 0.0001070 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 6.5 N N N N N N FIGUEROA CLO LTD 2014-1A N/A 31683YAJ3 1511761.700000 PA USD 1507741.290000 0.1034706 Long ABS-CBDO CORP KY N 2 2027-01-15 Floating 2.73125 N N N N N N FNMA PASS THRU POOLS N/A 31362J4V4 1069.290000 PA USD 1059.990000 0.0000727 Long ABS-MBS USGSE US N 2 2027-01-01 Floating 5 N N N N N N FNMA PASS THRU POOLS N/A 31363WH81 1796.370000 PA USD 2004.080000 0.0001375 Long ABS-MBS USGSE US N 2 2024-12-15 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31368HNQ2 23191.000000 PA USD 26332.960000 0.0018071 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371HF94 1435.800000 PA USD 1599.920000 0.0001098 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371HKW7 294.350000 PA USD 330.320000 0.0000227 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371KBQ3 1317.400000 PA USD 1576.880000 0.0001082 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31371KLM1 178.650000 PA USD 198.070000 0.0000136 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371KUT6 287.470000 PA USD 299.350000 0.0000205 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31371KWH0 9823.940000 PA USD 11007.550000 0.0007554 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371KZA2 4620.450000 PA USD 5189.420000 0.0003561 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371K2Z3 26205.960000 PA USD 29433.000000 0.0020199 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MAN7 27308.510000 PA USD 29388.630000 0.0020168 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 31371MJ57 909.940000 PA USD 979.160000 0.0000672 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MLB1 16653.580000 PA USD 18922.740000 0.0012986 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MMG9 7566.720000 PA USD 8597.770000 0.0005900 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NSN6 70095.150000 PA USD 77008.740000 0.0052848 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371N7L3 10250.750000 PA USD 11247.610000 0.0007719 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371PBH2 11142.270000 PA USD 11782.270000 0.0008086 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31374CK96 308647.460000 PA USD 350798.850000 0.0240740 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31374CNV4 70071.140000 PA USD 79373.920000 0.0054471 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31376KRF5 82413.030000 PA USD 93594.480000 0.0064230 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31376KR32 16730.520000 PA USD 18988.440000 0.0013031 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31384WB66 434.210000 PA USD 500.690000 0.0000344 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31385HUQ3 2584.820000 PA USD 2986.000000 0.0002049 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31385JND6 1462.240000 PA USD 1782.580000 0.0001223 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31386XWZ5 2911.130000 PA USD 3188.620000 0.0002188 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31388UGP9 722.420000 PA USD 735.770000 0.0000505 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31390ABT6 2500.450000 PA USD 2774.100000 0.0001904 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31390JX89 1314.820000 PA USD 1326.510000 0.0000910 Long ABS-MBS USGSE US N 2 2027-04-01 Floating 3.205 N N N N N N FNMA PASS THRU POOLS N/A 31391TWW4 4411.530000 PA USD 4953.260000 0.0003399 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31391YY35 320.540000 PA USD 351.640000 0.0000241 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31400CCG7 60542.350000 PA USD 67963.530000 0.0046641 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31401CGJ6 9915.320000 PA USD 11132.360000 0.0007640 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402C4J8 12386.190000 PA USD 14027.030000 0.0009626 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402DP46 11768.900000 PA USD 13306.690000 0.0009132 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402QSZ5 13737.170000 PA USD 15561.810000 0.0010679 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402QYY1 117839.630000 PA USD 133601.380000 0.0091686 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402RQN2 20290.900000 PA USD 22678.590000 0.0015563 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31402RRC5 25771.820000 PA USD 29663.050000 0.0020357 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403BCQ4 46234.360000 PA USD 51309.120000 0.0035212 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403CXW6 103734.890000 PA USD 117815.560000 0.0080852 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403DDX4 7760.340000 PA USD 8816.700000 0.0006051 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403DD97 80585.300000 PA USD 91555.460000 0.0062831 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403JZM1 15091.500000 PA USD 17074.130000 0.0011717 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403VTR0 33802.850000 PA USD 38255.600000 0.0026253 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403VXE4 17144.930000 PA USD 19408.920000 0.0013320 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403YB36 14391.780000 PA USD 15938.280000 0.0010938 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404AHB3 89365.360000 PA USD 99403.890000 0.0068217 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404BRT1 7182.700000 PA USD 8132.140000 0.0005581 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404CF54 12769.580000 PA USD 12870.790000 0.0008833 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 3.192 N N N N N N FNMA PASS THRU POOLS N/A 31404DJ82 30400.280000 PA USD 35057.880000 0.0024059 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31404QQ36 4965.210000 PA USD 5534.410000 0.0003798 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405AX32 71880.950000 PA USD 81365.780000 0.0055838 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405R7C4 606398.760000 PA USD 687886.690000 0.0472071 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405XCV3 17511.680000 PA USD 19839.360000 0.0013615 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406B3Z1 152109.860000 PA USD 166927.440000 0.0114556 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406DAF3 18672.680000 PA USD 18385.860000 0.0012618 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 3.166 N N N N N N FNMA PASS THRU POOLS N/A 31406GYN3 69814.450000 PA USD 77450.540000 0.0053151 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406HZQ3 24405.960000 PA USD 27664.540000 0.0018985 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406S4P5 14928.820000 PA USD 16701.870000 0.0011462 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406V3Q7 37756.770000 PA USD 41394.600000 0.0028408 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406XWT5 14400.800000 PA USD 14576.330000 0.0010003 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 3.674 N N N N N N FNMA PASS THRU POOLS N/A 31407ADB4 122218.270000 PA USD 139716.090000 0.0095882 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407FYD6 683526.000000 PA USD 691900.320000 0.0474825 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 4.583 N N N N N N FNMA PASS THRU POOLS N/A 31407KF95 8190.970000 PA USD 8984.320000 0.0006166 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407MZ99 26231.950000 PA USD 29787.160000 0.0020442 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407M2K0 518088.740000 PA USD 588232.970000 0.0403682 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407UAW7 33357.030000 PA USD 36577.430000 0.0025102 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31408GF44 2983.100000 PA USD 3023.790000 0.0002075 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409G5L6 4605.750000 PA USD 5049.400000 0.0003465 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410FSL0 42968.130000 PA USD 48430.680000 0.0033236 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410FU45 19814.810000 PA USD 22495.980000 0.0015438 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410FZV0 2452.180000 PA USD 2468.490000 0.0001694 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 3.7 N N N N N N FNMA PASS THRU POOLS N/A 31410F5M3 9463.600000 PA USD 10751.460000 0.0007378 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GRN5 16251.670000 PA USD 18444.110000 0.0012658 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GV67 36031.940000 PA USD 40805.790000 0.0028003 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410G2H5 305706.960000 PA USD 347489.240000 0.0238469 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410G4T7 9064.540000 PA USD 10279.210000 0.0007054 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KXE9 32992.710000 PA USD 37379.250000 0.0025652 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KXK5 20280.050000 PA USD 23032.090000 0.0015806 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KXV1 67263.970000 PA USD 76401.930000 0.0052432 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410RF20 641.380000 PA USD 645.580000 0.0000443 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SAF4 6702.300000 PA USD 6768.090000 0.0004645 Long ABS-MBS USGSE US N 2 2036-06-01 Floating 4.632 N N N N N N FNMA PASS THRU POOLS N/A 31411A5F8 21645.560000 PA USD 24099.390000 0.0016539 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411JRS7 16853.210000 PA USD 19118.770000 0.0013120 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411YL27 2024.690000 PA USD 2039.190000 0.0001399 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 3.565 N N N N N N FNMA PASS THRU POOLS N/A 31412LQR4 8946.470000 PA USD 9802.700000 0.0006727 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LQ94 5087.450000 PA USD 5857.160000 0.0004020 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412L5Z9 3340.270000 PA USD 3474.250000 0.0002384 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412MJ82 118225.940000 PA USD 134193.480000 0.0092092 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MTG3 12615.180000 PA USD 14101.730000 0.0009677 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412NLV6 8519.560000 PA USD 9669.760000 0.0006636 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NNX0 1333.030000 PA USD 1370.670000 0.0000941 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412PCD1 4613.900000 PA USD 4963.080000 0.0003406 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31412PG70 22006.390000 PA USD 24129.110000 0.0016559 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QM89 258243.170000 PA USD 292510.380000 0.0200739 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413ADY6 5233.800000 PA USD 5284.080000 0.0003626 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 4.14 N N N N N N FNMA PASS THRU POOLS N/A 31413DQV2 23856.920000 PA USD 26172.000000 0.0017961 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413JR22 27640.020000 PA USD 32242.640000 0.0022127 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413RGH3 54544.160000 PA USD 59841.230000 0.0041067 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414JAL7 144115.800000 PA USD 161446.730000 0.0110795 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414PA33 6154.260000 PA USD 6744.700000 0.0004629 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415LRR0 24142.720000 PA USD 27392.900000 0.0018799 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415LVW4 348.660000 PA USD 365.940000 0.0000251 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415P3Y2 16393.110000 PA USD 18481.880000 0.0012683 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415XVW8 44140.050000 PA USD 50004.940000 0.0034317 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BL63 10586.320000 PA USD 12028.410000 0.0008255 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BN53 75696.310000 PA USD 85821.440000 0.0058896 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CAQ9 5783.480000 PA USD 5764.720000 0.0003956 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 4.315 N N N N N N FNMA PASS THRU POOLS N/A 31416CLT1 201489.070000 PA USD 232402.000000 0.0159489 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416KT81 61715.310000 PA USD 68094.750000 0.0046731 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416RE66 10897.480000 PA USD 11747.370000 0.0008062 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416VSS4 1222976.590000 PA USD 1357117.150000 0.0931339 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31416WM58 10042.830000 PA USD 11321.290000 0.0007769 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416XGK0 43458.140000 PA USD 47707.880000 0.0032740 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417SCT5 31346.170000 PA USD 33201.140000 0.0022785 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417SZQ6 582875.220000 PA USD 658982.950000 0.0452235 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MT44 18138.180000 PA USD 20543.240000 0.0014098 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MWK4 388956.570000 PA USD 441980.830000 0.0303315 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MWY4 151125.360000 PA USD 159740.170000 0.0109624 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418THN0 29313.390000 PA USD 31251.510000 0.0021447 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 31419AHK6 379294.240000 PA USD 430953.940000 0.0295748 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31419ASF5 42677.000000 PA USD 48451.700000 0.0033251 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31419FGM2 35465.830000 PA USD 38200.580000 0.0026216 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419FGN0 15649.490000 PA USD 16962.480000 0.0011641 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419FWM4 697777.410000 PA USD 763051.440000 0.0523654 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419FY91 15881.310000 PA USD 17123.330000 0.0011751 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419KKA2 13153.730000 PA USD 14439.500000 0.0009909 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138AFCY4 28326.860000 PA USD 31092.720000 0.0021338 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138AFJQ4 23326.430000 PA USD 24442.710000 0.0016774 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGP40 69930.220000 PA USD 79481.610000 0.0054545 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EJE38 78299.980000 PA USD 82738.110000 0.0056780 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 3138ELCT8 22410.750000 PA USD 25859.800000 0.0017747 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138ENEW5 1203530.790000 PA USD 1220063.630000 0.0837284 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 4.172 N N N N N N FNMA PASS THRU POOLS N/A 3138L0MH1 197697.300000 PA USD 203086.780000 0.0139371 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 2.31 N N N N N N FNMA PASS THRU POOLS N/A 3138LR7K2 39279.870000 PA USD 43117.080000 0.0029590 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138M2BF2 156545.190000 PA USD 171839.530000 0.0117927 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FBAE0 977979.720000 PA USD 1046365.000000 0.0718081 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HBJA7 685771.200000 PA USD 733883.280000 0.0503637 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HJ2Q3 6817919.160000 PA USD 7282183.930000 0.4997489 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HMN26 7276443.350000 PA USD 7768615.940000 0.5331309 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HUHJ8 11190000.000000 PA USD 12707037.590000 0.8720363 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.16 N N N N N N FNMA PASS THRU POOLS N/A 3140HUHL3 6310000.000000 PA USD 7165451.940000 0.4917381 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.16 N N N N N N FNMA PASS THRU POOLS N/A 3140J6GM3 90973.720000 PA USD 98142.590000 0.0067352 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JGTB1 308331.170000 PA USD 329322.330000 0.0226002 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JR3L3 1245476.160000 PA USD 1336041.120000 0.0916875 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q94R1 353128.620000 PA USD 377270.730000 0.0258907 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YCJ4 1871.890000 PA USD 2013.690000 0.0001382 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YEC7 33552.930000 PA USD 36576.540000 0.0025101 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YKM8 482685.390000 PA USD 520027.520000 0.0356875 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YRP4 24589.340000 PA USD 26890.290000 0.0018454 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YR90 66117.120000 PA USD 72370.140000 0.0049665 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YSY4 384802.850000 PA USD 420792.970000 0.0288774 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YS40 108367.730000 PA USD 118653.580000 0.0081427 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YTV9 885060.020000 PA USD 967766.910000 0.0664142 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417Y3J4 11865.120000 PA USD 13279.040000 0.0009113 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418AAJ7 5666.810000 PA USD 6198.410000 0.0004254 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418AAW8 6695.580000 PA USD 7323.900000 0.0005026 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CNE0 106680.210000 PA USD 114738.000000 0.0078740 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CZ98 3091671.670000 PA USD 3301822.080000 0.2265917 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418C3D4 44625151.310000 PA USD 47785671.870000 3.2793513 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418DKG6 14734.460000 PA USD 16110.930000 0.0011056 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 4 N N N N N N FORD CREDIT AUTO OWNER TRUST 2016-REV2 N/A 34531BAA0 2500000.000000 PA USD 2505907.500000 0.1719710 Long ABS-O CORP US N 2 2027-12-15 Fixed 2.03 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XQ1 2400000.000000 PA USD 2331000.000000 0.1599678 Long DBT CORP US N 2 2021-01-15 Fixed 3.2 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YY3 700000.000000 PA USD 647569.420000 0.0444403 Long DBT CORP US N 2 2021-04-05 Floating 2.71025 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI12NHY8 3200000.000000 PA 3319109.610000 0.2277780 Long DBT CORP US N 2 2021-05-14 Floating 0.017 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540RAC0 3300000.000000 PA USD 3135254.530000 0.2151607 Long DBT CORP US N 2 2020-09-24 Floating 2.13413 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI0Z5583 3300000.000000 PA 3206204.690000 0.2200298 Long DBT CORP US N 2 2021-12-01 Floating 0.000001 N N N N N N FREDDIE MAC 3397 N/A 31397PLU2 84118.020000 PA USD 83979.000000 0.0057632 Long ABS-MBS USGSE US N 2 2037-12-15 Floating 1.30463 N N N N N N FREDDIE MAC REMIC-1112 N/A 312906NA4 63.870000 PA USD 64.980000 0.0000045 Long ABS-MBS USGSE US N 2 2021-08-15 Fixed 8.4 N N N N N N FREDDIE MAC REMICS 3740 N/A 3137GAPS0 2455490.790000 PA USD 2432863.690000 0.1669583 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 1.20463 N N N N N N FREDDIE MAC-1779 N/A 3133T6CY5 29181.690000 PA USD 33610.930000 0.0023066 Long ABS-MBS USGSE US N 2 2025-04-15 Fixed 8.5 N N N N N N FREMONT HOME LOAN OWNER TRUST 1999-3 N/A 35729BAF8 28935.770000 PA USD 25356.570000 0.0017401 Long ABS-MBS CORP US N 2 2029-12-25 Floating 1.73663 N N N N N N FREMONT HOME LOAN TRUST 2006-2 N/A 35729PPY0 1000000.000000 PA USD 717078.600000 0.0492104 Long ABS-MBS CORP US N 2 2036-02-25 Floating 1.21663 N N N N N N GE CAPITAL UK FUNDING UNLIMITED COMPANY BR7Z6BPTFF652NNO9651 B151HKII9 2000000.000000 PA 2629501.500000 0.1804528 Long DBT CORP IE N 2 2023-05-24 Fixed 5.125 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BR3 1400000.000000 PA 1480825.320000 0.1016235 Long DBT CORP US N 2 2022-05-17 Fixed 0.375 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334BM5 1000000.000000 PA USD 1013492.980000 0.0695522 Long DBT CORP US N 2 2021-12-15 Fixed 3.15 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XAY2 8900000.000000 PA USD 8874547.160000 0.6090269 Long DBT CORP US N 2 2020-07-13 Fixed 3.2 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCB0 200000.000000 PA USD 194095.590000 0.0133201 Long DBT CORP US N 2 2020-11-06 Fixed 2.45 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBD7 500000.000000 PA USD 495169.860000 0.0339816 Long DBT CORP US N 2 2020-11-24 Fixed 3.7 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 ACI11L997 3300000.000000 PA 3418500.700000 0.2345989 Long DBT CORP US N 2 2022-03-26 Floating 0.177 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCP9 3600000.000000 PA USD 3425308.670000 0.2350661 Long DBT CORP US N 2 2021-11-06 Fixed 4.2 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AJ8 2600000.000000 PA USD 2424422.000000 0.1663790 Long DBT CORP US N 2 2025-06-01 Fixed 5.25 N N N N N N GNMA PASS THRU POOLS N/A 36202DQC8 1673.130000 PA USD 1978.920000 0.0001358 Long ABS-MBS USGSE US N 2 2031-10-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202DSS1 1581.110000 PA USD 1912.120000 0.0001312 Long ABS-MBS USGSE US N 2 2032-04-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202DS51 1248.900000 PA USD 1501.830000 0.0001031 Long ABS-MBS USGSE US N 2 2032-05-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202D3K5 3396.500000 PA USD 4116.370000 0.0002825 Long ABS-MBS USGSE US N 2 2034-01-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202D6X4 4536.660000 PA USD 5380.400000 0.0003692 Long ABS-MBS USGSE US N 2 2034-07-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202D7L9 3125.960000 PA USD 3885.300000 0.0002666 Long ABS-MBS USGSE US N 2 2034-08-20 Fixed 6.5 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 9310952.810000 PA USD 90400040.830000 6.2038154 Long STIV RF US N 1 N N N GNMA PASS THRU POOLS N/A 36202KWD3 1613.200000 PA USD 1660.510000 0.0001140 Long ABS-MBS USGSE US N 2 2025-11-20 Floating 3.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CFW1 60877.530000 PA USD 61895.290000 0.0042476 Long ABS-MBS USGSE US N 2 2028-03-20 Floating 4 N N N N N N GNMA PASS THRU POOLS N/A 36225CVC7 1007.270000 PA USD 1044.850000 0.0000717 Long ABS-MBS USGSE US N 2 2032-06-20 Floating 3.875 N N N N N N GNMA PASS THRU POOLS N/A 36225DCE2 19406.480000 PA USD 20152.950000 0.0013830 Long ABS-MBS USGSE US N 2 2034-07-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36225DHN7 1568.730000 PA USD 1581.090000 0.0001085 Long ABS-MBS USGSE US N 2 2034-11-20 Floating 3.625 N N N N N N GNMA PASS THRU POOLS N/A 36295TBH6 4117456.800000 PA USD 4529063.190000 0.3108126 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179QRZ6 511702.270000 PA USD 558719.380000 0.0383428 Long ABS-MBS USGSE US N 2 2044-10-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179QYT2 809775.800000 PA USD 884108.640000 0.0606731 Long ABS-MBS USGSE US N 2 2045-01-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TAL9 6102616.260000 PA USD 6577433.980000 0.4513846 Long ABS-MBS USGSE US N 2 2047-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TUB9 3565690.510000 PA USD 3840410.630000 0.2635530 Long ABS-MBS USGSE US N 2 2048-03-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TV69 930532.320000 PA USD 1002240.850000 0.0687800 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TZ57 2113731.830000 PA USD 2263984.030000 0.1553687 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TZ65 3936219.230000 PA USD 4220493.020000 0.2896366 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179T7L3 4765230.680000 PA USD 5065387.460000 0.3476185 Long ABS-MBS USGSE US N 2 2048-08-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UKY7 7706493.620000 PA USD 8203306.140000 0.5629621 Long ABS-MBS USGSE US N 2 2049-01-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UKZ4 40099.640000 PA USD 42881.730000 0.0029428 Long ABS-MBS USGSE US N 2 2049-01-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UMM1 5415269.280000 PA USD 5763346.980000 0.3955169 Long ABS-MBS USGSE US N 2 2049-02-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UMN9 120444.760000 PA USD 129119.220000 0.0088610 Long ABS-MBS USGSE US N 2 2049-02-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UQ70 139027.830000 PA USD 148845.660000 0.0102147 Long ABS-MBS USGSE US N 2 2049-04-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UUM2 15885011.890000 PA USD 16943340.640000 1.1627579 Long ABS-MBS USGSE US N 2 2049-06-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UZU9 6980270.610000 PA USD 7425658.780000 0.5095951 Long ABS-MBS USGSE US N 2 2049-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H040640 63980000.000000 PA USD 67977376.350000 4.6650321 Long ABS-MBS USGSE US N 2 2050-04-21 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H040657 1100000.000000 PA USD 1169757.630000 0.0802761 Long ABS-MBS USGSE US N 2 2050-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H040657 -43900000.000000 PA USD -46683963.720000 -3.2037452 Short ABS-MBS USGSE US N 2 2050-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H042646 25000000.000000 PA USD 26540039.000000 1.8213432 Long ABS-MBS USGSE US N 2 2050-04-21 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 21H042653 11700000.000000 PA USD 12422566.380000 0.8525141 Long ABS-MBS USGSE US N 2 2050-05-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 21H050649 13200000.000000 PA USD 14037375.000000 0.9633323 Long ABS-MBS USGSE US N 2 2050-04-21 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 21H050656 20115000.000000 PA USD 21422475.000000 1.4701440 Long ABS-MBS USGSE US N 2 2050-05-20 Fixed 5 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 8302434.200000 PA USD 81538206.250000 5.5956610 Long STIV RF US N 1 N N N GNMA PASS THRU POOLS N/A 36200B7H4 314.970000 PA USD 315.230000 0.0000216 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36225ABS8 18.510000 PA USD 18.590000 0.0000013 Long ABS-MBS USGSE US N 2 2021-11-15 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36225ADX5 82.230000 PA USD 82.570000 0.0000057 Long ABS-MBS USGSE US N 2 2021-08-15 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36225ALC2 62.740000 PA USD 64.490000 0.0000044 Long ABS-MBS USGSE US N 2 2022-11-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225ATF7 13.200000 PA USD 13.250000 0.0000009 Long ABS-MBS USGSE US N 2 2021-12-15 Fixed 9.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BPC6 5817.220000 PA USD 7127.540000 0.0004891 Long ABS-MBS USGSE US N 2 2031-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 3617B7GB0 1652613.470000 PA USD 1760580.890000 0.1208221 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAC0 1600000.000000 PA USD 1643358.350000 0.1127775 Long DBT CORP US N 2 2025-01-23 Fixed 3.5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWU4 2000000.000000 PA USD 1919022.280000 0.1316953 Long DBT CORP US N 2 2023-02-23 Floating 2.43275 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXD1 1700000.000000 PA USD 1564002.480000 0.1073316 Long DBT CORP US N 2 2026-05-15 Floating 2.86175 N N N N N N GOV NAT MTGE ASSOC 2002-79 N/A 38373YAK0 4121792.130000 PA USD 4354243.890000 0.2988154 Long ABS-MBS USGSE US N 2 2032-11-20 Fixed 5.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10 N/A 38376RAT3 2439272.530000 PA USD 2415889.910000 0.1657935 Long ABS-MBS USGSE US N 2 2065-04-20 Floating 2.11188 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20 N/A 38376RFJ0 2986398.300000 PA USD 2938182.300000 0.2016364 Long ABS-MBS USGSE US N 2 2065-08-20 Floating 2.26188 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R4Z6 2300131.850000 PA USD 2301343.330000 0.1579326 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 3.48688 N N N N N N GOVERNMENT NATL MTGE ASSOC 2008-27 N/A 38374DTL3 20000.000000 PA USD 23863.160000 0.0016376 Long ABS-MBS USGSE US N 2 2037-08-20 Fixed 5.75 N N N N N N GSAMP TRUST 2004-FM2 N/A 36228FN28 2672754.200000 PA USD 2376334.530000 0.1630789 Long ABS-MBS CORP US N 2 2034-01-25 Floating 1.69663 N N N N N N GSAMP TRUST 2004-WF N/A 36242DKL6 38073.850000 PA USD 35968.190000 0.0024684 Long ABS-MBS CORP US N 2 2034-10-25 Floating 2.59663 N N N N N N GSAMP TRUST 2006-HE1 N/A 3623414T3 5293155.780000 PA USD 5135409.680000 0.3524239 Long ABS-MBS CORP US N 2 2036-01-25 Floating 1.33663 N N N N N N GSMSC PASS-THROUGH TRUST 2009-5R N/A 36190BAF6 416898.660000 PA USD 377173.720000 0.0258840 Long ABS-MBS CORP US N 2 2035-10-26 Variable 5.5 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341RT8 38252.470000 PA USD 37460.080000 0.0025707 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.39838 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341RX9 417581.480000 PA USD 395322.220000 0.0271295 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.09849 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 41284VAB8 3400000.000000 PA USD 3458397.380000 0.2373368 Long DBT CORP US N 2 2021-05-21 Fixed 3.55 N N N N N N HAWKSMOOR MORTGAGES 19-1A N/A ACI1DHFV7 13217203.430000 PA 16153948.590000 1.1085848 Long ABS-MBS CORP GB N 2 2053-05-25 Floating 1.76129 N N N N N N HERTZ FLEET LEASE FUNDING LP 2018-1 N/A 428041BC0 3475632.840000 PA USD 3452582.100000 0.2369377 Long ABS-O CORP US N 2 2032-05-10 Floating 1.36263 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824CBB4 4000000.000000 PA USD 3767624.720000 0.2585579 Long DBT CORP US N 2 2021-10-05 Floating 2.62025 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AV1 400000.000000 PA USD 402329.400000 0.0276104 Long DBT CORP GB N 2 2021-03-08 Fixed 3.4 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AX7 3800000.000000 PA USD 3778460.000000 0.2593015 Long DBT CORP GB N 2 2021-03-08 Floating 3.23888 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AK5 300000.000000 PA USD 307042.370000 0.0210712 Long DBT CORP GB N 2 2021-04-05 Fixed 5.1 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAA1 3600000.000000 PA USD 3526543.330000 0.2420134 Long DBT CORP GB N 2 2024-07-26 Fixed 3.125 N N N N N N INDYMAC ARM TRUST 2001-H2 N/A 45660UAQ2 21423.990000 PA USD 18200.070000 0.0012490 Long ABS-MBS CORP US N 2 2032-01-25 Floating 3.69898 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2007-FLX1 N/A 45668WAC1 8096556.280000 PA USD 5418186.310000 0.3718298 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.19663 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AK9 4000000.000000 PA USD 4112174.720000 0.2822031 Long DBT CORP NL N 2 2023-10-02 Fixed 4.1 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GK5 2200000.000000 PA USD 2135409.630000 0.1465451 Long DBT CORP US N 2 2022-01-15 Fixed 8.625 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBJ5 3500000.000000 PA USD 3270026.550000 0.2244096 Long DBT CORP IT N 2 2024-09-23 Fixed 3.25 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12 N/A 46651QAA5 4600000.000000 PA USD 4491849.860000 0.3082588 Long ABS-MBS CORP US N 2 2031-12-15 Floating 2.15463 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LTB7 3900000.000000 PA USD 3993644.540000 0.2740688 Long DBT CORP US N 2 2021-06-11 Fixed 3.3 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 471048BL1 3700000.000000 PA USD 3837420.110000 0.2633477 Long DBT NUSS JP N 2 2022-07-21 Fixed 2.375 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 471068AN6 5300000.000000 PA USD 5772308.550000 0.3961319 Long DBT NUSS JP N 2 2023-09-27 Fixed 3.375 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 BYQRRPII5 4400000.000000 PA USD 4390840.120000 0.3013269 Long DBT CORP JP N 2 2021-04-13 Fixed 2 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DB8 2900000.000000 PA USD 3099166.230000 0.2126841 Long DBT CORP US N 2 2024-04-01 Fixed 4.7 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HQK9 4200000.000000 PA USD 4212000.660000 0.2890538 Long DBT CORP US N 2 2021-03-01 Floating 3.06038 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAS5 4000000.000000 PA USD 4063421.040000 0.2788573 Long DBT CORP US N 2 2022-06-18 Floating 3.514 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAT3 2700000.000000 PA USD 2634300.660000 0.1807822 Long DBT CORP US N 2 2022-06-18 Floating 1.49938 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAW6 800000.000000 PA USD 722311.210000 0.0495695 Long DBT CORP US N 2 2024-07-23 Floating 2.69625 N N N N N N JP MORGAN MORTGAGE TRUST-2004-A1 N/A 466247BL6 20512.460000 PA USD 18821.080000 0.0012916 Long ABS-MBS CORP US N 2 2034-02-25 Floating 3.64952 N N N N N N JP MORGAN MTGE ACQUIS CORP 2007-CH5 N/A 46631KAE5 11500000.000000 PA USD 10970048.950000 0.7528333 Long ABS-MBS CORP US N 2 2037-06-25 Floating 1.20663 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 482466AD1 3600000.000000 PA USD 3728772.000000 0.2558916 Long DBT CORP KR N 2 2022-01-30 Fixed 3.375 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAE0 3400000.000000 PA USD 3442322.860000 0.2362337 Long DBT CORP US N 2 2021-05-25 Fixed 3.551 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAG5 2100000.000000 PA USD 2189840.250000 0.1502805 Long DBT CORP US N 2 2023-05-25 Fixed 4.057 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAJ1 800000.000000 PA USD 815232.730000 0.0559464 Long DBT CORP US N 2 2023-01-15 Fixed 3.8 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAP1 1300000.000000 PA USD 1229773.490000 0.0843947 Long DBT CORP US N 2 2021-02-10 Floating 2.30413 N N N N N N KVK CLO LTD 2013-1A N/A 482739AF6 3000000.000000 PA USD 2929995.630000 0.2010746 Long ABS-CBDO CORP KY N 2 2028-01-14 Floating 2.73775 N N N N N N LABORATORY CORPORATION OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540RAP7 1700000.000000 PA USD 1715144.620000 0.1177039 Long DBT CORP US N 2 2022-02-01 Fixed 3.2 N N N N N N LATITUDE MANAGEMENT REAL ESTATE CAPITAL INC 2015-CRE1 N/A 50208XAJ1 141983.490000 PA USD 138852.640000 0.0095289 Long ABS-O CORP US N 2 2032-02-22 Floating 1.9085 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI0808F5 400000.000000 PA 422191.360000 0.0289734 Long DBT CORP GB N 2 2023-06-27 Floating 7.625 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI115ML0 50000.000000 PA 33208.950000 0.0022790 Long DBT CORP GB N 2 2025-03-07 Fixed 4 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 BF4TF2II0 4400000.000000 PA 2627094.180000 0.1802876 Long DBT CORP GB N 2 2025-03-07 Floating 1.9533 N N N N N N LOANCORE ISSUER LTD 2018-CRE1 N/A 53946MAA5 3300000.000000 PA USD 3117537.560000 0.2139449 Long ABS-CBDO CORP KY N 2 2028-05-15 Floating 1.83463 N N N N N N LP CREDIT CARD ABS MASTER TRUST 2018-1 N/A 50214FAA1 2949861.410000 PA USD 2850548.430000 0.1956224 Long ABS-MBS CORP US N 2 2024-08-20 Floating 3.18938 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BC6 3800000.000000 PA USD 3423618.890000 0.2349501 Long DBT CORP US N 2 2022-10-03 Fixed 2.125 N N N N N N MASTR REPERFORMING LOAN TR 2006-1 N/A 57643QBP9 112897.840000 PA USD 106641.670000 0.0073184 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 8 Y N N N N N MASTR SPECIALIZED LOAN TRUST 2006-2 N/A 57643AAA8 490453.450000 PA USD 463184.630000 0.0317866 Long ABS-MBS CORP US N 2 2036-02-25 Floating 1.20663 N N N N N N MASTR SPECIALIZED LOAN TRUST 2006-3 N/A 57643BAA6 565746.750000 PA USD 501775.950000 0.0344350 Long ABS-MBS CORP US N 2 2046-06-25 Floating 1.20663 N N N N N N MASTR SPECIALIZED LOAN TRUST 2007-1 N/A 57645KAA4 300092.260000 PA USD 154651.680000 0.0106132 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.31663 N N N N N N MELLON RESIDENTIAL FUND CORP 2002-TBC2 N/A 585525FX1 57688.120000 PA USD 49970.500000 0.0034293 Long ABS-MBS CORP US N 2 2032-08-15 Floating 1.56463 N N N N N N MIDOCEAN CREDIT CLO IV 2015-4A N/A 59801QAJ8 2855498.920000 PA USD 2805021.290000 0.1924981 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 2.63125 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AW4 4000000.000000 PA USD 4059291.760000 0.2785740 Long DBT CORP JP N 2 2021-07-26 Fixed 3.535 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDZ6 425000.000000 PA USD 459741.860000 0.0315504 Long DBT CORP US N 2 2026-01-27 Fixed 3.875 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAQ1 3900000.000000 PA USD 4021306.770000 0.2759672 Long DBT CORP US N 2 2024-04-24 Floating 3.737 N N N N N N MORGAN STANLEY ABS CAPITAL I 2004-HE9 N/A 61744CJU1 1848826.040000 PA USD 1786838.050000 0.1226240 Long ABS-MBS CORP US N 2 2034-11-25 Floating 1.87663 N N N N N N MORGAN STANLEY CAPITAL INC 2006-HE2 N/A 617451EU9 43423.160000 PA USD 34767.620000 0.0023860 Long ABS-MBS CORP US N 2 2036-03-25 Floating 1.12663 N N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-8AR N/A 61749LAP6 59606.950000 PA USD 55224.430000 0.0037898 Long ABS-MBS CORP US N 2 2036-06-25 Floating 3.79779 N N N N N N MORTGAGEIT TRUST 2005-4 N/A 61913PAZ5 408907.820000 PA USD 382767.690000 0.0262679 Long ABS-MBS CORP US N 2 2035-10-25 Floating 1.22663 N N N N N N MYLAN NV 549300A0CD4KNFGIIS89 62854AAM6 900000.000000 PA USD 892020.480000 0.0612160 Long DBT CORP NL N 2 2021-06-15 Fixed 3.15 N N N N N N MYLAN NV 549300A0CD4KNFGIIS89 62854AAN4 4300000.000000 PA USD 4303896.190000 0.2953602 Long DBT CORP NL N 2 2026-06-15 Fixed 3.95 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAA5 3400000.000000 PA USD 3304837.500000 0.2267986 Long DBT CORP GB N 2 2024-03-08 Floating 3.766 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-FA N/A 63935CAA9 2954609.760000 PA USD 2953820.290000 0.2027096 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.18 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBB5 3700000.000000 PA USD 3748364.660000 0.2572362 Long DBT CORP US N 2 2022-02-25 Fixed 3.2 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBF6 2000000.000000 PA USD 2020091.940000 0.1386313 Long DBT CORP US N 2 2022-04-01 Fixed 2.9 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBN9 4600000.000000 PA USD 4525825.690000 0.3105904 Long DBT CORP US N 2 2022-09-01 Fixed 1.95 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAB2 1400000.000000 PA USD 1428293.330000 0.0980184 Long DBT CORP US N 2 2022-11-28 Fixed 2.721 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AX7 1600000.000000 PA USD 1590651.700000 0.1091605 Long DBT CORP US N 2 2020-07-13 Fixed 2.15 N N N N N N NOMURA RESECURITIZATION TRUST 2014-7R N/A 65540RAE0 1343671.460000 PA USD 1332678.620000 0.0914567 Long ABS-MBS CORP US N 2 2035-12-26 Floating 1.82675 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 2300000.000000 PA USD 2348075.470000 0.1611396 Long DBT CORP US N 2 2027-04-01 Fixed 2.8 N N N N N N ORIGIN ENERGY FINANCE LIMITED 5493002W5C9Z753C7Q57 68620YAA0 1166000.000000 PA USD 1207842.610000 0.0828897 Long DBT CORP AU N 2 2021-10-14 Fixed 5.45 N N N N N N OVERSEA-CHINESE BANKING CORP 5493007O3QFXCPOGWK22 ACI12PFS8 2700000.000000 PA USD 2688018.510000 0.1844686 Long DBT CORP SG N 2 2021-05-17 Floating 2.14163 N N N N N N OWNIT MORTGAGE LN ASSET-BCK CERT 2005-5 N/A 69121PBU6 4861433.810000 PA USD 4113573.680000 0.2822991 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.54663 N N N N N N PARK PLACE SECURITIES INC 2004-WWF1 N/A 70069FDN4 1352078.180000 PA USD 1205978.020000 0.0827617 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.74663 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAD5 3800000.000000 PA USD 3732537.500000 0.2561500 Long DBT CORP US N 2 2026-10-01 Fixed 2.65 N N N N N N PENARTH MASTER ISSUER PLC 18-2A N/A 70659PAK7 4000000.000000 PA USD 3959188.000000 0.2717042 Long ABS-MBS CORP GB N 2 2022-09-18 Floating 1.06163 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BC7 2000000.000000 PA USD 2069223.760000 0.1420031 Long DBT CORP US N 2 2023-08-01 Fixed 4.125 N N N N N N PERNOD RICARD 52990097YFPX9J0H5D87 714264AD0 2700000.000000 PA USD 2775657.750000 0.1904830 Long DBT CORP FR N 2 2022-01-15 Fixed 4.45 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172CA5 1600000.000000 PA USD 1631550.580000 0.1119672 Long DBT CORP US N 2 2022-08-17 Fixed 2.375 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAA0 500000.000000 PA USD 467192.300000 0.0320617 Long DBT CORP US N 2 2027-03-15 Fixed 4.3 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AK3 1600000.000000 PA USD 1542906.740000 0.1058839 Long DBT CORP US N 2 2022-07-15 Fixed 3.95 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475AY1 4600000.000000 PA USD 4774346.390000 0.3276455 Long DBT CORP US N 2 2024-11-01 Fixed 2.2 N N N N N N PRIME MORTGAGE TRUST 2004-CL1 N/A 74160MDL3 42046.390000 PA USD 38700.550000 0.0026559 Long ABS-MBS CORP US N 2 2034-02-25 Floating 1.34663 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 P1910WRC5 4288000.000000 PA 29174.740000 0.0020022 Long DBT NUSS AR N 2 2025-04-12 Floating 52.2701 N N N N N N PROVINCE OF ONTARIO CANADA C7PVKCRGLG18EBQGZV36 68323AAD6 2000000.000000 PA 1474896.470000 0.1012166 Long DBT NUSS CA N 2 2021-06-02 Fixed 4 N N N N N N PROVINCE OF ONTARIO CANADA C7PVKCRGLG18EBQGZV36 68323AAW4 3100000.000000 PA 2305971.180000 0.1582501 Long DBT NUSS CA N 2 2022-06-02 Fixed 3.15 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748148RU9 600000.000000 PA USD 605069.060000 0.0415236 Long DBT NUSS CA N 2 2020-07-29 Fixed 3.5 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZEG4 900000.000000 PA 656345.430000 0.0450425 Long DBT NUSS CA N 2 2020-12-01 Fixed 4.5 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZEH2 10600000.000000 PA 7960403.790000 0.5462926 Long DBT NUSS CA N 2 2021-12-01 Fixed 4.25 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZEL3 600000.000000 PA 454172.320000 0.0311681 Long DBT NUSS CA N 2 2022-12-01 Fixed 3.5 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CQH2 4300000.000000 PA USD 4389117.500000 0.3012087 Long DBT NUSS QA N 2 2024-03-14 Fixed 3.375 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI122SK2 3600000.000000 PA USD 3712550.400000 0.2547784 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.875 N N N N N N RAYMOND JAMES FINANCIAL INC RGUZHJ05YTITL6D76949 754730AG4 1900000.000000 PA USD 1991031.790000 0.1366370 Long DBT CORP US N 2 2030-04-01 Fixed 4.65 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2007-1 N/A 75970JAF3 927119.020000 PA USD 229443.600000 0.0157459 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.612 N N N N N N RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1 N/A 76112BR36 573644.220000 PA USD 463543.020000 0.0318112 Long ABS-MBS CORP US N 2 2035-12-25 Floating 1.38663 N N N N N N RESIDENTIAL ASSET MORTGAGE PROD 2006-NC2 N/A 75156TAD2 1000000.000000 PA USD 809788.100000 0.0555727 Long ABS-MBS CORP US N 2 2036-02-25 Floating 1.30663 N N N N N N RESIDENTIAL ASSET SECURITIES 2006-KS8 N/A 74924RAD0 2390650.530000 PA USD 2179551.550000 0.1495744 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.18663 N N N N N N RESIDENTIAL FUNDING MTGE SEC 2005-SA4 N/A 76111XYD9 205706.910000 PA USD 147018.730000 0.0100893 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.22633 Y N N N N N RESIDENTIAL FUNDING MTGE SEC 2005-SA4 N/A 76111XYF4 303294.560000 PA USD 208945.020000 0.0143391 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.62655 N N N N N N RESLOC UK PLC 2007-1X N/A B1XCHCII2 1123302.880000 PA 1269681.850000 0.0871335 Long ABS-MBS CORP GB N 2 2043-12-15 Floating 0.64675 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBE8 4100000.000000 PA USD 4182539.680000 0.2870320 Long DBT CORP US N 2 2021-11-14 Fixed 3.375 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 U76673AA7 557438.580000 PA USD 549776.590000 0.0377291 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BB6 4000000.000000 PA USD 3921300.000000 0.2691041 Long DBT CORP GB N 2 2021-08-15 Floating 8.625 N N N N Y ROYAL BANK OF SCOTLAND GROUP PLC GBP XXXX N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBQ1 3600000.000000 PA USD 3664727.860000 0.2514965 Long DBT CORP US N 2 2024-11-21 Fixed 2.6 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 ACI0LCK78 3600000.000000 PA 3943164.950000 0.2706046 Long DBT CORP GB N 2 2023-03-22 Fixed 2.5 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKM0 3700000.000000 PA USD 3713611.120000 0.2548512 Long DBT CORP US N 2 2022-06-01 Fixed 2.875 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAZ9 4200000.000000 PA USD 3758716.840000 0.2579466 Long DBT CORP US N 2 2026-10-05 Fixed 3.244 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAD7 500000.000000 PA USD 499020.400000 0.0342459 Long DBT CORP GB N 2 2021-01-08 Fixed 3.125 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAV5 4300000.000000 PA USD 4188187.010000 0.2874196 Long DBT CORP GB N 2 2021-11-15 Fixed 3.75 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TRUST 2018-2A N/A 81378TAB6 167303.640000 PA USD 167280.520000 0.0114798 Long ABS-O CORP CA N 2 2021-02-25 Fixed 3.06 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAU6 2500000.000000 PA USD 2377827.600000 0.1631814 Long DBT CORP US N 2 2021-02-15 Fixed 4.25 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ N V TAFO772JB70PDRN5VS48 82620KAS2 1600000.000000 PA USD 1643756.560000 0.1128048 Long DBT CORP NL N 2 2024-03-16 Fixed 3.125 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 83051GAJ7 3400000.000000 PA USD 3422470.600000 0.2348713 Long DBT CORP SE N 2 2021-05-17 Fixed 3.25 N N N N N N SL GREEN OPERATING PARTNERSHIP LP 2K1OXW4LY7IS2U150Y32 78444FAF3 2148000.000000 PA USD 2140067.090000 0.1468648 Long DBT CORP US N 2 2022-10-15 Fixed 3.25 N N N N N N SLM CONSOLIDATION STUD LN TRUST 2004-10 N/A 78442GNG7 338067.010000 PA USD 337968.190000 0.0231935 Long ABS-O CORP US N 2 2026-04-27 Floating 2.34413 N N N N N N SMALL BUSINESS ADMIN PART CERT 2004-20C N/A 83162CNQ2 3834.280000 PA USD 3974.900000 0.0002728 Long ABS-O CORP US N 2 2024-03-01 Fixed 4.34 N N N N N N SMALL BUSINESS ADMIN PART CERT 2005-20G N/A 83162CPR8 1054309.010000 PA USD 1110058.660000 0.0761792 Long ABS-O CORP US N 2 2025-07-01 Fixed 4.75 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2003-20I N/A 83162CNF6 668.310000 PA USD 696.110000 0.0000478 Long ABS-O CORP US N 2 2023-09-01 Fixed 5.13 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT1 N/A 83611MDH8 1125817.410000 PA USD 1079001.080000 0.0740478 Long ABS-MBS CORP US N 2 2035-06-25 Floating 1.62163 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CS4 3100000.000000 PA USD 3110183.810000 0.2134402 Long DBT CORP US N 2 2021-07-01 Fixed 2.35 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CU9 3200000.000000 PA USD 3224448.450000 0.2212818 Long DBT CORP US N 2 2023-07-01 Fixed 2.95 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-7 N/A 007036MX1 28996.200000 PA USD 25657.630000 0.0017608 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.34242 Y N N N N N SPAIN GOVT 9598007A56S18711AH60 ACI1CLSY9 8400000.000000 PA 9244461.440000 0.6344127 Long DBT NUSS ES N 2 2029-10-31 Fixed 0.6 N N N N N N SPAIN GOVT 9598007A56S18711AH60 ACI17SZK2 4200000.000000 PA 4981755.000000 0.3418791 Long DBT NUSS ES N 2 2029-04-30 Fixed 1.45 N N N N N N SPAIN GOVT 9598007A56S18711AH60 BJRJGGII7 2500000.000000 PA 3080632.350000 0.2114122 Long DBT NUSS ES N 2 2035-07-30 Fixed 1.85 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAJ8 1700000.000000 PA USD 1711475.000000 0.1174521 Long DBT CORP US N 2 2020-12-15 Fixed 8.25 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAA8 1462500.000000 PA USD 1460671.880000 0.1002404 Long DBT CORP US N 2 2023-03-20 Variable 3.36 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BR0 3800000.000000 PA USD 3692935.380000 0.2534323 Long DBT CORP GB N 2 2022-09-10 Floating 2.096 N N N N N N STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1 N/A 78485WAA7 3000000.000000 PA USD 2775926.460000 0.1905014 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 1.78463 N N N N N N AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP) 5493001L78U618KXNZ75 00108WAH3 1800000.000000 PA USD 1886566.480000 0.1294680 Long DBT CORP US N 2 2028-06-01 Fixed 3.95 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2007-1 N/A 86362TAF4 1814517.230000 PA USD 1419264.930000 0.0973988 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.6852 Y N N N N N STRUCTURED ARM LOAN TRUST 2004-8 N/A 86359BWG2 97132.130000 PA USD 85645.950000 0.0058776 Long ABS-MBS CORP US N 2 2034-07-25 Floating 3.95189 N N N N N N STRUCTURED ASSET INVST LN TR 2005-4 N/A 86358ESN7 2500000.000000 PA USD 2279436.750000 0.1564292 Long ABS-MBS CORP US N 2 2035-05-25 Floating 1.84663 N N N N N N STRUCTURED ASSET MTG INV INC 2003-AR1 N/A 86358HRX9 16320.260000 PA USD 13979.580000 0.0009594 Long ABS-MBS CORP US N 2 2033-10-19 Floating 1.59 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPE3 429522.440000 PA USD 374753.780000 0.0257179 Long ABS-MBS CORP US N 2 2035-07-19 Floating 1 N N N N N N STRUCTURED ASSET MTG INV INC 2006-AR7 N/A 86361HAN4 97300.630000 PA USD 145659.400000 0.0099961 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.14663 Y N N N N N STRUCTURED ASSET SEC CORP 2007-WF1 N/A 86358BAT9 2106672.670000 PA USD 1964031.760000 0.1347841 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.15663 N N N N N N STRUCTURED ASSET SECUR CORP 2006-WF4 N/A 863576DL5 500000.000000 PA USD 441209.450000 0.0302785 Long ABS-MBS CORP US N 2 2035-11-25 Floating 1.95163 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAM7 4400000.000000 PA USD 3554452.790000 0.2439288 Long DBT CORP IE N 2 2024-08-14 Fixed 2.875 N N N N N N SUNTORY HOLDINGS LIMITED 54930074QUY8RD0UZM08 86803UAD3 3800000.000000 PA USD 3835957.270000 0.2632473 Long DBT CORP JP N 2 2024-10-16 Fixed 2.25 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86960BAT9 3500000.000000 PA USD 3542722.050000 0.2431237 Long DBT CORP SE N 2 2021-05-24 Fixed 3.35 N N N N N N SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK) 549300UATVPGSLE43Z27 87166FAC7 3500000.000000 PA USD 3457652.660000 0.2372857 Long DBT CORP US N 2 2021-05-24 Fixed 3.65 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAD6 3300000.000000 PA USD 3293694.460000 0.2260339 Long DBT CORP NL N 2 2020-04-24 Fixed 3.698 N N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 874060AT3 4300000.000000 PA USD 4533905.120000 0.3111449 Long DBT CORP JP N 2 2023-11-26 Fixed 4.4 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BB7 1800000.000000 PA USD 1774785.130000 0.1217968 Long DBT CORP US N 2 2022-09-15 Fixed 2.6 N N N N N N TELEFONICA EMISIONES SA 549300Y5MFC4SW5Z3K71 87938WAM5 200000.000000 PA USD 200335.160000 0.0137482 Long DBT CORP ES N 2 2020-04-27 Fixed 5.134 N N N N N N TELSTRA CORPORATION LIMITED PCTXNQGRJVR3OG33JG65 87969NAC9 1700000.000000 PA USD 1753527.950000 0.1203380 Long DBT CORP AU N 2 2021-10-12 Fixed 4.8 N N N N N N TESCO PROPERTY FINANCE 5 PLC 213800BN1HYPUZMXAF92 ACI01EQ39 1372894.550000 PA 2122191.620000 0.1456380 Long DBT CORP GB N 2 2041-10-13 Fixed 5.6611 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAL5 3400000.000000 PA USD 3361733.000000 0.2307031 Long DBT CORP NL N 2 2024-04-15 Fixed 6 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBA5 1500000.000000 PA USD 1503700.340000 0.1031933 Long DBT CORP US N 2 2021-09-01 Fixed 4 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117FJB6 4300000.000000 PA USD 4441032.390000 0.3047714 Long DBT CORP CA N 2 2021-10-22 Fixed 3.35 N N N N N N TOWD POINT MORTGAGE FUNDING 19-A13A N/A ACI1G4F01 6482317.000000 PA 7885172.180000 0.5411298 Long ABS-MBS CORP GB N 2 2045-07-20 Floating 1.61122 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC N/A ACI19VH23 7120138.480000 PA 8590989.460000 0.5895674 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 1.72413 N N N N N N TRALEE CLO V LTD 2018-5A N/A 89300JAA6 4000000.000000 PA USD 3852840.080000 0.2644060 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 2.92913 N N N N N N TRINITY SQUARE 2015-1 PLC 15-1X N/A ACI0JG421 2260907.720000 PA 2761179.830000 0.1894894 Long ABS-MBS CORP GB N 2 2051-07-15 Floating 1.875 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBE3 3246000.000000 PA USD 2960404.590000 0.2031615 Long DBT CORP US N 2 2022-01-15 Fixed 3.5 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494AT0 760000.000000 PA USD 786279.360000 0.0539594 Long DBT CORP US N 2 2022-06-15 Fixed 4.5 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 5800000.000000 PA USD 5858000.000000 0.4020125 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N UBS AG/STAMFORD CT BRANCH BFM8T61CT2L1QCEMIK50 90261AAB8 250000.000000 PA USD 257622.500000 0.0176797 Long DBT CORP CH N 2 2022-08-17 Fixed 7.625 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAD9 4200000.000000 PA USD 4209385.240000 0.2888743 Long DBT CORP CH N 2 2021-04-15 Fixed 3 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 100000.000000 PA USD 104096.000000 0.0071437 Long DBT CORP CH N 2 2025-09-24 Fixed 4.125 N N N N N N UMBS PASS THRU POOLS N/A 01F022659 33400000.000000 PA USD 34560112.260000 2.3717308 Long ABS-MBS USGSE US N 2 2050-05-13 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030652 48956000.000000 PA USD 51267893.250000 3.5183230 Long ABS-MBS USGSE US N 2 2050-05-13 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F030660 52444000.000000 PA USD 54805888.960000 3.7611224 Long ABS-MBS USGSE US N 2 2050-06-11 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032641 10700000.000000 PA USD 11319847.580000 0.7768386 Long ABS-MBS USGSE US N 2 2050-04-15 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F032658 -10700000.000000 PA USD -11317551.140000 -0.7766810 Short ABS-MBS USGSE US N 2 2050-05-13 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040651 61000000.000000 PA USD 65116190.330000 4.4686797 Long ABS-MBS USGSE US N 2 2050-05-13 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F040651 -138238000.000000 PA USD -147566097.030000 -10.1269072 Short ABS-MBS USGSE US N 2 2050-05-13 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F042657 -39200000.000000 PA USD -42170625.000000 -2.8940117 Short ABS-MBS USGSE US N 2 2050-05-13 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F052656 1000000.000000 PA USD 1094843.750000 0.0751350 Long ABS-MBS USGSE US N 2 2050-05-13 Fixed 5.5 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 7800000.000000 PA USD 8340041.810000 0.5723458 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N UNITED OVERSEAS BANK LIMITED IO66REGK3RCBAMA8HR66 91127KAB8 6000000.000000 PA USD 5801058.360000 0.3981049 Long DBT CORP SG N 2 2021-04-23 Floating 2.28625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828N71 13352265.000000 PA USD 13798864.350000 0.9469643 Long DBT UST US N 2 2026-01-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128285W6 14710032.000000 PA USD 16000750.670000 1.0980714 Long DBT UST US N 2 2029-01-15 Fixed 0.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QV3 3310408.000000 PA USD 3710305.150000 0.2546243 Long DBT UST US N 2 2042-02-15 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RF7 4759025.000000 PA USD 6110616.610000 0.4193487 Long DBT UST US N 2 2044-02-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RL4 766759.000000 PA USD 877294.760000 0.0602054 Long DBT UST US N 2 2045-02-15 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RW0 5022185.000000 PA USD 5982857.470000 0.4105810 Long DBT UST US N 2 2047-02-15 Fixed 0.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SB5 6276000.000000 PA USD 7737672.370000 0.5310074 Long DBT UST US N 2 2048-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SG4 6765330.000000 PA USD 8422860.880000 0.5780293 Long DBT UST US N 2 2049-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828Q60 28622816.000000 PA USD 28041483.740000 1.9243818 Long DBT UST US N 2 2021-04-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828VM9 11083800.000000 PA USD 11151628.090000 0.7652944 Long DBT UST US N 2 2023-07-15 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828Y38 34526688.000000 PA USD 36974225.870000 2.5374023 Long DBT UST US N 2 2028-07-15 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QZ4 1700000.000000 PA USD 2325546.880000 0.1595936 Long DBT UST US N 2 2043-02-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SL3 7700000.000000 PA USD 8947490.240000 0.6140327 Long DBT UST US N 2 2050-02-15 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128286Z8 9000000.000000 PA USD 9532968.750000 0.6542119 Long DBT UST US N 2 2024-06-30 Fixed 1.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128282P4 8227000.000000 PA USD 8534548.380000 0.5856940 Long DBT UST US N 2 2022-07-31 Fixed 1.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828XQ8 1200000.000000 PA USD 1249500.000000 0.0857485 Long DBT UST US N 2 2022-07-31 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828D72 800000.000000 PA USD 820359.380000 0.0562982 Long DBT UST US N 2 2021-08-31 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828L57 1402000.000000 PA USD 1454903.600000 0.0998446 Long DBT UST US N 2 2022-09-30 Fixed 1.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828M80 315000.000000 PA USD 329445.700000 0.0226086 Long DBT UST US N 2 2022-11-30 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QY7 1900000.000000 PA USD 2455082.040000 0.1684831 Long DBT UST US N 2 2042-11-15 Fixed 2.75 N N N N N N US BANK NA/CINCINNATI BRANCH 6BYL5QZYBDK8S7L73M02 90331HNP4 4100000.000000 PA USD 4135273.610000 0.2837883 Long DBT CORP US N 2 2021-04-26 Fixed 3.15 N N N N N N VENTURE CLO LTD 2014-17A N/A 92329YAL0 3400000.000000 PA USD 3312231.790000 0.2273060 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 2.71125 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEN0 7646000.000000 PA USD 8216445.430000 0.5638638 Long DBT CORP US N 2 2025-02-15 Fixed 3.376 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBH2 3300000.000000 PA USD 3442646.590000 0.2362559 Long DBT CORP GB N 2 2024-01-16 Fixed 3.75 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 ACI0ZCCR8 3200000.000000 PA 3482066.970000 0.2389612 Long DBT CORP DE N 2 2021-06-15 Floating 0.000001 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AN2 5900000.000000 PA USD 5881639.440000 0.4036348 Long DBT CORP US N 2 2020-11-13 Fixed 3.875 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AV4 3600000.000000 PA USD 3554915.650000 0.2439605 Long DBT CORP US N 2 2020-11-13 Floating 2.47725 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AQ5 3600000.000000 PA USD 3523896.970000 0.2418318 Long DBT CORP US N 2 2021-11-12 Floating 2.65313 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AP5 900000.000000 PA USD 873839.480000 0.0599683 Long DBT CORP US N 2 2021-09-15 Floating 2.0405 N N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A 92925VAP5 1610965.290000 PA USD 1392045.580000 0.0955309 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.90206 Y N N N N N WASHINGTON MUTUAL 2005-AR13 N/A 92922F4M7 208640.330000 PA USD 191622.310000 0.0131503 Long ABS-MBS CORP US N 2 2045-10-25 Floating 1.23663 N N N N N N WASHINGTON MUTUAL 2006-AR16 N/A 92925GAE3 1355579.690000 PA USD 1136147.670000 0.0779695 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.33262 Y N N N N N WASHINGTON PRIME GROUP LP 549300K4BNOIQ154O537 939648AE1 2200000.000000 PA USD 1306261.000000 0.0896438 Long DBT CORP US N 2 2024-08-15 Fixed 6.45 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 3500000.000000 PA USD 3712430.610000 0.2547702 Long DBT CORP US N 2 2024-01-24 Fixed 3.75 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2B8 4200000.000000 PA USD 4254741.960000 0.2919870 Long DBT CORP US N 2 2022-07-22 Fixed 2.625 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGP9 3600000.000000 PA USD 3804538.900000 0.2610912 Long DBT CORP US N 2 2025-09-29 Fixed 3.55 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5X1 4500000.000000 PA USD 4525698.650000 0.3105817 Long DBT CORP US N 2 2022-05-27 Floating 2.897 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5T0 1900000.000000 PA USD 1953492.710000 0.1340609 Long DBT CORP US N 2 2021-10-22 Fixed 3.625 N N N N N N WELLS FARGO HOME EQUITY TRUST 2006-2 N/A 9497EAAD3 36175.390000 PA USD 36336.240000 0.0024936 Long ABS-MBS CORP US N 2 2036-07-25 Floating 1.19663 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KBA3 250000.000000 PA USD 252001.010000 0.0172939 Long DBT CORP US N 2 2023-03-15 Fixed 3.75 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2018-3A N/A 96042GAC6 948186.050000 PA USD 947133.940000 0.0649982 Long ABS-O CORP US N 2 2022-01-18 Fixed 2.98 N N N N N N AMBAC LSNI LLC N/A 02315QAA6 3518005.630000 PA USD 3368416.510000 0.2311618 Long DBT CORP KY N 2 2023-02-12 Floating 6.45013 N N N N N N WISCONSIN POWER AND LIGHT COMPANY JWBYHVQVMY66CVCOSO49 976826BJ5 2500000.000000 PA USD 2523855.630000 0.1732027 Long DBT CORP US N 2 2022-11-15 Fixed 2.25 N N N N N N WYNDHAM HOTELS & RESORTS INC 549300FE3MQ4RVXXC673 98311AAA3 1500000.000000 PA USD 1315451.250000 0.0902745 Long DBT CORP US N 2 2026-04-15 Fixed 5.375 N N N N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 023608AH5 2100000.000000 PA USD 2045943.650000 0.1404054 Long DBT CORP US N 2 2024-09-15 Fixed 2.5 N N N N N N Z CAPITAL CREDIT PARTNERS CLO LTD 2015-1 N/A 98877EAG8 3500000.000000 PA USD 3410594.920000 0.2340563 Long ABS-CBDO CORP KY N 2 2027-07-16 Floating 2.79263 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CD9 3700000.000000 PA USD 3780346.720000 0.2594310 Long DBT CORP US N 2 2022-05-20 Fixed 2.75 N N N N N N N/A N/A 000000000 1.000000 NC -1984734.750000 -0.1362049 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 24982752.490000 BRL 119500000.000000 BRL 2020-04-02 -1984734.750000 N N N N/A N/A 000000000 1.000000 NC -479482.150000 -0.0329051 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 16626207.580000 BRL 83900000.000000 BRL 2020-04-02 -479482.150000 N N N N/A N/A 000000000 1.000000 NC 6431185.580000 0.4413481 N/A DFE BR N 2 Banco Santander, S.A. 5493006QMFDDMYWIAM13 136700000.000000 BRL 32739378.260000 USD 2020-04-02 6431185.580000 N N N AMERICAN HOME MTGE INV TRUST 2004-4 N/A 02660TCS0 174821.490000 PA USD 169650.460000 0.0116425 Long ABS-MBS CORP US N 2 2045-02-25 Floating 3.53325 N N N N N N N/A N/A 000000000 1.000000 NC -17373.690000 -0.0011923 N/A DFE N/A N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 1403809.120000 EUR 1255000.000000 EUR 2020-05-15 -17373.690000 N N N N/A N/A 000000000 1.000000 NC 137670.200000 0.0094478 N/A DFE N/A N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 5244571.580000 EUR 4872000.000000 EUR 2020-05-15 137670.200000 N N N N/A N/A 000000000 1.000000 NC 86787.540000 0.0059559 N/A DFE N/A N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 2689397.520000 EUR 2513000.000000 EUR 2020-05-15 86787.540000 N N N N/A N/A 000000000 1.000000 NC 121487.890000 0.0083373 N/A DFE N/A N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 3595000.000000 EUR 4092990.190000 USD 2020-05-15 121487.890000 N N N N/A N/A 000000000 1.000000 NC 90768.130000 0.0062291 N/A DFE N/A N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 5733000.000000 EUR 6424181.950000 USD 2020-05-15 90768.130000 N N N N/A N/A 000000000 1.000000 NC 13568.700000 0.0009312 N/A DFE N/A N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 3996000.000000 EUR 4428067.500000 USD 2020-05-15 13568.700000 N N N N/A N/A 000000000 1.000000 NC -29407.200000 -0.0020181 N/A DFE N/A N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 2100000.000000 EUR 2290524.600000 USD 2020-05-15 -29407.200000 N N N N/A N/A 000000000 1.000000 NC -3353.450000 -0.0002301 N/A DFE IL N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 428000.000000 ILS 117546.060000 USD 2020-04-16 -3353.450000 N N N N/A N/A 000000000 1.000000 NC 103400.510000 0.0070960 N/A DFE JP N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 398900000.000000 JPY 3820445.750000 USD 2020-05-15 103400.510000 N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WDE8 4600000.000000 PA USD 4420801.020000 0.3033830 Long DBT CORP US N 2 2022-02-15 Floating 2.14175 N N N N N N N/A N/A 000000000 1.000000 NC -162085.340000 -0.0111233 N/A DFE CA N 2 BNP Paribas S.A. N/A 3403786.690000 CAD 4562000.000000 CAD 2020-04-02 -162085.340000 N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DD6 1400000.000000 PA USD 1404104.650000 0.0963584 Long DBT CORP US N 2 2025-07-10 Fixed 3.75 N N N N N N N/A N/A 000000000 1.000000 NC 25985.490000 0.0017833 N/A DFE JP N 2 BNP Paribas S.A. N/A 1149044.360000 JPY 126100000.000000 JPY 2020-05-15 25985.490000 N N N N/A N/A 000000000 1.000000 NC 699686.110000 0.0480168 N/A DFE BR N 2 BNP Paribas S.A. N/A 13900000.000000 BRL 3374769.350000 USD 2020-04-02 699686.110000 N N N N/A N/A 000000000 1.000000 NC 495530.650000 0.0340064 N/A DFE BR N 2 BNP Paribas S.A. N/A 16770253.500000 BRL 3723000.000000 USD 2020-04-02 495530.650000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAT7 4400000.000000 PA USD 4428533.960000 0.3039137 Long DBT CORP US N 2 2024-05-15 Fixed 3.375 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAF7 100000.000000 PA USD 99217.390000 0.0068089 Long DBT CORP US N 2 2020-06-01 Fixed 2.8 N N N N N N N/A N/A 000000000 1.000000 NC 1588688.210000 0.1090257 N/A DFE MX N 2 BNP Paribas S.A. N/A 160610000.000000 MXN 8339694.160000 USD 2020-04-22 1588688.210000 N N N N/A RVHJWBXLJ1RFUBSY1F30 000000000 1.000000 NC USD -96159.270000 -0.0065990 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO DEBENTURES SR UNSEC Y Single Leg Swap 2020-12-21 22302.670000 USD 0.000000 USD 3900000.000000 USD -118461.940000 N N N N/A N/A 000000000 1.000000 NC USD -422501.620000 -0.0289947 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.IG.31 N/A N/A Y Single Leg Swap 2023-12-21 0.000000 USD -3947855.310000 USD 220100000.000000 USD 3525353.690000 N N N N/A N/A 000000000 1.000000 NC USD 20780.490000 0.0014261 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.IG.32 N/A N/A Y Single Leg Swap 2024-06-21 0.000000 USD -527844.180000 USD 32800000.000000 USD 548624.670000 N N N N/A N/A 000000000 -2300000.000000 NC USD -36999.430000 -0.0025391 N/A DCR US N 2 Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 Put Written Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.850000 USD 2020-06-17 XXXX -34032.430000 N N N N/A N/A 000000000 -1700000.000000 NC USD -6.820000 -0.0000005 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.480000 USD 2020-04-15 XXXX 809.180000 N N N N/A N/A 000000000 -1500000.000000 NC USD -24130.070000 -0.0016560 N/A DCR US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 Put Written Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.850000 USD 2020-06-17 XXXX -22405.070000 N N N N/A N/A 000000000 -2300000.000000 NC USD -41739.620000 -0.0028644 N/A DCR US N 2 BNP Paribas S.A. N/A Put Written BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.700000 USD 2020-04-15 XXXX -39301.620000 N N N N/A N/A 000000000 -1700000.000000 NC USD -30851.020000 -0.0021172 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.700000 USD 2020-04-15 XXXX -29406.020000 N N N N/A N/A 000000000 -2300000.000000 NC USD -9.220000 -0.0000006 N/A DCR US N 2 BNP Paribas S.A. N/A Call Written BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.480000 USD 2020-04-15 XXXX 1071.780000 N N N N/A N/A 000000000 -6800000.000000 NC USD -118696.580000 -0.0081457 N/A DCR US N 2 BNP Paribas S.A. N/A Put Written BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2020-06-17 XXXX -111522.580000 N N N N/A N/A 000000000 1.000000 NC -118119.500000 -0.0081061 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3901738.110000 BRL 19687000.000000 BRL 2020-04-23 -118119.500000 N N N N/A N/A 000000000 1.000000 NC 26409.450000 0.0018124 N/A DFE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 13692602.100000 CAD 19306568.960000 CAD 2020-04-02 26409.450000 N N N N/A N/A 000000000 1.000000 NC 13422.620000 0.0009211 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1010661.560000 EUR 927000.000000 EUR 2020-05-15 13422.620000 N N N N/A N/A 000000000 1.000000 NC 52431.590000 0.0035982 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1182048.730000 GBP 993000.000000 GBP 2020-05-15 52431.590000 N N N N/A N/A 000000000 1.000000 NC 607633.010000 0.0416996 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 29958052.150000 JPY 3280200000.000000 JPY 2020-05-15 607633.010000 N N N N/A N/A 000000000 1.000000 NC -62411.730000 -0.0042831 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3931344.260000 JPY 415200000.000000 JPY 2020-05-15 -62411.730000 N N N N/A N/A 000000000 1.000000 NC 351411.400000 0.0241160 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7000000.000000 BRL 1698575.620000 USD 2020-04-02 351411.400000 N N N N/A N/A 000000000 1.000000 NC 503694.850000 0.0345667 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 14239877.400000 BRL 3244188.180000 USD 2020-04-02 503694.850000 N N N N/A N/A 000000000 1.000000 NC 741021.530000 0.0508535 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 46410000.000000 BRL 9660498.320000 USD 2020-04-23 741021.530000 N N N N/A N/A 000000000 1.000000 NC 727332.640000 0.0499141 N/A DFE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 18238214.960000 CAD 13687184.910000 USD 2020-04-02 727332.640000 N N N N/A N/A 000000000 1.000000 NC -27030.770000 -0.0018550 N/A DFE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 19306568.960000 CAD 13697265.000000 USD 2020-05-04 -27030.770000 N N N N/A N/A 000000000 1.000000 NC -368941.430000 -0.0253191 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 29438000.000000 EUR 32152083.510000 USD 2020-05-15 -368941.430000 N N N N/A N/A 000000000 1.000000 NC 180715.760000 0.0124018 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3073000.000000 GBP 4001015.880000 USD 2020-05-15 180715.760000 N N N N/A N/A 000000000 1.000000 NC 525986.110000 0.0360965 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 10425000.000000 GBP 13486164.680000 USD 2020-05-15 525986.110000 N N N N/A N/A 000000000 1.000000 NC 171046.770000 0.0117383 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3566000.000000 GBP 4604235.910000 USD 2020-05-15 171046.770000 N N N N/A N/A 000000000 1.000000 NC 296474.220000 0.0203459 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 6221000.000000 GBP 8030313.150000 USD 2020-05-15 296474.220000 N N N N/A N/A 000000000 1.000000 NC 394055.130000 0.0270425 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 10527000.000000 GBP 13481038.320000 USD 2020-05-15 394055.130000 N N N N/A N/A 000000000 1.000000 NC 79173.800000 0.0054334 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1190000.000000 GBP 1558561.090000 USD 2020-05-15 79173.800000 N N N N/A N/A 000000000 1.000000 NC -81219.070000 -0.0055738 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 468300000.000000 JPY 4282511.910000 USD 2020-05-15 -81219.070000 N N N N/A N/A 000000000 1.000000 NC -152654.760000 -0.0104761 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 669800000.000000 JPY 6088701.230000 USD 2020-05-15 -152654.760000 N N N N/A N/A 000000000 1.000000 NC -27812.770000 -0.0019087 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 122700000.000000 JPY 1115535.070000 USD 2020-05-15 -27812.770000 N N N N/A 549300MHDRBVRF6B9117 000000000 1.000000 NC USD 47.960000 0.0000033 N/A DCR US N 2 Bank of America, N.A. 9DJT3UXIJIZJI4WXO774 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2021-06-21 10427.160000 USD 0.000000 USD 1700000.000000 USD -10379.200000 N N N N/A 549300MHDRBVRF6B9117 000000000 1.000000 NC USD 132.590000 0.0000091 N/A DCR US N 2 Citibank International Limited N/A COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2021-06-21 30207.000000 USD 0.000000 USD 4700000.000000 USD -30074.410000 N N N N/A N/A 000000000 1.000000 NC -1085.920000 -0.0000745 N/A DFE BR N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 79970.020000 BRL 410766.800000 BRL 2020-05-05 -1085.920000 N N N N/A N/A 000000000 1.000000 NC 1018.590000 0.0000699 N/A DFE BR N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 410766.800000 BRL 80071.500000 USD 2020-04-02 1018.590000 N N N N/A N/A 000000000 -38.000000 NC 18817.250000 0.0012914 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A EUIB 2020-12-14 -10521026.230000 EUR 18817.250000 N N N N/A N/A 000000000 -38.000000 NC 24056.020000 0.0016509 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A EUIB 2020-09-14 -10519454.590000 EUR 24056.020000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD -63014.770000 -0.0043245 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO Y Single Leg Swap 2023-12-21 0.000000 USD -85606.030000 USD 1900000.000000 USD 22591.260000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD -49090.710000 -0.0033689 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO Y Single Leg Swap 2024-06-21 0.000000 USD -1757.340000 USD 1200000.000000 USD -47333.370000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD -30208.360000 -0.0020731 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO Y Single Leg Swap 2024-12-21 0.000000 USD -9660.250000 USD 600000.000000 USD -20548.110000 N N N N/A 529900AQBND3S6YJLY83 000000000 65.000000 NC 1038.770000 0.0000713 N/A DIR DE N 1 Eurex N/A Call Purchased Eurex N/A N/A 529900AQBND3S6YJLY83 000000000 0.000000 NC 0.000000 0.000000 DIR DE N/A N/A FIN FUT EURO-SCHATZ 2YR EUX 06/08/20 2020-06-09 N/A EUR N/A 113.500000 EUR 2020-05-22 XXXX 1038.770000 N N N N/A 529900AQBND3S6YJLY83 000000000 -4.000000 NC 9171.890000 0.0006294 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2020-06-08 -761044.710000 EUR 9171.890000 N N N N/A 529900AQBND3S6YJLY83 000000000 16.000000 NC -140482.210000 -0.0096408 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2020-06-08 3703977.390000 EUR -140482.210000 N N N N/A N/A 000000000 1.000000 NC -1085568.660000 -0.0744985 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10017267.430000 BRL 46410000.000000 BRL 2020-04-02 -1085568.660000 N N N N/A N/A 000000000 1.000000 NC -1098492.090000 -0.0753854 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10136520.610000 BRL 46962500.000000 BRL 2020-04-02 -1098492.090000 N N N N/A N/A 000000000 1.000000 NC -149858.930000 -0.0102843 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5285717.110000 BRL 26723000.000000 BRL 2020-04-23 -149858.930000 N N N N/A N/A 000000000 1.000000 NC 225560.670000 0.0154794 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 21279011.880000 GBP 17298000.000000 GBP 2020-05-15 225560.670000 N N N N/A N/A 000000000 1.000000 NC 107081.120000 0.0073486 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1586133.580000 GBP 1362000.000000 GBP 2020-05-15 107081.120000 N N N N/A N/A 000000000 1.000000 NC 410963.970000 0.0282029 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 12605925.800000 BRL 2837000.000000 USD 2020-04-02 410963.970000 N N N N/A N/A 000000000 1.000000 NC -10466.110000 -0.0007182 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1472000.000000 EUR 1615695.610000 USD 2020-05-15 -10466.110000 N N N N/A N/A 000000000 1.000000 NC -96442.550000 -0.0066185 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1268000.000000 GBP 1479912.980000 USD 2020-05-15 -96442.550000 N N N N/A 784F5XWPLTWKTBV3E584 000000000 1.000000 NC USD 28384.470000 0.0019479 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC GLBL NT Y Single Leg Swap 2020-12-21 181605.500000 USD 0.000000 USD 11900000.000000 USD -153221.030000 N N N N/A N/A 000000000 1.000000 NC -311110.760000 -0.0213504 N/A DFE AU N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 4185727.010000 AUD 6298000.000000 AUD 2020-05-15 -311110.760000 N N N N/A N/A 000000000 1.000000 NC -2525.290000 -0.0001733 N/A DFE AU N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 2006276.500000 AUD 3257000.000000 AUD 2020-05-15 -2525.290000 N N N N/A N/A 000000000 1.000000 NC -331857.970000 -0.0227742 N/A DFE N/A N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 11721618.390000 EUR 10310000.000000 EUR 2020-05-15 -331857.970000 N N N N/A N/A 000000000 1.000000 NC -45201.440000 -0.0031020 N/A DFE N/A N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 2371761.620000 EUR 2106000.000000 EUR 2020-05-15 -45201.440000 N N N N/A N/A 000000000 1.000000 NC -116145.140000 -0.0079706 N/A DFE N/A N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 8737453.610000 EUR 7804000.000000 EUR 2020-05-15 -116145.140000 N N N N/A N/A 000000000 1.000000 NC 135478.420000 0.0092974 N/A DFE N/A N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 7394357.370000 EUR 6816000.000000 EUR 2020-05-15 135478.420000 N N N N/A N/A 000000000 1.000000 NC 6476.430000 0.0004445 N/A DFE N/A N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 1504793.430000 EUR 1368000.000000 EUR 2020-05-15 6476.430000 N N N N/A N/A 000000000 1.000000 NC -262048.240000 -0.0179834 N/A DFE GB N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 10970823.130000 GBP 8614000.000000 GBP 2020-05-15 -262048.240000 N N N N/A N/A 000000000 1.000000 NC -1418868.320000 -0.0973716 N/A DFE MX N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 8211991.870000 MXN 161612000.000000 MXN 2020-04-22 -1418868.320000 N N N N/A N/A 000000000 1.000000 NC 603671.050000 0.0414277 N/A DFE AU N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 13297000.000000 AUD 8784168.400000 USD 2020-05-15 603671.050000 N N N N/A N/A 000000000 1.000000 NC 449312.610000 0.0308346 N/A DFE AU N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 9355000.000000 AUD 6204637.330000 USD 2020-05-15 449312.610000 N N N N/A N/A 000000000 1.000000 NC 108785.650000 0.0074656 N/A DFE BR N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 3274656.800000 BRL 739000.000000 USD 2020-04-02 108785.650000 N N N N/A N/A 000000000 1.000000 NC 172949.920000 0.0118689 N/A DFE BR N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 5809500.000000 BRL 1291000.000000 USD 2020-04-02 172949.920000 N N N N/A N/A 000000000 1.000000 NC 147753.570000 0.0101398 N/A DFE BR N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 4703751.000000 BRL 1053000.000000 USD 2020-04-02 147753.570000 N N N N/A N/A 000000000 1.000000 NC 15323.730000 0.0010516 N/A DFE N/A N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 1316000.000000 EUR 1469147.660000 USD 2020-05-15 15323.730000 N N N N/A N/A 000000000 1.000000 NC 422081.530000 0.0289659 N/A DFE GB N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 9336000.000000 GBP 12028434.250000 USD 2020-05-15 422081.530000 N N N N/A N/A 000000000 1.000000 NC 107667.060000 0.0073888 N/A DFE GB N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 2893000.000000 GBP 3704194.310000 USD 2020-05-15 107667.060000 N N N N/A 815600DE60799F5A9309 000000000 683.000000 NC -5217558.140000 -0.3580614 N/A DIR DE N 1 Eurex N/A Long N/A ITALY GOVT 2020-06-08 106521367.020000 EUR -5217558.140000 N N N N/A 815600DE60799F5A9309 000000000 1.000000 NC USD -52391.100000 -0.0035954 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2024-06-21 0.000000 USD -242454.880000 USD 9100000.000000 USD 190063.780000 N N N N/A N/A 000000000 1.000000 NC -134226.200000 -0.0092114 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ITRAXX EUROPE SERIES 29 N/A N/A Y Single Leg Swap 2023-06-21 0.000000 EUR -347268.750000 EUR 19600000.000000 EUR 213042.550000 N N N N/A N/A 000000000 1.000000 NC 357401.310000 0.0245271 N/A DFE CA N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 9954557.000000 CAD 7430987.650000 USD 2020-04-02 357401.310000 N N N N/A N/A 000000000 1.000000 NC 2064556.830000 0.1416828 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 45800000.000000 BRL 10878859.860000 USD 2020-04-02 2064556.830000 N N N N/A N/A 000000000 1.000000 NC 83518.790000 0.0057316 N/A DFE BR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 3567025.000000 BRL 770000.000000 USD 2020-04-02 83518.790000 N N N N/A N/A 000000000 1.000000 NC -507729.060000 -0.0348435 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5705473.520000 BRL 27008000.000000 BRL 2020-04-02 -507729.060000 N N N N/A N/A 000000000 1.000000 NC 10557.630000 0.0007245 N/A DFE TH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 6692610.200000 THB 214561.750000 USD 2020-06-17 10557.630000 N N N 2020-05-04 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer