NPORT-P false 0000810893 XXXXXXXX S000009691 C000200445 C000064143 C000222833 C000026575 C000026577 C000026581 C000026576 C000026579 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Low Duration Fund S000009691 MGFS63GRW2G1SZOESY83 2022-03-31 2022-03-31 N 11662802798.830000 2712950465.640000 8949852333.190001 0.000000 0.000000 351164684.250000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 ZAR AUD BRL CAD ARS GBP ILS JPY PEN USD EUR N N/A N/A 000000000 1.000000 NC -154.130000 -0.0000017 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1544.000000 USD 118397.160000 RUB 2022-04-21 -154.130000 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AV7 27300000.000000 PA USD 27268143.900000 0.3046770 Long DBT CORP US N 2 2023-03-09 Floating 1.02286 N N N N N N N/A N/A 000000000 1.000000 NC -66577.580000 -0.0007439 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5477760.000000 ILS 1657315.740000 USD 2022-08-01 -66577.580000 N N N N/A N/A 000000000 1.000000 NC -41087.340000 -0.0004591 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5000000.000000 ILS 1525809.060000 USD 2022-04-06 -41087.340000 N N N N/A N/A 000000000 1.000000 NC -5288.290000 -0.0000591 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 999900.000000 ILS 308059.650000 USD 2022-04-06 -5288.290000 N N N N/A N/A 000000000 1.000000 NC -214282.400000 -0.0023943 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 54505450.000000 ILS 16968261.630000 USD 2022-09-07 -214282.400000 N N N N/A N/A 000000000 1.000000 NC -156404.900000 -0.0017476 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 75003750.000000 ILS 23419643.410000 USD 2022-07-06 -156404.900000 N N N N/A N/A 000000000 1.000000 NC -190428.880000 -0.0021277 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 75570000.000000 ILS 23592032.970000 USD 2022-08-01 -190428.880000 N N N N/A N/A 000000000 1.000000 NC -337205.250000 -0.0037677 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 75000000.000000 ILS 23339038.430000 USD 2022-10-07 -337205.250000 N N N N/A N/A 000000000 1.000000 NC -149695.750000 -0.0016726 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 63409510.000000 ILS 19867624.390000 USD 2022-10-07 -149695.750000 N N N N/A N/A 000000000 1.000000 NC -81406.060000 -0.0009096 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 75003750.000000 ILS 23563114.570000 USD 2022-09-07 -81406.060000 N N N N/A N/A 000000000 1.000000 NC 9207.510000 0.0001029 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1600560.000000 ILS 510789.850000 USD 2022-04-06 9207.510000 N N N N/A N/A 000000000 1.000000 NC 8632.040000 0.0000964 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1500525.000000 ILS 478865.490000 USD 2022-04-06 8632.040000 N N N N/A N/A 000000000 1.000000 NC 156789.810000 0.0017519 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 18803760.000000 ILS 6112062.410000 USD 2022-12-07 156789.810000 N N N N/A N/A 000000000 1.000000 NC 21632.930000 0.0002417 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10203060.000000 ILS 3253008.130000 USD 2022-12-07 21632.930000 N N N N/A N/A 000000000 1.000000 NC 12713.320000 0.0001421 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 12248225.000000 ILS 3890363.210000 USD 2022-11-30 12713.320000 N N N N/A N/A 000000000 1.000000 NC -19736.260000 -0.0002205 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 28494300.000000 ILS 9018039.690000 USD 2023-01-04 -19736.260000 N N N N/A N/A 000000000 1.000000 NC -27646.190000 -0.0003089 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 31493700.000000 ILS 9961474.590000 USD 2023-01-04 -27646.190000 N N N N/A N/A 000000000 1.000000 NC 3106.760000 0.0000347 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 38592280.000000 ILS 12243743.650000 USD 2023-01-04 3106.760000 N N N ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM N/A 04965JAA1 2800000.000000 PA USD 2760695.000000 0.0308463 Long ABS-MBS CORP US N 2 2036-12-15 Floating 1.327 N N N N N N N/A N/A 000000000 1.000000 NC -842778.440000 -0.0094167 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 31850771.980000 PEN 7789760.320000 USD 2022-05-09 -842778.440000 N N N N/A N/A 000000000 1.000000 NC -1419636.220000 -0.0158621 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 52244240.570000 PEN 12456900.470000 USD 2022-12-06 -1419636.220000 N N N N/A N/A 000000000 1.000000 NC -1742602.460000 -0.0194707 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 123325112.700000 PEN 31156347.930000 USD 2022-10-19 -1742602.460000 N N N N/A N/A 000000000 1.000000 NC -131308.970000 -0.0014672 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 15325696.760000 PEN 3974197.230000 USD 2022-09-06 -131308.970000 N N N N/A N/A 000000000 1.000000 NC USD -156279.020000 -0.0017462 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-06-21 0.000000 USD -172616.050000 USD 3600000.000000 USD 16337.030000 N N N N/A N/A 000000000 1.000000 NC USD -304843.510000 -0.0034061 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-12-21 0.000000 USD -447734.560000 USD 9200000.000000 USD 142891.050000 N N N N/A N/A 000000000 1.000000 NC USD -304843.510000 -0.0034061 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-12-21 0.000000 USD -449693.570000 USD 9200000.000000 USD 144850.060000 N N N N/A N/A 000000000 1.000000 NC USD -677209.090000 -0.0075667 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-06-21 0.000000 USD -881919.920000 USD 15600000.000000 USD 204710.830000 N N N N/A N/A 000000000 1.000000 NC 1642.040000 0.0000183 N/A DFE DK N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 168647.000000 USD 1141126.310000 DKK 2022-07-01 1642.040000 N N N N/A N/A 000000000 1.000000 NC -1699.490000 -0.0000190 N/A DFE DK N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1145426.810000 DKK 168647.000000 USD 2022-04-01 -1699.490000 N N N N/A N/A 000000000 1.000000 NC -115854.920000 -0.0012945 N/A DFE IL N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 47495250.000000 ILS 14877599.920000 USD 2022-10-07 -115854.920000 N N N N/A N/A 000000000 1.000000 NC -159481.140000 -0.0017819 N/A DFE IL N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 72696365.000000 ILS 22789543.560000 USD 2022-10-07 -159481.140000 N N N AVERY POINT VI CLO LTD 2015-6A N/A 05363LBC6 4371953.340000 PA USD 4351131.910000 0.0486168 Long ABS-CBDO CORP KY N 2 2027-08-05 Floating 1.215 N N N N N N N/A N/A 000000000 1.000000 NC USD 325523.470000 0.0036372 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ENBRIDGE INC ENBRIDGE INC SR UNSEC Y Single Leg Swap 2024-12-21 291235.270000 USD 0.000000 USD 25000000.000000 USD 34288.200000 N N N N/A N/A 000000000 1387.000000 NC USD -4549413.970000 -0.0508323 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long N/A EUOD 2024-03-18 336494868.750000 USD -4549413.970000 N N N N/A N/A 000000000 -15400.000000 NC USD -2970082.500000 -0.0331858 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Written Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT EURO$ CME (WHT) 12/19/22 2022-12-20 N/A USD N/A 98.500000 USD 2022-12-19 XXXX 5093973.500000 N N N N/A N/A 000000000 -15400.000000 NC USD -20356798.000000 -0.2274540 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Put Written Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT EURO$ CME (WHT) 12/19/22 2022-12-20 N/A USD N/A 97.500000 USD 2022-12-19 XXXX -10560242.000000 N N N N/A N/A 000000000 -674.000000 NC USD -922894.720000 -0.0103118 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Put Written Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT EURO$ CME (RED) 12/18/23 2023-12-19 N/A USD N/A 96.500000 USD 2023-12-18 XXXX -131874.840000 N N N N/A N/A 000000000 1.000000 NC -197.610000 -0.0000022 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2047.000000 USD 157541.210000 RUB 2022-04-21 -197.610000 N N N N/A N/A 000000000 1.000000 NC -199.960000 -0.0000022 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2047.000000 USD 157341.630000 RUB 2022-04-21 -199.960000 N N N N/A N/A 000000000 1.000000 NC -159.490000 -0.0000018 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1530.000000 USD 116748.180000 RUB 2022-04-21 -159.490000 N N N N/A N/A 000000000 1.000000 NC -159.010000 -0.0000018 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1530.000000 USD 116789.180000 RUB 2022-04-21 -159.010000 N N N N/A N/A 000000000 1.000000 NC -238.510000 -0.0000027 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2302.000000 USD 175779.570000 RUB 2022-04-21 -238.510000 N N N N/A N/A 000000000 1.000000 NC -184357.820000 -0.0020599 N/A DFE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 20997883.000000 ILS 6395943.650000 USD 2022-04-06 -184357.820000 N N N N/A N/A 000000000 1.000000 NC 559622.720000 0.0062529 N/A DFE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 71992800.000000 ILS 23317883.690000 USD 2022-11-02 559622.720000 N N N N/A N/A 000000000 1.000000 NC -3540.740000 -0.0000396 N/A DFE KR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 292236777.000000 KRW 236838.000000 USD 2022-05-20 -3540.740000 N N N N/A N/A 000000000 1.000000 NC -3049709.110000 -0.0340755 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1192424264.460000 ZAR 77814165.000000 USD 2022-06-15 -3049709.110000 N N N N/A N/A 000000000 1.000000 NC -4907588.290000 -0.0548343 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 94565840.940000 USD 10904765382.000000 JPY 2022-05-18 -4907588.290000 N N N N/A N/A 000000000 1.000000 NC 28426.030000 0.0003176 N/A DFE PE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2635000.000000 USD 9821962.500000 PEN 2022-05-03 28426.030000 N N N N/A N/A 000000000 1.000000 NC -183933.200000 -0.0020552 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 8574000.000000 EUR 9314922.210000 USD 2022-05-18 -183933.200000 N N N N/A N/A 000000000 1.000000 NC 87832.210000 0.0009814 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 11600000.000000 GBP 15322565.280000 USD 2022-05-18 87832.210000 N N N N/A N/A 000000000 1.000000 NC -619.620000 -0.0000069 N/A DFE IN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3667609.500000 INR 47368.000000 USD 2022-05-20 -619.620000 N N N N/A N/A 000000000 1.000000 NC 15621087.800000 0.1745402 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 39434847694.000000 JPY 340223949.870000 USD 2022-06-21 15621087.800000 N N N N/A N/A 000000000 1.000000 NC 15160870.900000 0.1693980 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 38786552306.000000 JPY 334427373.110000 USD 2022-06-21 15160870.900000 N N N N/A N/A 000000000 1.000000 NC 23282.130000 0.0002601 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3531500000.000000 JPY 29059039.260000 USD 2022-05-18 23282.130000 N N N N/A N/A 000000000 1.000000 NC -566920.470000 -0.0063344 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4639300000.000000 JPY 37577094.280000 USD 2022-05-18 -566920.470000 N N N N/A N/A 000000000 1.000000 NC -12217.860000 -0.0001365 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2601900000.000000 JPY 21380430.160000 USD 2022-05-18 -12217.860000 N N N N/A N/A 000000000 1.000000 NC 1117.460000 0.0000125 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1012222.900000 RUB 13000.000000 USD 2022-04-21 1117.460000 N N N N/A N/A 000000000 1.000000 NC 9740079.330000 0.1088295 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE CROSSOVER SERIES 36 Y Single Leg Swap 2026-12-22 14562708.590000 EUR 0.000000 EUR 108700000.000000 EUR -4822629.260000 N N N N/A N/A 000000000 1.000000 NC 9947375.900000 0.1111457 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE CROSSOVER SERIES 37 Y Single Leg Swap 2027-06-22 8247298.910000 EUR 0.000000 EUR 120800000.000000 EUR 1700076.990000 N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-RLJ N/A 05492HAA4 10500000.000000 PA USD 10450153.350000 0.1167634 Long ABS-MBS CORP US N 2 2036-04-15 Floating 1.447 N N N N N N BANC OF AMERICA ALTERNATIVE LOAN TRUST 2003-8 N/A 05948XTV3 2877808.550000 PA USD 2870991.020000 0.0320786 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC -94165.590000 -0.0010521 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 4609425.270000 USD 3438000.000000 GBP 2022-05-18 -94165.590000 N N N N/A N/A 000000000 1.000000 NC -139771.050000 -0.0015617 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2447667.700000 USD 280700000.000000 JPY 2022-05-18 -139771.050000 N N N N/A N/A 000000000 1.000000 NC 198359.010000 0.0022163 N/A DFE NO N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 17993355.000000 USD 160225000.000000 NOK 2022-05-18 198359.010000 N N N BANC OF AMERICA FUNDING CORP 2005-5 N/A 05946XE58 366426.300000 PA USD 371227.660000 0.0041479 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC -70935.120000 -0.0007926 N/A DFE IL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 39103910.000000 ILS 12256357.940000 USD 2022-09-07 -70935.120000 N N N BANC OF AMERICA FUNDING CORP 2005-C N/A 05946XUB7 475842.860000 PA USD 475612.460000 0.0053142 Long ABS-MBS CORP US N 2 2035-05-20 Floating 0.68857 N N N N N N BANC OF AMERICA FUNDING CORP 2005-D N/A 06051GDM8 85119.510000 PA USD 86913.490000 0.0009711 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.73084 N N N N N N N/A N/A 000000000 1.000000 NC -4068133.370000 -0.0454548 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 106000000.000000 BRL 18195863.020000 USD 2022-04-04 -4068133.370000 N N N N/A N/A 000000000 1.000000 NC -442.860000 -0.0000049 N/A DFE IN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 3493371.640000 INR 45265.000000 USD 2022-05-20 -442.860000 N N N N/A N/A 000000000 1.000000 NC -473.020000 -0.0000053 N/A DFE IN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 3066611.430000 INR 39651.040000 USD 2022-05-20 -473.020000 N N N BANC OF AMERICA FUNDING CORP 2006-A N/A 058927AA2 294218.600000 PA USD 293286.040000 0.0032770 Long ABS-MBS CORP US N 2 2036-02-20 Floating 2.60597 N N N N N N N/A N/A 000000000 1.000000 NC -54396.660000 -0.0006078 N/A DFE DK N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 959695.000000 USD 6087316.590000 DKK 2022-04-01 -54396.660000 N N N N/A N/A 000000000 1.000000 NC 2354.370000 0.0000263 N/A DFE DK N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 467662.000000 USD 3149633.420000 DKK 2022-07-01 2354.370000 N N N N/A N/A 000000000 1.000000 NC 2137.060000 0.0000239 N/A DFE DK N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 275076.000000 USD 1857636.370000 DKK 2022-07-01 2137.060000 N N N N/A N/A 000000000 1.000000 NC 13495.480000 0.0001508 N/A DFE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1754258.890000 USD 1346000.000000 GBP 2022-05-18 13495.480000 N N N N/A N/A 000000000 1.000000 NC -47796.930000 -0.0005341 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1688072.610000 USD 199500000.000000 JPY 2022-05-18 -47796.930000 N N N N/A N/A 000000000 1.000000 NC -121075.580000 -0.0013528 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3729047.000000 AUD 2669371.170000 USD 2022-04-04 -121075.580000 N N N N/A N/A 000000000 1.000000 NC -2496.850000 -0.0000279 N/A DFE DK N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3161395.120000 DKK 467662.000000 USD 2022-04-01 -2496.850000 N N N N/A N/A 000000000 1.000000 NC -2229.540000 -0.0000249 N/A DFE DK N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1864630.170000 DKK 275076.000000 USD 2022-04-01 -2229.540000 N N N N/A N/A 000000000 1.000000 NC USD -1543843.130000 -0.0172499 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA Y Single Leg Swap 2026-12-21 0.000000 USD -1834229.330000 USD 38000000.000000 USD 290386.200000 N N N N/A N/A 000000000 1.000000 NC USD -373772.550000 -0.0041763 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA Y Single Leg Swap 2026-12-21 0.000000 USD -444000.750000 USD 9200000.000000 USD 70228.200000 N N N N/A N/A 000000000 1.000000 NC USD -1901364.710000 -0.0212446 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA Y Single Leg Swap 2026-12-21 0.000000 USD -2246700.980000 USD 46800000.000000 USD 345336.270000 N N N N/A N/A 000000000 1.000000 NC -226.360000 -0.0000025 N/A DFE RU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2175.000000 USD 165996.000000 RUB 2022-04-21 -226.360000 N N N N/A N/A 000000000 1.000000 NC -797.570000 -0.0000089 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 3692292.250000 INR 47513.000000 USD 2022-05-20 -797.570000 N N N N/A N/A 000000000 1.000000 NC -160.260000 -0.0000018 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1441074.160000 INR 18695.000000 USD 2022-05-20 -160.260000 N N N N/A N/A 000000000 1.000000 NC 223906.330000 0.0025018 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 561831156.000000 JPY 4847082.560000 USD 2022-06-13 223906.330000 N N N N/A N/A 000000000 -150400000.000000 NC USD -2091357.120000 -0.0233675 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/2.15 06/15/22 LCH 2027-06-15 0.000000 USD 0.000000 USD N/A USD N/A 2.150000 USD 2022-06-13 XXXX -1519837.120000 N N N N/A N/A 000000000 -150400000.000000 NC USD -115401.920000 -0.0012894 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/1.45 06/15/22 LCH 2027-06-15 0.000000 USD 0.000000 USD N/A USD N/A 1.450000 USD 2022-06-13 XXXX 456118.080000 N N N N/A N/A 000000000 -150400000.000000 NC USD -29628.800000 -0.0003311 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/1.5 06/15/22 LCH 2024-06-15 0.000000 USD 0.000000 USD N/A USD N/A 1.500000 USD 2022-06-13 XXXX 241091.200000 N N N N/A N/A 000000000 -150400000.000000 NC USD -1116629.760000 -0.0124765 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 USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/2.2 06/15/22 LCH 2024-06-15 0.000000 USD 0.000000 USD N/A USD N/A 2.200000 USD 2022-06-13 XXXX -845909.760000 N N N N/A N/A 000000000 -766900000.000000 NC USD -12648865.150000 -0.1413304 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 USD 0.000000 0.000000 DIR US IRS USD R 1.27000 11/04/22-1Y (RED) LCH N/A N/A 2023-11-04 0.000000 USD 0.000000 USD N/A USD N/A 1.270000 USD 2022-11-02 XXXX -11121065.150000 N N N N/A N/A 000000000 -766900000.000000 NC USD -29142.200000 -0.0003256 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 0.87000 11/04/22-1Y (RED) LCH N/A N/A 2023-11-04 0.000000 USD 0.000000 USD N/A USD N/A 0.870000 USD 2022-11-02 XXXX 1498657.800000 N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 05946KAH4 20600000.000000 PA USD 20024703.590000 0.2237434 Long DBT CORP ES N 2 2023-09-18 Fixed 0.875 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAP0 23000000.000000 PA USD 23024621.040000 0.2572626 Long DBT CORP ES N 2 2025-03-24 Fixed 3.496 N N N N N N N/A N/A 000000000 1.000000 NC -931.510000 -0.0000104 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2022-04-07 0.000000 JPY 0.000000 JPY 485000000.000000 JPY -931.510000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKG3 46500000.000000 PA USD 45485700.620000 0.5082285 Long DBT CORP US N 2 2025-02-04 Floating 1.843 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGK9 11550000.000000 PA USD 11553608.340000 0.1290927 Long DBT CORP US N 2 2023-04-24 Floating 2.881 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJC4 25300000.000000 PA USD 24944600.270000 0.2787152 Long DBT CORP US N 2 2024-05-19 Floating 1.486 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJH3 4600000.000000 PA USD 4452917.120000 0.0497541 Long DBT CORP US N 2 2024-10-24 Floating 0.81 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 ACI20HJH6 14100000.000000 PA 15687015.280000 0.1752768 Long DBT CORP US N 2 2026-09-22 Floating 0.513 N N N N N N N/A N/A 000000000 1.000000 NC 3659455.320000 0.0408884 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2030-09-16 378145.380000 GBP 0.000000 GBP 30500000.000000 GBP 3281309.940000 N N N N/A N/A 000000000 1.000000 NC 5166679.050000 0.0577292 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2052-09-23 5066922.890000 GBP 0.000000 GBP 23900000.000000 GBP 99756.160000 N N N N/A N/A 000000000 1.000000 NC -2523101.570000 -0.0281915 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2032-03-10 0.000000 GBP -668784.050000 GBP 24850000.000000 GBP -1854317.520000 N N N N/A N/A 000000000 1.000000 NC -2523906.350000 -0.0282005 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2032-03-11 0.000000 GBP 0.000000 GBP 24850000.000000 GBP -2523906.350000 N N N N/A N/A 000000000 1.000000 NC 1560493.200000 0.0174360 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2052-03-11 686707.450000 GBP 0.000000 GBP 9200000.000000 GBP 873785.750000 N N N N/A N/A 000000000 1.000000 NC 1561109.000000 0.0174428 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2052-03-11 0.000000 GBP 0.000000 GBP 9200000.000000 GBP 1561109.000000 N N N N/A N/A 000000000 1.000000 NC -606.860000 -0.0000068 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2022-04-07 0.000000 JPY 0.000000 JPY 485000000.000000 JPY -606.860000 N N N BANK OF AMERICA MTGE SEC 2003-D N/A 05948XBV2 5259.250000 PA USD 5500.810000 0.0000615 Long ABS-MBS CORP US N 2 2033-05-25 Floating 3.67501 N N N N N N N/A N/A 000000000 1.000000 NC -32452.310000 -0.0003626 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2026-03-18 0.000000 JPY -37307.490000 JPY 650000000.000000 JPY 4855.180000 N N N N/A N/A 000000000 1.000000 NC 1149322.980000 0.0128418 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2051-03-17 624684.630000 JPY 0.000000 JPY 1135000000.000000 JPY 524638.350000 N N N N/A N/A 000000000 1.000000 NC 821344.720000 0.0091772 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2051-03-15 0.000000 JPY -29279.970000 JPY 1369000000.000000 JPY 850624.690000 N N N N/A N/A 000000000 1.000000 NC 1720037.980000 0.0192186 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2051-03-17 2391.870000 JPY 0.000000 JPY 3082000000.000000 JPY 1717646.110000 N N N N/A N/A 000000000 1.000000 NC 641499.370000 0.0071677 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2051-03-20 992.510000 JPY 0.000000 JPY 1186000000.000000 JPY 640506.860000 N N N N/A N/A 000000000 1.000000 NC 579427.000000 0.0064742 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2051-03-20 916.350000 JPY 0.000000 JPY 1095000000.000000 JPY 578510.650000 N N N N/A N/A 000000000 1.000000 NC 246274.590000 0.0027517 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2051-04-07 379.080000 JPY 0.000000 JPY 485000000.000000 JPY 245895.510000 N N N N/A N/A 000000000 1.000000 NC -1279160.160000 -0.0142925 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2038-03-22 0.000000 JPY -123035.030000 JPY 4960000000.000000 JPY -1156125.130000 N N N N/A N/A 000000000 1.000000 NC -291031.420000 -0.0032518 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2024-03-18 724640.050000 JPY 0.000000 JPY 49140000000.000000 JPY -1015671.470000 N N N N/A N/A 000000000 1.000000 NC 1023977.630000 0.0114413 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2041-12-16 958551.790000 JPY 0.000000 JPY 1690000000.000000 JPY 65425.840000 N N N N/A N/A 000000000 1.000000 NC -79471.900000 -0.0008880 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2052-06-17 421307.910000 JPY 0.000000 JPY 1350000000.000000 JPY -500779.810000 N N N BANK OF AMERICA MTGE SEC 2005-H N/A 05949CGA8 1315895.210000 PA USD 1278085.720000 0.0142805 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.77124 Y N N N N N N/A N/A 000000000 1.000000 NC USD -17175708.160000 -0.1919105 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2024-12-09 583440.450000 USD 0.000000 USD 1398400000.000000 USD -17759148.610000 N N N N/A N/A 000000000 1.000000 NC -212619.190000 -0.0023757 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 654700000.000000 BRL -212619.190000 N N N BANK OF AMERICA MTGE SECURITIES 2005-A N/A 05949AH94 66489.770000 PA USD 68325.100000 0.0007634 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.55565 N N N N N N N/A N/A 000000000 1.000000 NC -10488.750000 -0.0001172 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 11846685.000000 USD 14797101.900000 CAD 2022-04-04 -10488.750000 N N N N/A N/A 000000000 1.000000 NC -695990.420000 -0.0077766 N/A DFE AU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 22703062.000000 AUD 16292716.230000 USD 2022-04-04 -695990.420000 N N N N/A N/A 000000000 1.000000 NC -168400.350000 -0.0018816 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 14819018.530000 CAD 11685327.000000 USD 2022-04-04 -168400.350000 N N N N/A N/A 000000000 1.000000 NC 10436.450000 0.0001166 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 14799344.480000 CAD 11846685.000000 USD 2022-05-03 10436.450000 N N N N/A N/A 000000000 1.000000 NC -33502.420000 -0.0003743 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 8207646.930000 USD 10919855.000000 AUD 2022-05-03 -33502.420000 N N N N/A N/A 000000000 1.000000 NC 371317.690000 0.0041489 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 34167249.440000 USD 304201237.770000 NOK 2022-05-18 371317.690000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 1683000.000000 PA USD 1725646.920000 0.0192813 Long DBT CORP GB N 2 2022-11-21 Fixed 7.625 N N N N N N N/A N/A 000000000 1.000000 NC 33859.900000 0.0003783 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 10919855.000000 AUD 8205189.970000 USD 2022-04-04 33859.900000 N N N N/A N/A 000000000 1.000000 NC 2318348.100000 0.0259038 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 5788168844.000000 JPY 49947825.930000 USD 2022-06-13 2318348.100000 N N N N/A N/A 000000000 1.000000 NC -1839842.490000 -0.0205572 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 503051000.000000 ZAR 32274401.870000 USD 2022-06-15 -1839842.490000 N N N BARCLAYS BANK PLC/ NEW YORK BRANCH G5GSEF7VJP5I7OUK5573 000000000 23000000.000000 PA USD 23011905.260000 0.2571205 Long DBT CORP US N 2 2022-06-21 Fixed 1.13 N N N N N N N/A N/A 000000000 -582.000000 NC 1013715.260000 0.0113266 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A UNITED KINGDOM GOVT 2022-06-28 -92685677.800000 GBP 1013715.260000 N N N N/A N/A 000000000 -4023.000000 NC USD 15520669.640000 0.1734182 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-06-21 -493791822.320000 USD 15520669.640000 N N N N/A N/A 000000000 9846.000000 NC USD -27040898.190000 -0.3021379 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2022-06-30 2085313562.930000 USD -27040898.190000 N N N N/A N/A 000000000 -693.000000 NC USD -296204.820000 -0.0033096 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-06-30 -79383691.230000 USD -296204.820000 N N N N/A N/A 000000000 -666.000000 NC USD 3014251.400000 0.0336793 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-06-21 -99993656.250000 USD 3014251.400000 N N N BARRY CALLEBAUT SERVICES NV 213800R1F1EJYM4ICO85 B0R9M3AC3 2600000.000000 PA USD 2665566.250000 0.0297834 Long DBT CORP BE N 2 2023-06-15 Fixed 5.5 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAG8 3800000.000000 PA USD 3818801.070000 0.0426689 Long DBT CORP US N 2 2023-12-15 Floating 1.836 N N N N N N BDS 2019-FL4 LTD N/A 05492KAA7 7548431.110000 PA USD 7527056.970000 0.0841026 Long ABS-CBDO CORP KY N 2 2036-08-15 Floating 1.54143 N N N N N N BDS 2021-FL10 LTD N/A 07335YAA4 23000000.000000 PA USD 22773353.400000 0.2544551 Long ABS-CBDO CORP KY N 2 2036-12-16 Floating 1.81757 N N N N N N BEAR STEARNS STRUC PROD INC 2007-R6 N/A 07402FAA3 2319975.630000 PA USD 1998517.950000 0.0223302 Long ABS-MBS CORP US N 2 2036-01-26 Floating 2.72768 Y N N N N N BEAR STEARNS ADJ RATE MTGE TR 2003-6 N/A 07384MWX6 47251.440000 PA USD 48375.960000 0.0005405 Long ABS-MBS CORP US N 2 2033-08-25 Floating 3.32297 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2003-6 N/A 07384MXB3 212977.310000 PA USD 211437.510000 0.0023625 Long ABS-MBS CORP US N 2 2033-08-25 Floating 2.39622 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2005-6 N/A 07387ADG7 775514.170000 PA USD 693353.790000 0.0077471 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.42339 Y N N N N N BEAR STEARNS ADJ RATE MTGE TR 2006-4 N/A 073882AA0 202443.090000 PA USD 196086.320000 0.0021909 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.96239 Y N N N N N BEAR STEARNS ADJUST RT MTGE TR 2000- N/A 07384MAA0 8869.160000 PA USD 8756.570000 0.0000978 Long ABS-MBS CORP US N 2 2030-11-25 Floating 2.77891 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZS4 5293.870000 PA USD 5220.020000 0.0000583 Long ABS-MBS CORP US N 2 2034-01-25 Floating 2.08981 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4E9 271178.850000 PA USD 273944.030000 0.0030609 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.7105 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4J8 1272.400000 PA USD 1289.030000 0.0000144 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.56416 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4 N/A 07387ABR5 5349439.530000 PA USD 5245822.490000 0.0586135 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.82843 Y N N N N N BEAR STEARNS ALT-A TR 2005-3 N/A 07386HSN2 1835979.110000 PA USD 1855160.500000 0.0207284 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.48303 N N N N N N BEAR STEARNS ALT-A TRUST 2004-9 N/A 07386HLE9 172927.070000 PA USD 188762.810000 0.0021091 Long ABS-MBS CORP US N 2 2034-09-25 Floating 3.35249 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSY8 299264.480000 PA USD 297745.110000 0.0033268 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.62686 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSZ5 28961.080000 PA USD 28864.160000 0.0003225 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.62686 N N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVS7 1110727.260000 PA USD 820387.260000 0.0091665 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.87412 Y N N N N N BEAR STEARNS ARM 2003-1 N/A 07384MTN2 167014.650000 PA USD 175362.010000 0.0019594 Long ABS-MBS CORP US N 2 2033-04-25 Floating 2.51168 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSH6 27601.110000 PA USD 28280.230000 0.0003160 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.49998 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSJ2 60000.240000 PA USD 54950.760000 0.0006140 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.83814 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1 N/A 07384YGX8 234195.650000 PA USD 229854.080000 0.0025682 Long ABS-MBS CORP US N 2 2042-11-25 Floating 1.45657 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-2 N/A 07384YJU1 1286978.140000 PA USD 1285762.720000 0.0143663 Long ABS-MBS CORP US N 2 2043-03-25 Floating 2.25657 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7 N/A 07387VAA7 1217248.730000 PA USD 1215999.950000 0.0135868 Long ABS-MBS CORP US N 2 2037-10-25 Floating 1.45657 N N N N N N BENEFIT STREET PARTNERS CLO XII LTD 2017-12A N/A 08179HAE0 25400000.000000 PA USD 25187061.640000 0.2814243 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 1.19129 N N N N N N BENEFIT STREET PARTNERS CLO XIX LTD 2019-19A N/A 08182RAA1 15900000.000000 PA USD 15836067.690000 0.1769422 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 1.59129 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 1900000.000000 PA USD 1772462.990000 0.0198044 Long DBT CORP US N 2 2026-01-15 Fixed 1.57 N N N N N N BLACK DIAMOND CLO 2017-2 DAC N/A ACI1XBRF0 4918000.000000 PA 5424137.060000 0.0606059 Long ABS-CBDO CORP IE N 2 2032-01-20 Floating 0.86 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 05600LAA4 28900000.000000 PA USD 28967992.160000 0.3236701 Long DBT CORP NL N 2 2022-08-12 Fixed 2.25 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EAW5 1000000.000000 PA USD 1013890.000000 0.0113286 Long DBT CORP US N 2 2023-04-12 Fixed 3.45 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBQ7 2700000.000000 PA USD 2590511.680000 0.0289447 Long DBT CORP US N 2 2024-04-01 Fixed 0.8 N N N N N N BNPAM-2018-1A N/A ACI1W1J88 300000.000000 PA 329071.860000 0.0036768 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 0.6 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DD4 27600000.000000 PA USD 27392353.060000 0.3060649 Long DBT CORP US N 2 2023-02-04 Fixed 1.167 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CZ6 22500000.000000 PA USD 22012236.230000 0.2459508 Long DBT CORP US N 2 2024-02-01 Fixed 1.95 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RAY0 3000000.000000 PA USD 2924550.840000 0.0326771 Long DBT CORP US N 2 2026-10-01 Fixed 2.75 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAF9 350000.000000 PA USD 355070.100000 0.0039673 Long DBT CORP FR N 2 2023-09-12 Fixed 4 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 5400000.000000 PA USD 5012396.530000 0.0560054 Long DBT CORP US N 2 2034-04-15 Fixed 3.469 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 5004000.000000 PA USD 4418963.140000 0.0493747 Long DBT CORP US N 2 2035-11-15 Fixed 3.137 N N N N N N BROOKFIELD US HOLDINGS INC N/A 11289RD48 38650000.000000 PA USD 38648321.040000 0.4318319 Long DBT CORP CA N 2 2022-04-04 None 0 N N N N N N BSPDF 2021-FL1 LTD N/A 055731AA1 10000000.000000 PA USD 9935365.000000 0.1110115 Long ABS-CBDO CORP KY N 2 2036-10-15 Floating 1.59657 N N N N N N BX TRUST 2019-ATL N/A 056058AA8 10100000.000000 PA USD 9996095.240000 0.1116901 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.4836 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AV4 200000.000000 PA USD 200906.050000 0.0022448 Long DBT CORP US N 2 2024-09-15 Fixed 3.5 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 13607HR46 21400000.000000 PA USD 21390259.580000 0.2390013 Long DBT CORP CA N 2 2025-04-07 Fixed 3.3 N N N N N N CAPE LOOKOUT RE LTD N/A 13947LAD4 7700000.000000 PA USD 7728105.000000 0.0863490 Long DBT CORP BM N 2 2029-03-28 Floating 5 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCM5 27200000.000000 PA USD 26644200.640000 0.2977055 Long DBT CORP US N 2 2026-03-03 Floating 2.636 N N N N N N CARLYLE EURO CLO 2019-2 DAC 19-2A N/A ACI1ZPM05 8900000.000000 PA 9760177.020000 0.1090541 Long ABS-CBDO CORP IE N 2 2032-08-15 Floating 0.89 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A N/A ACI1XGH29 250000.000000 PA 274158.130000 0.0030633 Long ABS-CBDO CORP IE N 2 2031-11-15 Floating 0.75 N N N N N N CARLYLE US CLO LTD 2017-1A N/A 14314BAL1 19700000.010000 PA USD 19571950.010000 0.2186846 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.254 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2022-P1 N/A 14688DAB7 22000000.000000 PA USD 21956365.200000 0.2453266 Long ABS-O CORP US N 2 2025-05-12 Fixed 2.57 N N N N N N CATAMARAN CLO LTD 2014-1A N/A 14889DAJ7 6267847.380000 PA USD 6242562.570000 0.0697505 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 1.35886 N N N N N N CENTERPOINT ENERGY RESOURCES CORP 2JADVB0458J06WCD4N56 15189WAN0 9660000.000000 PA USD 9632265.370000 0.1076249 Long DBT CORP US N 2 2023-03-02 Floating 1.00429 N N N N N N CENTEX HOME EQUITY 2004-D N/A 152314LQ1 1235160.530000 PA USD 1212709.260000 0.0135500 Long ABS-MBS CORP US N 2 2034-09-25 Floating 1.38657 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BB9 27700000.000000 PA USD 27803548.690000 0.3106593 Long DBT CORP US N 2 2022-07-23 Fixed 4.464 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAD7 3900000.000000 PA USD 4151636.970000 0.0463878 Long DBT CORP US N 2 2024-06-30 Fixed 7 N N N N N N CHEVY CHASE MTGE FUNDING CORP 2004-1A N/A 16678RAS6 172030.130000 PA USD 171900.730000 0.0019207 Long ABS-MBS CORP US N 2 2035-01-25 Floating 0.73657 N N N N N N CIFC FUNDING LTD 2017-4A N/A 12551JAL0 21000000.000000 PA USD 20880599.880000 0.2333066 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 1.20886 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AC4 2300000.000000 PA USD 2317174.330000 0.0258906 Long DBT CORP US N 2 2023-07-15 Floating 1.13129 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAN3 23900000.000000 PA USD 23025816.870000 0.2572759 Long DBT CORP US Y 2 2026-01-25 Floating 2.014 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NL1 39000000.000000 PA USD 38895914.460000 0.4345984 Long DBT CORP US Y 2 2026-03-17 Floating 3.29 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LR0 25400000.000000 PA USD 25473342.500000 0.2846230 Long DBT CORP US N 2 2022-10-27 Floating 0.95757 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MT5 20800000.000000 PA USD 20104645.600000 0.2246366 Long DBT CORP US N 2 2024-10-30 Floating 0.776 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ND9 1400000.000000 PA USD 1333528.590000 0.0149000 Long DBT CORP US N 2 2025-11-03 Floating 1.281 N N N N N N CITIGROUP MORTGAGE LOAN TR 2004-HYB2 N/A 17307GEC8 274615.030000 PA USD 278985.200000 0.0031172 Long ABS-MBS CORP US N 2 2034-03-25 Floating 2.32897 N N N N N N CITIGROUP MTGE LOAN TR INC 2006-AR2 N/A 17307G6L7 1360944.860000 PA USD 1311697.030000 0.0146561 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.55004 Y N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-6 N/A 17307GXP8 11605.230000 PA USD 11988.660000 0.0001340 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.19 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AG5 1300000.000000 PA USD 1265509.140000 0.0141400 Long DBT CORP US N 2 2026-03-01 Fixed 1.25 N N N N N N COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR N/A 12564NAA0 8800000.000000 PA USD 8682380.960000 0.0970114 Long ABS-MBS CORP US N 2 2038-11-15 Floating 1.526 N N N N N N COMM 2021-2400 MORTGAGE TRUST N/A 20048FAA6 23572900.000000 PA USD 23292809.160000 0.2602591 Long ABS-MBS CORP US N 2 2038-12-15 Floating 1.697 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2012-CR2 N/A 12624KAD8 21651202.370000 PA USD 21618643.290000 0.2415531 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.147 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAE3 15500000.000000 PA USD 14551342.960000 0.1625875 Long DBT CORP US N 2 2025-10-01 Fixed 1.547 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 2027A0KH1 22500000.000000 PA USD 22052944.580000 0.2464057 Long DBT CORP AU N 2 2025-03-14 Fixed 2.296 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 30161MAS2 6300000.000000 PA USD 6280532.750000 0.0701747 Long DBT CORP US N 2 2025-06-01 Fixed 3.25 N N N N N N CONTINENTAL RESOURCES INC XXRTID9RYWOZ0UPIVR53 212015AU5 1200000.000000 PA USD 1122000.000000 0.0125365 Long DBT CORP US N 2 2026-11-15 Fixed 2.268 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDK7 4300000.000000 PA USD 3937682.130000 0.0439972 Long DBT CORP NL N 2 2027-02-24 Floating 1.106 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDJ0 24300000.000000 PA USD 22399958.940000 0.2502830 Long DBT CORP NL N 2 2026-09-24 Floating 1.004 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-14CB N/A 021468AB9 384276.010000 PA USD 181557.810000 0.0020286 Long ABS-MBS CORP US N 2 2036-06-25 Floating 0.85657 Y N N N N N COUNTRYWIDE ASSET BACKED CERT 2006-BC2 N/A 22237JAF4 2952440.020000 PA USD 2935518.410000 0.0327996 Long ABS-MBS CORP US N 2 2045-01-25 Floating 0.87657 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-1 N/A 126671Z25 335407.060000 PA USD 331638.830000 0.0037055 Long ABS-MBS CORP US N 2 2034-03-25 Floating 1.20657 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-4 N/A 1266715K8 996699.400000 PA USD 986263.560000 0.0110199 Long ABS-MBS CORP US N 2 2034-07-25 Floating 1.17657 N N N N N N COUNTRYWIDE HOME LOANS 2005-HYB9 N/A 126670LE6 4740352.130000 PA USD 4709328.900000 0.0526191 Long ABS-MBS CORP US N 2 2036-02-20 Floating 1.99063 Y N N N N N CREDIT AGRICOLE SA/LONDON BRANCH 969500TJ5KRTCJQWXH05 22535WAG2 17200000.000000 PA USD 16255394.920000 0.1816275 Long DBT CORP FR N 2 2026-06-16 Floating 1.907 N N N N N N CREDIT SUISSE AG/ ZURICH BRANCH ANGGYXNX0JLX3X63JN86 22546DAA4 800000.000000 PA USD 822248.000000 0.0091873 Long DBT CORP CH N 2 2023-08-08 Fixed 6.5 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A N/A 22540VK43 245906.460000 PA USD 235220.670000 0.0026282 Long ABS-MBS CORP US N 2 2032-03-25 Floating 0.419662 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AR2 7000000.000000 PA USD 7127972.460000 0.0796435 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD 549300PXR5FKNXF0OH19 225433AH4 8095000.000000 PA USD 8180336.680000 0.0914019 Long DBT CORP GG N 2 2022-09-15 Fixed 3.8 N N N N N N CRH AMERICA INC 549300RN11MJ182CNF63 12626PAM5 2775000.000000 PA USD 2818924.640000 0.0314969 Long DBT CORP US N 2 2025-05-18 Fixed 3.875 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22823QE56 36200000.000000 PA USD 36162870.020000 0.4040611 Long DBT CORP US N 2 2022-05-05 None 0 N N N N N N CRSNT TRUST 2021-MOON N/A 22877LAA5 25400000.000000 PA USD 25047155.900000 0.2798611 Long ABS-MBS CORP US N 2 2036-04-15 Floating 1.22 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2002-AR21 N/A 22540V4S8 35237.100000 PA USD 36149.510000 0.0004039 Long ABS-MBS CORP US N 2 2032-06-25 Floating 4.97403 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-AR24 N/A 22541QUN0 31506.310000 PA USD 31086.480000 0.0003473 Long ABS-MBS CORP US N 2 2033-10-25 Floating 2.54709 N N N N N N CSMCM TRUST 2018-SP2 N/A 12638SAA1 25405880.540000 PA USD 25927559.810000 0.2896982 Long ABS-MBS CORP US N 2 2050-07-25 Fixed 2.93249 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAH7 4300000.000000 PA USD 4120089.890000 0.0460353 Long DBT CORP US N 2 2024-02-15 Fixed 1.625 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851EB6 16700000.000000 PA USD 16035731.280000 0.1791731 Long DBT CORP US N 2 2024-03-01 Fixed 0.75 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DU5 25100000.000000 PA USD 25191699.340000 0.2814761 Long DBT CORP US N 2 2022-08-15 Fixed 2.55 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AA8 28000000.000000 PA USD 27920547.480000 0.3119666 Long DBT CORP US N 2 2023-06-14 Floating 0.757411 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AB6 25000000.000000 PA USD 24257936.250000 0.2710429 Long DBT CORP US N 2 2023-12-14 Fixed 1.125 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AC4 22000000.000000 PA USD 21960588.540000 0.2453738 Long DBT CORP US N 2 2023-12-14 Floating 0.857411 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AE0 23000000.000000 PA USD 22823590.000000 0.2550164 Long DBT CORP US N 2 2024-12-13 Floating 1.00741 N N N N N N DALLAS FORT WORTH INTERNATIONAL AIRPORT N/A 2350366L9 1100000.000000 PA USD 1059548.050000 0.0118387 Long DBT MUN US N 2 2024-11-01 Fixed 1.229 N N N N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 23585MD78 23000000.000000 PA USD 22997473.220000 0.2569592 Long DBT CORP US N 2 2022-04-07 None 0 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 23636TAE0 6251000.000000 PA USD 6223717.140000 0.0695399 Long DBT CORP FR N 2 2026-11-02 Fixed 2.947 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABD2 22000000.000000 PA USD 22056782.660000 0.2464486 Long DBT CORP DK N 2 2025-03-28 Floating 3.773 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAZ4 500000.000000 PA USD 462918.900000 0.0051724 Long DBT CORP DK N 2 2026-09-11 Floating 1.621 N N N N N N DBWF-2018-GLKS N/A 23307GAA4 10558306.000000 PA USD 10475329.330000 0.1170447 Long ABS-MBS CORP US N 2 2030-12-19 Floating 1.479 N N N N N N DELL EQUIPMENT FINANCE TRUST 2022-1 N/A 24703WAA7 11600000.000000 PA USD 11597801.800000 0.1295865 Long ABS-O CORP US N 2 2023-03-22 Fixed 1.21686 N N N N N N DELL EQUIPMENT FINANCE TRUST 2022-1 N/A 24703WAB5 11700000.000000 PA USD 11655978.750000 0.1302365 Long ABS-O CORP US N 2 2027-08-23 Fixed 2.11 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAA4 133000.000000 PA USD 137086.480000 0.0015317 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 BJDQTKII3 5100000.000000 PA 6774423.230000 0.0756931 Long DBT CORP DE N 2 2024-02-12 Fixed 3.875 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BR9 600000.000000 PA USD 606098.150000 0.0067722 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 251526BL2 28400000.000000 PA USD 28600030.570000 0.3195587 Long DBT CORP DE N 2 2022-11-16 Fixed 3.3 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CL1 23000000.000000 PA USD 22858050.440000 0.2554014 Long DBT CORP DE N 2 2023-11-08 Floating 0.625179 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CB3 29300000.000000 PA USD 29304274.280000 0.3274275 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CN7 19000000.000000 PA USD 18420849.030000 0.2058229 Long DBT CORP DE N 2 2027-11-16 Floating 1.35941 N N N N N N DISCOVERY COMMUNICATIONS (MAGALLANES INC) 549300DXR29GD4N0A520 55903VAB9 20000000.000000 PA USD 19996843.800000 0.2234321 Long DBT CORP US N 2 2024-03-15 Fixed 3.528 N N N N N N DISCOVERY COMMUNICATIONS (MAGALLANES INC) 549300DXR29GD4N0A520 55903VAE3 9700000.000000 PA USD 9769273.520000 0.1091557 Long DBT CORP US N 2 2025-03-15 Fixed 3.638 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 2574P1D74 7800000.000000 PA USD 7799143.090000 0.0871427 Long DBT CORP US N 2 2022-04-07 None 0 N N N N N N DROP MORTGAGE TRUST 2021-FILE N/A 26210YAA4 23100000.000000 PA USD 22885451.820000 0.2557076 Long ABS-MBS CORP US N 2 2026-04-15 Floating 1.55 N N N N N N DRYDEN 36 SENIOR LOAN FUND 2014-36A N/A 26249KAZ4 23920356.040000 PA USD 23851912.490000 0.2665062 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 1.26129 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26244JDC0 18400000.000000 PA USD 18396197.270000 0.2055475 Long DBT CORP US N 2 2022-04-12 None 0 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26244JDJ5 23000000.000000 PA USD 22991800.500000 0.2568959 Long DBT CORP US N 2 2022-04-18 None 0 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26244JDM8 6700000.000000 PA USD 6697025.740000 0.0748283 Long DBT CORP US N 2 2022-04-21 None 0 N N N N N N EDUCATIONAL SERVICES OF AMERICA INC 2012-1 N/A 281380AA3 2321680.360000 PA USD 2329663.460000 0.0260302 Long ABS-O CORP US N 2 2040-09-25 Floating 1.60657 N N N N N N EMF-NL BV 2008-APRX N/A B39M0QII0 3000000.000000 PA 2888346.320000 0.0322726 Long ABS-MBS CORP NL N 2 2041-04-17 Floating 0.282 N N N N N N ENBRIDGE (US) INC 5493003FRODSVHJWFS32 29251VDM5 14800000.000000 PA USD 14791841.500000 0.1652747 Long DBT CORP US N 2 2022-04-21 None 0 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBD6 900000.000000 PA USD 899265.470000 0.0100478 Long DBT CORP CA N 2 2023-02-17 Floating 0.54226 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAM0 3200000.000000 PA USD 2941903.040000 0.0328710 Long DBT CORP NL N 2 2026-07-12 Fixed 1.375 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAL2 11700000.000000 PA USD 11534188.300000 0.1288757 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAL7 300000.000000 PA USD 303382.160000 0.0033898 Long DBT CORP US N 2 2023-03-15 Fixed 4.25 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29366GD65 9700000.000000 PA USD 9699217.500000 0.1083729 Long DBT CORP US N 2 2022-04-06 None 0 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29380DDE7 27000000.000000 PA USD 26992870.380000 0.3016013 Long DBT CORP US N 2 2022-04-14 None 0 N N N N N N EQUIFIRST MORTGAGE LOAN TRUST 2004-1 N/A 29445FAR9 211131.540000 PA USD 201660.790000 0.0022532 Long ABS-MBS CORP US N 2 2034-01-25 Floating 0.93657 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBC9 9246000.000000 PA USD 9121681.520000 0.1019199 Long DBT CORP US N 2 2024-11-18 Fixed 2.625 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAJ6 5400000.000000 PA USD 5127594.790000 0.0572925 Long DBT CORP US N 2 2024-08-12 Fixed 0.8 N N N N N N EUROSAIL PLC 2006-4X N/A B1KNN2II7 50217.280000 PA 65846.650000 0.0007357 Long ABS-MBS CORP GB N 2 2044-12-10 Floating 1.1448 N N N N N N EUROSAIL PLC 2007-1X N/A B1SW63II6 354772.600000 PA 462040.740000 0.0051626 Long ABS-MBS CORP GB N 2 2045-03-13 Floating 1.1821 N N N N N N EUROSAIL-UK 2007-4BL PLC 4X N/A BTGD2JII9 4728960.000000 PA 6182907.190000 0.0690839 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.9721 N N N N N N EVERGREEN CREDIT CARD TRUST SERIES 2019-2 N/A 30023JBH0 23600000.000000 PA USD 23646449.520000 0.2642105 Long ABS-MBS CORP CA N 2 2024-09-15 Fixed 1.9 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAJ7 2300000.000000 PA USD 2118846.850000 0.0236747 Long DBT CORP US N 2 2025-08-15 Fixed 0.8 N N N N N N EXPEDIA GROUP INC N/A 30212PBJ3 11050000.000000 PA USD 11148218.260000 0.1245632 Long DBT CORP US N 2 2023-12-15 Fixed 3.6 N N N N N N FANNIE MAE 1993-119 N/A 31359BZL4 121.150000 PA USD 124.040000 0.0000014 Long ABS-MBS USGSE US N 2 2023-07-25 Fixed 6.5 N N N N N N FANNIE MAE 2001-29 N/A 313920GP9 325322.020000 PA USD 352979.730000 0.0039440 Long ABS-MBS USGSE US N 2 2031-07-25 Fixed 6.5 N N N N N N FANNIE MAE 2002-22 N/A 31392CDG6 455863.700000 PA USD 506269.010000 0.0056567 Long ABS-MBS USGSE US N 2 2032-04-25 Fixed 6.5 N N N N N N FANNIE MAE 2002-60 N/A 31392EVN7 4700.030000 PA USD 4712.270000 0.0000527 Long ABS-MBS USGSE US N 2 2032-06-25 Floating 0.85657 N N N N N N FANNIE MAE 2003-35 N/A 31393BM69 201291.460000 PA USD 205118.130000 0.0022919 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 4.25 N N N N N N FANNIE MAE 2004-37 N/A 31393YM51 87351.800000 PA USD 86614.420000 0.0009678 Long ABS-MBS USGSE US N 2 2034-06-25 Floating 0.57657 N N N N N N FANNIE MAE 2004-65 N/A 31394AQD1 577232.480000 PA USD 613853.260000 0.0068588 Long ABS-MBS USGSE US N 2 2034-08-25 Fixed 5.5 N N N N N N FANNIE MAE 2006-118 N/A 31396L4R8 276060.820000 PA USD 274234.730000 0.0030641 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 0.24686 N N N N N N FANNIE MAE 2006-129 N/A 31396L5K2 4246.770000 PA USD 4230.890000 0.0000473 Long ABS-MBS USGSE US N 2 2037-01-25 Floating 0.70657 N N N N N N FANNIE MAE 2007-14 N/A 31396PZS3 23484.750000 PA USD 23516.670000 0.0002628 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 0.81657 N N N N N N FANNIE MAE 2007-20 N/A 31396PZ95 499157.540000 PA USD 498424.980000 0.0055691 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 0.75657 N N N N N N FANNIE MAE 2007-21 N/A 31396P3U3 213689.000000 PA USD 213872.790000 0.0023897 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 0.80657 N N N N N N FANNIE MAE 2007-64 N/A 31396WVQ6 7148.800000 PA USD 7186.420000 0.0000803 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 0.92657 N N N N N N FANNIE MAE 2007-65 N/A 31396WLX2 541533.880000 PA USD 542792.080000 0.0060648 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 0.83657 N N N N N N FANNIE MAE 2007-68 N/A 31396WL20 163502.040000 PA USD 163641.360000 0.0018284 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 0.80657 N N N N N N FANNIE MAE 2007-84 N/A 31396XLZ5 23791.560000 PA USD 23977.730000 0.0002679 Long ABS-MBS USGSE US N 2 2037-08-25 Floating 0.95657 N N N N N N FANNIE MAE 2008-12 N/A 31396YMD1 26711.340000 PA USD 27121.650000 0.0003030 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 1.12657 N N N N N N FANNIE MAE 2009-106 N/A 31398GUJ6 13755.780000 PA USD 13982.470000 0.0001562 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 1.20657 N N N N N N FANNIE MAE 2009-111 N/A 31398GQS1 269730.430000 PA USD 275150.610000 0.0030744 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 1.20657 N N N N N N FANNIE MAE 2009-87 N/A 31398FM57 49928.790000 PA USD 50662.230000 0.0005661 Long ABS-MBS USGSE US N 2 2039-11-25 Floating 1.20657 N N N N N N FANNIE MAE 2010-1 N/A 31398GM97 158841.450000 PA USD 162765.450000 0.0018186 Long ABS-MBS USGSE US N 2 2040-02-25 Floating 1.30657 N N N N N N FANNIE MAE 2010-117 N/A 31398NQ80 4095.380000 PA USD 4108.780000 0.0000459 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 0.85657 N N N N N N FANNIE MAE 2010-135 N/A 31398SD83 12372.540000 PA USD 12426.660000 0.0001388 Long ABS-MBS USGSE US N 2 2040-12-25 Floating 0.90657 N N N N N N FANNIE MAE REMICS 2012-114 N/A 3136A9LP1 12713166.750000 PA USD 2073315.360000 0.0231659 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 5.59343 N N N N N N FANNIE MAE REMICS 2012-146 N/A 3136ABFP3 466341.570000 PA USD 421663.390000 0.0047114 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 1 N N N N N N FANNIE MAE REMICS 2012-84 N/A 3136A7P48 1562970.090000 PA USD 246631.680000 0.0027557 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 6.19343 N N N N N N FANNIE MAE REMICS 2013-39 N/A 3136AEEH6 5085157.960000 PA USD 239588.740000 0.0026770 Long ABS-MBS USGSE US N 2 2028-05-25 Fixed 2.5 N N N N N N FANNIE MAE REMICS 2013-84 N/A 3136AF5D2 14750334.280000 PA USD 2032218.460000 0.0227067 Long ABS-MBS USGSE US N 2 2042-11-25 Floating 5.69343 N N N N N N FANNIE MAE-1996-39 N/A 31359KRY5 279.300000 PA USD 286.190000 0.0000032 Long ABS-MBS USGSE US N 2 2023-11-25 Fixed 8 N N N N N N FANNIE MAE-2005-75 N/A 31394FAF2 83809.940000 PA USD 84053.790000 0.0009392 Long ABS-MBS USGSE US N 2 2035-09-25 Floating 0.85657 N N N N N N FANNIEMAE WHOLE LOAN 2003-W1 N/A 31392GVX0 742118.100000 PA USD 756161.050000 0.0084489 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 4.96867 N N N N N N FANNIEMAE WHOLE LOAN 2004-W2 N/A 31393XGV3 45701.680000 PA USD 45569.760000 0.0005092 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 0.80657 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GWJN7 32300000.000000 PA USD 30335599.600000 0.3389508 Long DBT USGSE US N 2 2025-08-06 Fixed 0.68 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GW5R3 62200000.000000 PA USD 57936441.910000 0.6473452 Long DBT USGSE US N 2 2025-10-27 Fixed 0.65 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GW6C5 83100000.000000 PA USD 76524421.650000 0.8550356 Long DBT USGSE US N 2 2026-10-28 Fixed 0.8 N N N N N N FEDERAL REALTY INVESTMENT TRUST 549300LI6XZ51GOCJ427 313747AU1 18600000.000000 PA USD 18851037.880000 0.2106296 Long DBT CORP US N 2 2024-01-15 Fixed 3.95 N N N N N N FHA-CITIBANK 99 N/A 3039959H9 1017.830000 PA USD 1021.160000 0.0000114 Long ABS-MBS USGA US N 2 2023-10-01 Fixed 7.43 N N N N N N FHLMC PASS THRU POOLS N/A 3128JNAA3 86921.590000 PA USD 87090.640000 0.0009731 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 2.113 N N N N N N FHLMC PASS THRU POOLS N/A 3128JNVF9 12032.330000 PA USD 12043.420000 0.0001346 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 2.204 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCEF7 73103.840000 PA USD 73191.410000 0.0008178 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 2.125 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCGF5 184543.420000 PA USD 184689.830000 0.0020636 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 2.073 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCGN8 158864.110000 PA USD 159273.710000 0.0017796 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 1.975 N N N N N N FHLMC PASS THRU POOLS N/A 3128NCSZ8 216205.460000 PA USD 216452.980000 0.0024185 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 2.29 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJ4L7 3932.720000 PA USD 3965.880000 0.0000443 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 2.05 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJ5D4 305469.950000 PA USD 313074.500000 0.0034981 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 2 N N N N N N FHLMC PASS THRU POOLS N/A 3128NHK85 454827.370000 PA USD 472431.540000 0.0052787 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 1.875 N N N N N N FHLMC PASS THRU POOLS N/A 3128S4GD3 6954.690000 PA USD 7328.500000 0.0000819 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 2.521 N N N N N N FHLMC PASS THRU POOLS N/A 31354Q5E5 2396.400000 PA USD 2395.500000 0.0000268 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 2.365 N N N N N N FHLMC PASS THRU POOLS N/A 31354RAL1 1438.030000 PA USD 1437.700000 0.0000161 Long ABS-MBS USGSE US N 2 2023-11-01 Floating 2.365 N N N N N N FHLMC PASS THRU POOLS N/A 31348S2X1 4219.690000 PA USD 4220.280000 0.0000472 Long ABS-MBS USGSE US N 2 2027-07-01 Floating 2.395 N N N N N N FHLMC PASS THRU POOLS N/A 31295KDH4 2812.760000 PA USD 2812.060000 0.0000314 Long ABS-MBS USGSE US N 2 2027-10-01 Floating 2.151 N N N N N N FHLMC PASS THRU POOLS N/A 31288VC98 357.780000 PA USD 357.640000 0.0000040 Long ABS-MBS USGSE US N 2 2023-09-01 Floating 2.608 N N N N N N FHLMC PASS THRU POOLS N/A 31288VGW3 1290.780000 PA USD 1289.780000 0.0000144 Long ABS-MBS USGSE US N 2 2024-01-01 Floating 2.497 N N N N N N FHLMC PASS THRU POOLS N/A 31288VRT8 489.140000 PA USD 488.860000 0.0000055 Long ABS-MBS USGSE US N 2 2024-06-01 Floating 2.364 N N N N N N FHLMC PASS THRU POOLS N/A 31288VX61 1234.600000 PA USD 1234.740000 0.0000138 Long ABS-MBS USGSE US N 2 2022-12-01 Floating 2.344 N N N N N N FHLMC PASS THRU POOLS N/A 31292GDN3 1.360000 PA USD 1.360000 0.0000000 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 8 N N N N N N FHLMC PASS THRU POOLS N/A 31292GFV3 30.350000 PA USD 30.560000 0.0000003 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 8 N N N N N N FHLMC PASS THRU POOLS N/A 31292GMF0 316.100000 PA USD 330.800000 0.0000037 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292GMW3 1761.710000 PA USD 1842.540000 0.0000206 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31298SLV4 1407.400000 PA USD 1497.300000 0.0000167 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31287RFP9 5720.380000 PA USD 6188.720000 0.0000691 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31335GKJ3 9844.260000 PA USD 10381.320000 0.0001160 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31356HNB9 5047.370000 PA USD 5119.810000 0.0000572 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31356L4P0 3533.360000 PA USD 3547.550000 0.0000396 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 8 N N N N N N FHLMC PASS THRU POOLS N/A 31283GUQ8 561.160000 PA USD 566.550000 0.0000063 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283GWN3 8028.630000 PA USD 8112.540000 0.0000906 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283HJ48 38.980000 PA USD 41.830000 0.0000005 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31335BEM4 2964674.790000 PA USD 3015020.330000 0.0336879 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132WK5E4 878243.930000 PA USD 890291.460000 0.0099476 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133B6YB0 4445442.000000 PA USD 4354795.530000 0.0486577 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133B6YF1 8506300.000000 PA USD 8337807.630000 0.0931614 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133B7PS1 6267536.000000 PA USD 6153607.240000 0.0687565 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133B7PT9 2666373.000000 PA USD 2618563.010000 0.0292582 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133B7YN2 5023611.000000 PA USD 4933537.150000 0.0551242 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132DM6U4 1997088.830000 PA USD 1961282.230000 0.0219141 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132L8NJ2 4972738.590000 PA USD 5055812.170000 0.0564905 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.5 N N N N N N FHLMC STRUCTURED P/T SECURITIES E3 N/A 3133TCE95 6642.100000 PA USD 6684.490000 0.0000747 Long ABS-MBS USGSE US N 2 2032-08-15 Floating 3.742 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-32 N/A 3133TSQG1 548917.230000 PA USD 537886.460000 0.0060100 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 0.71657 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-35 N/A 313398VT3 938877.210000 PA USD 932949.510000 0.0104242 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 0.73657 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-57 N/A 31394JD87 7553483.100000 PA USD 8437841.880000 0.0942791 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 6.5 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-61 N/A 31395A3J2 1372604.270000 PA USD 1410716.550000 0.0157625 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 1.54113 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBP0 6400000.000000 PA USD 6288182.140000 0.0702602 Long DBT CORP US N 2 2023-03-01 Fixed 0.375 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBQ8 12000000.000000 PA USD 11496290.760000 0.1284523 Long DBT CORP US N 2 2024-03-01 Fixed 0.6 N N N N N N FIRST FRANKLIN MTG LN ABS CERT 2004-FF3 N/A 36228FU61 1265264.240000 PA USD 1241427.040000 0.0138709 Long ABS-MBS CORP US N 2 2034-05-25 Floating 1.28157 N N N N N N FIRST HORIZON ALT MTGE SEC 2004-AA3 N/A 32051D6B3 46290.530000 PA USD 45466.080000 0.0005080 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.37063 N N N N N N FIRST HORIZON ALT MTGE SEC 2005-AA7 N/A 32051GSQ9 179142.540000 PA USD 172885.430000 0.0019317 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.44321 Y N N N N N FNMA PASS THRU POOLS N/A 31362GM40 2400.540000 PA USD 2456.410000 0.0000274 Long ABS-MBS USGSE US N 2 2028-01-01 Floating 4.485 N N N N N N FNMA PASS THRU POOLS N/A 31362GM57 416.160000 PA USD 422.940000 0.0000047 Long ABS-MBS USGSE US N 2 2028-02-01 Floating 4.516 N N N N N N FNMA PASS THRU POOLS N/A 31368HK69 201017.000000 PA USD 226105.130000 0.0025264 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31368HMU4 1891.800000 PA USD 2074.080000 0.0000232 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31368JA74 5622.240000 PA USD 5619.360000 0.0000628 Long ABS-MBS USGSE US N 2 2024-04-01 Floating 2.594 N N N N N N FNMA PASS THRU POOLS N/A 31371JSD7 3102.890000 PA USD 3413.200000 0.0000381 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31371KHV6 5039.690000 PA USD 5395.120000 0.0000603 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31371LBP3 1003.510000 PA USD 1039.750000 0.0000116 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371LQU6 1323.830000 PA USD 1468.000000 0.0000164 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371LWU9 5087.480000 PA USD 5657.700000 0.0000632 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MDP9 7347.030000 PA USD 7732.710000 0.0000864 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MFZ5 173666.150000 PA USD 181766.620000 0.0020309 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 2 N N N N N N FNMA PASS THRU POOLS N/A 31371MF93 4187.010000 PA USD 4406.870000 0.0000492 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371ML21 3399.400000 PA USD 3578.060000 0.0000400 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MNB9 119426.270000 PA USD 125643.850000 0.0014039 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MXY8 153627.530000 PA USD 163908.990000 0.0018314 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371M7M3 799882.910000 PA USD 850547.910000 0.0095035 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NDS1 21807.560000 PA USD 22953.350000 0.0002565 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NDT9 102707.540000 PA USD 109213.090000 0.0012203 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NJK2 1730.350000 PA USD 1820.540000 0.0000203 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NLK9 4661.300000 PA USD 4683.660000 0.0000523 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NRW7 14155.360000 PA USD 14980.310000 0.0001674 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NSN6 282491.100000 PA USD 300489.880000 0.0033575 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NSV8 35500.010000 PA USD 37378.370000 0.0004176 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NU45 7023.670000 PA USD 7395.390000 0.0000826 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NU52 85385.970000 PA USD 90950.120000 0.0010162 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NV77 4597.540000 PA USD 4842.460000 0.0000541 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NXJ9 2303.300000 PA USD 2425.390000 0.0000271 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NZ40 21428.580000 PA USD 21771.260000 0.0002433 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371N4H5 87174.710000 PA USD 92862.420000 0.0010376 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371N5L5 224465.110000 PA USD 239105.140000 0.0026716 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371PBD1 2231.270000 PA USD 2349.700000 0.0000263 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371PBE9 173776.010000 PA USD 185127.240000 0.0020685 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371PJT8 69088.120000 PA USD 73786.840000 0.0008244 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371P4X5 40169.980000 PA USD 42313.420000 0.0004728 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31373FAU4 6048.920000 PA USD 6057.640000 0.0000677 Long ABS-MBS USGSE US N 2 2024-03-01 Floating 2.784 N N N N N N FNMA PASS THRU POOLS N/A 31373T3S7 11073.750000 PA USD 11616.650000 0.0001298 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31373T4H0 3501.380000 PA USD 3499.280000 0.0000391 Long ABS-MBS USGSE US N 2 2024-01-01 Floating 2.585 N N N N N N FNMA PASS THRU POOLS N/A 31374F2G3 8567.460000 PA USD 9075.310000 0.0001014 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 9.5 N N N N N N FNMA PASS THRU POOLS N/A 31374F4E6 6037.120000 PA USD 6403.450000 0.0000715 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 9.5 N N N N N N FNMA PASS THRU POOLS N/A 31374S3Y5 4331.500000 PA USD 4335.170000 0.0000484 Long ABS-MBS USGSE US N 2 2027-11-01 Floating 2.095 N N N N N N FNMA PASS THRU POOLS N/A 31374TBF5 16385.550000 PA USD 16389.060000 0.0001831 Long ABS-MBS USGSE US N 2 2028-02-01 Floating 2.34 N N N N N N FNMA PASS THRU POOLS N/A 31374TYQ6 107661.770000 PA USD 108245.460000 0.0012095 Long ABS-MBS USGSE US N 2 2029-08-01 Floating 2.127 N N N N N N FNMA PASS THRU POOLS N/A 31378RU64 160.340000 PA USD 170.860000 0.0000019 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31384VX64 336.250000 PA USD 359.070000 0.0000040 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31384VYZ9 37.640000 PA USD 40.780000 0.0000005 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31384V7J5 1200.630000 PA USD 1301.670000 0.0000145 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31384WY38 3709.760000 PA USD 3932.100000 0.0000439 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385HJD5 4595.600000 PA USD 4877.160000 0.0000545 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 4.992 N N N N N N FNMA PASS THRU POOLS N/A 31385HJE3 7453.800000 PA USD 7966.060000 0.0000890 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 4.009 N N N N N N FNMA PASS THRU POOLS N/A 31385JRN0 630.460000 PA USD 680.090000 0.0000076 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385JRT7 5515.980000 PA USD 6110.490000 0.0000683 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385KUP8 240.020000 PA USD 240.930000 0.0000027 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385NYY9 65.820000 PA USD 66.180000 0.0000007 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385XAS6 1605.810000 PA USD 1776.260000 0.0000198 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31386C3E0 95796.260000 PA USD 96696.490000 0.0010804 Long ABS-MBS USGSE US N 2 2030-10-01 Floating 1.542 N N N N N N FNMA PASS THRU POOLS N/A 31386C4E9 127616.370000 PA USD 130107.330000 0.0014537 Long ABS-MBS USGSE US N 2 2039-11-01 Floating 1.542 N N N N N N FNMA PASS THRU POOLS N/A 31386HMS7 755.690000 PA USD 762.360000 0.0000085 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31387QYQ7 1137.470000 PA USD 1146.580000 0.0000128 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31387XPD1 5481.570000 PA USD 5559.370000 0.0000621 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31389NEZ4 3798.620000 PA USD 4065.180000 0.0000454 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31390STH4 7914.190000 PA USD 8070.150000 0.0000902 Long ABS-MBS USGSE US N 2 2042-07-01 Floating 1.342 N N N N N N FNMA PASS THRU POOLS N/A 31391JWR7 1521.570000 PA USD 1666.940000 0.0000186 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391LV69 153623.600000 PA USD 153813.890000 0.0017186 Long ABS-MBS USGSE US N 2 2032-09-01 Floating 2.086 N N N N N N FNMA PASS THRU POOLS N/A 31391XDM8 20898.480000 PA USD 21270.340000 0.0002377 Long ABS-MBS USGSE US N 2 2041-09-01 Floating 1.392 N N N N N N FNMA PASS THRU POOLS N/A 31400FPG6 180.120000 PA USD 192.420000 0.0000021 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31401YFY6 15624.360000 PA USD 16205.490000 0.0001811 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31402DF62 374.660000 PA USD 415.960000 0.0000046 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402QYC9 11173.250000 PA USD 12223.900000 0.0001366 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31402Q5X5 732419.740000 PA USD 754273.530000 0.0084278 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 1.718 N N N N N N FNMA PASS THRU POOLS N/A 31402RDG1 1223.300000 PA USD 1327.300000 0.0000148 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402RFA2 142689.030000 PA USD 142845.730000 0.0015961 Long ABS-MBS USGSE US N 2 2034-04-01 Floating 2.027 N N N N N N FNMA PASS THRU POOLS N/A 31402RMB2 436349.780000 PA USD 440000.210000 0.0049163 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 1.866 N N N N N N FNMA PASS THRU POOLS N/A 31402RN62 78761.600000 PA USD 78805.930000 0.0008805 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 1.952 N N N N N N FNMA PASS THRU POOLS N/A 31402RQN2 26888.560000 PA USD 28602.510000 0.0003196 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31403M2G3 130359.480000 PA USD 137293.140000 0.0015340 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31403NVY0 42561.960000 PA USD 42660.710000 0.0004767 Long ABS-MBS USGSE US N 2 2033-12-01 Floating 2.273 N N N N N N FNMA PASS THRU POOLS N/A 31405AKQ5 115376.010000 PA USD 128127.590000 0.0014316 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31405GCX6 152.720000 PA USD 170.320000 0.0000019 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31405PAH3 50211.930000 PA USD 50241.710000 0.0005614 Long ABS-MBS USGSE US N 2 2034-10-01 Floating 1.465 N N N N N N FNMA PASS THRU POOLS N/A 31405PRS1 186648.950000 PA USD 190739.520000 0.0021312 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 1.342 N N N N N N FNMA PASS THRU POOLS N/A 31405SKU7 4187.860000 PA USD 4534.090000 0.0000507 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31405UV97 86189.740000 PA USD 86238.940000 0.0009636 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 1.565 N N N N N N FNMA PASS THRU POOLS N/A 31406BEX4 576412.530000 PA USD 591556.520000 0.0066097 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 1.693 N N N N N N FNMA PASS THRU POOLS N/A 31406L2T4 52114.210000 PA USD 52056.540000 0.0005816 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 2.55 N N N N N N FNMA PASS THRU POOLS N/A 31406NUU6 34615.680000 PA USD 34664.040000 0.0003873 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 1.815 N N N N N N FNMA PASS THRU POOLS N/A 31406Q4N4 162296.020000 PA USD 162867.470000 0.0018198 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 2.008 N N N N N N FNMA PASS THRU POOLS N/A 31406VGS9 209868.150000 PA USD 210839.170000 0.0023558 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 1.921 N N N N N N FNMA PASS THRU POOLS N/A 31407E6T5 594550.880000 PA USD 609553.490000 0.0068108 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 1.875 N N N N N N FNMA PASS THRU POOLS N/A 31407KGL7 6144.550000 PA USD 6159.780000 0.0000688 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 1.955 N N N N N N FNMA PASS THRU POOLS N/A 31407MJ22 335126.240000 PA USD 338193.110000 0.0037788 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 2.145 N N N N N N FNMA PASS THRU POOLS N/A 31407MWT8 43595.360000 PA USD 43690.240000 0.0004882 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 2.404 N N N N N N FNMA PASS THRU POOLS N/A 31407M6Z3 77357.430000 PA USD 81483.020000 0.0009104 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31407PUU0 19792.390000 PA USD 21273.800000 0.0002377 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31407SGS5 7190.010000 PA USD 7198.040000 0.0000804 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 2.162 N N N N N N FNMA PASS THRU POOLS N/A 31407VFM2 161840.260000 PA USD 162097.650000 0.0018112 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 1.89 N N N N N N FNMA PASS THRU POOLS N/A 31407VM36 68015.040000 PA USD 67018.370000 0.0007488 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 0.441 N N N N N N FNMA PASS THRU POOLS N/A 31409APD5 9110.870000 PA USD 9792.370000 0.0001094 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31409TRQ3 33157.900000 PA USD 36136.300000 0.0004038 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409T6M5 7415.240000 PA USD 7920.130000 0.0000885 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409WD40 40533.720000 PA USD 43407.800000 0.0004850 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DCB4 70412.780000 PA USD 75629.530000 0.0008450 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410LQE5 237219.840000 PA USD 246577.390000 0.0027551 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31410RVQ9 1840.580000 PA USD 1965.720000 0.0000220 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TBJ3 79414.780000 PA USD 88676.460000 0.0009908 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410WWX2 409.530000 PA USD 441.040000 0.0000049 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410XTH9 1166.910000 PA USD 1248.660000 0.0000140 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410X2Q8 13990.750000 PA USD 15283.390000 0.0001708 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410YRF3 828.390000 PA USD 896.030000 0.0000100 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411AFG5 2684.890000 PA USD 2866.670000 0.0000320 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411AUK9 1860.580000 PA USD 1987.510000 0.0000222 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411A2R5 363.030000 PA USD 387.820000 0.0000043 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BFP3 25530.010000 PA USD 28507.320000 0.0003185 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411C6D8 2107.630000 PA USD 2251.400000 0.0000252 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411EJ40 53437.210000 PA USD 58034.220000 0.0006484 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411EM79 43668.300000 PA USD 46636.320000 0.0005211 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411ET64 1843.860000 PA USD 1969.430000 0.0000220 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411KPT4 3211.560000 PA USD 3433.020000 0.0000384 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411NLP0 26626.520000 PA USD 28443.040000 0.0003178 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412AFN9 60676.620000 PA USD 65182.930000 0.0007283 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412FN66 13599.450000 PA USD 14607.030000 0.0001632 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LEB2 84442.120000 PA USD 89752.810000 0.0010028 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LV64 751.900000 PA USD 756.860000 0.0000085 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412MKD9 86069.720000 PA USD 96640.370000 0.0010798 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MRS9 6411.400000 PA USD 6565.710000 0.0000734 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MWA2 63037.450000 PA USD 67130.340000 0.0007501 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412NBF2 4521.250000 PA USD 5049.960000 0.0000564 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NCR5 46780.900000 PA USD 47573.860000 0.0005316 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NFK7 19125.840000 PA USD 20343.870000 0.0002273 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412NFL5 113247.310000 PA USD 120393.520000 0.0013452 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QDK2 33484.190000 PA USD 35601.850000 0.0003978 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412RD20 905.790000 PA USD 962.530000 0.0000108 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412TDC4 5544.350000 PA USD 5578.520000 0.0000623 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412WMT0 13086.520000 PA USD 13903.880000 0.0001554 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412XPW8 26975.350000 PA USD 28809.620000 0.0003219 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413CHS1 52406.640000 PA USD 56023.660000 0.0006260 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413HFF0 48137.020000 PA USD 51716.790000 0.0005779 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31413Y4Z1 4809.230000 PA USD 4847.110000 0.0000542 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414HUC9 48450.710000 PA USD 51741.930000 0.0005781 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414KTF7 69.400000 PA USD 70.020000 0.0000008 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414SXL2 18991.640000 PA USD 19448.670000 0.0002173 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415AU82 48535.610000 PA USD 52251.060000 0.0005838 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415PBN7 17217.620000 PA USD 18815.750000 0.0002102 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415RL36 560.470000 PA USD 601.210000 0.0000067 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415TBU3 4397.370000 PA USD 4424.130000 0.0000494 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415TSX9 54647.970000 PA USD 57585.680000 0.0006434 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31415W4R1 2517.640000 PA USD 2534.670000 0.0000283 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415XEN7 32209.870000 PA USD 35834.100000 0.0004004 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415XER8 57578.710000 PA USD 62953.240000 0.0007034 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416AL73 22212.850000 PA USD 22757.040000 0.0002543 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BMS4 730.820000 PA USD 817.060000 0.0000091 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416BRU4 14688.320000 PA USD 16344.670000 0.0001826 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416BZZ4 986.570000 PA USD 999.260000 0.0000112 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.5 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 37721566.410000 PA USD 371859201.630000 4.1549200 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 31416CLT1 1642790.250000 PA USD 1836587.090000 0.0205209 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416S6C0 21460.360000 PA USD 21996.870000 0.0002458 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416VC44 155960.260000 PA USD 161592.400000 0.0018055 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416W4E9 169652.310000 PA USD 176402.780000 0.0019710 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416YKN7 46440.380000 PA USD 48354.910000 0.0005403 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MWY4 32441.110000 PA USD 33083.260000 0.0003697 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418M7C0 594.760000 PA USD 598.450000 0.0000067 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31418U2M5 14671.160000 PA USD 15086.860000 0.0001686 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418XEZ7 48583.890000 PA USD 52607.160000 0.0005878 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31419AGW1 161787.960000 PA USD 172006.010000 0.0019219 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138APFD5 48348.990000 PA USD 50155.300000 0.0005604 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EHN73 167235.440000 PA USD 169570.120000 0.0018947 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EJ5F1 1279.700000 PA USD 1315.430000 0.0000147 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ELUG6 3508.690000 PA USD 3595.890000 0.0000402 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ETJA5 59680.250000 PA USD 62035.760000 0.0006931 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ERDP2 11885.410000 PA USD 12321.210000 0.0001377 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4.5 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 14877.230000 PA USD 144457.930000 0.0016141 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3138WHZY1 34521.920000 PA USD 36381.890000 0.0004065 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XWYC6 43102.230000 PA USD 44724.830000 0.0004997 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FAAZ5 88975.600000 PA USD 92286.960000 0.0010312 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FFVG3 275954.070000 PA USD 287807.620000 0.0032158 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FMPZ3 751359.750000 PA USD 761125.380000 0.0085043 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FPAQ2 8406515.910000 PA USD 8536252.490000 0.0953787 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GYBN8 859204.240000 PA USD 882827.690000 0.0098642 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HBFK9 1119.330000 PA USD 1148.610000 0.0000128 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HETU6 1060426.800000 PA USD 1087043.930000 0.0121459 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HNU42 2420993.530000 PA USD 2483556.550000 0.0277497 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HNY97 6257326.810000 PA USD 6494587.620000 0.0725664 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HNZC9 4177455.330000 PA USD 4338495.270000 0.0484756 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J5TD1 4423066.520000 PA USD 4498710.640000 0.0502658 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140J6GM3 323332.850000 PA USD 333796.680000 0.0037296 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140MBH54 856658.000000 PA USD 841298.050000 0.0094001 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140MDUS5 659112.000000 PA USD 646397.540000 0.0072224 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140MEMA1 1257256.000000 PA USD 1234712.050000 0.0137959 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140MJ6N0 146418220.000000 PA USD 143463104.990000 1.6029662 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140MJ6Y6 8708686.000000 PA USD 8541774.190000 0.0954404 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140Q7NA1 33185010.740000 PA USD 33686208.600000 0.3763884 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q7S73 50048705.350000 PA USD 50743657.650000 0.5669776 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q7XY8 48029362.980000 PA USD 48715985.470000 0.5443217 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q75W3 41746280.600000 PA USD 42317835.190000 0.4728328 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QNGC0 69895746.180000 PA USD 68642542.710000 0.7669684 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QNKS0 68322918.600000 PA USD 67097913.950000 0.7497097 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QNS86 48137033.000000 PA USD 47154974.470000 0.5268799 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31417YB48 6531.980000 PA USD 6947.670000 0.0000776 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YDA2 745.220000 PA USD 772.960000 0.0000086 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YEC7 5923.800000 PA USD 6297.510000 0.0000704 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YG35 309268.500000 PA USD 329500.730000 0.0036816 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YJN8 21807.030000 PA USD 23185.250000 0.0002591 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YM95 28178.570000 PA USD 29229.650000 0.0003266 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YT98 17556.880000 PA USD 18256.990000 0.0002040 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YU54 60040.600000 PA USD 62183.990000 0.0006948 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YYC5 18400.670000 PA USD 19180.090000 0.0002143 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417Y5E3 6166.170000 PA USD 6420.580000 0.0000717 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418B3C8 8909.020000 PA USD 9439.150000 0.0001055 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CA20 13669.660000 PA USD 14412.130000 0.0001610 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.5 N N N N N N FORD CREDIT CANADA COMPANY 549300BIUBSSCG5CXL88 34527ABU3 2000000.000000 PA 1601903.770000 0.0178987 Long DBT CORP CA Y 2 2022-06-22 Fixed 2.766 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A29 9400000.000000 PA USD 9422325.000000 0.1052791 Long DBT CORP US N 2 2023-01-09 Fixed 3.087 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YG2 2000000.000000 PA USD 2000020.000000 0.0223470 Long DBT CORP US N 2 2024-01-09 Fixed 3.81 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZC0 9750000.000000 PA USD 9677585.870000 0.1081312 Long DBT CORP US N 2 2023-02-15 Floating 1.74143 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XZ1 20800000.000000 PA USD 20800000.000000 0.2324061 Long DBT CORP US N 2 2023-05-04 Fixed 3.096 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI1K2ZL2 5700000.000000 PA 6203705.830000 0.0693163 Long DBT CORP US N 2 2024-07-19 Fixed 1.744 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YP2 500000.000000 PA USD 498340.030000 0.0055681 Long DBT CORP US N 2 2022-08-03 Floating 1.38271 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397WF6 2082000.000000 PA USD 2097261.060000 0.0234335 Long DBT CORP US N 2 2022-09-20 Fixed 4.25 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540XAB9 16300000.000000 PA USD 16328525.000000 0.1824446 Long DBT CORP US N 2 2022-10-07 Fixed 3.55 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZU0 7300000.000000 PA USD 7325039.000000 0.0818454 Long DBT CORP US N 2 2022-11-01 Fixed 3.35 N N N N N N FREDDIE MAC 2103 N/A 3133THKP1 514.300000 PA USD 554.080000 0.0000062 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6 N N N N N N FREDDIE MAC 2135 N/A 3133TJWR0 228737.300000 PA USD 244944.440000 0.0027369 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.5 N N N N N N FREDDIE MAC 2174 N/A 3133TLMU9 17502.180000 PA USD 18582.760000 0.0002076 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 6 N N N N N N FREDDIE MAC 2241 N/A 3133TPF87 32833.870000 PA USD 36783.590000 0.0004110 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 7.5 N N N N N N FREDDIE MAC 2266 N/A 3133TQFM4 547.290000 PA USD 548.780000 0.0000061 Long ABS-MBS USGSE US N 2 2030-11-15 Floating 0.84657 N N N N N N FREDDIE MAC 2395 N/A 31339LMA5 21148.800000 PA USD 21224.910000 0.0002372 Long ABS-MBS USGSE US N 2 2031-12-15 Floating 0.84657 N N N N N N FREDDIE MAC 2461 N/A 31392MK43 275994.670000 PA USD 306526.500000 0.0034249 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.5 N N N N N N FREDDIE MAC 2826 N/A 31395CZM6 384834.230000 PA USD 409762.480000 0.0045784 Long ABS-MBS USGSE US N 2 2034-07-15 Fixed 5.5 N N N N N N FREDDIE MAC 3181 N/A 31396URJ1 1077667.500000 PA USD 156183.010000 0.0017451 Long ABS-MBS USGSE US N 2 2036-07-15 Floating 6.07343 N N N N N N FREDDIE MAC 3200 N/A 31397AJC8 2966778.870000 PA USD 468695.880000 0.0052369 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 6.75343 N N N N N N FREDDIE MAC 3404 N/A 31397PST8 1998514.970000 PA USD 2047445.410000 0.0228769 Long ABS-MBS USGSE US N 2 2038-01-15 Floating 1.25157 N N N N N N FREDDIE MAC 3439 N/A 31397TAL6 24555.160000 PA USD 24553.940000 0.0002744 Long ABS-MBS USGSE US N 2 2037-02-15 Floating 0.72657 N N N N N N FREDDIE MAC REMICS 3984 N/A 3137AKEE7 17256.440000 PA USD 17446.220000 0.0001949 Long ABS-MBS USGSE US N 2 2042-01-15 Floating 0.94657 N N N N N N FREDDIE MAC REMICS 4024 N/A 3137ANKV6 3469508.460000 PA USD 166020.840000 0.0018550 Long ABS-MBS USGSE US N 2 2027-03-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4039 N/A 3137AQQL5 4428604.090000 PA USD 224869.020000 0.0025125 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 3 N N N N N N FREDDIE MAC STRIPS 309 N/A 31325USH0 24200861.000000 PA USD 3998289.830000 0.0446744 Long ABS-MBS USGSE US N 2 2043-08-15 Floating 5.55343 N N N N N N FREDDIE MAC STRIPS 332 N/A 3132HUCJ0 6404847.730000 PA USD 7457609.410000 0.0833266 Long ABS-MBS USGSE US N 2 2044-08-15 Floating 9.04549 N N N N N N FREDDIE MAC STRIPS-246 N/A 3128HWUY1 7768.980000 PA USD 7817.460000 0.0000873 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 0.79657 N N N N N N FREDDIE MAC-1654 N/A 3133T3LZ9 38667.380000 PA USD 1044.780000 0.0000117 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 4 N N N N N N FREDDIE MAC-2304 N/A 3133TSMD2 154211.100000 PA USD 171325.630000 0.0019143 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 6.5 N N N N N N FREDDIE MAC-2340 N/A 313398EE5 188623.600000 PA USD 209538.940000 0.0023413 Long ABS-MBS USGSE US N 2 2031-07-15 Fixed 6.5 N N N N N N FREDDIE MAC-3203 N/A 31397APT4 15455.180000 PA USD 15620.350000 0.0001745 Long ABS-MBS USGSE US N 2 2036-05-15 Floating 0.91657 N N N N N N FREDDIE MAC-3271 N/A 31397FFJ6 43312.090000 PA USD 43329.680000 0.0004841 Long ABS-MBS USGSE US N 2 2037-02-15 Floating 0.73657 N N N N N N FREMONT HOME LOAN TRUST 2006-E N/A 35729NAB1 191383.110000 PA USD 104217.020000 0.0011645 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.51657 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2F1 28000000.000000 PA USD 27048364.560000 0.3022214 Long DBT CORP US N 2 2023-12-08 Fixed 1.25 N N N N N N GALLATIN CLO IX LTD 2018-1A N/A 36361WAC0 12902193.360000 PA USD 12855129.130000 0.1436351 Long ABS-CBDO CORP KY N 2 2028-01-21 Floating 1.30514 N N N N N N GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A N/A 36361UAL4 28000000.000000 PA USD 27843376.400000 0.3111043 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 1.17739 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448AN3 400000.000000 PA USD 402252.360000 0.0044945 Long DBT CORP US N 2 2022-06-15 Fixed 4.75 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 37033LGD2 20600000.000000 PA USD 21064418.970000 0.2353605 Long DBT CORP US N 2 2022-10-15 Fixed 6.41 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAW0 15600000.000000 PA USD 16147772.160000 0.1804250 Long DBT CORP US Y 2 2023-10-02 Fixed 5.4 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCU8 1200000.000000 PA USD 1206278.350000 0.0134782 Long DBT CORP US N 2 2022-07-08 Fixed 3.55 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XDC7 20700000.000000 PA USD 20776147.020000 0.2321396 Long DBT CORP US N 2 2023-11-17 Floating 1.34226 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAA0 3650000.000000 PA USD 3575019.840000 0.0399450 Long DBT CORP US N 2 2025-02-15 Fixed 2.65 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAE2 3300000.000000 PA USD 3044607.520000 0.0340185 Long DBT CORP US N 2 2026-03-01 Fixed 1.2 N N N N N N GLS AUTO RECEIVABLES TRUST 2022-1A N/A 36263XAA1 23000000.000000 PA USD 22965495.400000 0.2566019 Long ABS-O CORP US N 2 2025-08-15 Fixed 1.98 N N N N N N GNMA PASS THRU POOLS N/A 36202J5A2 2987.090000 PA USD 2988.880000 0.0000334 Long ABS-MBS USGSE US N 2 2022-08-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202J5G9 1296.240000 PA USD 1296.940000 0.0000145 Long ABS-MBS USGSE US N 2 2022-09-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KBP9 4590.090000 PA USD 4617.880000 0.0000516 Long ABS-MBS USGSE US N 2 2023-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KB20 488.860000 PA USD 490.460000 0.0000055 Long ABS-MBS USGSE US N 2 2023-03-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KCL7 17906.060000 PA USD 17977.190000 0.0002009 Long ABS-MBS USGSE US N 2 2023-04-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KDV4 2333.880000 PA USD 2349.740000 0.0000263 Long ABS-MBS USGSE US N 2 2023-06-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KD93 12789.600000 PA USD 12802.550000 0.0001430 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KEU5 1066.480000 PA USD 1066.470000 0.0000119 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KEV3 8299.690000 PA USD 8291.460000 0.0000926 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KE84 1923.860000 PA USD 1926.240000 0.0000215 Long ABS-MBS USGSE US N 2 2023-08-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KFJ9 17020.100000 PA USD 17012.010000 0.0001901 Long ABS-MBS USGSE US N 2 2023-08-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KFV2 10876.740000 PA USD 10897.470000 0.0001218 Long ABS-MBS USGSE US N 2 2023-09-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KGK5 1064.160000 PA USD 1066.120000 0.0000119 Long ABS-MBS USGSE US N 2 2023-10-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KGL3 1204.800000 PA USD 1207.350000 0.0000135 Long ABS-MBS USGSE US N 2 2023-10-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KG90 3765.420000 PA USD 3777.150000 0.0000422 Long ABS-MBS USGSE US N 2 2023-11-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KHC2 2260.450000 PA USD 2258.190000 0.0000252 Long ABS-MBS USGSE US N 2 2023-11-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KHR9 64287.000000 PA USD 64535.930000 0.0007211 Long ABS-MBS USGSE US N 2 2023-12-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KHZ1 13408.960000 PA USD 13393.180000 0.0001496 Long ABS-MBS USGSE US N 2 2023-12-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KLY9 1675.040000 PA USD 1689.460000 0.0000189 Long ABS-MBS USGSE US N 2 2024-06-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KM77 2463.550000 PA USD 2473.560000 0.0000276 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KNW1 32007.810000 PA USD 32269.260000 0.0003606 Long ABS-MBS USGSE US N 2 2024-09-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KPM1 3971.900000 PA USD 4008.580000 0.0000448 Long ABS-MBS USGSE US N 2 2024-10-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KQ99 27948.390000 PA USD 28338.120000 0.0003166 Long ABS-MBS USGSE US N 2 2025-01-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KRM9 422.380000 PA USD 424.550000 0.0000047 Long ABS-MBS USGSE US N 2 2025-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KRQ0 17056.610000 PA USD 17270.790000 0.0001930 Long ABS-MBS USGSE US N 2 2025-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KS48 14805.000000 PA USD 15071.290000 0.0001684 Long ABS-MBS USGSE US N 2 2025-06-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KUF0 3562.020000 PA USD 3577.910000 0.0000400 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KVJ1 14620.550000 PA USD 14819.710000 0.0001656 Long ABS-MBS USGSE US N 2 2025-10-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KXJ9 5058.460000 PA USD 5115.930000 0.0000572 Long ABS-MBS USGSE US N 2 2026-01-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KYK5 8432.530000 PA USD 8525.170000 0.0000953 Long ABS-MBS USGSE US N 2 2026-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KYP4 8023.060000 PA USD 8025.090000 0.0000897 Long ABS-MBS USGSE US N 2 2026-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KY33 8965.740000 PA USD 9120.810000 0.0001019 Long ABS-MBS USGSE US N 2 2026-03-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36202KZL2 2367.350000 PA USD 2399.610000 0.0000268 Long ABS-MBS USGSE US N 2 2026-04-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KZ65 2121.920000 PA USD 2157.840000 0.0000241 Long ABS-MBS USGSE US N 2 2026-05-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K3U7 1533.290000 PA USD 1564.070000 0.0000175 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202K3W3 752.220000 PA USD 765.580000 0.0000086 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202K4L6 1357.660000 PA USD 1385.060000 0.0000155 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202K5C5 6562.590000 PA USD 6573.110000 0.0000734 Long ABS-MBS USGSE US N 2 2026-08-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202K5G6 5915.740000 PA USD 5980.430000 0.0000668 Long ABS-MBS USGSE US N 2 2026-08-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202K6D2 578.660000 PA USD 586.170000 0.0000065 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36202K6F7 268.570000 PA USD 268.670000 0.0000030 Long ABS-MBS USGSE US N 2 2022-05-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K6K6 326.340000 PA USD 326.260000 0.0000036 Long ABS-MBS USGSE US N 2 2022-05-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K6P5 146.570000 PA USD 146.640000 0.0000016 Long ABS-MBS USGSE US N 2 2022-05-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CAR7 1998.020000 PA USD 1997.320000 0.0000223 Long ABS-MBS USGSE US N 2 2026-11-20 Floating 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36225CAZ9 2038.640000 PA USD 2092.570000 0.0000234 Long ABS-MBS USGSE US N 2 2026-12-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CA97 150945.120000 PA USD 154072.570000 0.0017215 Long ABS-MBS USGSE US N 2 2027-01-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CBQ8 146608.280000 PA USD 148150.170000 0.0016553 Long ABS-MBS USGSE US N 2 2027-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CBY1 18860.990000 PA USD 19103.310000 0.0002134 Long ABS-MBS USGSE US N 2 2027-03-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CB54 772.590000 PA USD 786.960000 0.0000088 Long ABS-MBS USGSE US N 2 2027-04-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCN4 8302.290000 PA USD 8431.800000 0.0000942 Long ABS-MBS USGSE US N 2 2027-05-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCY0 34132.050000 PA USD 34719.370000 0.0003879 Long ABS-MBS USGSE US N 2 2027-06-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CC87 6017.210000 PA USD 6101.400000 0.0000682 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CC95 90095.510000 PA USD 91652.990000 0.0010241 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CEV4 37063.720000 PA USD 37027.190000 0.0004137 Long ABS-MBS USGSE US N 2 2027-12-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CJ72 130.790000 PA USD 132.240000 0.0000015 Long ABS-MBS USGSE US N 2 2029-05-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CN28 12549.770000 PA USD 12902.580000 0.0001442 Long ABS-MBS USGSE US N 2 2030-05-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CPN0 1753.080000 PA USD 1801.150000 0.0000201 Long ABS-MBS USGSE US N 2 2030-07-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CRE8 1850.360000 PA USD 1864.610000 0.0000208 Long ABS-MBS USGSE US N 2 2031-01-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CRP3 6579.690000 PA USD 6613.160000 0.0000739 Long ABS-MBS USGSE US N 2 2031-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CT30 150424.230000 PA USD 155722.050000 0.0017399 Long ABS-MBS USGSE US N 2 2032-01-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CUD6 294302.610000 PA USD 304524.680000 0.0034026 Long ABS-MBS USGSE US N 2 2032-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225DCE2 9973.610000 PA USD 10266.500000 0.0001147 Long ABS-MBS USGSE US N 2 2034-07-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A 36179T7L3 1168822.810000 PA USD 1213648.430000 0.0135605 Long ABS-MBS USGSE US N 2 2048-08-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36206VQA8 42.920000 PA USD 43.520000 0.0000005 Long ABS-MBS USGSE US N 2 2026-04-15 Fixed 7 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZH0 16000000.000000 PA USD 15608596.960000 0.1744006 Long DBT CORP US N 2 2025-01-24 Floating 1.757 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWU4 7000000.000000 PA USD 7014341.040000 0.0783738 Long DBT CORP US N 2 2023-02-23 Floating 1.21386 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZP2 21800000.000000 PA USD 21783335.640000 0.2433932 Long DBT CORP US N 2 2024-03-15 Fixed 3 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXD1 200000.000000 PA USD 201178.740000 0.0022478 Long DBT CORP US N 2 2026-05-15 Floating 1.67643 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EB81 17700000.000000 PA USD 17933731.860000 0.2003802 Long DBT CORP US N 2 2023-11-29 Floating 2.10786 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZE7 23200000.000000 PA USD 22651726.460000 0.2530961 Long DBT CORP US N 2 2023-12-06 Fixed 1.217 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZF4 23200000.000000 PA USD 23108520.780000 0.2582000 Long DBT CORP US N 2 2023-12-06 Floating 0.802956 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 N/A 38375UVD9 7645343.930000 PA USD 7647921.940000 0.0854531 Long ABS-MBS USGSE US N 2 2065-03-20 Floating 0.70629 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09 N/A 38376RTJ5 3756681.910000 PA USD 3787070.840000 0.0423143 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 1.00629 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UXM7 2711963.110000 PA USD 2726372.850000 0.0304628 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 0.90629 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H14 N/A 38380QGA4 20218827.980000 PA USD 20973044.850000 0.2343396 Long ABS-MBS USGSE US N 2 2070-08-20 Floating 1.69857 N N N N N N GPMT LLC 2021-FL3 N/A 36264BAA8 18919665.060000 PA USD 18868117.490000 0.2108204 Long ABS-MBS CORP KY N 2 2035-07-16 Floating 1.71757 N N N N N N GPMT LTD 2021-FL4 N/A 36262TAA1 22182000.000000 PA USD 21961785.980000 0.2453871 Long ABS-CBDO CORP KY N 2 2036-12-15 Floating 1.79657 N N N N N N GREAT HALL MORTGAGES PLC 2007-1 N/A B1S70QII6 422772.600000 PA 463560.210000 0.0051795 Long ABS-MBS CORP GB N 2 2039-03-18 Floating 0 N N N N N N GREAT HALL MORTGAGES PLC 2007-2X N/A B1Z97QII7 4698513.050000 PA USD 4624605.440000 0.0516724 Long ABS-MBS CORP GB N 2 2039-06-18 Floating 1.07814 N N N N N N GS MORTGAGE SECURITIES CORP II 2012-GCJ9 N/A 36192PAQ9 9789239.780000 PA USD 29613.430000 0.0003309 Long ABS-MBS CORP US N 2 2045-11-10 Variable 1.91484 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ3 N/A 362924AE2 24000000.000000 PA USD 22178438.400000 0.2478079 Long ABS-MBS CORP US N 2 2052-08-26 Variable 2.5 N N N N N N GSAMP TRUST 2004-OPT N/A 36242DNU3 1509178.830000 PA USD 1493392.670000 0.0166862 Long ABS-MBS CORP US N 2 2034-11-25 Floating 1.32657 N N N N N N GSAMP TRUST 2007-FM1 N/A 3622MAAB7 1483646.270000 PA USD 876370.710000 0.0097920 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.52657 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR4 N/A 362341FH7 618069.460000 PA USD 421561.380000 0.0047103 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.63704 Y N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341RT8 1592263.210000 PA USD 1600934.360000 0.0178878 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.76557 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341RX9 223548.000000 PA USD 226108.180000 0.0025264 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.91023 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341SF7 19278.790000 PA USD 19235.230000 0.0002149 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.64505 N N N N N N GSR MTGE LOAN TRUST 2003-2F N/A 36228FNB8 25361.190000 PA USD 26120.260000 0.0002919 Long ABS-MBS CORP US N 2 2032-03-25 Fixed 6 N N N N N N HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) N/A 418751AB9 4000000.000000 PA USD 4105080.000000 0.0458676 Long DBT CORP US N 2 2025-04-15 Fixed 6 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-4 N/A 41161PMX8 1753198.530000 PA USD 1440891.810000 0.0160996 Long ABS-MBS CORP US N 2 2035-07-19 Floating 2.66505 Y N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AY3 5800000.000000 PA USD 5771862.340000 0.0644911 Long DBT CORP US N 2 2026-11-19 Fixed 3.55 N N N N N N URBI DESARROLLOS URBANOS SA DE CV (AKA: URBIMM) N/A B0126X906 572.000000 NS 194.410000 0.0000022 Long EC CORP MX N 1 N N N HAWKSMOOR MORTGAGES 19-1A N/A ACI1DHFV7 64942021.560000 PA 85448488.720000 0.9547475 Long ABS-MBS CORP GB N 2 2053-05-25 Floating 1.5828 N N N N N N HERTZ VEHICLE FINANCING LLC 2022-3A N/A 42806MAS8 22500000.000000 PA USD 22505371.880000 0.2514608 Long ABS-O CORP US N 2 2025-03-25 Fixed 3.37 N N N N N N HERTZ VEHICLE FINANCING LLC 2022-4A N/A 42806MBA6 22500000.000000 PA USD 22542903.000000 0.2518802 Long ABS-O CORP US N 2 2026-09-25 Fixed 3.73 N N N N N N HOME EQUITY ASSET TRUST 2006-4 N/A 437084VN3 8392898.530000 PA USD 8318394.770000 0.0929445 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.01657 N N N N N N HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2 N/A 43789XAA2 2943250.920000 PA USD 2927447.430000 0.0327094 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.657 N N N N N N HOPS HILL NO. 1 PLC 1 N/A ACI1V4YD5 2457705.500000 PA 3235677.360000 0.0361534 Long ABS-MBS CORP GB N 2 2054-05-27 Floating 1.64053 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DA4 9600000.000000 PA USD 9418914.140000 0.1052410 Long DBT CORP GB N 2 2026-03-10 Floating 2.999 N N N N N N HSI ASSET SEC CORP TRUST 2006-HE1 N/A 44328AAB6 31656.590000 PA USD 15404.060000 0.0001721 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.55657 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 44486JD71 23000000.000000 PA USD 22997875.720000 0.2569637 Long DBT CORP US N 2 2022-04-07 None 0 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABR7 1500000.000000 PA USD 1432771.320000 0.0160089 Long DBT CORP US N 2 2024-01-08 Fixed 0.8 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABU0 20000000.000000 PA USD 19632378.800000 0.2193598 Long DBT CORP US N 2 2023-04-03 Fixed 0.8 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABY2 22000000.000000 PA USD 20710665.800000 0.2314079 Long DBT CORP US N 2 2024-09-17 Fixed 1 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABQ9 24800000.000000 PA USD 24635761.500000 0.2752644 Long DBT CORP US N 2 2022-11-10 Fixed 1.15 N N N N N N IHPT-2018-STAY N/A 46117MAA2 5220000.000000 PA USD 5200072.650000 0.0581023 Long ABS-MBS CORP US N 2 2033-01-15 Floating 1.497 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AB1 500000.000000 PA USD 502569.270000 0.0056154 Long DBT CORP GB N 2 2023-02-11 Fixed 3.5 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR4 N/A 45661EAV6 1168174.500000 PA USD 1119623.420000 0.0125100 Long ABS-MBS CORP US N 2 2046-05-25 Floating 0.87657 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BA0 12700000.000000 PA USD 12769953.000000 0.1426834 Long DBT CORP NL N 2 2026-03-28 Floating 3.869 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AL7 13200000.000000 PA USD 13282532.080000 0.1484106 Long DBT CORP NL N 2 2023-10-02 Floating 1.96157 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 4595A3F36 5600000.000000 PA USD 5588809.970000 0.0624458 Long DBT CORP US N 2 2022-06-03 None 0 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 4595A3DE4 18600000.000000 PA USD 18595088.480000 0.2077698 Long DBT CORP US N 2 2022-04-14 None 0 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 4595A3EP8 22900000.000000 PA USD 22864330.730000 0.2554716 Long DBT CORP US N 2 2022-05-23 None 0 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AM3 6900000.000000 PA USD 6868587.410000 0.0767453 Long DBT CORP US N 2 2022-09-15 Fixed 0.697 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 BJGTFKII9 80400000.000000 PA 25373958.820000 0.2835126 Long DBT NUSS IL N 2 2022-07-31 Fixed 0.75 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI0Y1P99 12100000.000000 PA 3830661.840000 0.0428014 Long DBT NUSS IL N 2 2022-11-30 Fixed 1.25 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI22SVD5 98600000.000000 PA 30793381.590000 0.3440658 Long DBT MUN IL N 2 2023-01-04 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1WZJ67 30100000.000000 PA 9431540.850000 0.1053821 Long DBT MUN IL N 2 2022-04-06 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1Z3H18 75000000.000000 PA 23495816.490000 0.2625274 Long DBT MUN IL N 2 2022-07-06 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI20VV73 168600000.000000 PA 52808028.580000 0.5900436 Long DBT MUN IL N 2 2022-09-07 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI20YST3 258600000.000000 PA 80956848.740000 0.9045607 Long DBT MUN IL N 2 2022-10-07 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI21KLL6 72000000.000000 PA 22532292.940000 0.2517616 Long DBT MUN IL N 2 2022-11-02 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI229M05 29000000.000000 PA 9062784.000000 0.1012618 Long DBT MUN IL N 2 2022-12-07 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI241CD3 6350000000.000000 PA 52170043.540000 0.5829151 Long DBT NUSS JP N 2 2022-06-13 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI247BC3 78221400000.000000 PA 642658772.340000 7.1806634 Long DBT NUSS JP N 2 2022-06-20 None 0 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DB8 1700000.000000 PA USD 1738918.640000 0.0194296 Long DBT CORP US N 2 2024-04-01 Fixed 4.7 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HKC3 1800000.000000 PA USD 1810428.680000 0.0202286 Long DBT CORP US N 2 2025-01-23 Fixed 3.125 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCV6 22300000.000000 PA USD 21885679.830000 0.2445368 Long DBT CORP US N 2 2026-02-24 Floating 2.595 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBZ8 7260000.000000 PA USD 7125549.810000 0.0796164 Long DBT CORP US N 2 2024-03-16 Floating 0.697 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAU0 1900000.000000 PA USD 1922273.680000 0.0214783 Long DBT CORP US N 2 2024-07-23 Floating 3.797 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBS4 8000000.000000 PA USD 7782925.520000 0.0869615 Long DBT CORP US N 2 2024-09-16 Floating 0.653 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCQ7 19100000.000000 PA USD 18603176.150000 0.2078601 Long DBT CORP US N 2 2027-09-22 Floating 1.05224 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2012-C6 N/A 46634SAE5 8592912.530000 PA USD 85.930000 0.0000010 Long ABS-MBS CORP US N 2 2045-05-15 Variable 1.43375 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2012-LC9 N/A 46639EAE1 5048885.720000 PA USD 5058592.710000 0.0565215 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 2.84 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAN5 37774.070000 PA USD 37839.650000 0.0004228 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.3223 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A2 N/A 46630PAA3 182820.390000 PA USD 166173.900000 0.0018567 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.40839 Y N N N N N JP MORGAN MORTGAGE TRUST-2005-A6 N/A 466247UG6 1189148.590000 PA USD 1095857.270000 0.0122444 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.10803 Y N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AA8 13200000.000000 PA USD 12999886.280000 0.1452525 Long DBT CORP US N 2 2023-02-10 Fixed 0.625 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AB6 9600000.000000 PA USD 9228177.020000 0.1031098 Long DBT CORP US N 2 2024-02-10 Fixed 0.8 N N N N N N A10 BRIDGE ASSET FINANCING 2020-C LLC N/A 66981EAA1 7725678.280000 PA USD 7717501.040000 0.0862305 Long ABS-MBS CORP US N 2 2040-08-15 Fixed 2.021 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 600000.000000 PA USD 573257.890000 0.0064052 Long DBT CORP US N 2 2024-08-08 Fixed 3.2 N N N N N N LCM LP 13A N/A 50184KBL1 20526976.570000 PA USD 20399996.690000 0.2279367 Long ABS-CBDO CORP KY N 2 2027-07-19 Floating 1.118 N N N N N N LCM XXV LTD 25A N/A 50189PAY8 25000000.000000 PA USD 24876500.000000 0.2779543 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 1.37514 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAP4 3200000.000000 PA USD 3223866.370000 0.0360214 Long DBT CORP US N 2 2022-11-06 Fixed 3.2 N N N N N N LFT CRE 2021-FL1 LTD N/A 50203JAA6 21000000.000000 PA USD 20779980.900000 0.2321824 Long ABS-CBDO CORP KY N 2 2039-06-15 Floating 1.56657 N N N N N N LIFESTORAGE LP N/A 84610WAB1 7000000.000000 PA USD 7051140.180000 0.0787850 Long DBT CORP US N 2 2026-07-01 Fixed 3.5 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAR4 9900000.000000 PA USD 9858474.650000 0.1101524 Long DBT CORP GB N 2 2026-03-18 Floating 3.511 N N N N N N LOANCORE ISSUER LTD 2021-CRE4 N/A 53946CAA7 18948671.970000 PA USD 18787775.010000 0.2099227 Long ABS-MBS CORP US N 2 2035-07-15 Floating 0.96415 N N N N N N LOANCORE ISSUER LTD 2021-CRE5 N/A 53947XAA0 13800000.000000 PA USD 13671271.530000 0.1527542 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 1.69657 N N N N N N ABN AMRO MORTGAGE GROUP 2003-13 N/A 000780NZ5 37919.170000 PA USD 37458.160000 0.0004185 Long ABS-MBS CORP US N 2 2034-01-25 Fixed 5.5 N N N N N N LUXE TRUST 2021-TRIP N/A 55066WAA2 28350000.000000 PA USD 27911164.680000 0.3118617 Long ABS-MBS CORP US N 2 2038-10-15 Floating 1.447 N N N N N N MADISON PARK FUNDING XXIII LTD 2017-23A N/A 55820TAJ7 5700000.000000 PA USD 5662341.810000 0.0632674 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 1.23757 N N N N N N MAGNETITE VII LTD 2012-7A N/A 55951PBA4 997592.220000 PA USD 991493.890000 0.0110783 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 1.04129 N N N N N N MAGNETITE VIII CLO LTD 2014-8A N/A 55952YAP2 1000000.000000 PA USD 995152.040000 0.0111192 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 1.22129 N N N N N N MAGNETITE XVIII LTD 2016-18A N/A 55953TAS6 23855695.230000 PA USD 23688030.250000 0.2646751 Long ABS-CBDO CORP KY N 2 2028-11-15 Floating 1.38643 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 57174WDJ5 23000000.000000 PA USD 22991455.500000 0.2568920 Long DBT CORP US N 2 2022-04-18 None 0 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 57174WDM8 20000000.000000 PA USD 19990771.600000 0.2233643 Long DBT CORP US N 2 2022-04-21 None 0 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 57174WDN6 20300000.000000 PA USD 20289988.650000 0.2267075 Long DBT CORP US N 2 2022-04-22 None 0 N N N N N N MASSACHUSETTS EDUC FINANCING AUTH 2008-1 N/A 57563NAA6 1622692.080000 PA USD 1624446.530000 0.0181505 Long ABS-O CORP US N 2 2038-04-25 Floating 1.20771 N N N N N N MASTR ADJUSTABLE RATE MTGES TRU 2004-13 N/A 576433UM6 63099.610000 PA USD 62991.110000 0.0007038 Long ABS-MBS CORP US N 2 2034-11-21 Floating 2.75866 N N N N N N MDPKE 14A N/A ACI2289F9 5000000.000000 PA 5472176.600000 0.0611426 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 0.8 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GEJ4 20500000.000000 PA USD 19179847.360000 0.2143035 Long DBT CORP US N 2 2025-07-02 Fixed 0.95 N N N N N N MF1 2022-FL8 LTD N/A 55284JAA7 23000000.000000 PA USD 22842608.700000 0.2552289 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 1.4 N N N N N N MID-STATE TRUST-11 N/A 59549WAA1 127851.430000 PA USD 128750.630000 0.0014386 Long ABS-O CORP US N 2 2038-07-15 Fixed 4.864 N N N N N N MIDWEST CONNECTOR CAPITAL COMPANY LLC N/A 59833CAB8 7300000.000000 PA USD 7300000.000000 0.0815656 Long DBT CORP US N 2 2022-04-01 Fixed 3.625 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AS3 29800000.000000 PA USD 29866042.760000 0.3337043 Long DBT CORP JP N 2 2023-03-02 Floating 1.24429 N N N N N N MIZUHO BANK LTD/NEW YORK BRANCH RB0PEZSDGCO3JS6CEU02 60689GGF7 23000000.000000 PA USD 22931465.060000 0.2562217 Long DBT CORP JP N 2 2022-07-15 None 0 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAQ2 12500000.000000 PA USD 12545348.250000 0.1401738 Long DBT CORP JP N 2 2023-03-05 Floating 1.37314 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 ACI13W744 28800000.000000 PA 21722519.860000 0.2427137 Long DBT CORP JP N 2 2023-07-19 Floating 1.465 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBJ7 5700000.000000 PA USD 5528225.770000 0.0617689 Long DBT CORP JP N 2 2024-09-08 Floating 0.849 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAZ2 300000.000000 PA USD 294089.040000 0.0032860 Long DBT CORP JP N 2 2025-09-13 Floating 2.555 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEM3 72700000.000000 PA USD 71367129.110000 0.7974112 Long DBT CORP US N 2 2026-02-18 Floating 2.63 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEC6 2000000.000000 PA USD 2011234.820000 0.0224723 Long DBT CORP US N 2 2023-10-24 Floating 1.65886 N N N N N N MORGAN STANLEY ABS CAPITAL I 2005-HE1 N/A 61744CKP0 441300.650000 PA USD 427644.420000 0.0047782 Long ABS-MBS CORP US N 2 2034-12-25 Floating 1.16157 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AA2 14441.750000 PA USD 6018.260000 0.0000672 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.50657 N N N N N N MORGAN STANLEY MORTGAGE LOAN TRUST 2005-2AR N/A 61745M4E0 1378791.330000 PA USD 1362924.340000 0.0152285 Long ABS-MBS CORP US N 2 2035-04-25 Floating 0.71657 N N N N N N MORGAN STANLEY MORTGAGE TRUST 2005-7 N/A 61748HPQ8 1160058.920000 PA USD 1179677.720000 0.0131810 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-11AR N/A 61748HGR6 292683.960000 PA USD 289624.100000 0.0032361 Long ABS-MBS CORP US N 2 2035-01-25 Floating 0.77657 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2004-6AR N/A 61748HBS9 86605.320000 PA USD 88853.120000 0.0009928 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.47448 N N N N N N MORTGAGEIT TRUST 2005-1 N/A 61913PAP7 206138.450000 PA USD 205932.000000 0.0023010 Long ABS-MBS CORP US N 2 2035-02-25 Floating 1.09657 N N N N N N MORTIMER BTL 2020-1 PLC 20-1 N/A ACI1Z2703 4507032.170000 PA 5937968.910000 0.0663471 Long ABS-MBS CORP GB N 2 2052-06-21 Floating 1.71966 N N N N N N MOUNTAIN VIEW CLO LTD 15-10A N/A 62432CAQ4 796098.940000 PA USD 793622.150000 0.0088674 Long ABS-CBDO CORP KY N 2 2027-10-13 Floating 1.06443 N N N N N N MP CLO VII LTD 2015-1A N/A 55320RAQ0 2559778.220000 PA USD 2547104.190000 0.0284597 Long ABS-CBDO CORP KY N 2 2028-10-18 Floating 1.13129 N N N N N N NASSAU LTD 2017-IA N/A 631707AL0 2499627.210000 PA USD 2501779.160000 0.0279533 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 1.39129 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BF7 26100000.000000 PA USD 26127076.920000 0.2919275 Long DBT CORP GB N 2 2023-05-15 Floating 1.97643 N N N N N N AEGIS ASSET BACKED SECURITIES TR 2005-4 N/A 00764MGG6 726369.170000 PA USD 726077.530000 0.0081127 Long ABS-MBS CORP US N 2 2035-10-25 Floating 1.13157 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BN0 10800000.000000 PA USD 10718639.060000 0.1197633 Long DBT CORP GB N 2 2024-05-22 Floating 2.359 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 ACI0LCK78 1300000.000000 PA 1474091.540000 0.0164706 Long DBT CORP GB N 2 2023-03-22 Fixed 2.5 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAG3 19000000.000000 PA USD 18941978.370000 0.2116457 Long DBT CORP GB N 2 2025-03-22 Fixed 3.479 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAL8 5800000.000000 PA USD 5552891.810000 0.0620445 Long DBT CORP US N 2 2025-06-22 Fixed 1.875 N N N N N N NEW CENTURY HOME EQUITY LN TRUST 2005-D N/A 64352VPP0 1612980.080000 PA USD 1611563.560000 0.0180066 Long ABS-MBS CORP US N 2 2036-02-25 Floating 1.11657 N N N N N N NEW CENTURY HOME EQUITY LOAN TR 2005-1 N/A 64352VKB6 2002281.240000 PA USD 1982898.760000 0.0221557 Long ABS-MBS CORP US N 2 2035-03-25 Floating 1.17657 N N N N N N NEWGATE FUNDING PLC 2007-3X N/A B2NDQDII7 1172466.500000 PA 1267106.770000 0.0141579 Long ABS-MBS CORP GB N 2 2050-12-15 Floating 0.098 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBT6 20800000.000000 PA USD 20731465.040000 0.2316403 Long DBT CORP US N 2 2023-02-22 Floating 0.74957 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCE3 22500000.000000 PA USD 20719611.230000 0.2315079 Long DBT CORP US N 2 2026-01-15 Fixed 1.375 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BQ1 15600000.000000 PA USD 14806825.640000 0.1654421 Long DBT CORP US N 2 2024-03-08 Fixed 1.05 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740AZ2 800000.000000 PA USD 801489.010000 0.0089553 Long DBT CORP US N 2 2022-07-13 Fixed 2.65 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BA6 5950000.000000 PA USD 5943551.810000 0.0664095 Long DBT CORP US N 2 2022-07-13 Floating 0.89443 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BE8 1900000.000000 PA USD 1896408.540000 0.0211893 Long DBT CORP US N 2 2022-09-28 Floating 1.65557 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 65480CAB1 4500000.000000 PA USD 4212412.250000 0.0470668 Long DBT CORP US N 2 2024-09-16 Fixed 1.125 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 65475MD15 23300000.000000 PA USD 23299468.070000 0.2603335 Long DBT CORP US N 2 2022-04-01 None 0 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AA9 24300000.000000 PA USD 24258061.600000 0.2710443 Long DBT CORP JP N 2 2023-09-15 Fixed 3.043 N N N N N N NOMURA HOME EQUITY LOAN INC 2005-FM1 N/A 65536HAG3 376418.630000 PA USD 376235.390000 0.0042038 Long ABS-MBS CORP US N 2 2035-05-25 Floating 1.19157 N N N N N N AIB GROUP PLC (AKA: ALLIED IRISH BANKS) 635400AKJBGNS5WNQL34 00135TAA2 500000.000000 PA USD 508907.100000 0.0056862 Long DBT CORP IE N 2 2023-10-12 Fixed 4.75 N N N N N N NORINCHUKIN BANK LTD 5493007VSMFZCPV1NB83 656029AG0 11900000.000000 PA USD 10973456.240000 0.1226105 Long DBT CORP JP N 2 2026-09-22 Fixed 1.284 N N N N N N NOVASTAR HOME EQUITY LOAN 2006-1 N/A 669884AA6 2393112.270000 PA USD 2355822.560000 0.0263225 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.77657 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAA3 21300000.000000 PA USD 20990405.780000 0.2345335 Long DBT CORP JP N 2 2023-03-03 Fixed 0.373 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAZ1 13150000.000000 PA USD 13517988.680000 0.1510415 Long DBT CORP NL N 2 2024-03-01 Fixed 4.875 N N N N N N OAKTREE CLO LTD 2019-4A N/A 67402CAQ9 20100000.000000 PA USD 19923113.970000 0.2226083 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 1.374 N N N N N N OCP EURO CLO 2020-4 DAC 20-4A N/A ACI1ZTQK9 3200000.000000 PA 3499385.410000 0.0390999 Long ABS-CBDO CORP IE N 2 2034-09-22 Floating 0.88 N N N N N N ONSLOW BAY MORTGAGE LOAN TRUST 2021-INV2 N/A 67114KAL1 6171533.920000 PA USD 6062049.670000 0.0677335 Long ABS-MBS CORP US N 2 2051-10-25 Floating 0.999 N N N N N N ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2 N/A 67114WAA9 24674266.870000 PA USD 23623925.280000 0.2639588 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3 N N N N N N OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5 N/A 68383NCU5 2338654.030000 PA USD 2288760.250000 0.0255732 Long ABS-MBS CORP US N 2 2035-12-25 Floating 1.01657 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2005-3 N/A 68389FHT4 676847.870000 PA USD 675833.070000 0.0075513 Long ABS-MBS CORP US N 2 2035-08-25 Floating 1.19157 N N N N N N OSCAR US FUNDING XIV LLC 2022-1A N/A 68784HAD3 23000000.000000 PA USD 21987640.740000 0.2456760 Long ABS-O CORP JP N 3 2029-04-10 Fixed 2.82 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HG5 3500000.000000 PA USD 3514027.720000 0.0392635 Long DBT CORP US N 2 2024-02-15 Fixed 3.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JD0 16500000.000000 PA USD 16497702.870000 0.1843349 Long DBT CORP US N 2 2022-06-16 Floating 2.36471 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HC4 5600000.000000 PA USD 5593288.740000 0.0624959 Long DBT CORP US N 2 2023-06-15 Fixed 3.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JB4 5400000.000000 PA USD 5455106.350000 0.0609519 Long DBT CORP US N 2 2023-08-01 Fixed 4.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HK6 4100000.000000 PA USD 4065332.080000 0.0454235 Long DBT CORP US N 2 2024-08-15 Fixed 3.4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JX6 15000000.000000 PA USD 15005659.500000 0.1676638 Long DBT CORP US N 2 2022-11-14 Floating 1.19934 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HE0 7600000.000000 PA USD 7641740.340000 0.0853840 Long DBT CORP US N 2 2023-11-15 Fixed 3.85 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JS7 21900000.000000 PA USD 21525395.240000 0.2405112 Long DBT CORP US N 2 2023-03-10 Fixed 1.367 N N N N N N PALMER SQUARE CLO LTD 2013-2A N/A 69688AAL5 12200000.000000 PA USD 12014645.520000 0.1342441 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 1.248 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2019-2A N/A 69689PAA5 255132.750000 PA USD 254372.010000 0.0028422 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 1.224 N N N N N N PANASONIC HOLDINGS CORP 254900GE1G59KGWPHX32 69832AAA4 18215000.000000 PA USD 18241597.360000 0.2038201 Long DBT CORP JP N 2 2022-07-19 Fixed 2.536 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 70109MEG5 22700000.000000 PA USD 22678941.890000 0.2534002 Long DBT CORP US N 2 2022-05-16 None 0 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 70109MEJ9 7800000.000000 PA USD 7792210.370000 0.0870652 Long DBT CORP US N 2 2022-05-18 None 0 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BM5 11100000.000000 PA USD 10315240.990000 0.1152560 Long DBT CORP US N 2 2026-06-15 Fixed 1.7 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AX0 33600000.000000 PA 9882766.720000 0.1104238 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AY8 129900000.000000 PA 38207482.060000 0.4269063 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 22456465.200000 PA USD 22177080.950000 0.2477927 Long ABS-MBS CORP KY N 2 2038-04-14 Floating 1.24657 N N N N N N PFP III LTD 2021-8 N/A 69357XAA9 693000.000000 PA USD 684784.690000 0.0076514 Long ABS-MBS CORP KY N 2 2037-08-09 Floating 1.43057 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AY0 5200000.000000 PA USD 5035370.080000 0.0562620 Long DBT CORP US N 2 2024-02-15 Fixed 0.9 N N N N N N PRIME MORTGAGE TRUST 2004-CL1 N/A 74160MDL3 211113.530000 PA USD 207826.030000 0.0023221 Long ABS-MBS CORP US N 2 2034-02-25 Floating 0.85657 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 P1910WRC5 28931000.000000 PA 158163.990000 0.0017672 Long DBT NUSS AR N 2 2025-04-12 Floating 45.6875 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74739DAA2 2725000.000000 PA USD 2602511.250000 0.0290788 Long DBT CORP US N 2 2024-12-15 Fixed 1.75 N N N N N N RAAC 2004-SP1 N/A 7609855V9 93558.260000 PA USD 94323.990000 0.0010539 Long ABS-MBS CORP US N 2 2034-03-25 Floating 1.15657 N N N N N N READY CAPITAL MORTGAGE FINANCING 2021-FL5 LLC N/A 75574YAA1 25308007.970000 PA USD 25271744.130000 0.2823705 Long ABS-MBS CORP US N 2 2038-04-25 Floating 1.45657 N N N N N N READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC N/A 75574PAA0 23000000.000000 PA USD 23032163.200000 0.2573469 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.75634 N N N N N N RELIANCE STEEL & ALUMINUM CO 549300E287ZOFT3C5Z56 759509AF9 2200000.000000 PA USD 2058740.860000 0.0230031 Long DBT CORP US N 2 2025-08-15 Fixed 1.3 N N N N N N RENAISSANCE HOME EQUITY LOAN TRUST 2002-2 N/A 759950AG3 39700.210000 PA USD 38246.550000 0.0004273 Long ABS-MBS CORP US N 2 2032-08-25 Floating 1.15657 N N N N N N RENESAS ELECTRONICS CORPORATION 5299000EPC47VJQOFB81 75972BAA9 24200000.000000 PA USD 23064769.530000 0.2577112 Long DBT CORP JP N 2 2024-11-26 Fixed 1.543 N N N N N N RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32A N/A ACI1PKR28 18276989.960000 PA 24183750.050000 0.2702140 Long ABS-MBS CORP GB N 2 2070-06-20 Floating 1.89966 N N N N N N RESIMAC BASTILLE TRUST SERIES 2021-2NCA N/A 76120BAA8 82562779.370000 PA USD 82151327.760000 0.9179071 Long ABS-MBS CORP AU N 2 2053-02-03 Floating 0.01102 N N N N N N RIPON MORTGAGES PLC 1RA N/A ACI23KYX4 48700000.000000 PA 63747625.580000 0.7122757 Long ABS-MBS CORP GB N 2 2056-08-28 Floating 0.8217 N N N N N N RIPON MORTGAGES PLC 1RA N/A ACI23KHN5 15435000.000000 PA 20051341.140000 0.2240410 Long ABS-MBS CORP GB N 2 2056-08-28 Floating 1.41881 N N N N N N RIPON MORTGAGES PLC 1RA N/A ACI23M4M7 1792000.000000 PA 2332753.030000 0.0260647 Long ABS-MBS CORP GB N 2 2056-08-28 Floating 2.01881 N N N N N N RIPON MORTGAGES PLC 1RA N/A ACI23M348 25996000.000000 PA 26787895.890000 0.2993110 Long ABS-MBS CORP GB N 2 2056-08-28 Fixed 0 N N N N N N RIPON MORTGAGES PLC 1RA N/A ACI23KYP1 3273000.000000 PA 4281054.740000 0.0478338 Long ABS-MBS CORP GB N 2 2056-08-28 Floating 3.51881 N N N N N N RMAC 2018-1 PLC 18-1 N/A ACI11M5K4 4699569.930000 PA 6171850.950000 0.0689604 Long ABS-MBS CORP GB N 2 2046-06-12 Floating 1.48063 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 77511MDS7 22500000.000000 PA USD 22485846.150000 0.2512426 Long DBT CORP CA N 2 2022-04-26 None 0 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 77511MEK3 22500000.000000 PA USD 22468272.530000 0.2510463 Long DBT CORP CA N 2 2022-05-19 None 0 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 77511MEL1 900000.000000 PA USD 898697.500000 0.0100415 Long DBT CORP CA N 2 2022-05-20 None 0 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 775109CA7 38200000.000000 PA USD 37964727.730000 0.4241939 Long DBT CORP CA N 2 2025-03-15 Fixed 2.95 N N N N N N RR 3 LTD 2018-3A N/A 74988LAA2 1400000.000000 PA USD 1391844.550000 0.0155516 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 1.33129 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KBB1 8250000.000000 PA USD 8199764.180000 0.0916190 Long DBT CORP US N 2 2025-06-02 Fixed 3.45 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAZ9 3100000.000000 PA USD 3026367.340000 0.0338147 Long DBT CORP US N 2 2026-10-05 Fixed 3.244 N N N N N N SARANAC CLO II LTD 2014-3A N/A 803169AN1 1481887.680000 PA USD 1482479.160000 0.0165643 Long ABS-CBDO CORP JE N 2 2030-06-22 Floating 2.534 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2A2 3600000.000000 PA USD 3601731.600000 0.0402435 Long DBT CORP SA N 2 2022-04-16 Fixed 2.75 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CQ0 15200000.000000 PA USD 14941425.200000 0.1669461 Long DBT CORP US N 2 2025-03-04 Fixed 2.25 N N N N N N SAXON ASSET SECURITIES TRUST 2004-1 N/A 805564PN5 483597.700000 PA USD 468385.410000 0.0052334 Long ABS-MBS CORP US N 2 2035-03-25 Floating 1.25157 Y N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-BR5 N/A 81379EAA0 438786.190000 PA USD 361774.340000 0.0040422 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.58657 Y N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 N/A 81377JAB9 2988529.320000 PA USD 889589.250000 0.0099397 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.57657 Y N N N N N AMERICAN HOME MTGE ASSETS 2005-1 N/A 02660VAE8 431917.000000 PA USD 424776.720000 0.0047462 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.99657 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAA5 11200000.000000 PA USD 10759173.260000 0.1202162 Long DBT CORP KR N 2 2024-01-19 Fixed 1 N N N N N N AMERICAN HOME MTGE INV TRUST 2004-4 N/A 02660TCS0 1171368.280000 PA USD 1172763.260000 0.0131037 Long ABS-MBS CORP US N 2 2045-02-25 Floating 2.82871 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAJ1 200000.000000 PA USD 195620.550000 0.0021857 Long DBT CORP US N 2 2023-06-01 Fixed 0.9 N N N N N N SLC STUDENT LOAN TRUST 2006-1 N/A 784427AE6 1761921.570000 PA USD 1757314.150000 0.0196351 Long ABS-O CORP US N 2 2027-03-15 Floating 0.936 N N N N N N SLM STUDENT LOAN TRUST 2003-7X N/A 763369II8 761974.360000 PA 821030.460000 0.0091737 Long DBT CORP US N 2 2033-12-15 Floating 0.048 N N N N N N SLM STUDENT LOAN TRUST 2005-4 N/A 78442GPG5 1613547.380000 PA USD 1606764.990000 0.0179530 Long ABS-O CORP US N 2 2027-01-25 Floating 0.37771 N N N N N N SLM STUDENT LOAN TRUST 2005-7 N/A 78442GQJ8 10535484.000000 PA USD 10473131.850000 0.1170202 Long ABS-O CORP US N 2 2029-10-25 Floating 0.40771 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAB8 1100000.000000 PA USD 1101666.070000 0.0123093 Long DBT CORP IE N 2 2022-07-15 Fixed 3 N N N N N N SOUND POINT CLO IX LTD 2015-2A N/A 83609GBN4 23000000.000000 PA USD 22927922.140000 0.2561821 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 1.464 N N N N N N SOUND POINT CLO XVI LTD 2017-2A N/A 83610KAJ2 30600000.000000 PA USD 30640986.860000 0.3423630 Long ABS-CBDO CORP KY N 2 2030-07-25 Floating 1.23771 N N N N N N SOUND POINT CLO XVII 2017-3A N/A 83611GAL5 28200000.000000 PA USD 27973807.800000 0.3125617 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 1.234 N N N N N N SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1 N/A 83611DAA6 1197605.700000 PA USD 454978.790000 0.0050836 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.51657 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 614878II9 1499600000.000000 PA 112000864.570000 1.2514270 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.5 N N N N N N SOUTH CAROLINA STUDENT LOAN CORP 2008-1 N/A 83715AAH2 557948.030000 PA USD 558943.300000 0.0062453 Long ABS-O CORP US N 2 2024-09-03 Floating 1.523 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HL0 23000000.000000 PA USD 23005435.360000 0.2570482 Long DBT CORP US N 2 2022-12-02 Floating 0.64557 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DG9 13800000.000000 PA USD 13274025.280000 0.1483156 Long DBT CORP US N 2 2024-02-26 Fixed 0.6 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DK0 22500000.000000 PA USD 22441011.080000 0.2507417 Long DBT CORP US N 2 2023-05-10 Floating 0.500548 N N N N N N SOUTHERN NATURAL GAS COMPANY N/A 84346LAC4 8700000.000000 PA USD 8532468.970000 0.0953364 Long DBT CORP US N 2 2023-04-28 Fixed 0.625 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AW0 4290000.000000 PA USD 3935351.450000 0.0439711 Long DBT CORP US N 2 2026-01-15 Fixed 0.9 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAT7 500000.000000 PA USD 501855.010000 0.0056074 Long DBT CORP US N 2 2024-05-15 Fixed 3.375 N N N N N N SPRINT CORP (SPRINT COMMUNICATIONS INC) 549300JKU50UT08ZWD77 852061AS9 1200000.000000 PA USD 1228488.000000 0.0137263 Long DBT CORP US N 2 2022-11-15 Fixed 6 N N N N N N SSE PLC 549300KI75VYLLMSK856 ACI1LMP95 2600000.000000 PA 2887780.250000 0.0322662 Long DBT CORP GB N 2 2025-04-16 Fixed 1.25 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BY5 5500000.000000 PA USD 5257874.710000 0.0587482 Long DBT CORP GB N 2 2025-01-12 Floating 0.991 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BV1 19900000.000000 PA USD 19717994.600000 0.2203164 Long DBT CORP GB N 2 2023-10-14 Floating 1.319 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CE8 5000000.000000 PA USD 4754829.400000 0.0531275 Long DBT CORP GB N 2 2025-11-23 Floating 1.822 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CF5 24000000.000000 PA USD 23738077.920000 0.2652343 Long DBT CORP GB N 2 2025-11-23 Floating 1.07827 N N N N N N STRATTON MORTGAGE FUNDING 21-2A N/A ACI1W61K9 25683664.940000 PA 33747518.160000 0.3770735 Long ABS-MBS CORP GB N 2 2060-07-20 Floating 1.32534 N N N N N N STRATUS CLO 2021-3A LTD N/A 86315WAA6 3500000.000000 PA USD 3476640.300000 0.0388458 Long ABS-CBDO CORP KY N 2 2029-12-29 Floating 1.04296 N N N N N N STRUCTURED ADJUSTABLE RATE MTG LN 2004-1 N/A 86359BGG0 18863.800000 PA USD 18839.250000 0.0002105 Long ABS-MBS CORP US N 2 2034-02-25 Floating 2.4593 N N N N N N STRUCTURED ASSEET MTGE INV INC 2002-AR3 N/A 86358HNX3 393102.080000 PA USD 389403.810000 0.0043510 Long ABS-MBS CORP US N 2 2032-09-19 Floating 1.10857 N N N N N N STRUCTURED ASSET INVEST LN TR 2003-BC11 N/A 86358EEM4 414962.160000 PA USD 413511.080000 0.0046203 Long ABS-MBS CORP US N 2 2033-10-25 Floating 1.43157 N N N N N N STRUCTURED ASSET INVESTMENT LN TR 2004-2 N/A 86358EGW0 2854031.130000 PA USD 2766263.390000 0.0309085 Long ABS-MBS CORP US N 2 2034-03-25 Floating 1.16157 N N N N N N STRUCTURED ASSET INVST LN TR 2004-8 N/A 86358ELZ7 104484.120000 PA USD 103270.100000 0.0011539 Long ABS-MBS CORP US N 2 2034-09-25 Floating 1.35657 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR8 N/A 86359LRW1 1469575.710000 PA USD 1402927.070000 0.0156754 Long ABS-MBS CORP US N 2 2036-02-25 Floating 1.01657 Y N N N N N STRUCTURED ASSET MTG INV INC 2007-AR2 N/A 86363DAH4 46607.900000 PA USD 17982.350000 0.0002009 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.71657 N N N N N N STRUCTURED ASSET MTGE INV 1999-1 N/A 86358HGW3 30701.930000 PA USD 32155.730000 0.0003593 Long ABS-MBS CORP US N 2 2029-06-25 Floating 3.96745 N N N N N N STRUCTURED ASSET SEC CORP 2005-WF1 N/A 86359BV73 311558.610000 PA USD 310944.870000 0.0034743 Long ABS-MBS CORP US N 2 2035-02-25 Floating 1.11657 N N N N N N STRUCTURED ASSET SECURITIES CRP 2003-22A N/A 86359AYX5 14584.690000 PA USD 14300.890000 0.0001598 Long ABS-MBS CORP US N 2 2033-06-25 Floating 2.2551 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCA6 23100000.000000 PA USD 21760036.450000 0.2431329 Long DBT CORP JP N 2 2025-07-08 Fixed 1.474 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VAZ2 15100000.000000 PA USD 14786172.020000 0.1652114 Long DBT CORP JP N 2 2025-03-10 Fixed 2.55 N N N N N N AMMC CLO 20 LTD 2017-20A N/A 00177TAJ2 9300726.850000 PA USD 9295693.390000 0.1038642 Long ABS-CBDO CORP KY N 2 2029-04-17 Floating 1.11129 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VAQ2 13100000.000000 PA USD 12756413.990000 0.1425321 Long DBT CORP JP N 2 2023-09-12 Fixed 0.8 N N N N N N SUNTRUST ADJR MRTG LN TR 2007-S1 N/A 855541AA6 733058.820000 PA USD 620303.960000 0.0069309 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.40026 Y N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAQ0 22000000.000000 PA USD 22082522.000000 0.2467362 Long DBT CORP SE N 2 2025-04-04 Fixed 3.356 N N N N N N SYMPHONY STATIC CLO 2021-1A N/A 87190TAA1 4100000.000000 PA USD 4066637.070000 0.0454380 Long ABS-CBDO CORP KY N 2 2029-10-25 Floating 0.95911 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 19800000.000000 PA USD 19951325.260000 0.2229235 Long DBT CORP US N 2 2025-04-15 Fixed 3.5 N N N N N N TCI-SYMPHONY CLO LTD 2016-1A N/A 87229WAQ4 23000000.000000 PA USD 22809599.100000 0.2548601 Long ABS-CBDO CORP KY N 2 2032-10-13 Floating 1.26443 N N N N N N TD SYNNEX CORPORATION 5493004HI6PFLF46NS53 87162WAC4 9900000.000000 PA USD 9413926.830000 0.1051853 Long DBT CORP US N 2 2024-08-09 Fixed 1.25 N N N N N N TELOS CLO LTD 2014-5A N/A 87974KAQ7 146515.740000 PA USD 146737.850000 0.0016396 Long ABS-CBDO CORP KY N 2 2028-04-17 Floating 1.19129 N N N N N N TELSTRA CORPORATION LIMITED PCTXNQGRJVR3OG33JG65 87969NAD7 200000.000000 PA USD 199845.300000 0.0022329 Long DBT CORP AU N 2 2025-04-07 Fixed 3.125 N N N N N N TEMASEK FINANCIAL (I) LIMITED 549300XMGMDF3VRJMF12 87973PAC8 4500000.000000 PA USD 4510328.450000 0.0503956 Long DBT CORP SG N 2 2023-01-23 Fixed 2.375 N N N N N N THARALDSON HOTEL PORTFOLIO TRUST 2018 N/A 88327HAA1 4431139.030000 PA USD 4374488.250000 0.0488778 Long ABS-MBS CORP US N 2 2034-11-11 Floating 1.34 N N N N N N ANCHORAGE CAPITAL CLO LTD 2016-9A N/A 03328WAS7 22000000.000000 PA USD 21641172.300000 0.2418048 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 1.38129 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418BAC2 23000000.000000 PA USD 22906820.560000 0.2559464 Long DBT CORP CA N 2 2024-03-11 Fixed 2.44 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641596E1 8300000.000000 PA USD 7900834.740000 0.0882789 Long DBT CORP CA N 2 2024-07-31 Fixed 0.65 N N N N N N ANGEL OAK MORTGAGE TRUST 2021-8 N/A 03465MAA1 11440093.780000 PA USD 10761357.590000 0.1202406 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.82 N N N N N N THL CREDIT WIND RIVER 2019-3 CLO LTD N/A 97314JAA3 23000000.000000 PA USD 22837371.370000 0.2551704 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 1.32129 N N N N N N THORNBURG MORTGAGE SEC TRUST 2005-3 N/A 885220HZ9 2148325.840000 PA USD 2106367.750000 0.0235352 Long ABS-MBS CORP US N 2 2045-10-25 Floating 1.98326 N N N N N N THORNBURG MORTGAGE SEC TRUST 2005-4 N/A 885220JN4 1127509.920000 PA USD 1127436.410000 0.0125973 Long ABS-MBS CORP US N 2 2045-12-25 Floating 2.44327 Y N N N N N TICP CLO I-2 LTD N/A 87248VAC4 6696140.280000 PA USD 6694785.520000 0.0748033 Long ABS-CBDO CORP KY N 2 2028-04-26 Floating 1.09714 N N N N N N TICP CLO II LTD 2018-IIA N/A 87249TAC8 12843010.010000 PA USD 12808554.650000 0.1431147 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 1.094 N N N N N N TIKEHAU CLO BV N/A ACI1ZJMY5 2400000.000000 PA 2633485.080000 0.0294249 Long ABS-CBDO CORP IE N 2 2034-08-04 Floating 0.87 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114TZR6 47600000.000000 PA USD 47348632.970000 0.5290437 Long DBT CORP CA N 2 2024-03-08 Fixed 2.35 N N N N N N TOWD POINT HE TRUST 2021-HE1 N/A 89180DAA4 10383007.610000 PA USD 10214067.770000 0.1141255 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 40636132.000000 PA 53408110.810000 0.5967485 Long ABS-MBS CORP GB N 2 2045-05-20 Floating 1.42518 N N N N N N TOWD POINT MORTGAGE FUNDING 19-A13A N/A ACI1G4F01 41050296.290000 PA 53981712.850000 0.6031576 Long ABS-MBS CORP GB N 2 2045-07-20 Floating 1.32534 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC N/A ACI19VH23 24860294.000000 PA 32790632.360000 0.3663818 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 1.23625 N N N N N N TOWD POINT MORTGAGE TRUST 2019-4 N/A 89178BAA2 3244374.040000 PA USD 3191163.710000 0.0356560 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.9 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY2 N/A 89177HAA0 6763432.590000 PA USD 6770194.670000 0.0756459 Long ABS-MBS CORP US N 2 2058-05-25 Floating 1.45657 N N N N N N TOYOTA MOTOR CORPORATION 5493006W3QUS5LMH6R84 892331AL3 25400000.000000 PA USD 24535500.330000 0.2741442 Long DBT CORP JP N 2 2024-03-25 Fixed 0.681 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2019-FL3 N/A 87276VAA3 11309108.730000 PA USD 11184618.060000 0.1249699 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 1.31448 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2021-FL4 N/A 87276WAA1 20800000.000000 PA USD 20599846.380000 0.2301697 Long ABS-CBDO CORP KY N 2 2038-03-15 Floating 1.64143 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 N/A 87277JAA9 23000000.000000 PA USD 22858237.200000 0.2554035 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 1.7 N N N N N N TRINITY SQUARE 2021-1 PLC A N/A ACI1WK7V8 18103555.090000 PA 23768778.880000 0.2655773 Long ABS-MBS CORP GB N 2 2059-07-15 Floating 1.26682 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 6500000.000000 PA USD 6661226.000000 0.0744283 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N UBS AG / STAMFORD BRANCH BFM8T61CT2L1QCEMIK50 90261AAB8 2800000.000000 PA USD 2842390.100000 0.0317591 Long DBT CORP CH N 2 2022-08-17 Fixed 7.625 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AJ2 2650000.000000 PA USD 2615379.180000 0.0292226 Long DBT CORP US N 2 2025-01-15 Fixed 2.375 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAA1 19300000.000000 PA USD 19328971.040000 0.2159697 Long DBT CORP CH N 2 2023-05-23 Fixed 3.491 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAD5 20100000.000000 PA USD 20133100.680000 0.2249546 Long DBT CORP CH N 2 2023-08-15 Floating 1.45643 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAE3 20700000.000000 PA USD 20735049.650000 0.2316804 Long DBT CORP CH N 2 2023-08-15 Floating 2.859 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 7700000.000000 PA USD 7850400.560000 0.0877154 Long DBT CORP CH N 2 2025-09-24 Fixed 4.125 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AQ6 28000000.000000 PA USD 27551399.680000 0.3078419 Long DBT CORP US N 2 2023-03-15 Fixed 0.45 N N N N N N UMBS PASS THRU POOLS N/A 01F042442 50000.000000 PA USD 51207.030000 0.0005722 Long ABS-MBS USGSE US N 2 2037-04-18 Fixed 4.5 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AC7 4800000.000000 PA USD 4840252.420000 0.0540819 Long DBT CORP US N 2 2024-12-01 Fixed 3.35 N N N N N N UMBS PASS THRU POOLS N/A 01F020646 -33000000.000000 PA USD -30637148.520000 -0.3423202 Short ABS-MBS USGSE US N 2 2052-04-13 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F022659 -24000000.000000 PA USD -22851910.320000 -0.2553328 Short ABS-MBS USGSE US N 2 2052-05-12 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030637 35500000.000000 PA USD 34759077.020000 0.3883760 Long ABS-MBS USGSE US N 2 2049-04-25 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F030645 59627053.000000 PA USD 58332027.940000 0.6517653 Long ABS-MBS USGSE US N 2 2052-04-13 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F030645 -303800000.000000 PA USD -297201843.750000 -3.3207458 Short ABS-MBS USGSE US N 2 2052-04-13 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F030652 229000000.000000 PA USD 223538308.780000 2.4976759 Long ABS-MBS USGSE US N 2 2052-05-12 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F030660 426372947.000000 PA USD 415602122.540000 4.6436758 Long ABS-MBS USGSE US N 2 2052-06-13 Fixed 3 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 49200000.000000 PA USD 52309181.700000 0.5844698 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N APIDOS CLO XV 2013-15A N/A 03764QBC5 4500000.000000 PA USD 4486304.120000 0.0501271 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.264 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796U98 263700000.000000 PA USD 263625871.290000 2.9455891 Long DBT UST US N 2 2022-05-17 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796V22 157200000.000000 PA USD 157132885.030000 1.7557037 Long DBT UST US N 2 2022-05-24 None 0 N N N N N N APIDOS CLO XXVI LLC 2017-26A N/A 03766GAL6 14000000.000000 PA USD 13878896.780000 0.1550740 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 1.14129 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796P37 82600000.000000 PA USD 82593727.360000 0.9228502 Long DBT UST US N 2 2022-04-28 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796T82 51510000.000000 PA USD 51507875.210000 0.5755165 Long DBT UST US N 2 2022-04-12 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796H44 1900000.000000 PA USD 1899381.440000 0.0212225 Long DBT UST US N 2 2022-05-19 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796P45 224100000.000000 PA USD 224069840.630000 2.5036149 Long DBT UST US N 2 2022-05-05 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796Q36 84300000.000000 PA USD 84263616.120000 0.9415085 Long DBT UST US N 2 2022-05-26 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796U80 294300000.000000 PA USD 294243008.810000 3.2876856 Long DBT UST US N 2 2022-05-10 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796V30 179600000.000000 PA USD 179500471.070000 2.0056249 Long DBT UST US N 2 2022-05-31 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796Q44 152500000.000000 PA USD 152415562.280000 1.7029953 Long DBT UST US N 2 2022-06-02 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796R35 100000000.000000 PA USD 99929083.000000 1.1165445 Long DBT UST US N 2 2022-06-09 None 0 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL2 N/A 03881EAA5 7600000.000000 PA USD 7528866.280000 0.0841228 Long ABS-CBDO CORP KY N 2 2036-05-15 Floating 1.49657 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHZ6 2500000.000000 PA USD 2392287.480000 0.0267299 Long DBT CORP US N 2 2025-05-12 Fixed 1.45 N N N N N N AREIT TRUST 2022-CRE6 N/A 04002VAA9 24000000.000000 PA USD 23762224.800000 0.2655041 Long ABS-MBS CORP KY N 2 2024-11-17 Floating 1.3 N N N N N N UWM-2021-INV4 N/A 918307AM1 21831631.060000 PA USD 21478670.350000 0.2399891 Long ABS-MBS CORP US N 2 2051-12-25 Floating 1.049 N N N N N N VENDEE MORTGAGE TRUST 1999-2 N/A 911760MV5 4132720.660000 PA USD 4398459.140000 0.0491456 Long ABS-MBS CORP US N 2 2029-05-15 Fixed 6.5 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92276YD48 6250000.000000 PA USD 6249634.750000 0.0698295 Long DBT CORP US N 2 2022-04-04 None 0 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92276YD55 18500000.000000 PA USD 18498640.810000 0.2066921 Long DBT CORP US N 2 2022-04-05 None 0 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92276YDE6 3500000.000000 PA USD 3499081.250000 0.0390965 Long DBT CORP US N 2 2022-04-14 None 0 N N N N N N VENTURE 36 CLO LTD N/A 92332LAU3 22000000.000000 PA USD 21883618.460000 0.2445137 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 1.384 N N N N N N VENTURE CDO LTD 2016-25A N/A 92329VAS1 15270052.470000 PA USD 15277664.900000 0.1707030 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 1.274 N N N N N N VENTURE CLO LTD 2014-17A N/A 92329YAL0 1114883.960000 PA USD 1114710.500000 0.0124551 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 1.12129 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGM0 32183000.000000 PA USD 29122385.760000 0.3253952 Long DBT CORP US N 2 2032-03-15 Fixed 2.355 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 92780KDJ4 6600000.000000 PA USD 6598548.000000 0.0737280 Long DBT CORP US N 2 2022-04-18 None 0 N N N N N N VMC FINANCE 2021-FL4 LLC N/A 91835RAA8 20862588.390000 PA USD 20685805.070000 0.2311301 Long ABS-MBS CORP US N 2 2036-06-16 Floating 1.56757 N N N N N N ARES XXXIX CLO LTD 2016-39A N/A 04015WBA1 23200000.000000 PA USD 22828086.370000 0.2550666 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 1.29129 N N N N N N VOLKSWAGEN FINANCIAL SERVICES NV 529900ZTQC8D1TW6BL41 ACI1H3WP8 1800000.000000 PA 2305217.660000 0.0257570 Long DBT CORP NL N 2 2024-12-03 Fixed 1.875 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BD3 19600000.000000 PA USD 19744985.510000 0.2206180 Long DBT CORP US N 2 2023-05-12 Fixed 3.125 N N N N N N VOLKSWAGEN INTERNATIONAL FINANCE NV 5299004PWNHKYTR23649 ACI16BV24 3500000.000000 PA 3983178.920000 0.0445055 Long DBT CORP NL N 2 2024-11-16 Floating 1.034 N N N N N N VOLKSWAGEN LEASING GESELLSCHAFT MIT BESCHRAENKTER HAFTUNG 5299004GLEUX88BSNB74 ACI14DQT9 3050000.000000 PA 3399019.700000 0.0379785 Long DBT CORP DE N 2 2023-02-16 Fixed 1 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KDB9 22450000.000000 PA USD 22445678.380000 0.2507938 Long DBT CORP US N 2 2022-04-11 None 0 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KDS2 23000000.000000 PA USD 22985531.620000 0.2568258 Long DBT CORP US N 2 2022-04-26 None 0 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KDT0 20650000.000000 PA USD 20636262.590000 0.2305766 Long DBT CORP US N 2 2022-04-27 None 0 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AN0 2000000.000000 PA USD 2038268.280000 0.0227743 Long DBT CORP US N 2 2024-03-15 Variable 4.4 N N N N N N WAIKIKI BEACH HOTEL TRUST 2019-WBM N/A 93065PAA9 10699000.000000 PA USD 10566080.970000 0.1180587 Long ABS-MBS CORP US N 2 2033-12-15 Floating 1.447 N N N N N N WASHINGTON MUTUAL 2002-AR6 N/A 929227QB5 204410.600000 PA USD 199871.990000 0.0022332 Long ABS-MBS CORP US N 2 2042-06-25 Floating 1.61876 N N N N N N WASHINGTON MUTUAL 2004-AR13 N/A 92922FB72 1767724.390000 PA USD 1698185.650000 0.0189745 Long ABS-MBS CORP US N 2 2034-11-25 Floating 1.19657 N N N N N N WASHINGTON MUTUAL 2004-CB1 N/A 92922FRL4 581974.850000 PA USD 590143.570000 0.0065939 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 6 N N N N N N WASHINGTON MUTUAL 2005-AR13 N/A 92922F4M7 33294.770000 PA USD 32954.500000 0.0003682 Long ABS-MBS CORP US N 2 2045-10-25 Floating 1.03657 N N N N N N WASHINGTON MUTUAL 2005-AR18 N/A 92922F8K7 96708.720000 PA USD 97510.220000 0.0010895 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.82029 Y N N N N N WASHINGTON MUTUAL 2006-AR9 N/A 93363DAA5 27209.590000 PA USD 27192.080000 0.0003038 Long ABS-MBS CORP US N 2 2046-08-25 Floating 1.14113 N N N N N N WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1 N/A 939336PL1 4291.040000 PA USD 4282.360000 0.0000478 Long ABS-MBS CORP US N 2 2033-02-25 Floating 1.975 N N N N N N WELLFLEET CLO LTD 2015-1 N/A 949496BJ1 22059138.420000 PA USD 21939562.010000 0.2451388 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 1.144 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2R3 23400000.000000 PA USD 23128267.500000 0.2584207 Long DBT CORP US N 2 2024-06-02 Floating 1.654 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SG7 12300000.000000 PA 9755743.400000 0.1090045 Long DBT CORP US Y 2 2023-10-27 Fixed 2.509 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5 N/A 94988HAK7 66307190.640000 PA USD 208880.910000 0.0023339 Long ABS-MBS CORP US N 2 2045-10-15 Variable 1.70134 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAC8 4300000.000000 PA USD 4424686.890000 0.0494387 Long DBT CORP US N 2 2026-04-01 Fixed 4.25 N N N N N N WRKCO INC 549300JEB576INN13W07 96145DAF2 3600000.000000 PA USD 3640533.520000 0.0406770 Long DBT CORP US N 2 2025-03-15 Fixed 3.75 N N N N N N N/A N/A 000000000 641000.000000 PA USD 641000.000000 0.0071621 Long RA US N 2 Repurchase N 0.0100000 2022-04-01 655700.000000 USD 653889.610000 USD UST N N N N/A N/A 000000000 -473769.820000 PA USD -473781.660000 -0.0052937 Short RA US N 2 Reverse repurchase N 0.1000000 2024-03-22 500000.000000 USD 498473.110000 USD CDS N N N N/A N/A 000000000 1.000000 NC 6663340.500000 0.0744520 N/A DFE BR N 2 Banco Santander, S.A. N/A 58826414.910000 USD 311800000.000000 BRL 2022-04-04 6663340.500000 N N N N/A N/A 000000000 1.000000 NC 16067074.580000 0.1795233 N/A DFE BR N 2 Banco Santander, S.A. N/A 171873912.310000 USD 918477000.000000 BRL 2022-07-05 16067074.580000 N N N N/A N/A 000000000 1.000000 NC 14507375.680000 0.1620963 N/A DFE BR N 2 Banco Santander, S.A. N/A 150275059.530000 USD 805300000.000000 BRL 2022-07-05 14507375.680000 N N N N/A N/A 000000000 1.000000 NC -857851.020000 -0.0095851 N/A DFE BR N 2 Banco Santander, S.A. N/A 29100000.000000 BRL 5096661.420000 USD 2022-07-05 -857851.020000 N N N N/A N/A 000000000 1.000000 NC -1967472.890000 -0.0219833 N/A DFE BR N 2 Banco Santander, S.A. N/A 68100000.000000 BRL 11967313.940000 USD 2022-07-05 -1967472.890000 N N N N/A N/A 000000000 1.000000 NC -27742714.060000 -0.3099796 N/A DFE BR N 2 Banco Santander, S.A. N/A 1219300000.000000 BRL 221753403.230000 USD 2022-07-05 -27742714.060000 N N N N/A N/A 000000000 1.000000 NC -9253697.830000 -0.1033950 N/A DFE BR N 2 Banco Santander, S.A. N/A 407277000.000000 BRL 74084307.720000 USD 2022-07-05 -9253697.830000 N N N N/A N/A 000000000 1.000000 NC -1872.400000 -0.0000209 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 9863402.070000 USD 13174036.000000 AUD 2022-05-03 -1872.400000 N N N N/A N/A 000000000 1.000000 NC 1691.620000 0.0000189 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1090665.670000 USD 986000.000000 EUR 2022-05-18 1691.620000 N N N N/A N/A 000000000 1.000000 NC -17074.500000 -0.0001908 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3079220.100000 USD 2764000.000000 EUR 2022-05-18 -17074.500000 N N N N/A N/A 000000000 1.000000 NC -802874.890000 -0.0089708 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 24835666.310000 USD 18299000.000000 GBP 2022-05-18 -802874.890000 N N N N/A N/A 000000000 1.000000 NC -18675.130000 -0.0002087 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1098239.840000 USD 822000.000000 GBP 2022-05-18 -18675.130000 N N N N/A N/A 000000000 1.000000 NC -17414.540000 -0.0001946 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1317620.210000 USD 990000.000000 GBP 2022-05-18 -17414.540000 N N N N/A N/A 000000000 1.000000 NC -4134.660000 -0.0000462 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2418051.850000 USD 1838000.000000 GBP 2022-05-18 -4134.660000 N N N N/A N/A 000000000 1.000000 NC -7838.250000 -0.0000876 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1277837.120000 USD 967000.000000 GBP 2022-05-18 -7838.250000 N N N N/A N/A 000000000 1.000000 NC -7458.890000 -0.0000833 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1259071.010000 USD 953000.000000 GBP 2022-05-18 -7458.890000 N N N N/A N/A 000000000 1.000000 NC 2277.310000 0.0000254 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 13174036.000000 AUD 9860411.560000 USD 2022-04-04 2277.310000 N N N N/A N/A 000000000 1.000000 NC 10986908.990000 0.1227608 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 281596895.030000 GBP 380819109.780000 USD 2022-05-18 10986908.990000 N N N N/A N/A 000000000 1.000000 NC 2986277.050000 0.0333668 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 71926000.000000 GBP 97449502.120000 USD 2022-05-18 2986277.050000 N N N N/A N/A 000000000 1.000000 NC 162671.710000 0.0018176 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3386000.000000 GBP 4609637.760000 USD 2022-05-18 162671.710000 N N N N/A N/A 000000000 1.000000 NC 63843.950000 0.0007134 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3543000.000000 GBP 4717004.230000 USD 2022-05-18 63843.950000 N N N N/A N/A 000000000 1.000000 NC 1023.990000 0.0000114 N/A DFE SE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3235000.000000 SEK 345405.030000 USD 2022-05-18 1023.990000 N N N N/A N/A 000000000 1.000000 NC -638469.130000 -0.0071339 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 265894000.000000 ZAR 17393048.330000 USD 2022-06-15 -638469.130000 N N N N/A N/A 000000000 1.000000 NC -35384.800000 -0.0003954 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1033522.480000 USD 760000.000000 GBP 2022-05-18 -35384.800000 N N N N/A N/A 000000000 1.000000 NC 35591.950000 0.0003977 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1780633.100000 USD 220900000.000000 JPY 2022-05-18 35591.950000 N N N N/A N/A 000000000 1.000000 NC 196366.300000 0.0021941 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 457500000.000000 JPY 3957900.740000 USD 2022-05-18 196366.300000 N N N N/A N/A 000000000 1.000000 NC -101904.340000 -0.0011386 N/A DFE AU N 2 BNP Paribas S.A. N/A 39829163.870000 USD 53090000.000000 AUD 2022-04-04 -101904.340000 N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 ACI22XG58 262000000.000000 PA 17912519.280000 0.2001432 Long DBT CORP N/A N 2 2025-01-26 Fixed 6.55 N N N N N N N/A N/A 000000000 1.000000 NC 6283.910000 0.0000702 N/A DFE N/A N 2 BNP Paribas S.A. N/A 2787757.770000 USD 2522000.000000 EUR 2022-05-18 6283.910000 N N N N/A N/A 000000000 1.000000 NC -53085.150000 -0.0005931 N/A DFE AU N 2 BNP Paribas S.A. N/A 2564000.000000 AUD 1865556.660000 USD 2022-04-04 -53085.150000 N N N N/A N/A 000000000 1.000000 NC -7795534.870000 -0.0871024 N/A DFE BR N 2 BNP Paribas S.A. N/A 205800000.000000 BRL 35430224.150000 USD 2022-04-04 -7795534.870000 N N N ASSET BACKED SEC CORP HEQ LN 2001-HE2 N/A 04541GBN1 3827.570000 PA USD 3700.460000 0.0000413 Long ABS-MBS CORP US N 2 2031-06-15 Floating 0.91657 N N N N N N N/A N/A 000000000 1.000000 NC 1759172.570000 0.0196559 N/A DFE N/A N 2 BNP Paribas S.A. N/A 65864998.000000 EUR 74728859.140000 USD 2022-05-18 1759172.570000 N N N N/A N/A 000000000 1.000000 NC -5705.000000 -0.0000637 N/A DFE MX N 2 BNP Paribas S.A. N/A 3378000.000000 MXN 161492.350000 USD 2022-07-01 -5705.000000 N N N AT&T INC 549300Z40J86GGSTL398 0020A3DJ6 23000000.000000 PA USD 22991455.500000 0.2568920 Long DBT CORP US N 2 2022-04-18 None 0 N N N N N N AT&T INC 549300Z40J86GGSTL398 0020A3DK3 23000000.000000 PA USD 22990786.660000 0.2568845 Long DBT CORP US N 2 2022-04-19 None 0 N N N N N N N/A N/A 000000000 1.000000 NC USD 26044.140000 0.0002910 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.35 Y Single Leg Swap 2025-12-21 29273.220000 USD 0.000000 USD 1400000.000000 USD -3229.080000 N N N N/A N/A 000000000 1.000000 NC USD 84864.140000 0.0009482 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.36 Y Single Leg Swap 2026-06-21 100252.440000 USD 0.000000 USD 4600000.000000 USD -15388.300000 N N N N/A N/A 000000000 1.000000 NC USD 693830.540000 0.0077524 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.37 Y Single Leg Swap 2026-12-22 900915.120000 USD 0.000000 USD 39800000.000000 USD -207084.580000 N N N N/A N/A 000000000 1.000000 NC USD 891620.830000 0.0099624 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.38 Y Single Leg Swap 2027-06-22 776654.740000 USD 0.000000 USD 54500000.000000 USD 114966.090000 N N N N/A N/A 000000000 1.000000 NC -6241.740000 -0.0000697 N/A DFE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 106767.000000 USD 675941.880000 DKK 2022-04-01 -6241.740000 N N N 2022-05-12 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer