NPORT-P false 0000810893 XXXXXXXX S000009693 C000026584 C000066770 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Low Duration ESG Fund S000009693 J3HDCJQLI0Z3MYG73Z14 2023-03-31 2022-06-30 N 532133365.210000 94584156.750000 437549208.460000 0.000000 0.000000 34400706.970000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 5062333.310000 BRL CAD EUR GBP IDR ILS JPY MXN NZD USD AUD ZAR N N/A N/A 000000000 1.000000 NC 13600.370000 0.0031083 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2589839.610000 USD 352300000.000000 JPY 2022-08-16 13600.370000 N N N N/A N/A 000000000 1.000000 NC -12327.090000 -0.0028173 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 7701000.000000 AUD 5304371.790000 USD 2022-08-02 -12327.090000 N N N N/A N/A 000000000 1.000000 NC 59365.670000 0.0135678 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3921000.000000 CAD 3105512.340000 USD 2022-07-05 59365.670000 N N N N/A N/A 000000000 1.000000 NC -3972.290000 -0.0009078 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 6136471.290000 CNY 914390.000000 USD 2023-05-10 -3972.290000 N N N N/A N/A 000000000 1.000000 NC -5550.350000 -0.0012685 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 12735789.870000 CNY 1896618.000000 USD 2022-08-10 -5550.350000 N N N N/A N/A 000000000 1.000000 NC 11333.040000 0.0025901 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 8193756066.000000 IDR 558843.000000 USD 2022-08-10 11333.040000 N N N N/A N/A 000000000 1.000000 NC 20944.480000 0.0047868 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 419300000.000000 JPY 3119503.620000 USD 2022-08-16 20944.480000 N N N N/A N/A 000000000 1.000000 NC -1353.180000 -0.0003093 N/A DFE NO N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2415000.000000 NOK 244040.980000 USD 2022-08-16 -1353.180000 N N N N/A N/A 000000000 -122.000000 NC -682891.290000 -0.1560719 N/A DIR DE N 1 Eurex N/A Short N/A ITALY GOVT 2022-09-08 -15740879.690000 EUR -682891.290000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 ACI10VYX5 400000.000000 PA 419326.710000 0.0958353 Long DBT CORP AU N 2 2023-02-21 Fixed 0.625 N N N N N N N/A N/A 000000000 -3.000000 NC 11088.110000 0.0025341 N/A DIR JP N 1 OSAKA SECURITIES EXCHANGE N/A Short N/A JAPAN GOVT 2022-09-12 -3285893.280000 JPY 11088.110000 N N N N/A N/A 000000000 1.000000 NC 1397.340000 0.0003194 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 513567.920000 USD 490000.000000 EUR 2022-08-16 1397.340000 N N N N/A N/A 000000000 1.000000 NC 147584.150000 0.0337297 N/A DFE IL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5700570.000000 ILS 1786732.490000 USD 2022-09-07 147584.150000 N N N N/A N/A 000000000 1.000000 NC 93167.730000 0.0212931 N/A DFE IL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 3500175.000000 ILS 1099612.010000 USD 2022-09-07 93167.730000 N N N N/A N/A 000000000 1.000000 NC 7842.210000 0.0017923 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 29629578.000000 JPY 226800.000000 USD 2022-08-16 7842.210000 N N N N/A N/A 000000000 1.000000 NC -2339.010000 -0.0005346 N/A DFE NO N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 6155000.000000 NOK 623085.860000 USD 2022-08-16 -2339.010000 N N N N/A N/A 000000000 1.000000 NC -14115.690000 -0.0032261 N/A DFE NO N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 11685000.000000 NOK 1173226.240000 USD 2022-08-16 -14115.690000 N N N N/A N/A 000000000 1.000000 NC -3177.250000 -0.0007261 N/A DFE CN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 4404608.120000 CNY 654678.000000 USD 2022-08-10 -3177.250000 N N N N/A N/A 000000000 1.000000 NC -436.790000 -0.0000998 N/A DFE CN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1195000.000000 CNY 178043.790000 USD 2022-08-10 -436.790000 N N N N/A N/A 000000000 1.000000 NC 6260.030000 0.0014307 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 10082045959.000000 IDR 679946.260000 USD 2022-08-10 6260.030000 N N N N/A N/A 000000000 1.000000 NC 15375.990000 0.0035141 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 8543817927.000000 IDR 586277.220000 USD 2022-08-10 15375.990000 N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 053484AC5 3300000.000000 PA USD 2872714.450000 0.6565466 Long DBT CORP US N 2 2028-12-01 Fixed 1.9 N N N N N N AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION) 549300OX0Q38NLSKPB49 05351WAC7 1200000.000000 PA USD 1168043.940000 0.2669514 Long DBT CORP US N 2 2025-04-15 Fixed 3.2 N N N N N N AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION) 549300OX0Q38NLSKPB49 05351WAA1 2200000.000000 PA USD 2150587.910000 0.4915077 Long DBT CORP US N 2 2024-12-01 Fixed 3.15 N N N N N N N/A N/A 000000000 1.000000 NC 15762.730000 0.0036025 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 15771396165.000000 IDR 1069066.000000 USD 2022-08-23 15762.730000 N N N N/A N/A 000000000 1.000000 NC 84768.530000 0.0193735 N/A DFE JP N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 138400000.000000 JPY 1105638.840000 USD 2022-07-19 84768.530000 N N N N/A N/A 000000000 1.000000 NC -3081.530000 -0.0007043 N/A DFE NO N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 886475.000000 USD 8693748.970000 NOK 2022-08-16 -3081.530000 N N N N/A N/A 000000000 1.000000 NC 327.220000 0.0000748 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 14575382.400000 CNY 2177250.000000 USD 2022-08-10 327.220000 N N N N/A N/A 000000000 1.000000 NC -2051.810000 -0.0004689 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 8016314.910000 CNY 1195234.000000 USD 2022-08-10 -2051.810000 N N N N/A N/A 000000000 1.000000 NC 693.020000 0.0001584 N/A DFE NZ N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 120000.000000 NZD 75609.170000 USD 2022-08-16 693.020000 N N N N/A N/A 000000000 1.000000 NC 315.660000 0.0000721 N/A DFE NZ N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 149000.000000 NZD 93336.550000 USD 2022-08-16 315.660000 N N N AZURE POWER SOLAR ENERGY PRIVATE LIMITED 549300N77HEXIINE3X94 05502TAA6 900000.000000 PA USD 853312.500000 0.1950209 Long DBT CORP MU N 2 2024-12-24 Fixed 5.65 N N N N N N N/A N/A 000000000 1.000000 NC 69001.850000 0.0157701 N/A DFE ZA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 18902991.200000 ZAR 1222719.000000 USD 2022-09-12 69001.850000 N N N N/A N/A 000000000 -3800000.000000 NC USD -30766.320000 -0.0070315 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/3.0875 11/07/23 LCH 2024-11-07 0.000000 USD 0.000000 USD N/A USD N/A 3.090000 USD 2023-11-03 XXXX -3216.320000 N N N N/A N/A 000000000 -3800000.000000 NC USD -18918.300000 -0.0043237 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/3.0875 11/07/23 LCH 2024-11-07 0.000000 USD 0.000000 USD N/A USD N/A 3.090000 USD 2023-11-03 XXXX 8631.700000 N N N N/A N/A 000000000 -2600000.000000 NC USD -7960.680000 -0.0018194 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/3.75 11/21/23 LCH 2024-11-21 0.000000 USD 0.000000 USD N/A USD N/A 3.750000 USD 2023-11-17 XXXX 1464.320000 N N N N/A N/A 000000000 -2600000.000000 NC USD -10893.740000 -0.0024897 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/2.25 11/21/23 LCH 2024-11-21 0.000000 USD 0.000000 USD N/A USD N/A 2.250000 USD 2023-11-17 XXXX -1468.740000 N N N N/A N/A 000000000 1200000.000000 NC USD 14387.160000 0.0032881 N/A DIR US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Purchased NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/2.851 08/08/22 LCH 2032-08-08 0.000000 USD 0.000000 USD N/A USD N/A 2.850000 USD 2022-08-04 XXXX 1547.160000 N N N N/A N/A 000000000 -7700000.000000 NC USD -50201.690000 -0.0114734 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/2.697 04/04/24 LCH 2025-04-04 0.000000 USD 0.000000 USD N/A USD N/A 2.700000 USD 2024-04-02 XXXX 10195.190000 N N N N/A N/A 000000000 -7700000.000000 NC USD -55509.300000 -0.0126864 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/2.697 04/04/24 LCH 2025-04-04 0.000000 USD 0.000000 USD N/A USD N/A 2.700000 USD 2024-04-02 XXXX 4887.580000 N N N BANC OF AMERICA FUNDING CORP 2005-D N/A 06051GDM8 72549.900000 PA USD 71182.330000 0.0162684 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.96555 N N N N N N N/A N/A 000000000 1.000000 NC 81596.490000 0.0186485 N/A DIR AU N 2 London Clearing house N/A AUD-BBR-BBSW-Bloomberg 3M N/A N/A Y 2024-06-20 0.000000 AUD -126.560000 AUD 21700000.000000 AUD 81723.050000 N N N N/A N/A 000000000 1.000000 NC -139575.060000 -0.0318993 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2024-05-24 2531.250000 EUR 0.000000 EUR 41100000.000000 EUR -142106.310000 N N N N/A N/A 000000000 1.000000 NC -117068.040000 -0.0267554 N/A DIR NZ N 2 London Clearing house N/A NZ$ Bank Bill 3M FRA N/A N/A Y 2024-06-14 0.000000 NZD -168328.490000 NZD 69900000.000000 NZD 51260.450000 N N N BANC OF AMERICA MTGE SEC 2004-G N/A 05949ALH1 26742.400000 PA USD 26627.730000 0.0060857 Long ABS-MBS CORP US N 2 2034-08-25 Floating 2.56001 N N N N N N N/A N/A 000000000 1.000000 NC USD -832849.700000 -0.1903442 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2023-11-06 0.000000 USD -671353.630000 USD 36500000.000000 USD -161496.070000 N N N N/A N/A 000000000 1.000000 NC 183.170000 0.0000419 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2028-06-19 1224.490000 JPY 0.000000 JPY 10000000.000000 JPY -1041.320000 N N N N/A N/A 000000000 1.000000 NC 4068.570000 0.0009299 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2038-03-22 454.100000 JPY 0.000000 JPY 99000000.000000 JPY 3614.470000 N N N N/A N/A 000000000 1.000000 NC -10264.520000 -0.0023459 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2024-03-18 17400.790000 JPY 0.000000 JPY 1180000000.000000 JPY -27665.310000 N N N N/A N/A 000000000 1.000000 NC 14692.870000 0.0033580 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2052-02-08 0.000000 JPY 0.000000 JPY 19000000.000000 JPY 14692.870000 N N N N/A N/A 000000000 1.000000 NC 23796.740000 0.0054386 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2052-02-09 0.000000 JPY 0.000000 JPY 34000000.000000 JPY 23796.740000 N N N N/A N/A 000000000 1.000000 NC 133811.040000 0.0305819 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2052-06-17 7525.960000 JPY 0.000000 JPY 280000000.000000 JPY 126285.080000 N N N N/A N/A 000000000 1.000000 NC USD -862362.010000 -0.1970891 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2024-12-09 28078.910000 USD 0.000000 USD 67300000.000000 USD -890440.920000 N N N N/A N/A 000000000 1.000000 NC 2216573.140000 0.5065883 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 1972493.190000 GBP 0.000000 GBP 5760000.000000 GBP 244079.950000 N N N N/A N/A 000000000 1.000000 NC 142830.190000 0.0326432 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2041-12-16 90750.460000 JPY 0.000000 JPY 160000000.000000 JPY 52079.730000 N N N N/A N/A 000000000 1.000000 NC 41397.860000 0.0094613 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2051-12-15 23138.630000 JPY 0.000000 JPY 37000000.000000 JPY 18259.230000 N N N N/A N/A 000000000 1.000000 NC USD 2606464.900000 0.5956964 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2052-12-23 2890294.360000 USD 0.000000 USD 14500000.000000 USD -283829.460000 N N N N/A N/A 000000000 1.000000 NC USD -205982.950000 -0.0470765 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2027-06-15 0.000000 USD -26980.000000 USD 7100000.000000 USD -179002.950000 N N N N/A N/A 000000000 1.000000 NC USD -105394.250000 -0.0240874 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2024-06-17 0.000000 USD -12780.000000 USD 7100000.000000 USD -92614.250000 N N N N/A N/A 000000000 1.000000 NC USD 251070.000000 0.0573810 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2025-06-23 11194.040000 USD 0.000000 USD 50000000.000000 USD 239875.960000 N N N N/A N/A 000000000 1.000000 NC USD -1715.360000 -0.0003920 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2023-12-21 0.000000 USD -5275.720000 USD 30200000.000000 USD 3560.360000 N N N N/A N/A 000000000 1.000000 NC USD 450661.380000 0.1029967 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2024-06-21 18115.770000 USD 0.000000 USD 89300000.000000 USD 432545.610000 N N N BANCO SANTANDER CHILE SA 3YJP8HORPAEXJ80D6368 05970FAC5 2400000.000000 PA USD 2300148.000000 0.5256890 Long DBT CORP CL N 2 2025-01-10 Fixed 2.7 N N N N N N N/A N/A 000000000 1.000000 NC 3774.890000 0.0008627 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 1518448.000000 USD 1959405.300000 CAD 2022-07-05 3774.890000 N N N N/A N/A 000000000 1.000000 NC -5423.890000 -0.0012396 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 1424822.000000 USD 1827049.250000 CAD 2022-07-05 -5423.890000 N N N N/A N/A 000000000 1.000000 NC 5529.180000 0.0012637 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 1979268.000000 CAD 1543183.000000 USD 2022-07-05 5529.180000 N N N N/A N/A 000000000 1.000000 NC -3820.180000 -0.0008731 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 1959526.780000 CAD 1518448.000000 USD 2022-08-02 -3820.180000 N N N N/A N/A 000000000 1.000000 NC 5370.030000 0.0012273 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 1827177.480000 CAD 1424822.000000 USD 2022-08-02 5370.030000 N N N N/A N/A 000000000 -1155000.000000 NC USD -7319.700000 -0.0016729 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 4.0% JUL 30YR N/A 99.160000 USD 2022-07-07 XXXX 981.860000 N N N N/A N/A 000000000 -6500000.000000 NC USD -18227.300000 -0.0041658 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 5.0% AUG 30YR N/A 100.940000 USD 2022-08-04 XXXX 2085.200000 N N N N/A N/A 000000000 -4300000.000000 NC USD -21179.650000 -0.0048405 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 4.5% AUG 30YR N/A 99.770000 USD 2022-08-04 XXXX -9757.770000 N N N N/A N/A 000000000 -2400000.000000 NC USD -11625.840000 -0.0026570 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written UMBS PASS THRU POOLS FNMA TBA 4.5% AUG 30YR N/A 99.750000 USD 2022-08-04 XXXX -375.840000 N N N N/A N/A 000000000 -1000000.000000 NC USD -7400.700000 -0.0016914 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written UMBS PASS THRU POOLS FNMA TBA 3.0% AUG 30YR N/A 92.660000 USD 2022-08-04 XXXX 1349.300000 N N N N/A N/A 000000000 -1100000.000000 NC USD -171.710000 -0.0000392 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 4.5% JUL 30YR N/A 99.080000 USD 2022-07-07 XXXX 5027.510000 N N N N/A N/A 000000000 -3300000.000000 NC USD -30930.570000 -0.0070690 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written UMBS PASS THRU POOLS FNMA TBA 3.0% AUG 30YR N/A 93.100000 USD 2022-08-04 XXXX -5149.320000 N N N N/A N/A 000000000 -2200000.000000 NC USD -8103.040000 -0.0018519 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written UMBS PASS THRU POOLS FNMA TBA 4.5% AUG 30YR N/A 99.370000 USD 2022-08-04 XXXX 5646.960000 N N N N/A N/A 000000000 -2000000.000000 NC USD -14176.000000 -0.0032399 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written UMBS PASS THRU POOLS FNMA TBA 4.0% AUG 30YR N/A 98.340000 USD 2022-08-04 XXXX -4332.250000 N N N N/A N/A 000000000 -4500000.000000 NC USD -23685.750000 -0.0054133 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 4.5% AUG 30YR N/A 99.870000 USD 2022-08-04 XXXX -12084.190000 N N N N/A N/A 000000000 -2200000.000000 NC USD -5198.160000 -0.0011880 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 3.5% JUL 30YR N/A 96.000000 USD 2022-07-07 XXXX 6317.470000 N N N N/A N/A 000000000 -1100000.000000 NC USD -5632.110000 -0.0012872 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 4.5% AUG 30YR N/A 99.830000 USD 2022-08-04 XXXX -2710.230000 N N N N/A N/A 000000000 -2400000.000000 NC USD -10894.800000 -0.0024900 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written UMBS PASS THRU POOLS FNMA TBA 4.0% AUG 30YR N/A 97.630000 USD 2022-08-04 XXXX 2605.200000 N N N N/A N/A 000000000 -4300000.000000 NC USD -22070.610000 -0.0050441 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written UMBS PASS THRU POOLS FNMA TBA 4.0% AUG 30YR N/A 97.820000 USD 2022-08-04 XXXX 4132.520000 N N N N/A N/A 000000000 -2500000.000000 NC USD -490.750000 -0.0001122 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 4.0% JUL 30YR N/A 97.300000 USD 2022-07-07 XXXX 15134.250000 N N N N/A N/A 000000000 -645000.000000 NC USD -4008.090000 -0.0009160 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written UMBS PASS THRU POOLS FNMA TBA 4.0% JUL 30YR N/A 99.140000 USD 2022-07-07 XXXX 426.290000 N N N N/A N/A 000000000 -31.000000 NC 154517.880000 0.0353144 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A UNITED KINGDOM GOVT 2022-09-28 -4301184.430000 GBP 154517.880000 N N N N/A N/A 000000000 -142.000000 NC USD -153149.360000 -0.0350016 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-09-21 -16803703.200000 USD -153149.360000 N N N N/A N/A 000000000 862.000000 NC USD -350753.070000 -0.0801631 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2022-09-30 180875211.580000 USD -350753.070000 N N N N/A N/A 000000000 -355.000000 NC USD 107362.830000 0.0245373 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-09-30 -39802988.370000 USD 107362.830000 N N N N/A N/A 000000000 -46.000000 NC USD 70051.470000 0.0160100 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-09-21 -6353031.250000 USD 70051.470000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJC4 2100000.000000 PA USD 2052928.350000 0.4691880 Long DBT CORP US N 2 2024-05-19 Floating 1.486 N N N N N N N/A N/A 000000000 1.000000 NC -67314.720000 -0.0153845 N/A DCR FR N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VALEO VALEO SA SR UNSEC EMTN Y Single Leg Swap 2026-06-21 0.000000 EUR -18013.070000 EUR 1000000.000000 EUR -49301.650000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJG5 1700000.000000 PA USD 1574589.280000 0.3598656 Long DBT CORP US N 2 2025-09-25 Floating 0.981 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKE8 1200000.000000 PA USD 1117862.000000 0.2554826 Long DBT CORP US N 2 2025-12-06 Floating 1.53 N N N N N N BANK OF AMERICA MTGE SEC 2003-B N/A 06050HD39 81316.780000 PA USD 78139.440000 0.0178584 Long ABS-MBS CORP US N 2 2033-03-25 Floating 3.66246 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBL8 900000.000000 PA USD 851102.130000 0.1945158 Long DBT CORP GB N 2 2026-05-07 Floating 2.852 N N N N N N BBCCRE TRUST 2015-GTP N/A 05490TAA0 2200000.000000 PA USD 2129843.760000 0.4867667 Long ABS-MBS CORP US N 2 2033-08-10 Fixed 3.966 N N N N N N BCP TRUST 2021-330N N/A 05553BAA3 2200000.000000 PA USD 2116683.800000 0.4837590 Long ABS-MBS CORP US N 2 2038-06-15 Floating 2.123 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZS4 3460.330000 PA USD 3327.960000 0.0007606 Long ABS-MBS CORP US N 2 2034-01-25 Floating 2.08623 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSY8 23147.140000 PA USD 22274.490000 0.0050907 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.75158 N N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVS7 6846.250000 PA USD 4546.460000 0.0010391 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.07415 Y N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSH6 135.210000 PA USD 132.920000 0.0000304 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.54801 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSJ2 317.460000 PA USD 273.270000 0.0000625 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.84167 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7 N/A 07387VAA7 9870.170000 PA USD 9850.560000 0.0022513 Long ABS-MBS CORP US N 2 2037-10-25 Floating 2.62357 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2E3 1000000.000000 PA USD 997770.000000 0.2280361 Long DBT CORP FR N 2 2023-03-01 Fixed 3.5 N N N N N N BSREP COMMERCIAL MORTGAGE TRUST 2021-DC N/A 05591UAA5 3700000.000000 PA USD 3559584.260000 0.8135278 Long ABS-MBS CORP US N 2 2038-08-15 Floating 2.275 N N N N N N BSST 2021-1818 MORTGAGE TRUST N/A 07403PAA0 1500000.000000 PA USD 1450862.700000 0.3315885 Long ABS-MBS CORP US N 2 2036-03-15 Floating 2.374 N N N N N N CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 5493007RI8BUDOGHZ546 13032UVB1 3000000.000000 PA USD 2919436.500000 0.6672247 Long DBT MUN US N 2 2024-06-01 Fixed 2.02 N N N N N N CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 5493007RI8BUDOGHZ546 13032UXN3 1000000.000000 PA USD 908933.800000 0.2077329 Long DBT MUN US N 2 2026-06-01 Fixed 1.168 N N N N N N CALIFORNIA MUNICIPAL FINANCE AUTHORITY 5493000UQOV6R4ZWS346 13048VQB7 1000000.000000 PA USD 977877.300000 0.2234897 Long DBT MUN US N 2 2023-11-01 Fixed 1.605 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 13607GRR7 1300000.000000 PA USD 1173989.830000 0.2683104 Long DBT CORP CA N 2 2025-10-23 Fixed 0.95 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAN3 1100000.000000 PA USD 1031765.040000 0.2358055 Long DBT CORP US Y 2 2026-01-25 Floating 2.014 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAP8 1100000.000000 PA USD 1063030.690000 0.2429511 Long DBT CORP US Y 2 2026-01-25 Floating 1.55514 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ND9 2200000.000000 PA USD 2044406.960000 0.4672405 Long DBT CORP US N 2 2025-11-03 Floating 1.281 N N N N N N CITIGROUP MTGE LOAN TR INC 2008-RR1 N/A 173145AA1 26606.560000 PA USD 25462.250000 0.0058193 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.69357 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW53 2225.630000 PA USD 2127.950000 0.0004863 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.95 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW79 2454.890000 PA USD 2365.530000 0.0005406 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.47 N N N N N N CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE N/A 79765R4M8 695000.000000 PA USD 694196.160000 0.1586556 Long DBT MUN US N 2 2022-11-01 Fixed 1.949 N N N N N N CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE N/A 79765R4N6 740000.000000 PA USD 728898.300000 0.1665866 Long DBT MUN US N 2 2023-11-01 Fixed 1.982 N N N N N N COLLEGE AVE STUDENT LOANS LLC 2018-A N/A 19423DAA8 2793735.300000 PA USD 2726950.220000 0.6232328 Long ABS-O CORP US N 2 2047-12-26 Floating 2.82357 N N N N N N CONTINUUM ENERGY LEVANTER PTE LTD 254900MFSMO37F3WJ232 21218MAB1 1972500.000000 PA USD 1559517.680000 0.3564211 Long DBT CORP SG N 2 2027-02-09 Fixed 4.5 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDK7 1400000.000000 PA USD 1236632.010000 0.2826270 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 2400000.000000 PA USD 2141124.650000 0.4893449 Long DBT CORP NL N 2 2026-09-24 Floating 1.004 N N N N N N COUNTRYWIDE ASSET BACKED CERT 2006-BC2 N/A 22237JAF4 91359.990000 PA USD 90521.070000 0.0206882 Long ABS-MBS CORP US N 2 2045-01-25 Floating 2.04357 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-6 N/A 126673AX0 1077675.980000 PA USD 1030868.520000 0.2356006 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.36357 N N N N N N COUNTRYWIDE HOME LOANS 2004-22 N/A 12669F6Z1 13502.200000 PA USD 13018.650000 0.0029754 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.71141 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB9 N/A 12669GHG9 3772.330000 PA USD 3776.410000 0.0008631 Long ABS-MBS CORP US N 2 2035-02-20 Floating 2.52038 N N N N N N COUNTRYWIDE HOME LOANS 2005-HYB9 N/A 126670LE6 30303.280000 PA USD 28898.290000 0.0066046 Long ABS-MBS CORP US N 2 2036-02-20 Floating 1.99063 Y N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 ACI1M88D5 2600000.000000 PA 2427839.000000 0.5548722 Long DBT CORP LU N 2 2026-05-12 Fixed 2.75 N N N N N N CREDIT AGRICOLE SA/LONDON BRANCH 969500TJ5KRTCJQWXH05 22535WAF4 1900000.000000 PA USD 1899947.350000 0.4342248 Long DBT CORP FR N 2 2023-04-24 Floating 2.204 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2002-AR21 N/A 22540V4S8 179.270000 PA USD 176.570000 0.0000404 Long ABS-MBS CORP US N 2 2032-06-25 Floating 5.0208 N N N N N N CTP BV 3157000YTVO4TN65UM14 ACI20LM91 1100000.000000 PA 921141.240000 0.2105229 Long DBT CORP NL N 2 2026-09-27 Fixed 0.625 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 23636TAE0 872000.000000 PA USD 837369.100000 0.1913771 Long DBT CORP FR N 2 2026-11-02 Fixed 2.947 N N N N N N DEVELOPMENT BANK OF JAPAN INC (DBJ) 5493001HGBABMWFZUI25 BFZP0NII4 680000.000000 PA 693396.850000 0.1584729 Long DBT CORP JP N 2 2025-10-10 Fixed 0.875 N N N N N N DIGITAL DUTCH FINCO BV 549300ONZ5IS6B6IMJ70 BKMG42II9 2000000.000000 PA 1932576.990000 0.4416822 Long DBT CORP NL N 2 2025-07-15 Fixed 0.625 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DAQ2 1300000.000000 PA USD 1291462.190000 0.2951582 Long DBT CORP US N 2 2023-03-20 Fixed 2.95 N N N N N N DROP MORTGAGE TRUST 2021-FILE N/A 26210YAA4 2200000.000000 PA USD 2126599.420000 0.4860252 Long ABS-MBS CORP US N 2 2043-10-15 Floating 2.47 N N N N N N EDUCATIONAL SERVICES OF AMERICA INC 2012-1 N/A 281380AA3 21949.670000 PA USD 21900.470000 0.0050053 Long ABS-O CORP US N 2 2040-09-25 Floating 2.77357 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 268317AS3 500000.000000 PA USD 491798.010000 0.1123983 Long DBT CORP FR N 2 2025-10-13 Fixed 3.625 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAM0 1500000.000000 PA USD 1318052.700000 0.3012353 Long DBT CORP NL N 2 2026-07-12 Fixed 1.375 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAL2 2100000.000000 PA USD 2035983.470000 0.4653153 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAV0 2200000.000000 PA USD 2178751.540000 0.4979443 Long DBT CORP NL N 2 2025-06-15 Fixed 4.25 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBL9 1300000.000000 PA USD 1094705.610000 0.2501903 Long DBT CORP US N 2 2028-03-15 Fixed 1.55 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBK1 3000000.000000 PA USD 2690878.200000 0.6149887 Long DBT CORP US N 2 2025-09-15 Fixed 1 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449W7M3 1700000.000000 PA USD 1507945.560000 0.3446345 Long DBT CORP US N 2 2026-07-12 Fixed 1.3 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAJ6 1500000.000000 PA USD 1400970.630000 0.3201858 Long DBT CORP US N 2 2024-08-12 Fixed 0.8 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AC9 780000.000000 PA USD 784103.140000 0.1792034 Long DBT CORP US N 2 2023-04-20 Fixed 3.9 N N N N N N EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT (EBRD) 549300HTGDOVDU6OGK19 29874QAY0 2800000.000000 PA USD 2714601.510000 0.6204106 Long DBT CORP N/A N 2 2024-09-27 Fixed 1.625 N N N N N N EUROSAIL-UK 2007-4BL PLC 4X N/A BTGD2JII9 741208.000000 PA 887698.740000 0.2028797 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 2.5404 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAJ7 2400000.000000 PA USD 2169260.980000 0.4957753 Long DBT CORP US N 2 2025-08-15 Fixed 0.8 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH N/A 30227FAA8 2285931.210000 PA USD 2232131.820000 0.5101442 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.405 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH N/A 30227FAC4 1490824.700000 PA USD 1455737.100000 0.3327025 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.405 N N N N N N FANNIE MAE 2005-84 N/A 31394FN50 5127.410000 PA USD 5366.970000 0.0012266 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 5.75 N N N N N N FANNIE MAE 2009-111 N/A 31398GRQ4 57708.040000 PA USD 60028.470000 0.0137193 Long ABS-MBS USGSE US N 2 2040-01-25 Fixed 5 N N N N N N FANNIE MAE REMICS 2010-78 N/A 31398TAJ0 56949.900000 PA USD 59839.930000 0.0136762 Long ABS-MBS USGSE US N 2 2040-07-25 Fixed 5 N N N N N N FANNIE MAE REMICS 2012-146 N/A 3136ABFP3 6514.910000 PA USD 5771.570000 0.0013191 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 1 N N N N N N FANNIE MAE REMICS 2013-31 N/A 3136ADGG8 346390.880000 PA USD 29511.840000 0.0067448 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.5 N N N N N N FANNIEMAE WHOLE LOAN 2003-W1 N/A 31392GVX0 3322.200000 PA USD 3318.570000 0.0007584 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 4.8979 N N N N N N FANNIEMAE WHOLE LOAN 2003-W6 N/A 31393BX75 31937.930000 PA USD 31549.550000 0.0072105 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 1.35571 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GWJN7 8200000.000000 PA USD 7629916.320000 1.7437847 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 4100000.000000 PA USD 3768399.380000 0.8612516 Long DBT USGSE US N 2 2025-10-27 Fixed 0.65 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GWZV1 4100000.000000 PA USD 3763730.920000 0.8601846 Long DBT USGSE US N 2 2025-10-22 Fixed 0.65 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GW6C5 1700000.000000 PA USD 1527708.230000 0.3491512 Long DBT USGSE US N 2 2026-10-28 Fixed 0.8 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 3135G05M1 8200000.000000 PA USD 7606420.450000 1.7384149 Long DBT USGSE US N 2 2025-07-30 Fixed 0.7 N N N N N N FEDERAL REALTY INVESTMENT TRUST 549300LI6XZ51GOCJ427 313747BB2 2100000.000000 PA USD 1881389.200000 0.4299835 Long DBT CORP US N 2 2026-02-15 Fixed 1.25 N N N N N N FHF TRUST 2020-1A N/A 30260YAC1 1100000.000000 PA USD 1087059.380000 0.2484428 Long ABS-O CORP US N 2 2025-09-15 Fixed 3.1 N N N N N N FHF TRUST 2022-1A N/A 30327CAA4 2162235.030000 PA USD 2140361.430000 0.4891704 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.43 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KSJ1 N/A 3137FXLY2 13975953.180000 PA USD 1034680.340000 0.2364718 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.25633 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJ4L7 3618.170000 PA USD 3621.270000 0.0008276 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 2.789 N N N N N N FHLMC PASS THRU POOLS N/A 3128Q2FP3 12809.010000 PA USD 13302.060000 0.0030401 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 2.363 N N N N N N FHLMC PASS THRU POOLS N/A 3128JRGY6 13248.590000 PA USD 13661.260000 0.0031222 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 3.036 N N N N N N FHLMC PASS THRU POOLS N/A 31296PDS8 2967.970000 PA USD 3093.830000 0.0007071 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y0FG0 432925.610000 PA USD 434277.910000 0.0992524 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133KJJP8 2008871.810000 PA USD 1816959.850000 0.4152584 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132XGGJ9 3546426.670000 PA USD 3543565.630000 0.8098668 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 2.7 N N N N N N FHLMC STRUCTURED PASS THROUGH SEC T-63 N/A 31395M2F5 14350.050000 PA USD 14640.950000 0.0033461 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 1.52417 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-57 N/A 31394JD87 39482.660000 PA USD 42971.680000 0.0098210 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 6.5 N N N N N N FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2004-AA6 N/A 32051GCB9 69185.860000 PA USD 68730.850000 0.0157081 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.21909 N N N N N N FIRSTMAC MORTGAGE FUNDING TRUST 2018-1 N/A ACI11D2X9 124872.210000 PA 86101.330000 0.0196781 Long ABS-MBS CORP AU N 2 2049-03-08 Floating 1.86 N N N N N N FIRSTMAC MORTGAGE FUNDING TRUST 2018-1 N/A ACI11DPY2 800000.000000 PA 552089.400000 0.1261777 Long ABS-MBS CORP AU N 2 2049-03-08 Floating 2.11 N N N N N N FIVE CORNERS FUNDING TRUST N/A 33829TAA4 1200000.000000 PA USD 1207499.180000 0.2759688 Long DBT CORP US N 2 2023-11-15 Fixed 4.419 N N N N N N FNMA PASS THRU POOLS N/A 31365H6M3 2274.240000 PA USD 2330.240000 0.0005326 Long ABS-MBS USGSE US N 2 2031-02-01 Floating 5.95 N N N N N N FNMA PASS THRU POOLS N/A 31371MFZ5 24172.070000 PA USD 25082.970000 0.0057326 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 2.99 N N N N N N FNMA PASS THRU POOLS N/A 31373ULX3 4381.990000 PA USD 4389.710000 0.0010032 Long ABS-MBS USGSE US N 2 2029-08-01 Floating 3.239 N N N N N N FNMA PASS THRU POOLS N/A 31390STH4 6915.870000 PA USD 7034.260000 0.0016077 Long ABS-MBS USGSE US N 2 2042-07-01 Floating 1.677 N N N N N N FNMA PASS THRU POOLS N/A 31391XDM8 17734.970000 PA USD 18002.200000 0.0041143 Long ABS-MBS USGSE US N 2 2041-09-01 Floating 1.727 N N N N N N FNMA PASS THRU POOLS N/A 31402RN62 623.550000 PA USD 618.120000 0.0001413 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 31405UV97 2367.160000 PA USD 2349.250000 0.0005369 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 31406L2T4 294.390000 PA USD 291.000000 0.0000665 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 921.000000 PA USD 912.650000 0.0002086 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 3.315 N N N N N N FNMA PASS THRU POOLS N/A 31407YHH5 3331.750000 PA USD 3465.200000 0.0007920 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 2.28 N N N N N N FNMA PASS THRU POOLS N/A 31407YZR3 7083.560000 PA USD 7045.380000 0.0016102 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 1.875 N N N N N N FNMA PASS THRU POOLS N/A 31411YAC7 441.260000 PA USD 474.330000 0.0001084 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31418MWY4 27111.310000 PA USD 27381.740000 0.0062580 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 3140HNZC9 225844.400000 PA USD 226641.310000 0.0517979 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140MJ6N0 4372686.430000 PA USD 4082104.670000 0.9329476 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140Q7HT7 484179.430000 PA USD 484790.050000 0.1107967 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QNW24 5284423.230000 PA USD 4933261.730000 1.1274759 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FREDDIE MAC 2266 N/A 3133TQFM4 9.240000 PA USD 9.240000 0.0000021 Long ABS-MBS USGSE US N 2 2030-11-15 Floating 1.774 N N N N N N FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P003 N/A 3137FWHY9 3591507.960000 PA USD 3144914.720000 0.7187568 Long ABS-MBS MUN US N 2 2031-02-25 Fixed 0.82638 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG01 N/A 3137FMCZ3 1900000.000000 PA USD 1841483.800000 0.4208632 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 2.939 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG01 N/A 3137FMD25 1900000.000000 PA USD 1870853.810000 0.4275756 Long ABS-MBS USGSE US N 2 2026-04-25 Fixed 2.875 N N N N N N FREDDIE MAC REMICS 1499 N/A 312915GU9 83.850000 PA USD 84.490000 0.0000193 Long ABS-MBS USGSE US N 2 2023-04-15 Fixed 7 N N N N N N FREDDIE MAC REMICS 3376 N/A 31397KZG9 29480.730000 PA USD 29831.860000 0.0068179 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.034 N N N N N N FREDDIE MAC REMICS 4272 N/A 3137B6DF5 107559.090000 PA USD 106337.760000 0.0243030 Long ABS-MBS USGSE US N 2 2026-11-15 Fixed 2 N N N N N N FREDDIE MAC REMICS 4678 N/A 3137BWWX8 520648.980000 PA USD 515140.510000 0.1177332 Long ABS-MBS USGSE US N 2 2042-12-15 Floating 1.2 N N N N N N FREDDIE MAC STRIPS 332 N/A 3132HUCJ0 133551.680000 PA USD 146256.170000 0.0334262 Long ABS-MBS USGSE US N 2 2044-08-15 Floating 7.5616 N N N N N N GCT COMMERCIAL MORTGAGE TRUST 2021-GCT N/A 36167RAA1 1700000.000000 PA USD 1648069.250000 0.3766592 Long ABS-MBS CORP US N 2 2038-02-15 Floating 2.124 N N N N N N GE-WMC MORTGAGE SECURITIES LLC 2006-1 N/A 36829JAA9 1755.810000 PA USD 860.950000 0.0001968 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.70357 N N N N N N GEMGARTO 2021-1 PLC 21 -1A N/A ACI1VNV95 1568125.560000 PA 1890936.200000 0.4321654 Long ABS-MBS CORP GB N 2 2067-12-16 Floating 1.69992 N N N N N N GMAC MORTGAGE CORP LOAN TRUST 2005-AR6 N/A 36185MBG6 3937.150000 PA USD 3737.180000 0.0008541 Long ABS-MBS CORP US N 2 2035-11-19 Floating 3.5886 Y N N N N N GNMA PASS THRU POOLS N/A 36225CCY0 3370.790000 PA USD 3393.620000 0.0007756 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 36225CN36 6528.060000 PA USD 6542.910000 0.0014954 Long ABS-MBS USGSE US N 2 2030-05-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A 36225CUD6 4317.640000 PA USD 4357.850000 0.0009960 Long ABS-MBS USGSE US N 2 2032-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 3617BXXD0 707093.020000 PA USD 708053.080000 0.1618225 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617JRQG6 189071.760000 PA USD 185902.590000 0.0424872 Long ABS-MBS USGSE US N 2 2049-07-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617JRQH4 387980.680000 PA USD 379487.380000 0.0867302 Long ABS-MBS USGSE US N 2 2049-07-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617K06B6 354970.720000 PA USD 349062.770000 0.0797768 Long ABS-MBS USGSE US N 2 2049-06-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617K1H30 185166.660000 PA USD 180987.580000 0.0413639 Long ABS-MBS USGSE US N 2 2049-05-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617KPXT2 357887.270000 PA USD 349228.470000 0.0798147 Long ABS-MBS USGSE US N 2 2049-07-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617L7VQ9 636892.040000 PA USD 623459.210000 0.1424889 Long ABS-MBS USGSE US N 2 2049-08-20 Fixed 3.5 N N N N N N GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-3CS N/A 382371AA0 2091824.550000 PA USD 1807273.660000 0.4130447 Long ABS-O CORP US N 2 2048-05-20 Fixed 2.1 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 N/A 38375UUZ1 617041.700000 PA USD 611045.840000 0.1396519 Long ABS-MBS USGSE US N 2 2065-03-20 Floating 1.43329 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10 N/A 38376RAM8 128025.140000 PA USD 126700.080000 0.0289568 Long ABS-MBS USGSE US N 2 2065-04-20 Floating 1.40329 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10 N/A 38376RAT3 97098.490000 PA USD 96302.750000 0.0220096 Long ABS-MBS USGSE US N 2 2065-04-20 Floating 1.25329 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H17 N/A 38376REV4 164121.190000 PA USD 162951.070000 0.0372418 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 0.89757 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H31 N/A 38376RMX1 269991.470000 PA USD 268881.860000 0.0614518 Long ABS-MBS USGSE US N 2 2065-11-20 Floating 1.45329 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H08 N/A 38376RTW6 285730.740000 PA USD 284722.450000 0.0650721 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 1.52329 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H13 N/A 38376RUS3 104403.180000 PA USD 103955.430000 0.0237586 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 1.38329 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ N/A 38376RC95 519596.880000 PA USD 517991.690000 0.1183848 Long ABS-MBS USGSE US N 2 2066-10-20 Floating 1.57329 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07 N/A 38376RY26 406435.830000 PA USD 403225.150000 0.0921554 Long ABS-MBS USGSE US N 2 2067-02-20 Floating 1.26329 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R5H5 241650.410000 PA USD 240969.560000 0.0550726 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 3.37857 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R4U7 463513.610000 PA USD 462532.820000 0.1057099 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 3.37857 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15 N/A 38376R5Y8 765673.650000 PA USD 760469.140000 0.1738020 Long ABS-MBS USGSE US N 2 2067-07-20 Floating 1.30329 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38 N/A 38380V2S9 364709.450000 PA USD 361032.560000 0.0825124 Long ABS-MBS USGSE US N 2 2043-10-20 Floating 1.36157 N N N N N N GREAT HALL MORTGAGES PLC 2007-2X N/A B1Z97QII7 67521.800000 PA USD 66278.180000 0.0151476 Long ABS-MBS CORP GB N 2 2039-06-18 Floating 2.19343 N N N N N N GREENKO POWER II LIMITED 254900YYA4B6O2O4JM12 V3855MAA5 1270750.000000 PA USD 1018188.440000 0.2327026 Long DBT CORP MU N 2 2028-12-13 Fixed 4.3 N N N N N N GREENKO SOLAR (MAURITIUS) LIMITED 2138007S1PL541B3KP92 39530VAA6 1600000.000000 PA USD 1504000.000000 0.3437328 Long DBT CORP MU N 2 2025-01-29 Fixed 5.55 N N N N N N GREENKO SOLAR (MAURITIUS) LIMITED 2138007S1PL541B3KP92 V3855GAB6 1400000.000000 PA USD 1251250.000000 0.2859678 Long DBT CORP MU N 2 2026-07-29 Fixed 5.95 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ3 N/A 362924AE2 1177384.950000 PA USD 1008333.660000 0.2304503 Long ABS-MBS CORP US N 2 2052-08-25 Variable 2.5 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341RX9 19508.640000 PA USD 18995.350000 0.0043413 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.93849 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341XG9 23659.000000 PA USD 22373.880000 0.0051135 Long ABS-MBS CORP US N 2 2035-11-25 Floating 2.6685 N N N N N N GSR MTGE LOAN TRUST 2004-7 N/A 36228F4P8 6528.680000 PA USD 6431.480000 0.0014699 Long ABS-MBS CORP US N 2 2034-06-25 Floating 3.03749 N N N N N N HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) N/A 418751AE3 1700000.000000 PA USD 1466411.500000 0.3351421 Long DBT CORP US N 2 2026-06-15 Fixed 3.375 N N N N N N HANWHA ENERGY USA HOLDINGS CORPORATION 549300VVIE7XDIYNIT55 41135WAA9 2200000.000000 PA USD 2198264.770000 0.5024040 Long DBT CORP US N 2 2022-07-30 Fixed 2.375 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 42250PAD5 3000000.000000 PA USD 2593556.730000 0.5927463 Long DBT CORP US N 2 2028-12-01 Fixed 2.125 N N N N N N HONG KONG GOVT 549300DSMAD69T7GGN13 43858AAB6 1800000.000000 PA USD 1778141.560000 0.4063866 Long DBT NUSS HK N 2 2024-05-28 Fixed 2.5 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAY2 2100000.000000 PA USD 1779615.500000 0.4067235 Long DBT CORP US N 2 2029-12-15 Fixed 3.375 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BM0 1700000.000000 PA USD 1692566.040000 0.3868287 Long DBT CORP GB N 2 2023-11-22 Floating 3.033 N N N N N N INDIA CLEAN ENERGY HOLDINGS 254900XQFJ9593DCY022 45409MAA1 900000.000000 PA USD 658125.000000 0.1504117 Long DBT CORP MU N 2 2027-04-18 Fixed 4.5 N N N N N N INDIA GREEN ENERGY HOLDINGS 2549005BFUXXT5HWAG36 45410FAA3 500000.000000 PA USD 467831.730000 0.1069209 Long DBT CORP MU N 2 2024-04-29 Fixed 5.375 N N N N N N INDIA GREEN POWER HOLDINGS 254900I7N0GT4VVL6V29 45410LAA0 2700000.000000 PA USD 2116125.000000 0.4836313 Long DBT CORP MU N 2 2027-02-22 Fixed 4 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 71567PAN0 900000.000000 PA USD 855225.000000 0.1954580 Long DBT NUSS ID N 2 2025-06-23 Fixed 2.3 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AU7 3100000.000000 PA USD 2819111.140000 0.6442958 Long DBT CORP NL N 2 2026-07-01 Floating 1.4 N N N N N N INTERNATIONAL FINANCE CORPORATION (IFC) QKL54NQY28TCDAI75F60 ACI15CRP7 29000000000.000000 PA 2008927.670000 0.4591318 Long DBT CORP N/A N 2 2023-10-09 Fixed 8 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AC5 1000000.000000 PA USD 996598.080000 0.2277682 Long DBT CORP US N 2 2023-05-01 Fixed 3.2 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 ACI1H4ZM0 2000000.000000 PA 2010934.560000 0.4595905 Long DBT CORP IT N 2 2024-12-04 Fixed 0.75 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 BJGTFKII9 3500000.000000 PA 1008832.080000 0.2305643 Long DBT NUSS IL N 2 2022-07-31 Fixed 0.75 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI240MX0 3700000.000000 PA 1050219.730000 0.2400232 Long DBT MUN IL N 2 2023-03-02 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI254262 7600000.000000 PA 2157534.460000 0.4930953 Long DBT MUN IL N 2 2023-04-05 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1Z3H18 3500000.000000 PA 1002118.550000 0.2290299 Long DBT MUN IL N 2 2022-07-06 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI20VV73 9200000.000000 PA 2632164.790000 0.6015700 Long DBT MUN IL N 2 2022-09-07 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI20YST3 16200000.000000 PA 4626782.520000 1.0574314 Long DBT MUN IL N 2 2022-10-07 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI21KLL6 3400000.000000 PA 971491.150000 0.2220301 Long DBT MUN IL N 2 2022-11-02 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI24L2Y4 360900000.000000 PA 2659967.060000 0.6079241 Long DBT NUSS JP N 2 2022-07-04 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI24WM36 138400000.000000 PA 1020123.670000 0.2331449 Long DBT NUSS JP N 2 2022-07-19 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI25FBX8 114000000.000000 PA 840345.860000 0.1920575 Long DBT NUSS JP N 2 2022-08-08 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI269N18 300000000.000000 PA 2211761.500000 0.5054886 Long DBT NUSS JP N 2 2022-09-12 None 0 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBY1 400000.000000 PA USD 376962.380000 0.0861531 Long DBT CORP US N 2 2025-02-16 Floating 0.563 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCM6 1700000.000000 PA USD 1578413.620000 0.3607397 Long DBT CORP US N 2 2025-08-09 Floating 0.768 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBS4 2800000.000000 PA USD 2684726.460000 0.6135827 Long DBT CORP US N 2 2024-09-16 Floating 0.653 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH N/A 46654EAA9 2200000.000000 PA USD 2093816.120000 0.4785327 Long ABS-MBS CORP US N 2 2038-06-15 Floating 2.084 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC N/A 466330AA5 2267752.450000 PA USD 2191670.940000 0.5008970 Long ABS-MBS CORP US N 2 2038-04-15 Floating 2.124 N N N N N N JP MORGAN MORTGAGE TRUST 2005-S3 N/A 466247ZP1 21204.410000 PA USD 11936.770000 0.0027281 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.75 Y N N N N N JSW HYDRO ENERGY LIMITED 3358006ZP5KO7VUH2790 Y4S71YAA2 1012000.000000 PA USD 807252.660000 0.1844941 Long DBT CORP IN N 2 2031-05-18 Fixed 4.125 N N N N N N KOMATSU FINANCE AMERICA INC 549300SRAAFEEQ8Z4D68 ACI0XK426 500000.000000 PA USD 499360.000000 0.1141266 Long DBT CORP US N 2 2022-09-11 Fixed 2.437 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630DD7 2100000.000000 PA USD 2026028.240000 0.4630401 Long DBT CORP KR N 2 2023-10-27 Fixed 0.5 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 ACI1YDN36 35000000000.000000 PA 2335485.000000 0.5337651 Long DBT CORP KR N 2 2023-06-10 Fixed 4.8 N N N N N N KREDITANSTALT FUER WIEDERAUFBAU (KFW) 549300GDPG70E3MBBU98 500769HP2 4400000.000000 PA USD 4399191.630000 1.0054164 Long DBT CORP DE N 2 2022-09-29 Fixed 2 N N N N N N LEEWARD RENEWABLE ENERGY OPERATIONS LLC 254900EVJU1A57NUX379 524590AA4 1100000.000000 PA USD 879945.260000 0.2011077 Long DBT CORP US N 2 2029-07-01 Fixed 4.25 N N N N N N LOANPAL SOLAR LOAN 2021-2GS LTD N/A 53948QAA4 965938.140000 PA USD 827347.650000 0.1890868 Long ABS-O CORP US N 2 2048-03-20 Fixed 2.22 N N N N N N MASSACHUSETTS EDUC FINANCING AUTH 2008-1 N/A 57563NAA6 12001.180000 PA USD 12019.210000 0.0027469 Long ABS-O CORP US N 2 2038-04-25 Floating 2.134 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAE2 1400000.000000 PA USD 1209572.000000 0.2764425 Long DBT CORP US N 2 2026-01-14 Fixed 2.375 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GEJ4 2000000.000000 PA USD 1841086.120000 0.4207724 Long DBT CORP US N 2 2025-07-02 Fixed 0.95 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI1RHCD5 1700000.000000 PA 1573787.780000 0.3596825 Long DBT NUSS MX N 2 2027-09-18 Fixed 1.35 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 ACI13W744 1100000.000000 PA 762731.310000 0.1743190 Long DBT CORP JP N 2 2023-07-19 Floating 1.7629 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAS8 900000.000000 PA USD 897756.740000 0.2051785 Long DBT CORP JP N 2 2024-09-11 Floating 3.922 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-WMC2 N/A 61749KAB9 8666.010000 PA USD 3674.820000 0.0008399 Long ABS-MBS CORP US N 2 2036-07-25 Floating 1.72357 N N N N N N MORGAN STANLEY CAPITAL I INC 2021-230P N/A 61772WAA5 1100000.000000 PA USD 1061189.360000 0.2425303 Long ABS-MBS CORP US N 2 2023-12-15 Floating 2.4932 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-SUN N/A 61691MAA5 2800000.000000 PA USD 2717512.840000 0.6210759 Long ABS-MBS CORP US N 2 2035-07-15 Floating 2.224 N N N N N N MOSAIC SOLAR LOAN TRUST 2022-1A N/A 61946QAA9 2128825.040000 PA USD 1920904.830000 0.4390146 Long ABS-O CORP US N 2 2053-01-20 Fixed 2.64 N N N N N N NATIONAL AUSTRALIA BANK LIMITED F8SB4JFBSYQFRQEH3Z21 ACI0SSSD5 300000.000000 PA 314551.310000 0.0718894 Long DBT CORP AU N 2 2022-09-07 Fixed 0.35 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BN0 2300000.000000 PA USD 2259552.250000 0.5164110 Long DBT CORP GB N 2 2024-05-22 Floating 2.359 N N N N N N ADANI GREEN ENERGY UP LTD / PRAYATNA DEVELOPERS PVT LTD / PARAMPUJYA SOLAR ENERG N/A 00654AAA4 2300000.000000 PA USD 2208000.000000 0.5046290 Long DBT CORP IN N 2 2024-12-10 Fixed 6.25 N N N N N N NEW YORK CITY HOUSING DEVELOPMENT CORP 549300SQWVHKBRF8D702 64972ETY5 225000.000000 PA USD 207943.430000 0.0475246 Long DBT MUN US N 2 2025-05-01 Fixed 0.823 N N N N N N NEW YORK CITY HOUSING DEVELOPMENT CORP 549300SQWVHKBRF8D702 64972EUA5 650000.000000 PA USD 587168.400000 0.1341948 Long DBT MUN US N 2 2026-05-01 Fixed 1.023 N N N N N N NEW YORK CITY HOUSING DEVELOPMENT CORP 549300SQWVHKBRF8D702 64972ETX7 100000.000000 PA USD 93430.050000 0.0213530 Long DBT MUN US N 2 2024-11-01 Fixed 0.517 N N N N N N NEW YORK CITY HOUSING DEVELOPMENT CORP 549300SQWVHKBRF8D702 64972ETZ2 250000.000000 PA USD 228778.700000 0.0522864 Long DBT MUN US N 2 2025-11-01 Fixed 0.923 N N N N N N NEW YORK CITY HOUSING DEVELOPMENT CORP 549300SQWVHKBRF8D702 64972EUB3 250000.000000 PA USD 223789.230000 0.0511461 Long DBT MUN US N 2 2026-11-01 Fixed 1.123 N N N N N N NORINCHUKIN BANK LTD 5493007VSMFZCPV1NB83 656029AG0 2200000.000000 PA USD 1957213.810000 0.4473128 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 132313.070000 PA USD 129277.770000 0.0295459 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.94357 N N N N N N ONE NEW YORK PLAZA TRUST 2020-1NYP N/A 68249DAA7 2200000.000000 PA USD 2134673.640000 0.4878705 Long ABS-MBS CORP US N 2 2036-01-15 Floating 2.274 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 682691AB6 1600000.000000 PA USD 1282264.000000 0.2930560 Long DBT CORP US N 2 2027-01-15 Fixed 3.5 N N N N N N OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5 N/A 68383NCU5 27052.710000 PA USD 25681.740000 0.0058695 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.18357 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCE3 2100000.000000 PA USD 1854533.250000 0.4238456 Long DBT CORP US N 2 2026-01-15 Fixed 1.375 N N N N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 6944PL2E8 1900000.000000 PA USD 1713359.710000 0.3915810 Long DBT CORP US N 2 2026-04-14 Fixed 1.375 N N N N N N PRIME MORTGAGE TRUST 2004-CL1 N/A 74160MDL3 1129.550000 PA USD 1116.880000 0.0002553 Long ABS-MBS CORP US N 2 2034-02-25 Floating 2.02357 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748148BY8 3000000.000000 PA 2324809.940000 0.5313254 Long DBT NUSS CA N 2 2023-03-01 Fixed 2.45 N N N N N N RELIANCE STANDARD LIFE GLOBAL FUNDING II N/A 75951AAK4 900000.000000 PA USD 899918.640000 0.2056726 Long DBT CORP US N 2 2022-07-22 Fixed 2.625 N N N N N N RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC) 2R15C3RTKJN1RCBOV146 74949LAB8 2400000.000000 PA USD 2397400.250000 0.5479156 Long DBT CORP US N 2 2023-03-16 Fixed 3.5 N N N N N N RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES N/A Y7280PAA1 1200000.000000 PA USD 940858.460000 0.2150292 Long DBT CORP IN N 2 2028-07-14 Fixed 4.5 N N N N N N RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32A N/A ACI1PKR28 888038.640000 PA 1077871.830000 0.2463430 Long ABS-MBS CORP GB N 2 2070-06-20 Floating 2.39749 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 N/A 81377JAB9 41933.220000 PA USD 11942.470000 0.0027294 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.74357 Y N N N N N SERBIA GOVT 254900W94OCY91V32O78 ACI20JHB7 1900000.000000 PA 1454638.750000 0.3324515 Long DBT NUSS RS N 2 2028-09-23 Fixed 1 N N N N N N SERVICE EXPERTS ISSUER 2021-1A LLC N/A 81758VAA3 1282353.100000 PA USD 1184260.010000 0.2706576 Long ABS-O CORP US N 2 2032-02-02 Fixed 2.67 N N N N N N SFO COMMERCIAL MORTGAGE TRUST 2021-555 N/A 78432WAA1 2200000.000000 PA USD 2106329.940000 0.4813927 Long ABS-MBS CORP US N 2 2038-05-15 Floating 2.474 N N N N N N SHINHAN FINANCIAL GROUP CO LTD 988400EB8A6G49E5KO54 82460M2A9 2800000.000000 PA USD 2576359.440000 0.5888159 Long DBT CORP KR N 2 2026-01-10 Fixed 1.35 N N N N N N SHRIRAM TRANSPORT FINANCE COMPANY LIMITED 335800TM2YO24B76XL26 825547AD4 1700000.000000 PA USD 1570515.660000 0.3589346 Long DBT CORP IN N 2 2024-03-13 Fixed 4.4 N N N N N N SL GREEN OPERATING PARTNERSHIP LP 2K1OXW4LY7IS2U150Y32 78444FAF3 900000.000000 PA USD 897845.580000 0.2051988 Long DBT CORP US N 2 2022-10-15 Fixed 3.25 N N N N N N SLC STUDENT LOAN TRUST 2006-1 N/A 784427AE6 11980.090000 PA USD 11953.220000 0.0027319 Long ABS-O CORP US N 2 2027-03-15 Floating 1.93886 N N N N N N SLM STUDENT LOAN TRUST 2005-4 N/A 78442GPG5 57663.310000 PA USD 57402.950000 0.0131192 Long ABS-O CORP US N 2 2027-01-25 Floating 1.304 N N N N N N SLM STUDENT LOAN TRUST 2005-7 N/A 78442GQJ8 179636.000000 PA USD 177962.490000 0.0406726 Long ABS-O CORP US N 2 2029-10-25 Floating 1.334 N N N N N N SOUTH KOREA GOVT 549300O0QCVSQGPGDT58 50064FAR5 1200000.000000 PA USD 1171901.220000 0.2678330 Long DBT NUSS KR N 2 2024-06-19 Fixed 2 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AW0 2000000.000000 PA USD 1788637.980000 0.4087856 Long DBT CORP US N 2 2026-01-15 Fixed 0.9 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CB4 4300000.000000 PA USD 4056991.520000 0.9272081 Long DBT CORP GB N 2 2025-03-23 Floating 1.214 N N N N N N STARWOOD PROPERTY MORTGAGE TRUST 2021-LIH N/A 78486EAA6 1840000.000000 PA USD 1760936.490000 0.4024545 Long ABS-MBS CORP US N 2 2036-11-15 Floating 2.182 N N N N N N STATE OF CONNECTICUT 5493007GRO6CU0IKP741 20772KJU4 1300000.000000 PA USD 1300000.000000 0.2971094 Long DBT MUN US N 2 2022-07-01 Fixed 2.5 N N N N N N AMERICAN HOME MTGE INV TRUST 2004-4 N/A 02660TCS0 33.690000 PA USD 33.620000 0.0000077 Long ABS-MBS CORP US N 2 2045-02-25 Floating 4.08614 N N N N N N STRUCTURED ADJ RATE MTG LN 2004-19 N/A 863579JG4 28071.720000 PA USD 24490.580000 0.0055972 Long ABS-MBS CORP US N 2 2035-01-25 Floating 1.8759 Y N N N N N STRUCTURED ADJUSTABLE RATE MTG LN 2004-1 N/A 86359BGG0 15685.670000 PA USD 15170.560000 0.0034672 Long ABS-MBS CORP US N 2 2034-02-25 Floating 2.54301 N N N N N N STRUCTURED ASSET INVEST LN TR 2003-BC11 N/A 86358EEM4 3466.860000 PA USD 3429.150000 0.0007837 Long ABS-MBS CORP US N 2 2033-10-25 Floating 2.59857 N N N N N N STRUCTURED ASSET INVESTMENT LN TR 2004-2 N/A 86358EGW0 62171.510000 PA USD 58779.580000 0.0134338 Long ABS-MBS CORP US N 2 2034-03-25 Floating 2.32857 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPE3 7037.700000 PA USD 6651.670000 0.0015202 Long ABS-MBS CORP US N 2 2035-07-19 Floating 2.09514 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR8 N/A 86359LRW1 13436.530000 PA USD 12356.920000 0.0028241 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.18357 Y N N N N N STRUCTURED ASSET MTG INV INC 2007-AR2 N/A 86363DAH4 45380.720000 PA USD 16416.470000 0.0037519 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.88357 N N N N N N STWD 2021-HTS MORTGAGE TRUST 2021-HTS N/A 78486DAA8 2300000.000000 PA USD 2234781.890000 0.5107498 Long ABS-MBS CORP US N 2 2034-04-15 Floating 2.374 N N N N N N SUMIT 2022-BVUE MORTGAGE TRUST N/A 865592AA7 1800000.000000 PA USD 1606282.560000 0.3671090 Long ABS-MBS CORP US N 2 2041-02-12 Fixed 2.789 N N N N N N SUMIT 2022-BVUE MORTGAGE TRUST N/A 865592AE9 300000.000000 PA USD 254582.400000 0.0581837 Long ABS-MBS CORP US N 2 2041-02-12 Fixed 2.85 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VBA6 2300000.000000 PA USD 2158666.380000 0.4933540 Long DBT CORP JP N 2 2027-03-10 Fixed 2.8 N N N N N N SUNNOVA HELIOS VIII ISSUER 2022-A N/A 86745AAA4 2364566.050000 PA USD 2147189.840000 0.4907311 Long ABS-O CORP US N 2 2049-02-22 Fixed 2.79 N N N N N N SUNRUN DEMETER ISSUER 2021-2A N/A 86772HAA5 3039181.020000 PA USD 2555662.520000 0.5840857 Long ABS-O CORP US N 2 2057-01-30 Fixed 2.27 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86960BAX0 900000.000000 PA USD 904403.880000 0.2066976 Long DBT CORP SE N 2 2023-11-20 Fixed 3.9 N N N N N N TESCO CORPORATE TREASURY SERVICES PLC 21380018AJDKNF3A6712 ACI08QWQ7 1300000.000000 PA 1359739.750000 0.3107627 Long DBT CORP GB N 2 2024-07-01 Fixed 2.5 N N N N N N AMERIQUEST MORTGAGE SEC 2005-R1 N/A 03072SYB5 1300000.000000 PA USD 1272522.940000 0.2908297 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.73357 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159QD1 2700000.000000 PA USD 2691531.230000 0.6151379 Long DBT CORP CA N 2 2023-01-18 Fixed 2.375 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641596E1 2400000.000000 PA USD 2251626.670000 0.5145996 Long DBT CORP CA N 2 2024-07-31 Fixed 0.65 N N N N N N TOWD POINT MORTGAGE FUNDING 19-A13A N/A ACI1G4F01 1797960.000000 PA 2185699.450000 0.4995323 Long ABS-MBS CORP GB N 2 2045-07-20 Floating 1.81833 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC N/A ACI19VH23 490426.360000 PA 595070.120000 0.1360007 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 2.06263 N N N N N N TRICOLOR AUTO SECURITIZATION TRUST 2021-1A N/A 89615BAA3 640779.170000 PA USD 637885.540000 0.1457860 Long ABS-O CORP US N 2 2024-04-15 Fixed 0.74 N N N N N N TRICOLOR AUTO SECURITIZATION TRUST 2022-1A N/A 89616BAA2 1580655.380000 PA USD 1567874.670000 0.3583310 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.42 N N N N N N UBS AG / STAMFORD BRANCH BFM8T61CT2L1QCEMIK50 90261AAB8 1900000.000000 PA USD 1905662.760000 0.4355311 Long DBT CORP CH N 2 2022-08-17 Fixed 7.625 N N N N N N UMBS PASS THRU POOLS N/A 01F020679 -6900000.000000 PA USD -5990062.500000 -1.3690032 Short ABS-MBS USGSE US N 2 2052-07-14 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F022675 -7900000.000000 PA USD -7106914.100000 -1.6242548 Short ABS-MBS USGSE US N 2 2052-07-14 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030678 2800000.000000 PA USD 2608593.760000 0.5961829 Long ABS-MBS USGSE US N 2 2052-07-14 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F030678 -10800000.000000 PA USD -10061718.800000 -2.2995628 Short ABS-MBS USGSE US N 2 2052-07-14 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032682 1100000.000000 PA USD 1056941.260000 0.2415594 Long ABS-MBS USGSE US N 2 2052-08-11 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F032682 -11700000.000000 PA USD -11242011.570000 -2.5693137 Short ABS-MBS USGSE US N 2 2052-08-11 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040685 4400000.000000 PA USD 4332710.930000 0.9902226 Long ABS-MBS USGSE US N 2 2052-04-25 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F042681 6800000.000000 PA USD 6813015.610000 1.5570856 Long ABS-MBS USGSE US N 2 2052-08-11 Fixed 4.5 N N N N N N UNIBAIL-RODAMCO-WESTFIELD SE 969500SHQITWXSIS7N89 BWV0PJII8 300000.000000 PA 294558.310000 0.0673200 Long DBT CORP FR N 2 2025-03-14 Fixed 1 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 1200000.000000 PA USD 1243102.150000 0.2841057 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796S42 4500000.000000 PA USD 4497475.000000 1.0278787 Long DBT UST US N 2 2022-07-21 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796S59 13400000.000000 PA USD 13389221.310000 3.0600493 Long DBT UST US N 2 2022-07-28 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796W96 3400000.000000 PA USD 3399007.850000 0.7768287 Long DBT UST US N 2 2022-07-12 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796X20 5900000.000000 PA USD 5896998.380000 1.3477338 Long DBT UST US N 2 2022-07-19 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796XL8 1200000.000000 PA USD 1198391.240000 0.2738872 Long DBT UST US N 2 2022-08-09 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CEP2 200000.000000 PA USD 197781.250000 0.0452021 Long DBT UST US N 2 2032-05-15 Fixed 2.875 N N N N N N VASA TRUST 2021-VASA N/A 92230AAA4 2900000.000000 PA USD 2774247.010000 0.6340423 Long ABS-MBS CORP US N 2 2039-07-15 Floating 2.224 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BU3 1200000.000000 PA USD 1200760.840000 0.2744288 Long DBT CORP US N 2 2023-02-23 Fixed 2.85 N N N N N N WASHINGTON MUTUAL 2002-AR6 N/A 929227QB5 3773.800000 PA USD 3529.240000 0.0008066 Long ABS-MBS CORP US N 2 2042-06-25 Floating 1.8759 N N N N N N WASHINGTON MUTUAL 2004-AR13 N/A 92922FB72 25380.790000 PA USD 23593.460000 0.0053922 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.36357 N N N N N N WASHINGTON MUTUAL 2005-AR13 N/A 92922F4M7 41768.290000 PA USD 39965.360000 0.0091339 Long ABS-MBS CORP US N 2 2045-10-25 Floating 2.20357 N N N N N N WASHINGTON MUTUAL 2005-AR19 N/A 92925CBA9 6769.930000 PA USD 6537.240000 0.0014941 Long ABS-MBS CORP US N 2 2045-12-25 Floating 2.16357 N N N N N N WEIR GROUP PLC 549300KDR56WHY9I3D10 94876QAA4 4000000.000000 PA USD 3521821.080000 0.8048971 Long DBT CORP GB N 2 2026-05-13 Fixed 2.2 N N N N N N WIPRO IT SERVICES LLC 549300S6XZZ65F0EJS98 97654MAA4 2300000.000000 PA USD 2067865.140000 0.4726017 Long DBT CORP US N 2 2026-06-23 Fixed 1.5 N N N N N N WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) ZTMSNXROF84AHWJNKQ93 459058GG2 2800000.000000 PA 2169477.940000 0.4958249 Long DBT CORP N/A N 2 2023-01-17 Fixed 2.25 N N N N N N WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) ZTMSNXROF84AHWJNKQ93 ACI1VGLL4 26000000.000000 PA 1450992.770000 0.3316182 Long DBT CORP N/A N 2 2026-02-05 Fixed 5.31 N N N N N N N/A N/A 000000000 627000.000000 PA USD 627000.000000 0.1432982 Long RA US N 2 Repurchase N 0.4000000 2022-07-01 640300.000000 USD 639599.510000 USD UST N N N N/A N/A 000000000 79600000.000000 PA USD 79600000.000000 18.1922395 Long RA US N 2 Repurchase N 1.4000000 2022-07-01 104496000.000000 USD 80808879.110000 USD UST N N N N/A N/A 000000000 -2990000.000000 NC -196.070000 -0.0000448 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A 213800J6B7JSBDETCB42 000000000 0.000000 NC USD 0.000000 0.000000 DFE AU 0.000000 N/A 0.000000 N/A 2022-07-08 N/A 0.720000 AUD 2022-07-08 XXXX 15282.760000 N N N N/A N/A 000000000 -1100000.000000 NC -822.300000 -0.0001879 N/A DFE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 213800J6B7JSBDETCB42 000000000 0.000000 NC USD 0.000000 0.000000 DFE AU 0.000000 N/A 0.000000 N/A 2022-08-11 N/A 0.740000 AUD 2022-08-11 XXXX 5469.850000 N N N N/A N/A 000000000 1.000000 NC -6399.360000 -0.0014625 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 816681.440000 USD 771000.000000 EUR 2022-08-16 -6399.360000 N N N N/A N/A 000000000 1.000000 NC -1939.500000 -0.0004433 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1018207.680000 USD 967000.000000 EUR 2022-08-16 -1939.500000 N N N N/A N/A 000000000 1.000000 NC -9456.270000 -0.0021612 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1729860.630000 USD 1637000.000000 EUR 2022-08-16 -9456.270000 N N N N/A N/A 000000000 1.000000 NC -27213.470000 -0.0062195 N/A DFE NO N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 836983.000000 USD 7969193.020000 NOK 2022-08-16 -27213.470000 N N N N/A N/A 000000000 1.000000 NC -915.220000 -0.0002092 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 111000.000000 EUR 115740.180000 USD 2022-08-16 -915.220000 N N N N/A N/A 000000000 1.000000 NC 316.700000 0.0000724 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 107000.000000 EUR 112768.300000 USD 2022-08-16 316.700000 N N N N/A N/A 000000000 1.000000 NC 278047.140000 0.0635465 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 5905000.000000 GBP 7466205.240000 USD 2022-07-05 278047.140000 N N N N/A N/A 000000000 1.000000 NC 306284.960000 0.0700001 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 360900000.000000 JPY 2966220.100000 USD 2022-07-05 306284.960000 N N N N/A N/A 000000000 1.000000 NC 35742.340000 0.0081688 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 114000000.000000 JPY 877692.750000 USD 2022-08-08 35742.340000 N N N N/A N/A 000000000 1.000000 NC 56388.090000 0.0128873 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 15012816.890000 ZAR 978448.000000 USD 2022-07-13 56388.090000 N N N N/A N/A 000000000 1.000000 NC -3277.490000 -0.0007491 N/A DFE NO N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 576905.960000 USD 5645255.580000 NOK 2022-08-16 -3277.490000 N N N N/A N/A 000000000 1.000000 NC 10584.620000 0.0024191 N/A DFE ID N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 14019531531.000000 IDR 947150.450000 USD 2022-08-16 10584.620000 N N N N/A N/A 000000000 1.000000 NC 12806.750000 0.0029269 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 162000000.000000 JPY 1212405.150000 USD 2022-09-12 12806.750000 N N N N/A N/A 000000000 1.000000 NC -15717.700000 -0.0035922 N/A DFE N/A N 2 BNP Paribas S.A. N/A 1708797.370000 USD 1611000.000000 EUR 2022-08-16 -15717.700000 N N N N/A N/A 000000000 1.000000 NC -15214.760000 -0.0034773 N/A DFE GB N 2 BNP Paribas S.A. N/A 451008.260000 USD 358000.000000 GBP 2022-07-05 -15214.760000 N N N N/A N/A 000000000 1.000000 NC -2490.290000 -0.0005691 N/A DFE AU N 2 BNP Paribas S.A. N/A 3499000.000000 AUD 2412695.210000 USD 2022-07-05 -2490.290000 N N N N/A N/A 000000000 1.000000 NC 5270.570000 0.0012046 N/A DFE AU N 2 BNP Paribas S.A. N/A 1289000.000000 AUD 895003.100000 USD 2022-07-05 5270.570000 N N N N/A N/A 000000000 1.000000 NC 37761.300000 0.0086302 N/A DFE AU N 2 BNP Paribas S.A. N/A 4328000.000000 AUD 3025164.230000 USD 2022-07-05 37761.300000 N N N N/A N/A 000000000 1.000000 NC 333.700000 0.0000763 N/A DFE AU N 2 BNP Paribas S.A. N/A 1893000.000000 AUD 1306977.360000 USD 2022-07-05 333.700000 N N N N/A N/A 000000000 1.000000 NC -1246.500000 -0.0002849 N/A DFE GB N 2 BNP Paribas S.A. N/A 180000.000000 GBP 217867.550000 USD 2022-07-05 -1246.500000 N N N N/A N/A 000000000 1.000000 NC -16339.950000 -0.0037344 N/A DFE GB N 2 BNP Paribas S.A. N/A 5727000.000000 GBP 6958494.560000 USD 2022-08-02 -16339.950000 N N N N/A N/A 000000000 1.000000 NC 12936.610000 0.0029566 N/A DFE ID N 2 BNP Paribas S.A. N/A 12742422570.000000 IDR 864186.000000 USD 2022-08-16 12936.610000 N N N N/A N/A 000000000 1.000000 NC 10984.430000 0.0025104 N/A DFE JP N 2 BNP Paribas S.A. N/A 138000000.000000 JPY 1032864.550000 USD 2022-09-12 10984.430000 N N N N/A N/A 000000000 1.000000 NC 2292.720000 0.0005240 N/A DFE ZA N 2 BNP Paribas S.A. N/A 931909.740000 ZAR 59528.920000 USD 2022-07-13 2292.720000 N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 ACI22XG58 32000000.000000 PA 1910200.320000 0.4365681 Long DBT CORP N/A N 2 2025-01-26 Fixed 6.55 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 ACI1VFRX4 11000000.000000 PA 1804975.690000 0.4125195 Long DBT CORP N/A N 2 2026-02-05 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC 89836.760000 0.0205318 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3526600.000000 ILS 1100961.540000 USD 2022-08-01 89836.760000 N N N N/A N/A 000000000 1.000000 NC 90809.260000 0.0207541 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3500175.000000 ILS 1092916.690000 USD 2022-07-06 90809.260000 N N N N/A N/A 000000000 1.000000 NC 82568.160000 0.0188706 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3600000.000000 ILS 1120273.840000 USD 2022-10-07 82568.160000 N N N N/A N/A 000000000 1.000000 NC 47569.630000 0.0108718 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7500000.000000 ILS 2209456.470000 USD 2022-10-07 47569.630000 N N N N/A N/A 000000000 1.000000 NC 43792.330000 0.0100085 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3681112.530000 ILS 1115894.430000 USD 2023-03-02 43792.330000 N N N N/A N/A 000000000 1.000000 NC 109416.070000 0.0250066 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7542240.000000 ILS 2310876.890000 USD 2023-04-05 109416.070000 N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 ACI1W7BZ3 41000000.000000 PA 1861611.430000 0.4254633 Long DBT CORP N/A N 2 2024-03-12 Fixed 4.7 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167EB5 800000.000000 PA USD 799997.660000 0.1828360 Long DBT CORP N/A N 2 2022-08-10 Fixed 1.875 N N N N N N N/A N/A 000000000 1.000000 NC 107.660000 0.0000246 N/A DFE NZ N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 172000.000000 NZD 107487.480000 USD 2022-08-16 107.660000 N N N N/A N/A 000000000 1.000000 NC 208525.270000 0.0476576 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 19125000.000000 EUR 20307934.800000 USD 2022-08-16 208525.270000 N N N N/A N/A 000000000 1.000000 NC 37484.810000 0.0085670 N/A DFE IL N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1499850.000000 ILS 469818.940000 USD 2022-10-07 37484.810000 N N N N/A N/A 000000000 1.000000 NC 90851.800000 0.0207638 N/A DFE IL N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 3599820.000000 ILS 1128505.600000 USD 2022-10-07 90851.800000 N N N N/A N/A 000000000 1.000000 NC 65423.320000 0.0149522 N/A DFE ZA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 20729064.810000 ZAR 1319331.000000 USD 2022-12-12 65423.320000 N N N N/A N/A 000000000 64.000000 NC USD -221030.340000 -0.0505155 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long N/A EUOD 2024-03-18 15515600.000000 USD -221030.340000 N N N N/A N/A 000000000 -115.000000 NC USD -167888.790000 -0.0383703 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 -205.230000 N N N N/A N/A 000000000 25.000000 NC 123604.130000 0.0282492 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2022-09-08 3897850.030000 EUR 123604.130000 N N N N/A N/A 000000000 1.000000 NC -13748.720000 -0.0031422 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2058747.720000 USD 10702400.000000 BRL 2022-07-05 -13748.720000 N N N N/A N/A 000000000 1.000000 NC 109138.230000 0.0249431 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10702400.000000 BRL 2154137.230000 USD 2022-07-05 109138.230000 N N N N/A N/A 000000000 1.000000 NC 15064.110000 0.0034428 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10702400.000000 BRL 2042540.200000 USD 2022-08-02 15064.110000 N N N N/A N/A 000000000 1.000000 NC 119264.640000 0.0272574 N/A DFE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3399660.000000 ILS 1101122.290000 USD 2022-11-02 119264.640000 N N N N/A N/A 000000000 1.000000 NC -27695.770000 -0.0063297 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 40922000.000000 MXN 2003603.670000 USD 2022-07-15 -27695.770000 N N N N/A N/A 000000000 1.000000 NC 4002.830000 0.0009148 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2496163.750000 ZAR 155500.000000 USD 2022-11-08 4002.830000 N N N N/A N/A 000000000 1.000000 NC -105891.680000 -0.0242011 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2389239.390000 USD 3308000.000000 AUD 2022-07-05 -105891.680000 N N N N/A N/A 000000000 1.000000 NC 11938.210000 0.0027284 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5303678.700000 USD 7701000.000000 AUD 2022-07-05 11938.210000 N N N 2022-08-12 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX