NPORT-P false 0000810893 XXXXXXXX S000032698 C000100916 C000100920 C000100919 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO RAE PLUS International Fund S000032698 FRE2ROMRMC2BDS43QJ31 2023-03-31 2023-03-31 N 195142262.410000 29398691.150000 165743571.260000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 USD DKK JPY EUR N MSCI EAFE Value Total Return Index M1EA000V N/A N/A 000000000 1.000000 NC USD 31836.920000 0.0192085 N/A DIR US N 2 London Clearing house N/A US CPI Urban Consumers NSA N/A N/A Y 2051-12-07 43000.000000 USD 0.000000 USD 1000000.000000 USD -11163.080000 N N N N/A N/A 000000000 1.000000 NC 0.000000 0.0000000 N/A DIR CN N 2 London Clearing house N/A CHINA FIXING REPO RATES 7 DAY N/A N/A Y 2026-03-17 0.000000 CNY -29057.180000 CNY 0.000000 CNY 29057.180000 N N N N/A N/A 000000000 1.000000 NC -6523.660000 -0.0039360 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2053-09-20 35235.580000 EUR 0.000000 EUR 1300000.000000 EUR -41759.240000 N N N N/A N/A 000000000 1.000000 NC 13137.190000 0.0079262 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2033-09-20 0.000000 EUR -29117.300000 EUR 2900000.000000 EUR 42254.490000 N N N BANC OF AMERICA FUNDING CORP 2006-6 N/A 05950RBJ7 26801.560000 PA USD 24171.140000 0.0145835 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-H N/A 05950PAK9 829367.850000 PA USD 703907.220000 0.4246965 Long ABS-MBS CORP US N 2 2046-09-20 Floating 3.6869 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-D N/A 05952GAT8 34642.220000 PA USD 28638.210000 0.0172786 Long ABS-MBS CORP US N 2 2037-06-20 Floating 3.79326 Y N N N N N N/A N/A 000000000 1.000000 NC USD 1674525.790000 1.0103112 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-06-15 1552991.990000 USD 0.000000 USD 13100000.000000 USD 121533.800000 N N N N/A N/A 000000000 1.000000 NC USD -545148.990000 -0.3289111 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2024-06-15 0.000000 USD -468943.890000 USD 11800000.000000 USD -76205.100000 N N N N/A N/A 000000000 1.000000 NC USD 808533.610000 0.4878220 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2052-06-15 744696.700000 USD 0.000000 USD 3300000.000000 USD 63836.910000 N N N N/A N/A 000000000 1.000000 NC USD -332641.950000 -0.2006967 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-06-15 0.000000 USD -317881.150000 USD 4200000.000000 USD -14760.800000 N N N N/A N/A 000000000 1.000000 NC USD -5038.560000 -0.0030400 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2033-06-21 0.000000 USD -2238.830000 USD 400000.000000 USD -2799.730000 N N N N/A N/A 000000000 1.000000 NC USD 6465.060000 0.0039006 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-06-21 3091.020000 USD 0.000000 USD 600000.000000 USD 3374.040000 N N N N/A N/A 000000000 1.000000 NC USD 138.560000 0.0000836 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-06-21 0.000000 USD -158.510000 USD 200000.000000 USD 297.070000 N N N N/A N/A 000000000 1.000000 NC USD -1601.190000 -0.0009661 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2025-06-21 0.000000 USD -649.400000 USD 900000.000000 USD -951.790000 N N N N/A N/A 000000000 1.000000 NC 28.120000 0.0000170 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 34304.000000 USD 31412.170000 CHF 2023-04-04 28.120000 N N N N/A N/A 000000000 1.000000 NC -28.510000 -0.0000172 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 31318.010000 CHF 34304.000000 USD 2023-05-02 -28.510000 N N N N/A N/A 000000000 1.000000 NC 135214.160000 0.0815803 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 440000000.000000 JPY 3458635.510000 USD 2023-04-24 135214.160000 N N N N/A N/A 000000000 43.000000 NC USD 14735.050000 0.0088903 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-06-21 4947351.580000 USD 14735.050000 N N N N/A N/A 000000000 16.000000 NC USD -24044.670000 -0.0145072 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-06-30 3305687.490000 USD -24044.670000 N N N N/A N/A 000000000 -29.000000 NC USD -7578.050000 -0.0045722 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-30 -3179691.400000 USD -7578.050000 N N N N/A N/A 000000000 6.000000 NC USD 39772.460000 0.0239964 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-06-21 850031.250000 USD 39772.460000 N N N BANK OF AMERICA MTGE SEC 2003-D N/A 05948XBS9 14273.070000 PA USD 13002.940000 0.0078452 Long ABS-MBS CORP US N 2 2033-05-25 Floating 4.0292 N N N N N N BANK OF AMERICA MTGE SECURITIES 2004-A N/A 05948XT27 12684.450000 PA USD 12156.340000 0.0073344 Long ABS-MBS CORP US N 2 2034-02-25 Fixed 4.17626 N N N N N N BANK OF AMERICA MTGE SECURITIES 2004-E N/A 05949AHA1 17372.440000 PA USD 16341.660000 0.0098596 Long ABS-MBS CORP US N 2 2034-06-25 Floating 3.58802 N N N N N N BANK OF AMERICA MTGE SECURITIES 2004-L N/A 05949AZE3 10925.440000 PA USD 10267.170000 0.0061946 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.12655 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05531NSW7 500000.000000 PA USD 495462.500000 0.2989332 Long DBT CORP US N 2 2023-05-30 None 0 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2006-1 N/A 07387AGZ2 6618.950000 PA USD 6230.270000 0.0037590 Long ABS-MBS CORP US N 2 2036-02-25 Floating 6.8 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 N/A 07387AGE9 164590.430000 PA USD 143793.620000 0.0867567 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.59414 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6 N/A 07387YAE3 872556.430000 PA USD 720551.600000 0.4347388 Long ABS-MBS CORP US N 2 2037-08-25 Floating 5.89529 N N N N N N BHG SECURITIZATION TRUST 2022-C N/A 08860DAA1 477074.320000 PA USD 473197.140000 0.2854995 Long ABS-O CORP US N 2 2035-10-17 Fixed 5.32 N N N N N N BHG SECURITIZATION TRUST 2022-C N/A 08860DAB9 900000.000000 PA USD 900156.600000 0.5431020 Long ABS-O CORP US N 2 2035-10-17 Fixed 5.93 N N N N N N CAPITAL FOUR US CLO 2022-1A N/A 14016CAA4 500000.000000 PA USD 499752.250000 0.3015213 Long ABS-CBDO CORP JE N 2 2030-10-20 Floating 5.81352 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2 N/A 14043GAC8 544237.160000 PA USD 544075.680000 0.3282635 Long ABS-O CORP US N 2 2025-09-15 Floating 5.20804 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 N/A 14043KAB1 759947.290000 PA USD 759778.730000 0.4584062 Long ABS-O CORP US N 2 2024-03-15 Fixed 4.9 N N N N N N CARMAX AUTO OWNER TRUST 2022-4 N/A 14318UAC5 600000.000000 PA USD 600942.600000 0.3625737 Long ABS-O CORP US N 2 2025-12-15 Floating 5.45804 N N N N N N CARNOW AUTO RECEIVABLES TRUST 2022-1A N/A 14367LAA9 7740.750000 PA USD 7732.060000 0.0046651 Long ABS-O CORP US N 2 2024-07-15 Fixed 3.44 N N N N N N CARNOW AUTO RECEIVABLES TRUST 2023-1A N/A 14367RAA6 402341.600000 PA USD 402815.400000 0.2430353 Long ABS-O CORP US N 2 2024-12-16 Fixed 6.62 N N N N N N CBAM 2018-5 LTD 5A N/A 12481QAC9 700000.000000 PA USD 689850.000000 0.4162152 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 5.81243 N N N N N N CBAM 2018-5 LTD 8A N/A 12478CAA9 363903.220000 PA USD 361684.380000 0.2182193 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 5.92771 N N N N N N CHASE FUNDING MTGE LN ASSET BK 2002-3 N/A 161546DB9 39256.720000 PA USD 36877.880000 0.0222500 Long ABS-MBS CORP US N 2 2032-08-25 Floating 5.48529 N N N N N N CHASE MORGAGE FINANCE CORP 2005-A2 N/A 16162WPX1 19297.430000 PA USD 16632.610000 0.0100351 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.99328 Y N N N N N CHASE MORTGAGE FINANCE CORP 2006-A1 N/A 16163CAN2 226209.560000 PA USD 185144.990000 0.1117057 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.70515 Y N N N N N CHASEFLEX TRUST 2007-3 N/A 16165AAD6 1575741.080000 PA USD 1297721.420000 0.7829694 Long ABS-MBS CORP US N 2 2037-07-25 Floating 5.14529 N N N N N N CHEVY CHASE MORTGAGE FUND CORP 2005-2A N/A 16678RDL8 323790.900000 PA USD 272424.320000 0.1643649 Long ABS-MBS CORP US N 2 2036-05-25 Floating 5.07529 N N N N N N CIFC FUNDING 2018-III LTD 2018-3A N/A 12551YAA1 500000.000000 PA USD 493207.350000 0.2975725 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 5.89471 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST 2018-A4 N/A 17305EGN9 800000.000000 PA USD 800116.320000 0.4827435 Long ABS-MBS CORP US N 2 2025-06-09 Floating 5.04914 N N N N N N CITIGROUP MORTGAGE LOAN TR 2006-WF2 N/A 17309BAL1 147463.670000 PA USD 77960.110000 0.0470366 Long ABS-MBS CORP US N 2 2036-05-25 Variable 7.25 Y N N N N N CITIGROUP MORTGAGE LOAN TRUST 2022-A N/A 17330VAA4 765212.980000 PA USD 761559.090000 0.4594803 Long ABS-MBS CORP US N 2 2062-09-25 Fixed 6.17 N N N N N N CITIGROUP MTGE LOAN TR INC 2006-AR1 N/A 17307G2Z0 35809.100000 PA USD 33963.450000 0.0204916 Long ABS-MBS CORP US N 2 2035-10-25 Floating 7.11 Y N N N N N CITIGROUP MTGE LOAN TR INC 2006-FX1 N/A 17309YAC1 342757.380000 PA USD 220876.970000 0.1332643 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.14529 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-10 N/A 17313QAL2 23472.370000 PA USD 20090.200000 0.0121213 Long ABS-MBS CORP US N 2 2037-09-25 Floating 3.8899 Y N N N N N CITIGROUP MTGE LOAN TR INC 2007-AHL2 N/A 17312TAA1 1131250.500000 PA USD 746147.600000 0.4501819 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.03529 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW79 31995.740000 PA USD 29244.970000 0.0176447 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.41 N N N N N N CITIMORTGAGE ALTERNATIVE LN TR 2007-A6 N/A 18976GAG1 188871.700000 PA USD 164028.290000 0.0989651 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 Y N N N N N CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4 N/A 12566VAJ1 280026.310000 PA USD 234959.460000 0.1417608 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.44529 N N N N N N CLNC 2019-FL1 LTD N/A 12565DAA1 175468.530000 PA USD 172431.300000 0.1040350 Long ABS-CBDO CORP KY N 2 2035-08-20 Floating 6.0556 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-11CB N/A 12667GJJ3 377981.500000 PA USD 311281.260000 0.1878089 Long ABS-MBS CORP US N 2 2025-06-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-31 N/A 12667GZB2 750843.670000 PA USD 657613.890000 0.3967659 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.44529 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1 N/A 12668AFH3 131300.490000 PA USD 83029.340000 0.0500951 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-51 N/A 12668ACP8 114776.250000 PA USD 104095.210000 0.0628050 Long ABS-MBS CORP US N 2 2035-11-20 Floating 5.37771 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-61 N/A 12668AVL6 18783.680000 PA USD 15849.350000 0.0095626 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.36529 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-65CB N/A 12668AZ65 466187.380000 PA USD 347088.300000 0.2094128 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-76 N/A 12668BDC4 228888.140000 PA USD 205332.870000 0.1238859 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.61795 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1 N/A 12668BZM8 74173.470000 PA USD 38339.330000 0.0231317 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB N/A 02147QAC6 146676.970000 PA USD 90908.260000 0.0548487 Long ABS-MBS CORP US N 2 2036-08-25 Floating 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12 N/A 23243AAD8 50060.450000 PA USD 41855.290000 0.0252530 Long ABS-MBS CORP US N 2 2046-09-20 Floating 4.97143 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-24 N/A 02151GAK3 158471.620000 PA USD 60943.800000 0.0367699 Long ABS-MBS CORP US N 2 2037-10-25 Fixed 7 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB N/A 02149HAJ9 287104.620000 PA USD 166111.300000 0.1002219 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.75 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2005-27 N/A 12667GL84 61154.870000 PA USD 55730.400000 0.0336245 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.53795 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB N/A 02146TAG2 1023177.540000 PA USD 613158.170000 0.3699439 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.25 N N N N N N COUNTRYWIDE ASSET BACKED CERT 2007-QH1 N/A 12669HAA7 365992.220000 PA USD 332442.410000 0.2005764 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.24529 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-12 N/A 126697AA9 449103.320000 PA USD 426165.640000 0.2571235 Long ABS-MBS CORP US N 2 2047-08-25 Floating 5.58529 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-6 N/A 12669LAD2 448255.420000 PA USD 460773.540000 0.2780039 Long ABS-MBS CORP US N 2 2037-09-25 Floating 5.06529 Y N N N N N COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2006-19 N/A 12543XAG1 343515.870000 PA USD 181032.000000 0.1092241 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6 Y N N N N N COUNTRYWIDE HOME LOANS 2004-15 N/A 12669FL50 32790.800000 PA USD 29885.530000 0.0180312 Long ABS-MBS CORP US N 2 2034-10-20 Floating 3.95496 N N N N N N COUNTRYWIDE HOME LOANS 2004-29 N/A 12669GJB8 10312.170000 PA USD 8532.320000 0.0051479 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.50529 N N N N N N COUNTRYWIDE HOME LOANS 2005-9 N/A 12669GYY1 139441.440000 PA USD 107232.800000 0.0646980 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.44529 N N N N N N COUNTRYWIDE HOME LOANS 2005-R2 N/A 12669GN64 88396.050000 PA USD 80563.230000 0.0486072 Long ABS-MBS CORP US N 2 2035-06-25 Floating 5.18529 Y N N N N N COUNTRYWIDE HOME LOANS 2006-20 N/A 12544AAW5 365356.900000 PA USD 193877.590000 0.1169744 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N COUNTRYWIDE HOME LOANS 2007-5 N/A 12544VCN7 13569.190000 PA USD 7257.680000 0.0043789 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 5.75 Y N N N N N CQS US CLO 2022-2A LTD N/A 12664BAE7 500000.000000 PA USD 496948.850000 0.2998299 Long ABS-CBDO CORP JE N 2 2031-07-20 Floating 8.03904 N N N N N N CREDIT SUISSE AG/ LONDON BRANCH ANGGYXNX0JLX3X63JN86 ACI2018R1 400000.000000 PA 429983.390000 0.2594269 Long DBT CORP CH N 2 2023-09-01 Floating 3.716 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 22550L2L4 400000.000000 PA USD 407104.000000 0.2456228 Long DBT CORP CH N 2 2025-01-09 Fixed 7.95 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-NET N/A 126438AE0 900000.000000 PA USD 816498.810000 0.4926277 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.8159 N N N N N N CREDIT SUISSE MORTGAGE TRUST 2010-16 N/A 12644WAT3 1005901.880000 PA USD 857287.420000 0.5172372 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.79528 N N N N N N CREDIT SUISSE MRTG CAPITAL CERT 2006-7 N/A 22942KAJ9 26456.990000 PA USD 22209.780000 0.0134001 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 5.75 Y N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22823QRB9 500000.000000 PA USD 499164.770000 0.3011669 Long DBT CORP US N 2 2023-04-11 None 0 N N N N N N CSAB MORTGAGE BACKED TR 2006-4 N/A 12628LAJ9 2883258.570000 PA USD 597835.590000 0.3606991 Long ABS-MBS CORP US N 2 2036-12-25 Variable 6.1837 Y N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAH7 300000.000000 PA USD 287110.500000 0.1732257 Long DBT CORP US N 2 2024-02-15 Fixed 1.625 N N N N N N DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AN0 150000.000000 PA USD 150327.690000 0.0906990 Long DBT CORP US N 2 2025-01-17 Fixed 5.2 N N N N N N DBGS MORTGAGE TRUST 2018-5BP N/A 33830CAC4 500000.000000 PA USD 451821.200000 0.2726025 Long ABS-MBS CORP US N 2 2033-06-15 Floating 5.664 N N N N N N DELL EQUIPMENT FINANCE TRUST 2020-2 N/A 24704GAC7 202293.970000 PA USD 201733.740000 0.1217144 Long ABS-O CORP US N 2 2023-10-23 Fixed 0.57 N N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2005-1 N/A 251510DG5 57674.480000 PA USD 54893.610000 0.0331196 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.34529 N N N N N N DEUTSCHE ALT-A SECURITIES INC 2006-AR6 N/A 25150RAF2 947885.350000 PA USD 795797.340000 0.4801377 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.22529 Y N N N N N DISCOVER CARD EXECUTION NOTE TRUST 2018-A6 N/A 254683CJ2 500000.000000 PA USD 499957.650000 0.3016453 Long ABS-MBS CORP US N 2 2026-03-15 Floating 5.07443 N N N N N N DRYDEN 60 CLO LTD N/A 26251NAB6 500000.000000 PA USD 493832.500000 0.2979497 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.84243 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26244JRJ0 750000.000000 PA USD 748049.250000 0.4513293 Long DBT CORP US N 2 2023-04-18 None 0 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 28103BSB9 750000.000000 PA USD 745610.440000 0.4498578 Long DBT CORP US N 2 2023-05-11 None 0 N N N N N N EMC MORTGAGE LOAN TRUST 2002-B N/A 268668BD1 14282.930000 PA USD 13779.840000 0.0083140 Long ABS-MBS CORP US N 2 2041-02-25 Floating 6.14529 N N N N N N ENCORE CREDIT RECEIVABLES TRUST 2005-2 N/A 126673J37 59154.210000 PA USD 57788.880000 0.0348664 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.58029 N N N N N N ENTERPRISE FLEET FINANCING LLC 2022-1 N/A 29375JAB0 594974.470000 PA USD 580286.040000 0.3501107 Long ABS-O CORP US N 2 2028-01-20 Fixed 3.03 N N N N N N ENTERPRISE FLEET FINANCING LLC 2023-1 N/A 29375CAA7 380516.440000 PA USD 380657.460000 0.2296665 Long ABS-O CORP US N 2 2024-03-20 Fixed 5.33 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBL9 100000.000000 PA USD 84762.640000 0.0511408 Long DBT CORP US N 2 2028-03-15 Fixed 1.55 N N N N N N FANNIE MAE 2003-66 N/A 31393C4W0 47702.100000 PA USD 4815.270000 0.0029053 Long ABS-MBS USGSE US N 2 2033-07-25 Floating 2.80471 N N N N N N FANNIE MAE 2007-15 N/A 31396PWK3 200143.410000 PA USD 16784.370000 0.0101267 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 1.53471 N N N N N N FANNIE MAE 2007-4 N/A 31396PMQ1 91052.720000 PA USD 10220.570000 0.0061665 Long ABS-MBS USGSE US N 2 2037-02-25 Floating 2.35471 N N N N N N FANNIE MAE 2009-87 N/A 31398FR45 82859.010000 PA USD 6660.860000 0.0040188 Long ABS-MBS USGSE US N 2 2039-11-25 Floating 1.30471 N N N N N N FANNIE MAE 2010-111 N/A 31398NWE0 19309.010000 PA USD 18998.780000 0.0114628 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 5.36529 N N N N N N FANNIE MAE 2010-2 N/A 31398G7B9 464033.890000 PA USD 37977.790000 0.0229136 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 1.55471 N N N N N N FANNIE MAE REMICS 2007-22 N/A 31396PT92 146268.460000 PA USD 12028.590000 0.0072573 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 1.20471 N N N N N N FANNIE MAE REMICS 2007-25 N/A 31396VCB2 3776.450000 PA USD 3681.550000 0.0022212 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 5.17529 N N N N N N FANNIE MAE REMICS 2007-32 N/A 31396VDT2 924321.200000 PA USD 102832.950000 0.0620434 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 1.94471 N N N N N N FANNIE MAE REMICS 2007-32 N/A 31396VDR6 505402.510000 PA USD 42302.490000 0.0255229 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 1.25471 N N N N N N FANNIE MAE REMICS 2007-70 N/A 31396WRQ1 6495.410000 PA USD 6374.090000 0.0038458 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 5.19529 N N N N N N FANNIE MAE REMICS 2011-40 N/A 31397SWJ9 3332.990000 PA USD 2281.520000 0.0013765 Long ABS-MBS USGSE US N 2 2040-11-25 Floating 0 N N N N N N FANNIE MAE REMICS 2011-60 N/A 31397U3F4 319554.560000 PA USD 268244.520000 0.1618431 Long ABS-MBS USGSE US N 2 2039-08-25 None 0 N N N N N N FANNIE MAE-ACES 2020-M33 N/A 3136BBAR3 457423.760000 PA USD 42170.100000 0.0254430 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 2.24117 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AUJN5 3400000.000000 PA USD 3399961.610000 2.0513385 Long DBT USGSE US N 2 2023-05-18 Floating 4.86 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AUQ56 3500000.000000 PA USD 3499993.390000 2.1116918 Long DBT USGSE US N 2 2023-05-04 Floating 4.87 N N N N N N FIDELITY GRAND HARBOUR CLO 2022-1 DESIGNATED ACTIVITY CO 22-1A N/A ACI27G891 1000000.000000 PA 1075323.640000 0.6487875 Long ABS-CBDO CORP IE N 2 2036-10-15 Fixed 6.25 N N N N N N FIRST FRANKLIN MTG LOAN 2006-FF12 N/A 32027GAE6 176248.030000 PA USD 160549.390000 0.0968661 Long ABS-MBS CORP US N 2 2036-09-25 Floating 5.15529 N N N N N N FIRST FRANKLIN MTG LOAN ABS 2005-FF10 N/A 32027NWP2 776759.540000 PA USD 711396.230000 0.4292150 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.56529 N N N N N N FIRST FRANKLIN MTG LOAN ABS 2006-FF15 N/A 32028GAE5 220162.950000 PA USD 215412.030000 0.1299670 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.00529 N N N N N N FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2005-AA10 N/A 32051GA88 77655.340000 PA USD 60831.900000 0.0367024 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.13471 N N N N N N FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3 N/A 320516AA5 573359.040000 PA USD 448367.110000 0.2705186 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.45444 Y N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 9005.300000 PA USD 87549.520000 0.0528223 Long STIV RF US N 1 N N N FREDDIE MAC 2764 N/A 31394TYD1 126105.940000 PA USD 128576.340000 0.0775755 Long ABS-MBS USGSE US N 2 2034-03-15 Fixed 5.5 N N N N N N FREDDIE MAC 3218 N/A 31397BJY8 175980.200000 PA USD 15585.970000 0.0094037 Long ABS-MBS USGSE US N 2 2036-09-15 Floating 1.88557 N N N N N N FREDDIE MAC 3311 N/A 31397H6P8 6429.960000 PA USD 6290.490000 0.0037953 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 4.98443 N N N N N N FREDDIE MAC REMICS 3828 N/A 3137A7VH0 2985.410000 PA USD 2353.300000 0.0014198 Long ABS-MBS USGSE US N 2 2041-02-15 Floating 0 N N N N N N FREDDIE MAC REMICS 3848 N/A 3137A9D52 240366.110000 PA USD 246169.120000 0.1485241 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 5 N N N N N N FREDDIE MAC REMICS 3922 N/A 3137AFHT2 468428.140000 PA USD 418999.700000 0.2528000 Long ABS-MBS USGSE US N 2 2041-09-15 Floating 0.563999 N N N N N N FREDDIE MAC REMICS 3951 N/A 3137AHVF2 119592.940000 PA USD 104855.000000 0.0632634 Long ABS-MBS USGSE US N 2 2040-02-15 Floating 1.49114 N N N N N N FREED ABS TRUST 2022-3FP N/A 35634EAA7 112650.220000 PA USD 112412.090000 0.0678229 Long ABS-O CORP US N 2 2029-08-20 Fixed 4.5 N N N N N N FREMONT HOME LOAN TRUST 2005-A N/A 35729PHN3 253926.230000 PA USD 244997.400000 0.1478171 Long ABS-MBS CORP US N 2 2035-01-25 Floating 5.58029 N N N N N N FREMONT HOME LOAN TRUST 2005-C N/A 35729PKS8 2489.900000 PA USD 2483.260000 0.0014983 Long ABS-MBS CORP US N 2 2035-07-25 Floating 5.58029 N N N N N N FREMONT HOME LOAN TRUST 2006-C N/A 35729TAD4 1572853.770000 PA USD 655072.830000 0.3952327 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.99529 N N N N N N FREMONT HOME LOAN TRUST 2006-D N/A 35729VAA5 486644.900000 PA USD 290081.380000 0.1750182 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.98529 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XDC7 500000.000000 PA USD 497598.200000 0.3002217 Long DBT CORP US N 2 2023-11-17 Floating 5.84353 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37961DS19 750000.000000 PA USD 746302.610000 0.4502754 Long DBT CORP US N 2 2023-05-01 None 0 N N N N N N GLS AUTO RECEIVABLES ISSUER TRUST 2022-2A N/A 36265NAB9 420865.000000 PA USD 416464.600000 0.2512704 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.55 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1 N/A 362541AA2 747684.780000 PA USD 747598.570000 0.4510574 Long ABS-O CORP US N 2 2024-02-20 Fixed 4.948 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZS6 400000.000000 PA USD 400568.520000 0.2416797 Long DBT CORP US N 2 2028-03-15 Floating 6.57187 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-19 N/A 38380VEU1 124273.250000 PA USD 118099.580000 0.0712544 Long ABS-MBS USGSE US N 2 2047-08-20 Floating 2.69785 N N N N N N GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2 N/A 39809LAA2 472054.240000 PA USD 466987.690000 0.2817531 Long ABS-CBDO CORP KY N 2 2037-09-15 Floating 5.86443 N N N N N N GS MORTGAGE SECURITIES CORP II 2022-GTWY N/A 36266DAA2 1000000.000000 PA USD 995719.400000 0.6007590 Long ABS-MBS CORP US N 2 2039-08-15 Floating 8.228 N N N N N N GSAA HOME EQUITY TRUST 2006-10 N/A 362375AD9 530805.530000 PA USD 142643.740000 0.0860629 Long ABS-MBS CORP US N 2 2036-06-25 Variable 6.79548 Y N N N N N GSAA HOME EQUITY TRUST 2006-4 N/A 362334FF6 567142.650000 PA USD 129838.010000 0.0783367 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.29272 N N N N N N GSAA HOME EQUITY TRUST 2006-5 N/A 362334GR9 302811.620000 PA USD 110037.840000 0.0663904 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.98529 N N N N N N GSAA HOME EQUITY TRUST 2007-5 N/A 3622ECAA4 640406.830000 PA USD 219297.580000 0.1323114 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.94529 Y N N N N N GSAA HOME EQUITY TRUST 2007-5 N/A 3622ECAF3 595957.640000 PA USD 286070.040000 0.1725980 Long ABS-MBS CORP US N 2 2047-04-25 Floating 5.48529 N N N N N N GSAMP TRUST 2006-HE8 N/A 3622M8AE6 605000.000000 PA USD 484748.200000 0.2924688 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.07529 N N N N N N GSAMP TRUST 2007-NC1 N/A 3622MGAA6 1190144.530000 PA USD 658358.800000 0.3972153 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.97529 N N N N N N GSAMP TRUST 2007-NC1 N/A 3622MGAC2 217217.900000 PA USD 109099.860000 0.0658245 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.94529 N N N N N N GSPA MONETIZATION TRUST N/A 36298GAA7 39106.900000 PA USD 38077.910000 0.0229740 Long DBT CORP US N 2 2029-10-09 Fixed 6.422 N N N N N N GSR MORTGAGE LOAN TRUST 2004-4 N/A 36228FD45 20052.360000 PA USD 16722.770000 0.0100895 Long ABS-MBS CORP US N 2 2032-04-25 Floating 3.76 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR4 N/A 362341FR5 9589.960000 PA USD 8679.210000 0.0052365 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.6513 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341SF7 54782.340000 PA USD 49773.820000 0.0300306 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.15953 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341WZ8 10235.830000 PA USD 9926.380000 0.0059890 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.91219 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341XG9 47150.240000 PA USD 41521.740000 0.0250518 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.70889 N N N N N N GSR MORTGAGE LOAN TRUST 2007-1F N/A 3622MPAN8 31658.600000 PA USD 39631.770000 0.0239115 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 5.5 Y N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-12 N/A 41161PVF7 1022058.400000 PA USD 569281.010000 0.3434709 Long ABS-MBS CORP US N 2 2035-10-19 Floating 5.13795 N N N N N N HARLEY-DAVIDSON MOTORCYCLE TRUST 2023-A N/A 41285JAA6 498924.470000 PA USD 498973.860000 0.3010517 Long ABS-O CORP US N 2 2024-03-15 Fixed 4.975 N N N N N N HILTON ORLANDO TRUST 2018-ORL N/A 432885AG6 700000.000000 PA USD 679682.710000 0.4100809 Long ABS-MBS CORP US N 2 2034-12-15 Floating 5.98443 N N N N N N IMPAC CMB TR 2004-10 N/A 45254NLJ4 182306.520000 PA USD 163180.380000 0.0984535 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.48529 N N N N N N IMPAC SECURED ASSETS CMN OWNER TRUST 2005-1 N/A 45254TRR7 72878.110000 PA USD 62009.280000 0.0374128 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.84669 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR12 N/A 45661VAA4 194165.670000 PA USD 160980.740000 0.0971264 Long ABS-MBS CORP US N 2 2046-09-25 Floating 5.22529 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR12 N/A 45660LMG1 315379.810000 PA USD 288981.510000 0.1743546 Long ABS-MBS CORP US N 2 2035-07-25 Floating 5.32529 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR5 N/A 45660LGV5 640024.650000 PA USD 454277.910000 0.2740848 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.23201 Y N N N N N INDYMAC INDX MTGE LOAN TRUST 2006-AR14 N/A 45668GAD4 1072714.450000 PA USD 927090.140000 0.5593521 Long ABS-MBS CORP US N 2 2046-11-25 Floating 5.24529 Y N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849CJL6 200000.000000 PA USD 198617.590000 0.1198343 Long DBT CORP US N 2 2024-06-28 Floating 5.98513 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2CD3K2 440000000.000000 PA 3314161.860000 1.9995719 Long DBT NUSS JP N 2 2023-04-24 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2CL1X8 450000000.000000 PA 3389676.890000 2.0451333 Long DBT NUSS JP N 2 2023-05-08 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2CRL21 440000000.000000 PA 3314446.840000 1.9997438 Long DBT NUSS JP N 2 2023-05-15 None 0 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT N/A 46645WBA0 700000.000000 PA USD 606900.000000 0.3661680 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 4.5487 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A3 N/A 466247PW7 750.060000 PA USD 744.170000 0.0004490 Long ABS-MBS CORP US N 2 2035-06-25 Floating 3.57709 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A4 N/A 466247RN5 26182.170000 PA USD 25907.960000 0.0156314 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.70184 N N N N N N JP MORGAN MORTGAGE TRUST 2005-S3 N/A 466247ZP1 20458.760000 PA USD 10338.200000 0.0062375 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.75 Y N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAC9 11835.610000 PA USD 10779.440000 0.0065037 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.10024 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAD7 165793.610000 PA USD 151013.330000 0.0911126 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.10024 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAJ4 7080.780000 PA USD 6491.340000 0.0039165 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.75685 N N N N N N JP MORGAN MORTGAGE TRUST 2008-R2 N/A 46632TAA3 128182.370000 PA USD 116505.760000 0.0702928 Long ABS-MBS CORP US N 2 2037-07-27 Floating 3.40961 N N N N N N JP MORGAN MTGE ACQUIS CORP 2006-CH2 N/A 46629QAW6 294237.520000 PA USD 289121.790000 0.1744392 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.05529 N N N N N N LCCM 2021-FL2 TRUST N/A 50202KAA4 900000.000000 PA USD 872280.270000 0.5262830 Long ABS-CBDO CORP US N 2 2038-12-13 Floating 5.88443 N N N N N N LCRT 2019-2 N/A 52604MAA0 19310.950000 PA USD 19240.080000 0.0116083 Long ABS-O CORP US N 2 2025-08-15 Fixed 4 N N N N N N LCRT 2019-7 N/A 52605FAA4 72805.740000 PA USD 72018.800000 0.0434519 Long ABS-O CORP US N 2 2027-01-15 Fixed 3.75 N N N N N N LEHMAN MORTGAGE TRUST 2006-7 N/A 52520QAB0 257183.220000 PA USD 128965.580000 0.0778103 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.49529 Y N N N N N LEHMAN XS TRUST 2006 GP4 N/A 525161AN5 519215.280000 PA USD 484498.260000 0.2923180 Long ABS-MBS CORP US N 2 2046-08-25 Floating 5.29529 N N N N N N LENDBUZZ SECURITIZATION TRUST 2023-1A N/A 52608LAA8 653712.280000 PA USD 653651.940000 0.3943754 Long ABS-O CORP US N 2 2024-03-15 Fixed 5.383 N N N N N N LENDINGCLUB RECEIVABLES TRUST SERIES 2019-5 N/A 52605CAA1 38932.440000 PA USD 38512.560000 0.0232362 Long ABS-O CORP US N 2 2045-12-15 Fixed 3.75 N N N N N N LIBERTY LENDING ABS TRUST 2022-1A N/A 50203YAA3 417286.350000 PA USD 410294.220000 0.2475476 Long ABS-O CORP US N 2 2029-11-15 Fixed 3.76 N N N N N N LIBERTY LENDING ABS TRUST 2022-2A N/A 75526GAA9 436315.910000 PA USD 434493.290000 0.2621479 Long ABS-O CORP US N 2 2030-05-15 Fixed 6.63 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAR4 200000.000000 PA USD 190463.500000 0.1149146 Long DBT CORP GB N 2 2026-03-18 Floating 3.511 N N N N N N LOANCORE ISSUER LTD 2021-CRE6 N/A 53948HAA4 900000.000000 PA USD 883586.880000 0.5331048 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 5.98443 N N N N N N MARLETTE FUNDING TRUST 2022-3A N/A 57109NAA7 401416.310000 PA USD 398532.090000 0.2404510 Long ABS-O CORP US N 2 2032-11-15 Fixed 5.18 N N N N N N MARLETTE FUNDING TRUST 2022-3A N/A 57109NAB5 200000.000000 PA USD 196512.220000 0.1185640 Long ABS-O CORP US N 2 2032-11-15 Fixed 5.95 N N N N N N MARLETTE FUNDING TRUST 2023-1A N/A 57110PAA9 1000000.000000 PA USD 999774.600000 0.6032057 Long ABS-O CORP US N 2 2033-04-15 Fixed 6.07 N N N N N N AAMES MORTGAGE INVESTMENT TRUST 2005-2 N/A 126673L42 658288.720000 PA USD 651110.670000 0.3928422 Long ABS-MBS CORP US N 2 2035-07-25 Floating 5.83529 Y N N N N N MASTR ADJUSTABLE RATE MTGES TRU 2004-13 N/A 576433UM6 19733.890000 PA USD 18284.490000 0.0110318 Long ABS-MBS CORP US N 2 2034-11-21 Floating 3.86579 N N N N N N MASTR ASSET SECURITIZATION TRUST 2006-2 N/A 55274QBB0 177258.450000 PA USD 118682.620000 0.0716062 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6 Y N N N N N MELLON RESIDENTIAL FUND CORP 2002-TBC2 N/A 585525FX1 65428.350000 PA USD 57486.140000 0.0346838 Long ABS-MBS CORP US N 2 2032-08-15 Floating 5.54443 N N N N N N MERRILL LYNCH ALTERNATIVE NOTE ASSET 2007-F1 N/A 59023YAG9 79106.130000 PA USD 31682.370000 0.0191153 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6 Y N N N N N MERRILL LYNCH ALTERNATIVE NT 2007-A2 N/A 59024FAD6 446630.930000 PA USD 124873.990000 0.0753417 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.06529 N N N N N N MERRILL LYNCH ALTERNATIVE NT 2007-A2 N/A 59024FAE4 3368426.890000 PA USD 935451.220000 0.5643967 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.24529 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A2 N/A 589929M96 35700.330000 PA USD 32840.170000 0.0198138 Long ABS-MBS CORP US N 2 2033-02-25 Floating 6.77114 N N N N N N MERRILL LYNCH MTGE INVESTORS 2006-A3 N/A 59023CAK8 111148.920000 PA USD 96388.170000 0.0581550 Long ABS-MBS CORP US N 2 2036-05-25 Floating 3.68179 N N N N N N MF1 2021-FL7 LTD N/A 55284AAA6 400000.000000 PA USD 387700.000000 0.2339156 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.84143 N N N N N N MF1 2022-FL9 LLC N/A 55285AAA5 1000000.000000 PA USD 990891.000000 0.5978458 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 6.90617 N N N N N N MF1 2022-FL9 LLC N/A 55285AAC1 1300000.000000 PA USD 1285894.740000 0.7758339 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 7.40617 N N N N N N MLCC MORTGAGE INVESTORS INC 2005-1 N/A 59020UVJ1 15771.160000 PA USD 13705.600000 0.0082692 Long ABS-MBS CORP US N 2 2035-04-25 Floating 3.46597 N N N N N N MLCC MORTGAGE INVESTORS INC 2006-1 N/A 59020U4S1 1942.180000 PA USD 1826.570000 0.0011020 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.65547 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEZ4 600000.000000 PA USD 598797.830000 0.3612797 Long DBT CORP US N 2 2027-01-28 Floating 5.05 N N N N N N MORGAN STANLEY ABS CAPITAL I 2005-NC2 N/A 61744CPK6 155888.400000 PA USD 153140.850000 0.0923963 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.76029 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE5 N/A 61753KAB2 1976266.650000 PA USD 882359.780000 0.5323644 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.95529 N N N N N N MORGAN STANLEY DEAN WITTER CAP I2002-AM3 N/A 61746WWR7 176679.320000 PA USD 173066.510000 0.1044182 Long ABS-MBS CORP US N 2 2033-02-25 Floating 5.82529 N N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-8AR N/A 61749LAP6 6063.430000 PA USD 5728.900000 0.0034565 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.00843 N N N N N N MORGAN STANLEY MTGE LN TRUST 2006-11 N/A 61749WAP2 125602.090000 PA USD 59454.410000 0.0358713 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6 N N N N N N MORGAN STANLEY REREMIC TRUST 2011-R2 N/A 61760JAA8 115396.900000 PA USD 63111.820000 0.0380780 Long ABS-MBS CORP US N 2 2037-05-26 Floating 5.25 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-10 N/A 007036TD8 876140.970000 PA USD 671388.670000 0.4050767 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.92313 Y N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBP4 200000.000000 PA USD 203564.070000 0.1228187 Long DBT CORP US N 2 2025-03-01 Fixed 6.051 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AP2 N/A 65535VLL0 40734.850000 PA USD 21463.500000 0.0129498 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.476 Y N N N N N NOMURA HOME EQUITY LOAN INC 2006-AF1 N/A 65535AAA2 376280.430000 PA USD 93128.130000 0.0561881 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6.032 Y N N N N N NOVASTAR MORTGAGE-BACKED NOTES 2006-MTA1 N/A 66988UAA8 983930.200000 PA USD 338677.430000 0.2043382 Long ABS-MBS CORP US N 2 2046-09-25 Floating 5.25529 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAM7 200000.000000 PA USD 191197.090000 0.1153572 Long DBT CORP IE N 2 2024-08-14 Fixed 2.875 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 ACI1P1CP5 9614323.490000 PA 1086493.360000 0.6555267 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N NYMT LOAN TRUST 2022-SP1 N/A 62956BAA7 475386.160000 PA USD 449671.290000 0.2713054 Long ABS-MBS CORP US N 2 2062-07-25 Variable 5.25 N N N N N N OCTANE RECEIVABLES TRUST 2023-1A N/A 67571BAA1 770268.370000 PA USD 772410.180000 0.4660272 Long ABS-O CORP US N 2 2029-05-21 Fixed 5.87 N N N N N N OPTION ONE MORTGAGE LOAN TR 2005-1 N/A 68389FGK4 657012.260000 PA USD 619011.330000 0.3734753 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.62529 N N N N N N PAGAYA AI DEBT SELECTION TRUST 2022-1 N/A 69546MAA5 288617.150000 PA USD 278912.050000 0.1682793 Long ABS-O CORP US N 2 2029-10-15 Fixed 2.03 N N N N N N PAGAYA AI DEBT TRUST 2022-2 N/A 69546VAA5 129971.980000 PA USD 128121.750000 0.0773012 Long ABS-O CORP US N 2 2030-01-15 Fixed 4.97 N N N N N N PAGAYA AI DEBT TRUST 2022-3 N/A 69547MAA4 1051156.700000 PA USD 1044953.510000 0.6304640 Long ABS-O CORP US N 2 2030-03-15 Fixed 6.06 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-NPL4 N/A 69381RAA2 709022.470000 PA USD 697706.970000 0.4209557 Long ABS-MBS CORP US N 2 2052-08-25 Fixed 6.5594 N N N N N N PRIME MORTGAGE TRUST 2006-1 N/A 74161BAH8 6891.340000 PA USD 6674.200000 0.0040268 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6 Y N N N N N READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC N/A 755931AA0 699006.150000 PA USD 701802.100000 0.4234264 Long ABS-MBS CORP US N 2 2039-10-25 Floating 7.35757 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2007-3 N/A 75971FAD5 351906.290000 PA USD 163610.280000 0.0987129 Long ABS-MBS CORP US N 2 2037-09-25 Floating 5.94529 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A N/A 76089EAA1 400239.340000 PA USD 369327.900000 0.2228309 Long ABS-O CORP US N 2 2030-09-25 Fixed 4.32 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A N/A 76088TAA9 451584.620000 PA USD 443386.460000 0.2675135 Long ABS-O CORP US N 2 2030-11-25 Fixed 5.38 N N N N N N RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4 N/A 74923HAL5 131981.090000 PA USD 110806.330000 0.0668541 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QH7 N/A 75115LAA5 35453.580000 PA USD 31393.040000 0.0189407 Long ABS-MBS CORP US N 2 2037-08-25 Floating 5.34529 N N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QS1 N/A 74922KAA3 51891.620000 PA USD 40337.620000 0.0243374 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6 Y N N N N N RESIDENTIAL ASSET SEC CORP 2003-KS4 N/A 76110WRT5 98303.200000 PA USD 86618.530000 0.0522606 Long ABS-MBS CORP US N 2 2033-06-25 Floating 5.42529 N N N N N N RESIDENTIAL FUNDING MTGE SEC 2007-SA2 N/A 74958XAB0 236134.170000 PA USD 181763.100000 0.1096652 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.53112 N N N N N N AMBAC ASSURANCE CORPORATION 549300RYYRVPPB8NC636 023138AA8 28.780000 PA USD 42.340000 0.0000255 Long DBT CORP US N 2 2099-12-31 Fixed 5.1 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4 N/A 80285VAC3 789.570000 PA USD 788.120000 0.0004755 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.51 N N N N N N SARANAC CLO II LTD 2014-2A N/A 80317EAA7 282354.230000 PA USD 281208.030000 0.1696645 Long ABS-CBDO CORP JE N 2 2029-11-20 Floating 6.14529 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4 N/A 81375WFJ0 470181.490000 PA USD 408712.170000 0.2465931 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.80529 Y N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2 N/A 81377AAE2 778918.210000 PA USD 321185.990000 0.1937849 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.32529 N N N N N N SEQUOIA MORTGAGE TRUST 2004-3 N/A 81744FAZ0 14347.330000 PA USD 14249.440000 0.0085973 Long ABS-MBS CORP US N 2 2034-05-20 Floating 5.215 N N N N N N SEQUOIA MORTGAGE TRUST 2007-1 N/A 81744HAH6 149384.520000 PA USD 100945.900000 0.0609049 Long ABS-MBS CORP US N 2 2046-09-20 Floating 3.18408 Y N N N N N SFO COMMERCIAL MORTGAGE TRUST 2021-555 N/A 78432WAA1 900000.000000 PA USD 808512.930000 0.4878095 Long ABS-MBS CORP US N 2 2038-05-15 Floating 5.834 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20C N/A 83162CRR6 9949.340000 PA USD 9868.660000 0.0059542 Long ABS-O CORP US N 2 2028-03-01 Fixed 5.49 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20H N/A 83162CRY1 72060.430000 PA USD 70910.380000 0.0427832 Long ABS-O CORP US N 2 2028-08-01 Fixed 6.02 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBQ4 500000.000000 PA USD 500248.830000 0.3018210 Long DBT CORP FR N 2 2027-01-12 Floating 6.447 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5 N/A 83613FAD3 718807.520000 PA USD 522951.950000 0.3155187 Long ABS-MBS CORP US N 2 2037-10-25 Floating 6.14529 N N N N N N SPECIALTY UNDERWRITING & RESID 2006-AB1 N/A 84751PKW8 593553.210000 PA USD 555387.980000 0.3350887 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.44529 N N N N N N SPECIALTY UNDERWRT& RES FIN 2006-BC3 N/A 84751WAD6 133231.450000 PA USD 76975.420000 0.0464425 Long ABS-MBS CORP US N 2 2037-06-25 Floating 5.14529 N N N N N N AMERICAN HOME MORTGAGE ASSETS 2007-3 N/A 026935AH9 222989.100000 PA USD 196651.300000 0.1186479 Long ABS-MBS CORP US N 2 2046-11-25 Variable 6.75 N N N N N N STRUCTURED ADJUSTABLE RT MTG LN 2004-20 N/A 863579HD3 62135.240000 PA USD 61122.780000 0.0368779 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.84479 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-17 N/A 863579VV7 47210.070000 PA USD 27781.580000 0.0167618 Long ABS-MBS CORP US N 2 2035-08-25 Variable 4.6973 Y N N N N N STRUCTURED ASSET INVEST LN TR 2003-BC8 N/A 86358EEC6 420029.270000 PA USD 374994.910000 0.2262500 Long ABS-MBS CORP US N 2 2033-08-25 Floating 7.99529 N N N N N N STRUCTURED ASSET MTG INV INC 2006-AR3 N/A 86360KAA6 66894.510000 PA USD 56984.750000 0.0343813 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.26529 N N N N N N SUNTRUST ADJR MRTG LN TR 2007-S1 N/A 855541AA6 148999.810000 PA USD 109456.530000 0.0660397 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.07095 Y N N N N N THEOREM FUNDING TRUST 2022-1A N/A 88339XAA2 166254.440000 PA USD 162545.970000 0.0980708 Long ABS-O CORP US N 2 2028-02-15 Fixed 1.85 N N N N N N THEOREM FUNDING TRUST 2022-2A N/A 88339FAA1 482925.260000 PA USD 478642.680000 0.2887851 Long ABS-O CORP US N 2 2028-12-15 Fixed 6.06 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 N/A 03067BAC3 600000.000000 PA USD 599122.440000 0.3614755 Long ABS-O CORP US N 2 2026-10-19 Floating 5.28806 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2004-1 N/A 885220EW9 74069.010000 PA USD 71190.900000 0.0429524 Long ABS-MBS CORP US N 2 2044-03-25 Floating 2.3099 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2004-4 N/A 885220GF4 123041.070000 PA USD 111979.670000 0.0675620 Long ABS-MBS CORP US N 2 2044-12-25 Floating 3.72091 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-3 N/A 88522XAC5 332318.340000 PA USD 307096.410000 0.1852841 Long ABS-MBS CORP US N 2 2047-06-25 Floating 6.35686 Y N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-3 N/A 88522XAG6 9462.730000 PA USD 9074.630000 0.0054751 Long ABS-MBS CORP US N 2 2047-06-25 Floating 6.35686 Y N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-4 N/A 88522YAB5 809.340000 PA USD 774.700000 0.0004674 Long ABS-MBS CORP US N 2 2037-09-25 Floating 3.12342 N N N N N N TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST N/A 891940AA6 643136.750000 PA USD 643076.620000 0.3879949 Long ABS-O CORP US N 2 2024-01-15 Fixed 4.842 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 N/A 87277JAA9 900000.000000 PA USD 885400.830000 0.5341992 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 6.20806 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AP3 500000.000000 PA USD 480115.980000 0.2896740 Long DBT CORP CH N 2 2028-05-12 Floating 4.751 N N N N N N UMBS PASS THRU POOLS N/A 01F050650 1200000.000000 PA USD 1196765.620000 0.7220585 Long ABS-MBS USGSE US N 2 2053-05-11 Fixed 5 N N N N N N UMBS PASS THRU POOLS N/A 01F062648 2100000.000000 PA USD 2165460.950000 1.3065128 Long ABS-MBS USGSE US N 2 2053-04-13 Fixed 6.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796YN3 275000.000000 PA USD 274894.300000 0.1658552 Long DBT UST US N 2 2023-04-06 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TQ1 1600000.000000 PA USD 1614624.990000 0.9741705 Long DBT UST US N 2 2043-02-15 Fixed 3.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TN8 1300000.000000 PA USD 1290960.940000 0.7788905 Long DBT UST US N 2 2053-02-15 Fixed 3.625 N N N N N N UPSTART SECURITIZATION TRUST 2022-3 N/A 91683TAB5 599616.870000 PA USD 587911.930000 0.3547118 Long ABS-O CORP US N 2 2032-06-20 Fixed 5.5 N N N N N N UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A N/A 91680YAY7 70220.630000 PA USD 67597.380000 0.0407843 Long ABS-O CORP US N 2 2030-06-17 Fixed 4.25 N N N N N N VIBRANT CLO IV LTD 2016-4A N/A 92557WAW3 500000.000000 PA USD 490247.000000 0.2957864 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.92771 N N N N N N VIBRANT CLO VII LTD N/A 92558BAJ7 463173.710000 PA USD 456129.190000 0.2752017 Long ABS-CBDO CORP KY N 2 2030-09-15 Floating 5.84771 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AB9 100000.000000 PA USD 94891.490000 0.0572520 Long DBT CORP US N 2 2028-02-15 Fixed 4.75 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 93142XR37 250000.000000 PA USD 249890.940000 0.1507696 Long DBT CORP US N 2 2023-04-03 None 0 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 93142XRS2 800000.000000 PA USD 796879.420000 0.4807905 Long DBT CORP US N 2 2023-04-26 None 0 N N N N N N WAMU MTGE P/T CERT 2007-HY6 N/A 92927XAC8 187821.470000 PA USD 161240.690000 0.0972832 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.26445 Y N N N N N WAMU MTGE P/T CERT 2007-HY6 N/A 92927XAE4 63269.360000 PA USD 55919.530000 0.0337386 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.22963 Y N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAL7 200000.000000 PA USD 178703.780000 0.1078194 Long DBT CORP US N 2 2032-03-15 Fixed 4.279 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAJ2 100000.000000 PA USD 93092.110000 0.0561663 Long DBT CORP US N 2 2029-03-15 Fixed 4.054 N N N N N N WASHING MUTUAL MTGE P/T 2006-7 N/A 93935HAB3 730720.720000 PA USD 211710.910000 0.1277340 Long ABS-MBS CORP US N 2 2036-09-25 Floating 5.00529 N N N N N N WASHINGTON MUTUAL 2003-AR6 N/A 9292274D5 68309.330000 PA USD 62482.320000 0.0376982 Long ABS-MBS CORP US N 2 2033-06-25 Floating 3.42766 N N N N N N WASHINGTON MUTUAL 2004-AR14 N/A 939336V91 69542.970000 PA USD 62087.480000 0.0374600 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.09119 N N N N N N WASHINGTON MUTUAL 2005-AR12 N/A 92922F3L0 29211.550000 PA USD 26158.810000 0.0157827 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.80594 N N N N N N WASHINGTON MUTUAL 2005-AR14 N/A 92922F4C9 263071.840000 PA USD 241244.720000 0.1455530 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.91374 N N N N N N WASHINGTON MUTUAL 2005-AR19 N/A 92925CBA9 24515.070000 PA USD 22510.960000 0.0135818 Long ABS-MBS CORP US N 2 2045-12-25 Floating 5.38529 N N N N N N WASHINGTON MUTUAL 2005-AR7 N/A 92922FQ50 57625.260000 PA USD 52891.860000 0.0319119 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.65956 N N N N N N WASHINGTON MUTUAL 2006-AR17 N/A 92925DAB6 41841.750000 PA USD 36097.770000 0.0217793 Long ABS-MBS CORP US N 2 2046-12-25 Floating 3.60333 N N N N N N WASHINGTON MUTUAL 2006-AR3 N/A 92925CDA7 83259.570000 PA USD 72432.870000 0.0437018 Long ABS-MBS CORP US N 2 2046-02-25 Floating 4.13795 N N N N N N WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR1 N/A 93934FJQ6 768580.580000 PA USD 617451.660000 0.3725343 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.34529 Y N N N N N WASHINGTON MUTUAL MTGE P/T 2006-AR2 N/A 93934FMN9 92498.650000 PA USD 74895.920000 0.0451878 Long ABS-MBS CORP US N 2 2046-04-25 Floating 4.07795 Y N N N N N WASHINGTON MUTUAL MTGE P/T 2007-OA3 N/A 939355AB9 1133885.660000 PA USD 953400.880000 0.5752265 Long ABS-MBS CORP US N 2 2047-02-25 Floating 3.88795 Y N N N N N WELLS FARGO MTGE BK SEC TR 2006-AR12 N/A 94984GAD9 6104.200000 PA USD 5724.810000 0.0034540 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.44883 Y N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 2013-C14 N/A 92890PAD6 227990.250000 PA USD 227400.420000 0.1372001 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.073 N N N N N N N/A N/A 000000000 2537000.000000 PA USD 2537000.000000 1.5306778 Long RA US N 2 Repurchase N 2.2000000 2023-04-03 2705600.000000 USD 2587809.000000 USD UST N N N AREIT TRUST 2022-CRE6 N/A 04002VAA9 562013.580000 PA USD 545394.000000 0.3290589 Long ABS-MBS CORP KY N 2 2037-01-16 Floating 5.80906 N N N N N N N/A N/A 000000000 48500000.000000 PA USD 48500000.000000 29.2620701 Long RA US N 2 Repurchase N 4.8900000 2023-04-03 68968634.240000 USD 50111739.250000 USD UST N N N N/A N/A 000000000 100000.000000 PA USD 100000.000000 0.0603342 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 8000000.000000 PA USD 8000000.000000 4.8267332 Long RA US N 2 Repurchase N 4.9200000 2023-04-03 9986000.000000 USD 8177987.870000 USD UST N N N N/A N/A 000000000 1.000000 NC USD -12042.340000 -0.0072656 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 ABX.HE.AAA.06-2 N/A N/A Y Single Leg Swap 2046-05-25 0.000000 USD -308910.500000 USD 1206830.600000 USD 296868.160000 N N N N/A N/A 000000000 1.000000 NC USD 5732.100000 0.0034584 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2026-06-20 12064.450000 USD 0.000000 USD 700000.000000 USD -6332.350000 N N N N/A N/A 000000000 1.000000 NC 382.790000 0.0002310 N/A DFE CN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 154000.000000 CNY 22806.980000 USD 2023-04-14 382.790000 N N N N/A N/A 000000000 1.000000 NC -11036.370000 -0.0066587 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3708386.810000 DKK 528809.000000 USD 2023-04-03 -11036.370000 N N N N/A N/A 000000000 1.000000 NC 783.690000 0.0004728 N/A DFE DK N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1872179.260000 DKK 273823.710000 USD 2023-05-02 783.690000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1T4 547000.000000 PA USD 138117.500000 0.0833320 Long DBT NUSS AR N 2 2030-07-09 Variable 0.5 N N N N N N N/A N/A 000000000 1.000000 NC 657.620000 0.0003968 N/A DFE HK N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 720593.670000 HKD 92507.930000 USD 2023-04-14 657.620000 N N N N/A N/A 000000000 1.000000 NC 110493.430000 0.0666653 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 450000000.000000 JPY 3516351.350000 USD 2023-05-08 110493.430000 N N N N/A N/A 000000000 1.000000 NC 135080.850000 0.0814999 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 440000000.000000 JPY 3468652.840000 USD 2023-05-15 135080.850000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1M9 358000.000000 PA USD 88071.580000 0.0531373 Long DBT NUSS AR N 2 2035-07-09 Variable 1.5 N N N N N N N/A N/A 000000000 1.000000 NC 1074.960000 0.0006486 N/A DFE DK N 2 BNP Paribas S.A. N/A 504047.000000 USD 3469859.550000 DKK 2023-04-03 1074.960000 N N N N/A N/A 000000000 1.000000 NC -827.850000 -0.0004995 N/A DFE N/A N 2 BNP Paribas S.A. N/A 459571.310000 USD 423000.000000 EUR 2023-04-04 -827.850000 N N N N/A N/A 000000000 1.000000 NC 30998.900000 0.0187029 N/A DFE MX N 2 BNP Paribas S.A. N/A 4816941.250000 USD 87634612.160000 MXN 2023-04-20 30998.900000 N N N N/A N/A 000000000 1.000000 NC 449.600000 0.0002713 N/A DFE AU N 2 BNP Paribas S.A. N/A 51000.000000 AUD 34540.550000 USD 2023-04-04 449.600000 N N N N/A N/A 000000000 1.000000 NC -1058.970000 -0.0006389 N/A DFE DK N 2 BNP Paribas S.A. N/A 3463407.750000 DKK 504047.000000 USD 2023-05-02 -1058.970000 N N N N/A N/A 000000000 1.000000 NC -1139.380000 -0.0006874 N/A DFE MX N 2 BNP Paribas S.A. N/A 505312.250000 MXN 26481.650000 USD 2023-06-21 -1139.380000 N N N N/A N/A 000000000 1.000000 NC -31899.810000 -0.0192465 N/A DFE MX N 2 BNP Paribas S.A. N/A 88862932.180000 MXN 4816941.250000 USD 2023-06-30 -31899.810000 N N N N/A N/A 000000000 1.000000 NC 614.400000 0.0003707 N/A DFE SG N 2 BNP Paribas S.A. N/A 73000.000000 SGD 55485.770000 USD 2023-04-14 614.400000 N N N N/A N/A 000000000 1.000000 NC USD 2339.410000 0.0014115 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 -1794.290000 USD 300000.000000 USD 4133.700000 N N N N/A N/A 000000000 1.000000 NC USD 5546.360000 0.0033464 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.37 Y Single Leg Swap 2026-12-20 6694.600000 USD 0.000000 USD 400000.000000 USD -1148.240000 N N N N/A N/A 000000000 1.000000 NC USD 147844.510000 0.0892008 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.39 Y Single Leg Swap 2027-12-20 156890.060000 USD 0.000000 USD 12300000.000000 USD -9045.550000 N N N N/A N/A 000000000 1.000000 NC USD 251894.330000 0.1519783 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.40 Y Single Leg Swap 2028-06-20 156333.260000 USD 0.000000 USD 21300000.000000 USD 95561.070000 N N N N/A N/A 000000000 1.000000 NC -401.270000 -0.0002421 N/A DFE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 351141.000000 USD 2409353.970000 DKK 2023-04-03 -401.270000 N N N N/A N/A 000000000 1.000000 NC 797.880000 0.0004814 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 88848.740000 CAD 66582.000000 USD 2023-05-16 797.880000 N N N N/A N/A 000000000 1.000000 NC -13922.530000 -0.0084000 N/A DFE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4049038.270000 DKK 575512.900000 USD 2023-04-03 -13922.530000 N N N N/A N/A 000000000 1.000000 NC 417.070000 0.0002516 N/A DFE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2404841.810000 DKK 351141.000000 USD 2023-05-02 417.070000 N N N N/A N/A 000000000 1.000000 NC -1990.000000 -0.0012006 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 156000.000000 GBP 190451.490000 USD 2023-04-04 -1990.000000 N N N N/A N/A 000000000 1.000000 NC 4362.900000 0.0026323 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 2052933.400000 USD 1897000.000000 EUR 2023-04-04 4362.900000 N N N N/A N/A 000000000 1.000000 NC -5201.260000 -0.0031381 N/A DFE JP N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 407432.000000 USD 53406186.000000 JPY 2023-04-04 -5201.260000 N N N N/A N/A 000000000 1.000000 NC -4296.810000 -0.0025924 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1897000.000000 EUR 2056226.590000 USD 2023-05-02 -4296.810000 N N N N/A N/A 000000000 1.000000 NC 5200.180000 0.0031375 N/A DFE JP N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 53191266.000000 JPY 407432.000000 USD 2023-05-02 5200.180000 N N N N/A N/A 000000000 1.000000 NC USD 699925.850000 0.4222944 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A ENHANCED RAFI INTERNATIONAL LARGE STRATEGY (ERAFI INTERNATIONAL LARGE) Y 2024-03-20 0.000000 USD 0.000000 USD 25524114.000000 USD 699925.850000 N N N N/A N/A 000000000 1.000000 NC USD 42493.280000 0.0256380 N/A DE US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A ENHANCED RAFI INTERNATIONAL LARGE STRATEGY (ERAFI INTERNATIONAL LARGE) Y 2023-05-17 0.000000 USD 0.000000 USD 8887653.120000 USD 42493.280000 N N N N/A N/A 000000000 1.000000 NC USD 13703366.780000 8.2678119 N/A DE US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A ENHANCED RAFI INTERNATIONAL LARGE STRATEGY (ERAFI INTERNATIONAL LARGE) Y 2023-08-09 0.000000 USD 0.000000 USD 96212458.160000 USD 13703366.780000 N N N N/A N/A 000000000 1.000000 NC USD 77361.530000 0.0466754 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A ENHANCED RAFI INTERNATIONAL LARGE STRATEGY (ERAFI INTERNATIONAL LARGE) Y 2023-04-26 0.000000 USD 0.000000 USD 17539656.960000 USD 77361.530000 N N N N/A N/A 000000000 1.000000 NC USD 8250.610000 0.0049779 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-12-20 7968.290000 USD 0.000000 USD 700000.000000 USD 282.320000 N N N N/A N/A 000000000 -5.000000 NC -23788.070000 -0.0143523 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2023-06-08 -736592.330000 EUR -23788.070000 N N N N/A N/A 000000000 -2.000000 NC -19002.300000 -0.0114649 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2023-06-08 -305525.310000 EUR -19002.300000 N N N ASSET BACKED SEC HOME EQTY LN 2004-HE3 N/A 04541GJT0 1287121.310000 PA USD 1191990.300000 0.7191774 Long ABS-MBS CORP US N 2 2034-06-25 Floating 5.65529 N N N N N N N/A N/A 000000000 1.000000 NC -587.410000 -0.0003544 N/A DFE IL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 12276.000000 USD 42024.430000 ILS 2023-04-14 -587.410000 N N N N/A N/A 000000000 1.000000 NC 150.690000 0.0000909 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 48627.910000 CNY 7246.000000 USD 2023-05-10 150.690000 N N N N/A N/A 000000000 1.000000 NC -20500.750000 -0.0123690 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1470000.000000 EUR 1573714.090000 USD 2023-04-04 -20500.750000 N N N N/A N/A 000000000 1.000000 NC -546.740000 -0.0003299 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 49000.000000 EUR 52593.750000 USD 2023-04-04 -546.740000 N N N N/A N/A 000000000 1.000000 NC -5190.130000 -0.0031314 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 378000.000000 EUR 404750.830000 USD 2023-04-04 -5190.130000 N N N N/A N/A 000000000 1.000000 NC 120.320000 0.0000726 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 418633.210000 USD 55600000.000000 JPY 2023-04-04 120.320000 N N N N/A N/A 000000000 1.000000 NC 2006.730000 0.0012107 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 51600000.000000 JPY 390634.110000 USD 2023-04-04 2006.730000 N N N N/A N/A 000000000 1.000000 NC 62.260000 0.0000376 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 26405.240000 USD 134149.180000 BRL 2023-04-04 62.260000 N N N N/A N/A 000000000 1.000000 NC -492.750000 -0.0002973 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 134149.180000 BRL 25974.750000 USD 2023-04-04 -492.750000 N N N ATRIUM XII 12A N/A 04965CAJ7 294663.710000 PA USD 293256.370000 0.1769338 Long ABS-CBDO CORP KY N 2 2027-04-22 Floating 5.64529 N N N N N N N/A N/A 000000000 1.000000 NC -870.750000 -0.0005254 N/A DFE CH N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 31425.560000 CHF 33476.000000 USD 2023-04-04 -870.750000 N N N N/A N/A 000000000 1.000000 NC -170.920000 -0.0001031 N/A DFE JP N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 1745051.000000 JPY 12972.000000 USD 2023-04-04 -170.920000 N N N N/A N/A 000000000 1.000000 NC 991.370000 0.0005981 N/A DFE JP N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 418568.000000 USD 55482666.000000 JPY 2023-05-02 991.370000 N N N N/A N/A 000000000 1.000000 NC 195028.540000 0.1176688 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 4626272.830000 USD 87574419.420000 MXN 2023-05-15 195028.540000 N N N N/A N/A 000000000 1.000000 NC 4.370000 0.0000026 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 150.000000 USD 2824.050000 MXN 2023-06-21 4.370000 N N N N/A N/A 000000000 1.000000 NC 928.320000 0.0005601 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 19739.670000 USD 379812.960000 MXN 2023-07-14 928.320000 N N N N/A N/A 000000000 1.000000 NC -617852.160000 -0.3727759 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 87293572.790000 MXN 4211221.720000 USD 2023-04-20 -617852.160000 N N N 2023-05-12 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer