NPORT-P false 0000810893 XXXXXXXX S000009709 C000026656 C000082492 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Total Return Fund II S000009709 T7JTTTWHW1CB4D04VW48 2023-03-31 2023-03-31 N 788866704.970000 225390506.390000 563476198.580000 0.000000 0.000000 5861546.890000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 4024105.850000 USD N Bloomberg US Aggregate Total Return Unhedged USD Index LBUSTRUU N/A N/A 000000000 -6300000.000000 NC USD -60182.640000 -0.0106806 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 -10767.010000 N N N N/A N/A 000000000 -6300000.000000 NC USD -20379.240000 -0.0036167 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 29036.390000 N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX N/A 05493LAA4 1800000.000000 PA USD 1682111.340000 0.2985239 Long ABS-MBS CORP US N 2 2038-09-15 Floating 5.734 N N N N N N BANC OF AMERICA FUNDING CORP 2005-D N/A 06051GDM8 116495.130000 PA USD 107118.230000 0.0190102 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.79603 N N N N N N N/A N/A 000000000 1.000000 NC USD 3054654.420000 0.5421089 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2052-12-21 2532071.050000 USD 0.000000 USD 12700000.000000 USD 522583.370000 N N N N/A N/A 000000000 1.000000 NC USD -389964.590000 -0.0692069 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2027-05-03 0.000000 USD -18005.000000 USD 5200000.000000 USD -371959.590000 N N N N/A N/A 000000000 1.000000 NC USD 319877.680000 0.0567686 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-12-21 309563.330000 USD 0.000000 USD 3000000.000000 USD 10314.350000 N N N N/A N/A 000000000 1.000000 NC USD -657559.560000 -0.1166970 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2027-06-15 0.000000 USD -41420.000000 USD 10900000.000000 USD -616139.560000 N N N N/A N/A 000000000 1.000000 NC USD -76952.650000 -0.0136568 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2027-08-29 0.000000 USD -13390.000000 USD 2600000.000000 USD -63562.650000 N N N N/A N/A 000000000 1.000000 NC USD -36172.450000 -0.0064195 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2029-09-09 0.000000 USD -15687.500000 USD 2500000.000000 USD -20484.950000 N N N N/A N/A 000000000 1.000000 NC USD -66839.520000 -0.0118620 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-12-12 0.000000 USD -9870.000000 USD 2100000.000000 USD -56969.520000 N N N BANK 2019-BN18 N/A 065402BA6 700000.000000 PA USD 653417.030000 0.1159618 Long ABS-MBS CORP US N 2 2062-05-15 Fixed 3.432 N N N N N N BANK 2022-BNK40 N/A 06541LBG0 1500000.000000 PA USD 1319359.200000 0.2341464 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.3936 N N N N N N N/A N/A 000000000 -7.000000 NC USD -1450.510000 -0.0002574 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 06/21/23 2023-06-22 N/A USD N/A 118.000000 USD 2023-04-21 XXXX 3039.780000 N N N N/A N/A 000000000 -38.000000 NC USD -5206.380000 -0.0009240 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 06/21/23 2023-06-22 N/A USD N/A 119.000000 USD 2023-04-21 XXXX 29534.740000 N N N N/A N/A 000000000 -38.000000 NC USD -3713.360000 -0.0006590 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 06/21/23 2023-06-22 N/A USD N/A 112.000000 USD 2023-04-21 XXXX 16634.500000 N N N N/A N/A 000000000 -7.000000 NC USD -982.020000 -0.0001743 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 06/21/23 2023-06-22 N/A USD N/A 112.500000 USD 2023-04-21 XXXX 1866.420000 N N N N/A N/A 000000000 314.000000 NC USD 1097614.280000 0.1947934 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-06-21 36127172.030000 USD 1097614.280000 N N N N/A N/A 000000000 -517.000000 NC USD -2197554.300000 -0.3899995 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-21 -62690288.800000 USD -2197554.300000 N N N N/A N/A 000000000 -51.000000 NC USD -121789.990000 -0.0216140 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-30 -5591871.080000 USD -121789.990000 N N N N/A N/A 000000000 25.000000 NC USD 155040.880000 0.0275151 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-06-21 3283984.380000 USD 155040.880000 N N N N/A N/A 000000000 1.000000 NC USD 11310.390000 0.0020073 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VERIZON COMMUNICATIONS INC VERIZON COMMUNICATIONS SR UNSEC Y Single Leg Swap 2026-12-20 39281.560000 USD 0.000000 USD 1700000.000000 USD -27971.170000 N N N N/A N/A 000000000 1.000000 NC USD 1374.490000 0.0002439 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VERIZON COMMUNICATIONS INC VERIZON COMMUNICATIONS SR UNSEC Y Single Leg Swap 2027-12-20 0.000000 USD -7270.130000 USD 400000.000000 USD 8644.620000 N N N BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP N/A 06684QAB8 1500000.000000 PA USD 1133261.960000 0.2011198 Long DBT CORP US N 2 2050-08-15 Fixed 3.54 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 1300000.000000 PA USD 1257512.870000 0.2231705 Long DBT CORP US N 2 2028-12-15 Fixed 4.375 N N N N N N BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5 N/A 07336JAD0 1576233.430000 PA USD 1338462.240000 0.2375366 Long ABS-MBS CORP US N 2 2051-11-25 Fixed 3 N N N N N N BBCCRE TRUST 2015-GTP N/A 05490TAA0 4600000.000000 PA USD 4270103.640000 0.7578144 Long ABS-MBS CORP US N 2 2033-08-10 Fixed 3.966 N N N N N N BDS 2022-FL11 LLC N/A 054980AA5 3100000.000000 PA USD 3037914.750000 0.5391381 Long ABS-CBDO CORP US N 2 2039-03-19 Floating 6.55617 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M3X8 242206.840000 PA USD 238617.630000 0.0423474 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.28263 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 N/A 07387AFZ3 51497.280000 PA USD 38169.480000 0.0067739 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.41489 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSY8 508008.550000 PA USD 468072.370000 0.0830687 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.94183 N N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVS7 99083.990000 PA USD 60757.340000 0.0107826 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.96427 Y N N N N N BEAR STEARNS ARM 2003-1 N/A 07384MTN2 24431.370000 PA USD 23674.040000 0.0042014 Long ABS-MBS CORP US N 2 2033-04-25 Floating 4.51274 N N N N N N BEAST MORTGAGE TRUST 2022-1700 N/A 055742AA8 1600000.000000 PA USD 1480857.760000 0.2628075 Long ABS-MBS CORP US N 2 2037-02-15 Floating 6.128 N N N N N N BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST 635400GSHSFIWYIDXC76 11043XAB9 909641.790000 PA USD 785747.850000 0.1394465 Long DBT CORP US N 2 2030-12-15 Fixed 3.35 N N N N N N BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST N/A 11042CAA8 775575.840000 PA USD 637852.340000 0.1131995 Long DBT CORP US N 2 2036-09-15 Fixed 2.9 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 1907000.000000 PA USD 1468080.170000 0.2605399 Long DBT CORP US N 2 2035-11-15 Fixed 3.137 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 1900000.000000 PA USD 1441464.030000 0.2558163 Long DBT CORP US N 2 2036-11-15 Fixed 3.187 N N N N N N BWAY MORTGAGE TRUST 2021-1450 N/A 12430YAA8 1800000.000000 PA USD 1708238.700000 0.3031608 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.93444 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-21M N/A 05609CAA5 1266519.620000 PA USD 1219245.380000 0.2163792 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.414 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2022-P1 N/A 14688DAB7 715523.290000 PA USD 710043.100000 0.1260112 Long ABS-O CORP US N 2 2025-05-12 Fixed 2.57 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBE8 1400000.000000 PA USD 1359681.790000 0.2413024 Long DBT CORP US N 2 2025-05-01 Fixed 4.125 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CD4 1700000.000000 PA USD 1418708.480000 0.2517779 Long DBT CORP US N 2 2029-01-15 Fixed 2.25 N N N N N N CHEVY CHASE MTGE FUNDING CORP 2004-4A N/A 16678RCC9 174980.680000 PA USD 157095.920000 0.0278798 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.07529 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS N/A 17291GAA4 1700000.000000 PA USD 1632500.990000 0.2897196 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.864 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW79 35575.530000 PA USD 32516.990000 0.0057708 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.41 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-6 N/A 17307GXQ6 165037.290000 PA USD 160245.470000 0.0284387 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.79 N N N N N N COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR N/A 12564NAA0 1700000.000000 PA USD 1622563.640000 0.2879560 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.07048 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB9 N/A 12669GHG9 862.910000 PA USD 848.630000 0.0001506 Long ABS-MBS CORP US N 2 2035-02-20 Floating 3.79798 N N N N N N COUNTRYWIDE HOME LOANS 2005-HYB9 N/A 126670JY5 54372.270000 PA USD 44653.300000 0.0079246 Long ABS-MBS CORP US N 2 2036-02-20 Floating 5.90986 Y N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2003-AR22 N/A 22541QRL8 517404.590000 PA USD 508229.350000 0.0901954 Long ABS-MBS CORP US N 2 2033-09-25 Floating 3.5037 N N N N N N CRSNT TRUST 2021-MOON N/A 22877LAA5 1500000.000000 PA USD 1383575.550000 0.2455429 Long ABS-MBS CORP US N 2 2036-04-15 Floating 5.51 N N N N N N CSMC 2021-ADV TRUST N/A 12660WAA3 1900000.000000 PA USD 1776861.950000 0.3153393 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.085 N N N N N N CSMC 2021-INV2 TRUST N/A 12659TAC9 1386935.450000 PA USD 1177719.430000 0.2090096 Long ABS-MBS CORP US N 2 2056-11-25 Fixed 3 N N N N N N CSMC 2021-JR2 TRUST N/A 12659NAA6 810756.850000 PA USD 773646.810000 0.1372989 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.215 N N N N N N CSWF 2021-SOP2 N/A 12657VAA0 1078993.230000 PA USD 1020707.740000 0.1811448 Long ABS-MBS CORP US N 2 2034-06-15 Floating 5.65131 N N N N N N DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AF7 1700000.000000 PA USD 1531892.980000 0.2718647 Long DBT CORP US N 2 2026-12-14 Fixed 2 N N N N N N DALLAS FORT WORTH INTERNATIONAL AIRPORT N/A 2350366R6 1200000.000000 PA USD 1033476.720000 0.1834109 Long DBT MUN US N 2 2029-11-01 Fixed 2.046 N N N N N N DBGS MORTGAGE TRUST 2018-5BP N/A 33830CAA8 2000000.000000 PA USD 1903961.000000 0.3378955 Long ABS-MBS CORP US N 2 2033-06-15 Floating 5.479 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAA4 427000.000000 PA USD 426857.250000 0.0757543 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DOLP TRUST 2021-NYC N/A 23345LAA7 1900000.000000 PA USD 1519177.490000 0.2696081 Long ABS-MBS CORP US N 2 2041-05-10 Fixed 2.956 N N N N N N DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY) 9N0FWODEJVKHC2DYLO03 23338VAN6 2000000.000000 PA USD 1766416.900000 0.3134856 Long DBT CORP US N 2 2028-04-01 Fixed 1.9 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CBB9 1600000.000000 PA USD 1373920.580000 0.2438294 Long DBT CORP US N 2 2031-04-15 Fixed 2.55 N N N N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 285512AE9 1900000.000000 PA USD 1568543.880000 0.2783691 Long DBT CORP US N 2 2031-02-15 Fixed 1.85 N N N N N N EMCM MORTGAGE LOAN TRUST 2001-A N/A 268668AA8 288887.600000 PA USD 274620.050000 0.0487368 Long ABS-MBS CORP US N 2 2040-05-25 Floating 5.58529 N N N N N N EMPOWER FINANCE 2020 LP N/A 29248HAA1 1800000.000000 PA USD 1536150.600000 0.2726203 Long DBT CORP US N 2 2027-09-17 Fixed 1.357 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AL4 1600000.000000 PA USD 1578372.800000 0.2801135 Long DBT CORP US N 2 2028-05-15 Fixed 4.95 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAB5 1500000.000000 PA USD 1449408.090000 0.2572261 Long DBT CORP US N 2 2025-04-01 Fixed 4.5 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBS4 1600000.000000 PA USD 1318515.600000 0.2339967 Long DBT CORP US N 2 2031-05-15 Fixed 2.5 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 400000.000000 PA USD 384576.880000 0.0682508 Long DBT CORP US N 2 2028-04-20 Fixed 4.35 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NBB6 1680000.000000 PA USD 1572788.260000 0.2791224 Long DBT CORP US N 2 2027-03-15 Fixed 2.75 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH N/A 30227FAA8 4490484.210000 PA USD 4359298.760000 0.7736438 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.765 N N N N N N FANNIE MAE 2006-118 N/A 31396L4R8 42700.760000 PA USD 42453.790000 0.0075343 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 4.677 N N N N N N FANNIE MAE 2006-5 N/A 31394VL73 25708.700000 PA USD 26106.480000 0.0046331 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 3.77677 N N N N N N FANNIE MAE-G93-21 N/A 31358U6M3 23.300000 PA USD 23.250000 0.0000041 Long ABS-MBS USGSE US N 2 2023-05-25 Floating 5.29529 N N N N N N FANNIEMAE WHOLE LOAN 2003-W1 N/A 31392GVX0 148863.000000 PA USD 143879.660000 0.0255343 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 6.5 N N N N N N FANNIEMAE WHOLE LOAN 2004-W8 N/A 31394ALL8 31572.950000 PA USD 32516.250000 0.0057707 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 6.5 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130ALHH0 12500000.000000 PA USD 11404163.130000 2.0238944 Long DBT USGSE US N 2 2026-03-05 Fixed 0.96 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GWZV1 6100000.000000 PA USD 5576778.600000 0.9897097 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 6100000.000000 PA USD 5429673.440000 0.9636030 Long DBT USGSE US N 2 2026-10-28 Fixed 0.8 N N N N N N FHLMC PASS THRU POOLS N/A 31295LBG6 6073.160000 PA USD 6008.160000 0.0010663 Long ABS-MBS USGSE US N 2 2030-07-01 Floating 3.876 N N N N N N FHLMC PASS THRU POOLS N/A 3128K9SR6 3422.900000 PA USD 3500.670000 0.0006213 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128KKFS3 3959.260000 PA USD 4048.880000 0.0007186 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128KUGS0 9702.510000 PA USD 10132.600000 0.0017982 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128KUG50 794.070000 PA USD 825.780000 0.0001466 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128KWH55 22323.300000 PA USD 23258.670000 0.0041277 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128L15M8 3329.220000 PA USD 3463.200000 0.0006146 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LBTX6 324960.010000 PA USD 339205.630000 0.0601988 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 312926M39 529.010000 PA USD 535.550000 0.0000950 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312927V60 3040.550000 PA USD 3109.640000 0.0005519 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 312938NJ8 8662.210000 PA USD 8822.930000 0.0015658 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312941D20 26687.880000 PA USD 27311.550000 0.0048470 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312945ZY7 140165.920000 PA USD 137456.550000 0.0243944 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 31288CA43 10925.980000 PA USD 11245.990000 0.0019958 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7LR2 44840.380000 PA USD 44906.320000 0.0079695 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7N33 36291.350000 PA USD 35505.710000 0.0063012 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7PJ6 40425.500000 PA USD 39550.510000 0.0070190 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7QS5 42651.050000 PA USD 41726.810000 0.0074052 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7RJ4 10841.940000 PA USD 10607.060000 0.0018824 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 31283GRE9 60.990000 PA USD 60.980000 0.0000108 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 8 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXMR8 34433.720000 PA USD 36000.730000 0.0063890 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4M67 15549.960000 PA USD 16175.720000 0.0028707 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5A75 64829.160000 PA USD 67860.550000 0.0120432 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5BG4 34720.680000 PA USD 36316.100000 0.0064450 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5GM6 3552.910000 PA USD 3716.170000 0.0006595 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5H45 18874.750000 PA USD 19726.730000 0.0035009 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5K58 188.270000 PA USD 196.920000 0.0000349 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5NP1 52782.350000 PA USD 55207.630000 0.0097977 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5Q52 4568.190000 PA USD 4772.540000 0.0008470 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5RA0 8579.930000 PA USD 8942.880000 0.0015871 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5WA4 9594.470000 PA USD 10011.990000 0.0017768 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5W55 945.160000 PA USD 957.790000 0.0001700 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M56F2 47131.450000 PA USD 48981.160000 0.0086927 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6AR9 1647.890000 PA USD 1710.780000 0.0003036 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6AU2 3434.140000 PA USD 3572.370000 0.0006340 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6AX6 11058.480000 PA USD 11503.500000 0.0020415 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6NE4 2467.450000 PA USD 2566.720000 0.0004555 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PK8 254.460000 PA USD 260.340000 0.0000462 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PP7 105.270000 PA USD 107.650000 0.0000191 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6RW0 15177.650000 PA USD 15827.660000 0.0028089 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6SG4 3567.960000 PA USD 3711.520000 0.0006587 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6SU3 83529.150000 PA USD 86890.900000 0.0154205 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7HN9 4766.190000 PA USD 4952.590000 0.0008789 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7PQ3 4180.160000 PA USD 4365.460000 0.0007747 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M74F0 10934.170000 PA USD 11281.510000 0.0020021 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M75R3 179308.580000 PA USD 186524.850000 0.0331025 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M8HP2 160396.780000 PA USD 167893.300000 0.0297960 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M8TX2 173484.820000 PA USD 181594.010000 0.0322274 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ3B4 38216.720000 PA USD 37216.960000 0.0066049 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ3T5 131589.890000 PA USD 128066.770000 0.0227280 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128MMKT9 2167.510000 PA USD 2171.310000 0.0003853 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132GRF30 39428.090000 PA USD 38797.370000 0.0068854 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132GRP96 183542.830000 PA USD 180136.830000 0.0319688 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133B7GD4 13164605.150000 PA USD 11839510.230000 2.1011553 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132D53J9 40542.990000 PA USD 39323.460000 0.0069787 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DNBC6 3531022.590000 PA USD 3176978.750000 0.5638177 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWD67 35061679.090000 PA USD 31516388.660000 5.5932067 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132A7XK2 9238.930000 PA USD 9138.970000 0.0016219 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A74F5 1451.740000 PA USD 1426.630000 0.0002532 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A9VH7 244164.580000 PA USD 238032.450000 0.0422436 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132ADRY6 202360.310000 PA USD 197273.310000 0.0350101 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132AD4R6 16819.020000 PA USD 16396.040000 0.0029098 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132AECH7 85932.630000 PA USD 83343.170000 0.0147909 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132AEG67 7979.670000 PA USD 7778.480000 0.0013804 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132AEKD7 32633.800000 PA USD 31733.700000 0.0056318 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 3.5 N N N N N N FHLMC STRUCTURED PASS THROUGH SEC T-63 N/A 31395M2F5 51648.960000 PA USD 50683.620000 0.0089948 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 4.33795 N N N N N N FLAGSHIP CREDIT AUTO TRUST 2022-2 N/A 33844XAE8 1400000.000000 PA USD 1373275.680000 0.2437149 Long ABS-O CORP US N 2 2026-12-15 Fixed 4.03 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FP7 1300000.000000 PA USD 1080306.800000 0.1917218 Long DBT CORP US N 2 2047-12-01 Fixed 3.7 N N N N N N FNMA PASS THRU POOLS N/A 31371LTV1 1355.570000 PA USD 1410.720000 0.0002504 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MEF0 4276.070000 PA USD 4272.070000 0.0007582 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 31376KHD1 7913.760000 PA USD 8174.360000 0.0014507 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31385PRQ9 151.060000 PA USD 150.540000 0.0000267 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385XAS6 894.820000 PA USD 931.160000 0.0001653 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31390RXM0 4753.610000 PA USD 4856.750000 0.0008619 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391ABE8 361.440000 PA USD 373.190000 0.0000662 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31391HT46 52756.630000 PA USD 53560.280000 0.0095053 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31391HVM3 2959.310000 PA USD 2991.840000 0.0005310 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31391TDF2 135.310000 PA USD 136.800000 0.0000243 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31400HJ53 483.420000 PA USD 499.320000 0.0000886 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402QYY1 406167.870000 PA USD 419544.910000 0.0744565 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402VKA7 499.280000 PA USD 510.200000 0.0000905 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402X4D5 855.520000 PA USD 865.390000 0.0001536 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403DD48 61947.280000 PA USD 64621.630000 0.0114684 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403DWH8 3262.870000 PA USD 3494.570000 0.0006202 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31404EFS0 20823.800000 PA USD 21463.170000 0.0038091 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404NY67 453.570000 PA USD 458.640000 0.0000814 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404UMY3 1719.560000 PA USD 1739.770000 0.0003088 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404VW20 31289.910000 PA USD 31857.560000 0.0056538 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405PGB0 390.430000 PA USD 403.290000 0.0000716 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405PRS1 24490.340000 PA USD 23346.370000 0.0041433 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 4.338 N N N N N N FNMA PASS THRU POOLS N/A 31405UXK0 7877.690000 PA USD 7968.180000 0.0014141 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406AWK4 6713.350000 PA USD 6834.990000 0.0012130 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406BAA8 68532.240000 PA USD 67570.030000 0.0119916 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.693 N N N N N N FNMA PASS THRU POOLS N/A 31407HL61 26318.910000 PA USD 27062.860000 0.0048028 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407HUA2 543.640000 PA USD 576.120000 0.0001022 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31407KGK9 7934.820000 PA USD 7782.070000 0.0013811 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.956 N N N N N N FNMA PASS THRU POOLS N/A 31407YK40 12760.370000 PA USD 13180.710000 0.0023392 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410FYU3 18522.890000 PA USD 19132.960000 0.0033955 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GRK1 920.450000 PA USD 981.140000 0.0001741 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GTY9 60037.340000 PA USD 63424.370000 0.0112559 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410G2F9 9071.110000 PA USD 9369.930000 0.0016629 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410G2H5 155164.060000 PA USD 161237.820000 0.0286148 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410YRF3 54064.970000 PA USD 55331.590000 0.0098197 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411WDB0 479.050000 PA USD 494.630000 0.0000878 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 31412RAL1 7149.880000 PA USD 7243.150000 0.0012854 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412TAE3 69.230000 PA USD 68.930000 0.0000122 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413BU58 127419.490000 PA USD 131749.140000 0.0233815 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414CGL6 6730.180000 PA USD 6993.600000 0.0012412 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415B3T4 5452.210000 PA USD 5571.060000 0.0009887 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415LVW4 249.080000 PA USD 248.980000 0.0000442 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 31415PYW2 98885.200000 PA USD 102476.060000 0.0181864 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415QAV8 2019.170000 PA USD 2041.370000 0.0003623 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CLT1 474194.030000 PA USD 495837.470000 0.0879962 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416KNZ7 207.220000 PA USD 209.500000 0.0000372 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416Q6H3 22279.510000 PA USD 22426.860000 0.0039801 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416RRQ8 855.180000 PA USD 857.650000 0.0001522 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 31416XX96 12607.370000 PA USD 12612.730000 0.0022384 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417LBK0 18684.830000 PA USD 18808.690000 0.0033380 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417TYX0 11753.500000 PA USD 11795.060000 0.0020933 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MWY4 10060.680000 PA USD 10053.890000 0.0017843 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 31418QFN8 537.330000 PA USD 538.910000 0.0000956 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419BFQ3 9739.650000 PA USD 9745.840000 0.0017296 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419BMP7 140997.440000 PA USD 138594.420000 0.0245963 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419FGN0 13037.850000 PA USD 13043.270000 0.0023148 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A2UF4 171169.070000 PA USD 173886.920000 0.0308597 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A2VH9 80878.950000 PA USD 79041.980000 0.0140276 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A3DJ3 2396.720000 PA USD 2404.920000 0.0004268 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A5AW2 6537.120000 PA USD 6424.020000 0.0011401 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138AAYJ4 469.140000 PA USD 466.260000 0.0000827 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138EGG57 4024.130000 PA USD 3941.620000 0.0006995 Long ABS-MBS USGSE US N 2 2041-04-01 Floating 3.925 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 1793556.780000 PA USD 17214558.010000 3.0550639 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3138ENEW5 303599.020000 PA USD 307877.990000 0.0546390 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 3.893 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 2887170.840000 PA USD 28069074.870000 4.9814127 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3140J6GM3 34104.060000 PA USD 33239.720000 0.0058990 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JPME2 861781.560000 PA USD 835678.280000 0.1483076 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QBQV3 6170.440000 PA USD 6007.060000 0.0010661 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QNGC0 4492321.320000 PA USD 4040156.470000 0.7170057 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QNPG1 4178534.630000 PA USD 3757461.100000 0.6668358 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X4GR1 553666.460000 PA USD 538834.110000 0.0956268 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X5BL6 68560.170000 PA USD 66841.660000 0.0118624 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140X6NS6 32982.600000 PA USD 31989.210000 0.0056771 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140X6WA5 5609467.400000 PA USD 5457463.230000 0.9685348 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140XGFP9 2051197.680000 PA USD 1844131.940000 0.3272777 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31417YSY4 9480.910000 PA USD 9265.660000 0.0016444 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YTV9 1351.060000 PA USD 1320.390000 0.0002343 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417Y3N5 30695.560000 PA USD 29998.180000 0.0053238 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CZC1 186177.880000 PA USD 181498.340000 0.0322105 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418C2X1 166632.710000 PA USD 162436.410000 0.0288276 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418C5V2 52692.390000 PA USD 51364.760000 0.0091157 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418C7A6 4954.560000 PA USD 4829.710000 0.0008571 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DAL6 37291.830000 PA USD 36352.130000 0.0064514 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DBA9 3236.930000 PA USD 3139.480000 0.0005572 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DB43 215623.430000 PA USD 209123.260000 0.0371131 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DFK3 5954.980000 PA USD 5775.370000 0.0010250 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DG89 169544.390000 PA USD 164051.310000 0.0291142 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DJL7 11783.750000 PA USD 11428.760000 0.0020283 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.5 N N N N N N FREDDIE MAC 3609 N/A 31398LN38 335100.780000 PA USD 335384.480000 0.0595206 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 5.43443 N N N N N N FREDDIE MAC-2237 N/A 3133TPB81 81535.950000 PA USD 88551.890000 0.0157153 Long ABS-MBS USGSE US N 2 2030-06-15 Fixed 8 N N N N N N FREDDIE MAC-2504 N/A 31392UEE0 58169.750000 PA USD 60313.350000 0.0107038 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 6 N N N N N N FREMONT HOME LOAN TRUST 2006-E N/A 35729NAB1 40755.440000 PA USD 18854.380000 0.0033461 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.90529 N N N N N N FRESENIUS MEDICAL CARE US FINANCE III INC 5299006ZHLMXOOUVTU44 35805BAC2 1600000.000000 PA USD 1391128.400000 0.2468833 Long DBT CORP US N 2 2026-12-01 Fixed 1.875 N N N N N N FS RIALTO 2022-FL4 N/A 30326MAA3 1900000.000000 PA USD 1864504.960000 0.3308933 Long ABS-CBDO CORP US N 2 2039-01-19 Floating 6.45906 N N N N N N GCAT TRUST 2022-INV2 N/A 36168FAE8 1499430.460000 PA USD 1273244.820000 0.2259625 Long ABS-MBS CORP US N 2 2052-04-25 Variable 3 N N N N N N GCT COMMERCIAL MORTGAGE TRUST 2021-GCT N/A 36167RAA1 1900000.000000 PA USD 1745017.950000 0.3096880 Long ABS-MBS CORP US N 2 2038-02-15 Floating 5.484 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KP5 1500000.000000 PA USD 1075762.020000 0.1909153 Long DBT CORP US N 2 2051-03-15 Fixed 3.25 N N N N N N GLS AUTO RECEIVABLES TRUST 2022-1A N/A 36263XAA1 506834.310000 PA USD 501142.660000 0.0889377 Long ABS-O CORP US N 2 2025-08-15 Fixed 1.98 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-2 N/A 362585AB7 994888.180000 PA USD 984054.840000 0.1746400 Long ABS-O CORP US N 2 2025-05-16 Fixed 2.52 N N N N N N GNMA PASS THRU POOLS N/A 36202KDW2 452.000000 PA USD 450.670000 0.0000800 Long ABS-MBS USGSE US N 2 2023-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KJB2 6676.400000 PA USD 6650.850000 0.0011803 Long ABS-MBS USGSE US N 2 2024-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KJS5 6014.080000 PA USD 5984.800000 0.0010621 Long ABS-MBS USGSE US N 2 2024-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KNW1 3032.050000 PA USD 3007.460000 0.0005337 Long ABS-MBS USGSE US N 2 2024-09-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36202KQ99 2445.730000 PA USD 2423.510000 0.0004301 Long ABS-MBS USGSE US N 2 2025-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KUY9 17903.280000 PA USD 17619.010000 0.0031268 Long ABS-MBS USGSE US N 2 2025-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KXR1 1336.410000 PA USD 1317.180000 0.0002338 Long ABS-MBS USGSE US N 2 2026-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CBQ8 11838.900000 PA USD 11595.100000 0.0020578 Long ABS-MBS USGSE US N 2 2027-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CCN4 7583.760000 PA USD 7471.050000 0.0013259 Long ABS-MBS USGSE US N 2 2027-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCY0 15883.200000 PA USD 15713.750000 0.0027887 Long ABS-MBS USGSE US N 2 2027-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CC79 215.530000 PA USD 210.630000 0.0000374 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CDA1 49472.500000 PA USD 48258.090000 0.0085644 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36225CDM5 41415.610000 PA USD 40575.020000 0.0072008 Long ABS-MBS USGSE US N 2 2027-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CMC7 55479.600000 PA USD 53524.880000 0.0094990 Long ABS-MBS USGSE US N 2 2029-12-20 Floating 2.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CPL4 4630.480000 PA USD 4525.370000 0.0008031 Long ABS-MBS USGSE US N 2 2030-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36179TV77 175255.360000 PA USD 175187.450000 0.0310905 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TXW0 495460.590000 PA USD 495165.900000 0.0878770 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UKZ4 6362.140000 PA USD 6463.230000 0.0011470 Long ABS-MBS USGSE US N 2 2049-01-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UWB4 1015799.700000 PA USD 1032993.760000 0.1833252 Long ABS-MBS USGSE US N 2 2049-07-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 21H040640 18500000.000000 PA USD 17812101.920000 3.1611099 Long ABS-MBS USGSE US N 2 2053-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H042653 2000000.000000 PA USD 1970529.140000 0.3497094 Long ABS-MBS USGSE US N 2 2053-05-18 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36203LCY6 22.350000 PA USD 22.340000 0.0000040 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36203L6K3 74.210000 PA USD 74.050000 0.0000131 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203PAT0 42.270000 PA USD 42.990000 0.0000076 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36203PEQ2 340.080000 PA USD 340.100000 0.0000604 Long ABS-MBS USGSE US N 2 2024-06-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36205KXF4 257.180000 PA USD 256.560000 0.0000455 Long ABS-MBS USGSE US N 2 2024-08-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36206FAB8 130.570000 PA USD 130.600000 0.0000232 Long ABS-MBS USGSE US N 2 2025-09-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36200JHK9 5286.590000 PA USD 5409.480000 0.0009600 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36200JJ50 4510.610000 PA USD 4626.100000 0.0008210 Long ABS-MBS USGSE US N 2 2035-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36291NRF0 1690.650000 PA USD 1730.040000 0.0003070 Long ABS-MBS USGSE US N 2 2035-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36291XXK0 4506.230000 PA USD 4620.820000 0.0008201 Long ABS-MBS USGSE US N 2 2035-08-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36291YVQ7 6434.440000 PA USD 6600.170000 0.0011713 Long ABS-MBS USGSE US N 2 2035-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36292BPM2 3756.090000 PA USD 3863.820000 0.0006857 Long ABS-MBS USGSE US N 2 2035-08-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36292FSX6 2343.060000 PA USD 2409.340000 0.0004276 Long ABS-MBS USGSE US N 2 2035-08-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36292FWA1 4377.640000 PA USD 4531.870000 0.0008043 Long ABS-MBS USGSE US N 2 2035-10-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36292HJJ3 3764.340000 PA USD 3871.500000 0.0006871 Long ABS-MBS USGSE US N 2 2035-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36292HR62 3277.040000 PA USD 3364.780000 0.0005971 Long ABS-MBS USGSE US N 2 2035-10-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296AVV3 16688.510000 PA USD 17046.540000 0.0030252 Long ABS-MBS USGSE US N 2 2038-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296DP28 422734.680000 PA USD 437576.410000 0.0776566 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296URM4 34727.820000 PA USD 35944.030000 0.0063790 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36297KH87 41482.410000 PA USD 42921.730000 0.0076173 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620AYT89 4822.290000 PA USD 4932.760000 0.0008754 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620C1A22 5024.040000 PA USD 5165.740000 0.0009168 Long ABS-MBS USGSE US N 2 2040-08-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36225B6B9 4107.400000 PA USD 4265.520000 0.0007570 Long ABS-MBS USGSE US N 2 2034-07-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241KA73 7906.040000 PA USD 8209.270000 0.0014569 Long ABS-MBS USGSE US N 2 2034-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241KGU6 10961.150000 PA USD 11160.530000 0.0019807 Long ABS-MBS USGSE US N 2 2035-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241KKS6 8220.130000 PA USD 8456.550000 0.0015008 Long ABS-MBS USGSE US N 2 2036-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241KN61 72230.000000 PA USD 75013.580000 0.0133126 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241KW53 234379.130000 PA USD 242579.800000 0.0430506 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2FL1 62298.880000 PA USD 64479.340000 0.0114431 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3617AU6S4 205254.660000 PA USD 208888.370000 0.0370714 Long ABS-MBS USGSE US N 2 2047-07-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3617L7K73 70598.750000 PA USD 67348.630000 0.0119523 Long ABS-MBS USGSE US N 2 2049-09-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617MR3L6 147768.980000 PA USD 140636.940000 0.0249588 Long ABS-MBS USGSE US N 2 2050-02-15 Fixed 4 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXD1 1600000.000000 PA USD 1587684.320000 0.2817660 Long DBT CORP US N 2 2026-05-15 Floating 6.03357 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H20 N/A 38375BVS8 986606.300000 PA USD 983371.710000 0.1745188 Long ABS-MBS USGSE US N 2 2062-07-20 Variable 5.46829 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H29 N/A 38375BZS4 1949829.210000 PA USD 1939023.450000 0.3441181 Long ABS-MBS USGSE US N 2 2062-10-20 Floating 5.08057 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H17 N/A 38376REV4 1305364.120000 PA USD 1298839.520000 0.2305048 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 4.85157 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H18 N/A 38376REZ5 1101458.230000 PA USD 1090652.370000 0.1935578 Long ABS-MBS USGSE US N 2 2065-07-20 Floating 5.16557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20 N/A 38376RFJ0 1046029.920000 PA USD 1034399.530000 0.1835747 Long ABS-MBS USGSE US N 2 2065-08-20 Floating 5.16557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30 N/A 38376RLJ3 451878.290000 PA USD 450172.450000 0.0798920 Long ABS-MBS USGSE US N 2 2065-10-20 Floating 5.16557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H31 N/A 38376RMX1 287504.390000 PA USD 286621.690000 0.0508667 Long ABS-MBS USGSE US N 2 2065-11-20 Floating 5.21557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06 N/A 38376RSG2 1804339.550000 PA USD 1796842.520000 0.3188853 Long ABS-MBS USGSE US N 2 2065-07-20 Floating 5.48557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09 N/A 38376RTJ5 358344.250000 PA USD 356697.770000 0.0633031 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 5.46557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UXM7 1153890.940000 PA USD 1147013.980000 0.2035603 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 5.36557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H14 N/A 38376RVV5 930803.370000 PA USD 925879.700000 0.1643157 Long ABS-MBS USGSE US N 2 2066-06-20 Floating 5.36557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H15 N/A 38376RWY8 1245147.560000 PA USD 1238681.880000 0.2198286 Long ABS-MBS USGSE US N 2 2066-07-20 Floating 5.36557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H18 N/A 38376RXY7 948186.890000 PA USD 941235.640000 0.1670409 Long ABS-MBS USGSE US N 2 2066-08-20 Floating 5.31557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07 N/A 38376RY26 466879.630000 PA USD 464212.580000 0.0823837 Long ABS-MBS USGSE US N 2 2067-02-20 Floating 5.02557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25 N/A 38375UZ78 1086124.180000 PA USD 1085216.070000 0.1925931 Long ABS-MBS USGSE US N 2 2067-11-20 Floating 4.64585 N N N N N N GS MORTGAGE SECURITIES TRUST 2015-590M N/A 36250WAA8 1400000.000000 PA USD 1300266.100000 0.2307579 Long ABS-MBS CORP US N 2 2035-10-10 Fixed 3.621 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 N/A 36263TAB8 1414873.310000 PA USD 1146500.000000 0.2034691 Long ABS-MBS CORP US N 2 2052-04-25 Variable 2.5 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2 N/A 36267BAB3 1862989.910000 PA USD 1581962.170000 0.2807505 Long ABS-MBS CORP US N 2 2052-08-26 Variable 3 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ4 N/A 36264RAE5 1408734.930000 PA USD 1146788.280000 0.2035203 Long ABS-MBS CORP US N 2 2052-09-25 Variable 2.5 N N N N N N HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP) JJYR6MFKFF6CF8DBZ078 410867AG0 1600000.000000 PA USD 1280893.950000 0.2273200 Long DBT CORP US N 2 2030-09-01 Fixed 2.5 N N N N N N HEALTHPEAK OP LLC N/A 40414LAR0 1300000.000000 PA USD 1192738.550000 0.2116751 Long DBT CORP US N 2 2029-07-15 Fixed 3.5 N N N N N N HOMEBANC MORTGAGE TRUST 2005-1 N/A 43739EAP2 994633.450000 PA USD 832002.030000 0.1476552 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.34529 N N N N N N HUNDRED ACRE WOOD TRUST 2021-INV2 N/A 44555PAN1 1393394.540000 PA USD 1278428.060000 0.2268824 Long ABS-MBS CORP US N 2 2051-10-25 Floating 5 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABK2 1800000.000000 PA USD 1822859.890000 0.3235026 Long DBT CORP US N 2 2025-04-07 Fixed 5.875 N N N N N N INDYMAC ARM TRUST 2001-H2 N/A 45660UAT6 3121.460000 PA USD 2845.020000 0.0005049 Long ABS-MBS CORP US N 2 2032-01-25 Floating 3.54382 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR23 N/A 45660LF95 549683.530000 PA USD 462499.160000 0.0820796 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.31679 Y N N N N N INTEGRIS BAPTIST MEDICAL CENTER 549300S00ZKDLJSB3927 45834QAA7 2100000.000000 PA USD 1628617.730000 0.2890304 Long DBT CORP US N 2 2050-08-15 Fixed 3.875 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH N/A 46650FAA0 1453628.510000 PA USD 1336969.010000 0.2372716 Long ABS-MBS CORP US N 2 2035-06-15 Floating 5.894 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12 N/A 46651QAA5 901387.100000 PA USD 860282.050000 0.1526741 Long ABS-MBS CORP US N 2 2031-12-15 Floating 6.134 N N N N N N J.P. MORGAN MORTGAGE TRUST 2022-LTV2 N/A 46655LAE4 1625604.490000 PA USD 1440349.460000 0.2556185 Long ABS-MBS CORP US N 2 2052-09-25 Variable 3.5 N N N N N N JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST N/A 477143AH4 1385405.720000 PA USD 1174062.630000 0.2083606 Long DBT CORP US N 2 2033-11-15 Fixed 2.75 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAU0 1500000.000000 PA USD 1492418.430000 0.2648592 Long DBT CORP US N 2 2024-07-23 Floating 3.797 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A4 N/A 466247RN5 39299.450000 PA USD 38887.870000 0.0069014 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.70184 N N N N N N JP MORGAN MORTGAGE TRUST 2021-10 N/A 46654AAC3 1581110.690000 PA USD 1283174.100000 0.2277246 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.5 N N N N N N JP MORGAN MORTGAGE TRUST 2021-LTV4 N/A 46654DAD5 1475494.790000 PA USD 1252919.790000 0.2223554 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3 N N N N N N JP MORGAN MORTGAGE TRUST 2022-INV1 N/A 465973AC9 1550256.290000 PA USD 1322194.680000 0.2346496 Long ABS-MBS CORP US N 2 2052-03-25 Variable 3 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C32 N/A 46590JAX5 1449335.270000 PA USD 1397560.810000 0.2480248 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.3582 N N N N N N KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2021-CHIP N/A 50085PAA5 1700000.000000 PA USD 1307891.260000 0.2321112 Long ABS-MBS CORP US N 2 2044-11-05 Fixed 2.55844 N N N N N N LENDMARK FUNDING TRUST 2021-1A N/A 52607MAA7 1700000.000000 PA USD 1486569.420000 0.2638212 Long ABS-O CORP US N 2 2031-11-20 Fixed 1.9 N N N N N N LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES & COMMUNITY DEVELOPMENT AUTH 5493004WIZ1HV87IVF85 54627RAM2 1400000.000000 PA USD 1366969.800000 0.2425958 Long DBT MUN US N 2 2033-02-01 Fixed 4.145 N N N N N N LOUISVILLE GAS & ELECTRIC KO3GRIB3RPH1XDX50U72 546676AZ0 200000.000000 PA USD 207978.510000 0.0369099 Long DBT CORP US N 2 2033-04-15 Fixed 5.45 N N N N N N MANHATTAN WEST 2020-1MW N/A 563136AA8 1500000.000000 PA USD 1293193.650000 0.2295028 Long ABS-MBS CORP US N 2 2039-09-10 Fixed 2.13 N N N N N N MARINER FINANCE ISSUANCE TRUST 2021-A N/A 56848DAA7 1700000.000000 PA USD 1513327.760000 0.2685700 Long ABS-O CORP US N 2 2036-03-20 Fixed 1.86 N N N N N N MASSACHUSETTS ELECTRICAL CO 549300XN8GZY5U5O1B96 575634AU4 1500000.000000 PA USD 1179608.430000 0.2093449 Long DBT CORP US N 2 2030-11-24 Fixed 1.729 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894CC2 1400000.000000 PA USD 1343616.410000 0.2384513 Long DBT CORP US N 2 2029-01-15 Fixed 4.3 N N N N N N MF1 2022-FL10 LLC N/A 55285BAA3 1400000.000000 PA USD 1388393.440000 0.2463979 Long ABS-CBDO CORP US N 2 2037-09-17 Floating 7.39117 N N N N N N MF1 2022-FL9 LLC N/A 55285AAA5 2900000.000000 PA USD 2873583.900000 0.5099743 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 6.90617 N N N N N N MFA 2020-NQM1 TRUST N/A 552754AA1 472849.870000 PA USD 432364.980000 0.0767317 Long ABS-MBS CORP US N 2 2065-03-25 Variable 1.479 N N N N N N MIDWEST CONNECTOR CAPITAL COMPANY LLC N/A 59833CAA0 1400000.000000 PA USD 1375883.600000 0.2441778 Long DBT CORP US N 2 2024-04-01 Fixed 3.9 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27 N/A 61690AAB0 850231.790000 PA USD 827010.510000 0.1467694 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.557 N N N N N N MORGAN STANLEY CAPITAL I INC 2021-230P N/A 61772WAA5 1700000.000000 PA USD 1647214.660000 0.2923308 Long ABS-MBS CORP US N 2 2038-12-15 Floating 5.85363 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 N/A 61691EAY1 1710332.470000 PA USD 1636487.500000 0.2904271 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.436 N N N N N N MORGAN STANLEY DIRECT LENDING FUND 549300QEX22T2J8IB029 61774AAD5 1700000.000000 PA USD 1597330.420000 0.2834779 Long DBT CORP US N 2 2027-02-11 Fixed 4.5 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AA2 12291.770000 PA USD 4066.990000 0.0007218 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.89529 N N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-8AR N/A 61749LAP6 1041009.780000 PA USD 983575.080000 0.1745549 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.00843 N N N N N N MOSAIC SOLAR LOAN TRUST 2022-1A N/A 61946QAA9 1409252.090000 PA USD 1234206.210000 0.2190343 Long ABS-O CORP US N 2 2053-01-20 Fixed 2.64 N N N N N N NATIONAL RETAIL PROPERTIES INC 5493008JKH5SOTI0JS97 637417AK2 1500000.000000 PA USD 1413299.840000 0.2508180 Long DBT CORP US N 2 2027-10-15 Fixed 3.5 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432NW1 1200000.000000 PA USD 926667.920000 0.1644556 Long DBT CORP US N 2 2031-03-15 Fixed 1.35 N N N N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2021-APPL N/A 63874AAA6 1700000.000000 PA USD 1589961.040000 0.2821700 Long ABS-MBS CORP US N 2 2038-08-15 Floating 5.634 N N N N N N NAVIENT STUDENT LOAN TRUST 2015-BA N/A 63939KAC3 1295933.760000 PA USD 1290327.420000 0.2289941 Long ABS-O CORP US N 2 2040-07-16 Floating 6.13443 N N N N N N NEW YORK ST ELECTRIC & GAS CORP 549300GEC6J0YHUXA160 649840CT0 1700000.000000 PA USD 1365132.030000 0.2422697 Long DBT CORP US N 2 2031-10-01 Fixed 2.15 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KAT7 1500000.000000 PA USD 1435335.810000 0.2547287 Long DBT CORP US N 2 2027-05-01 Fixed 3.55 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 65480CAD7 1700000.000000 PA USD 1381065.890000 0.2450975 Long DBT CORP US N 2 2028-09-15 Fixed 2.45 N N N N N N NORTHERN STATES POWER COMPANY OF MINNESOTA 3S1GHB0TEH85KX44SB51 665772CT4 1600000.000000 PA USD 1358852.960000 0.2411553 Long DBT CORP US N 2 2031-04-01 Fixed 2.25 N N N N N N NVR INC 529900RWXR4JI3JYTV70 62944TAF2 1600000.000000 PA USD 1408599.040000 0.2499838 Long DBT CORP US N 2 2030-05-15 Fixed 3 N N N N N N NYO COMMERCIAL MORTGAGE TRUST 2021-1290 N/A 62955HAA5 1700000.000000 PA USD 1562357.970000 0.2772713 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.78 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BK5 1200000.000000 PA USD 1113323.820000 0.1975813 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N ONE NEW YORK PLAZA TRUST 2020-1NYP N/A 68249DAA7 1500000.000000 PA USD 1439549.250000 0.2554765 Long ABS-MBS CORP US N 2 2036-01-15 Floating 5.634 N N N N N N ONSLOW BAY MORTGAGE LOAN TRUST 2021-INV2 N/A 67114KAC1 1502851.200000 PA USD 1223404.130000 0.2171173 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.5 N N N N N N ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV3 N/A 67116EAA7 1483333.780000 PA USD 1259576.290000 0.2235367 Long ABS-MBS CORP US N 2 2052-02-25 Variable 3 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 1500000.000000 PA USD 1324982.520000 0.2351444 Long DBT CORP US N 2 2030-04-01 Fixed 2.95 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 1300000.000000 PA USD 908793.180000 0.1612833 Long DBT CORP US N 2 2060-04-01 Fixed 3.85 N N N N N N ORLANDO HEALTH OBLIGATED GROUP N/A 686514AH3 1600000.000000 PA USD 1164217.940000 0.2066135 Long DBT CORP US N 2 2050-10-01 Fixed 3.327 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AF8 1600000.000000 PA USD 1527641.470000 0.2711102 Long DBT CORP US N 2 2026-08-15 Fixed 3.4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KC0 1700000.000000 PA USD 1533758.240000 0.2721957 Long DBT CORP US N 2 2032-03-01 Fixed 4.4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JM0 1500000.000000 PA USD 1406428.760000 0.2495986 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N PARK PLACE SECURITIES INC 2005-WCH1 N/A 70069FFL6 170740.450000 PA USD 167213.410000 0.0296753 Long ABS-MBS CORP US N 2 2036-01-25 Floating 6.09029 N N N N N N PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY 2009-1 N/A 709163HT9 17336.490000 PA USD 17331.910000 0.0030759 Long ABS-O CORP US N 2 2029-07-25 Floating 5.71771 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FU7 1100000.000000 PA USD 883421.130000 0.1567806 Long DBT CORP US N 2 2030-09-15 Fixed 1.45 N N N N N N PRIME MORTGAGE TRUST 2004-CL1 N/A 74160MDL3 28588.530000 PA USD 27885.560000 0.0049488 Long ABS-MBS CORP US N 2 2034-02-25 Floating 5.24529 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AJ8 1500000.000000 PA USD 1447684.230000 0.2569202 Long DBT CORP US N 2 2027-01-15 Fixed 3.95 N N N N N N READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC N/A 75574PAA0 1600000.000000 PA USD 1569637.440000 0.2785632 Long ABS-MBS CORP US N 2 2037-01-25 Floating 6.21815 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BG8 1400000.000000 PA USD 1350659.390000 0.2397012 Long DBT CORP US N 2 2027-08-15 Fixed 3.95 N N N N N N REGENERON PHARMACEUTICALS 549300RCBFWIRX3HYQ56 75886FAE7 1600000.000000 PA USD 1295507.820000 0.2299135 Long DBT CORP US N 2 2030-09-15 Fixed 1.75 N N N N N N RESIDENTIAL ASSET SECURITIES 2006-KS4 N/A 75406EAE1 76012.620000 PA USD 75823.980000 0.0134565 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.26529 N N N N N N RESIDENTIAL FUNDING MTG SEC I 2006-SA1 N/A 76111XG98 73990.330000 PA USD 60331.570000 0.0107070 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.35912 Y N N N N N SALES TAX SECURITIZATION CORPORATION N/A 79467BDH5 1400000.000000 PA USD 1187822.300000 0.2108026 Long DBT MUN US N 2 2034-01-01 Fixed 3.057 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440CA0 1700000.000000 PA USD 1185212.380000 0.2103394 Long DBT CORP US N 2 2051-08-15 Fixed 2.95 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BR4 1300000.000000 PA USD 1294587.850000 0.2297502 Long DBT CORP US N 2 2023-09-01 Fixed 3.6 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KBB1 1600000.000000 PA USD 1499182.540000 0.2660596 Long DBT CORP US N 2 2025-06-02 Fixed 3.45 N N N N N N SBA TOWER TRUST N/A 78403DAP5 1400000.000000 PA USD 1266342.840000 0.2247376 Long DBT CORP US N 2 2050-07-15 Fixed 1.884 N N N N N N SBA TOWER TRUST N/A 78403DAR1 1700000.000000 PA USD 1513524.450000 0.2686049 Long DBT CORP US N 2 2052-07-15 Fixed 2.328 N N N N N N SBA TOWER TRUST N/A 78403DAH3 1900000.000000 PA USD 1846213.090000 0.3276470 Long DBT CORP US N 2 2049-10-15 Fixed 3.869 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAV2 1500000.000000 PA USD 1212034.910000 0.2150996 Long DBT CORP US N 2 2030-11-15 Fixed 1.55 N N N N N N AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST N/A 023772AB2 123960.560000 PA USD 112361.450000 0.0199408 Long DBT CORP US N 2 2027-01-15 Fixed 4 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 N/A 81377JAB9 576866.640000 PA USD 132843.960000 0.0235758 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.96529 Y N N N N N SEQUOIA MORTGAGE TRUST 6 N/A 81743XAA7 122635.210000 PA USD 115512.010000 0.0204999 Long ABS-MBS CORP US N 2 2027-04-19 Floating 5.40143 N N N N N N SFO COMMERCIAL MORTGAGE TRUST 2021-555 N/A 78432WAA1 1000000.000000 PA USD 898347.700000 0.1594296 Long ABS-MBS CORP US N 2 2038-05-15 Floating 5.834 N N N N N N SLM STUDENT LOAN TRUST 2005-7 N/A 78442GQJ8 150478.660000 PA USD 149821.900000 0.0265889 Long ABS-O CORP US N 2 2029-10-25 Floating 4.96771 N N N N N N AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST N/A 023771R91 866582.290000 PA USD 768046.250000 0.1363050 Long DBT CORP US N 2 2030-04-15 Fixed 3 N N N N N N AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A 02378MAA9 418642.740000 PA USD 348822.890000 0.0619055 Long DBT CORP US N 2 2033-08-15 Fixed 3.5 N N N N N N AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 02377LAA2 1758299.680000 PA USD 1542601.320000 0.2737651 Long DBT CORP US N 2 2033-08-15 Fixed 3.15 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HQ9 1500000.000000 PA USD 1504439.840000 0.2669926 Long DBT CORP US N 2 2027-06-01 Fixed 4.7 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GU1 1500000.000000 PA USD 1275278.090000 0.2263233 Long DBT CORP US N 2 2030-06-01 Fixed 2.25 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GN7 1600000.000000 PA USD 1560247.040000 0.2768967 Long DBT CORP US N 2 2025-08-01 Fixed 3.7 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DE4 1400000.000000 PA USD 1311301.420000 0.2327164 Long DBT CORP US N 2 2030-04-30 Fixed 3.7 N N N N N N SOUTHWEST GAS CORPORATION OQQR1IQTGBKH0UR88X59 845011AE5 1800000.000000 PA USD 1657165.950000 0.2940969 Long DBT CORP US N 2 2032-03-15 Fixed 4.05 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BR2 1400000.000000 PA USD 1357742.440000 0.2409583 Long DBT CORP US N 2 2028-09-15 Fixed 4.1 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAK6 1000000.000000 PA USD 848670.000000 0.1506133 Long DBT CORP US N 2 2028-06-15 Fixed 4.6 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAE0 900000.000000 PA USD 894706.500000 0.1587834 Long DBT CORP US N 2 2029-09-20 Fixed 5.152 N N N N N N SREIT TRUST 2021-IND N/A 78473JAA0 1700000.000000 PA USD 1632454.070000 0.2897113 Long ABS-MBS CORP US N 2 2038-10-15 Floating 5.384 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 N/A 85573MAA7 278864.010000 PA USD 262260.450000 0.0465433 Long ABS-MBS CORP US N 2 2065-04-25 Fixed 1.486 N N N N N N STRUCTURED ASSEET MTGE INV INC 2002-AR3 N/A 86358HNX3 26824.090000 PA USD 25297.050000 0.0044895 Long ABS-MBS CORP US N 2 2032-09-19 Floating 5.42143 N N N N N N STRUCTURED ASSET INVEST LN TR 2003-BC6 N/A 86358ECL8 1083705.700000 PA USD 1058762.800000 0.1878984 Long ABS-MBS CORP US N 2 2033-07-25 Floating 5.97029 N N N N N N STRUCTURED ASSET INVST LN TR 2004-8 N/A 86358ELZ7 161902.420000 PA USD 158017.040000 0.0280433 Long ABS-MBS CORP US N 2 2034-09-25 Floating 5.74529 N N N N N N SUNRUN DEMETER ISSUER 2021-2A N/A 86772HAA5 1596176.880000 PA USD 1281204.570000 0.2273751 Long ABS-O CORP US N 2 2057-01-30 Fixed 2.27 N N N N N N TENNESSEE VALLEY AUTHORITY (TVA) 549300HE1ISW43LNKM54 880591EZ1 2600000.000000 PA USD 2601861.700000 0.4617518 Long DBT USGA US N 2 2028-03-15 Fixed 3.875 N N N N N N TENNESSEE VALLEY AUTHORITY (TVA) 549300HE1ISW43LNKM54 880591EX6 1700000.000000 PA USD 1387258.910000 0.2461965 Long DBT USGA US N 2 2031-09-15 Fixed 1.5 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAK6 1000000.000000 PA USD 948122.230000 0.1682630 Long DBT CORP US N 2 2026-10-15 Fixed 3.375 N N N N N N THARALDSON HOTEL PORTFOLIO TRUST 2018 N/A 88327HAA1 810080.260000 PA USD 795090.050000 0.1411045 Long ABS-MBS CORP US N 2 2034-11-11 Floating 5.76 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAN3 1000000.000000 PA USD 846152.400000 0.1501665 Long DBT MUN US N 2 2031-06-01 Fixed 2.951 N N N N N N TOWD POINT HE TRUST 2021-HE1 N/A 89180DAA4 596651.060000 PA USD 558649.220000 0.0991434 Long ABS-MBS CORP US N 2 2063-02-25 Variable 0.918 N N N N N N TOWD POINT MORTGAGE TRUST 2019-4 N/A 89178BAA2 1725035.430000 PA USD 1614287.640000 0.2864873 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.9 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 600000.000000 PA USD 613878.730000 0.1089449 Long DBT CORP US N 2 2030-03-02 Fixed 5.25 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 1000000.000000 PA USD 1027945.850000 0.1824293 Long DBT CORP US N 2 2033-03-02 Fixed 5.25 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAN0 1600000.000000 PA USD 1497295.420000 0.2657247 Long DBT CORP US N 2 2028-01-15 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F022642 -6800000.000000 PA USD -5861546.890000 -1.0402475 Short ABS-MBS USGSE US N 2 2053-04-13 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F032658 51000000.000000 PA USD 47424022.800000 8.4163311 Long ABS-MBS USGSE US N 2 2052-03-25 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040644 38700000.000000 PA USD 37016092.950000 6.5692381 Long ABS-MBS USGSE US N 2 2053-04-13 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F040651 5000000.000000 PA USD 4784784.700000 0.8491547 Long ABS-MBS USGSE US N 2 2052-06-25 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F042657 15400000.000000 PA USD 15093668.130000 2.6786700 Long ABS-MBS USGSE US N 2 2052-05-12 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F050643 21300000.000000 PA USD 21245086.040000 3.7703609 Long ABS-MBS USGSE US N 2 2053-04-13 Fixed 5 N N N N N N UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST N/A 90931LAA6 993701.980000 PA USD 896840.280000 0.1591621 Long DBT CORP US N 2 2030-01-07 Fixed 3.1 N N N N N N UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 90931CAA6 975107.540000 PA USD 878123.050000 0.1558403 Long DBT CORP US N 2 2033-02-25 Fixed 4.15 N N N N N N UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST N/A 90932JAA0 1680596.360000 PA USD 1420060.230000 0.2520178 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CDX6 1727120.000000 PA USD 1578802.050000 0.2801897 Long DBT UST US N 2 2032-01-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CEZ0 5046363.000000 PA USD 4824100.130000 0.8561320 Long DBT UST US N 2 2032-07-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SW9 1100000.000000 PA USD 823646.480000 0.1461724 Long DBT UST US N 2 2041-02-15 Fixed 1.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TF5 1700000.000000 PA USD 1368001.950000 0.2427790 Long DBT UST US N 2 2042-02-15 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QZ4 2400000.000000 PA USD 2159953.130000 0.3833264 Long DBT UST US N 2 2043-02-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RE0 1500000.000000 PA USD 1452246.090000 0.2577298 Long DBT UST US N 2 2044-02-15 Fixed 3.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RK6 900000.000000 PA USD 718857.420000 0.1275755 Long DBT UST US N 2 2045-02-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SF6 3110000.000000 PA USD 2724651.560000 0.4835433 Long DBT UST US N 2 2049-02-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SL3 1000000.000000 PA USD 709375.000000 0.1258926 Long DBT UST US N 2 2050-02-15 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SY5 6300000.000000 PA USD 5008623.040000 0.8888793 Long DBT UST US N 2 2041-05-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QW1 400000.000000 PA USD 355523.440000 0.0630947 Long DBT UST US N 2 2042-05-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TH1 7600000.000000 PA USD 7016343.710000 1.2451890 Long DBT UST US N 2 2042-05-15 Fixed 3.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RB6 1800000.000000 PA USD 1556683.600000 0.2762643 Long DBT UST US N 2 2043-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RG5 500000.000000 PA USD 465429.690000 0.0825997 Long DBT UST US N 2 2044-05-15 Fixed 3.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RM2 14700000.000000 PA USD 12813404.350000 2.2739921 Long DBT UST US N 2 2045-05-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SH2 1790000.000000 PA USD 1532827.330000 0.2720305 Long DBT UST US N 2 2049-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TK4 26700000.000000 PA USD 25081312.500000 4.4511751 Long DBT UST US N 2 2042-08-15 Fixed 3.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RC4 2100000.000000 PA USD 2040117.200000 0.3620592 Long DBT UST US N 2 2043-08-15 Fixed 3.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RH3 1200000.000000 PA USD 1071609.370000 0.1901783 Long DBT UST US N 2 2044-08-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RN0 500000.000000 PA USD 426474.610000 0.0756864 Long DBT UST US N 2 2045-08-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SJ8 800000.000000 PA USD 602062.500000 0.1068479 Long DBT UST US N 2 2049-08-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SP4 2990000.000000 PA USD 1797387.100000 0.3189819 Long DBT UST US N 2 2050-08-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TJ7 1300000.000000 PA USD 1142375.000000 0.2027370 Long DBT UST US N 2 2052-08-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810ST6 18900000.000000 PA USD 13034355.520000 2.3132043 Long DBT UST US N 2 2040-11-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TC2 1100000.000000 PA USD 831080.070000 0.1474916 Long DBT UST US N 2 2041-11-15 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QY7 700000.000000 PA USD 594193.360000 0.1054514 Long DBT UST US N 2 2042-11-15 Fixed 2.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TM0 5300000.000000 PA USD 5445750.000000 0.9664561 Long DBT UST US N 2 2042-11-15 Fixed 4 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RD2 1300000.000000 PA USD 1285146.490000 0.2280747 Long DBT UST US N 2 2043-11-15 Fixed 3.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SS8 8400000.000000 PA USD 5391750.000000 0.9568727 Long DBT UST US N 2 2050-11-15 Fixed 1.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TB4 560000.000000 PA USD 381576.560000 0.0677183 Long DBT UST US N 2 2051-11-15 Fixed 1.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TL2 3570000.000000 PA USD 3789778.130000 0.6725711 Long DBT UST US N 2 2052-11-15 Fixed 4 N N N N N N UNITED WHOLESALE MORTGAGE LLC 2021-INV3 N/A 90355RAC6 2077231.800000 PA USD 1690981.760000 0.3000982 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.5 N N N N N N UNITED WHOLESALE MORTGAGE LLC 2021-INV3 N/A 90355RAM4 1535345.220000 PA USD 1413528.470000 0.2508586 Long ABS-MBS CORP US N 2 2051-11-25 Floating 5 N N N N N N UNITED WHOLESALE MORTGAGE LLC 2021-INV5 N/A 90355DAV5 1661827.610000 PA USD 1411144.740000 0.2504356 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GHA6 1100000.000000 PA USD 1028136.010000 0.1824631 Long DBT MUN US N 2 2112-05-15 Fixed 4.858 N N N N N N US AIRWAYS 2012-1 CLASS A PASS THROUGH TRUST N/A 90345WAA2 514701.250000 PA USD 511675.270000 0.0908069 Long DBT CORP US N 2 2026-04-01 Fixed 5.9 N N N N N N UWM-2021-INV2 N/A 90354TAJ8 1504580.280000 PA USD 1388116.590000 0.2463488 Long ABS-MBS CORP US N 2 2051-09-25 Floating 5 N N N N N N UWM-2021-INV4 N/A 918307AC3 1459530.050000 PA USD 1188138.320000 0.2108587 Long ABS-MBS CORP US N 2 2051-12-25 Fixed 2.5 N N N N N N VASA TRUST 2021-VASA N/A 92230AAA4 1900000.000000 PA USD 1768045.000000 0.3137746 Long ABS-MBS CORP US N 2 2039-07-15 Floating 5.584 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804GH1 1500000.000000 PA USD 1456521.180000 0.2584885 Long DBT CORP US N 2 2027-05-15 Fixed 3.75 N N N N N N VMC FINANCE 2022-FL5 LLC N/A 91835BAA3 3300000.000000 PA USD 3203254.560000 0.5684809 Long ABS-CBDO CORP US N 2 2039-02-18 Floating 6.45906 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AK1 1800000.000000 PA USD 1521067.570000 0.2699435 Long DBT CORP US N 2 2028-08-15 Fixed 1.8 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAJ2 2200000.000000 PA USD 2048026.330000 0.3634628 Long DBT CORP US N 2 2029-03-15 Fixed 4.054 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735CZ8 1600000.000000 PA USD 1360610.430000 0.2414672 Long DBT CORP US N 2 2031-04-01 Fixed 2.7 N N N N N N WASHINGTON MUTUAL 2005-AR13 N/A 92922F4M7 86436.450000 PA USD 79318.370000 0.0140766 Long ABS-MBS CORP US N 2 2045-10-25 Floating 5.42529 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 1600000.000000 PA USD 1441804.140000 0.2558767 Long DBT CORP US N 2 2028-06-02 Floating 2.393 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-1745 N/A 94990DAA4 1500000.000000 PA USD 1311228.600000 0.2327035 Long ABS-MBS CORP US N 2 2036-06-15 Variable 3.7487 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAE9 1780000.000000 PA USD 1737895.650000 0.3084240 Long DBT CORP US N 2 2026-10-01 Fixed 4.25 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AV7 1500000.000000 PA USD 1473645.000000 0.2615275 Long DBT CORP US N 2 2025-03-01 Fixed 5.5 N N N N N N N/A N/A 000000000 605000.000000 PA USD 605000.000000 0.1073692 Long RA US N 2 Repurchase N 2.2000000 2023-04-03 499900.000000 USD 617117.060000 USD UST N N N N/A N/A 000000000 100000.000000 PA USD 100000.000000 0.0177470 Long RA US N 2 Repurchase N 4.9600000 2023-04-03 101532.380000 USD 101832.740000 USD UST N N N N/A N/A 000000000 51700000.000000 PA USD 51700000.000000 9.1751879 Long RA US N 2 Repurchase N 4.8900000 2023-04-03 73519116.880000 USD 53418062.510000 USD UST N N N N/A N/A 000000000 8100000.000000 PA USD 8100000.000000 1.4375053 Long RA US N 2 Repurchase N 4.9200000 2023-04-03 10111000.000000 USD 8280356.030000 USD UST N N N N/A N/A 000000000 1.000000 NC USD 6692.360000 0.0011877 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2023-12-20 20320.560000 USD 0.000000 USD 1600000.000000 USD -13628.200000 N N N N/A N/A 000000000 1.000000 NC USD 15836.140000 0.0028104 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2026-06-20 0.000000 USD -9248.000000 USD 1800000.000000 USD 25084.140000 N N N N/A N/A 000000000 1.000000 NC USD 2902.670000 0.0005151 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2023-06-20 8374.380000 USD 0.000000 USD 1700000.000000 USD -5471.710000 N N N N/A N/A 000000000 1.000000 NC USD 14036.470000 0.0024910 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2026-12-20 0.000000 USD -11674.030000 USD 1800000.000000 USD 25710.500000 N N N ASHFORD HOSPITALITY TRUST 2018-KEYS N/A 04410CAA7 1800000.000000 PA USD 1743732.180000 0.3094598 Long ABS-MBS CORP US N 2 2035-06-15 Floating 5.685 N N N N N N N/A N/A 000000000 15.000000 NC USD -38922.150000 -0.0069075 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long N/A EUOD 2023-12-18 3579843.750000 USD -38922.150000 N N N N/A N/A 000000000 -138.000000 NC USD -461713.160000 -0.0819401 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) 12/18/23 2023-12-19 N/A USD N/A 96.500000 USD 2023-12-18 XXXX -302047.000000 N N N N/A N/A 000000000 1.000000 NC USD 22450.110000 0.0039842 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-06-20 11728.580000 USD 0.000000 USD 1800000.000000 USD 10721.530000 N N N N/A N/A 000000000 1.000000 NC USD 20037.200000 0.0035560 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-12-20 22586.680000 USD 0.000000 USD 1700000.000000 USD -2549.480000 N N N N/A N/A 000000000 1.000000 NC USD 200593.350000 0.0355993 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL MOTORS COMPANY GENERAL MOTORS CO SRUNSEC Y Single Leg Swap 2026-12-20 337641.400000 USD 0.000000 USD 1700000.000000 USD -137048.050000 N N N N/A N/A 000000000 1.000000 NC USD 949.700000 0.0001685 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 HESS CORPORATION HESS CORP Y Single Leg Swap 2026-12-20 0.000000 USD -17432.760000 USD 1600000.000000 USD 18382.460000 N N N AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION) 549300OX0Q38NLSKPB49 05351WAB9 1100000.000000 PA USD 1033882.060000 0.1834828 Long DBT CORP US N 2 2029-06-01 Fixed 3.8 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAC5 1500000.000000 PA USD 1493824.340000 0.2651087 Long DBT CORP US N 2 2023-05-01 Fixed 3.875 N N N N N N N/A N/A 000000000 -4800000.000000 NC USD -50966.880000 -0.0090451 N/A DIR US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written 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/3.02 11/08/23 LCH 2024-11-08 0.000000 USD 0.000000 USD N/A USD N/A 3.020000 USD 2023-11-06 XXXX -19766.880000 N N N N/A N/A 000000000 -4800000.000000 NC USD -9543.840000 -0.0016937 N/A DIR US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Written 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/3.02 11/08/23 LCH 2024-11-08 0.000000 USD 0.000000 USD N/A USD N/A 3.020000 USD 2023-11-06 XXXX 21656.160000 N N N 2023-05-12 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer