NPORT-P false 0000810893 XXXXXXXX S000009694 C000085176 C000026586 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Moderate Duration Fund S000009694 B2JY4NU9RPQLDEI8V482 2022-03-31 2021-09-30 N 1737440853.990000 171382398.560000 1566058455.430000 0.000000 0.000000 11218058.510000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 4000000.000000 0.000000 0.000000 30584850.960000 PEN ARS USD CAD EUR GBP ILS JPY AUD BRL N N/A N/A 000000000 1.000000 NC -15773.360000 -0.0010072 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3271071.710000 USD 4502000.000000 AUD 2021-11-17 -15773.360000 N N N N/A N/A 000000000 1.000000 NC -2455.730000 -0.0001568 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2102275.010000 USD 2904000.000000 AUD 2021-11-17 -2455.730000 N N N N/A N/A 000000000 1.000000 NC -228777.430000 -0.0146085 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4270784.510000 USD 3307722600.000000 CLP 2022-01-14 -228777.430000 N N N N/A N/A 000000000 1.000000 NC -21495.360000 -0.0013726 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6142942.840000 USD 4543000.000000 GBP 2021-11-17 -21495.360000 N N N N/A N/A 000000000 1.000000 NC -109365.860000 -0.0069835 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6127818.070000 USD 125032000.000000 MXN 2021-11-17 -109365.860000 N N N N/A N/A 000000000 1.000000 NC -38703.890000 -0.0024714 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7176380.000000 ILS 2190324.750000 USD 2022-01-31 -38703.890000 N N N N/A N/A 000000000 1.000000 NC -7299.880000 -0.0004661 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7205765.000000 ILS 2228868.590000 USD 2021-11-30 -7299.880000 N N N N/A N/A 000000000 1.000000 NC -94744.980000 -0.0060499 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 12003600.000000 ILS 3628548.110000 USD 2021-10-06 -94744.980000 N N N N/A N/A 000000000 1.000000 NC -92586.380000 -0.0059121 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 12004200.000000 ILS 3632682.710000 USD 2021-11-30 -92586.380000 N N N N/A N/A 000000000 1.000000 NC -46322.320000 -0.0029579 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 9002700.000000 ILS 2747489.850000 USD 2021-11-30 -46322.320000 N N N N/A N/A 000000000 1.000000 NC 46713.480000 0.0029829 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4189896.450000 PEN 1059928.270000 USD 2021-10-12 46713.480000 N N N N/A N/A 000000000 1.000000 NC 44642.060000 0.0028506 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 9535315.600000 PEN 2336228.250000 USD 2022-02-07 44642.060000 N N N N/A N/A 000000000 1.000000 NC 16799.910000 0.0010728 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3543740.250000 PEN 868031.900000 USD 2022-02-14 16799.910000 N N N N/A N/A 000000000 1.000000 NC 5721.880000 0.0003654 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4539819.900000 PEN 1102245.830000 USD 2021-11-23 5721.880000 N N N N/A N/A 000000000 1.000000 NC 36018.290000 0.0022999 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 15338843.440000 PEN 3740010.070000 USD 2021-11-30 36018.290000 N N N N/A N/A 000000000 1.000000 NC 5339.410000 0.0003409 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3331022.250000 PEN 809364.920000 USD 2021-12-09 5339.410000 N N N N/A N/A 000000000 1.000000 NC USD 28048.970000 0.0017911 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2023-12-21 0.000000 USD -85606.030000 USD 1900000.000000 USD 113655.000000 N N N N/A N/A 000000000 1.000000 NC USD 19529.340000 0.0012470 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2024-06-21 0.000000 USD -1757.340000 USD 1200000.000000 USD 21286.680000 N N N N/A N/A 000000000 1.000000 NC USD 10661.340000 0.0006808 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2024-12-21 0.000000 USD -9660.250000 USD 600000.000000 USD 20321.590000 N N N N/A N/A 000000000 1.000000 NC USD 38913.520000 0.0024848 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-06-21 22544.920000 USD 0.000000 USD 2700000.000000 USD 16368.600000 N N N N/A N/A 000000000 1.000000 NC USD 3648.730000 0.0002330 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-12-22 3483.550000 USD 0.000000 USD 300000.000000 USD 165.180000 N N N N/A N/A 000000000 -4.000000 NC 11301.050000 0.0007216 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2021-12-08 -786843.930000 EUR 11301.050000 N N N N/A N/A 000000000 -20.000000 NC 129249.610000 0.0082532 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2021-12-08 -4710777.400000 EUR 129249.610000 N N N N/A N/A 000000000 1.000000 NC -6476.090000 -0.0004135 N/A DFE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1858279.530000 USD 2561000.000000 AUD 2021-11-17 -6476.090000 N N N N/A N/A 000000000 1.000000 NC -125323.990000 -0.0080025 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7561773.170000 USD 40682717.730000 BRL 2021-11-03 -125323.990000 N N N AT&T INC 549300Z40J86GGSTL398 00206RHJ4 3700000.000000 PA USD 4245244.170000 0.2710783 Long DBT CORP US N 2 2029-03-01 Fixed 4.35 N N N N N N N/A N/A 000000000 1.000000 NC 126601.670000 0.0080841 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 40682717.730000 BRL 7597146.170000 USD 2021-10-04 126601.670000 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AU9 2600000.000000 PA USD 2600098.900000 0.1660282 Long DBT CORP US N 2 2023-03-09 Fixed 0.625 N N N N N N N/A N/A 000000000 1.000000 NC 458861.640000 0.0293004 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE CROSSOVER SERIES 36 Y Single Leg Swap 2026-12-22 472729.360000 EUR 0.000000 EUR 3300000.000000 EUR -13867.720000 N N N N/A N/A 000000000 1.000000 NC -46003.330000 -0.0029375 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 8581942.240000 USD 11805000.000000 AUD 2021-11-17 -46003.330000 N N N N/A N/A 000000000 1.000000 NC -10349.280000 -0.0006608 N/A DFE IL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 6998495.000000 ILS 2161497.000000 USD 2021-11-30 -10349.280000 N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 05348EBC2 2200000.000000 PA USD 2377517.450000 0.1518154 Long DBT CORP US N 2 2028-01-15 Fixed 3.2 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 05348EAX7 100000.000000 PA USD 107100.280000 0.0068388 Long DBT CORP US N 2 2026-05-11 Fixed 2.95 N N N N N N N/A N/A 000000000 1.000000 NC -138055.590000 -0.0088155 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 24800000.000000 BRL 4415954.420000 USD 2021-10-04 -138055.590000 N N N N/A N/A 000000000 1.000000 NC -241610.700000 -0.0154279 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 41500000.000000 BRL 7379010.890000 USD 2021-10-04 -241610.700000 N N N N/A N/A 000000000 1.000000 NC -102479.180000 -0.0065438 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 16600000.000000 BRL 2945769.450000 USD 2021-10-04 -102479.180000 N N N N/A N/A 000000000 1.000000 NC -153561.940000 -0.0098056 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 22600000.000000 BRL 3996463.310000 USD 2021-10-04 -153561.940000 N N N N/A N/A 000000000 1.000000 NC -131771.500000 -0.0084142 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 22900000.000000 BRL 4005947.700000 USD 2022-01-04 -131771.500000 N N N N/A N/A 000000000 1.000000 NC -179520.980000 -0.0114632 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 23000000.000000 BRL 4043956.040000 USD 2021-10-04 -179520.980000 N N N N/A N/A 000000000 1.000000 NC -158427.730000 -0.0101163 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 19600000.000000 BRL 3440709.210000 USD 2021-10-04 -158427.730000 N N N N/A N/A 000000000 1.000000 NC -53654.170000 -0.0034261 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 8700000.000000 BRL 1543921.920000 USD 2021-10-04 -53654.170000 N N N N/A N/A 000000000 1.000000 NC -252800.110000 -0.0161424 N/A DFE BR N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 7723344.610000 USD 40682717.730000 BRL 2021-10-04 -252800.110000 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAD3 3300000.000000 PA USD 3554264.570000 0.2269561 Long DBT CORP US N 2 2025-08-01 Fixed 4.125 N N N N N N N/A N/A 000000000 1.000000 NC 1558997.150000 0.0995491 N/A DFE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 41411000.000000 GBP 57358086.220000 USD 2021-11-17 1558997.150000 N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAB6 336000.000000 PA USD 366753.850000 0.0234189 Long DBT CORP KY N 2 2024-02-15 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC -86535.120000 -0.0055257 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC Y Single Leg Swap 2025-06-21 0.000000 EUR -632181.810000 EUR 3500000.000000 EUR 545646.690000 N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAR2 956000.000000 PA USD 941022.190000 0.0600886 Long DBT CORP KY N 2 2027-11-18 Fixed 2.528 N N N N N N N/A N/A 000000000 1.000000 NC USD -20350.870000 -0.0012995 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2024-06-21 0.000000 USD -113093.070000 USD 2700000.000000 USD 92742.200000 N N N N/A N/A 000000000 4200000.000000 NC 353987.950000 0.0226038 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 03/15/22 LCH N/A N/A 2052-03-15 0.000000 GBP 0.000000 GBP N/A GBP N/A 0.010000 GBP 2022-03-15 XXXX -89928.060000 N N N N/A N/A 000000000 -11300000.000000 NC -414267.860000 -0.0264529 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 03/15/22 LCH N/A N/A 2032-03-15 0.000000 GBP 0.000000 GBP N/A GBP N/A 0.010000 GBP 2022-03-15 XXXX 15285.860000 N N N N/A N/A 000000000 1.000000 NC -89561.180000 -0.0057189 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2027-09-21 0.000000 JPY -32723.700000 JPY 640920000.000000 JPY -56837.480000 N N N N/A N/A 000000000 1.000000 NC 75432.100000 0.0048167 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2051-03-17 90568.310000 JPY 0.000000 JPY 165000000.000000 JPY -15136.210000 N N N N/A N/A 000000000 1.000000 NC 513094.540000 0.0327634 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2028-06-19 107357.390000 JPY 0.000000 JPY 2460000000.000000 JPY 405737.150000 N N N N/A N/A 000000000 1.000000 NC -409160.570000 -0.0261268 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2029-03-21 0.000000 JPY -86733.420000 JPY 1580000000.000000 JPY -322427.150000 N N N N/A N/A 000000000 1.000000 NC 2553.290000 0.0001630 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2051-03-16 0.000000 JPY 0.000000 JPY 101000000.000000 JPY 2553.290000 N N N N/A N/A 000000000 1.000000 NC -6480.170000 -0.0004138 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 -4450.590000 JPY 320880000.000000 JPY -2029.580000 N N N N/A N/A 000000000 1.000000 NC -23217.560000 -0.0014825 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 342000000.000000 JPY -23217.560000 N N N N/A N/A 000000000 1.000000 NC -16043.860000 -0.0010245 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 158000000.000000 JPY -16043.860000 N N N N/A N/A 000000000 1.000000 NC -9200.990000 -0.0005875 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 71000000.000000 JPY -9200.990000 N N N N/A N/A 000000000 1.000000 NC -58745.620000 -0.0037512 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-03-22 9094.100000 JPY 0.000000 JPY 85900000.000000 JPY -67839.720000 N N N N/A N/A 000000000 1.000000 NC -56582.150000 -0.0036130 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-12-20 3545.480000 JPY 0.000000 JPY 80500000.000000 JPY -60127.630000 N N N N/A N/A 000000000 1.000000 NC -175872.730000 -0.0112303 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-11-12 785.510000 JPY 0.000000 JPY 230000000.000000 JPY -176658.240000 N N N N/A N/A 000000000 1.000000 NC -118857.400000 -0.0075896 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-10-22 0.000000 JPY 0.000000 JPY 150000000.000000 JPY -118857.400000 N N N BANC OF AMERICA FUNDING CORP 2005-C N/A 05946XUB7 703305.360000 PA USD 706754.650000 0.0451295 Long ABS-MBS CORP US N 2 2035-05-20 Floating 0.32738 N N N N N N BANC OF AMERICA FUNDING CORP 2005-D N/A 06051GDM8 1324912.990000 PA USD 1376511.060000 0.0878965 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.77754 N N N N N N BANC OF AMERICA FUNDING CORP 2006-A N/A 058927AA2 81860.110000 PA USD 82860.370000 0.0052910 Long ABS-MBS CORP US N 2 2036-02-20 Floating 2.60639 N N N N N N N/A N/A 000000000 1.000000 NC USD 1212335.520000 0.0774132 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2023-08-22 0.000000 USD -551153.840000 USD 24700000.000000 USD 1763489.360000 N N N N/A N/A 000000000 1.000000 NC 1784835.630000 0.1139699 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2052-03-18 0.000000 GBP -292905.810000 GBP 19900000.000000 GBP 2077741.440000 N N N N/A N/A 000000000 1.000000 NC 130345.500000 0.0083232 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 -276.030000 BRL 50200000.000000 BRL 130621.530000 N N N N/A N/A 000000000 1.000000 NC 86784.210000 0.0055416 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 34000000.000000 BRL 86784.210000 N N N N/A N/A 000000000 1.000000 NC 47179.430000 0.0030126 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 -843.830000 BRL 18200000.000000 BRL 48023.260000 N N N N/A N/A 000000000 1.000000 NC 56400.320000 0.0036014 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 -23.000000 BRL 21700000.000000 BRL 56423.320000 N N N N/A N/A 000000000 1.000000 NC 28348.130000 0.0018102 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 -10.260000 BRL 11100000.000000 BRL 28358.390000 N N N N/A N/A 000000000 1.000000 NC 45829.820000 0.0029264 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 18000000.000000 BRL 45829.820000 N N N N/A N/A 000000000 1.000000 NC 140200.060000 0.0089524 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 56000000.000000 BRL 140200.060000 N N N N/A N/A 000000000 1.000000 NC -9769.500000 -0.0006238 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 5200000.000000 BRL -9769.500000 N N N N/A N/A 000000000 1.000000 NC -284241.530000 -0.0181501 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 -499.180000 BRL 152800000.000000 BRL -283742.350000 N N N N/A N/A 000000000 1.000000 NC -744047.160000 -0.0475108 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 209448.110000 BRL 0.000000 BRL 674200000.000000 BRL -953495.270000 N N N N/A N/A 000000000 1.000000 NC -203939.290000 -0.0130225 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 -26384.010000 BRL 128900000.000000 BRL -177555.280000 N N N N/A N/A 000000000 1.000000 NC -69557.060000 -0.0044415 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 54100000.000000 BRL -69557.060000 N N N N/A N/A 000000000 1.000000 NC 26342.070000 0.0016821 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 14641843.000000 CAD 11586222.000000 USD 2021-10-04 26342.070000 N N N N/A N/A 000000000 1.000000 NC -21625.380000 -0.0013809 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 1044336.940000 USD 759000.000000 GBP 2021-11-17 -21625.380000 N N N N/A N/A 000000000 1.000000 NC 543900.750000 0.0347306 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 33107000.000000 EUR 38925191.070000 USD 2021-11-17 543900.750000 N N N N/A N/A 000000000 -38.000000 NC 160231.110000 0.0102315 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A UNITED KINGDOM GOVT 2021-12-29 -6407831.090000 GBP 160231.110000 N N N N/A N/A 000000000 3314.000000 NC USD -4365925.170000 -0.2787843 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-12-21 436541826.470000 USD -4365925.170000 N N N N/A N/A 000000000 2667.000000 NC USD -1951731.940000 -0.1246270 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-12-31 327488848.320000 USD -1951731.940000 N N N N/A N/A 000000000 -280.000000 NC USD 1110846.800000 0.0709327 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-12-21 -44664375.000000 USD 1110846.800000 N N N N/A N/A 000000000 -126.000000 NC USD 810399.110000 0.0517477 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-12-21 -24142781.250000 USD 810399.110000 N N N BANK 2019-BN19 N/A 06540WBB8 3000000.000000 PA USD 3241995.600000 0.2070163 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.071 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHE2 4700000.000000 PA USD 4742186.170000 0.3028103 Long DBT CORP US N 2 2024-03-05 Floating 0.9055 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJQ3 3600000.000000 PA USD 3622038.440000 0.2312837 Long DBT CORP US N 2 2027-03-11 Floating 1.658 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJC4 4300000.000000 PA USD 4364946.430000 0.2787218 Long DBT CORP US N 2 2024-05-19 Floating 1.486 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJG5 3400000.000000 PA USD 3405718.190000 0.2174707 Long DBT CORP US N 2 2025-09-25 Floating 0.981 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJK6 4400000.000000 PA USD 4368625.010000 0.2789567 Long DBT CORP US N 2 2026-10-24 Floating 1.197 N N N N N N BANK OF AMERICA MTGE SECURITIES 2004-A N/A 05948XT27 18511.290000 PA USD 19010.070000 0.0012139 Long ABS-MBS CORP US N 2 2034-02-25 Fixed 2.46537 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 805000.000000 PA USD 863132.460000 0.0551150 Long DBT CORP GB N 2 2022-11-21 Fixed 7.625 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBE4 4300000.000000 PA USD 4365961.180000 0.2787866 Long DBT CORP GB N 2 2023-02-15 Floating 4.61 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBF1 4300000.000000 PA USD 4320294.970000 0.2758706 Long DBT CORP GB N 2 2023-02-15 Floating 1.55475 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0RWT95 700000.000000 PA 983511.460000 0.0628017 Long DBT CORP GB N 2 2024-01-17 Fixed 3.125 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI14QDG2 3100000.000000 PA 3712224.300000 0.2370425 Long DBT CORP GB N 2 2023-09-03 Fixed 1.5 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAE3 5400000.000000 PA USD 5747285.610000 0.3669905 Long DBT CORP US N 2 2023-12-15 Fixed 3.875 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 4100000.000000 PA USD 4534181.550000 0.2895282 Long DBT CORP US N 2 2025-12-15 Fixed 4.25 N N N N N N BEAR STEARNS ADJ RATE MTGE 2003-9 N/A 07384MB68 14650.860000 PA USD 14944.040000 0.0009542 Long ABS-MBS CORP US N 2 2034-02-25 Floating 0 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2006-4 N/A 073882AA0 252961.640000 PA USD 249788.590000 0.0159501 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.80596 Y N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4E9 17882.180000 PA USD 18420.350000 0.0011762 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.76658 N N N N N N BEAR STEARNS ALT-A TRUST 2003-3 N/A 07386HCE9 3919.240000 PA USD 4028.300000 0.0002572 Long ABS-MBS CORP US N 2 2033-10-25 Floating 2.16902 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSY8 512748.920000 PA USD 518169.960000 0.0330875 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.6219 N N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVG3 229252.180000 PA USD 230658.500000 0.0147286 Long ABS-MBS CORP US N 2 2035-08-25 Floating 0.626 N N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVS7 215624.630000 PA USD 167472.890000 0.0106939 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.90988 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-8 N/A 07386HWZ0 1174887.020000 PA USD 1124868.910000 0.0718280 Long ABS-MBS CORP US N 2 2035-10-25 Variable 2.46225 Y N N N N N BEAR STEARNS ARM 2003-1 N/A 07384MTN2 2868.690000 PA USD 3067.840000 0.0001959 Long ABS-MBS CORP US N 2 2033-04-25 Floating 2.49999 N N N N N N BEAR STEARNS ARM TR 2004-3 N/A 07384MR87 16247.530000 PA USD 16001.150000 0.0010217 Long ABS-MBS CORP US N 2 2034-07-25 Floating 3.12964 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSH6 3587.640000 PA USD 3747.320000 0.0002393 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.50948 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSJ2 6243.830000 PA USD 5887.030000 0.0003759 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.83189 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAB7 3600000.000000 PA USD 3603564.000000 0.2301041 Long DBT CORP US N 2 2026-01-15 Fixed 1.57 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAK7 2000000.000000 PA USD 2148880.900000 0.1372159 Long DBT CORP US N 2 2023-07-24 Fixed 5.375 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 05600LAA4 3800000.000000 PA USD 3867177.120000 0.2469370 Long DBT CORP NL N 2 2022-08-12 Fixed 2.25 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2E3 3500000.000000 PA USD 3649091.220000 0.2330112 Long DBT CORP FR N 2 2023-03-01 Fixed 3.5 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DE2 3500000.000000 PA USD 3505426.820000 0.2238375 Long DBT CORP US N 2 2024-02-04 Fixed 1.433 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CZ6 3500000.000000 PA USD 3582816.690000 0.2287792 Long DBT CORP US N 2 2024-02-01 Fixed 1.95 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DG7 3600000.000000 PA USD 3627344.630000 0.2316226 Long DBT CORP US N 2 2026-02-04 Fixed 2.196 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBD5 2600000.000000 PA USD 2764239.840000 0.1765094 Long DBT CORP US N 2 2031-01-30 Fixed 3.25 N N N N N N BPCRE HOLDER LLC 2021-FL1 N/A 05601GAA4 2083194.700000 PA USD 2083678.110000 0.1330524 Long ABS-MBS CORP KY N 2 2037-02-15 Floating 0.93413 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI0ZYM57 56200000.000000 PA 10144553.100000 0.6477761 Long DBT NUSS BR N 2 2022-01-01 None 0 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI1J5VH0 160996000.000000 PA 28450805.440000 1.8167141 Long DBT NUSS BR N 2 2022-04-01 None 0 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI1497W2 172457000.000000 PA 29790964.640000 1.9022894 Long DBT NUSS BR N 2 2022-07-01 None 0 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAN1 2422000.000000 PA USD 2618217.240000 0.1671852 Long DBT CORP US N 2 2026-09-15 Fixed 3.459 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAL5 4036000.000000 PA USD 4493501.020000 0.2869306 Long DBT CORP US N 2 2028-09-15 Fixed 4.11 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBB6 1001000.000000 PA USD 1070300.180000 0.0683436 Long DBT CORP US N 2 2025-11-15 Fixed 3.15 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 3400000.000000 PA USD 3769250.400000 0.2406839 Long DBT CORP US N 2 2030-11-15 Fixed 4.15 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 3759000.000000 PA USD 3894304.080000 0.2486691 Long DBT CORP US N 2 2033-04-15 Fixed 3.419 N N N N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13645RAP9 2950000.000000 PA USD 2984682.000000 0.1905856 Long DBT CORP CA N 2 2022-01-15 Fixed 4.5 N N N N N N CATAMARAN CLO LTD 2014-1A N/A 14889DAJ7 4676013.130000 PA USD 4681505.620000 0.2989356 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 1.48238 N N N N N N CATAMARAN CLO LTD 2016-1A N/A 14900AAJ8 2954742.510000 PA USD 2958501.360000 0.1889139 Long ABS-CBDO CORP KY N 2 2029-01-18 Floating 1.22388 N N N N N N CENTERPOINT ENERGY RESOURCES CORP 2JADVB0458J06WCD4N56 15189WAN0 3600000.000000 PA USD 3600599.180000 0.2299147 Long DBT CORP US N 2 2023-03-02 Floating 0.61963 N N N N N N CENTEX HOME EQUITY 2004-D N/A 152314LF5 1.090000 PA USD 1.090000 0.0000001 Long ABS-MBS CORP US N 2 2034-09-25 Variable 5.17 N N N N N N CGI INC 549300WSRCZY73ZG3090 12532HAA2 3800000.000000 PA USD 3762265.050000 0.2402378 Long DBT CORP CA N 2 2026-09-14 Fixed 1.45 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BB9 3900000.000000 PA USD 3999554.750000 0.2553899 Long DBT CORP US N 2 2022-07-23 Fixed 4.464 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630BD9 304189.980000 PA USD 310526.110000 0.0198285 Long ABS-MBS CORP US N 2 2037-03-25 Floating 3.06802 Y N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630AQ1 66661.610000 PA USD 67886.760000 0.0043349 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.50968 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 ACI0B4VL4 3800000.000000 PA 4641804.380000 0.2964005 Long DBT NUSS CL N 2 2025-01-30 Fixed 1.625 N N N N N N CIT MTGE LOAN TRUST 2007-1 N/A 12559QAA0 1083236.340000 PA USD 1093453.860000 0.0698220 Long ABS-MBS CORP US N 2 2037-10-25 Floating 1.436 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MT5 4400000.000000 PA USD 4417706.790000 0.2820908 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 15166.680000 PA USD 15798.050000 0.0010088 Long ABS-MBS CORP US N 2 2034-03-25 Floating 2.36451 N N N N N N CITIGROUP MTGE LOAN TR INC 2004-OPT1 N/A 17307GJK5 2320985.920000 PA USD 2321426.680000 0.1482337 Long ABS-MBS CORP US N 2 2034-10-25 Floating 1.031 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AMC1 N/A 17311BAS2 367690.590000 PA USD 248873.290000 0.0158917 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.246 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-6 N/A 17307GXP8 626790.450000 PA USD 661407.080000 0.0422339 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.22 N N N N N N CITIMORTGAGE ALTERNATIVE LOAN TR 2006-A7 N/A 12566TAJ6 1351243.000000 PA USD 1142092.740000 0.0729278 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.736 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAD7 3600000.000000 PA USD 3613500.000000 0.2307385 Long DBT CORP US N 2 2031-02-15 Fixed 3.75 N N N N N N CLNC 2019-FL1 LTD N/A 12565DAA1 3900000.000000 PA USD 3903808.040000 0.2492760 Long ABS-O CORP KY N 2 2035-08-20 Floating 1.41448 N N N N N N CONTINENTAL AIRLINES 2012-2 CLASS A PASS THRU CERTIFICATES N/A 210795QB9 1000663.390000 PA USD 1055964.150000 0.0674281 Long DBT CORP US N 2 2026-04-29 Fixed 4 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-62 N/A 12668ATT2 28653.390000 PA USD 26467.960000 0.0016901 Long ABS-MBS CORP US N 2 2035-12-25 Floating 1.09211 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-J12 N/A 12668ASY2 2306082.810000 PA USD 1565298.680000 0.0999515 Long ABS-MBS CORP US N 2 2035-08-25 Floating 0.626 N N N N N N COUNTRYWIDE ASSET BACKED CERTS 2006-22 N/A 12666BAA3 333046.490000 PA USD 316993.580000 0.0202415 Long ABS-MBS CORP US N 2 2035-06-25 Floating 0.226 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-3 N/A 126673B84 37261.280000 PA USD 37302.880000 0.0023820 Long ABS-MBS CORP US N 2 2035-08-25 Floating 1.091 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-12 N/A 12667AAD8 1028426.830000 PA USD 1013422.080000 0.0647116 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.606 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-18 N/A 23243WAA6 172415.830000 PA USD 167583.410000 0.0107010 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.226 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2006-2 N/A 126670UW6 5603453.060000 PA USD 5576322.820000 0.3560737 Long ABS-MBS CORP US N 2 2036-06-25 Floating 0.686 N N N N N N COUNTRYWIDE HOME LOANS 2004-2 N/A 12669FKT9 322894.370000 PA USD 329341.990000 0.0210300 Long ABS-MBS CORP US N 2 2034-03-25 Floating 2.241 N N N N N N COUNTRYWIDE HOME LOANS 2004-22 N/A 12669F6Z1 204323.180000 PA USD 208117.380000 0.0132892 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.80221 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB9 N/A 12669GHG9 88057.030000 PA USD 89332.660000 0.0057043 Long ABS-MBS CORP US N 2 2035-02-20 Floating 2.68389 N N N N N N COUNTRYWIDE HOME LOANS 2005-3 N/A 12669GTV3 25699.510000 PA USD 25057.930000 0.0016001 Long ABS-MBS CORP US N 2 2035-04-25 Floating 0.666 N N N N N N CREDIT AGRICOLE SA/LONDON BRANCH 969500TJ5KRTCJQWXH05 22535WAG2 3200000.000000 PA USD 3262199.260000 0.2083064 Long DBT CORP FR N 2 2026-06-16 Floating 1.907 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A N/A 22540VK43 10391.710000 PA USD 10018.260000 0.0006397 Long ABS-MBS CORP US N 2 2032-03-25 Floating 0.698869 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AF5 3500000.000000 PA USD 3822725.310000 0.2440985 Long DBT CORP CH N 2 2029-01-12 Floating 3.869 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD 549300PXR5FKNXF0OH19 225433AH4 3900000.000000 PA USD 4028268.080000 0.2572234 Long DBT CORP GG N 2 2022-09-15 Fixed 3.8 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABG3 600000.000000 PA USD 627543.940000 0.0400716 Long DBT CORP US N 2 2023-02-15 Fixed 4.75 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851EB6 3600000.000000 PA USD 3607591.000000 0.2303612 Long DBT CORP US N 2 2024-03-01 Fixed 0.75 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DL5 2650000.000000 PA USD 2780239.130000 0.1775310 Long DBT CORP US N 2 2023-05-04 Fixed 3.7 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAS0 3600000.000000 PA USD 3643440.800000 0.2326504 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 6100000.000000 PA USD 6544264.530000 0.4178812 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 ACI1QTHL7 3000000.000000 PA 3608345.680000 0.2304094 Long DBT CORP DE N 2 2026-09-03 Floating 1.375 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BR9 800000.000000 PA USD 836223.700000 0.0533967 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 4000000.000000 PA USD 4004329.000000 0.2556947 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 251526CB3 8300000.000000 PA USD 8980425.200000 0.5734413 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAT3 3200000.000000 PA USD 3671901.310000 0.2344677 Long DBT CORP US N 2 2028-07-15 Fixed 4.45 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 4100000.000000 PA USD 4449558.170000 0.2841247 Long DBT CORP US N 2 2030-05-15 Fixed 3.625 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDL0 4000000.000000 PA USD 3990665.400000 0.2548223 Long DBT CORP US N 2 2031-08-15 Fixed 2.25 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBD6 3600000.000000 PA USD 3611426.360000 0.2306061 Long DBT CORP CA N 2 2023-02-17 Floating 0.45 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAM0 4000000.000000 PA USD 3979142.200000 0.2540864 Long DBT CORP NL N 2 2026-07-12 Fixed 1.375 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAN3 3600000.000000 PA USD 3564518.110000 0.2276108 Long DBT CORP US N 2 2028-06-15 Fixed 1.9 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBL9 3700000.000000 PA USD 3619598.370000 0.2311279 Long DBT CORP US N 2 2028-03-15 Fixed 1.55 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBC9 3800000.000000 PA USD 3980816.430000 0.2541933 Long DBT CORP US N 2 2024-11-18 Fixed 2.625 N N N N N N EUROHOME UK MORTGAGES 2007-1 A N/A B1VBS4II2 932542.630000 PA 1234525.380000 0.0788301 Long ABS-MBS CORP GB N 2 2044-06-15 Floating 0.21963 N N N N N N EUROSAIL PLC 2006-2X N/A 991NPZII9 51037.580000 PA 68594.390000 0.0043801 Long ABS-MBS CORP GB N 2 2044-12-15 Floating 0.22963 N N N N N N EUROSAIL PLC 2007-2X N/A B1VVXHII3 2016094.440000 PA 2685781.590000 0.1714994 Long ABS-MBS CORP GB N 2 2045-03-13 Floating 0.21713 N N N N N N EXPEDIA GROUP INC N/A 30212PAS4 1362000.000000 PA USD 1570782.550000 0.1003017 Long DBT CORP US N 2 2025-05-01 Fixed 6.25 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH N/A 30227FAA8 3979298.070000 PA USD 3997053.700000 0.2552302 Long ABS-MBS CORP US N 2 2038-07-15 Floating 1.164 N N N N N N FANNIE MAE 2007-73 N/A 31396V4Q8 115319.650000 PA USD 113383.650000 0.0072401 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 0.13563 N N N N N N FANNIE MAE GRANTOR TRUST 2001-T8 N/A 313920UK4 3108.380000 PA USD 3674.970000 0.0002347 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 7.5 N N N N N N FANNIE MAE-ACES 2020-M33 N/A 3136BBAR3 20900000.000000 PA USD 2850097.470000 0.1819918 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 2.35817 N N N N N N FANNIEMAE WHOLE LOAN 2003-W1 N/A 31392GVX0 78393.990000 PA USD 85484.300000 0.0054586 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 5.16968 N N N N N N FANNIEMAE WHOLE LOAN 2004-W6 N/A 31393YX75 14458387.550000 PA USD 16729511.070000 1.0682559 Long ABS-MBS USGSE US N 2 2034-07-25 Fixed 6.5 N N N N N N FANNIEMAE WHOLE LOAN 2004-W8 N/A 31394ALL8 31874.930000 PA USD 36847.690000 0.0023529 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 6.5 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GW6C5 14800000.000000 PA USD 14618127.240000 0.9334343 Long DBT USGSE US N 2 2026-10-28 Fixed 0.8 N N N N N N FHLMC PASS THRU POOLS N/A 3128JNVF9 6557.450000 PA USD 6573.740000 0.0004198 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 3128Q2DS9 17210.150000 PA USD 18812.560000 0.0012013 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 3.184 N N N N N N FHLMC PASS THRU POOLS N/A 31296JXY7 9709.400000 PA USD 10711.550000 0.0006840 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31296PDS8 29619.460000 PA USD 33740.530000 0.0021545 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31297CWX4 1325.700000 PA USD 1516.790000 0.0000969 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31297VAM0 14854.170000 PA USD 17361.710000 0.0011086 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K6NM8 4147.540000 PA USD 4507.820000 0.0002878 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 3128L0XJ6 4513.380000 PA USD 5225.120000 0.0003336 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L6BS7 5839.250000 PA USD 6824.050000 0.0004357 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292KNK9 2565.170000 PA USD 3035.550000 0.0001938 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 31335HRZ8 6.620000 PA USD 6.650000 0.0000004 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7MY6 31373.110000 PA USD 34224.330000 0.0021854 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7NL3 22564.470000 PA USD 24642.600000 0.0015735 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7NT6 51519.650000 PA USD 56261.830000 0.0035926 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7NW9 1049080.250000 PA USD 1145652.920000 0.0731552 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31294LU35 1821.790000 PA USD 1850.950000 0.0001182 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 31283HZH1 873.870000 PA USD 1008.780000 0.0000644 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283H2E4 458.100000 PA USD 535.010000 0.0000342 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXTX8 10078.660000 PA USD 11944.150000 0.0007627 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4B69 5655.010000 PA USD 6707.570000 0.0004283 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4M67 1404.130000 PA USD 1620.030000 0.0001034 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M45C3 1875.800000 PA USD 2182.830000 0.0001394 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5DD9 2052.240000 PA USD 2389.180000 0.0001526 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5EH9 16993.980000 PA USD 20104.340000 0.0012838 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5LV0 13587.100000 PA USD 15811.880000 0.0010097 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5R93 27269.560000 PA USD 31868.740000 0.0020350 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6NL8 37806.170000 PA USD 42750.010000 0.0027298 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6NV6 3953.490000 PA USD 4578.660000 0.0002924 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6N79 584.950000 PA USD 686.010000 0.0000438 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PB8 7994.860000 PA USD 9375.280000 0.0005987 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PE2 5866.150000 PA USD 6827.670000 0.0004360 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PH5 4839.730000 PA USD 5603.510000 0.0003578 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PJ1 37384.100000 PA USD 43861.940000 0.0028008 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M75R3 66665.700000 PA USD 77878.510000 0.0049729 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MBN29 168.780000 PA USD 171.460000 0.0000109 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 31335BLU8 158333.700000 PA USD 171330.140000 0.0109402 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 31334YHW0 741222.580000 PA USD 800011.850000 0.0510844 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3131Y0TR3 318711.850000 PA USD 343932.470000 0.0219617 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-57 N/A 31394JD87 1131.200000 PA USD 1369.470000 0.0000874 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 6.5 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBR6 3600000.000000 PA USD 3570292.510000 0.2279795 Long DBT CORP US N 2 2026-03-01 Fixed 1.15 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 31847RAG7 3300000.000000 PA USD 3655323.770000 0.2334092 Long DBT CORP US N 2 2030-05-15 Fixed 4 N N N N N N FIRST FRANKLIN MTG LOAN 2006-FF14 N/A 32027LAF2 5800000.000000 PA USD 5122946.860000 0.3271236 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.396 N N N N N N FNMA PASS THRU POOLS N/A 31362J4V4 843.200000 PA USD 850.400000 0.0000543 Long ABS-MBS USGSE US N 2 2027-01-01 Floating 5 N N N N N N FNMA PASS THRU POOLS N/A 31363WH81 970.250000 PA USD 1045.290000 0.0000667 Long ABS-MBS USGSE US N 2 2024-12-15 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31368HNQ2 15194.970000 PA USD 17948.040000 0.0011461 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371HF94 1136.890000 PA USD 1281.960000 0.0000819 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371HKW7 215.690000 PA USD 238.180000 0.0000152 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371KBQ3 1196.410000 PA USD 1397.200000 0.0000892 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31371KLM1 14.560000 PA USD 16.360000 0.0000010 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371KUT6 56.900000 PA USD 57.290000 0.0000037 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31371KWH0 6597.560000 PA USD 7607.860000 0.0004858 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371KZA2 3190.670000 PA USD 3679.360000 0.0002349 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371K2Z3 17577.300000 PA USD 20269.460000 0.0012943 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MAN7 14609.570000 PA USD 15778.370000 0.0010075 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MJ57 490.870000 PA USD 530.220000 0.0000339 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MLB1 10435.110000 PA USD 12138.360000 0.0007751 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MMG9 5030.700000 PA USD 5851.930000 0.0003737 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NSN6 45972.720000 PA USD 51487.310000 0.0032877 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371N7L3 7097.780000 PA USD 7946.740000 0.0005074 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371PBH2 5024.450000 PA USD 5201.560000 0.0003321 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31374CK96 212215.820000 PA USD 246855.140000 0.0157628 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31374CNV4 48386.220000 PA USD 55901.620000 0.0035696 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31376KRF5 55335.600000 PA USD 63935.300000 0.0040826 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31376KR32 11842.180000 PA USD 13760.960000 0.0008787 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31384WB66 294.730000 PA USD 328.940000 0.0000210 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31385HUQ3 1735.400000 PA USD 1966.940000 0.0001256 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31385JND6 1130.580000 PA USD 1315.740000 0.0000840 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31386XWZ5 1598.410000 PA USD 1784.450000 0.0001139 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31388UGP9 583.130000 PA USD 585.490000 0.0000374 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31390ABT6 2101.340000 PA USD 2358.550000 0.0001506 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31390JX89 443.050000 PA USD 446.780000 0.0000285 Long ABS-MBS USGSE US N 2 2027-04-01 Floating 1.648 N N N N N N FNMA PASS THRU POOLS N/A 31391TWW4 2766.750000 PA USD 3190.510000 0.0002037 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31400CCG7 46450.470000 PA USD 53538.850000 0.0034187 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31401CGJ6 6913.110000 PA USD 7966.720000 0.0005087 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402C4J8 8446.890000 PA USD 9754.170000 0.0006228 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402DP46 8386.220000 PA USD 9723.620000 0.0006209 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402QSZ5 9229.700000 PA USD 10691.840000 0.0006827 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402QYY1 78432.020000 PA USD 90947.920000 0.0058074 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402RQN2 15373.920000 PA USD 17125.460000 0.0010935 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31402RRC5 19081.460000 PA USD 22369.520000 0.0014284 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403BCQ4 27318.560000 PA USD 30869.230000 0.0019711 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403CXW6 70621.430000 PA USD 82115.300000 0.0052434 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403DDX4 5180.950000 PA USD 6025.930000 0.0003848 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403DD97 54372.670000 PA USD 63236.210000 0.0040379 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403JZM1 7783.270000 PA USD 8927.650000 0.0005701 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403VTR0 20608.470000 PA USD 23582.690000 0.0015059 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403VXE4 12785.990000 PA USD 14789.640000 0.0009444 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403YB36 10710.300000 PA USD 12023.070000 0.0007677 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404AHB3 64652.120000 PA USD 72968.570000 0.0046594 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404BRT1 4877.020000 PA USD 5634.700000 0.0003598 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404CF54 3564.450000 PA USD 3595.180000 0.0002296 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 1.508 N N N N N N FNMA PASS THRU POOLS N/A 31404DJ82 23765.060000 PA USD 27943.390000 0.0017843 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31404QQ36 4566.760000 PA USD 5220.480000 0.0003334 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405AX32 56836.400000 PA USD 65815.250000 0.0042026 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405R7C4 503958.020000 PA USD 584712.410000 0.0373366 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405XCV3 12448.050000 PA USD 14440.520000 0.0009221 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406B3Z1 141888.150000 PA USD 158947.920000 0.0101496 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406DAF3 13072.570000 PA USD 13369.410000 0.0008537 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 1.293 N N N N N N FNMA PASS THRU POOLS N/A 31406GYN3 56893.230000 PA USD 63874.880000 0.0040787 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406HZQ3 15714.300000 PA USD 18023.500000 0.0011509 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406S4P5 8099.060000 PA USD 9175.170000 0.0005859 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406V3Q7 34950.990000 PA USD 39111.550000 0.0024975 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406XWT5 10270.300000 PA USD 10843.010000 0.0006924 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 2.035 N N N N N N FNMA PASS THRU POOLS N/A 31407ADB4 92447.500000 PA USD 107807.690000 0.0068840 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407FYD6 331317.690000 PA USD 350928.120000 0.0224084 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 2.09 N N N N N N FNMA PASS THRU POOLS N/A 31407KF95 7684.650000 PA USD 8591.530000 0.0005486 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407MZ99 19572.840000 PA USD 22737.850000 0.0014519 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407M2K0 356814.230000 PA USD 414486.450000 0.0264669 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31409G5L6 3108.150000 PA USD 3477.540000 0.0002221 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410FSL0 30635.460000 PA USD 35279.980000 0.0022528 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410FU45 13971.580000 PA USD 16226.530000 0.0010361 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410FZV0 2276.510000 PA USD 2271.820000 0.0001451 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 2.075 N N N N N N FNMA PASS THRU POOLS N/A 31410F5M3 6352.190000 PA USD 7410.670000 0.0004732 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GRN5 10477.920000 PA USD 12188.470000 0.0007783 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GV67 24541.720000 PA USD 28372.280000 0.0018117 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410G2H5 223760.510000 PA USD 261376.310000 0.0166901 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410G4T7 6340.240000 PA USD 7400.390000 0.0004725 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KXE9 23160.340000 PA USD 26941.790000 0.0017204 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KXK5 13579.280000 PA USD 15864.850000 0.0010130 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KXV1 47079.850000 PA USD 55003.460000 0.0035122 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410SAF4 6226.290000 PA USD 6250.300000 0.0003991 Long ABS-MBS USGSE US N 2 2036-06-01 Floating 2.045 N N N N N N FNMA PASS THRU POOLS N/A 31411A5F8 9539.980000 PA USD 10722.340000 0.0006847 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411JRS7 12492.850000 PA USD 14523.590000 0.0009274 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LQR4 7262.880000 PA USD 8113.940000 0.0005181 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LQ94 3472.130000 PA USD 4042.750000 0.0002581 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412L5Z9 847.900000 PA USD 863.760000 0.0000552 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412MJ82 74396.170000 PA USD 86355.570000 0.0055142 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MTG3 7178.300000 PA USD 8372.200000 0.0005346 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412NLV6 5865.420000 PA USD 6902.560000 0.0004408 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NNX0 813.840000 PA USD 826.830000 0.0000528 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412PCD1 2522.870000 PA USD 2703.510000 0.0001726 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31412QM89 212507.160000 PA USD 247502.010000 0.0158041 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413ADY6 4892.550000 PA USD 4916.720000 0.0003140 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 1.515 N N N N N N FNMA PASS THRU POOLS N/A 31413JR22 20290.990000 PA USD 24004.260000 0.0015328 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413RGH3 51296.020000 PA USD 57403.040000 0.0036654 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414JAL7 97152.500000 PA USD 113459.820000 0.0072449 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414PA33 5700.450000 PA USD 6377.950000 0.0004073 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415LRR0 16333.180000 PA USD 18952.160000 0.0012102 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415LVW4 108.660000 PA USD 113.760000 0.0000073 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415P3Y2 11425.210000 PA USD 13175.140000 0.0008413 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415XVW8 17412.590000 PA USD 19628.970000 0.0012534 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BL63 7082.660000 PA USD 8238.880000 0.0005261 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BN53 52409.640000 PA USD 60789.570000 0.0038817 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CAQ9 2917.920000 PA USD 2912.780000 0.0001860 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 1.841 N N N N N N FNMA PASS THRU POOLS N/A 31416CLT1 141569.910000 PA USD 167425.480000 0.0106909 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416KT81 34629.510000 PA USD 38778.080000 0.0024762 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416RE66 10007.110000 PA USD 10840.840000 0.0006922 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416VSS4 773943.700000 PA USD 885376.960000 0.0565354 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417SCT5 15293.850000 PA USD 16111.390000 0.0010288 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417SZQ6 293897.060000 PA USD 338652.040000 0.0216245 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MT44 12313.070000 PA USD 14256.170000 0.0009103 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MWK4 267001.680000 PA USD 310587.050000 0.0198324 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MWY4 51463.530000 PA USD 53152.970000 0.0033941 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418THN0 13362.950000 PA USD 14083.200000 0.0008993 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419AHK6 262480.920000 PA USD 305337.370000 0.0194972 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31419ASF5 29474.750000 PA USD 34212.220000 0.0021846 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31419FGM2 26857.380000 PA USD 28947.500000 0.0018484 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419FGN0 4991.450000 PA USD 5400.210000 0.0003448 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419FWM4 428897.890000 PA USD 465921.540000 0.0297512 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AFJQ4 14442.220000 PA USD 15146.880000 0.0009672 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGP40 48747.000000 PA USD 56622.240000 0.0036156 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EJE38 36886.180000 PA USD 38646.090000 0.0024677 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ELCT8 15650.070000 PA USD 18478.790000 0.0011800 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138ENEW5 811719.160000 PA USD 858307.350000 0.0548069 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 2.045 N N N N N N FNMA PASS THRU POOLS N/A 3138L0MH1 191596.700000 PA USD 193101.230000 0.0123304 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 2.31 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 9482537.060000 PA USD 94977091.230000 6.0647220 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3140FBAE0 638589.970000 PA USD 688702.260000 0.0439768 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J6GM3 31575.550000 PA USD 34163.810000 0.0021815 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 7967726.230000 PA USD 78577716.110000 5.0175468 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3140JR3L3 515070.540000 PA USD 559943.970000 0.0357550 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.5 N N N N N N AT&T MOBILITY II LLC N/A 04651L206 464023.000000 NS USD 12188094.010000 0.7782656 Long EP CORP US Y 3 N N N FNMA PASS THRU POOLS N/A 31417YCJ4 1069.180000 PA USD 1145.810000 0.0000732 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YEC7 21292.320000 PA USD 23627.310000 0.0015087 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YKM8 280620.090000 PA USD 300725.710000 0.0192027 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YRP4 14581.630000 PA USD 15736.180000 0.0010048 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YR90 40588.060000 PA USD 44315.550000 0.0028298 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YSY4 228683.940000 PA USD 246796.030000 0.0157591 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YS40 69943.320000 PA USD 76367.640000 0.0048764 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YTV9 535352.900000 PA USD 577756.840000 0.0368924 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417Y3J4 7017.130000 PA USD 7990.250000 0.0005102 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418AAJ7 3619.760000 PA USD 3933.580000 0.0002512 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418AAW8 4150.870000 PA USD 4510.780000 0.0002880 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CNE0 37211.430000 PA USD 40157.630000 0.0025642 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418DKG6 8346.360000 PA USD 9069.880000 0.0005792 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 4 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZB2 3600000.000000 PA USD 3695220.000000 0.2359567 Long DBT CORP US N 2 2023-02-15 Fixed 4.14 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZC0 3600000.000000 PA USD 3587389.520000 0.2290712 Long DBT CORP US N 2 2023-02-15 Floating 1.35975 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI0Z5583 3300000.000000 PA 3821599.060000 0.2440266 Long DBT CORP US N 2 2021-12-01 Floating 0.000001 N N N N N N FRANKLIN RESOURCES INC RIFQSET379FOGTEFKS80 354613AL5 4500000.000000 PA USD 4285855.580000 0.2736715 Long DBT CORP US N 2 2030-10-30 Fixed 1.6 N N N N N N FREDDIE MAC 3397 N/A 31397PLU2 56990.640000 PA USD 57983.890000 0.0037025 Long ABS-MBS USGSE US N 2 2037-12-15 Floating 0.68375 N N N N N N FREDDIE MAC REMICS 3740 N/A 3137GAPS0 1201744.110000 PA USD 1217032.940000 0.0777131 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 0.58375 N N N N N N FREDDIE MAC-1779 N/A 3133T6CY5 19385.940000 PA USD 21550.550000 0.0013761 Long ABS-MBS USGSE US N 2 2025-04-15 Fixed 8.5 N N N N N N FREMONT HOME LOAN OWNER TRUST 1999-3 N/A 35729BAF8 24456.990000 PA USD 24084.470000 0.0015379 Long ABS-MBS CORP US N 2 2029-12-25 Floating 0.876 N N N N N N FREMONT HOME LOAN TRUST 2006-2 N/A 35729PPY0 1000000.000000 PA USD 946189.700000 0.0604185 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.626 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2D6 3800000.000000 PA USD 3747631.590000 0.2393034 Long DBT CORP US N 2 2028-09-15 Fixed 1.95 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAH6 4300000.000000 PA USD 4830360.840000 0.3084406 Long DBT CORP US N 2 2027-05-15 Fixed 4.05 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 37033LGD2 3800000.000000 PA USD 4030339.850000 0.2573556 Long DBT CORP US N 2 2022-10-15 Fixed 6.41 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XAL0 3500000.000000 PA USD 3698818.410000 0.2361865 Long DBT CORP US N 2 2023-05-15 Fixed 4.25 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 ACI11L997 4000000.000000 PA 4640136.590000 0.2962940 Long DBT CORP US N 2 2022-03-26 Floating 0.007 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCP9 3600000.000000 PA USD 3612758.830000 0.2306912 Long DBT CORP US N 2 2021-11-06 Fixed 4.2 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 3500000.000000 PA USD 3613982.020000 0.2307693 Long DBT CORP US N 2 2030-05-15 Fixed 2.9 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AJ8 2600000.000000 PA USD 2902458.000000 0.1853352 Long DBT CORP US N 2 2025-06-01 Fixed 5.25 N N N N N N GNMA PASS THRU POOLS N/A 36202DQC8 1180.670000 PA USD 1387.470000 0.0000886 Long ABS-MBS USGSE US N 2 2031-10-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202DSS1 1145.130000 PA USD 1346.860000 0.0000860 Long ABS-MBS USGSE US N 2 2032-04-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202DS51 892.630000 PA USD 1040.430000 0.0000664 Long ABS-MBS USGSE US N 2 2032-05-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202D3K5 2670.660000 PA USD 3201.880000 0.0002045 Long ABS-MBS USGSE US N 2 2034-01-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202D6X4 3279.490000 PA USD 3920.740000 0.0002504 Long ABS-MBS USGSE US N 2 2034-07-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202D7L9 2400.450000 PA USD 2868.490000 0.0001832 Long ABS-MBS USGSE US N 2 2034-08-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202KWD3 819.160000 PA USD 833.600000 0.0000532 Long ABS-MBS USGSE US N 2 2025-11-20 Floating 2.125 N N N N N N GNMA PASS THRU POOLS N/A 36225CFW1 34500.150000 PA USD 35113.010000 0.0022421 Long ABS-MBS USGSE US N 2 2028-03-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CVC7 777.410000 PA USD 810.140000 0.0000517 Long ABS-MBS USGSE US N 2 2032-06-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A 36225DCE2 13101.080000 PA USD 13682.410000 0.0008737 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 36225DHN7 1063.220000 PA USD 1073.990000 0.0000686 Long ABS-MBS USGSE US N 2 2034-11-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36295TBH6 2352160.950000 PA USD 2609421.920000 0.1666235 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179T7L3 1669105.290000 PA USD 1789103.480000 0.1142424 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 36179U6Y3 579207.750000 PA USD 624793.070000 0.0398959 Long ABS-MBS USGSE US N 2 2049-11-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36200B7H4 288.180000 PA USD 289.350000 0.0000185 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36225ALC2 13.760000 PA USD 13.810000 0.0000009 Long ABS-MBS USGSE US N 2 2022-11-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225BPC6 4260.990000 PA USD 5042.040000 0.0003220 Long ABS-MBS USGSE US N 2 2031-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 3617B7GB0 565853.860000 PA USD 596676.870000 0.0381005 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAC0 1600000.000000 PA USD 1714461.060000 0.1094762 Long DBT CORP US N 2 2025-01-23 Fixed 3.5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWU4 2000000.000000 PA USD 2016378.760000 0.1287550 Long DBT CORP US N 2 2023-02-23 Floating 0.88075 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXD1 1700000.000000 PA USD 1744133.750000 0.1113709 Long DBT CORP US N 2 2026-05-15 Floating 1.29475 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10 N/A 38376RAT3 1786922.920000 PA USD 1792367.670000 0.1144509 Long ABS-MBS USGSE US N 2 2065-04-20 Floating 0.53963 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20 N/A 38376RFJ0 2559272.820000 PA USD 2578254.950000 0.1646334 Long ABS-MBS USGSE US N 2 2065-08-20 Floating 0.68963 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R4Z6 1914667.790000 PA USD 1935666.720000 0.1236012 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 1.03113 N N N N N N GOVERNMENT NATL MTGE ASSOC 2008-27 N/A 38374DTL3 20000.000000 PA USD 22287.630000 0.0014232 Long ABS-MBS USGSE US N 2 2037-08-20 Fixed 5.75 N N N N N N GSAMP TRUST 2004-FM2 N/A 36228FN28 2087948.610000 PA USD 2086755.560000 0.1332489 Long ABS-MBS CORP US N 2 2034-01-25 Floating 0.836 N N N N N N GSAMP TRUST 2004-WF N/A 36242DKL6 17596.870000 PA USD 17969.950000 0.0011475 Long ABS-MBS CORP US N 2 2034-10-25 Floating 1.736 N N N N N N GSAMP TRUST 2006-HE1 N/A 3623414T3 2850274.390000 PA USD 2855046.320000 0.1823078 Long ABS-MBS CORP US N 2 2036-01-25 Floating 0.671 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341RT8 19132.870000 PA USD 19444.850000 0.0012416 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.74563 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341RX9 279743.020000 PA USD 288398.050000 0.0184155 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.85921 N N N N N N HARVEST CLO XVI DAC 16A N/A ACI1VVSJ9 4500000.000000 PA 5175039.460000 0.3304500 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 0.64 N N N N N N HARVEST CLO XX DAC 20A N/A ACI1WC7B0 3000000.000000 PA 3469762.430000 0.2215602 Long ABS-CBDO CORP IE N 2 2031-10-20 Floating 0.68 N N N N N N HAWKSMOOR MORTGAGES 19-1A N/A ACI1DHFV7 13175226.200000 PA 17832927.930000 1.1387141 Long ABS-MBS CORP GB N 2 2053-05-25 Floating 1.10022 N N N N N N HERA COMMERCIAL MORTGAGE 2021-FL1 N/A 42704RAA9 4400000.000000 PA USD 4398240.000000 0.2808478 Long ABS-CBDO CORP KY N 2 2038-02-18 Floating 1.13738 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AK8 1500000.000000 PA USD 1501806.920000 0.0958972 Long DBT CORP US N 2 2022-09-01 Floating 3.11988 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AL6 3100000.000000 PA USD 3104548.630000 0.1982396 Long DBT CORP US N 2 2023-10-01 Fixed 1.3 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AM4 3100000.000000 PA USD 3104494.500000 0.1982362 Long DBT CORP US N 2 2023-10-01 Floating 1.1 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABR7 4000000.000000 PA USD 3983913.560000 0.2543911 Long DBT CORP US N 2 2024-01-08 Fixed 0.8 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABQ9 3600000.000000 PA USD 3620589.620000 0.2311912 Long DBT CORP US N 2 2022-11-10 Fixed 1.15 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAA1 3600000.000000 PA USD 3789001.620000 0.2419451 Long DBT CORP GB N 2 2024-07-26 Fixed 3.125 N N N N N N INDYMAC ARM TRUST 2001-H2 N/A 45660UAQ2 19075.490000 PA USD 18732.250000 0.0011961 Long ABS-MBS CORP US N 2 2032-01-25 Floating 1.6591 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2007-FLX1 N/A 45668WAC1 6223457.060000 PA USD 4988835.200000 0.3185600 Long ABS-MBS CORP US N 2 2037-02-25 Floating 0.336 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AL7 3300000.000000 PA USD 3351119.540000 0.2139843 Long DBT CORP NL N 2 2023-10-02 Floating 1.13013 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAK0 3100000.000000 PA USD 3071706.300000 0.1961425 Long DBT CORP US N 2 2030-06-15 Fixed 2.1 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 977UCSII1 6800000.000000 PA 2225220.610000 0.1420905 Long DBT NUSS IL N 2 2022-01-31 Fixed 5.5 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1VWZN0 21000000.000000 PA 6514074.350000 0.4159535 Long DBT NUSS IL N 2 2021-11-30 Floating 0.000001 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1WD5H7 12000000.000000 PA 3722142.090000 0.2376758 Long DBT MUN IL N 2 2021-10-06 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1VRHK7 14200000.000000 PA 4404755.040000 0.2812638 Long DBT NUSS IL N 2 2021-11-30 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513JB34 4100000.000000 PA USD 4364532.000000 0.2786953 Long DBT NUSS IL N 2 2030-07-03 Fixed 2.75 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12 N/A 46651QAA5 3265553.280000 PA USD 3249716.980000 0.2075093 Long ABS-MBS CORP US N 2 2031-12-15 Floating 1.53375 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 471048BL1 3700000.000000 PA USD 3764149.710000 0.2403582 Long DBT NUSS JP N 2 2022-07-21 Fixed 2.375 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 471068AN6 5300000.000000 PA USD 5594492.330000 0.3572339 Long DBT NUSS JP N 2 2023-09-27 Fixed 3.375 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DB8 2900000.000000 PA USD 3128138.510000 0.1997460 Long DBT CORP US N 2 2024-04-01 Fixed 4.7 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBZ8 4300000.000000 PA USD 4313400.390000 0.2754304 Long DBT CORP US N 2 2024-03-16 Floating 0.697 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAW6 800000.000000 PA USD 810736.140000 0.0517692 Long DBT CORP US N 2 2024-07-23 Floating 1.02788 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCQ7 4000000.000000 PA USD 4033280.040000 0.2575434 Long DBT CORP US N 2 2027-09-22 Floating 0.815 N N N N N N JP MORGAN MORTGAGE TRUST-2004-A1 N/A 466247BL6 11868.630000 PA USD 11591.460000 0.0007402 Long ABS-MBS CORP US N 2 2034-02-25 Floating 1.60445 N N N N N N JP MORGAN MTGE ACQUIS CORP 2007-CH5 N/A 46631KAE5 6290887.490000 PA USD 6258938.590000 0.3996619 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.346 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 482466AD1 3600000.000000 PA USD 3633966.000000 0.2320454 Long DBT CORP KR N 2 2022-01-30 Fixed 3.375 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AE0 3200000.000000 PA USD 3530937.820000 0.2254665 Long DBT CORP US N 2 2024-11-01 Fixed 4.65 N N N N N N KVK CLO LTD 2013-1A N/A 482739AF6 811381.020000 PA USD 811786.690000 0.0518363 Long ABS-CBDO CORP KY N 2 2028-01-14 Floating 1.03288 N N N N N N LCM XV LP 15A N/A 50184NAR3 3600000.000000 PA USD 3600899.960000 0.2299339 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 1.13425 N N N N N N LEGACY MORTGAGE ASSET TRUST 2020-GS1 N/A 52474PAA0 3442263.500000 PA USD 3459266.900000 0.2208900 Long ABS-MBS CORP US N 2 2059-10-25 Fixed 2.882 N N N N N N LENNAR CORPORATION 529900G61XVRLX5TJX09 526057BV5 3200000.000000 PA USD 3569408.000000 0.2279230 Long DBT CORP US N 2 2025-05-30 Fixed 4.75 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI0808F5 400000.000000 PA 581611.760000 0.0371386 Long DBT CORP GB N 2 2023-06-27 Floating 7.625 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI115ML0 50000.000000 PA 39351.040000 0.0025127 Long DBT CORP GB N 2 2025-03-07 Fixed 4 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 BF4TF2II0 4400000.000000 PA 3255211.980000 0.2078602 Long DBT CORP GB N 2 2025-03-07 Floating 1.4116 N N N N N N LOANCORE ISSUER LTD 2018-CRE1 N/A 53946MAA5 1003048.480000 PA USD 1003198.940000 0.0640588 Long ABS-CBDO CORP KY N 2 2028-05-15 Floating 1.21375 N N N N N N LOANCORE ISSUER LTD 2021-CRE4 N/A 53946CAA7 3062716.900000 PA USD 3065210.260000 0.1957277 Long ABS-MBS CORP US N 2 2035-07-15 Floating 0.96448 N N N N N N LOS ANGELES COMMUNITY COLLEGE DISTRICT N/A 54438CYM8 3700000.000000 PA USD 3724637.560000 0.2378352 Long DBT MUN US N 2 2028-08-01 Fixed 1.606 N N N N N N LP CREDIT CARD ABS MASTER TRUST 2018-1 N/A 50214FAA1 1993797.800000 PA USD 1993797.800000 0.1273131 Long ABS-MBS CORP US N 2 2024-08-20 Floating 1.63838 N N N N N N MAN GLG EURO CLO V DAC 5A N/A ACI1WBHS4 3000000.000000 PA 3480964.710000 0.2222755 Long ABS-CBDO CORP IE N 2 2031-12-15 Floating 0.69 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BC6 3800000.000000 PA USD 3846300.870000 0.2456039 Long DBT CORP US N 2 2022-10-03 Fixed 2.125 N N N N N N MASTR REPERFORMING LOAN TR 2006-1 N/A 57643QBP9 96239.010000 PA USD 93189.680000 0.0059506 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 8 Y N N N N N MASTR SPECIALIZED LOAN TRUST 2006-2 N/A 57643AAA8 327036.710000 PA USD 320814.220000 0.0204855 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.606 N N N N N N MASTR SPECIALIZED LOAN TRUST 2006-3 N/A 57643BAA6 435172.710000 PA USD 425773.020000 0.0271876 Long ABS-MBS CORP US N 2 2046-06-25 Floating 0.346 N N N N N N MASTR SPECIALIZED LOAN TRUST 2007-1 N/A 57645KAA4 271465.010000 PA USD 153787.260000 0.0098200 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.456 N N N N N N MELLON RESIDENTIAL FUND CORP 2002-TBC2 N/A 585525FX1 44439.660000 PA USD 43258.240000 0.0027622 Long ABS-MBS CORP US N 2 2032-08-15 Floating 0.94375 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AH3 2050000.000000 PA USD 2050520.470000 0.1309351 Long DBT CORP US N 2 2022-08-10 Floating 0.57838 N N N N N N MF1 2021-FL5 LTD N/A 55282XAA8 3600000.000000 PA USD 3604781.340000 0.2301818 Long ABS-MBS CORP KY N 2 2036-07-15 Floating 1.01448 N N N N N N MF1 2021-FL7 LTD N/A 000000000 3800000.000000 PA USD 3802280.000000 0.2427930 Long ABS-CBDO CORP KY N 2 2036-10-18 Floating 1.175 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBG3 2800000.000000 PA USD 2837574.150000 0.1811921 Long DBT CORP JP N 2 2024-07-10 Floating 1.109 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDZ6 425000.000000 PA USD 470703.620000 0.0300566 Long DBT CORP US N 2 2026-01-27 Fixed 3.875 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBZ1 3600000.000000 PA USD 3785640.700000 0.2417305 Long DBT CORP US N 2 2024-11-21 Fixed 2.6 N N N N N N MORGAN STANLEY ABS CAPITAL I 2004-HE9 N/A 61744CJU1 1084745.300000 PA USD 1085862.260000 0.0693373 Long ABS-MBS CORP US N 2 2034-11-25 Floating 1.016 N N N N N N MORGAN STANLEY CAPITAL INC 2006-HE2 N/A 617451EU9 37639.660000 PA USD 34070.420000 0.0021756 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.446 N N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-8AR N/A 61749LAP6 48074.890000 PA USD 50969.290000 0.0032546 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.03816 N N N N N N MORTGAGEIT TRUST 2005-4 N/A 61913PAZ5 207863.900000 PA USD 209159.270000 0.0133558 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.646 N N N N N N MOUNTAIN VIEW CLO LLC 2017-2A N/A 62432LAL5 4200000.000000 PA USD 4200078.670000 0.2681942 Long ABS-CBDO CORP KY N 2 2031-01-16 Floating 1.14448 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAA5 3400000.000000 PA USD 3545527.110000 0.2263981 Long DBT CORP GB N 2 2024-03-08 Floating 3.766 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 ACI0LCK78 3600000.000000 PA 4336240.710000 0.2768888 Long DBT CORP GB N 2 2023-03-22 Fixed 2.5 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAL8 2500000.000000 PA USD 2562393.530000 0.1636206 Long DBT CORP US N 2 2025-06-22 Fixed 1.875 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBT6 4300000.000000 PA USD 4300452.960000 0.2746036 Long DBT CORP US N 2 2023-02-22 Floating 0.40075 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAB2 1400000.000000 PA USD 1434037.510000 0.0915699 Long DBT CORP US N 2 2022-11-28 Fixed 2.721 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BR9 4300000.000000 PA USD 4312389.680000 0.2753658 Long DBT CORP US N 2 2024-03-08 Floating 0.75463 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 65480CAC9 3800000.000000 PA USD 3762807.730000 0.2402725 Long DBT CORP US N 2 2026-09-16 Fixed 1.85 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAR0 4100000.000000 PA USD 4162689.490000 0.2658068 Long DBT CORP JP N 2 2025-07-16 Fixed 1.851 N N N N N N NONGHYUP BANK 988400GSDJCW3LKJBD20 65540JAF5 4000000.000000 PA USD 4009502.840000 0.2560251 Long DBT CORP KR N 2 2024-07-28 Fixed 0.875 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAB1 4300000.000000 PA USD 4295489.300000 0.2742867 Long DBT CORP JP N 2 2024-03-01 Fixed 0.583 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAV0 4100000.000000 PA USD 4361016.250000 0.2784708 Long DBT CORP NL N 2 2023-06-01 Fixed 4.625 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAW8 3500000.000000 PA USD 3604748.040000 0.2301797 Long DBT CORP NL N 2 2022-09-01 Fixed 3.875 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-7 N/A 007036MX1 15467.890000 PA USD 15281.020000 0.0009758 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.61249 Y N N N N N ONE NEW YORK PLAZA TRUST 2020-1NYP N/A 68249DAA7 3000000.000000 PA USD 3013505.700000 0.1924261 Long ABS-MBS CORP US N 2 2026-01-15 Floating 1.034 N N N N N N ORIGIN ENERGY FINANCE LIMITED 5493002W5C9Z753C7Q57 68620YAA0 1166000.000000 PA USD 1167556.590000 0.0745538 Long DBT CORP AU N 2 2021-10-14 Fixed 5.45 N N N N N N OWNIT MORTGAGE LN ASSET-BCK CERT 2005-5 N/A 69121PBU6 3799633.310000 PA USD 3964807.170000 0.2531711 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.986 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JP3 1400000.000000 PA USD 1447302.140000 0.0924169 Long DBT CORP US N 2 2026-01-01 Fixed 3.15 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JE8 2900000.000000 PA USD 2895659.050000 0.1849011 Long DBT CORP US N 2 2022-06-16 Fixed 1.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HM2 3000000.000000 PA USD 3130216.770000 0.1998787 Long DBT CORP US N 2 2025-06-15 Fixed 3.5 N N N N N N AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP) 5493001L78U618KXNZ75 00108WAH3 1800000.000000 PA USD 2007161.050000 0.1281664 Long DBT CORP US N 2 2028-06-01 Fixed 3.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HK6 1300000.000000 PA USD 1349390.300000 0.0861647 Long DBT CORP US N 2 2024-08-15 Fixed 3.4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JS7 4300000.000000 PA USD 4285942.480000 0.2736770 Long DBT CORP US N 2 2023-03-10 Fixed 1.367 N N N N N N PALMER SQUARE LOAN FUNDING 2021-4 N/A 69702HAA6 4000000.000000 PA USD 4000000.000000 0.2554183 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 0.92538 N N N N N N PARK PLACE SECURITIES INC 2004-WWF1 N/A 70069FDN4 1352078.180000 PA USD 1366518.510000 0.0872585 Long ABS-MBS CORP US N 2 2034-12-25 Floating 1.886 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAD5 3800000.000000 PA USD 4063113.410000 0.2594484 Long DBT CORP US N 2 2026-10-01 Fixed 2.65 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BC7 2000000.000000 PA USD 2120188.660000 0.1353837 Long DBT CORP US N 2 2023-08-01 Fixed 4.125 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BX9 12000000.000000 PA 2912535.980000 0.1859788 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638CZ3 2000000.000000 PA 417927.200000 0.0266866 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.4 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AY8 20500000.000000 PA 5581930.100000 0.3564318 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 3599820.360000 PA USD 3607804.220000 0.2303748 Long ABS-MBS CORP KY N 2 2038-04-14 Floating 0.93375 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAA0 500000.000000 PA USD 566080.530000 0.0361468 Long DBT CORP US N 2 2027-03-15 Fixed 4.3 N N N N N N PRIME MORTGAGE TRUST 2004-CL1 N/A 74160MDL3 26115.270000 PA USD 25526.640000 0.0016300 Long ABS-MBS CORP US N 2 2034-02-25 Floating 0.486 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 P1910WRC5 4288000.000000 PA 21913.470000 0.0013993 Long DBT NUSS AR N 2 2025-04-12 Floating 37.8958 N N N N N N PROVINCE OF ONTARIO CANADA C7PVKCRGLG18EBQGZV36 68323AAW4 3100000.000000 PA 2494007.520000 0.1592538 Long DBT NUSS CA N 2 2022-06-02 Fixed 3.15 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZEH2 10600000.000000 PA 8422678.570000 0.5378266 Long DBT NUSS CA N 2 2021-12-01 Fixed 4.25 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZEL3 600000.000000 PA 490730.460000 0.0313354 Long DBT NUSS CA N 2 2022-12-01 Fixed 3.5 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CQH2 4300000.000000 PA USD 4577006.000000 0.2922628 Long DBT NUSS QA N 2 2024-03-14 Fixed 3.375 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI122SK2 1000000.000000 PA USD 1053133.000000 0.0672474 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.875 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAG7 3800000.000000 PA USD 3802287.330000 0.2427934 Long DBT CORP US N 2 2024-10-01 Fixed 0.95 N N N N N N RAYMOND JAMES FINANCIAL INC RGUZHJ05YTITL6D76949 754730AG4 1900000.000000 PA USD 2258820.340000 0.1442360 Long DBT CORP US N 2 2030-04-01 Fixed 4.65 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RBA0 3700000.000000 PA USD 4088580.220000 0.2610746 Long DBT CORP US N 2 2030-06-15 Fixed 3.7 N N N N N N RELIANCE STEEL & ALUMINUM CO 549300E287ZOFT3C5Z56 759509AF9 2600000.000000 PA USD 2592624.220000 0.1655509 Long DBT CORP US N 2 2025-08-15 Fixed 1.3 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2007-1 N/A 75970JAF3 927119.020000 PA USD 400225.780000 0.0255562 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.612 N N N N N N RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1 N/A 76112BR36 440534.070000 PA USD 417879.340000 0.0266835 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.526 N N N N N N RESIDENTIAL ASSET MORTGAGE PROD 2006-NC2 N/A 75156TAD2 1000000.000000 PA USD 974623.300000 0.0622342 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.626 N N N N N N RESIDENTIAL ASSET SECURITIES 2006-KS8 N/A 74924RAD0 1705535.700000 PA USD 1682666.000000 0.1074459 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.326 N N N N N N RESIDENTIAL FUNDING MTGE SEC 2005-SA4 N/A 76111XYD9 159613.950000 PA USD 119597.150000 0.0076368 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.93982 Y N N N N N RESIDENTIAL FUNDING MTGE SEC 2005-SA4 N/A 76111XYF4 228672.590000 PA USD 168390.560000 0.0107525 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.70255 N N N N N N RESLOC UK PLC 2007-1X N/A B1XCHCII2 958942.880000 PA 1253811.650000 0.0800616 Long ABS-MBS CORP GB N 2 2043-12-15 Floating 0.22963 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 U76673AA7 410336.730000 PA USD 450596.920000 0.0287727 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKM0 3700000.000000 PA USD 3753644.970000 0.2396874 Long DBT CORP US N 2 2022-06-01 Fixed 2.875 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AU0 700000.000000 PA USD 782102.030000 0.0499408 Long DBT CORP US N 2 2028-03-15 Fixed 4.2 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AX4 3700000.000000 PA USD 4267219.770000 0.2724815 Long DBT CORP US N 2 2030-05-15 Fixed 4.5 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAZ9 4200000.000000 PA USD 4489613.730000 0.2866824 Long DBT CORP US N 2 2026-10-05 Fixed 3.244 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAB5 7200000.000000 PA USD 7210879.200000 0.4604476 Long DBT NUSS SA N 2 2021-10-26 Fixed 2.375 N N N N N N SFO COMMERCIAL MORTGAGE TRUST 2021-555 N/A 78432WAA1 3600000.000000 PA USD 3615471.360000 0.2308644 Long ABS-MBS CORP US N 2 2038-05-15 Floating 1.234 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582CG5 3700000.000000 PA USD 3930518.360000 0.2509816 Long DBT CORP NL N 2 2030-04-06 Fixed 2.75 N N N N N N SL GREEN OPERATING PARTNERSHIP LP 2K1OXW4LY7IS2U150Y32 78444FAF3 2148000.000000 PA USD 2201545.260000 0.1405787 Long DBT CORP US N 2 2022-10-15 Fixed 3.25 N N N N N N SMALL BUSINESS ADMIN PART CERT 2004-20C N/A 83162CNQ2 1681.820000 PA USD 1727.830000 0.0001103 Long ABS-O CORP US N 2 2024-03-01 Fixed 4.34 N N N N N N SMALL BUSINESS ADMIN PART CERT 2005-20G N/A 83162CPR8 671284.600000 PA USD 703837.880000 0.0449433 Long ABS-O CORP US N 2 2025-07-01 Fixed 4.75 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2003-20I N/A 83162CNF6 283.310000 PA USD 291.400000 0.0000186 Long ABS-O CORP US N 2 2023-09-01 Fixed 5.13 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBC5 3700000.000000 PA USD 3681540.520000 0.2350832 Long DBT CORP FR N 2 2027-06-09 Floating 1.792 N N N N N N SOUND POINT CLO XII LTD 2016-2A N/A 83610CAW1 3651305.080000 PA USD 3655865.710000 0.2334438 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.18425 N N N N N N SOUND POINT CLO XVI LTD 2017-2A N/A 83610KAJ2 3200000.000000 PA USD 3201686.500000 0.2044423 Long ABS-CBDO CORP KY N 2 2030-07-25 Floating 1.10525 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT1 N/A 83611MDH8 680209.040000 PA USD 680656.210000 0.0434630 Long ABS-MBS CORP US N 2 2035-06-25 Floating 0.761 N N N N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 023608AH5 2100000.000000 PA USD 2195767.520000 0.1402098 Long DBT CORP US N 2 2024-09-15 Fixed 2.5 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DH7 3700000.000000 PA USD 3661851.110000 0.2338260 Long DBT CORP US N 2 2028-03-15 Fixed 1.75 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BV1 3600000.000000 PA USD 3623286.130000 0.2313634 Long DBT CORP GB N 2 2023-10-14 Floating 1.319 N N N N N N STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1 N/A 78485WAA7 3000000.000000 PA USD 3001950.000000 0.1916882 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 1.24448 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2007-1 N/A 86362TAF4 1268791.470000 PA USD 1067090.170000 0.0681386 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.00552 Y N N N N N STRUCTURED ARM LOAN TRUST 2004-8 N/A 86359BWG2 72945.140000 PA USD 79260.950000 0.0050612 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.61809 N N N N N N STRUCTURED ASSET INVST LN TR 2005-4 N/A 86358ESN7 2500000.000000 PA USD 2513646.000000 0.1605078 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.986 N N N N N N STRUCTURED ASSET MTG INV INC 2003-AR1 N/A 86358HRX9 15135.650000 PA USD 14784.760000 0.0009441 Long ABS-MBS CORP US N 2 2033-10-19 Floating 0.92738 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPE3 279771.530000 PA USD 273141.900000 0.0174414 Long ABS-MBS CORP US N 2 2035-07-19 Floating 0.58738 N N N N N N STRUCTURED ASSET MTGE INVEST 2007-AR7 N/A 86364KAA2 4622007.460000 PA USD 4119376.170000 0.2630410 Long ABS-MBS CORP US N 2 2047-05-25 Floating 0.936 Y N N N N N STRUCTURED ASSET SEC CORP 2007-WF1 N/A 86358BAT9 1523428.650000 PA USD 1503398.610000 0.0959989 Long ABS-MBS CORP US N 2 2037-02-25 Floating 0.506 N N N N N N STRUCTURED ASSET SECUR CORP 2006-WF4 N/A 863576DL5 500000.000000 PA USD 498851.250000 0.0318539 Long ABS-MBS CORP US N 2 2035-11-25 Floating 1.091 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCA6 3500000.000000 PA USD 3529534.120000 0.2253769 Long DBT CORP JP N 2 2025-07-08 Fixed 1.474 N N N N N N SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP 549300PUNBPJCGT6X741 866677AF4 3900000.000000 PA USD 3909647.350000 0.2496489 Long DBT CORP US N 2 2028-11-01 Fixed 2.3 N N N N N N SUNRUN DEMETER ISSUER 2021-2A N/A 86772HAA5 3900000.000000 PA USD 3910720.710000 0.2497174 Long ABS-O CORP US N 2 2057-01-30 Fixed 2.27 N N N N N N SUNTORY HOLDINGS LIMITED 54930074QUY8RD0UZM08 86803UAD3 4300000.000000 PA USD 4456267.930000 0.2845531 Long DBT CORP JP N 2 2024-10-16 Fixed 2.25 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BP1 2400000.000000 PA USD 2761285.990000 0.1763207 Long DBT CORP US N 2 2025-04-01 Fixed 5.65 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABZ7 2600000.000000 PA USD 2610129.500000 0.1666687 Long DBT CORP US N 2 2026-02-15 Fixed 1.5 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BB7 1800000.000000 PA USD 1828048.140000 0.1167292 Long DBT CORP US N 2 2022-09-15 Fixed 2.6 N N N N N N AMERICAN HOME MTGE INV TRUST 2004-4 N/A 02660TCS0 61591.790000 PA USD 62125.230000 0.0039670 Long ABS-MBS CORP US N 2 2045-02-25 Floating 2.15475 N N N N N N TESCO PROPERTY FINANCE 5 PLC 213800BN1HYPUZMXAF92 ACI01EQ39 1367249.170000 PA 2414204.250000 0.1541580 Long DBT CORP GB N 2 2041-10-13 Fixed 5.6611 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAL5 3400000.000000 PA USD 3582750.000000 0.2287750 Long DBT CORP NL N 2 2024-04-15 Fixed 6 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DD6 1400000.000000 PA USD 1524646.980000 0.0973557 Long DBT CORP US N 2 2025-07-10 Fixed 3.75 N N N N N N TOWD POINT HE TRUST 2021-HE1 N/A 89180DAA4 2982539.060000 PA USD 2984293.990000 0.1905608 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 7478236.230000 PA 10116272.050000 0.6459703 Long ABS-MBS CORP GB N 2 2045-05-20 Floating 0.95023 N N N N N N TOWD POINT MORTGAGE FUNDING 19-A13A N/A ACI1G4F01 5577080.000000 PA 7542133.340000 0.4815997 Long ABS-MBS CORP GB N 2 2045-07-20 Floating 0.95035 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC N/A ACI19VH23 5134364.050000 PA 6975808.760000 0.4454373 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 1.09713 N N N N N N TOYOTA MOTOR CORPORATION 5493006W3QUS5LMH6R84 892331AL3 3200000.000000 PA USD 3204702.270000 0.2046349 Long DBT CORP JP N 2 2024-03-25 Fixed 0.681 N N N N N N TRALEE CLO V LTD 2018-5A N/A 89300JAA6 3739728.850000 PA USD 3743468.580000 0.2390376 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.24425 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAT7 4400000.000000 PA USD 4688871.040000 0.2994059 Long DBT CORP US N 2 2024-05-15 Fixed 3.375 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 5800000.000000 PA USD 6351406.000000 0.4055663 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N UBS AG / STAMFORD BRANCH BFM8T61CT2L1QCEMIK50 90261AAB8 250000.000000 PA USD 264922.300000 0.0169165 Long DBT CORP CH N 2 2022-08-17 Fixed 7.625 N N N N N N UMBS PASS THRU POOLS N/A 01F0226B6 -10900000.000000 PA USD -11218058.510000 -0.7163244 Short ABS-MBS USGSE US N 2 2051-11-10 Fixed 2.5 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 7800000.000000 PA USD 8929142.040000 0.5701666 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 3400000.000000 PA USD 3493500.000000 0.2230760 Long DBT CORP US N 2 2026-04-15 Fixed 4.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796Q51 7000000.000000 PA USD 6999538.210000 0.4469526 Long DBT UST US N 2 2022-01-04 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796Q77 2200000.000000 PA USD 2199766.870000 0.1404652 Long DBT UST US N 2 2022-01-18 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796Q85 46200000.000000 PA USD 46194045.280000 2.9497012 Long DBT UST US N 2 2022-01-25 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796Q93 21300000.000000 PA USD 21302994.780000 1.3602937 Long DBT UST US N 2 2022-02-01 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796C31 1900000.000000 PA USD 1899749.330000 0.1213077 Long DBT UST US N 2 2022-01-27 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796K65 12300000.000000 PA USD 12299006.900000 0.7853479 Long DBT UST US N 2 2022-01-06 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796K81 17200000.000000 PA USD 17198276.390000 1.0981887 Long DBT UST US N 2 2022-01-20 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796D30 52200000.000000 PA USD 52190473.500000 3.3326006 Long DBT UST US N 2 2022-02-24 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796K99 27200000.000000 PA USD 27195986.090000 1.7365882 Long DBT UST US N 2 2022-02-03 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796L80 76800000.000000 PA USD 76787397.120000 4.9032268 Long DBT UST US N 2 2022-02-17 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796F38 7500000.000000 PA USD 7498459.350000 0.4788109 Long DBT UST US N 2 2022-03-24 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796L98 6800000.000000 PA USD 6798880.110000 0.4341396 Long DBT UST US N 2 2022-03-03 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796N39 9400000.000000 PA USD 9397636.930000 0.6000821 Long DBT UST US N 2 2022-03-31 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9127965G0 6400000.000000 PA USD 6399649.150000 0.4086469 Long DBT UST US N 2 2021-12-02 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CBL4 7300000.000000 PA USD 7071875.000000 0.4515716 Long DBT UST US N 2 2031-02-15 Fixed 1.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SW9 4000000.000000 PA USD 3914062.480000 0.2499308 Long DBT UST US N 2 2041-02-15 Fixed 1.875 N N N N N N ANCHORAGE CAPITAL CLO 11 LTD 2019-11A N/A 03330NAJ3 4000000.000000 PA USD 4000083.560000 0.2554236 Long ABS-CBDO CORP KY N 2 2032-07-22 Floating 1.27825 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SN9 5600000.000000 PA USD 4583031.260000 0.2926475 Long DBT UST US N 2 2050-05-15 Fixed 1.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128286Z8 9000000.000000 PA USD 9319218.750000 0.5950748 Long DBT UST US N 2 2024-06-30 Fixed 1.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128282P4 8227000.000000 PA USD 8350108.420000 0.5331926 Long DBT UST US N 2 2022-07-31 Fixed 1.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828XQ8 1200000.000000 PA USD 1219175.530000 0.0778499 Long DBT UST US N 2 2022-07-31 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SP4 9300000.000000 PA USD 7850507.770000 0.5012909 Long DBT UST US N 2 2050-08-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828L57 1402000.000000 PA USD 1425400.890000 0.0910184 Long DBT UST US N 2 2022-09-30 Fixed 1.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828M80 315000.000000 PA USD 321915.230000 0.0205558 Long DBT UST US N 2 2022-11-30 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CAV3 8400000.000000 PA USD 7973601.550000 0.5091510 Long DBT UST US N 2 2030-11-15 Fixed 0.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810ST6 32000000.000000 PA USD 28755000.000000 1.8361384 Long DBT UST US N 2 2040-11-15 Fixed 1.375 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412HGE7 1000000.000000 PA USD 1009385.000000 0.0644539 Long DBT MUN US N 2 2025-05-15 Fixed 0.883 N N N N N N UTAH ACQUISITION SUB INC 254900JOFV74IJ7H9933 62854AAN4 4300000.000000 PA USD 4739326.700000 0.3026277 Long DBT CORP US N 2 2026-06-15 Fixed 3.95 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AV2 3900000.000000 PA USD 4274228.480000 0.2729291 Long DBT CORP US N 2 2030-06-01 Fixed 3.5 N N N N N N VENTURE CLO LTD 2014-17A N/A 92329YAL0 2786713.540000 PA USD 2787410.220000 0.1779889 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 1.00613 N N N N N N VENTURE CLO LTD 2018-33A N/A 92330YAN3 4400000.000000 PA USD 4399869.720000 0.2809518 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 1.18613 N N N N N N VENTURE XXIX CLO LTD 2017-29A N/A 92331EAF3 3600000.000000 PA USD 3597212.950000 0.2296985 Long ABS-CBDO CORP KY N 2 2030-09-07 Floating 1.11475 N N N N N N VENTURE XXVII CLO LTD 2017-27A N/A 92331LBC3 3500000.000000 PA USD 3497995.830000 0.2233630 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 1.18425 N N N N N N VENTURE XXVIII CLO LTD 2017-28A N/A 92331AAW4 3800000.000000 PA USD 3800090.590000 0.2426532 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 1.10963 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGM0 8546000.000000 PA USD 8456573.630000 0.5399909 Long DBT CORP US N 2 2032-03-15 Fixed 2.355 N N N N N N VIBRANT CLO VI LTD 2017-6A N/A 92558EAJ1 3800000.000000 PA USD 3800967.940000 0.2427092 Long ABS-CBDO CORP KY N 2 2029-06-20 Floating 1.072 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AD7 1700000.000000 PA USD 1894442.410000 0.1209688 Long DBT CORP US N 2 2025-05-15 Fixed 4.5 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BD3 2200000.000000 PA USD 2286312.310000 0.1459915 Long DBT CORP US N 2 2023-05-12 Fixed 3.125 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AQ3 2100000.000000 PA USD 2229533.270000 0.1423659 Long DBT CORP US N 2 2025-06-15 Fixed 3.2 N N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A 92925VAP5 1025007.530000 PA USD 1033733.830000 0.0660086 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.07796 Y N N N N N WASHINGTON MUTUAL 2005-AR13 N/A 92922F4M7 130485.070000 PA USD 131199.710000 0.0083777 Long ABS-MBS CORP US N 2 2045-10-25 Floating 0.666 N N N N N N WASHINGTON MUTUAL 2006-AR16 N/A 92925GAE3 1026234.380000 PA USD 984467.360000 0.0628627 Long ABS-MBS CORP US N 2 2036-12-25 Floating 2.44796 Y N N N N N WELLFLEET CLO LTD 2017-1A N/A 94950GAL1 3414976.200000 PA USD 3413444.580000 0.2179641 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 1.02425 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGH7 1500000.000000 PA USD 1592749.640000 0.1017044 Long DBT CORP US N 2 2025-02-19 Fixed 3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGP9 3600000.000000 PA USD 3923641.730000 0.2505425 Long DBT CORP US N 2 2025-09-29 Fixed 3.55 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 3500000.000000 PA USD 3646285.200000 0.2328320 Long DBT CORP US N 2 2025-10-30 Floating 2.406 N N N N N N WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA2 N/A 94985FAA6 2523150.950000 PA USD 2523342.710000 0.1611270 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 Y N N N N N Z CAPITAL CREDIT PARTNERS CLO LTD 2015-1 N/A 98877EAG8 663302.100000 PA USD 664127.980000 0.0424076 Long ABS-CBDO CORP KY N 2 2027-07-16 Floating 1.07638 N N N N N N N/A N/A 000000000 4768000.000000 PA USD 4768000.000000 0.3044586 Long RA US N 2 Repurchase N 0.0000001 2021-10-01 4219600.000000 USD 4863393.780000 USD UST N N N N/A N/A 000000000 21300000.000000 PA USD 21300000.000000 1.3601025 Long RA US N 2 Repurchase N 0.0500000 2021-10-05 21746000.000000 USD 21734770.580000 USD UST N N N N/A N/A 000000000 19000000.000000 PA USD 19000000.000000 1.2132370 Long RA US N 2 Repurchase N 0.0300000 2021-10-01 19588100.000000 USD 19375385.380000 USD UST N N N N/A N/A 000000000 1.000000 NC -677014.040000 -0.0432304 N/A DFE BR N 2 Banco Santander, S.A. N/A 91000000.000000 BRL 16033264.620000 USD 2021-10-04 -677014.040000 N N N N/A N/A 000000000 1.000000 NC -203217.860000 -0.0129764 N/A DFE BR N 2 Banco Santander, S.A. N/A 24000000.000000 BRL 4203888.600000 USD 2021-10-04 -203217.860000 N N N N/A N/A 000000000 1.000000 NC -229076.690000 -0.0146276 N/A DFE BR N 2 Banco Santander, S.A. N/A 33300000.000000 BRL 5787781.350000 USD 2022-01-04 -229076.690000 N N N N/A N/A 000000000 1.000000 NC 4341.520000 0.0002772 N/A DFE BR N 2 Banco Santander, S.A. N/A 2500000.000000 BRL 437857.510000 USD 2022-07-05 4341.520000 N N N N/A N/A 000000000 1.000000 NC 13485.510000 0.0008611 N/A DFE BR N 2 Banco Santander, S.A. N/A 5800000.000000 BRL 1019242.600000 USD 2022-07-05 13485.510000 N N N N/A N/A 000000000 1.000000 NC -5852.810000 -0.0003737 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1019067.600000 USD 4189896.450000 PEN 2021-10-12 -5852.810000 N N N N/A N/A 000000000 1.000000 NC -692.030000 -0.0000442 N/A DFE IL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 136000.000000 ILS 41504.220000 USD 2021-11-12 -692.030000 N N N N/A N/A 000000000 1.000000 NC 151.830000 0.0000097 N/A DFE IL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 290618.390000 ILS 90321.000000 USD 2021-11-12 151.830000 N N N N/A N/A 000000000 1.000000 NC 9293.010000 0.0005934 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 4189896.450000 PEN 1003568.010000 USD 2022-06-27 9293.010000 N N N N/A N/A 000000000 1.000000 NC -16455.590000 -0.0010508 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1183343.880000 USD 866000.000000 GBP 2021-11-17 -16455.590000 N N N N/A N/A 000000000 1.000000 NC 8806.550000 0.0005623 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 102600000.000000 JPY 930952.540000 USD 2021-11-17 8806.550000 N N N N/A N/A 000000000 1.000000 NC 2566.230000 0.0001639 N/A DFE BR N 2 BNP Paribas S.A. N/A 21500073.440000 USD 117098000.000000 BRL 2021-10-04 2566.230000 N N N N/A N/A 000000000 1.000000 NC -53570.110000 -0.0034207 N/A DFE BR N 2 BNP Paribas S.A. N/A 28461411.090000 USD 154702000.000000 BRL 2021-10-04 -53570.110000 N N N N/A N/A 000000000 1.000000 NC -3510.130000 -0.0002241 N/A DFE MX N 2 BNP Paribas S.A. N/A 129787.780000 USD 2620000.000000 MXN 2021-11-08 -3510.130000 N N N N/A N/A 000000000 1.000000 NC 55613.800000 0.0035512 N/A DFE AU N 2 BNP Paribas S.A. N/A 4516000.000000 AUD 3321035.240000 USD 2021-11-17 55613.800000 N N N N/A N/A 000000000 1.000000 NC 33628.330000 0.0021473 N/A DFE BR N 2 BNP Paribas S.A. N/A 160996000.000000 BRL 28549945.910000 USD 2022-04-04 33628.330000 N N N N/A N/A 000000000 1.000000 NC 148859.330000 0.0095053 N/A DFE BR N 2 BNP Paribas S.A. N/A 164157000.000000 BRL 28614732.950000 USD 2022-07-05 148859.330000 N N N 2021-11-05 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer