NPORT-P false 0000810893 XXXXXXXX S000009691 C000026575 C000026577 C000222833 C000026581 C000064143 C000026576 C000200445 C000026579 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Low Duration Fund S000009691 MGFS63GRW2G1SZOESY83 2022-03-31 2021-06-30 N 11758568453.590000 3040703849.880000 8717864603.709999 0.000000 0.000000 1031480718.050000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 6269100.950000 0.000000 0.000000 0.000000 PEN AUD BRL CAD EUR ARS ILS JPY GBP USD N ASSET BACKED SEC CORP HEQ LN 2001-HE2 N/A 04541GBN1 3827.570000 PA USD 3693.330000 0.0000424 Long ABS-MBS CORP US N 2 2031-06-15 Floating 0.59288 N N N N N N N/A N/A 000000000 1.000000 NC -11146.350000 -0.0001279 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1638329.230000 USD 1371000.000000 EUR 2021-08-17 -11146.350000 N N N N/A N/A 000000000 1.000000 NC 1069300.600000 0.0122656 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 31005685.150000 USD 123325112.700000 PEN 2021-07-19 1069300.600000 N N N N/A N/A 000000000 1.000000 NC 386.310000 0.0000044 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7463.710000 USD 576008.000000 RUB 2021-07-22 386.310000 N N N N/A N/A 000000000 1.000000 NC 107.640000 0.0000012 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6394.900000 USD 479151.000000 RUB 2021-08-20 107.640000 N N N N/A N/A 000000000 1.000000 NC -96.370000 -0.0000011 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10980.300000 USD 805663.000000 RUB 2021-09-20 -96.370000 N N N N/A N/A 000000000 1.000000 NC 3973.440000 0.0000456 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 966000.000000 EUR 1150478.660000 USD 2021-08-17 3973.440000 N N N N/A N/A 000000000 1.000000 NC -39735.500000 -0.0004558 N/A DFE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11203360.000000 ILS 3409836.860000 USD 2022-03-02 -39735.500000 N N N N/A N/A 000000000 1.000000 NC -73836.670000 -0.0008470 N/A DFE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 20997883.000000 ILS 6395943.650000 USD 2022-04-06 -73836.670000 N N N N/A N/A 000000000 1.000000 NC -1101326.080000 -0.0126330 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 123325112.700000 PEN 31035335.510000 USD 2021-08-31 -1101326.080000 N N N N/A N/A 000000000 1.000000 NC -83676.210000 -0.0009598 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3589361.330000 USD 2534000.000000 GBP 2021-08-17 -83676.210000 N N N N/A N/A 000000000 1.000000 NC 100.990000 0.0000012 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5170.070000 USD 388407.000000 RUB 2021-08-20 100.990000 N N N N/A N/A 000000000 1.000000 NC 123.030000 0.0000014 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5110.210000 USD 385620.000000 RUB 2021-08-20 123.030000 N N N N/A N/A 000000000 1.000000 NC -79.340000 -0.0000009 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 7522.210000 USD 550945.000000 RUB 2021-09-20 -79.340000 N N N N/A N/A 000000000 1.000000 NC 9339483.690000 0.1071304 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 309187925.250000 GBP 437088302.940000 USD 2021-08-17 9339483.690000 N N N N/A N/A 000000000 1.000000 NC 9794.030000 0.0001123 N/A DFE IL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4854840.000000 ILS 1503744.770000 USD 2022-01-31 9794.030000 N N N N/A N/A 000000000 1.000000 NC 3773.400000 0.0000433 N/A DFE KR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 292560507.000000 KRW 262600.420000 USD 2021-09-15 3773.400000 N N N N/A N/A 000000000 1.000000 NC -7520.930000 -0.0000863 N/A DFE MX N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3378000.000000 MXN 160632.260000 USD 2021-09-03 -7520.930000 N N N N/A N/A 000000000 1.000000 NC 2147559.850000 0.0246340 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE CROSSOVER SERIES 35 Y Single Leg Swap 2026-06-21 1951712.060000 EUR 0.000000 EUR 14400000.000000 EUR 195847.790000 N N N N/A N/A 000000000 1.000000 NC 7841.570000 0.0000899 N/A DFE IL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5322799.000000 ILS 1643955.460000 USD 2021-11-30 7841.570000 N N N N/A N/A 000000000 1.000000 NC -2777280.530000 -0.0318573 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 134200000.000000 BRL 23896011.400000 USD 2021-10-04 -2777280.530000 N N N N/A N/A 000000000 1.000000 NC -4690766.030000 -0.0538064 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 223900000.000000 BRL 39811097.320000 USD 2021-10-04 -4690766.030000 N N N N/A N/A 000000000 1.000000 NC -1910769.040000 -0.0219179 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 89700000.000000 BRL 15917802.390000 USD 2021-10-04 -1910769.040000 N N N N/A N/A 000000000 1.000000 NC -2674618.730000 -0.0306797 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 122000000.000000 BRL 21573828.470000 USD 2021-10-04 -2674618.730000 N N N N/A N/A 000000000 1.000000 NC -2585107.930000 -0.0296530 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 123600000.000000 BRL 21621621.620000 USD 2022-01-04 -2585107.930000 N N N N/A N/A 000000000 1.000000 NC -2527281.410000 -0.0289897 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 110200000.000000 BRL 19375824.180000 USD 2021-10-04 -2527281.410000 N N N N/A N/A 000000000 1.000000 NC -2687877.320000 -0.0308318 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 115800000.000000 BRL 20328271.750000 USD 2021-10-04 -2687877.320000 N N N N/A N/A 000000000 1.000000 NC -1094587.400000 -0.0125557 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 51400000.000000 BRL 9121561.670000 USD 2021-10-04 -1094587.400000 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AV7 27300000.000000 PA USD 27304391.210000 0.3132005 Long DBT CORP US N 2 2023-03-09 Floating 0.50313 N N N N N N N/A N/A 000000000 1.000000 NC -26599.240000 -0.0003051 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3116467.260000 USD 4120098.000000 AUD 2021-07-02 -26599.240000 N N N N/A N/A 000000000 1.000000 NC 162.580000 0.0000019 N/A DFE RU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3689.360000 USD 282642.000000 RUB 2021-07-22 162.580000 N N N N/A N/A 000000000 1.000000 NC 26541.140000 0.0003044 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 4120098.000000 AUD 3116903.580000 USD 2021-08-03 26541.140000 N N N N/A N/A 000000000 1.000000 NC -28411.080000 -0.0003259 N/A DFE GB N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1079839.920000 USD 760000.000000 GBP 2021-08-17 -28411.080000 N N N N/A N/A 000000000 1.000000 NC -25980.170000 -0.0002980 N/A DFE GB N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1251724.850000 USD 886000.000000 GBP 2021-08-17 -25980.170000 N N N N/A N/A 000000000 1.000000 NC 247.500000 0.0000028 N/A DFE RU N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 4222.380000 USD 327985.000000 RUB 2021-07-22 247.500000 N N N N/A N/A 000000000 1.000000 NC 134.310000 0.0000015 N/A DFE RU N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 5703.200000 USD 430147.000000 RUB 2021-08-20 134.310000 N N N N/A N/A 000000000 1.000000 NC -93438.510000 -0.0010718 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 3083134.840000 USD 2519000.000000 EUR 2021-08-17 -93438.510000 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAE1 500000.000000 PA USD 500094.510000 0.0057364 Long DBT CORP US N 2 2021-07-30 Floating 0.8555 N N N N N N N/A N/A 000000000 1.000000 NC 2038.160000 0.0000234 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 15057247.600000 INR 200509.320000 USD 2021-12-15 2038.160000 N N N N/A N/A 000000000 9200000.000000 NC 599655.890000 0.0068785 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Purchased Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB OIS GBP R SONIO/0.9 03/10/22 LCH N/A N/A 2052-03-10 0.000000 GBP 0.000000 GBP N/A GBP N/A 0.010000 GBP 2022-03-10 XXXX -129193.100000 N N N N/A N/A 000000000 -24850000.000000 NC -628901.020000 -0.0072139 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB OIS GBP R SONIO/0.8 03/10/22 LCH N/A N/A 2032-03-10 0.000000 GBP 0.000000 GBP N/A GBP N/A 0.010000 GBP 2022-03-10 XXXX 80924.650000 N N N N/A N/A 000000000 9200000.000000 NC 601748.100000 0.0069025 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB OIS GBP R SONIO/0.9 03/11/22 LCH N/A N/A 2052-03-11 0.000000 GBP 0.000000 GBP N/A GBP N/A 0.010000 GBP 2022-03-11 XXXX 601748.100000 N N N N/A N/A 000000000 -24850000.000000 NC -631396.650000 -0.0072426 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB OIS GBP R SONIO/0.8 03/11/22 LCH N/A N/A 2032-03-11 0.000000 GBP 0.000000 GBP N/A GBP N/A 0.010000 GBP 2022-03-11 XXXX -631396.650000 N N N N/A N/A 000000000 1.000000 NC 1805373.470000 0.0207089 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2024-03-21 1840403.590000 JPY 0.000000 JPY 52710000000.000000 JPY -35030.120000 N N N N/A N/A 000000000 1.000000 NC -91417.150000 -0.0010486 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 -37338.790000 JPY 650000000.000000 JPY -54078.360000 N N N N/A N/A 000000000 1.000000 NC 449465.220000 0.0051557 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2051-03-17 623020.240000 JPY 0.000000 JPY 1135000000.000000 JPY -173555.020000 N N N N/A N/A 000000000 1.000000 NC -124966.020000 -0.0014334 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2051-03-15 0.000000 JPY -30376.600000 JPY 1369000000.000000 JPY -94589.420000 N N N N/A N/A 000000000 1.000000 NC -434011.130000 -0.0049784 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2051-03-17 0.000000 JPY 0.000000 JPY 3082000000.000000 JPY -434011.130000 N N N N/A N/A 000000000 1.000000 NC -191835.130000 -0.0022005 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2051-03-20 0.000000 JPY 0.000000 JPY 1186000000.000000 JPY -191835.130000 N N N N/A N/A 000000000 1.000000 NC -192299.140000 -0.0022058 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2051-03-20 0.000000 JPY 0.000000 JPY 1095000000.000000 JPY -192299.140000 N N N N/A N/A 000000000 1.000000 NC -85097.370000 -0.0009761 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2051-04-07 0.000000 JPY 0.000000 JPY 485000000.000000 JPY -85097.370000 N N N N/A N/A 000000000 1.000000 NC -3663465.350000 -0.0420225 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-03-22 0.000000 JPY -126763.620000 JPY 4960000000.000000 JPY -3536701.730000 N N N N/A N/A 000000000 1.000000 NC -1866748.810000 -0.0214129 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2048-03-23 0.000000 JPY -46218.700000 JPY 1480000000.000000 JPY -1820530.110000 N N N BANC OF AMERICA ALTERNATIVE LOAN TRUST 2003-8 N/A 05948XTV3 3589025.970000 PA USD 3698478.340000 0.0424241 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 5.5 N N N N N N BANC OF AMERICA FUNDING CORP 2005-5 N/A 05946XE58 505647.140000 PA USD 533417.130000 0.0061187 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.5 N N N N N N BANC OF AMERICA FUNDING CORP 2005-C N/A 05946XUB7 630222.360000 PA USD 638840.270000 0.0073279 Long ABS-MBS CORP US N 2 2035-05-20 Floating 0.33338 N N N N N N BANC OF AMERICA FUNDING CORP 2005-D N/A 06051GDM8 105493.660000 PA USD 106913.710000 0.0012264 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.85224 N N N N N N N/A N/A 000000000 1.000000 NC 518110.620000 0.0059431 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2030-09-16 378145.380000 GBP 0.000000 GBP 30500000.000000 GBP 139965.240000 N N N BANC OF AMERICA FUNDING CORP 2006-A N/A 058927AA2 479454.190000 PA USD 480991.800000 0.0055173 Long ABS-MBS CORP US N 2 2036-02-20 Floating 2.70664 N N N N N N N/A N/A 000000000 1.000000 NC 658657.710000 0.0075553 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2051-09-15 1397122.350000 GBP 0.000000 GBP 23700000.000000 GBP -738464.640000 N N N N/A N/A 000000000 1.000000 NC 631508.660000 0.0072438 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL -1390.580000 BRL 252900000.000000 BRL 632899.240000 N N N N/A N/A 000000000 1.000000 NC 495267.630000 0.0056811 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 202200000.000000 BRL 495267.630000 N N N N/A N/A 000000000 1.000000 NC 226067.070000 0.0025931 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL -4205.260000 BRL 90700000.000000 BRL 230272.330000 N N N N/A N/A 000000000 1.000000 NC 273983.250000 0.0031428 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL -116.180000 BRL 109600000.000000 BRL 274099.430000 N N N N/A N/A 000000000 1.000000 NC 141908.200000 0.0016278 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL -53.530000 BRL 57900000.000000 BRL 141961.730000 N N N N/A N/A 000000000 1.000000 NC 209321.620000 0.0024011 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 85700000.000000 BRL 209321.620000 N N N N/A N/A 000000000 1.000000 NC 69497.440000 0.0007972 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 29000000.000000 BRL 69497.440000 N N N N/A N/A 000000000 1.000000 NC -46273.000000 -0.0005308 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 26900000.000000 BRL -46273.000000 N N N N/A N/A 000000000 1.000000 NC -1126335.250000 -0.0129199 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL -11412.950000 BRL 662500000.000000 BRL -1114922.300000 N N N N/A N/A 000000000 1.000000 NC -3430341.190000 -0.0393484 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 1113663.530000 BRL 0.000000 BRL 3892800000.000000 BRL -4544004.720000 N N N N/A N/A 000000000 1.000000 NC -1551810.140000 -0.0178003 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL -533548.370000 BRL 1109100000.000000 BRL -1018261.770000 N N N N/A N/A 000000000 1.000000 NC 541175.860000 0.0062077 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 25785257.000000 CAD 21342448.040000 USD 2021-07-02 541175.860000 N N N N/A N/A 000000000 1.000000 NC -171795.360000 -0.0019706 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 15149692.830000 USD 19971858.000000 AUD 2021-07-02 -171795.360000 N N N N/A N/A 000000000 1.000000 NC -33665.950000 -0.0003862 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 2059722.810000 USD 225000000.000000 JPY 2021-08-17 -33665.950000 N N N N/A N/A 000000000 1.000000 NC 178.030000 0.0000020 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 3973.770000 USD 304645.000000 RUB 2021-07-22 178.030000 N N N N/A N/A 000000000 1.000000 NC 367.470000 0.0000042 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 8144.480000 USD 624578.000000 RUB 2021-07-22 367.470000 N N N N/A N/A 000000000 1.000000 NC 192279.400000 0.0022056 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 7631991.000000 AUD 5915892.030000 USD 2021-07-02 192279.400000 N N N N/A N/A 000000000 1.000000 NC 171395.920000 0.0019660 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 19971858.000000 AUD 15151690.020000 USD 2021-08-03 171395.920000 N N N N/A N/A 000000000 -632.000000 NC -1093515.120000 -0.0125434 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A UNITED KINGDOM GOVT 2021-09-28 -111990859.150000 GBP -1093515.120000 N N N N/A N/A 000000000 -3960.000000 NC USD -2897655.720000 -0.0332381 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-09-21 -524359685.520000 USD -2897655.720000 N N N N/A N/A 000000000 22878.000000 NC USD -8160353.820000 -0.0936050 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-09-30 5040577459.400000 USD -8160353.820000 N N N N/A N/A 000000000 9735.000000 NC USD -2735154.370000 -0.0313741 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-09-30 1201093649.910000 USD -2735154.370000 N N N N/A N/A 000000000 -666.000000 NC USD -3099406.810000 -0.0355524 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-09-21 -106924218.750000 USD -3099406.810000 N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 05946KAH4 20600000.000000 PA USD 20680476.780000 0.2372195 Long DBT CORP ES N 2 2023-09-18 Fixed 0.875 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHF9 5100000.000000 PA USD 5359531.300000 0.0614776 Long DBT CORP US N 2 2024-03-05 Floating 3.55 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGK9 11550000.000000 PA USD 11788007.960000 0.1352167 Long DBT CORP US N 2 2023-04-24 Floating 2.881 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJC4 25300000.000000 PA USD 25745954.250000 0.2953241 Long DBT CORP US N 2 2024-05-19 Floating 1.486 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJH3 20700000.000000 PA USD 20791506.630000 0.2384931 Long DBT CORP US N 2 2024-10-24 Floating 0.81 N N N N N N BANK OF AMERICA MTGE SEC 2003-D N/A 05948XBV2 11495.510000 PA USD 11981.210000 0.0001374 Long ABS-MBS CORP US N 2 2033-05-25 Floating 3.17515 N N N N N N BANK OF AMERICA MTGE SEC 2005-H N/A 05949CGA8 1915833.980000 PA USD 1886553.140000 0.0216401 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.03482 Y N N N N N BANK OF AMERICA MTGE SECURITIES 2005-A N/A 05949AH94 104757.250000 PA USD 108574.500000 0.0012454 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.58207 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 1683000.000000 PA USD 1836232.400000 0.0210629 Long DBT CORP GB N 2 2022-11-21 Fixed 7.625 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAS4 3500000.000000 PA USD 3560123.700000 0.0408371 Long DBT CORP GB N 2 2023-01-10 Fixed 3.684 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAT2 5000000.000000 PA USD 5037825.550000 0.0577874 Long DBT CORP GB N 2 2023-01-10 Floating 1.81275 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBE4 500000.000000 PA USD 512855.520000 0.0058828 Long DBT CORP GB N 2 2023-02-15 Floating 4.61 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBF1 29500000.000000 PA USD 29718573.760000 0.3408928 Long DBT CORP GB N 2 2023-02-15 Floating 1.58588 N N N N N N BARRY CALLEBAUT SERVICES NV 213800R1F1EJYM4ICO85 B0R9M3AC3 2600000.000000 PA USD 2826793.110000 0.0324253 Long DBT CORP BE N 2 2023-06-15 Fixed 5.5 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAG8 3800000.000000 PA USD 3856147.050000 0.0442327 Long DBT CORP US N 2 2023-12-15 Floating 1.12888 N N N N N N BCAP LLC 2013-RR5 TRUST N/A 05542MAS4 520933.700000 PA USD 525629.190000 0.0060293 Long ABS-MBS CORP US N 2 2046-11-26 Floating 0.96749 N N N N N N BCAP LLC TRUST 2013-RR12 N/A 05490CAC3 63416.050000 PA USD 63263.950000 0.0007257 Long ABS-MBS CORP US N 2 2035-05-26 Floating 0.59163 N N N N N N BEAR STEARNS STRUC PROD INC 2007-R6 N/A 07402FAA3 2583276.360000 PA USD 2214327.920000 0.0253999 Long ABS-MBS CORP US N 2 2036-01-26 Floating 3.22717 Y N N N N N BEAR STEARNS ADJ RATE MTGE TR 2003-6 N/A 07384MWX6 80182.050000 PA USD 83706.080000 0.0009602 Long ABS-MBS CORP US N 2 2033-08-25 Floating 2.98815 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2003-6 N/A 07384MXB3 247826.750000 PA USD 253658.980000 0.0029096 Long ABS-MBS CORP US N 2 2033-08-25 Floating 2.71081 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2005-6 N/A 07387ADG7 951906.480000 PA USD 863996.110000 0.0099106 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.96792 Y N N N N N BEAR STEARNS ADJ RATE MTGE TR 2006-4 N/A 073882AA0 274777.950000 PA USD 270339.300000 0.0031010 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.04871 Y N N N N N BEAR STEARNS ADJUST RT MTGE TR 2000- N/A 07384MAA0 9822.370000 PA USD 9777.840000 0.0001122 Long ABS-MBS CORP US N 2 2030-11-25 Floating 2.78017 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZS4 8171.060000 PA USD 8317.240000 0.0000954 Long ABS-MBS CORP US N 2 2034-01-25 Floating 2.30238 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4E9 341684.280000 PA USD 349917.850000 0.0040138 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.75623 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4J8 1897.510000 PA USD 1973.660000 0.0000226 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.34127 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4 N/A 07387ABR5 6755235.520000 PA USD 6731320.640000 0.0772130 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.17097 Y N N N N N BEAR STEARNS ALT-A TR 2005-3 N/A 07386HSN2 2407742.750000 PA USD 2448517.150000 0.0280862 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.50486 N N N N N N BEAR STEARNS ALT-A TRUST 2004-9 N/A 07386HLE9 206001.510000 PA USD 228059.290000 0.0026160 Long ABS-MBS CORP US N 2 2034-09-25 Floating 3.1674 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSY8 349932.240000 PA USD 358673.090000 0.0041142 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.62374 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSZ5 33864.410000 PA USD 34746.700000 0.0003986 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.62374 N N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVS7 1260302.050000 PA USD 987214.130000 0.0113240 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.00754 Y N N N N N BEAR STEARNS ARM 2003-1 N/A 07384MTN2 190522.030000 PA USD 202777.930000 0.0023260 Long ABS-MBS CORP US N 2 2033-04-25 Floating 2.49999 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSH6 29248.420000 PA USD 30291.410000 0.0003475 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.50941 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSJ2 62203.560000 PA USD 58023.160000 0.0006656 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.82911 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1 N/A 07384YGX8 259232.550000 PA USD 253482.880000 0.0029076 Long ABS-MBS CORP US N 2 2042-11-25 Floating 1.0915 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-2 N/A 07384YJU1 1286978.140000 PA USD 1303338.210000 0.0149502 Long ABS-MBS CORP US N 2 2043-03-25 Floating 1.8915 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7 N/A 07387VAA7 2667734.530000 PA USD 2669255.410000 0.0306182 Long ABS-MBS CORP US N 2 2037-10-25 Floating 1.0915 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAB7 1900000.000000 PA USD 1903040.000000 0.0218292 Long DBT CORP US N 2 2026-01-15 Fixed 1.57 N N N N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 05541VAE6 2692000.000000 PA USD 2720106.960000 0.0312015 Long DBT CORP GB N 2 2021-10-15 Fixed 4 N N N N N N BLACK DIAMOND CLO 2017-2 DAC N/A ACI1XBRF0 4918000.000000 PA 5835437.620000 0.0669365 Long ABS-CBDO CORP IE N 2 2032-01-20 Floating 0.86 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 05600LAA4 28900000.000000 PA USD 29525548.010000 0.3386787 Long DBT CORP NL N 2 2022-08-12 Fixed 2.25 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EAW5 1000000.000000 PA USD 1050863.530000 0.0120541 Long DBT CORP US N 2 2023-04-12 Fixed 3.45 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBQ7 2700000.000000 PA USD 2713228.870000 0.0311226 Long DBT CORP US N 2 2024-04-01 Fixed 0.8 N N N N N N BNPAM-2018-1A N/A ACI1W1J88 300000.000000 PA 355590.110000 0.0040789 Long ABS-CBDO CORP NL N 2 2031-04-15 Floating 0.6 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DD4 27600000.000000 PA USD 27716724.540000 0.3179302 Long DBT CORP US N 2 2023-02-04 Fixed 1.167 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CZ6 22500000.000000 PA USD 23052274.430000 0.2644257 Long DBT CORP US N 2 2024-02-01 Fixed 1.95 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAF9 350000.000000 PA USD 375533.570000 0.0043076 Long DBT CORP FR N 2 2023-09-12 Fixed 4 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI0ZYM57 303500000.000000 PA 59339001.000000 0.6806598 Long DBT NUSS BR N 2 2022-01-01 None 0 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI1DWNS2 1532200000.000000 PA 304338066.070000 3.4909703 Long DBT NUSS BR N 2 2021-10-01 None 0 N N N N N N BRITISH TRANSCO INTERNATIONAL FINANCE 549300GGLD5FF6EQTM03 N1614RAX9 3100000.000000 PA USD 3096937.570000 0.0355240 Long DBT CORP NL N 2 2021-11-04 None 0 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAG8 21300000.000000 PA USD 21384318.820000 0.2452931 Long DBT CORP US N 2 2022-02-01 Floating 1.22563 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAN1 5004000.000000 PA USD 5453078.680000 0.0625506 Long DBT CORP US N 2 2026-09-15 Fixed 3.459 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 5400000.000000 PA USD 5717412.000000 0.0655827 Long DBT CORP US N 2 2034-04-15 Fixed 3.469 N N N N N N CALIFORNIA EARTHQUAKE AUTHORITY N/A 13017HAH9 800000.000000 PA USD 800000.000000 0.0091766 Long DBT MUN US N 2 2021-07-01 Fixed 1.227 N N N N N N CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK 549300C1OG9RDIM8ET06 13034AK90 1500000.000000 PA USD 1500000.000000 0.0172060 Long DBT MUN US N 2 2050-01-01 Variable 0.45 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AV4 200000.000000 PA USD 214771.250000 0.0024636 Long DBT CORP US N 2 2024-09-15 Fixed 3.5 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A N/A ACI1XGH29 250000.000000 PA 295158.740000 0.0033857 Long ABS-CBDO CORP IE N 2 2031-11-15 Floating 0.75 N N N N N N CATAMARAN CLO LTD 2014-1A N/A 14889DAJ7 6267847.380000 PA USD 6271764.780000 0.0719415 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 1.44375 N N N N N N CC HOLDINGS GS V LLC/CROWN CASTLE GS III N/A 14987BAE3 5035000.000000 PA USD 5333119.580000 0.0611746 Long DBT CORP US N 2 2023-04-15 Fixed 3.849 N N N N N N CENTERPOINT ENERGY RESOURCES CORP 2JADVB0458J06WCD4N56 15189WAN0 16800000.000000 PA USD 16804382.950000 0.1927580 Long DBT CORP US N 2 2023-03-02 Floating 0.63138 N N N N N N CENTEX HOME EQUITY 2004-D N/A 152314LQ1 1405610.620000 PA USD 1403376.960000 0.0160977 Long ABS-MBS CORP US N 2 2034-09-25 Floating 1.0215 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BB9 27700000.000000 PA USD 28681188.850000 0.3289933 Long DBT CORP US N 2 2022-07-23 Fixed 4.464 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAD7 3900000.000000 PA USD 4469274.970000 0.0512657 Long DBT CORP US N 2 2024-06-30 Fixed 7 N N N N N N CHESAPEAKE FUNDING II LLC 2018-2A N/A 165183BN3 4343436.790000 PA USD 4378263.330000 0.0502217 Long ABS-O CORP US N 2 2030-08-15 Fixed 3.23 N N N N N N CHESAPEAKE FUNDING II LLC 2018-2A N/A 165183BP8 5082116.510000 PA USD 5085604.870000 0.0583354 Long ABS-O CORP US N 2 2030-08-15 Floating 0.44288 N N N N N N CHEVRON CORPORATION N/A 166764BW9 5400000.000000 PA USD 5535148.010000 0.0634920 Long DBT CORP US N 2 2025-05-11 Fixed 1.554 N N N N N N CHEVY CHASE MTGE FUNDING CORP 2004-1A N/A 16678RAS6 225682.680000 PA USD 230244.990000 0.0026411 Long ABS-MBS CORP US N 2 2035-01-25 Floating 0.3715 N N N N N N CIFC FUNDING LTD 2017-4A N/A 12551JAL0 21000000.000000 PA USD 21005463.570000 0.2409473 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 1.03833 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AC4 2300000.000000 PA USD 2331563.940000 0.0267447 Long DBT CORP US N 2 2023-07-15 Floating 1.07375 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 942KKPII2 20000000.000000 PA USD 19947920.600000 0.2288166 Long DBT CORP US Y 2 2021-07-27 None 0 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LR0 25400000.000000 PA USD 25583788.300000 0.2934639 Long DBT CORP US N 2 2022-10-27 Floating 0.87138 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MT5 20800000.000000 PA USD 20858786.420000 0.2392649 Long DBT CORP US N 2 2024-10-30 Floating 0.776 N N N N N N CITIGROUP MORTGAGE LOAN TR 2004-HYB2 N/A 17307GEC8 334299.830000 PA USD 346782.850000 0.0039778 Long ABS-MBS CORP US N 2 2034-03-25 Floating 2.37609 N N N N N N CITIGROUP MTGE LOAN TR INC 2006-AR2 N/A 17307G6L7 1748473.110000 PA USD 1696407.430000 0.0194590 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.56954 Y N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-6 N/A 17307GXP8 15252.900000 PA USD 15965.410000 0.0001831 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.22 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AG5 1300000.000000 PA USD 1284690.620000 0.0147363 Long DBT CORP US N 2 2026-03-01 Fixed 1.25 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAE3 15500000.000000 PA USD 15640753.490000 0.1794104 Long DBT CORP US N 2 2025-10-01 Fixed 1.547 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDK7 4300000.000000 PA USD 4241934.990000 0.0486580 Long DBT CORP NL N 2 2027-02-24 Floating 1.106 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDJ0 24300000.000000 PA USD 24010884.190000 0.2754216 Long DBT CORP NL N 2 2026-09-24 Floating 1.004 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-14CB N/A 021468AB9 416928.430000 PA USD 205855.870000 0.0023613 Long ABS-MBS CORP US N 2 2036-06-25 Floating 0.4915 Y N N N N N COUNTRYWIDE ASSET BACKED CERT 2006-BC2 N/A 22237JAF4 5147518.860000 PA USD 5126718.770000 0.0588070 Long ABS-MBS CORP US N 2 2045-01-25 Floating 0.5115 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-1 N/A 126671Z25 522659.580000 PA USD 521748.430000 0.0059848 Long ABS-MBS CORP US N 2 2034-03-25 Floating 0.8415 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-4 N/A 1266715K8 1534542.700000 PA USD 1519754.010000 0.0174326 Long ABS-MBS CORP US N 2 2034-07-25 Floating 0.8115 N N N N N N COUNTRYWIDE HOME LOANS 2005-HYB9 N/A 126670LE6 5736193.280000 PA USD 5761319.530000 0.0660864 Long ABS-MBS CORP US N 2 2036-02-20 Floating 2.10925 Y N N N N N CREDIT AGRICOLE SA/LONDON BRANCH 969500TJ5KRTCJQWXH05 22535WAG2 17200000.000000 PA USD 17545277.790000 0.2012566 Long DBT CORP FR N 2 2026-06-16 Floating 1.907 N N N N N N CREDIT SUISSE AG/ ZURICH BRANCH ANGGYXNX0JLX3X63JN86 22546DAA4 800000.000000 PA USD 885640.000000 0.0101589 Long DBT CORP CH N 2 2023-08-08 Fixed 6.5 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A N/A 22540VK43 365638.480000 PA USD 350044.070000 0.0040153 Long ABS-MBS CORP US N 2 2032-03-25 Floating 0.713714 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AR2 7000000.000000 PA USD 7932584.380000 0.0909923 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD 549300PXR5FKNXF0OH19 225433AH4 8095000.000000 PA USD 8425656.550000 0.0966482 Long DBT CORP GG N 2 2022-09-15 Fixed 3.8 N N N N N N CRH AMERICA INC 549300RN11MJ182CNF63 12626PAM5 2775000.000000 PA USD 3042517.770000 0.0348998 Long DBT CORP US N 2 2025-05-18 Fixed 3.875 N N N N N N CRSNT TRUST 2021-MOON N/A 22877LAA5 25400000.000000 PA USD 25463497.460000 0.2920841 Long ABS-MBS CORP US N 2 2036-04-15 Floating 0.9 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2002-AR21 N/A 22540V4S8 38336.530000 PA USD 39888.290000 0.0004575 Long ABS-MBS CORP US N 2 2032-06-25 Floating 4.95321 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-AR24 N/A 22541QUN0 39928.390000 PA USD 39351.870000 0.0004514 Long ABS-MBS CORP US N 2 2033-10-25 Floating 2.66218 N N N N N N CSMCM TRUST 2018-SP2 N/A 12638SAA1 32377450.570000 PA USD 33181531.600000 0.3806154 Long ABS-MBS CORP US N 2 2050-07-25 Fixed 3.02252 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAH7 4300000.000000 PA USD 4369875.000000 0.0501255 Long DBT CORP US N 2 2024-02-15 Fixed 1.625 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAA2 1700000.000000 PA USD 1707624.500000 0.0195876 Long DBT CORP US N 2 2022-08-01 Fixed 4.5 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DQ4 13000000.000000 PA USD 13065981.370000 0.1498759 Long DBT CORP US N 2 2022-02-22 Floating 1.03013 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851EB6 16700000.000000 PA USD 16740751.510000 0.1920281 Long DBT CORP US N 2 2024-03-01 Fixed 0.75 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DU5 25100000.000000 PA USD 25696817.260000 0.2947605 Long DBT CORP US N 2 2022-08-15 Fixed 2.55 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851AF1 4800000.000000 PA USD 4835299.250000 0.0554643 Long DBT CORP US N 2 2021-09-15 Fixed 3.875 N N N N N N DALLAS FORT WORTH INTERNATIONAL AIRPORT N/A 2350366L9 1100000.000000 PA USD 1115437.950000 0.0127949 Long DBT MUN US N 2 2024-11-01 Fixed 1.229 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 23636TAE0 6251000.000000 PA USD 6703877.140000 0.0768982 Long DBT CORP FR N 2 2026-11-02 Fixed 2.947 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAS0 20700000.000000 PA USD 21181965.970000 0.2429720 Long DBT CORP DK N 2 2022-01-12 Fixed 5 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAA4 500000.000000 PA USD 542574.660000 0.0062237 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 251541AQ1 1300000.000000 PA USD 1314144.030000 0.0150742 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CA5 21000000.000000 PA USD 21576515.940000 0.2474977 Long DBT CORP US N 2 2022-02-14 Fixed 5 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BR9 600000.000000 PA USD 630280.200000 0.0072298 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 251526BX6 30800000.000000 PA USD 31135104.620000 0.3571414 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BL2 28400000.000000 PA USD 29430841.050000 0.3375923 Long DBT CORP DE N 2 2022-11-16 Fixed 3.3 N N N N N N DROP MORTGAGE TRUST 2021-FILE N/A 26210YAA4 21100000.000000 PA USD 21215727.170000 0.2433592 Long ABS-MBS CORP US N 2 2026-04-15 Floating 1.22 N N N N N N DRYDEN 36 SENIOR LOAN FUND 2014-36A N/A 26249KAZ4 24900000.000000 PA USD 24933191.950000 0.2860011 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 1.20375 N N N N N N DRYDEN XXV SENIOR LOAN FUND 2012-25A N/A 26250JAS9 17128797.040000 PA USD 17125371.280000 0.1964400 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 1.08375 N N N N N N EDUCATIONAL SERVICES OF AMERICA INC 2012-1 N/A 281380AA3 3690375.950000 PA USD 3718150.460000 0.0426498 Long ABS-O CORP US N 2 2040-09-25 Floating 1.2415 N N N N N N EMF-NL BV 2008-APRX N/A B39M0QII0 3000000.000000 PA 2755742.110000 0.0316103 Long ABS-MBS CORP NL N 2 2041-04-17 Floating 0.313 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBB0 5300000.000000 PA USD 5313555.120000 0.0609502 Long DBT CORP CA N 2 2022-02-18 Floating 0.65513 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBD6 900000.000000 PA USD 902029.490000 0.0103469 Long DBT CORP CA N 2 2023-02-17 Floating 0.41341 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAB4 6164000.000000 PA USD 6300229.080000 0.0722680 Long DBT CORP NL N 2 2022-05-25 Fixed 2.875 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAL2 11700000.000000 PA USD 12306533.970000 0.1411645 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65 N N N N N N ENTERPRISE FLEET FINANCING LLC 2018-3 N/A 29373GAB8 3851966.870000 PA USD 3875648.760000 0.0444564 Long ABS-O CORP US N 2 2024-05-20 Fixed 3.38 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AP0 400000.000000 PA USD 400364.920000 0.0045925 Long DBT CORP US N 2 2021-08-15 Floating 1.02588 N N N N N N EQUIFIRST MORTGAGE LOAN TRUST 2004-1 N/A 29445FAR9 235614.910000 PA USD 228959.780000 0.0026263 Long ABS-MBS CORP US N 2 2034-01-25 Floating 0.5715 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBC9 7800000.000000 PA USD 8210467.430000 0.0941798 Long DBT CORP US N 2 2024-11-18 Fixed 2.625 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAQ5 700000.000000 PA USD 705384.320000 0.0080913 Long DBT CORP US N 2 2021-12-01 Fixed 2.6 N N N N N N EUROSAIL PLC 2006-4X N/A B1KNN2II7 144818.880000 PA 199350.830000 0.0022867 Long ABS-MBS CORP GB N 2 2044-12-10 Floating 0.24375 N N N N N N EUROSAIL PLC 2007-1X N/A B1SW63II6 547282.400000 PA 752271.280000 0.0086291 Long ABS-MBS CORP GB N 2 2045-03-13 Floating 0.24425 N N N N N N EUROSAIL-UK 2007-4BL PLC 4X N/A BTGD2JII9 5249280.000000 PA 7310373.350000 0.0838551 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.03425 N N N N N N EVERGREEN CREDIT CARD TRUST SERIES 2019-2 N/A 30023JBH0 23600000.000000 PA USD 24075610.800000 0.2761641 Long ABS-MBS CORP CA N 2 2024-09-16 Fixed 1.9 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAJ7 2300000.000000 PA USD 2276524.080000 0.0261133 Long DBT CORP US N 2 2025-08-15 Fixed 0.8 N N N N N N EXELON GENERATION COMPANY LLC S2PEWKCZFFECR4533P43 30161MAS2 6300000.000000 PA USD 6798766.530000 0.0779866 Long DBT CORP US N 2 2025-06-01 Fixed 3.25 N N N N N N EXPEDIA GROUP INC N/A 30212PBJ3 11050000.000000 PA USD 11753055.370000 0.1348158 Long DBT CORP US N 2 2023-12-15 Fixed 3.6 N N N N N N FANNIE MAE 1993-119 N/A 31359BZL4 230.670000 PA USD 241.910000 0.0000028 Long ABS-MBS USGSE US N 2 2023-07-25 Fixed 6.5 N N N N N N FANNIE MAE 2001-29 N/A 313920GP9 410320.910000 PA USD 473120.200000 0.0054270 Long ABS-MBS USGSE US N 2 2031-07-25 Fixed 6.5 N N N N N N FANNIE MAE 2002-22 N/A 31392CDG6 739693.530000 PA USD 880999.110000 0.0101057 Long ABS-MBS USGSE US N 2 2032-04-25 Fixed 6.5 N N N N N N FANNIE MAE 2002-60 N/A 31392EVN7 4965.400000 PA USD 4872.500000 0.0000559 Long ABS-MBS USGSE US N 2 2032-06-25 Floating 0.4915 N N N N N N FANNIE MAE 2003-35 N/A 31393BM69 266626.740000 PA USD 286795.320000 0.0032897 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 4.25 N N N N N N FANNIE MAE 2004-37 N/A 31393YM51 97656.300000 PA USD 96847.080000 0.0011109 Long ABS-MBS USGSE US N 2 2034-06-25 Floating 0.2115 N N N N N N FANNIE MAE 2004-65 N/A 31394AQD1 684271.680000 PA USD 776729.990000 0.0089096 Long ABS-MBS USGSE US N 2 2034-08-25 Fixed 5.5 N N N N N N FANNIE MAE 2006-118 N/A 31396L4R8 330204.420000 PA USD 328442.220000 0.0037675 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 0.15163 N N N N N N FANNIE MAE 2006-129 N/A 31396L5K2 4842.670000 PA USD 4861.720000 0.0000558 Long ABS-MBS USGSE US N 2 2037-01-25 Floating 0.3415 N N N N N N FANNIE MAE 2007-14 N/A 31396PZS3 29870.830000 PA USD 30132.610000 0.0003456 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 0.4515 N N N N N N FANNIE MAE 2007-20 N/A 31396PZ95 531479.060000 PA USD 533855.090000 0.0061237 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 0.3915 N N N N N N FANNIE MAE 2007-21 N/A 31396P3U3 233588.500000 PA USD 235120.560000 0.0026970 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 0.4415 N N N N N N FANNIE MAE 2007-64 N/A 31396WVQ6 8677.850000 PA USD 8787.660000 0.0001008 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 0.5615 N N N N N N FANNIE MAE 2007-65 N/A 31396WLX2 747403.650000 PA USD 755077.240000 0.0086613 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 0.4715 N N N N N N FANNIE MAE 2007-68 N/A 31396WL20 197099.030000 PA USD 198387.840000 0.0022756 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 0.4415 N N N N N N FANNIE MAE 2007-84 N/A 31396XLZ5 30424.630000 PA USD 30723.130000 0.0003524 Long ABS-MBS USGSE US N 2 2037-08-25 Floating 0.5915 N N N N N N FANNIE MAE 2008-12 N/A 31396YMD1 31146.980000 PA USD 31728.830000 0.0003640 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 0.7615 N N N N N N FANNIE MAE 2009-106 N/A 31398GUJ6 16389.900000 PA USD 16750.070000 0.0001921 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 0.8415 N N N N N N FANNIE MAE 2009-111 N/A 31398GQS1 424386.910000 PA USD 434940.730000 0.0049891 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 0.8415 N N N N N N FANNIE MAE 2009-87 N/A 31398FM57 60005.090000 PA USD 61181.690000 0.0007018 Long ABS-MBS USGSE US N 2 2039-11-25 Floating 0.8415 N N N N N N FANNIE MAE 2010-1 N/A 31398GM97 353870.530000 PA USD 363596.560000 0.0041707 Long ABS-MBS USGSE US N 2 2040-02-25 Floating 0.9415 N N N N N N FANNIE MAE 2010-117 N/A 31398NQ80 4891.720000 PA USD 4946.170000 0.0000567 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 0.4915 N N N N N N FANNIE MAE 2010-135 N/A 31398SK69 290059.480000 PA USD 290329.930000 0.0033303 Long ABS-MBS USGSE US N 2 2039-06-25 Floating 0.5915 N N N N N N FANNIE MAE 2010-135 N/A 31398SD83 14743.850000 PA USD 14925.160000 0.0001712 Long ABS-MBS USGSE US N 2 2040-12-25 Floating 0.5415 N N N N N N FANNIE MAE REMICS 2012-114 N/A 3136A9LP1 16514391.000000 PA USD 3104512.290000 0.0356109 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 5.9585 N N N N N N FANNIE MAE REMICS 2012-146 N/A 3136ABFP3 508265.530000 PA USD 495918.240000 0.0056885 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 1 N N N N N N FANNIE MAE REMICS 2012-84 N/A 3136A7P48 1906277.710000 PA USD 352697.600000 0.0040457 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 6.5585 N N N N N N FANNIE MAE REMICS 2013-39 N/A 3136AEEH6 6459625.520000 PA USD 338091.630000 0.0038781 Long ABS-MBS USGSE US N 2 2028-05-25 Fixed 2.5 N N N N N N FANNIE MAE REMICS 2013-84 N/A 3136AF5D2 20878001.140000 PA USD 2901564.050000 0.0332830 Long ABS-MBS USGSE US N 2 2042-11-25 Floating 6.0585 N N N N N N FANNIE MAE-1996-39 N/A 31359KRY5 712.100000 PA USD 747.830000 0.0000086 Long ABS-MBS USGSE US N 2 2023-11-25 Fixed 8 N N N N N N FANNIE MAE-2005-75 N/A 31394FAF2 110021.420000 PA USD 111300.460000 0.0012767 Long ABS-MBS USGSE US N 2 2035-09-25 Floating 0.4915 N N N N N N FANNIEMAE WHOLE LOAN 2003-W1 N/A 31392GVX0 842830.180000 PA USD 919987.240000 0.0105529 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 5.11703 N N N N N N FANNIEMAE WHOLE LOAN 2004-W2 N/A 31393XGV3 57032.070000 PA USD 57271.630000 0.0006569 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 0.4415 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GWJN7 32300000.000000 PA USD 32166001.840000 0.3689665 Long DBT USGSE US N 2 2025-08-06 Fixed 0.68 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GW5R3 62200000.000000 PA USD 61751366.950000 0.7083313 Long DBT USGSE US N 2 2025-10-27 Fixed 0.65 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GW6C5 83100000.000000 PA USD 82673414.460000 0.9483218 Long DBT USGSE US N 2 2026-10-28 Fixed 0.8 N N N N N N FEDERAL REALTY INVESTMENT TRUST 549300LI6XZ51GOCJ427 313747AU1 19100000.000000 PA USD 20493333.540000 0.2350729 Long DBT CORP US N 2 2024-01-15 Fixed 3.95 N N N N N N FHA-CITIBANK 99 N/A 3039959H9 1655.850000 PA USD 1666.460000 0.0000191 Long ABS-MBS USGA US N 2 2023-10-01 Fixed 7.43 N N N N N N FHLMC PASS THRU POOLS N/A 3128JNAA3 91057.640000 PA USD 91527.560000 0.0010499 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 2.113 N N N N N N FHLMC PASS THRU POOLS N/A 3128JNVF9 12528.250000 PA USD 12560.730000 0.0001441 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 2.204 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCEF7 77101.660000 PA USD 77904.840000 0.0008936 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 2 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCGF5 193363.440000 PA USD 194213.100000 0.0022278 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 2 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCGN8 166435.840000 PA USD 166401.660000 0.0019087 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 1.975 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCSZ8 313788.870000 PA USD 314808.840000 0.0036111 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 2.518 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJ4L7 4219.610000 PA USD 4288.230000 0.0000492 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 2.289 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJ5D4 455886.750000 PA USD 472649.630000 0.0054216 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 2.216 N N N N N N FHLMC PASS THRU POOLS N/A 3128NHK85 550408.890000 PA USD 582358.780000 0.0066801 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 2.188 N N N N N N FHLMC PASS THRU POOLS N/A 3128S4GD3 7192.750000 PA USD 7742.270000 0.0000888 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 2.536 N N N N N N FHLMC PASS THRU POOLS N/A 31354Q5E5 3789.500000 PA USD 3792.450000 0.0000435 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 2.365 N N N N N N FHLMC PASS THRU POOLS N/A 31354RAL1 2063.010000 PA USD 2069.060000 0.0000237 Long ABS-MBS USGSE US N 2 2023-11-01 Floating 2.365 N N N N N N FHLMC PASS THRU POOLS N/A 31348S2X1 4876.570000 PA USD 4887.200000 0.0000561 Long ABS-MBS USGSE US N 2 2027-07-01 Floating 2.653 N N N N N N FHLMC PASS THRU POOLS N/A 31295KDH4 3586.110000 PA USD 3580.220000 0.0000411 Long ABS-MBS USGSE US N 2 2027-10-01 Floating 2.248 N N N N N N FHLMC PASS THRU POOLS N/A 31288VC98 540.630000 PA USD 542.520000 0.0000062 Long ABS-MBS USGSE US N 2 2023-09-01 Floating 2.608 N N N N N N FHLMC PASS THRU POOLS N/A 31288VGW3 1798.680000 PA USD 1799.070000 0.0000206 Long ABS-MBS USGSE US N 2 2024-01-01 Floating 2.497 N N N N N N FHLMC PASS THRU POOLS N/A 31288VRT8 1067.180000 PA USD 1067.400000 0.0000122 Long ABS-MBS USGSE US N 2 2024-06-01 Floating 2.389 N N N N N N FHLMC PASS THRU POOLS N/A 31288VX61 2930.900000 PA USD 2933.450000 0.0000336 Long ABS-MBS USGSE US N 2 2022-12-01 Floating 2.415 N N N N N N FHLMC PASS THRU POOLS N/A 31292GDN3 122.650000 PA USD 125.150000 0.0000014 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 8 N N N N N N FHLMC PASS THRU POOLS N/A 31292GFV3 94.790000 PA USD 95.810000 0.0000011 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 8 N N N N N N FHLMC PASS THRU POOLS N/A 31292GMF0 451.310000 PA USD 484.800000 0.0000056 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292GMW3 2721.710000 PA USD 2928.230000 0.0000336 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31298SLV4 1568.220000 PA USD 1755.890000 0.0000201 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31287RFP9 6122.460000 PA USD 7034.800000 0.0000807 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31335GKJ3 13759.900000 PA USD 14915.900000 0.0001711 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31356HNB9 6596.320000 PA USD 6798.270000 0.0000780 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31356L4P0 4425.240000 PA USD 4445.140000 0.0000510 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 8 N N N N N N FHLMC PASS THRU POOLS N/A 31283GNK9 77.080000 PA USD 77.500000 0.0000009 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 9 N N N N N N FHLMC PASS THRU POOLS N/A 31283GUQ8 827.460000 PA USD 838.320000 0.0000096 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283GWN3 10917.460000 PA USD 11085.210000 0.0001272 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283HJ48 46.620000 PA USD 53.070000 0.0000006 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31335BEM4 4109241.750000 PA USD 4447501.550000 0.0510160 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132WK5E4 1346739.040000 PA USD 1440211.620000 0.0165202 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132D6AC4 4350085.990000 PA USD 4491825.060000 0.0515244 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2 N N N N N N FHLMC PASS THRU POOLS N/A 3132L8NJ2 6290653.970000 PA USD 6790577.210000 0.0778927 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A57E9 164.830000 PA USD 165.230000 0.0000019 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 6.5 N N N N N N FHLMC STRUCTURED P/T SECURITIES E3 N/A 3133TCE95 7815.300000 PA USD 7880.250000 0.0000904 Long ABS-MBS USGSE US N 2 2032-08-15 Floating 3.849 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-32 N/A 3133TSQG1 656576.050000 PA USD 641582.870000 0.0073594 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 0.3515 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-35 N/A 313398VT3 1146218.450000 PA USD 1137608.970000 0.0130492 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 0.3715 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-57 N/A 31394JD87 8258863.910000 PA USD 10066644.980000 0.1154715 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 6.5 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-61 N/A 31395A3J2 1655754.790000 PA USD 1709517.640000 0.0196094 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 1.5163 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBP0 6400000.000000 PA USD 6393757.820000 0.0733409 Long DBT CORP US N 2 2023-03-01 Fixed 0.375 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBQ8 12000000.000000 PA USD 11989959.120000 0.1375332 Long DBT CORP US N 2 2024-03-01 Fixed 0.6 N N N N N N FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FFH1 N/A 32027NTA9 262134.730000 PA USD 262372.330000 0.0030096 Long ABS-MBS CORP US N 2 2036-06-25 Floating 0.7665 N N N N N N FIRST FRANKLIN MTG LN ABS CERT 2004-FF3 N/A 36228FU61 1517492.180000 PA USD 1504213.060000 0.0172544 Long ABS-MBS CORP US N 2 2034-05-25 Floating 0.9165 N N N N N N FIRST HORIZON ALT MTGE SEC 2004-AA3 N/A 32051D6B3 59122.750000 PA USD 58745.380000 0.0006739 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.33333 N N N N N N FIRST HORIZON ALT MTGE SEC 2005-AA7 N/A 32051GSQ9 221597.910000 PA USD 216667.930000 0.0024853 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.39229 Y N N N N N FIRST NLC TRUST 2005-3 N/A 32113JBU8 901359.130000 PA USD 901663.340000 0.0103427 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.7965 N N N N N N FLORIDA HURRICANE CATASTROPHE FD FIN COR 549300S34SOJ0RULXM35 341271AD6 4700000.000000 PA USD 4747005.170000 0.0544515 Long DBT MUN US N 2 2025-07-01 Fixed 1.258 N N N N N N FNMA PASS THRU POOLS N/A 31362GM40 2689.900000 PA USD 2753.450000 0.0000316 Long ABS-MBS USGSE US N 2 2028-01-01 Floating 4.485 N N N N N N FNMA PASS THRU POOLS N/A 31362GM57 464.700000 PA USD 473.390000 0.0000054 Long ABS-MBS USGSE US N 2 2028-02-01 Floating 4.516 N N N N N N FNMA PASS THRU POOLS N/A 31365DCK9 66.330000 PA USD 66.550000 0.0000008 Long ABS-MBS USGSE US N 2 2022-06-01 Floating 2.211 N N N N N N FNMA PASS THRU POOLS N/A 31368HK69 249399.000000 PA USD 297224.930000 0.0034094 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31368HMU4 2316.810000 PA USD 2685.210000 0.0000308 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31368JA74 7779.060000 PA USD 7816.200000 0.0000897 Long ABS-MBS USGSE US N 2 2024-04-01 Floating 2.419 N N N N N N FNMA PASS THRU POOLS N/A 31371JSD7 3829.230000 PA USD 4510.140000 0.0000517 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31371KHV6 6010.060000 PA USD 6720.030000 0.0000771 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31371LBP3 2023.930000 PA USD 2172.890000 0.0000249 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371LQU6 1713.000000 PA USD 2033.360000 0.0000233 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371LWU9 5795.090000 PA USD 6881.240000 0.0000789 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MDP9 10452.020000 PA USD 11451.530000 0.0001314 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MFZ5 182578.570000 PA USD 193601.150000 0.0022207 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 2.254 N N N N N N FNMA PASS THRU POOLS N/A 31371MF93 5862.770000 PA USD 6423.950000 0.0000737 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371ML21 4605.120000 PA USD 5046.330000 0.0000579 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MNB9 169446.020000 PA USD 185680.340000 0.0021299 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MXY8 214471.310000 PA USD 240301.470000 0.0027564 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371M7M3 1073739.530000 PA USD 1203439.790000 0.0138043 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NDS1 25063.290000 PA USD 27461.810000 0.0003150 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NDT9 133614.200000 PA USD 148866.800000 0.0017076 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NJK2 2105.550000 PA USD 2305.630000 0.0000264 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NLK9 18493.680000 PA USD 18869.160000 0.0002164 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NRW7 17332.150000 PA USD 19093.720000 0.0002190 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NSN6 368819.870000 PA USD 411705.060000 0.0047225 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 31371NSV8 44704.690000 PA USD 49002.540000 0.0005621 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NU45 8882.350000 PA USD 9736.640000 0.0001117 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NU52 112157.170000 PA USD 125202.960000 0.0014362 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NV77 5666.130000 PA USD 6213.090000 0.0000713 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NXJ9 3064.390000 PA USD 3359.310000 0.0000385 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NZ40 39772.260000 PA USD 41224.210000 0.0004729 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371N4H5 107527.290000 PA USD 120029.370000 0.0013768 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371N5L5 296538.890000 PA USD 330980.110000 0.0037966 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371PBD1 2973.500000 PA USD 3289.150000 0.0000377 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371PBE9 219630.060000 PA USD 244995.390000 0.0028103 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371PJT8 71066.050000 PA USD 79747.810000 0.0009148 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371P4X5 41747.130000 PA USD 45790.400000 0.0005252 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31373FAU4 9508.160000 PA USD 9500.980000 0.0001090 Long ABS-MBS USGSE US N 2 2024-03-01 Floating 2.191 N N N N N N FNMA PASS THRU POOLS N/A 31373T3S7 14450.440000 PA USD 15608.430000 0.0001790 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31373T4H0 4874.780000 PA USD 4888.060000 0.0000561 Long ABS-MBS USGSE US N 2 2024-01-01 Floating 2.585 N N N N N N FNMA PASS THRU POOLS N/A 31374F2G3 11249.550000 PA USD 12290.640000 0.0001410 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 9.5 N N N N N N FNMA PASS THRU POOLS N/A 31374F4E6 8027.460000 PA USD 8785.250000 0.0001008 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 9.5 N N N N N N FNMA PASS THRU POOLS N/A 31374S3Y5 4890.600000 PA USD 4901.370000 0.0000562 Long ABS-MBS USGSE US N 2 2027-11-01 Floating 2.47 N N N N N N FNMA PASS THRU POOLS N/A 31374TBF5 19687.490000 PA USD 19791.540000 0.0002270 Long ABS-MBS USGSE US N 2 2028-02-01 Floating 2.34 N N N N N N FNMA PASS THRU POOLS N/A 31374TYQ6 148659.720000 PA USD 150565.470000 0.0017271 Long ABS-MBS USGSE US N 2 2029-08-01 Floating 2.405 N N N N N N FNMA PASS THRU POOLS N/A 31378RU64 242.880000 PA USD 272.130000 0.0000031 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31384VX64 381.550000 PA USD 426.000000 0.0000049 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31384VYZ9 44.180000 PA USD 50.380000 0.0000006 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31384V7J5 1484.820000 PA USD 1700.580000 0.0000195 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31384WY38 3997.450000 PA USD 4373.800000 0.0000502 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385EPT0 173.550000 PA USD 174.310000 0.0000020 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385HJD5 5528.600000 PA USD 5849.730000 0.0000671 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 4.922 N N N N N N FNMA PASS THRU POOLS N/A 31385HJE3 10011.030000 PA USD 10691.460000 0.0001226 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 4.038 N N N N N N FNMA PASS THRU POOLS N/A 31385JRN0 753.350000 PA USD 893.430000 0.0000102 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385JRT7 6594.710000 PA USD 7818.800000 0.0000897 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385KUP8 254.590000 PA USD 255.710000 0.0000029 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385NYY9 69.830000 PA USD 70.610000 0.0000008 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385XAS6 1904.400000 PA USD 2257.880000 0.0000259 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31386C3E0 108500.990000 PA USD 109500.600000 0.0012560 Long ABS-MBS USGSE US N 2 2030-10-01 Floating 1.518 N N N N N N FNMA PASS THRU POOLS N/A 31386C4E9 146343.610000 PA USD 149226.340000 0.0017117 Long ABS-MBS USGSE US N 2 2039-11-01 Floating 1.517 N N N N N N FNMA PASS THRU POOLS N/A 31386HMS7 798.930000 PA USD 809.140000 0.0000093 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31387QYQ7 1227.210000 PA USD 1243.040000 0.0000143 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31387XPD1 6839.630000 PA USD 7037.070000 0.0000807 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31389NEZ4 4036.000000 PA USD 4541.510000 0.0000521 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31390STH4 9725.370000 PA USD 9992.780000 0.0001146 Long ABS-MBS USGSE US N 2 2042-07-01 Floating 1.318 N N N N N N FNMA PASS THRU POOLS N/A 31391JWR7 1688.200000 PA USD 1993.180000 0.0000229 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391LV69 167554.360000 PA USD 167775.110000 0.0019245 Long ABS-MBS USGSE US N 2 2032-09-01 Floating 2.138 N N N N N N FNMA PASS THRU POOLS N/A 31391XDM8 25746.670000 PA USD 26387.070000 0.0003027 Long ABS-MBS USGSE US N 2 2041-09-01 Floating 1.367 N N N N N N FNMA PASS THRU POOLS N/A 31400FPG6 188.560000 PA USD 211.560000 0.0000024 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31401YFY6 17069.560000 PA USD 18366.080000 0.0002107 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31402DF62 440.880000 PA USD 522.520000 0.0000060 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402QYC9 11838.770000 PA USD 13803.420000 0.0001583 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31402Q5X5 771779.600000 PA USD 799548.480000 0.0091714 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 1.651 N N N N N N FNMA PASS THRU POOLS N/A 31402RDG1 1455.010000 PA USD 1680.040000 0.0000193 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402RFA2 152398.580000 PA USD 151170.550000 0.0017340 Long ABS-MBS USGSE US N 2 2034-04-01 Floating 2.047 N N N N N N FNMA PASS THRU POOLS N/A 31402RMB2 552691.290000 PA USD 561307.790000 0.0064386 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 1.996 N N N N N N FNMA PASS THRU POOLS N/A 31402RN62 84508.100000 PA USD 85141.700000 0.0009766 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 2.202 N N N N N N FNMA PASS THRU POOLS N/A 31402RQN2 32781.650000 PA USD 36590.930000 0.0004197 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 31403M2G3 136508.110000 PA USD 149671.560000 0.0017168 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31403NVY0 66271.630000 PA USD 66625.810000 0.0007642 Long ABS-MBS USGSE US N 2 2033-12-01 Floating 2.242 N N N N N N FNMA PASS THRU POOLS N/A 31405AKQ5 121478.090000 PA USD 143776.600000 0.0016492 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31405DEA1 501.190000 PA USD 562.370000 0.0000065 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405GCX6 162.820000 PA USD 182.320000 0.0000021 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31405PAH3 183291.370000 PA USD 184817.630000 0.0021200 Long ABS-MBS USGSE US N 2 2034-10-01 Floating 1.766 N N N N N N FNMA PASS THRU POOLS N/A 31405PRS1 222948.030000 PA USD 229695.750000 0.0026348 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 1.318 N N N N N N FNMA PASS THRU POOLS N/A 31405SKU7 5117.420000 PA USD 5861.860000 0.0000672 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31405UV97 91120.430000 PA USD 91958.180000 0.0010548 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 1.815 N N N N N N FNMA PASS THRU POOLS N/A 31406BEX4 699468.580000 PA USD 733596.090000 0.0084149 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 1.804 N N N N N N FNMA PASS THRU POOLS N/A 31406L2T4 54567.880000 PA USD 54390.680000 0.0006239 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 2.3 N N N N N N FNMA PASS THRU POOLS N/A 31406NUU6 114447.110000 PA USD 115171.820000 0.0013211 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 1.725 N N N N N N FNMA PASS THRU POOLS N/A 31406Q4N4 171612.650000 PA USD 171912.810000 0.0019720 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 2.008 N N N N N N FNMA PASS THRU POOLS N/A 31406VGS9 365932.190000 PA USD 369979.090000 0.0042439 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 1.903 N N N N N N FNMA PASS THRU POOLS N/A 31407E6T5 624373.150000 PA USD 645392.050000 0.0074031 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 2.273 N N N N N N FNMA PASS THRU POOLS N/A 31407KGL7 6427.160000 PA USD 6503.970000 0.0000746 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 2.205 N N N N N N FNMA PASS THRU POOLS N/A 31407MJ22 603146.160000 PA USD 612840.780000 0.0070297 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 2.263 N N N N N N FNMA PASS THRU POOLS N/A 31407MWT8 45651.730000 PA USD 45910.360000 0.0005266 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 2.22 N N N N N N FNMA PASS THRU POOLS N/A 31407M6Z3 80171.440000 PA USD 87937.150000 0.0010087 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31407PUU0 25913.810000 PA USD 29488.330000 0.0003383 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31407SGS5 7513.180000 PA USD 7516.060000 0.0000862 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 2.287 N N N N N N FNMA PASS THRU POOLS N/A 31407VFM2 388824.930000 PA USD 390047.310000 0.0044741 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 2.208 N N N N N N FNMA PASS THRU POOLS N/A 31407VM36 72061.600000 PA USD 72551.910000 0.0008322 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 0.459 N N N N N N FNMA PASS THRU POOLS N/A 31408AK33 416.370000 PA USD 415.910000 0.0000048 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409APD5 10925.660000 PA USD 12247.640000 0.0001405 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31409TRQ3 34307.110000 PA USD 39540.140000 0.0004536 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409T6M5 8003.960000 PA USD 8980.240000 0.0001030 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409WD40 42811.390000 PA USD 48283.730000 0.0005538 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409WWQ0 68.750000 PA USD 68.840000 0.0000008 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DCB4 72960.860000 PA USD 81738.480000 0.0009376 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410EYX0 50.850000 PA USD 50.900000 0.0000006 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410LQE5 293568.820000 PA USD 320041.780000 0.0036711 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31410NQY7 509.640000 PA USD 509.040000 0.0000058 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410NX94 297.260000 PA USD 296.910000 0.0000034 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410PWB5 111.060000 PA USD 111.350000 0.0000013 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RVQ9 1896.830000 PA USD 2127.890000 0.0000244 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TBJ3 83398.450000 PA USD 98968.110000 0.0011352 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410WWX2 496.100000 PA USD 565.920000 0.0000065 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410XTH9 1202.280000 PA USD 1357.190000 0.0000156 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410X2Q8 17660.250000 PA USD 20907.830000 0.0002398 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410YRF3 1097.420000 PA USD 1279.850000 0.0000147 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411AFG5 2765.560000 PA USD 3101.430000 0.0000356 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411AUK9 1917.970000 PA USD 2151.880000 0.0000247 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411A2R5 384.880000 PA USD 431.930000 0.0000050 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BFP3 33660.590000 PA USD 39945.090000 0.0004582 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411C6D8 2202.860000 PA USD 2471.700000 0.0000284 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411EJ40 55263.440000 PA USD 63326.420000 0.0007264 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411EM79 45564.900000 PA USD 51125.990000 0.0005865 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411ET64 1904.990000 PA USD 2137.640000 0.0000245 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411KPT4 3306.540000 PA USD 3717.820000 0.0000426 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411NLP0 28008.590000 PA USD 31430.970000 0.0003605 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412AFN9 62283.140000 PA USD 69786.690000 0.0008005 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412FN66 14843.870000 PA USD 16630.260000 0.0001908 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LEB2 148057.100000 PA USD 164866.000000 0.0018911 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LV64 2259.070000 PA USD 2304.770000 0.0000264 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412MKD9 100912.370000 PA USD 121817.830000 0.0013973 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MRS9 16298.690000 PA USD 17085.530000 0.0001960 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 31412MWA2 83280.450000 PA USD 92926.570000 0.0010659 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412NBF2 6631.220000 PA USD 7849.990000 0.0000900 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NCR5 70231.170000 PA USD 72759.730000 0.0008346 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NFK7 21261.760000 PA USD 23697.160000 0.0002718 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412NFL5 123918.320000 PA USD 138053.420000 0.0015836 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QDK2 36393.280000 PA USD 40553.580000 0.0004652 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412RD20 3327.370000 PA USD 3705.350000 0.0000425 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412TDC4 19043.720000 PA USD 19223.590000 0.0002205 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412WMT0 16867.670000 PA USD 18782.770000 0.0002155 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412XPW8 58022.570000 PA USD 65133.280000 0.0007471 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413CHS1 53878.630000 PA USD 60492.350000 0.0006939 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413HFF0 60096.270000 PA USD 67555.450000 0.0007749 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31413Y4Z1 11141.890000 PA USD 11397.340000 0.0001307 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414HUC9 49763.390000 PA USD 55829.880000 0.0006404 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414KTF7 167.580000 PA USD 171.780000 0.0000020 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414SXL2 42391.120000 PA USD 44421.660000 0.0005095 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 31415AU82 49995.840000 PA USD 56605.140000 0.0006493 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415PBN7 23922.830000 PA USD 27995.420000 0.0003211 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415RL36 574.590000 PA USD 647.800000 0.0000074 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415TBU3 7270.650000 PA USD 7337.220000 0.0000842 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415TSX9 57442.700000 PA USD 63032.780000 0.0007230 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31415W4R1 4852.070000 PA USD 4894.860000 0.0000561 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415XEN7 36659.770000 PA USD 43443.640000 0.0004983 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415XER8 112918.350000 PA USD 133104.090000 0.0015268 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416AL73 33472.510000 PA USD 35096.200000 0.0004026 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BMS4 876.170000 PA USD 1037.050000 0.0000119 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416BRU4 16985.330000 PA USD 20168.110000 0.0002313 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416BZZ4 2277.700000 PA USD 2346.880000 0.0000269 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CLT1 2033843.070000 PA USD 2415512.880000 0.0277076 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416S6C0 30654.040000 PA USD 32160.010000 0.0003689 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416VC44 252051.120000 PA USD 270876.690000 0.0031071 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416W4E9 193754.110000 PA USD 211376.310000 0.0024246 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416YKN7 55587.270000 PA USD 60661.980000 0.0006958 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MWY4 68475.510000 PA USD 71076.500000 0.0008153 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 31418M7C0 1369.860000 PA USD 1382.530000 0.0000159 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31418U2M5 23759.090000 PA USD 25129.300000 0.0002883 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418XEZ7 65673.060000 PA USD 74507.530000 0.0008547 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31419AGW1 207033.810000 PA USD 230653.570000 0.0026458 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138APFD5 53863.840000 PA USD 57967.120000 0.0006649 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EHN73 453331.450000 PA USD 466300.740000 0.0053488 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EJ5F1 2009.190000 PA USD 2118.800000 0.0000243 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 3138ELUG6 5443.230000 PA USD 5708.350000 0.0000655 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 3138ETJA5 77575.180000 PA USD 84193.140000 0.0009658 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ERDP2 17770.630000 PA USD 19097.160000 0.0002191 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WHZY1 46610.270000 PA USD 50879.130000 0.0005836 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.5 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 145556699.530000 PA USD 1458769242.680000 16.7331028 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3138XWYC6 44583.750000 PA USD 47988.760000 0.0005505 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FAAZ5 215571.170000 PA USD 233733.250000 0.0026811 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FFVG3 498653.840000 PA USD 546504.120000 0.0062688 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FMPZ3 1523080.620000 PA USD 1647873.670000 0.0189023 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FPAQ2 10803229.580000 PA USD 11594913.360000 0.1330018 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GYBN8 1088145.000000 PA USD 1163793.570000 0.0133495 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HBFK9 1662.540000 PA USD 1776.230000 0.0000204 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HETU6 1224232.030000 PA USD 1306774.150000 0.0149896 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HNU42 3039597.900000 PA USD 3247011.060000 0.0372455 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HNY97 9482830.450000 PA USD 10345025.520000 0.1186647 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HNZC9 5790766.540000 PA USD 6305911.340000 0.0723332 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J5TD1 5761220.500000 PA USD 6216313.830000 0.0713055 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140J6GM3 479649.160000 PA USD 515237.410000 0.0059101 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 44393008.390000 PA USD 437759455.760000 5.0214069 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3140Q7NA1 41353804.240000 PA USD 44669949.670000 0.5123955 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q7S73 60423416.900000 PA USD 65450935.820000 0.7507680 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q7XY8 58457615.290000 PA USD 63321505.180000 0.7263419 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q75W3 50751583.510000 PA USD 54974423.830000 0.6305951 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YB48 7119.440000 PA USD 7935.940000 0.0000910 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YDA2 950.090000 PA USD 1022.500000 0.0000117 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YEC7 7414.720000 PA USD 8204.450000 0.0000941 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YG35 361706.140000 PA USD 403850.330000 0.0046324 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YJN8 26707.290000 PA USD 29553.270000 0.0003390 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YM95 36486.400000 PA USD 39625.050000 0.0004545 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YT98 22006.090000 PA USD 24014.050000 0.0002755 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YU54 79133.520000 PA USD 84086.120000 0.0009645 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 31417YYC5 24496.990000 PA USD 26732.840000 0.0003066 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417Y5E3 8031.920000 PA USD 8765.350000 0.0001005 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418B3C8 12438.410000 PA USD 13648.410000 0.0001566 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CA20 18736.650000 PA USD 20561.180000 0.0002359 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.5 N N N N N N FORD CREDIT CANADA COMPANY 549300BIUBSSCG5CXL88 34527ACE8 10000000.000000 PA 8116270.970000 0.0930993 Long DBT CORP CA Y 2 2022-01-10 Floating 3.465 N N N N N N FORD CREDIT CANADA COMPANY 549300BIUBSSCG5CXL88 34527ABU3 2000000.000000 PA 1628785.400000 0.0186833 Long DBT CORP CA Y 2 2022-06-22 Fixed 2.766 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZM8 11148000.000000 PA USD 11390691.960000 0.1306592 Long DBT CORP US N 2 2022-01-07 Fixed 5.596 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A29 7000000.000000 PA USD 7148750.000000 0.0820012 Long DBT CORP US N 2 2023-01-09 Fixed 3.087 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZC0 9750000.000000 PA USD 9716558.090000 0.1114557 Long DBT CORP US N 2 2023-02-15 Floating 1.39088 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YL1 6300000.000000 PA USD 6410817.000000 0.0735366 Long DBT CORP US N 2 2022-03-28 Fixed 3.339 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XZ1 20100000.000000 PA USD 20527125.000000 0.2354605 Long DBT CORP US N 2 2023-05-04 Fixed 3.096 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397WF6 2082000.000000 PA USD 2155473.780000 0.0247248 Long DBT CORP US N 2 2022-09-20 Fixed 4.25 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZH9 5820000.000000 PA USD 5870925.000000 0.0673436 Long DBT CORP US N 2 2021-10-12 Fixed 3.813 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540XAB9 16300000.000000 PA USD 16758437.500000 0.1922310 Long DBT CORP US N 2 2022-10-07 Fixed 3.55 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZU0 5800000.000000 PA USD 5951670.000000 0.0682698 Long DBT CORP US N 2 2022-11-01 Fixed 3.35 N N N N N N FREDDIE MAC 2103 N/A 3133THKP1 687.980000 PA USD 785.120000 0.0000090 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6 N N N N N N FREDDIE MAC 2135 N/A 3133TJWR0 277671.600000 PA USD 314055.850000 0.0036024 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.5 N N N N N N FREDDIE MAC 2174 N/A 3133TLMU9 22435.690000 PA USD 25201.670000 0.0002891 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 6 N N N N N N FREDDIE MAC 2241 N/A 3133TPF87 39580.500000 PA USD 47156.590000 0.0005409 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 7.5 N N N N N N FREDDIE MAC 2266 N/A 3133TQFM4 1092.420000 PA USD 1097.860000 0.0000126 Long ABS-MBS USGSE US N 2 2030-11-15 Floating 0.52288 N N N N N N FREDDIE MAC 2395 N/A 31339LMA5 24080.520000 PA USD 24219.120000 0.0002778 Long ABS-MBS USGSE US N 2 2031-12-15 Floating 0.52288 N N N N N N FREDDIE MAC 2461 N/A 31392MK43 319183.410000 PA USD 379219.540000 0.0043499 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.5 N N N N N N FREDDIE MAC 2826 N/A 31395CZM6 445377.620000 PA USD 505912.410000 0.0058032 Long ABS-MBS USGSE US N 2 2034-07-15 Fixed 5.5 N N N N N N FREDDIE MAC 3181 N/A 31396URJ1 1266589.520000 PA USD 231605.390000 0.0026567 Long ABS-MBS USGSE US N 2 2036-07-15 Floating 6.39712 N N N N N N FREDDIE MAC 3200 N/A 31397AJC8 3524357.230000 PA USD 691542.680000 0.0079325 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 7.07712 N N N N N N FREDDIE MAC 3404 N/A 31397PST8 2449199.620000 PA USD 2508060.990000 0.0287692 Long ABS-MBS USGSE US N 2 2038-01-15 Floating 0.92788 N N N N N N FREDDIE MAC 3439 N/A 31397TAL6 25449.610000 PA USD 25596.540000 0.0002936 Long ABS-MBS USGSE US N 2 2037-02-15 Floating 0.40288 N N N N N N FREDDIE MAC 3608 N/A 31398LPT9 663.660000 PA USD 680.500000 0.0000078 Long ABS-MBS USGSE US N 2 2039-12-15 Floating 0.92288 N N N N N N FREDDIE MAC REMICS 3984 N/A 3137AKEE7 21655.600000 PA USD 21987.850000 0.0002522 Long ABS-MBS USGSE US N 2 2042-01-15 Floating 0.62288 N N N N N N FREDDIE MAC REMICS 4017 N/A 3137AMHK6 162543.610000 PA USD 163133.300000 0.0018713 Long ABS-MBS USGSE US N 2 2041-03-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4024 N/A 3137ANKV6 4745211.770000 PA USD 253647.700000 0.0029095 Long ABS-MBS USGSE US N 2 2027-03-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4039 N/A 3137AQQL5 5719390.760000 PA USD 329364.270000 0.0037780 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 3 N N N N N N FREDDIE MAC STRIPS 309 N/A 31325USH0 31744061.000000 PA USD 7532065.720000 0.0863981 Long ABS-MBS USGSE US N 2 2043-08-15 Floating 5.87712 N N N N N N FREDDIE MAC STRIPS 332 N/A 3132HUCJ0 8883311.890000 PA USD 11298070.290000 0.1295968 Long ABS-MBS USGSE US N 2 2044-08-15 Floating 9.56339 N N N N N N FREDDIE MAC STRIPS-246 N/A 3128HWUY1 9729.260000 PA USD 9754.330000 0.0001119 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 0.47288 N N N N N N FREDDIE MAC-1654 N/A 3133T3LZ9 61305.530000 PA USD 2330.880000 0.0000267 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 4 N N N N N N FREDDIE MAC-2304 N/A 3133TSMD2 193227.960000 PA USD 228984.910000 0.0026266 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 6.5 N N N N N N FREDDIE MAC-2340 N/A 313398EE5 353256.700000 PA USD 418480.820000 0.0048003 Long ABS-MBS USGSE US N 2 2031-07-15 Fixed 6.5 N N N N N N FREDDIE MAC-3203 N/A 31397APT4 15499.330000 PA USD 15755.180000 0.0001807 Long ABS-MBS USGSE US N 2 2036-05-15 Floating 0.59288 N N N N N N FREDDIE MAC-3271 N/A 31397FFJ6 44904.040000 PA USD 45180.660000 0.0005183 Long ABS-MBS USGSE US N 2 2037-02-15 Floating 0.41288 N N N N N N FREMONT HOME LOAN TRUST 2006-E N/A 35729NAB1 199295.210000 PA USD 111049.720000 0.0012738 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.1515 N N N N N N GALLATIN CLO IX LTD 2018-1A N/A 36361WAC0 17914443.190000 PA USD 17918894.750000 0.2055422 Long ABS-CBDO CORP KY N 2 2028-01-21 Floating 1.236 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448AN3 400000.000000 PA USD 415776.500000 0.0047692 Long DBT CORP US N 2 2022-06-15 Fixed 4.75 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448BB8 21200000.000000 PA USD 21240947.800000 0.2436485 Long DBT CORP US N 2 2021-11-05 Floating 0.91513 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 37033LGD2 20600000.000000 PA USD 22077211.990000 0.2532411 Long DBT CORP US N 2 2022-10-15 Fixed 6.41 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAW0 15600000.000000 PA USD 17187279.410000 0.1971501 Long DBT CORP US Y 2 2023-10-02 Fixed 5.4 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBR6 2100000.000000 PA USD 2114471.690000 0.0242545 Long DBT CORP US N 2 2022-01-14 Floating 1.73575 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCW4 7300000.000000 PA USD 7862549.170000 0.0901889 Long DBT CORP US N 2 2023-03-20 Fixed 5.2 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCU8 1200000.000000 PA USD 1238757.420000 0.0142094 Long DBT CORP US N 2 2022-07-08 Fixed 3.55 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCN4 500000.000000 PA USD 501530.310000 0.0057529 Long DBT CORP US N 2 2021-11-06 Floating 1.27538 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XDC7 20700000.000000 PA USD 21047139.000000 0.2414254 Long DBT CORP US N 2 2023-11-17 Floating 1.21556 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAE2 3300000.000000 PA USD 3271135.130000 0.0375222 Long DBT CORP US N 2 2026-03-01 Fixed 1.2 N N N N N N GNMA PASS THRU POOLS N/A 36202J5A2 12581.500000 PA USD 12674.480000 0.0001454 Long ABS-MBS USGSE US N 2 2022-08-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202J5G9 4148.040000 PA USD 4177.030000 0.0000479 Long ABS-MBS USGSE US N 2 2022-09-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KBP9 10061.190000 PA USD 10218.890000 0.0001172 Long ABS-MBS USGSE US N 2 2023-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KB20 1053.530000 PA USD 1065.810000 0.0000122 Long ABS-MBS USGSE US N 2 2023-03-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KCL7 37576.190000 PA USD 38086.820000 0.0004369 Long ABS-MBS USGSE US N 2 2023-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KDV4 4665.480000 PA USD 4746.750000 0.0000544 Long ABS-MBS USGSE US N 2 2023-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KD93 23357.310000 PA USD 23679.210000 0.0002716 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KEU5 1785.080000 PA USD 1798.120000 0.0000206 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KEV3 13120.840000 PA USD 13218.390000 0.0001516 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KE84 3331.900000 PA USD 3373.450000 0.0000387 Long ABS-MBS USGSE US N 2 2023-08-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KFJ9 31046.270000 PA USD 31216.280000 0.0003581 Long ABS-MBS USGSE US N 2 2023-08-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KFV2 19116.930000 PA USD 19370.930000 0.0002222 Long ABS-MBS USGSE US N 2 2023-09-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KGK5 1796.900000 PA USD 1824.760000 0.0000209 Long ABS-MBS USGSE US N 2 2023-10-20 Floating 2.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KGL3 2092.360000 PA USD 2122.860000 0.0000244 Long ABS-MBS USGSE US N 2 2023-10-20 Floating 2.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KG90 6400.260000 PA USD 6502.790000 0.0000746 Long ABS-MBS USGSE US N 2 2023-11-20 Floating 2.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KHC2 3808.500000 PA USD 3844.040000 0.0000441 Long ABS-MBS USGSE US N 2 2023-11-20 Floating 2.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KHR9 114444.000000 PA USD 116183.380000 0.0013327 Long ABS-MBS USGSE US N 2 2023-12-20 Floating 2.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KHZ1 19910.650000 PA USD 20087.490000 0.0002304 Long ABS-MBS USGSE US N 2 2023-12-20 Floating 2.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KLY9 2591.660000 PA USD 2630.630000 0.0000302 Long ABS-MBS USGSE US N 2 2024-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KM77 3914.430000 PA USD 3990.090000 0.0000458 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KNW1 45052.120000 PA USD 45982.370000 0.0005274 Long ABS-MBS USGSE US N 2 2024-09-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KPM1 5628.550000 PA USD 5736.780000 0.0000658 Long ABS-MBS USGSE US N 2 2024-10-20 Floating 2.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KQ99 40338.830000 PA USD 41342.570000 0.0004742 Long ABS-MBS USGSE US N 2 2025-01-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KRM9 689.330000 PA USD 696.030000 0.0000080 Long ABS-MBS USGSE US N 2 2025-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KRQ0 24151.790000 PA USD 24676.090000 0.0002831 Long ABS-MBS USGSE US N 2 2025-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KS48 20518.650000 PA USD 21053.470000 0.0002415 Long ABS-MBS USGSE US N 2 2025-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KUF0 4576.750000 PA USD 4642.250000 0.0000532 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202KVJ1 21132.390000 PA USD 21591.300000 0.0002477 Long ABS-MBS USGSE US N 2 2025-10-20 Floating 2.125 N N N N N N GNMA PASS THRU POOLS N/A 36202KXJ9 6227.770000 PA USD 6318.580000 0.0000725 Long ABS-MBS USGSE US N 2 2026-01-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KYK5 11595.990000 PA USD 11758.840000 0.0001349 Long ABS-MBS USGSE US N 2 2026-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KYP4 9553.800000 PA USD 9601.590000 0.0001101 Long ABS-MBS USGSE US N 2 2026-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KY33 12760.140000 PA USD 13043.510000 0.0001496 Long ABS-MBS USGSE US N 2 2026-03-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KZL2 3112.960000 PA USD 3193.980000 0.0000366 Long ABS-MBS USGSE US N 2 2026-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KZ65 2961.840000 PA USD 3028.720000 0.0000347 Long ABS-MBS USGSE US N 2 2026-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K3F0 565.350000 PA USD 567.220000 0.0000065 Long ABS-MBS USGSE US N 2 2022-01-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202K3H6 349.270000 PA USD 350.740000 0.0000040 Long ABS-MBS USGSE US N 2 2022-01-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202K3U7 2289.580000 PA USD 2362.660000 0.0000271 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K3W3 961.120000 PA USD 987.800000 0.0000113 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K4L6 1698.990000 PA USD 1756.090000 0.0000201 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K5C5 7801.260000 PA USD 7863.440000 0.0000902 Long ABS-MBS USGSE US N 2 2026-08-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K5G6 7583.710000 PA USD 7796.480000 0.0000894 Long ABS-MBS USGSE US N 2 2026-08-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K6D2 716.360000 PA USD 733.830000 0.0000084 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36202K6F7 1656.320000 PA USD 1668.500000 0.0000191 Long ABS-MBS USGSE US N 2 2022-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K6K6 5621.260000 PA USD 5664.890000 0.0000650 Long ABS-MBS USGSE US N 2 2022-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K6P5 2100.840000 PA USD 2111.920000 0.0000242 Long ABS-MBS USGSE US N 2 2022-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CAR7 2303.550000 PA USD 2327.540000 0.0000267 Long ABS-MBS USGSE US N 2 2026-11-20 Floating 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36225CAZ9 2422.790000 PA USD 2510.880000 0.0000288 Long ABS-MBS USGSE US N 2 2026-12-20 Floating 2.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CA97 184905.680000 PA USD 190046.890000 0.0021800 Long ABS-MBS USGSE US N 2 2027-01-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CBQ8 175166.970000 PA USD 177808.330000 0.0020396 Long ABS-MBS USGSE US N 2 2027-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CBY1 21709.710000 PA USD 22057.240000 0.0002530 Long ABS-MBS USGSE US N 2 2027-03-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CB54 955.520000 PA USD 986.470000 0.0000113 Long ABS-MBS USGSE US N 2 2027-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCN4 10843.610000 PA USD 11189.150000 0.0001283 Long ABS-MBS USGSE US N 2 2027-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCY0 43937.420000 PA USD 45280.430000 0.0005194 Long ABS-MBS USGSE US N 2 2027-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CC87 7455.060000 PA USD 7687.090000 0.0000882 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CC95 111648.300000 PA USD 115178.070000 0.0013212 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CEV4 52359.430000 PA USD 52813.800000 0.0006058 Long ABS-MBS USGSE US N 2 2027-12-20 Floating 2.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CJ72 154.140000 PA USD 156.650000 0.0000018 Long ABS-MBS USGSE US N 2 2029-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CN28 14617.200000 PA USD 15217.280000 0.0001746 Long ABS-MBS USGSE US N 2 2030-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CPN0 2074.680000 PA USD 2180.310000 0.0000250 Long ABS-MBS USGSE US N 2 2030-07-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36225CRE8 1987.340000 PA USD 2013.260000 0.0000231 Long ABS-MBS USGSE US N 2 2031-01-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CRP3 7306.410000 PA USD 7381.930000 0.0000847 Long ABS-MBS USGSE US N 2 2031-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CT30 166538.460000 PA USD 173718.420000 0.0019927 Long ABS-MBS USGSE US N 2 2032-01-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CUD6 336433.920000 PA USD 350719.310000 0.0040230 Long ABS-MBS USGSE US N 2 2032-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225DCE2 12281.250000 PA USD 12852.490000 0.0001474 Long ABS-MBS USGSE US N 2 2034-07-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36179T7L3 1946876.050000 PA USD 2095998.680000 0.0240426 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 36206VQA8 52.760000 PA USD 55.740000 0.0000006 Long ABS-MBS USGSE US N 2 2026-04-15 Fixed 7 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWU4 7000000.000000 PA USD 7064839.250000 0.0810386 Long DBT CORP US N 2 2023-02-23 Floating 0.90013 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXD1 200000.000000 PA USD 205402.210000 0.0023561 Long DBT CORP US N 2 2026-05-15 Floating 1.32588 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EB81 17700000.000000 PA USD 18268428.600000 0.2095516 Long DBT CORP US N 2 2023-11-29 Floating 1.735 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 N/A 38375UVD9 8539961.610000 PA USD 8644252.480000 0.0991556 Long ABS-MBS USGSE US N 2 2065-03-20 Floating 0.70725 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09 N/A 38376RTJ5 4531112.470000 PA USD 4628677.740000 0.0530942 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 1.00725 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UXM7 3184273.360000 PA USD 3241495.390000 0.0371822 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 0.90725 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H14 N/A 38380QGA4 24739125.870000 PA USD 26286676.940000 0.3015266 Long ABS-MBS USGSE US N 2 2070-08-20 Floating 1.34338 N N N N N N GPMT LLC 2021-FL3 N/A 36264BAA8 22000000.000000 PA USD 22064961.600000 0.2531005 Long ABS-MBS CORP KY N 2 2035-07-16 Floating 1.3325 N N N N N N GREAT HALL MORTGAGES PLC 2007-1 N/A B1S70QII6 548968.740000 PA 647427.870000 0.0074265 Long ABS-MBS CORP GB N 2 2039-03-18 Floating 0 N N N N N N GREAT HALL MORTGAGES PLC 2007-2X N/A B1Z97QII7 5895274.530000 PA USD 5815988.980000 0.0667135 Long ABS-MBS CORP GB N 2 2039-06-18 Floating 0.2545 N N N N N N GS MORTGAGE SECURITIES CORP II 2012-GCJ9 N/A 36192PAQ9 9986891.870000 PA USD 174423.060000 0.0020008 Long ABS-MBS CORP US N 2 2045-11-10 Variable 2.08119 N N N N N N GSAMP TRUST 2004-OPT N/A 36242DNU3 1842666.260000 PA USD 1831936.410000 0.0210136 Long ABS-MBS CORP US N 2 2034-11-25 Floating 0.9615 N N N N N N GSAMP TRUST 2007-FM1 N/A 3622MAAB7 1595399.080000 PA USD 981881.820000 0.0112629 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.1615 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR4 N/A 362341FH7 626905.710000 PA USD 462403.080000 0.0053041 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.68526 Y N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341RT8 2019813.760000 PA USD 2043720.680000 0.0234429 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.79338 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341RX9 291538.400000 PA USD 297755.920000 0.0034155 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.92449 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341SF7 28397.310000 PA USD 28610.400000 0.0003282 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.96223 N N N N N N GSR MTGE LOAN TRUST 2003-2F N/A 36228FNB8 27014.200000 PA USD 28661.770000 0.0003288 Long ABS-MBS CORP US N 2 2032-03-25 Fixed 6 N N N N N N HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) N/A 418751AB9 4000000.000000 PA USD 4228220.000000 0.0485006 Long DBT CORP US N 2 2025-04-15 Fixed 6 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-4 N/A 41161PMX8 1931971.580000 PA USD 1649317.380000 0.0189188 Long ABS-MBS CORP US N 2 2035-07-19 Floating 2.65914 Y N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AW7 1400000.000000 PA USD 1441091.890000 0.0165303 Long DBT CORP US N 2 2022-11-19 Fixed 2.6 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AY3 5800000.000000 PA USD 6360729.560000 0.0729620 Long DBT CORP US N 2 2026-11-19 Fixed 3.55 N N N N N N HAWKSMOOR MORTGAGES 19-1A N/A ACI1DHFV7 74834064.080000 PA 104045382.810000 1.1934733 Long ABS-MBS CORP GB N 2 2053-05-25 Floating 1.09987 N N N N N N HEATHROW FUNDING LIMITED 7TI96JO3DYEIQWZ7Z726 05607MAA5 2405000.000000 PA USD 2408522.580000 0.0276274 Long DBT CORP JE N 2 2023-07-15 Fixed 4.875 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824CBB4 2500000.000000 PA USD 2500597.730000 0.0286836 Long DBT CORP US N 2 2021-10-05 Floating 0.85788 N N N N N N HOME EQUITY ASSET TRUST 2006-4 N/A 437084VN3 10973578.670000 PA USD 10977985.660000 0.1259252 Long ABS-MBS CORP US N 2 2036-08-25 Floating 0.6515 N N N N N N HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2 N/A 43789XAA2 9538225.580000 PA USD 9606954.220000 0.1101985 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.657 N N N N N N HSI ASSET SEC CORP TRUST 2006-HE1 N/A 44328AAB6 33447.240000 PA USD 17327.850000 0.0001988 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.1915 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AK8 4800000.000000 PA USD 4818295.680000 0.0552692 Long DBT CORP US N 2 2022-09-01 Floating 3.13463 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABR7 1500000.000000 PA USD 1494209.370000 0.0171396 Long DBT CORP US N 2 2024-01-08 Fixed 0.8 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABU0 20000000.000000 PA USD 20004864.600000 0.2294698 Long DBT CORP US N 2 2023-04-03 Fixed 0.8 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABQ9 24800000.000000 PA USD 24975690.140000 0.2864886 Long DBT CORP US N 2 2022-11-10 Fixed 1.15 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAA5 900000.000000 PA USD 944175.480000 0.0108304 Long DBT CORP BM N 2 2022-11-01 Fixed 5 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AB1 500000.000000 PA USD 517225.800000 0.0059329 Long DBT CORP GB N 2 2023-02-11 Fixed 3.5 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR4 N/A 45661EAV6 1381631.310000 PA USD 1349792.580000 0.0154831 Long ABS-MBS CORP US N 2 2046-05-25 Floating 0.5115 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AL7 7700000.000000 PA USD 7831667.610000 0.0898347 Long DBT CORP NL N 2 2023-10-02 Floating 1.14575 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AM3 6900000.000000 PA USD 6906358.760000 0.0792208 Long DBT CORP US N 2 2022-09-15 Fixed 0.697 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 977UCSII1 4600000.000000 PA 1488934.560000 0.0170791 Long DBT NUSS IL N 2 2022-01-31 Fixed 5.5 N N N N N N URBI DESARROLLOS URBANOS SA DE CV (AKA: URBIMM) N/A B0126X906 572.000000 NS 122.240000 0.0000014 Long EC CORP MX N 1 N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 BJGTFKII9 5400000.000000 PA 1680962.530000 0.0192818 Long DBT NUSS IL N 2 2022-07-31 Fixed 0.75 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1VWZN0 51100000.000000 PA 15674125.420000 0.1797932 Long DBT NUSS IL N 2 2021-11-30 Floating 0.000001 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1VNWB9 14300000.000000 PA 4386081.930000 0.0503114 Long DBT MUN IL N 2 2022-02-02 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1W7SY8 23500000.000000 PA 7207536.470000 0.0826755 Long DBT MUN IL N 2 2022-03-02 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1WZJ67 27000000.000000 PA 8280999.340000 0.0949889 Long DBT MUN IL N 2 2022-04-06 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1WD5H7 2000000.000000 PA 613468.710000 0.0070369 Long DBT MUN IL N 2 2021-10-06 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1VRHK7 46694000.000000 PA 14324086.130000 0.1643073 Long DBT NUSS IL N 2 2021-11-30 None 0 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DB8 1700000.000000 PA USD 1851136.800000 0.0212338 Long DBT CORP US N 2 2024-04-01 Fixed 4.7 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HKC3 1800000.000000 PA USD 1932473.720000 0.0221668 Long DBT CORP US N 2 2025-01-23 Fixed 3.125 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBZ8 22260000.000000 PA USD 22334403.160000 0.2561912 Long DBT CORP US N 2 2024-03-16 Floating 0.697 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAU0 1900000.000000 PA USD 2024928.840000 0.0232273 Long DBT CORP US N 2 2024-07-23 Floating 3.797 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAW6 12200000.000000 PA USD 12372943.780000 0.1419263 Long DBT CORP US N 2 2024-07-23 Floating 1.06288 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBS4 8000000.000000 PA USD 8008338.240000 0.0918612 Long DBT CORP US N 2 2024-09-16 Floating 0.653 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2012-C6 N/A 46634SAE5 23865293.490000 PA USD 179746.230000 0.0020618 Long ABS-MBS CORP US N 2 2045-05-15 Variable 1.70176 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAN5 66443.620000 PA USD 67071.430000 0.0007694 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.72695 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A2 N/A 46630PAA3 234809.520000 PA USD 207449.260000 0.0023796 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.59951 Y N N N N N JP MORGAN MORTGAGE TRUST-2005-A6 N/A 466247UG6 1625173.880000 PA USD 1533555.840000 0.0175910 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.21414 Y N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAJ1 200000.000000 PA USD 208243.050000 0.0023887 Long DBT CORP US N 2 2023-01-15 Fixed 3.8 N N N N N N LFT CRE 2021-FL1 LTD N/A 50203JAA6 21000000.000000 PA USD 21066609.900000 0.2416487 Long ABS-CBDO CORP KY N 2 2039-06-15 Floating 1.27 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAK9 1100000.000000 PA USD 1118917.440000 0.0128348 Long DBT CORP GB N 2 2023-03-17 Floating 2.858 N N N N N N LOANCORE ISSUER LTD 2021-CRE4 N/A 53946CAA7 25500000.000000 PA USD 25503898.950000 0.2925475 Long ABS-MBS CORP US N 2 2035-07-15 Floating 0.92448 N N N N N N LOANCORE ISSUER LTD 2021-CRE5 N/A 53947XAA0 13800000.000000 PA USD 13852463.460000 0.1588974 Long ABS-O CORP KY N 2 2036-07-15 Floating 1.37288 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 ACI167FK1 21000000.000000 PA 25359698.490000 0.2908935 Long DBT CORP LU N 2 2022-11-14 Fixed 1.5 N N N N N N MASSACHUSETTS EDUC FINANCING AUTH 2008-1 N/A 57563NAA6 1849710.340000 PA USD 1855274.640000 0.0212813 Long ABS-O CORP US N 2 2038-04-25 Floating 1.12575 N N N N N N MASTR ADJUSTABLE RATE MTGES TRU 2004-13 N/A 576433UM6 75051.840000 PA USD 75877.310000 0.0008704 Long ABS-MBS CORP US N 2 2034-11-21 Floating 2.87644 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AA8 13200000.000000 PA USD 13208860.500000 0.1515149 Long DBT CORP US N 2 2023-02-10 Fixed 0.625 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GEJ4 20500000.000000 PA USD 20488861.330000 0.2350216 Long DBT CORP US N 2 2025-07-02 Fixed 0.95 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AB6 21300000.000000 PA USD 21255325.380000 0.2438134 Long DBT CORP US N 2 2024-02-10 Fixed 0.8 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AH3 21300000.000000 PA USD 21309910.250000 0.2444396 Long DBT CORP US N 2 2022-08-10 Floating 0.612 N N N N N N A10 BRIDGE ASSET FINANCING 2020-C LLC N/A 66981EAA1 12897859.380000 PA USD 12971943.390000 0.1487973 Long ABS-MBS CORP US N 2 2040-08-15 Fixed 2.021 N N N N N N MID-STATE TRUST-11 N/A 59549WAA1 152234.820000 PA USD 160743.560000 0.0018438 Long ABS-O CORP US N 2 2038-07-15 Fixed 4.864 N N N N N N MIDWEST CONNECTOR CAPITAL COMPANY LLC N/A 59833CAB8 7300000.000000 PA USD 7424436.090000 0.0851635 Long DBT CORP US N 2 2022-04-01 Fixed 3.625 N N N N N N MITSUBISHI HC CAPITAL INC 353800MZ3QX9RLMH7B09 60682LAD4 600000.000000 PA USD 610197.080000 0.0069994 Long DBT CORP JP N 2 2022-02-28 Fixed 3.406 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AS3 43400000.000000 PA USD 43792422.800000 0.5023297 Long DBT CORP JP N 2 2023-03-02 Floating 0.87138 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAQ2 12500000.000000 PA USD 12619127.000000 0.1447502 Long DBT CORP JP N 2 2023-03-05 Floating 0.92075 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 ACI13W744 28800000.000000 PA 21976585.860000 0.2520868 Long DBT CORP JP N 2 2023-07-19 Floating 1.4441 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBJ7 5700000.000000 PA USD 5730560.950000 0.0657335 Long DBT CORP JP N 2 2024-09-08 Floating 0.849 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEC6 2000000.000000 PA USD 2032907.940000 0.0233189 Long DBT CORP US N 2 2023-10-24 Floating 1.57575 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468R3 1190000.000000 PA USD 1189956.140000 0.0136496 Long DBT CORP US N 2 2025-10-21 Floating 0.864 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAP4 3200000.000000 PA USD 3306242.560000 0.0379249 Long DBT CORP US N 2 2022-11-06 Fixed 3.2 N N N N N N MORGAN STANLEY ABS CAPITAL I 2005-HE1 N/A 61744CKP0 492238.990000 PA USD 465804.130000 0.0053431 Long ABS-MBS CORP US N 2 2034-12-25 Floating 0.7965 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AA2 15356.990000 PA USD 7001.840000 0.0000803 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.1415 N N N N N N MORGAN STANLEY MORTGAGE LOAN TRUST 2005-2AR N/A 61745M4E0 1760814.710000 PA USD 1752344.660000 0.0201006 Long ABS-MBS CORP US N 2 2035-04-25 Floating 0.3515 N N N N N N MORGAN STANLEY MORTGAGE TRUST 2005-7 N/A 61748HPQ8 1390408.470000 PA USD 1450947.550000 0.0166434 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-11AR N/A 61748HGR6 341204.960000 PA USD 342035.280000 0.0039234 Long ABS-MBS CORP US N 2 2035-01-25 Floating 0.4115 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-6AR N/A 61748HBS9 191416.600000 PA USD 199550.980000 0.0022890 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.27119 N N N N N N ABN AMRO MORTGAGE GROUP 2003-13 N/A 000780NZ5 45135.410000 PA USD 46033.160000 0.0005280 Long ABS-MBS CORP US N 2 2034-01-25 Fixed 5.5 N N N N N N MORTGAGEIT TRUST 2005-1 N/A 61913PAP7 280724.710000 PA USD 281115.310000 0.0032246 Long ABS-MBS CORP US N 2 2035-02-25 Floating 0.7315 N N N N N N MOUNTAIN VIEW CLO LTD 15-10A N/A 62432CAQ4 1341975.320000 PA USD 1342197.090000 0.0153959 Long ABS-CBDO CORP KY N 2 2027-10-13 Floating 1.0075 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BF7 26100000.000000 PA USD 26379297.140000 0.3025890 Long DBT CORP GB N 2 2023-05-15 Floating 1.62588 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BN0 10800000.000000 PA USD 11132849.410000 0.1277016 Long DBT CORP GB N 2 2024-05-22 Floating 2.359 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 ACI0LCK78 1300000.000000 PA 1611074.310000 0.0184801 Long DBT CORP GB N 2 2023-03-22 Fixed 2.5 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAL8 5800000.000000 PA USD 5967539.960000 0.0684519 Long DBT CORP US N 2 2025-06-22 Fixed 1.875 N N N N N N NEW CENTURY HOME EQUITY LN TRUST 2005-D N/A 64352VPP0 3431692.600000 PA USD 3424026.540000 0.0392760 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.7515 N N N N N N NEW CENTURY HOME EQUITY LOAN TR 2005-1 N/A 64352VKB6 2002281.240000 PA USD 1992918.570000 0.0228602 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.8115 N N N N N N NEWGATE FUNDING PLC 2007-3X N/A B2NDQDII7 1300018.500000 PA 1534439.210000 0.0176011 Long ABS-MBS CORP GB N 2 2050-12-15 Floating 0.052 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KAW0 800000.000000 PA USD 827022.650000 0.0094865 Long DBT CORP US N 2 2023-01-15 Fixed 2.8 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBT6 20800000.000000 PA USD 20804071.390000 0.2386372 Long DBT CORP US N 2 2023-02-22 Floating 0.42013 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBN9 15200000.000000 PA USD 15484309.620000 0.1776159 Long DBT CORP US N 2 2022-09-01 Fixed 1.95 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BQ1 15600000.000000 PA USD 15512049.850000 0.1779341 Long DBT CORP US N 2 2024-03-08 Fixed 1.05 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AZ2 800000.000000 PA USD 813378.820000 0.0093300 Long DBT CORP US N 2 2022-07-13 Fixed 2.65 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BA6 5950000.000000 PA USD 5962291.810000 0.0683917 Long DBT CORP US N 2 2022-07-13 Floating 0.8375 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AS8 1100000.000000 PA USD 1103098.510000 0.0126533 Long DBT CORP US N 2 2021-09-14 Fixed 1.9 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BN8 12973000.000000 PA USD 12980422.500000 0.1488945 Long DBT CORP US N 2 2021-09-21 Floating 0.7645 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BE8 1900000.000000 PA USD 1902573.950000 0.0218239 Long DBT CORP US N 2 2022-09-28 Floating 0.836 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AA9 24300000.000000 PA USD 25355192.270000 0.2908418 Long DBT CORP JP N 2 2023-09-15 Fixed 3.043 N N N N N N ADAMS MILL CLO LTD 2014-1A N/A 006278AS4 180174.700000 PA USD 180202.170000 0.0020670 Long ABS-CBDO CORP KY N 2 2026-07-15 Floating 1.28375 N N N N N N NOMURA HOME EQUITY LOAN INC 2005-FM1 N/A 65536HAG3 1018463.390000 PA USD 1018416.540000 0.0116819 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.8265 N N N N N N NOVASTAR HOME EQUITY LOAN 2006-1 N/A 669884AA6 3155866.720000 PA USD 3116187.380000 0.0357448 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.4115 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAA3 21300000.000000 PA USD 21310896.020000 0.2444509 Long DBT CORP JP N 2 2023-03-03 Fixed 0.373 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAZ1 13150000.000000 PA USD 14484014.510000 0.1661418 Long DBT CORP NL N 2 2024-03-01 Fixed 4.875 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAW8 2599000.000000 PA USD 2695800.950000 0.0309227 Long DBT CORP NL N 2 2022-09-01 Fixed 3.875 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CQ6 7200000.000000 PA USD 7166257.060000 0.0822020 Long DBT CORP US N 2 2022-08-15 Floating 1.60588 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 85172FAK5 12075000.000000 PA USD 12576112.500000 0.1442568 Long DBT CORP US N 2 2022-05-15 Fixed 6.125 N N N N N N OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5 N/A 68383NCU5 2742513.890000 PA USD 2734826.900000 0.0313704 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.6515 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2005-3 N/A 68389FHT4 1290549.260000 PA USD 1292999.370000 0.0148316 Long ABS-MBS CORP US N 2 2035-08-25 Floating 0.8265 N N N N N N ORIGIN ENERGY FINANCE LIMITED 5493002W5C9Z753C7Q57 68620YAA0 8921000.000000 PA USD 9049430.820000 0.1038033 Long DBT CORP AU N 2 2021-10-14 Fixed 5.45 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HG5 2900000.000000 PA USD 3042714.160000 0.0349021 Long DBT CORP US N 2 2024-02-15 Fixed 3.75 N N N N N N AEGIS ASSET BACKED SECURITIES TR 2005-4 N/A 00764MGG6 2353227.130000 PA USD 2353969.810000 0.0270017 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.7665 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JD0 16500000.000000 PA USD 16508799.450000 0.1893675 Long DBT CORP US N 2 2022-06-16 Floating 1.598 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HC4 5600000.000000 PA USD 5789263.590000 0.0664069 Long DBT CORP US N 2 2023-06-15 Fixed 3.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JB4 5400000.000000 PA USD 5725140.860000 0.0656714 Long DBT CORP US N 2 2023-08-01 Fixed 4.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HK6 4100000.000000 PA USD 4306025.330000 0.0493931 Long DBT CORP US N 2 2024-08-15 Fixed 3.4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JR9 20700000.000000 PA USD 20743584.470000 0.2379434 Long DBT CORP US N 2 2021-11-15 Floating 1.53088 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HE0 7600000.000000 PA USD 7970868.750000 0.0914314 Long DBT CORP US N 2 2023-11-15 Fixed 3.85 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JS7 21100000.000000 PA USD 21101499.580000 0.2420489 Long DBT CORP US N 2 2023-03-10 Fixed 1.367 N N N N N N PALMER SQUARE EUROPEAN LOAN FUNDING 2020-1 DAC 20-1A N/A ACI1QLXG7 16647979.190000 PA 19808999.800000 0.2272231 Long ABS-CBDO CORP IE N 2 2030-01-15 Floating 1.15 N N N N N N PALMER SQUARE EUROPEAN LOAN FUNDING 2020-2 DAC 20-2A N/A ACI1SDQ48 15474299.300000 PA 18376569.320000 0.2107921 Long ABS-CBDO CORP IE N 2 2030-02-15 Floating 0.87 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2018-3A N/A 69700LAA9 4475118.020000 PA USD 4476236.310000 0.0513456 Long ABS-CBDO CORP KY N 2 2026-08-15 Floating 1.00588 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2018-4A N/A 69700KAA1 7041879.160000 PA USD 7045018.220000 0.0808113 Long ABS-CBDO CORP KY N 2 2026-11-15 Floating 1.05588 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2019-2A N/A 69689PAA5 547832.980000 PA USD 548106.840000 0.0062872 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 1.15825 N N N N N N PANASONIC CORPORATION 254900GE1G59KGWPHX32 69832AAA4 18215000.000000 PA USD 18579087.980000 0.2131151 Long DBT CORP JP N 2 2022-07-19 Fixed 2.536 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCD5 22500000.000000 PA USD 22289977.580000 0.2556816 Long DBT CORP US N 2 2026-01-15 Fixed 1.375 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BM5 18400000.000000 PA USD 18538883.570000 0.2126540 Long DBT CORP US N 2 2026-06-15 Fixed 1.7 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AX0 33600000.000000 PA 10856183.480000 0.1245280 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AY8 129900000.000000 PA 41970780.760000 0.4814342 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N PFP III LTD 2021-7 N/A 69290LAA5 25200000.000000 PA USD 25265477.160000 0.2898127 Long ABS-MBS CORP KY N 2 2038-04-14 Floating 0.92288 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AY0 5200000.000000 PA USD 5207158.790000 0.0597298 Long DBT CORP US N 2 2024-02-15 Fixed 0.9 N N N N N N AIB GROUP PLC (AKA: ALLIED IRISH BANKS) 635400AKJBGNS5WNQL34 00135TAA2 500000.000000 PA USD 543278.010000 0.0062318 Long DBT CORP IE N 2 2023-10-12 Fixed 4.75 N N N N N N PRIME MORTGAGE TRUST 2004-CL1 N/A 74160MDL3 258122.340000 PA USD 250449.680000 0.0028728 Long ABS-MBS CORP US N 2 2034-02-25 Floating 0.4915 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 P1910WRC5 28931000.000000 PA 160549.690000 0.0018416 Long DBT NUSS AR N 2 2025-04-12 Floating 37.875 N N N N N N RAAC 2004-SP1 N/A 7609855V9 125001.430000 PA USD 126458.820000 0.0014506 Long ABS-MBS CORP US N 2 2034-03-25 Floating 0.7915 N N N N N N READY CAPITAL MORTGAGE FINANCING 2021-FL5 LLC N/A 75574YAA1 26400000.000000 PA USD 26471724.840000 0.3036492 Long ABS-MBS CORP US N 2 2038-04-25 Floating 1.0915 N N N N N N RENAISSANCE HOME EQUITY LOAN TRUST 2002-2 N/A 759950AG3 39700.210000 PA USD 38769.760000 0.0004447 Long ABS-MBS CORP US N 2 2032-08-25 Floating 0.7915 N N N N N N RESIDENTIAL ASSET SEC CORP 2004-KS6 N/A 76110WZX7 1069182.540000 PA USD 1056001.760000 0.0121131 Long ABS-MBS CORP US N 2 2034-07-25 Floating 0.9165 N N N N N N RESIDENTIAL MORTGAGE SECURITIES 30 PLC N/A ACI0W4XY1 668210.120000 PA 926351.480000 0.0106259 Long ABS-MBS CORP GB N 2 2050-03-20 Floating 0.88113 N N N N N N RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32A N/A ACI1PKR28 20802273.270000 PA 29079768.550000 0.3335653 Long ABS-MBS CORP GB N 2 2070-06-20 Floating 1.29979 N N N N N N RIPON MORTGAGES PLC 1A N/A ACI0TMV43 20810431.930000 PA 28852226.570000 0.3309552 Long ABS-MBS CORP GB N 2 2056-08-20 Floating 0.88138 N N N N N N RMAC 2018-1 PLC 18-1 N/A ACI11M5K4 5302744.040000 PA 7344429.120000 0.0842457 Long ABS-MBS CORP GB N 2 2046-06-12 Floating 0.78425 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-2 N/A 80285RAC2 1246653.070000 PA USD 1246786.460000 0.0143015 Long ABS-O CORP US N 2 2023-05-15 Floating 0.42288 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KBB1 8250000.000000 PA USD 8869647.520000 0.1017411 Long DBT CORP US N 2 2025-06-02 Fixed 3.45 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAZ9 3100000.000000 PA USD 3316499.380000 0.0380426 Long DBT CORP US N 2 2026-10-05 Fixed 3.244 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAB5 3411000.000000 PA USD 3433239.720000 0.0393817 Long DBT NUSS SA N 2 2021-10-26 Fixed 2.375 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2A2 3600000.000000 PA USD 3667428.000000 0.0420680 Long DBT CORP SA N 2 2022-04-16 Fixed 2.75 N N N N N N SAXON ASSET SECURITIES TRUST 2004-1 N/A 805564PN5 736274.860000 PA USD 721888.420000 0.0082806 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.8865 Y N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-BR5 N/A 81379EAA0 529347.440000 PA USD 453851.540000 0.0052060 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.2215 Y N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 N/A 81377JAB9 3095074.650000 PA USD 1047713.100000 0.0120180 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.1515 Y N N N N N SEGOVIA EUROPEAN CLO 1 2014-1A N/A ACI1YMWW2 500000.000000 PA 593676.110000 0.0068099 Long ABS-CBDO CORP NL N 2 2030-04-15 Floating 0.87 N N N N N N SEVEN & I HOLDINGS CO LTD 52990037G8JRM3TWGY86 81783HAA3 7900000.000000 PA USD 7949727.660000 0.0911889 Long DBT CORP JP N 2 2021-09-17 Fixed 3.35 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAA5 11200000.000000 PA USD 11143812.060000 0.1278273 Long DBT CORP KR N 2 2024-01-19 Fixed 1 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAJ1 200000.000000 PA USD 200624.730000 0.0023013 Long DBT CORP US N 2 2023-06-01 Fixed 0.9 N N N N N N SL GREEN OPERATING PARTNERSHIP LP 2K1OXW4LY7IS2U150Y32 78444FAG1 7600000.000000 PA USD 7601830.760000 0.0871983 Long DBT CORP US N 2 2021-08-16 Floating 1.13588 N N N N N N SLC STUDENT LOAN TRUST 2006-1 N/A 784427AE6 4588356.790000 PA USD 4580089.490000 0.0525368 Long ABS-O CORP US N 2 2027-03-15 Floating 0.22888 N N N N N N SLM STUDENT LOAN TRUST 2003-5 N/A B010CSII5 7112.340000 PA 8441.120000 0.0000968 Long ABS-O CORP US N 2 2024-06-17 Floating 0 N N N N N N SLM STUDENT LOAN TRUST 2003-7X N/A 763369II8 853494.540000 PA 967740.240000 0.0111007 Long DBT CORP US N 2 2033-12-15 Floating 0.002 N N N N N N SLM STUDENT LOAN TRUST 2005-4 N/A 78442GPG5 2495572.500000 PA USD 2489918.530000 0.0285611 Long ABS-O CORP US N 2 2027-01-25 Floating 0.29575 N N N N N N SLM STUDENT LOAN TRUST 2005-7 N/A 78442GQJ8 13876964.910000 PA USD 13820654.960000 0.1585326 Long ABS-O CORP US N 2 2029-10-25 Floating 0.32575 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAA0 1400000.000000 PA USD 1401054.510000 0.0160711 Long DBT CORP IE N 2 2021-07-15 Fixed 2.65 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAB8 1100000.000000 PA USD 1125456.370000 0.0129098 Long DBT CORP IE N 2 2022-07-15 Fixed 3 N N N N N N AMBAC LSNI LLC N/A 02315QAA6 905430.660000 PA USD 905996.550000 0.0103924 Long DBT CORP KY N 2 2023-02-12 Floating 6 N N N N N N SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1 N/A 83611DAA6 1258148.670000 PA USD 515821.080000 0.0059168 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.1515 N N N N N N SOUTH CAROLINA STUDENT LOAN CORP 2008-1 N/A 83715AAH2 892844.460000 PA USD 895659.420000 0.0102738 Long ABS-O CORP US N 2 2024-09-03 Floating 1.13463 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DG9 13800000.000000 PA USD 13768346.390000 0.1579326 Long DBT CORP US N 2 2024-02-26 Fixed 0.6 N N N N N N SOUTHERN NATURAL GAS COMPANY N/A 84346LAC4 8700000.000000 PA USD 8709880.330000 0.0999084 Long DBT CORP US N 2 2023-04-28 Fixed 0.625 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AW0 200000.000000 PA USD 196442.790000 0.0022533 Long DBT CORP US N 2 2026-01-15 Fixed 0.9 N N N N N N SP STATIC CLO 2020-1A N/A 78472HAA5 8178935.780000 PA USD 8188641.970000 0.0939294 Long ABS-CBDO CORP KY N 2 2028-07-22 Floating 1.58375 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAA8 50000.000000 PA USD 50307.250000 0.0005771 Long DBT CORP US N 2 2023-03-20 Variable 3.36 N N N N N N SSE PLC 549300KI75VYLLMSK856 ACI1LMP95 2600000.000000 PA 3224396.100000 0.0369861 Long DBT CORP GB N 2 2025-04-16 Fixed 1.25 N N N N N N ST PAULS CLO 4A N/A BF2T19II2 3800000.000000 PA 4512236.590000 0.0517585 Long ABS-CBDO CORP IE N 2 2030-04-25 Floating 0.85 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BL3 20200000.000000 PA USD 20307666.000000 0.2329431 Long DBT CORP GB N 2 2023-01-20 Floating 1.33825 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BY5 5500000.000000 PA USD 5488470.520000 0.0629566 Long DBT CORP GB N 2 2025-01-12 Floating 0.991 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BQ2 3000000.000000 PA USD 3012615.690000 0.0345568 Long DBT CORP GB N 2 2022-09-10 Floating 2.744 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BV1 19900000.000000 PA USD 20096214.000000 0.2305176 Long DBT CORP GB N 2 2023-10-14 Floating 1.319 N N N N N N STRATTON MORTGAGE FUNDING 21-2A N/A ACI1W61K9 29562081.420000 PA 41056288.160000 0.4709443 Long ABS-MBS CORP GB N 2 2060-07-20 Floating 0.94841 N N N N N N STRUCTURED ADJUSTABLE RATE MTG LN 2004-1 N/A 86359BGG0 24399.850000 PA USD 24788.770000 0.0002843 Long ABS-MBS CORP US N 2 2034-02-25 Floating 2.53663 N N N N N N STRUCTURED ASSEET MTGE INV INC 2002-AR3 N/A 86358HNX3 463134.120000 PA USD 462180.850000 0.0053015 Long ABS-MBS CORP US N 2 2032-09-19 Floating 0.75338 N N N N N N STRUCTURED ASSET INVEST LN TR 2003-BC11 N/A 86358EEM4 970981.720000 PA USD 971791.910000 0.0111471 Long ABS-MBS CORP US N 2 2033-10-25 Floating 1.0665 N N N N N N STRUCTURED ASSET INVESTMENT LN TR 2004-2 N/A 86358EGW0 3258552.010000 PA USD 3204673.160000 0.0367598 Long ABS-MBS CORP US N 2 2034-03-25 Floating 0.7965 N N N N N N STRUCTURED ASSET INVST LN TR 2004-8 N/A 86358ELZ7 117168.890000 PA USD 114699.860000 0.0013157 Long ABS-MBS CORP US N 2 2034-09-25 Floating 0.9915 N N N N N N STRUCTURED ASSET INVST LN TR 2005-1 N/A 86358EQJ8 800141.280000 PA USD 803334.400000 0.0092148 Long ABS-MBS CORP US N 2 2035-02-25 Floating 0.8115 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR8 N/A 86359LRW1 1649394.890000 PA USD 1587411.780000 0.0182087 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.6515 Y N N N N N STRUCTURED ASSET MTG INV INC 2007-AR2 N/A 86363DAH4 48252.160000 PA USD 20067.060000 0.0002302 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.3515 N N N N N N STRUCTURED ASSET MTGE INV 1999-1 N/A 86358HGW3 41757.460000 PA USD 42058.610000 0.0004824 Long ABS-MBS CORP US N 2 2029-06-25 Floating 5.17622 N N N N N N STRUCTURED ASSET SEC CORP 2005-WF1 N/A 86359BV73 464037.040000 PA USD 464628.780000 0.0053296 Long ABS-MBS CORP US N 2 2035-02-25 Floating 0.7515 N N N N N N STRUCTURED ASSET SECURITIES CRP 2003-22A N/A 86359AYX5 18875.430000 PA USD 18584.970000 0.0002132 Long ABS-MBS CORP US N 2 2033-06-25 Floating 2.33727 N N N N N N STUDENT LOAN MARKETING ASSOC 2007-1 N/A 78443VAE2 1086606.270000 PA USD 1086512.280000 0.0124631 Long ABS-O CORP US N 2 2026-01-26 Floating 0.26575 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCA6 23100000.000000 PA USD 23344136.280000 0.2677736 Long DBT CORP JP N 2 2025-07-08 Fixed 1.474 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VAQ2 13100000.000000 PA USD 13185948.050000 0.1512520 Long DBT CORP JP N 2 2023-09-12 Fixed 0.8 N N N N N N SUNTRUST ADJR MRTG LN TR 2007-S1 N/A 855541AA6 805410.340000 PA USD 708313.940000 0.0081249 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.51216 Y N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAF0 3400000.000000 PA USD 3425081.290000 0.0392881 Long DBT CORP US N 2 2025-08-15 Fixed 1.321 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BP1 2500000.000000 PA USD 2897693.280000 0.0332386 Long DBT CORP US N 2 2025-04-01 Fixed 5.65 N N N N N N TELOS CLO LTD 2014-5A N/A 87974KAQ7 767628.380000 PA USD 768538.900000 0.0088157 Long ABS-CBDO CORP KY N 2 2028-04-17 Floating 1.13975 N N N N N N TELSTRA CORPORATION LIMITED PCTXNQGRJVR3OG33JG65 87969NAD7 200000.000000 PA USD 214300.360000 0.0024582 Long DBT CORP AU N 2 2025-04-07 Fixed 3.125 N N N N N N TEMASEK FINANCIAL (I) LIMITED 549300XMGMDF3VRJMF12 87973PAC8 4500000.000000 PA USD 4637132.870000 0.0531912 Long DBT CORP SG N 2 2023-01-23 Fixed 2.375 N N N N N N AMERICAN HOME MTGE ASSETS 2005-1 N/A 02660VAE8 630916.910000 PA USD 624772.090000 0.0071666 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.6315 N N N N N N AMERICAN HOME MTGE INV TRUST 2004-4 N/A 02660TCS0 4164622.020000 PA USD 4205561.090000 0.0482407 Long ABS-MBS CORP US N 2 2045-02-25 Floating 2.17113 N N N N N N THORNBURG MORTGAGE SEC TRUST 2005-3 N/A 885220HZ9 7045926.380000 PA USD 6869715.510000 0.0788004 Long ABS-MBS CORP US N 2 2045-10-25 Floating 2.50803 N N N N N N THORNBURG MORTGAGE SEC TRUST 2005-4 N/A 885220JN4 1354516.380000 PA USD 1377262.100000 0.0157982 Long ABS-MBS CORP US N 2 2045-12-25 Floating 2.47275 Y N N N N N TICP CLO II LTD 2018-IIA N/A 87249TAC8 18152451.620000 PA USD 18151441.800000 0.2082097 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 1.02825 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBA5 1100000.000000 PA USD 1100000.000000 0.0126178 Long DBT CORP US N 2 2021-09-01 Fixed 4 N N N N N N TOWD POINT HE TRUST 2021-HE1 N/A 89180DAA4 16927285.100000 PA USD 16939503.210000 0.1943079 Long ABS-MBS CORP US N 2 2063-02-25 Variable 0.918 N N N N N N TOWD POINT MORTGAGE 20-FUNDING 2020 - AUBURN 14 PLC 20-A14X N/A ACI1NPPB1 43333340.000000 PA 60194900.550000 0.6904776 Long ABS-MBS CORP GB N 2 2045-05-20 Floating 0.94982 N N N N N N TOWD POINT MORTGAGE FUNDING 19-A13A N/A ACI1G4F01 45471527.210000 PA 63115562.170000 0.7239796 Long ABS-MBS CORP GB N 2 2045-07-20 Floating 0.9495 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC N/A ACI19VH23 30564039.730000 PA 42505429.230000 0.4875670 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 1.11125 N N N N N N TOWD POINT MORTGAGE TRUST 2019-4 N/A 89178BAA2 4156683.860000 PA USD 4308406.980000 0.0494204 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.9 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY2 N/A 89177HAA0 8978370.660000 PA USD 9055655.580000 0.1038747 Long ABS-MBS CORP US N 2 2058-05-25 Floating 1.0915 N N N N N N TOYOTA MOTOR CORPORATION 5493006W3QUS5LMH6R84 892331AL3 25400000.000000 PA USD 25452086.000000 0.2919532 Long DBT CORP JP N 2 2024-03-25 Fixed 0.681 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2019-FL3 N/A 87276VAA3 15200000.000000 PA USD 15204557.720000 0.1744069 Long ABS-O CORP KY N 2 2034-10-15 Floating 1.27448 N N N N N N TRALEE CLO V LTD 2018-5A N/A 89300JAA6 1478168.100000 PA USD 1478536.840000 0.0169599 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.29825 N N N N N N TRINITY SQUARE 2021-1 PLC A N/A ACI1WK7V8 21500000.000000 PA 29792996.080000 0.3417465 Long ABS-MBS CORP GB N 2 2059-07-15 Floating 0.89914 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 6500000.000000 PA USD 7179900.000000 0.0823585 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N UBS AG / STAMFORD BRANCH BFM8T61CT2L1QCEMIK50 90261AAB8 2800000.000000 PA USD 3012877.110000 0.0345598 Long DBT CORP CH N 2 2022-08-17 Fixed 7.625 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAT7 500000.000000 PA USD 535152.980000 0.0061386 Long DBT CORP US N 2 2024-05-15 Fixed 3.375 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAA1 19300000.000000 PA USD 19827293.370000 0.2274329 Long DBT CORP CH N 2 2023-05-23 Fixed 3.491 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAD5 20100000.000000 PA USD 20280502.420000 0.2326315 Long DBT CORP CH N 2 2023-08-15 Floating 1.10588 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAE3 20200000.000000 PA USD 20733770.860000 0.2378308 Long DBT CORP CH N 2 2023-08-15 Floating 2.859 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 7700000.000000 PA USD 8596461.180000 0.0986074 Long DBT CORP CH N 2 2025-09-24 Fixed 4.125 N N N N N N UMBS PASS THRU POOLS N/A 01F020489 482200000.000000 PA USD 496685553.210000 5.6973304 Long ABS-MBS USGSE US N 2 2036-08-17 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F042475 50000.000000 PA USD 52412.110000 0.0006012 Long ABS-MBS USGSE US N 2 2036-07-19 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F020679 31000000.000000 PA USD 31302734.840000 0.3590642 Long ABS-MBS USGSE US N 2 2051-07-14 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F020687 11000000.000000 PA USD 11085937.610000 0.1271635 Long ABS-MBS USGSE US N 2 2051-08-12 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F032674 -125700000.000000 PA USD -132321344.290000 -1.5178183 Short ABS-MBS USGSE US N 2 2051-07-14 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040677 115000000.000000 PA USD 122466016.200000 1.4047708 Long ABS-MBS USGSE US N 2 2051-07-14 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F040677 -170883000.000000 PA USD -181977045.620000 -2.0874039 Short ABS-MBS USGSE US N 2 2051-07-14 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F040685 -672917000.000000 PA USD -717182328.140000 -8.2265825 Short ABS-MBS USGSE US N 2 2051-08-12 Fixed 4 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AL3 20450000.000000 PA USD 20820644.590000 0.2388273 Long DBT CORP IT N 2 2022-01-14 Floating 4.08575 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 49200000.000000 PA USD 57035592.000000 0.6542381 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N AMERIQUEST MORTGAGE SECURITIES 2005-R7 N/A 03072SJ97 2025712.260000 PA USD 2027466.120000 0.0232565 Long ABS-MBS CORP US N 2 2035-09-25 Floating 0.8415 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796L31 8900000.000000 PA USD 8899258.360000 0.1020807 Long DBT UST US N 2 2021-09-14 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796L49 287400000.000000 PA USD 287371852.040000 3.2963560 Long DBT UST US N 2 2021-09-21 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796L56 387100000.000000 PA USD 387066504.240000 4.4399233 Long DBT UST US N 2 2021-09-28 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796M22 13100000.000000 PA USD 13098602.620000 0.1502501 Long DBT UST US N 2 2021-10-05 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796M30 57200000.000000 PA USD 57193454.030000 0.6560489 Long DBT UST US N 2 2021-10-12 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796B40 108800000.000000 PA USD 108800000.000000 1.2480120 Long DBT UST US N 2 2021-07-01 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796B57 67609000.000000 PA USD 67608556.480000 0.7755174 Long DBT UST US N 2 2021-07-08 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796C49 100000000.000000 PA USD 99997511.000000 1.1470413 Long DBT UST US N 2 2021-07-22 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796C56 47800000.000000 PA USD 47798410.650000 0.5482812 Long DBT UST US N 2 2021-07-29 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796H93 54800000.000000 PA USD 54799315.000000 0.6285864 Long DBT UST US N 2 2021-07-13 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796D55 160800000.000000 PA USD 160790120.450000 1.8443751 Long DBT UST US N 2 2021-08-26 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796J83 234900000.000000 PA USD 234890998.630000 2.6943639 Long DBT UST US N 2 2021-08-03 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796K24 5000000.000000 PA USD 4999730.750000 0.0573504 Long DBT UST US N 2 2021-08-17 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9127964L0 208300000.000000 PA USD 208282786.080000 2.3891491 Long DBT UST US N 2 2021-09-09 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796D63 145000000.000000 PA USD 144987946.150000 1.6631131 Long DBT UST US N 2 2021-09-02 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796F46 24000000.000000 PA USD 23997946.560000 0.2752732 Long DBT UST US N 2 2021-09-16 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796F61 108800000.000000 PA USD 108786936.380000 1.2478622 Long DBT UST US N 2 2021-09-30 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9127964W6 7500000.000000 PA USD 7498731.230000 0.0860157 Long DBT UST US N 2 2021-11-04 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796H51 41500000.000000 PA USD 41493357.510000 0.4759578 Long DBT UST US N 2 2021-11-12 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796G78 11200000.000000 PA USD 11198148.860000 0.1284506 Long DBT UST US N 2 2021-10-28 None 0 N N N N N N UPSTART SECURITIZATION TRUST 2019-3 N/A 91678WAA7 4396435.440000 PA USD 4421715.820000 0.0507202 Long ABS-O CORP US N 2 2030-01-21 Fixed 2.684 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHZ6 2500000.000000 PA USD 2557925.950000 0.0293412 Long DBT CORP US N 2 2025-05-12 Fixed 1.45 N N N N N N VENDEE MORTGAGE TRUST 1999-2 N/A 911760MV5 5015332.210000 PA USD 5684633.310000 0.0652067 Long ABS-MBS CORP US N 2 2029-05-15 Fixed 6.5 N N N N N N VENTURE 36 CLO LTD N/A 92332LAU3 22000000.000000 PA USD 22003522.420000 0.2523958 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 1.22323 N N N N N N VENTURE CDO LTD 2016-25A N/A 92329VAS1 23302778.080000 PA USD 23291126.690000 0.2671655 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 1.20825 N N N N N N VENTURE CLO LTD 2014-17A N/A 92329YAL0 1271031.640000 PA USD 1268864.160000 0.0145548 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 1.06375 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGF5 19600000.000000 PA USD 19690251.140000 0.2258609 Long DBT CORP US N 2 2024-03-22 Fixed 0.75 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGD0 12300000.000000 PA USD 12400183.500000 0.1422388 Long DBT CORP US N 2 2024-03-22 Floating 0.511739 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AJ2 2650000.000000 PA USD 2776368.930000 0.0318469 Long DBT CORP US N 2 2025-01-15 Fixed 2.375 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AQ6 28000000.000000 PA USD 28034834.520000 0.3215791 Long DBT CORP US N 2 2023-03-15 Fixed 0.45 N N N N N N VMC FINANCE 2021-FL4 LLC N/A 91835RAA8 25600000.000000 PA USD 25672110.080000 0.2944770 Long ABS-MBS CORP US N 2 2036-06-16 Floating 1.1825 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AC7 4800000.000000 PA USD 5181644.110000 0.0594371 Long DBT CORP US N 2 2024-12-01 Fixed 3.35 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AB1 23300000.000000 PA USD 23908230.660000 0.2742441 Long DBT CORP US N 2 2022-08-21 Fixed 2.95 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BD3 19600000.000000 PA USD 20478279.530000 0.2349002 Long DBT CORP US N 2 2023-05-12 Fixed 3.125 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AW2 1300000.000000 PA USD 1302451.180000 0.0149400 Long DBT CORP US N 2 2021-09-24 Floating 0.99375 N N N N N N VOLKSWAGEN INTERNATIONAL FINANCE NV 5299004PWNHKYTR23649 ACI16BV24 3500000.000000 PA 4314341.770000 0.0494885 Long DBT CORP NL N 2 2024-11-16 Floating 1.009 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AN0 2000000.000000 PA USD 2168519.060000 0.0248744 Long DBT CORP US N 2 2024-03-15 Variable 4.4 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FV3 3800000.000000 PA USD 3909318.440000 0.0448426 Long DBT CORP US N 2 2026-01-13 Fixed 1.75 N N N N N N WASHINGTON MUTUAL 2002-AR6 N/A 929227QB5 303700.010000 PA USD 301035.740000 0.0034531 Long ABS-MBS CORP US N 2 2042-06-25 Floating 1.5163 N N N N N N WASHINGTON MUTUAL 2004-AR13 N/A 92922FB72 2177123.450000 PA USD 2103990.830000 0.0241342 Long ABS-MBS CORP US N 2 2034-11-25 Floating 0.8315 N N N N N N WASHINGTON MUTUAL 2004-CB1 N/A 92922FRL4 678770.100000 PA USD 717438.410000 0.0082295 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 6 N N N N N N WASHINGTON MUTUAL 2005-AR13 N/A 92922F4M7 41559.900000 PA USD 41580.580000 0.0004770 Long ABS-MBS CORP US N 2 2045-10-25 Floating 0.6715 N N N N N N WASHINGTON MUTUAL 2005-AR18 N/A 92922F8K7 114923.140000 PA USD 116890.830000 0.0013408 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.81352 Y N N N N N WASHINGTON MUTUAL 2006-AR9 N/A 93363DAA5 34664.850000 PA USD 34643.720000 0.0003974 Long ABS-MBS CORP US N 2 2046-08-25 Floating 1.1163 N N N N N N WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1 N/A 939336PL1 4550.240000 PA USD 4589.300000 0.0000526 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.1 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2R3 23400000.000000 PA USD 23906978.080000 0.2742297 Long DBT CORP US N 2 2024-06-02 Floating 1.654 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SG7 12300000.000000 PA 10239055.120000 0.1174491 Long DBT CORP US Y 2 2023-10-27 Fixed 2.509 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5 N/A 94988HAK7 73705778.520000 PA USD 1133933.920000 0.0130070 Long ABS-MBS CORP US N 2 2045-10-15 Variable 1.88969 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL2 N/A 03881EAA5 7600000.000000 PA USD 7623103.240000 0.0874423 Long ABS-CBDO CORP KY N 2 2036-05-15 Floating 1.2 N N N N N N WHITEHORSE X LTD 2015-10A N/A 96525WAN3 1440991.600000 PA USD 1442759.250000 0.0165495 Long ABS-CBDO CORP KY N 2 2027-04-17 Floating 1.11975 N N N N N N WRKCO INC 549300JEB576INN13W07 96145DAF2 3600000.000000 PA USD 3931308.070000 0.0450949 Long DBT CORP US N 2 2025-03-15 Fixed 3.75 N N N N N N ZAIS CLO 1 LTD 2014-1A N/A 98886MBA1 9356197.620000 PA USD 9368557.250000 0.1074639 Long ABS-CBDO CORP KY N 2 2028-04-15 Floating 1.33375 N N N N N N N/A N/A 000000000 22087000.000000 PA USD 22087000.000000 0.2533533 Long RA US N 2 Repurchase N 0.0000001 2021-07-01 22945600.000000 USD 22528825.300000 USD UST N N N N/A N/A 000000000 243700000.000000 PA USD 243700000.000000 2.7954093 Long RA US N 2 Repurchase N 0.0300000 2021-07-01 240260000.000000 USD 247729366.350000 USD UST N N N N/A N/A 000000000 150000000.000000 PA USD 150000000.000000 1.7206048 Long RA US N 2 Repurchase N 0.0400000 2021-07-06 109581000.000000 USD 153182252.030000 USD UST N N N N/A N/A 000000000 1.000000 NC -8982081.070000 -0.1030307 N/A DFE BR N 2 Banco Santander, S.A. N/A 398000000.000000 BRL 70123508.990000 USD 2021-10-04 -8982081.070000 N N N N/A N/A 000000000 1.000000 NC -6771977.120000 -0.0776793 N/A DFE BR N 2 Banco Santander, S.A. N/A 287000000.000000 BRL 50271501.140000 USD 2021-10-04 -6771977.120000 N N N N/A N/A 000000000 1.000000 NC -3965010.160000 -0.0454814 N/A DFE BR N 2 Banco Santander, S.A. N/A 179900000.000000 BRL 31267923.870000 USD 2022-01-04 -3965010.160000 N N N N/A N/A 000000000 1.000000 NC -16990.830000 -0.0001949 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 4191266.490000 USD 5566071.000000 AUD 2021-07-02 -16990.830000 N N N N/A N/A 000000000 1.000000 NC 790.640000 0.0000091 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 388519.310000 USD 2441460.000000 DKK 2021-07-01 790.640000 N N N N/A N/A 000000000 1.000000 NC -27203.150000 -0.0003120 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1158872.620000 USD 818000.000000 GBP 2021-08-17 -27203.150000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1TTRK5 62743693.170000 PA 370721.720000 0.0042524 Long DBT NUSS AR N 2 2021-09-13 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 102.230000 0.0000012 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 5003.780000 USD 376245.000000 RUB 2021-08-20 102.230000 N N N N/A N/A 000000000 1.000000 NC -101.150000 -0.0000012 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 7175.070000 USD 523634.000000 RUB 2021-09-20 -101.150000 N N N N/A N/A 000000000 1.000000 NC -104.940000 -0.0000012 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 7167.030000 USD 522758.000000 RUB 2021-09-20 -104.940000 N N N N/A N/A 000000000 1.000000 NC 16876.730000 0.0001936 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 5566071.000000 AUD 4191820.320000 USD 2021-08-03 16876.730000 N N N N/A N/A 000000000 1.000000 NC 2281891.660000 0.0261749 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 81875998.000000 EUR 99457108.240000 USD 2021-08-17 2281891.660000 N N N N/A N/A 000000000 1.000000 NC 3757.580000 0.0000431 N/A DFE NO N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1400000.000000 NOK 166393.210000 USD 2021-08-17 3757.580000 N N N N/A N/A 000000000 1.000000 NC 51161.840000 0.0005869 N/A DCR GB N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 BARCLAYS BANK PLC BARCLAYS BANK PLC GOV GTD Y Single Leg Swap 2021-12-21 68487.240000 EUR 0.000000 EUR 9800000.000000 EUR -17325.400000 N N N N/A N/A 000000000 1.000000 NC 52303.990000 0.0006000 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 426600000.000000 JPY 3893707.800000 USD 2021-08-17 52303.990000 N N N N/A N/A 000000000 1.000000 NC -3015.990000 -0.0000346 N/A DFE DK N 2 BNP Paribas S.A. N/A 1030917.740000 USD 6435000.000000 DKK 2021-10-01 -3015.990000 N N N N/A N/A 000000000 1.000000 NC 598766.160000 0.0068683 N/A DFE AU N 2 BNP Paribas S.A. N/A 22026036.000000 AUD 17117194.680000 USD 2021-07-02 598766.160000 N N N N/A N/A 000000000 1.000000 NC 9060.090000 0.0001039 N/A DFE SE N 2 BNP Paribas S.A. N/A 3235000.000000 SEK 387222.850000 USD 2021-08-17 9060.090000 N N N N/A N/A 000000000 1.000000 NC USD 495819.830000 0.0056874 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.35 Y Single Leg Swap 2025-12-21 405643.170000 USD 0.000000 USD 19400000.000000 USD 90176.660000 N N N N/A N/A 000000000 1.000000 NC USD 2511478.220000 0.0288084 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.36 Y Single Leg Swap 2026-06-21 2251254.300000 USD 0.000000 USD 97500000.000000 USD 260223.920000 N N N N/A N/A 000000000 1.000000 NC -165615.750000 -0.0018997 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 20966887.930000 USD 25785257.000000 CAD 2021-07-02 -165615.750000 N N N N/A N/A 000000000 1.000000 NC 195.820000 0.0000022 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3717.440000 USD 287142.000000 RUB 2021-07-22 195.820000 N N N N/A N/A 000000000 1.000000 NC 90.950000 0.0000010 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4563.970000 USD 343006.000000 RUB 2021-08-20 90.950000 N N N N/A N/A 000000000 1.000000 NC 165731.430000 0.0019011 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 25785257.000000 CAD 20966668.010000 USD 2021-08-03 165731.430000 N N N N/A N/A 000000000 1.000000 NC -14294.250000 -0.0001640 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 18096352.000000 ILS 5548135.020000 USD 2021-11-30 -14294.250000 N N N N/A N/A 000000000 1.000000 NC 10626.190000 0.0001219 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5480441.000000 ILS 1695195.840000 USD 2021-11-30 10626.190000 N N N N/A N/A 000000000 1.000000 NC 16054.100000 0.0001842 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10260771.000000 ILS 3173663.360000 USD 2022-02-02 16054.100000 N N N N/A N/A 000000000 1.000000 NC 8574.180000 0.0000984 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4043519.000000 ILS 1252910.790000 USD 2022-02-02 8574.180000 N N N N/A N/A 000000000 1.000000 NC 21821.430000 0.0002503 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 13702740.000000 ILS 4233748.900000 USD 2021-11-30 21821.430000 N N N N/A N/A 000000000 1.000000 NC -883.180000 -0.0000101 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10602650.000000 ILS 3258143.320000 USD 2021-11-30 -883.180000 N N N N/A N/A 000000000 1.000000 NC 5249.860000 0.0000602 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 17802848.000000 ILS 5477462.310000 USD 2021-11-30 5249.860000 N N N N/A N/A 000000000 1.000000 NC -75400.750000 -0.0008649 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 12304920.000000 ILS 3713347.620000 USD 2022-03-02 -75400.750000 N N N N/A N/A 000000000 1.000000 NC -9612.690000 -0.0001103 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2000600.000000 ILS 604758.020000 USD 2021-10-06 -9612.690000 N N N N/A N/A 000000000 1.000000 NC -19526.290000 -0.0002240 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4101435.000000 ILS 1241166.590000 USD 2021-11-30 -19526.290000 N N N N/A N/A 000000000 1.000000 NC -30007.100000 -0.0003442 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 15603900.000000 ILS 4766296.050000 USD 2021-11-30 -30007.100000 N N N N/A N/A 000000000 1.000000 NC -15577.740000 -0.0001787 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7102130.000000 ILS 2167464.220000 USD 2021-11-30 -15577.740000 N N N N/A N/A 000000000 1.000000 NC -34175.660000 -0.0003920 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5477760.000000 ILS 1657315.740000 USD 2022-08-01 -34175.660000 N N N N/A N/A 000000000 1.000000 NC -14770.130000 -0.0001694 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5000000.000000 ILS 1525809.060000 USD 2022-04-06 -14770.130000 N N N N/A N/A 000000000 1.000000 NC -25.380000 -0.0000003 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 999900.000000 ILS 308059.650000 USD 2022-04-06 -25.380000 N N N N/A N/A 000000000 1.000000 NC 228302.950000 0.0026188 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 15325696.760000 PEN 4220792.280000 USD 2021-10-15 228302.950000 N N N N/A N/A 000000000 1.000000 NC 781496.010000 0.0089643 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 52244240.570000 PEN 14374533.100000 USD 2022-01-18 781496.010000 N N N N/A N/A 000000000 1.000000 NC -14863.820000 -0.0001705 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 31850771.980000 PEN 8281101.340000 USD 2021-10-29 -14863.820000 N N N N/A N/A 000000000 1.000000 NC -224491.770000 -0.0025751 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 123325112.700000 PEN 31850493.980000 USD 2021-07-19 -224491.770000 N N N 2021-08-12 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX