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 2023-03-31 N 542802147.910000 138907928.990000 403894218.920000 0.000000 0.000000 14220894.560000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 5462464.160000 USD ZAR EUR GBP IDR ILS JPY MXN NZD BRL AUD N 50% ICE BofA 1-3 Year US Treasury Index, 50% Bloomberg US Intermediate Credit Total Return Index G1O24PM, LUICTRUU N/A N/A 000000000 -2600000.000000 NC USD -14533.740000 -0.0035984 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 -5108.740000 N N N N/A N/A 000000000 -2600000.000000 NC USD -2572.960000 -0.0006370 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 6852.040000 N N N N/A N/A 000000000 -4500000.000000 NC USD -8953.650000 -0.0022168 N/A DIR US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 Put Written Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/4.715 09/13/23 LCH 2024-09-13 0.000000 USD 0.000000 USD N/A USD N/A 4.710000 USD 2023-09-11 XXXX 3646.350000 N N N N/A N/A 000000000 -4100000.000000 NC USD -16024.440000 -0.0039675 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/4.2325 09/13/23 LCH 2024-09-13 0.000000 USD 0.000000 USD N/A USD N/A 4.230000 USD 2023-09-11 XXXX 3655.560000 N N N N/A N/A 000000000 4100000.000000 NC USD 27296.570000 0.0067583 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.75 09/13/23 LCH 2024-09-13 0.000000 USD 0.000000 USD N/A USD N/A 3.750000 USD 2023-09-11 XXXX -3863.430000 N N N N/A N/A 000000000 4500000.000000 NC USD 29959.650000 0.0074177 N/A DIR US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 Put Purchased Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.75 09/13/23 LCH 2024-09-13 0.000000 USD 0.000000 USD N/A USD N/A 3.750000 USD 2023-09-11 XXXX -3790.350000 N N N N/A N/A 000000000 -4100000.000000 NC USD -8157.770000 -0.0020198 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/4.715 09/13/23 LCH 2024-09-13 0.000000 USD 0.000000 USD N/A USD N/A 4.710000 USD 2023-09-11 XXXX 3322.230000 N N N N/A N/A 000000000 -4500000.000000 NC USD -17587.800000 -0.0043546 N/A DIR US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 Put Written Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/4.2325 09/13/23 LCH 2024-09-13 0.000000 USD 0.000000 USD N/A USD N/A 4.230000 USD 2023-09-11 XXXX 3562.200000 N N N N/A N/A 000000000 4900000.000000 NC USD 32621.260000 0.0080767 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.75 09/14/23 LCH 2024-09-14 0.000000 USD 0.000000 USD N/A USD N/A 3.750000 USD 2023-09-12 XXXX -6578.740000 N N N N/A N/A 000000000 -4900000.000000 NC USD -18731.720000 -0.0046378 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/4.25 09/14/23 LCH 2024-09-14 0.000000 USD 0.000000 USD N/A USD N/A 4.250000 USD 2023-09-12 XXXX 5768.280000 N N N N/A N/A 000000000 -4900000.000000 NC USD -9230.130000 -0.0022853 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/4.75 09/14/23 LCH 2024-09-14 0.000000 USD 0.000000 USD N/A USD N/A 4.750000 USD 2023-09-12 XXXX 5469.870000 N N N N/A N/A 000000000 -7700000.000000 NC USD -73556.560000 -0.0182118 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 -13159.680000 N N N N/A N/A 000000000 -7700000.000000 NC USD -24907.960000 -0.0061670 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 35488.920000 N N N N/A N/A 000000000 1.000000 NC -884238.090000 -0.2189281 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 -886769.340000 N N N BANC OF AMERICA FUNDING CORP 2005-D N/A 06051GDM8 63183.800000 PA USD 58098.020000 0.0143845 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 -628534.350000 -0.1556186 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 -184992.100000 NZD 79400000.000000 NZD -443542.250000 N N N N/A N/A 000000000 1.000000 NC -132498.180000 -0.0328052 N/A DIR NZ N 2 London Clearing house N/A NZ$ Bank Bill 3M FRA N/A N/A Y 2024-09-13 0.000000 NZD -6648.930000 NZD 33900000.000000 NZD -125849.250000 N N N BANC OF AMERICA MTGE SEC 2004-G N/A 05949ALH1 21107.380000 PA USD 20391.220000 0.0050487 Long ABS-MBS CORP US N 2 2034-08-25 Floating 3.95347 N N N N N N N/A N/A 000000000 1.000000 NC -4544.390000 -0.0011251 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2024-03-17 17400.790000 JPY 0.000000 JPY 1180000000.000000 JPY -21945.180000 N N N N/A N/A 000000000 1.000000 NC 14306.800000 0.0035422 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 14306.800000 N N N N/A N/A 000000000 1.000000 NC 23159.440000 0.0057340 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 23159.440000 N N N N/A N/A 000000000 1.000000 NC 58.260000 0.0000144 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2028-06-18 1224.490000 JPY 0.000000 JPY 10000000.000000 JPY -1166.230000 N N N N/A N/A 000000000 1.000000 NC 13052.520000 0.0032317 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2038-03-20 385.030000 JPY 0.000000 JPY 99000000.000000 JPY 12667.490000 N N N N/A N/A 000000000 1.000000 NC 154874.020000 0.0383452 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2041-12-15 90750.460000 JPY 0.000000 JPY 160000000.000000 JPY 64123.560000 N N N N/A N/A 000000000 1.000000 NC 40473.130000 0.0100207 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 17334.500000 N N N N/A N/A 000000000 1.000000 NC 110828.060000 0.0274399 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2052-06-15 7525.960000 JPY 0.000000 JPY 280000000.000000 JPY 103302.100000 N N N N/A N/A 000000000 1.000000 NC USD 761308.880000 0.1884921 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-12-21 736760.720000 USD 0.000000 USD 7140000.000000 USD 24548.160000 N N N N/A N/A 000000000 1.000000 NC USD -428318.590000 -0.1060472 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 -401338.590000 N N N N/A N/A 000000000 1.000000 NC USD 6616.970000 0.0016383 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2030-02-23 0.000000 USD -5160.000000 USD 1500000.000000 USD 11776.970000 N N N N/A N/A 000000000 1.000000 NC USD 8120.810000 0.0020106 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2030-03-02 0.000000 USD -1387.500000 USD 500000.000000 USD 9508.310000 N N N N/A N/A 000000000 1.000000 NC USD 15097.000000 0.0037379 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2028-03-10 0.000000 USD -1710.000000 USD 800000.000000 USD 16807.000000 N N N N/A N/A 000000000 1.000000 NC USD -2331.680000 -0.0005773 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2024-09-13 0.000000 USD 0.000000 USD 1900000.000000 USD -2331.680000 N N N N/A N/A 000000000 1.000000 NC USD -2485.200000 -0.0006153 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2024-09-14 0.000000 USD 0.000000 USD 1200000.000000 USD -2485.200000 N N N N/A N/A 000000000 1.000000 NC -8344.280000 -0.0020660 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 2997759.280000 CAD 2209781.970000 USD 2023-04-04 -8344.280000 N N N N/A N/A 000000000 1.000000 NC -140475.440000 -0.0347803 N/A DFE GB N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 4557000.000000 GBP 5481036.560000 USD 2023-04-04 -140475.440000 N N N N/A N/A 000000000 1.000000 NC 20940.010000 0.0051845 N/A DFE ZA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 20729000.000000 ZAR 1168689.520000 USD 2023-09-12 20940.010000 N N N N/A N/A 000000000 1.000000 NC 9637.090000 0.0023860 N/A DFE CN N 2 UBS AG BFM8T61CT2L1QCEMIK50 863655.570000 USD 5985133.100000 CNY 2023-05-10 9637.090000 N N N N/A N/A 000000000 1.000000 NC 354.590000 0.0000878 N/A DFE ID N 2 UBS AG BFM8T61CT2L1QCEMIK50 12745.040000 USD 196139793.000000 IDR 2023-06-28 354.590000 N N N N/A N/A 000000000 1.000000 NC 9872.620000 0.0024444 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 924844.000000 AUD 628084.680000 USD 2023-04-04 9872.620000 N N N N/A N/A 000000000 1.000000 NC 666851.630000 0.1651055 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 2170000000.000000 JPY 17057361.470000 USD 2023-04-24 666851.630000 N N N N/A N/A 000000000 -500000.000000 NC USD -1654.800000 -0.0004097 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written UMBS PASS THRU POOLS FNMA TBA 4.5% APR 30YR N/A 97.890000 USD 2023-04-06 XXXX 610.830000 N N N N/A N/A 000000000 -500000.000000 NC USD -38.350000 -0.0000095 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Call Written UMBS PASS THRU POOLS FNMA TBA 4.5% APR 30YR N/A 99.890000 USD 2023-04-06 XXXX 1836.650000 N N N N/A N/A 000000000 -700000.000000 NC USD -1256.430000 -0.0003111 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written UMBS PASS THRU POOLS FNMA TBA 4.5% APR 30YR N/A 97.470000 USD 2023-04-06 XXXX 3337.320000 N N N N/A N/A 000000000 -400000.000000 NC USD -1267.560000 -0.0003138 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written UMBS PASS THRU POOLS FNMA TBA 4.0% APR 30YR N/A 95.590000 USD 2023-04-06 XXXX 1919.940000 N N N N/A N/A 000000000 -300000.000000 NC USD -420.510000 -0.0001041 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written UMBS PASS THRU POOLS FNMA TBA 4.5% APR 30YR N/A 97.310000 USD 2023-04-06 XXXX 1548.240000 N N N N/A N/A 000000000 -500000.000000 NC USD -4673.150000 -0.0011570 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 5.0% APR 30YR N/A 98.860000 USD 2023-04-06 XXXX -2485.650000 N N N N/A N/A 000000000 -400000.000000 NC USD -2352.760000 -0.0005825 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 4.5% APR 30YR N/A 98.360000 USD 2023-04-06 XXXX -696.510000 N N N N/A N/A 000000000 -200000.000000 NC USD -662.820000 -0.0001641 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 4.0% APR 30YR N/A 95.630000 USD 2023-04-06 XXXX 930.930000 N N N N/A N/A 000000000 -700000.000000 NC USD -156.520000 -0.0000388 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Call Written UMBS PASS THRU POOLS FNMA TBA 4.5% APR 30YR N/A 99.470000 USD 2023-04-06 XXXX 3343.480000 N N N N/A N/A 000000000 -300000.000000 NC USD -96.960000 -0.0000240 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Written UMBS PASS THRU POOLS FNMA TBA 4.5% APR 30YR N/A 99.310000 USD 2023-04-06 XXXX 1426.480000 N N N N/A N/A 000000000 -4.000000 NC USD -828.860000 -0.0002052 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 1737.020000 N N N N/A N/A 000000000 -11.000000 NC USD -1507.110000 -0.0003731 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 8549.530000 N N N N/A N/A 000000000 -11.000000 NC USD -1074.920000 -0.0002661 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 4815.250000 N N N N/A N/A 000000000 -4.000000 NC USD -561.150000 -0.0001389 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 1066.530000 N N N N/A N/A 000000000 -380.000000 NC USD -1156455.260000 -0.2863263 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-21 -43720781.440000 USD -1156455.260000 N N N N/A N/A 000000000 -29.000000 NC USD -127822.430000 -0.0316475 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-21 -3516476.550000 USD -127822.430000 N N N N/A N/A 000000000 1036.000000 NC USD 2598770.960000 0.6434286 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-06-30 214043264.850000 USD 2598770.960000 N N N N/A N/A 000000000 -21.000000 NC USD -41584.450000 -0.0102959 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-30 -2302535.150000 USD -41584.450000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJC4 2100000.000000 PA USD 2088470.480000 0.5170835 Long DBT CORP US N 2 2024-05-19 Floating 1.486 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJG5 1700000.000000 PA USD 1587384.230000 0.3930198 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 1122807.610000 0.2779955 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 60514.460000 PA USD 54461.830000 0.0134842 Long ABS-MBS CORP US N 2 2033-03-25 Floating 4.76828 N N N N N N BANK OF IRELAND GROUP PLC 635400C8EK6DRI12LJ39 06279JAC3 3000000.000000 PA USD 2985049.140000 0.7390671 Long DBT CORP IE N 2 2026-09-16 Floating 6.253 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBB0 200000.000000 PA USD 199525.710000 0.0494005 Long DBT CORP GB N 2 2024-05-16 Floating 4.338 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBL8 900000.000000 PA USD 841216.640000 0.2082765 Long DBT CORP GB N 2 2026-05-07 Floating 2.852 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECC7 800000.000000 PA USD 820029.500000 0.2030308 Long DBT CORP GB N 2 2026-11-02 Floating 7.325 N N N N N N BBCCRE TRUST 2015-GTP N/A 05490TAA0 2200000.000000 PA USD 2042223.480000 0.5056333 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 2031333.260000 0.5029369 Long ABS-MBS CORP US N 2 2038-06-15 Floating 5.483 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZS4 3260.430000 PA USD 3033.060000 0.0007510 Long ABS-MBS CORP US N 2 2034-01-25 Floating 3.91439 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSY8 20650.750000 PA USD 19027.330000 0.0047110 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 6605.610000 PA USD 4050.500000 0.0010029 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.96427 Y N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSH6 68.530000 PA USD 64.340000 0.0000159 Long ABS-MBS CORP US N 2 2033-02-25 Floating 4.34008 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSJ2 167.610000 PA USD 127.430000 0.0000316 Long ABS-MBS CORP US N 2 2033-02-25 Floating 3.24999 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7 N/A 07387VAA7 1183.390000 PA USD 1186.340000 0.0002937 Long ABS-MBS CORP US N 2 2037-10-25 Floating 5.84529 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2G8 1000000.000000 PA USD 988947.960000 0.2448532 Long DBT CORP FR N 2 2025-01-10 Floating 4.705 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAN2 400000.000000 PA USD 399353.360000 0.0988757 Long DBT CORP FR N 2 2027-01-18 Floating 5.975 N N N N N N BSREP COMMERCIAL MORTGAGE TRUST 2021-DC N/A 05591UAA5 3700000.000000 PA USD 3425013.040000 0.8479975 Long ABS-MBS CORP US N 2 2038-08-15 Floating 5.635 N N N N N N BSST 2021-1818 MORTGAGE TRUST N/A 07403PAA0 1500000.000000 PA USD 1327037.700000 0.3285607 Long ABS-MBS CORP US N 2 2036-03-15 Floating 5.734 N N N N N N BX TRUST 2022-FOX2 N/A 05610AAW8 732695.970000 PA USD 698439.650000 0.1729264 Long ABS-MBS CORP US N 2 2039-04-15 Floating 5.57629 N N N N N N CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 5493007RI8BUDOGHZ546 13032UVB1 3000000.000000 PA USD 2903045.100000 0.7187637 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 899052.000000 0.2225959 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 978205.300000 0.2421934 Long DBT MUN US N 2 2023-11-01 Fixed 1.605 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A3 N/A 14041NGB1 1500000.000000 PA USD 1516756.650000 0.3755331 Long ABS-MBS CORP US N 2 2027-10-15 Fixed 4.95 N N N N N N CITIGROUP MTGE LOAN TR INC 2008-RR1 N/A 173145AA1 24918.570000 PA USD 22474.320000 0.0055644 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.91529 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW53 1735.810000 PA USD 1588.520000 0.0003933 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 2223.470000 PA USD 2032.310000 0.0005032 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.41 N N N N N N CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE N/A 79765R4N6 740000.000000 PA USD 727176.690000 0.1800414 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 2399282.250000 PA USD 2351650.500000 0.5822442 Long ABS-O CORP US N 2 2047-12-26 Floating 6.04529 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 20600HRQ9 1250000.000000 PA USD 1245356.660000 0.3083373 Long DBT CORP US N 2 2023-04-24 None 0 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDJ0 2400000.000000 PA USD 2151576.380000 0.5327079 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 59427.900000 PA USD 58930.640000 0.0145906 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.26529 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-6 N/A 126673AX0 975680.130000 PA USD 924738.410000 0.2289556 Long ABS-MBS CORP US N 2 2034-12-25 Floating 5.58529 N N N N N N COUNTRYWIDE HOME LOANS 2004-22 N/A 12669F6Z1 12052.460000 PA USD 10746.460000 0.0026607 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.78591 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB9 N/A 12669GHG9 3020.180000 PA USD 2970.210000 0.0007354 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 126670LE6 29316.460000 PA USD 26101.890000 0.0064626 Long ABS-MBS CORP US N 2 2036-02-20 Floating 6.53729 Y N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 ACI1M88D5 1600000.000000 PA 1378218.900000 0.3412326 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 1899523.310000 0.4703022 Long DBT CORP FR N 2 2023-04-24 Floating 5.83557 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22823QRB9 1750000.000000 PA USD 1747076.680000 0.4325580 Long DBT CORP US N 2 2023-04-11 None 0 N N N N N N CTP BV 3157000YTVO4TN65UM14 ACI20LM91 1100000.000000 PA 949540.390000 0.2350963 Long DBT CORP NL N 2 2026-09-27 Fixed 0.625 N N N N N N DBWF-2018-GLKS N/A 23307GAA4 200000.000000 PA USD 196454.920000 0.0486402 Long ABS-MBS CORP US N 2 2030-12-19 Floating 5.891 N N N N N N DEVELOPMENT BANK OF JAPAN INC (DBJ) 5493001HGBABMWFZUI25 BFZP0NII4 680000.000000 PA 691523.550000 0.1712140 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 1974102.030000 0.4887671 Long DBT CORP NL N 2 2025-07-15 Fixed 0.625 N N N N N N DROP MORTGAGE TRUST 2021-FILE N/A 26210YAA4 2200000.000000 PA USD 2034277.740000 0.5036660 Long ABS-MBS CORP US N 2 2043-10-15 Floating 5.83 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 28103BSB9 750000.000000 PA USD 745610.440000 0.1846054 Long DBT CORP US N 2 2023-05-11 None 0 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 268317AS3 500000.000000 PA USD 487410.950000 0.1206779 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 1336847.130000 0.3309894 Long DBT CORP NL N 2 2026-07-12 Fixed 1.375 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAZ1 1000000.000000 PA USD 1034393.990000 0.2561052 Long DBT CORP NL N 2 2025-10-14 Fixed 6.8 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAV0 2200000.000000 PA USD 2155991.950000 0.5338011 Long DBT CORP NL N 2 2025-06-15 Fixed 4.25 N N N N N N ENTERPRISE FLEET FUNDING LLC 2022-4 N/A 29374GAB7 800000.000000 PA USD 805974.880000 0.1995510 Long ABS-O CORP US N 2 2029-10-22 Fixed 5.76 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBK1 1500000.000000 PA USD 1359174.030000 0.3365173 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 1505174.970000 0.3726656 Long DBT CORP US N 2 2026-07-12 Fixed 1.3 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AC9 780000.000000 PA USD 778919.980000 0.1928525 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 2691577.390000 0.6664065 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 655330.000000 PA 796309.430000 0.1971579 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 5.11077 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH N/A 30227FAA8 2245242.110000 PA USD 2179649.380000 0.5396585 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.765 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH N/A 30227FAC4 1464288.330000 PA USD 1418073.630000 0.3511003 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.765 N N N N N N FANNIE MAE 2005-84 N/A 31394FN50 4079.060000 PA USD 4142.520000 0.0010256 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 48852.330000 PA USD 49034.540000 0.0121404 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 49835.200000 PA USD 50494.810000 0.0125020 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 3873.660000 PA USD 3291.660000 0.0008150 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 273318.160000 PA USD 19751.940000 0.0048904 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 2977.260000 PA USD 2877.590000 0.0007125 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 6.5 N N N N N N FANNIEMAE WHOLE LOAN 2003-W6 N/A 31393BX75 27798.180000 PA USD 27320.660000 0.0067643 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 4.967 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AUJN5 6000000.000000 PA USD 5999932.260000 1.4855207 Long DBT USGSE US N 2 2023-05-18 Floating 4.86 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AUMX9 4200000.000000 PA USD 4200006.800000 1.0398779 Long DBT USGSE US N 2 2023-05-26 Floating 4.87 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GWJN7 8200000.000000 PA USD 7549105.320000 1.8690798 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 3746940.600000 0.9277034 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 3748326.600000 0.9280466 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 1513187.680000 0.3746495 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 7553009.750000 1.8700465 Long DBT USGSE US N 2 2025-07-30 Fixed 0.7 N N N N N N FHF TRUST 2020-1A N/A 30260YAC1 531993.170000 PA USD 528913.360000 0.1309534 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 1483907.490000 PA USD 1449377.260000 0.3588507 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 13943861.960000 PA USD 905250.860000 0.2241307 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.15331 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJ4L7 2216.430000 PA USD 2172.360000 0.0005379 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 3.49 N N N N N N FHLMC PASS THRU POOLS N/A 3128Q2FP3 9075.900000 PA USD 9303.090000 0.0023033 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.108 N N N N N N FHLMC PASS THRU POOLS N/A 3128JRGY6 11603.910000 PA USD 11739.020000 0.0029065 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 3.488 N N N N N N FHLMC PASS THRU POOLS N/A 31296PDS8 2597.970000 PA USD 2641.070000 0.0006539 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 406238.650000 PA USD 398089.720000 0.0985629 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 1846234.140000 PA USD 1602121.130000 0.3966685 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N FHLMC STRUCTURED PASS THROUGH SEC T-63 N/A 31395M2F5 12912.250000 PA USD 12670.910000 0.0031372 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 4.33795 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-57 N/A 31394JD87 36148.360000 PA USD 37915.520000 0.0093875 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 62079.820000 PA USD 59640.570000 0.0147664 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.77198 N N N N N N FIRSTMAC MORTGAGE FUNDING TRUST 2018-1 N/A ACI11D2X9 86298.480000 PA 57680.870000 0.0142812 Long ABS-MBS CORP AU N 2 2049-03-08 Floating 4.5752 N N N N N N FIVE CORNERS FUNDING TRUST N/A 33829TAA4 1200000.000000 PA USD 1192719.820000 0.2953050 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 2048.870000 PA USD 2035.230000 0.0005039 Long ABS-MBS USGSE US N 2 2031-02-01 Floating 5.947 N N N N N N FNMA PASS THRU POOLS N/A 31371MFZ5 21127.820000 PA USD 21538.630000 0.0053327 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 3.971 N N N N N N FNMA PASS THRU POOLS N/A 31373ULX3 3477.580000 PA USD 3418.790000 0.0008465 Long ABS-MBS USGSE US N 2 2029-08-01 Floating 3.97 N N N N N N FNMA PASS THRU POOLS N/A 31390STH4 6117.580000 PA USD 5843.100000 0.0014467 Long ABS-MBS USGSE US N 2 2042-07-01 Floating 4.338 N N N N N N FNMA PASS THRU POOLS N/A 31391XDM8 15287.620000 PA USD 14728.730000 0.0036467 Long ABS-MBS USGSE US N 2 2041-09-01 Floating 4.388 N N N N N N FNMA PASS THRU POOLS N/A 31402RN62 577.780000 PA USD 566.680000 0.0001403 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 3.952 N N N N N N FNMA PASS THRU POOLS N/A 31405UV97 2235.720000 PA USD 2196.380000 0.0005438 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 3.566 N N N N N N FNMA PASS THRU POOLS N/A 31406L2T4 280.120000 PA USD 274.750000 0.0000680 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 4.55 N N N N N N FNMA PASS THRU POOLS N/A 31406NUU6 879.520000 PA USD 858.710000 0.0002126 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 2814.280000 PA USD 2754.240000 0.0006819 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.901 N N N N N N FNMA PASS THRU POOLS N/A 31407YZR3 4509.190000 PA USD 4427.070000 0.0010961 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 3.875 N N N N N N FNMA PASS THRU POOLS N/A 31411YAC7 390.600000 PA USD 405.070000 0.0001003 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 8623.440000 PA USD 8617.620000 0.0021336 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 201475.160000 PA USD 197590.200000 0.0489213 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 4157398.650000 PA USD 3737435.410000 0.9253501 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 416485.240000 PA USD 405370.510000 0.1003655 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QNCY6 4633394.950000 PA USD 4169291.870000 1.0322732 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QNW24 5091158.550000 PA USD 4574450.810000 1.1325864 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FORD CREDIT AUTO OWNER TRUST 2022-D N/A 345295AC3 1500000.000000 PA USD 1501108.200000 0.3716587 Long ABS-O CORP US N 2 2025-08-15 Floating 5.31804 N N N N N N FREDDIE MAC 2266 N/A 3133TQFM4 8.550000 PA USD 8.510000 0.0000021 Long ABS-MBS USGSE US N 2 2030-11-15 Floating 5.13443 N N N N N N FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P003 N/A 3137FWHY9 3403287.520000 PA USD 2907378.840000 0.7198367 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 K730 N/A 3137FEUA6 1441701.410000 PA USD 1412753.630000 0.3497831 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 3.59 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG01 N/A 3137FMCZ3 1900000.000000 PA USD 1772956.690000 0.4389656 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 1822374.740000 0.4512010 Long ABS-MBS USGSE US N 2 2026-04-25 Fixed 2.875 N N N N N N FREDDIE MAC REMICS 3376 N/A 31397KZG9 26260.630000 PA USD 26145.460000 0.0064733 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 5.39443 N N N N N N FREDDIE MAC REMICS 4272 N/A 3137B6DF5 57672.620000 PA USD 56386.510000 0.0139607 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 446994.300000 PA USD 437436.620000 0.1083047 Long ABS-MBS USGSE US N 2 2042-12-15 Floating 3.77343 N N N N N N FREDDIE MAC STRIPS 332 N/A 3132HUCJ0 120349.620000 PA USD 123200.000000 0.0305030 Long ABS-MBS USGSE US N 2 2044-08-15 Floating 2.18491 N N N N N N GCT COMMERCIAL MORTGAGE TRUST 2021-GCT N/A 36167RAA1 1700000.000000 PA USD 1561331.850000 0.3865695 Long ABS-MBS CORP US N 2 2038-02-15 Floating 5.484 N N N N N N GE-WMC MORTGAGE SECURITIES LLC 2006-1 N/A 36829JAA9 1707.360000 PA USD 746.560000 0.0001848 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.92529 N N N N N N GEMGARTO 2021-1 PLC 21 -1A N/A ACI1VNV95 980584.790000 PA 1196998.800000 0.2963644 Long ABS-MBS CORP GB N 2 2067-12-16 Floating 4.64279 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37961DRU6 1250000.000000 PA USD 1244438.890000 0.3081101 Long DBT CORP US N 2 2023-04-28 None 0 N N N N N N GMAC MORTGAGE CORP LOAN TRUST 2005-AR6 N/A 36185MBG6 3904.440000 PA USD 3480.270000 0.0008617 Long ABS-MBS CORP US N 2 2035-11-19 Floating 3.61675 Y N N N N N GNMA PASS THRU POOLS N/A 36225CCY0 2637.100000 PA USD 2608.970000 0.0006460 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 36225CN36 5739.300000 PA USD 5668.420000 0.0014034 Long ABS-MBS USGSE US N 2 2030-05-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36225CUD6 3745.720000 PA USD 3699.090000 0.0009159 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 659652.680000 PA USD 637300.450000 0.1577890 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 185636.470000 PA USD 176023.500000 0.0435816 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 380772.590000 PA USD 359627.470000 0.0890400 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 331089.120000 PA USD 313873.290000 0.0777118 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 170607.490000 PA USD 161133.700000 0.0398950 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 297535.640000 PA USD 281012.150000 0.0695757 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 584615.910000 PA USD 552150.170000 0.1367066 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 1921964.390000 PA USD 1520382.040000 0.3764308 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 540349.190000 PA USD 533585.960000 0.1321103 Long ABS-MBS USGSE US N 2 2065-03-20 Floating 5.19557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10 N/A 38376RAM8 119896.570000 PA USD 118629.100000 0.0293713 Long ABS-MBS USGSE US N 2 2065-04-20 Floating 5.16557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10 N/A 38376RAT3 73371.750000 PA USD 72879.330000 0.0180442 Long ABS-MBS USGSE US N 2 2065-04-20 Floating 4.84157 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H17 N/A 38376REV4 116032.370000 PA USD 115452.410000 0.0285848 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 4.85157 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H31 N/A 38376RMX1 179690.180000 PA USD 179138.500000 0.0443528 Long ABS-MBS USGSE US N 2 2065-11-20 Floating 5.21557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H08 N/A 38376RTW6 163884.190000 PA USD 163342.320000 0.0404419 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 5.28557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H13 N/A 38376RUS3 63324.300000 PA USD 63148.660000 0.0156350 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 5.14557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ N/A 38376RC95 463763.920000 PA USD 462605.440000 0.1145363 Long ABS-MBS USGSE US N 2 2066-10-20 Floating 5.33557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07 N/A 38376RY26 311253.100000 PA USD 309475.070000 0.0766228 Long ABS-MBS USGSE US N 2 2067-02-20 Floating 5.02557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R5H5 216062.500000 PA USD 216038.470000 0.0534889 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 419213.850000 PA USD 419314.040000 0.1038178 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 541257.310000 PA USD 537646.850000 0.1331158 Long ABS-MBS USGSE US N 2 2067-07-20 Floating 5.06557 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38 N/A 38380V2S9 312073.900000 PA USD 298304.260000 0.0738570 Long ABS-MBS USGSE US N 2 2043-10-20 Floating 2.68134 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24 N/A 38382YC27 4204704.310000 PA USD 4278110.880000 1.0592157 Long ABS-MBS USGSE US N 2 2072-11-20 Floating 5.72906 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24 N/A 38382YC92 3721241.430000 PA USD 3782799.320000 0.9365817 Long ABS-MBS USGSE US N 2 2072-11-20 Floating 5.71906 N N N N N N GREAT HALL MORTGAGES PLC 2007-2X N/A B1Z97QII7 44265.250000 PA USD 43709.900000 0.0108221 Long ABS-MBS CORP GB N 2 2039-06-18 Floating 5.09257 N N N N N N GREENKO SOLAR (MAURITIUS) LIMITED 2138007S1PL541B3KP92 39530VAA6 1600000.000000 PA USD 1540000.000000 0.3812880 Long DBT CORP MU N 2 2025-01-29 Fixed 5.55 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ3 N/A 362924AE2 1124776.250000 PA USD 915630.180000 0.2267005 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 17089.990000 PA USD 15809.270000 0.0039142 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.0523 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341XG9 18761.960000 PA USD 16522.270000 0.0040907 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.70889 N N N N N N GSR MTGE LOAN TRUST 2004-7 N/A 36228F4P8 6180.170000 PA USD 5852.010000 0.0014489 Long ABS-MBS CORP US N 2 2034-06-25 Floating 3.02831 N N N N N N HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) N/A 418751AE3 850000.000000 PA USD 738378.000000 0.1828147 Long DBT CORP US N 2 2026-06-15 Fixed 3.375 N N N N N N HERTZ VEHICLE FINANCING III LLC 2023-1A N/A 42806MBS7 1000000.000000 PA USD 1007058.300000 0.2493371 Long ABS-O CORP US N 2 2027-06-25 Fixed 5.49 N N N N N N HERTZ VEHICLE FINANCING III LLC 2023-2A N/A 42806MBW8 1000000.000000 PA USD 1017390.200000 0.2518952 Long ABS-O CORP US N 2 2029-09-25 Fixed 5.57 N N N N N N HONG KONG GOVT 549300DSMAD69T7GGN13 43858AAB6 1800000.000000 PA USD 1762065.000000 0.4362689 Long DBT NUSS HK N 2 2024-05-28 Fixed 2.5 N N N N N N INDIA GREEN ENERGY HOLDINGS 2549005BFUXXT5HWAG36 45410FAA3 500000.000000 PA USD 483583.200000 0.1197302 Long DBT CORP MU N 2 2024-04-29 Fixed 5.375 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AU7 3100000.000000 PA USD 2829081.640000 0.7004511 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 1952998.380000 0.4835420 Long DBT CORP N/A N 2 2023-10-09 Fixed 8 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 4595A3R41 1000000.000000 PA USD 999435.000000 0.2474497 Long DBT CORP US N 2 2023-04-04 None 0 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AC5 1000000.000000 PA USD 997750.090000 0.2470325 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 2062924.850000 0.5107587 Long DBT CORP IT N 2 2024-12-04 Fixed 0.75 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI254262 7600000.000000 PA 2112264.820000 0.5229748 Long DBT MUN IL N 2 2023-04-05 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2CD3K2 2170000000.000000 PA 16344843.680000 4.0468130 Long DBT NUSS JP N 2 2023-04-24 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2D1JJ3 670000000.000000 PA 5047291.280000 1.2496567 Long DBT NUSS JP N 2 2023-05-29 None 0 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBS4 2800000.000000 PA USD 2737841.400000 0.6778610 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 2133305.020000 0.5281841 Long ABS-MBS CORP US N 2 2038-06-15 Floating 5.444 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC N/A 466330AA5 2267752.450000 PA USD 2202522.820000 0.5453217 Long ABS-MBS CORP US N 2 2038-04-15 Floating 5.484 N N N N N N JP MORGAN MORTGAGE TRUST 2005-S3 N/A 466247ZP1 20983.340000 PA USD 10603.280000 0.0026253 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 973500.000000 PA USD 808644.590000 0.2002120 Long DBT CORP IN N 2 2031-05-18 Fixed 4.125 N N N N N N KELLOGG COMPANY LONOZNOJYIBXOHXWDB86 48783DR47 1000000.000000 PA USD 999437.220000 0.2474502 Long DBT CORP US N 2 2023-04-04 None 0 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630DD7 2100000.000000 PA USD 2052258.010000 0.5081177 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 2327731.570000 0.5763221 Long DBT CORP KR N 2 2023-06-10 Fixed 4.8 N N N N N N LOANPAL SOLAR LOAN 2021-2GS LTD N/A 53948QAA4 898691.160000 PA USD 708008.670000 0.1752956 Long ABS-O CORP US N 2 2048-03-20 Fixed 2.22 N N N N N N LOWE`S COMPANIES INC WAFCR4OKGSC504WU3E95 54866MRA1 1250000.000000 PA USD 1248222.580000 0.3090469 Long DBT CORP US N 2 2023-04-10 None 0 N N N N N N MASSACHUSETTS EDUC FINANCING AUTH 2008-1 N/A 57563NAA6 8824.500000 PA USD 8808.040000 0.0021808 Long ABS-O CORP US N 2 2038-04-25 Floating 5.76771 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58768KRR8 1000000.000000 PA USD 996504.170000 0.2467240 Long DBT CORP US N 2 2023-04-25 None 0 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GEJ4 2000000.000000 PA USD 1842799.380000 0.4562579 Long DBT CORP US N 2 2025-07-02 Fixed 0.95 N N N N N N MF1 2021-FL7 LTD N/A 55284AAA6 1750000.000000 PA USD 1696187.500000 0.4199584 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.84143 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 ACI13W744 1100000.000000 PA 735717.510000 0.1821560 Long DBT CORP JP N 2 2023-07-19 Floating 4.705 N N N N N N MMAF EQUIPMENT FINANCE LLC 2022-B N/A 606940AB0 750000.000000 PA USD 750400.950000 0.1857915 Long ABS-O CORP US N 2 2025-09-09 Fixed 5.57 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 60920WRE2 750000.000000 PA USD 748507.250000 0.1853226 Long DBT CORP US N 2 2023-04-14 None 0 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEX9 1600000.000000 PA USD 1631625.980000 0.4039736 Long DBT CORP US N 2 2026-10-16 Floating 6.138 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-WMC2 N/A 61749KAB9 8364.980000 PA USD 3253.860000 0.0008056 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.94529 N N N N N N MORGAN STANLEY CAPITAL I INC 2021-230P N/A 61772WAA5 1100000.000000 PA USD 1065844.780000 0.2638921 Long ABS-MBS CORP US N 2 2038-12-15 Floating 5.85363 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-SUN N/A 61691MAA5 2800000.000000 PA USD 2748325.440000 0.6804567 Long ABS-MBS CORP US N 2 2035-07-15 Floating 5.584 N N N N N N MOSAIC SOLAR LOAN TRUST 2022-1A N/A 61946QAA9 1937721.630000 PA USD 1697033.540000 0.4201678 Long ABS-O CORP US N 2 2053-01-20 Fixed 2.64 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAC1 400000.000000 PA USD 396718.760000 0.0982234 Long DBT CORP GB N 2 2024-08-01 Floating 4.363 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BN0 2300000.000000 PA USD 2288097.360000 0.5665091 Long DBT CORP GB N 2 2024-05-22 Floating 2.359 N N N N N N NEW YORK CITY HOUSING DEVELOPMENT CORP 549300SQWVHKBRF8D702 64972ETY5 225000.000000 PA USD 207193.640000 0.0512990 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 580165.630000 0.1436430 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 93593.320000 0.0231727 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 227219.500000 0.0562572 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 220693.280000 0.0546414 Long DBT MUN US N 2 2026-11-01 Fixed 1.123 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339NRH9 750000.000000 PA USD 748107.330000 0.1852236 Long DBT CORP US N 2 2023-04-17 None 0 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339NS96 1250000.000000 PA USD 1242565.630000 0.3076463 Long DBT CORP US N 2 2023-05-09 None 0 N N N N N N NISSAN AUTO LEASE TRUST 2023-A N/A 65480VAC7 1000000.000000 PA USD 999792.000000 0.2475381 Long ABS-O CORP US N 2 2025-03-17 Floating 5.18804 N N N N N N NORINCHUKIN BANK LTD 5493007VSMFZCPV1NB83 656029AL9 600000.000000 PA USD 615156.370000 0.1523063 Long DBT CORP JP N 2 2028-03-09 Fixed 5.43 N N N N N N NORINCHUKIN BANK LTD 5493007VSMFZCPV1NB83 656029AG0 2200000.000000 PA USD 1947965.290000 0.4822959 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 112855.010000 PA USD 109697.010000 0.0271598 Long ABS-MBS CORP US N 2 2036-05-25 Floating 5.16529 N N N N N N ONE NEW YORK PLAZA TRUST 2020-1NYP N/A 68249DAA7 2200000.000000 PA USD 2111338.900000 0.5227455 Long ABS-MBS CORP US N 2 2036-01-15 Floating 5.634 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 682691AB6 1600000.000000 PA USD 1344642.610000 0.3329195 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 24457.200000 PA USD 22180.680000 0.0054917 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.40529 N N N N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 6944PL2E8 1900000.000000 PA USD 1705409.660000 0.4222417 Long DBT CORP US N 2 2026-04-14 Fixed 1.375 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BL8 1400000.000000 PA USD 1383721.950000 0.3425951 Long DBT CORP US N 2 2027-01-26 Floating 4.758 N N N N N N PRIME MORTGAGE TRUST 2004-CL1 N/A 74160MDL3 952.950000 PA USD 929.520000 0.0002301 Long ABS-MBS CORP US N 2 2034-02-25 Floating 5.24529 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767HR69 500000.000000 PA USD 499544.340000 0.1236820 Long DBT CORP US N 2 2023-04-06 None 0 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767HRJ1 1000000.000000 PA USD 997234.500000 0.2469049 Long DBT CORP US N 2 2023-04-18 None 0 N N N N N N RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES N/A Y7280PAA1 1200000.000000 PA USD 1009880.750000 0.2500360 Long DBT CORP IN N 2 2028-07-14 Fixed 4.5 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 76076GRJ4 1000000.000000 PA USD 997409.000000 0.2469481 Long DBT CORP US N 2 2023-04-18 None 0 N N N N N N RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32A N/A ACI1PKR28 746280.220000 PA 920611.400000 0.2279338 Long ABS-MBS CORP GB N 2 2070-06-20 Floating 5.32279 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-7 N/A 80287FAB8 1250000.000000 PA USD 1250624.750000 0.3096417 Long ABS-O CORP US N 2 2026-01-15 Fixed 5.81 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAS4 1200000.000000 PA USD 1216572.410000 0.3012107 Long DBT CORP GB N 2 2026-11-21 Floating 6.833 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 N/A 81377JAB9 41204.760000 PA USD 9488.850000 0.0023493 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.96529 Y N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 81686NRQ5 1200000.000000 PA USD 1195793.600000 0.2960660 Long DBT CORP US N 2 2023-04-24 None 0 N N N N N N SERVICE EXPERTS ISSUER 2021-1A LLC N/A 81758VAA3 1049608.770000 PA USD 965027.940000 0.2389309 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 1976364.940000 0.4893274 Long ABS-MBS CORP US N 2 2038-05-15 Floating 5.834 N N N N N N SHRIRAM FINANCE LIMITED 335800TM2YO24B76XL26 825547AD4 1700000.000000 PA USD 1644325.000000 0.4071177 Long DBT CORP IN N 2 2024-03-13 Fixed 4.4 N N N N N N SLM STUDENT LOAN TRUST 2005-7 N/A 78442GQJ8 70223.370000 PA USD 69916.880000 0.0173107 Long ABS-O CORP US N 2 2029-10-25 Floating 4.96771 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368TAV0 1100000.000000 PA USD 1031589.010000 0.2554107 Long DBT CORP FR N 2 2025-01-22 Fixed 2.625 N N N N N N SOUTH KOREA GOVT 549300O0QCVSQGPGDT58 50064FAR5 1200000.000000 PA USD 1166206.990000 0.2887407 Long DBT NUSS KR N 2 2024-06-19 Fixed 2 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 8424C1RA8 500000.000000 PA USD 499274.170000 0.1236151 Long DBT CORP US N 2 2023-04-10 None 0 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 8424C1RQ3 1250000.000000 PA USD 1245540.000000 0.3083827 Long DBT CORP US N 2 2023-04-24 None 0 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AW0 1000000.000000 PA USD 901818.870000 0.2232810 Long DBT CORP US N 2 2026-01-15 Fixed 0.9 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CB4 2150000.000000 PA USD 2059742.700000 0.5099708 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 1770500.440000 0.4383575 Long ABS-MBS CORP US N 2 2036-11-15 Floating 5.542 N N N N N N STRUCTURED ADJ RATE MTG LN 2004-19 N/A 863579JG4 26574.650000 PA USD 21781.910000 0.0053930 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.53795 Y N N N N N STRUCTURED ADJUSTABLE RATE MTG LN 2004-1 N/A 86359BGG0 13944.570000 PA USD 12906.420000 0.0031955 Long ABS-MBS CORP US N 2 2034-02-25 Floating 5.19322 N N N N N N STRUCTURED ASSET INVEST LN TR 2003-BC11 N/A 86358EEM4 905.180000 PA USD 882.110000 0.0002184 Long ABS-MBS CORP US N 2 2033-10-25 Floating 5.82029 N N N N N N STRUCTURED ASSET INVESTMENT LN TR 2004-2 N/A 86358EGW0 56429.700000 PA USD 53019.220000 0.0131270 Long ABS-MBS CORP US N 2 2034-03-25 Floating 5.55029 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPE3 5970.770000 PA USD 5636.690000 0.0013956 Long ABS-MBS CORP US N 2 2035-07-19 Floating 5.26143 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR8 N/A 86359LRW1 8212.660000 PA USD 6705.600000 0.0016602 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.40529 Y N N N N N STRUCTURED ASSET MTG INV INC 2007-AR2 N/A 86363DAH4 40866.100000 PA USD 13256.080000 0.0032821 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.10529 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665KSN8 250000.000000 PA USD 248045.310000 0.0614134 Long DBT CORP US N 2 2023-05-22 None 0 N N N N N N STWD 2021-HTS MORTGAGE TRUST 2021-HTS N/A 78486DAA8 2300000.000000 PA USD 2237316.260000 0.5539362 Long ABS-MBS CORP US N 2 2034-04-15 Floating 5.734 N N N N N N SUMIT 2022-BVUE MORTGAGE TRUST N/A 865592AA7 1800000.000000 PA USD 1495297.260000 0.3702200 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 239586.000000 0.0593190 Long ABS-MBS CORP US N 2 2041-02-12 Fixed 2.85 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCT5 1200000.000000 PA USD 1212250.920000 0.3001407 Long DBT CORP JP N 2 2026-01-13 Fixed 5.464 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VBH1 400000.000000 PA USD 412001.590000 0.1020073 Long DBT CORP JP N 2 2028-03-09 Fixed 5.5 N N N N N N SUNNOVA HELIOS VIII ISSUER 2022-A N/A 86745AAA4 2279076.640000 PA USD 1975192.080000 0.4890370 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 2910675.540000 PA USD 2336314.260000 0.5784471 Long ABS-O CORP US N 2 2057-01-30 Fixed 2.27 N N N N N N TESCO CORPORATE TREASURY SERVICES PLC 21380018AJDKNF3A6712 ACI08QWQ7 1300000.000000 PA 1392381.820000 0.3447392 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 1263660.190000 0.3128691 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.95529 N N N N N N TOWD POINT MORTGAGE FUNDING 19-A13A N/A ACI1G4F01 1489848.000000 PA 1821303.880000 0.4509359 Long ABS-MBS CORP GB N 2 2045-07-20 Floating 5.21111 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC N/A ACI19VH23 378617.280000 PA 467405.300000 0.1157247 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 5.00541 N N N N N N TRICOLOR AUTO SECURITIZATION TRUST 2022-1A N/A 89616BAA2 682042.700000 PA USD 675919.530000 0.1673506 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.3 N N N N N N TRICOLOR AUTO SECURITIZATION TRUST 2023-1A N/A 89616KAA2 1940251.990000 PA USD 1939989.090000 0.4803211 Long ABS-O CORP US N 2 2026-08-17 Fixed 6.48 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 90247NRC9 1250000.000000 PA USD 1247860.840000 0.3089573 Long DBT CORP US N 2 2023-04-12 None 0 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AU2 1300000.000000 PA USD 1289439.410000 0.3192518 Long DBT CORP CH N 2 2027-01-12 Floating 5.711 N N N N N N UMBS PASS THRU POOLS N/A 01F022642 -1700000.000000 PA USD -1465386.720000 -0.3628145 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 01F030652 -14200000.000000 PA USD -12755507.840000 -3.1581308 Short ABS-MBS USGSE US N 2 2052-02-25 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F040651 21000000.000000 PA USD 20096095.740000 4.9755839 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 25400000.000000 PA USD 24894751.330000 6.1636810 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 01F050650 4290000.000000 PA USD 4278437.080000 1.0592964 Long ABS-MBS USGSE US N 2 2053-05-11 Fixed 5 N N N N N N UMBS PASS THRU POOLS N/A 01F052656 2700000.000000 PA USD 2726630.830000 0.6750854 Long ABS-MBS USGSE US N 2 2053-05-11 Fixed 5.5 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 1200000.000000 PA USD 1211133.170000 0.2998640 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796CV9 327000.000000 PA USD 326098.000000 0.0807385 Long DBT UST US N 2 2023-04-25 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796YN3 280000.000000 PA USD 279892.370000 0.0692984 Long DBT UST US N 2 2023-04-06 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CGG0 14600000.000000 PA USD 14597718.750000 3.6142431 Long DBT UST US N 2 2025-01-31 Fixed 4.125 N N N N N N VASA TRUST 2021-VASA N/A 92230AAA4 2900000.000000 PA USD 2698595.000000 0.6681440 Long ABS-MBS CORP US N 2 2039-07-15 Floating 5.584 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 93142XRA1 500000.000000 PA USD 499266.110000 0.1236131 Long DBT CORP US N 2 2023-04-10 None 0 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 93142XRQ6 500000.000000 PA USD 498207.340000 0.1233509 Long DBT CORP US N 2 2023-04-24 None 0 N N N N N N WASHINGTON MUTUAL 2002-AR6 N/A 929227QB5 3457.690000 PA USD 3084.020000 0.0007636 Long ABS-MBS CORP US N 2 2042-06-25 Floating 4.53795 N N N N N N WASHINGTON MUTUAL 2004-AR13 N/A 92922FB72 22361.100000 PA USD 20023.370000 0.0049576 Long ABS-MBS CORP US N 2 2034-11-25 Floating 5.58529 N N N N N N WASHINGTON MUTUAL 2005-AR13 N/A 92922F4M7 35766.810000 PA USD 32821.400000 0.0081262 Long ABS-MBS CORP US N 2 2045-10-25 Floating 5.42529 N N N N N N WASHINGTON MUTUAL 2005-AR19 N/A 92925CBA9 6190.670000 PA USD 5684.580000 0.0014074 Long ABS-MBS CORP US N 2 2045-12-25 Floating 5.38529 N N N N N N WEIR GROUP PLC 549300KDR56WHY9I3D10 94876QAA4 2500000.000000 PA USD 2253876.550000 0.5580363 Long DBT CORP GB N 2 2026-05-13 Fixed 2.2 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4 N/A 03880RAA7 1500000.000000 PA USD 1468958.550000 0.3636988 Long ABS-CBDO CORP KY N 2 2036-11-15 Floating 6.03443 N N N N N N WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) ZTMSNXROF84AHWJNKQ93 ACI1VGLL4 26000000.000000 PA 1360381.920000 0.3368164 Long DBT CORP N/A N 2 2026-02-05 Fixed 5.31 N N N N N N N/A N/A 000000000 553000.000000 PA USD 553000.000000 0.1369170 Long RA US N 2 Repurchase N 2.2000000 2023-04-03 457000.000000 USD 564157.820000 USD UST N N N N/A N/A 000000000 79200000.000000 PA USD 79200000.000000 19.6090947 Long RA US N 2 Repurchase N 4.8900000 2023-04-03 87167970.000000 USD 81281700.910000 USD UST N N N N/A N/A 000000000 13000000.000000 PA USD 13000000.000000 3.2186645 Long RA US N 2 Repurchase N 4.9300000 2023-04-03 14506000.000000 USD 13278656.330000 USD UST N N N N/A N/A 000000000 100000.000000 PA USD 100000.000000 0.0247590 Long RA US N 2 Repurchase N 4.9600000 2023-04-03 104000.000000 USD 101095.310000 USD UST N N N N/A N/A 000000000 1.000000 NC 109.370000 0.0000271 N/A DFE CN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 44000.000000 CNY 6516.280000 USD 2023-04-14 109.370000 N N N N/A N/A 000000000 1.000000 NC -40473.300000 -0.0100208 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 670000000.000000 JPY 5046776.840000 USD 2023-05-30 -40473.300000 N N N N/A N/A 000000000 1.000000 NC 206.800000 0.0000512 N/A DFE ID N 2 BNP Paribas S.A. N/A 12626.420000 USD 192090778.000000 IDR 2023-06-23 206.800000 N N N N/A N/A 000000000 1.000000 NC 31.030000 0.0000077 N/A DFE IL N 2 BNP Paribas S.A. N/A 5253.590000 USD 19000.000000 ILS 2023-04-14 31.030000 N N N N/A N/A 000000000 1.000000 NC -727.600000 -0.0001801 N/A DFE AU N 2 BNP Paribas S.A. N/A 1180811.000000 AUD 789374.870000 USD 2023-05-02 -727.600000 N N N N/A N/A 000000000 1.000000 NC -114127.060000 -0.0282567 N/A DFE N/A N 2 BNP Paribas S.A. N/A 8334000.000000 EUR 8945464.750000 USD 2023-05-16 -114127.060000 N N N N/A N/A 000000000 1.000000 NC -345.710000 -0.0000856 N/A DFE ID N 2 BNP Paribas S.A. N/A 3174047056.000000 IDR 211733.000000 USD 2023-06-21 -345.710000 N N N N/A N/A 000000000 1.000000 NC -8615.060000 -0.0021330 N/A DFE ZA N 2 BNP Paribas S.A. N/A 10177949.610000 ZAR 562367.370000 USD 2023-04-17 -8615.060000 N N N N/A N/A 000000000 1.000000 NC 7387.880000 0.0018292 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 729912.570000 USD 1103000.000000 AUD 2023-04-04 7387.880000 N N N N/A N/A 000000000 1.000000 NC 4966.790000 0.0012297 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2106605.780000 USD 10702400.000000 BRL 2023-04-04 4966.790000 N N N N/A N/A 000000000 1.000000 NC 5221.150000 0.0012927 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 436126.860000 USD 406000.000000 EUR 2023-05-16 5221.150000 N N N N/A N/A 000000000 1.000000 NC -3570.650000 -0.0008841 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2934510.940000 USD 386800000.000000 JPY 2023-05-16 -3570.650000 N N N N/A N/A 000000000 1.000000 NC -48200.770000 -0.0119340 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10702400.000000 BRL 2063371.800000 USD 2023-04-04 -48200.770000 N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273MR39 1250000.000000 PA USD 1249433.750000 0.3093468 Long DBT CORP US N 2 2023-04-03 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -215.400000 -0.0000533 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1641726283.000000 IDR 109479.000000 USD 2023-06-21 -215.400000 N N N N/A N/A 000000000 1.000000 NC 213498.110000 0.0528599 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7542240.000000 ILS 2310876.890000 USD 2023-04-05 213498.110000 N N N N/A N/A 000000000 1.000000 NC -3799.810000 -0.0009408 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2345924.150000 ZAR 127482.000000 USD 2023-05-15 -3799.810000 N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 ACI22XG58 32000000.000000 PA 1750138.140000 0.4333160 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 1932208.070000 0.4783946 Long DBT CORP N/A N 2 2026-02-05 Fixed 6 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 ACI1W7BZ3 41000000.000000 PA 2116715.330000 0.5240767 Long DBT CORP N/A N 2 2024-03-12 Fixed 4.7 N N N N N N N/A N/A 000000000 1.000000 NC 105209.370000 0.0260487 N/A DFE BR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 2023329.240000 USD 10788391.510000 BRL 2023-04-04 105209.370000 N N N N/A N/A 000000000 1.000000 NC 3976.640000 0.0009846 N/A DFE MX N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 102111.960000 USD 1927000.000000 MXN 2023-05-15 3976.640000 N N N N/A N/A 000000000 1.000000 NC 4535.920000 0.0011230 N/A DFE AU N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 842809.000000 AUD 567911.670000 USD 2023-04-04 4535.920000 N N N N/A N/A 000000000 1.000000 NC -5006.700000 -0.0012396 N/A DFE BR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 10788391.510000 BRL 2123531.910000 USD 2023-04-04 -5006.700000 N N N N/A N/A 000000000 1.000000 NC -103200.450000 -0.0255514 N/A DFE BR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 10963004.820000 BRL 2023329.240000 USD 2023-07-05 -103200.450000 N N N N/A N/A 000000000 1.000000 NC -35584.200000 -0.0088103 N/A DFE ZA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 14989373.610000 ZAR 803246.000000 USD 2023-05-15 -35584.200000 N N N N/A N/A 000000000 1.000000 NC -2728.360000 -0.0006755 N/A DFE ZA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1189529.730000 ZAR 63817.000000 USD 2023-05-19 -2728.360000 N N N N/A N/A 000000000 10.000000 NC USD -25948.100000 -0.0064245 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long N/A EUOD 2023-12-18 2386562.500000 USD -25948.100000 N N N N/A N/A 000000000 -105.000000 NC USD -351303.490000 -0.0869791 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 -195356.130000 N N N N/A N/A 000000000 -31.000000 NC -136191.240000 -0.0337195 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2023-06-08 -4566872.430000 EUR -136191.240000 N N N N/A N/A 000000000 1.000000 NC -5645.570000 -0.0013978 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3401816.310000 ZAR 184725.710000 USD 2023-05-15 -5645.570000 N N N N/A N/A 000000000 1.000000 NC 6482.700000 0.0016050 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 403072.270000 USD 332000.000000 GBP 2023-04-04 6482.700000 N N N N/A N/A 000000000 1.000000 NC 19015.530000 0.0047080 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 6136471.290000 CNY 914390.000000 USD 2023-05-10 19015.530000 N N N N/A N/A 000000000 1.000000 NC -21185.860000 -0.0052454 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 17786969974.000000 IDR 1167277.200000 USD 2023-06-21 -21185.860000 N N N N/A N/A 000000000 1.000000 NC -3725.140000 -0.0009223 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3534964560.000000 IDR 232380.000000 USD 2023-06-27 -3725.140000 N N N N/A N/A 000000000 1.000000 NC -8117.470000 -0.0020098 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 7079738658.000000 IDR 464748.000000 USD 2023-06-27 -8117.470000 N N N N/A N/A 000000000 1.000000 NC -1953.820000 -0.0004837 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 29900000.000000 JPY 224610.590000 USD 2023-05-16 -1953.820000 N N N N/A N/A 000000000 -3.000000 NC -61503.030000 -0.0152275 N/A DIR JP N 1 OSAKA SECURITIES EXCHANGE N/A Short N/A JAPAN GOVT 2023-06-13 -3346714.370000 JPY -61503.030000 N N N N/A N/A 000000000 1.000000 NC -5405.400000 -0.0013383 N/A DFE ZA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2438502.900000 ZAR 131010.740000 USD 2023-05-19 -5405.400000 N N N N/A N/A 000000000 1.000000 NC 1991.290000 0.0004930 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 516158.000000 AUD 347017.150000 USD 2023-04-04 1991.290000 N N N N/A N/A 000000000 1.000000 NC -8740.080000 -0.0021640 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 9307065847.000000 IDR 612891.630000 USD 2023-06-27 -8740.080000 N N N N/A N/A 000000000 1.000000 NC -3803.510000 -0.0009417 N/A DFE NZ N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 278000.000000 NZD 170037.870000 USD 2023-05-16 -3803.510000 N N N N/A N/A 000000000 1.000000 NC 7957.350000 0.0019702 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2238464.280000 USD 3036000.000000 CAD 2023-04-04 7957.350000 N N N N/A N/A 000000000 1.000000 NC 5489.530000 0.0013592 N/A DFE GB N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 5206467.500000 USD 4225000.000000 GBP 2023-04-04 5489.530000 N N N N/A N/A 000000000 1.000000 NC 353.350000 0.0000875 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 12139.000000 USD 228540.950000 MXN 2023-06-21 353.350000 N N N N/A N/A 000000000 1.000000 NC -5558.870000 -0.0013763 N/A DFE GB N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 4225000.000000 GBP 5209437.680000 USD 2023-05-02 -5558.870000 N N N AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION) 549300OX0Q38NLSKPB49 05351WAA1 2200000.000000 PA USD 2133690.900000 0.5282796 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 -88283.090000 -0.0218580 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 39642096.600000 MXN 2094163.520000 USD 2023-05-15 -88283.090000 N N N N/A N/A 000000000 1.000000 NC -20778.680000 -0.0051446 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 16212873437.000000 IDR 1062372.940000 USD 2023-06-23 -20778.680000 N N N N/A N/A 000000000 1.000000 NC -9281.110000 -0.0022979 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 7073669688.000000 IDR 463179.000000 USD 2023-06-27 -9281.110000 N N N N/A N/A 000000000 1.000000 NC 1980.830000 0.0004904 N/A DFE NZ N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 215136.000000 NZD 136511.540000 USD 2023-05-16 1980.830000 N N N N/A N/A 000000000 -3800000.000000 NC USD -8027.120000 -0.0019874 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 19522.880000 N N N N/A N/A 000000000 -3800000.000000 NC USD -38529.720000 -0.0095396 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 -10979.720000 N N N 2023-05-12 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer