NPORT-P false 0000810893 XXXXXXXX S000009681 C000026529 C000026532 C000200440 C000064135 C000026531 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO RAE PLUS Fund S000009681 FI3TYFAC6Z35DQG3Y659 2023-03-31 2023-03-31 N 1115434706.100000 46687492.520000 1068747213.580000 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 12605003.120000 USD DKK ARS GBP JPY EUR N Russell 1000 Value Index RLV BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BOC N/A 05551JAE0 2400000.000000 PA USD 2061965.040000 0.1929329 Long ABS-MBS CORP US N 2 2032-01-15 Fixed 2.829 N N N N N N BANC OF AMERICA FUNDING CORP 2004-A N/A 06051GAX7 864.800000 PA USD 785.780000 0.0000735 Long ABS-MBS CORP US N 2 2034-09-20 Floating 4.496 N N N N N N N/A N/A 000000000 1.000000 NC -40647.400000 -0.0038033 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2053-09-20 68744.410000 EUR 0.000000 EUR 8100000.000000 EUR -109391.810000 N N N N/A N/A 000000000 1.000000 NC 83353.190000 0.0077991 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 -130593.750000 EUR 18400000.000000 EUR 213946.940000 N N N BANC OF AMERICA FUNDING CORP 2006-7 N/A 05951KBD4 1895944.160000 PA USD 1622613.100000 0.1518238 Long ABS-MBS CORP US N 2 2036-10-25 Variable 6.4117 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-I N/A 05951VAV1 95086.350000 PA USD 76232.560000 0.0071329 Long ABS-MBS CORP US N 2 2046-12-20 Floating 5.14143 Y N N N N N N/A N/A 000000000 1.000000 NC USD -7934533.190000 -0.7424144 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-07-21 0.000000 USD 0.000000 USD 124700000.000000 USD -7934533.190000 N N N N/A N/A 000000000 1.000000 NC USD -9089679.780000 -0.8504986 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2028-06-16 0.000000 USD -3631940.100000 USD 61300000.000000 USD -5457739.680000 N N N N/A N/A 000000000 1.000000 NC USD 1461563.440000 0.1367548 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2036-02-15 0.000000 USD 0.000000 USD 5500000.000000 USD 1461563.440000 N N N N/A N/A 000000000 1.000000 NC USD -3547444.740000 -0.3319255 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-12-16 1363199.350000 USD 0.000000 USD 45900000.000000 USD -4910644.090000 N N N N/A N/A 000000000 1.000000 NC USD 3699029.080000 0.3461089 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2031-03-15 182328.490000 USD 0.000000 USD 21700000.000000 USD 3516700.590000 N N N N/A N/A 000000000 1.000000 NC USD 4224222.770000 0.3952499 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2051-06-16 2232856.520000 USD 0.000000 USD 11300000.000000 USD 1991366.250000 N N N N/A N/A 000000000 1.000000 NC USD 680119.740000 0.0636371 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-06-17 0.000000 USD -366987.110000 USD 11100000.000000 USD 1047106.850000 N N N N/A N/A 000000000 1.000000 NC USD 9578084.720000 0.8961974 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2031-07-21 0.000000 USD 0.000000 USD 57800000.000000 USD 9578084.720000 N N N BANC OF AMERICA FUNDING CORP 2007-B N/A 05952EAA4 3959.970000 PA USD 3038.210000 0.0002843 Long ABS-MBS CORP US N 2 2047-04-20 Floating 5.18143 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-D N/A 05952GAE1 253127.770000 PA USD 201691.300000 0.0188717 Long ABS-MBS CORP US N 2 2047-06-20 Floating 5.32143 Y N N N N N N/A N/A 000000000 1.000000 NC USD 213294.980000 0.0199575 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2027-12-20 0.000000 USD -106925.000000 USD 4700000.000000 USD 320219.980000 N N N N/A N/A 000000000 1.000000 NC USD 1073743.160000 0.1004675 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-06-15 1177598.190000 USD 0.000000 USD 8400000.000000 USD -103855.030000 N N N N/A N/A 000000000 1.000000 NC USD -3589667.490000 -0.3358762 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2024-06-15 0.000000 USD -3087876.300000 USD 77700000.000000 USD -501791.190000 N N N N/A N/A 000000000 1.000000 NC USD 239331.600000 0.0223937 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2033-06-21 447361.190000 USD 0.000000 USD 19000000.000000 USD -208029.590000 N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 BF2PHRII3 1600000.000000 PA 1662359.610000 0.1555428 Long DBT CORP ES N 2 2023-09-24 Floating 5.875 N N N N Y BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) EUR XXXX N N N N/A N/A 000000000 1.000000 NC USD 43100.400000 0.0040328 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-06-21 16480.040000 USD 0.000000 USD 4000000.000000 USD 26620.360000 N N N N/A N/A 000000000 1.000000 NC USD 3810.400000 0.0003565 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-06-21 0.000000 USD -32911.430000 USD 5500000.000000 USD 36721.830000 N N N BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH 2549002JHJ73KGETOK78 05971AAE1 201000.000000 PA USD 194133.840000 0.0181646 Long DBT CORP BR N 2 2025-01-10 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC 8130.130000 0.0007607 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 2267000.000000 GBP 2806330.640000 USD 2023-05-02 8130.130000 N N N N/A N/A 000000000 1.000000 NC 875818.960000 0.0819482 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 2850000000.000000 JPY 22402525.430000 USD 2023-04-24 875818.960000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 166000.000000 PA USD 155311.220000 0.0145321 Long DBT CORP US N 2 2030-02-07 Floating 3.974 N N N N N N N/A N/A 000000000 321.000000 NC USD 109689.920000 0.0102634 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-06-21 36932554.850000 USD 109689.920000 N N N N/A N/A 000000000 -358.000000 NC USD -860672.500000 -0.0805310 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-30 -73964757.540000 USD -860672.500000 N N N N/A N/A 000000000 -422.000000 NC USD -367828.100000 -0.0344168 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-30 -46269992.080000 USD -367828.100000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKN8 1300000.000000 PA USD 1303506.840000 0.1219659 Long DBT CORP US N 2 2026-04-02 Floating 6.1631 N N N N N N N/A N/A 000000000 167.000000 NC USD 968672.370000 0.0906362 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-06-21 21937015.630000 USD 968672.370000 N N N N/A N/A 000000000 -64.000000 NC USD -398600.510000 -0.0372961 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-21 -9067000.000000 USD -398600.510000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBA2 2300000.000000 PA USD 2115508.350000 0.1979428 Long DBT CORP GB N 2 2023-09-15 Floating 7.75 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 500000.000000 PA USD 343056.260000 0.0320989 Long DBT CORP GB N 2 2028-03-15 Floating 4.375 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI1CH093 1200000.000000 PA 1298210.290000 0.1214703 Long DBT CORP GB N 2 2025-06-15 Floating 7.125 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 700000.000000 PA USD 676313.490000 0.0632810 Long DBT CORP GB N 2 2026-01-12 Fixed 4.375 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAE5 700000.000000 PA USD 669659.840000 0.0626584 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBC8 6691000.000000 PA USD 6668267.260000 0.6239331 Long DBT CORP GB N 2 2024-05-16 Floating 6.25157 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBH7 500000.000000 PA USD 486661.830000 0.0455357 Long DBT CORP GB N 2 2025-05-07 Floating 3.932 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 200000.000000 PA USD 193060.150000 0.0180642 Long DBT CORP GB N 2 2029-05-16 Floating 4.972 N N N N N N BEAR STEARNS STRUC PROD INC 2007-R6 N/A 07402FAA3 94238.120000 PA USD 73398.570000 0.0068677 Long ABS-MBS CORP US N 2 2036-01-26 Floating 3.9468 Y N N N N N BEAR STEARNS ADJ RATE MTGE TR 2003-2 N/A 07384MTD4 31539.070000 PA USD 30123.250000 0.0028186 Long ABS-MBS CORP US N 2 2033-01-25 Floating 4.28678 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2003-6 N/A 07384MXB3 3027.800000 PA USD 2835.360000 0.0002653 Long ABS-MBS CORP US N 2 2033-08-25 Floating 4.04714 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4E9 277.010000 PA USD 245.480000 0.0000230 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.95743 N N N N N N BEAR STEARNS ALT-A TRUST 2003-3 N/A 07386HCE9 197.730000 PA USD 182.570000 0.0000171 Long ABS-MBS CORP US N 2 2033-10-25 Floating 3.04392 N N N N N N BEAR STEARNS ALT-A TRUST 2005-10 N/A 07386HYW5 6189.170000 PA USD 7835.100000 0.0007331 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.34529 Y N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSY8 2271.580000 PA USD 2093.000000 0.0001958 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.94183 N N N N N N BEAR STEARNS ARM 2003-1 N/A 07384MTM4 1383.970000 PA USD 1349.410000 0.0001263 Long ABS-MBS CORP US N 2 2033-04-25 Floating 4.06501 N N N N N N BEAR STEARNS ARM TR 2004-3 N/A 07384MR87 6275.760000 PA USD 5457.460000 0.0005106 Long ABS-MBS CORP US N 2 2034-07-25 Floating 3.84141 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSH6 151.450000 PA USD 142.190000 0.0000133 Long ABS-MBS CORP US N 2 2033-02-25 Floating 4.34008 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE9 N/A 073879R59 936034.090000 PA USD 907521.180000 0.0849145 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.86529 N N N N N N BEAR STEARNS ASSETBACK SEC 2006-HE7 N/A 07388HAP4 756110.300000 PA USD 721623.200000 0.0675205 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.16529 N N N N N N BELLA VISTA MORTGAGE TRUST 2005-1 N/A 07820QBL8 884765.840000 PA USD 745239.590000 0.0697302 Long ABS-MBS CORP US N 2 2045-01-22 Floating 5.35229 N N N N N N BENEFIT STREET PARTNERS CLO XII LTD 2017-12A N/A 08179HAE0 1976911.930000 PA USD 1956786.770000 0.1830916 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 5.74243 N N N N N N BENEFIT STREET PARTNERS CLO XII LTD 2017-12A N/A 08179HAG5 3300000.000000 PA USD 3192470.160000 0.2987114 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 6.29243 N N N N N N BHR 2018-PRME N/A 10482TAA0 2777000.000000 PA USD 2671469.280000 0.2499627 Long ABS-MBS CORP US N 2 2035-06-15 Floating 5.504 N N N N N N BLACK DIAMOND CLO 2019-1 DAC 19-1A N/A ACI20P3Q5 3700000.000000 PA 3924560.390000 0.3672113 Long ABS-CBDO CORP IE N 2 2032-05-15 Floating 3.634 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBJ9 500000.000000 PA USD 377607.010000 0.0353317 Long DBT CORP US N 2 2041-02-15 Fixed 3.5 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 2400000.000000 PA USD 2009803.610000 0.1880523 Long DBT CORP US N 2 2033-04-15 Fixed 3.419 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 1100000.000000 PA USD 904259.760000 0.0846093 Long DBT CORP US N 2 2034-04-15 Fixed 3.469 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 300000.000000 PA USD 230951.260000 0.0216095 Long DBT CORP US N 2 2035-11-15 Fixed 3.137 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 1600000.000000 PA USD 1213864.450000 0.1135783 Long DBT CORP US N 2 2036-11-15 Fixed 3.187 N N N N N N CARNOW AUTO RECEIVABLES TRUST 2022-1A N/A 14367LAA9 61925.940000 PA USD 61856.430000 0.0057878 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 1528898.080000 PA USD 1530698.510000 0.1432236 Long ABS-O CORP US N 2 2024-12-16 Fixed 6.62 N N N N N N CARRINGTON MTGE LOAN TRUST 2007-FRE1 N/A 144527AC2 391007.690000 PA USD 350123.300000 0.0327602 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.10529 N N N N N N CC MORTGAGE FUNDING CORP 2005-AA N/A 16678RDC8 121475.030000 PA USD 105995.760000 0.0099178 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.09529 N N N N N N CC MORTGAGE FUNDING CORP 2005-BA N/A 16678REC7 206286.080000 PA USD 184355.020000 0.0172496 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.09529 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BP8 242000.000000 PA USD 242961.430000 0.0227333 Long DBT CORP US N 2 2024-02-01 Floating 6.46357 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AY0 1670000.000000 PA USD 1654007.600000 0.1547613 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A 161630AU2 154348.000000 PA USD 150639.030000 0.0140949 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.78898 N N N N N N CHASEFLEX TRUST 2007-3 N/A 16165AAD6 389539.050000 PA USD 320809.790000 0.0300174 Long ABS-MBS CORP US N 2 2037-07-25 Floating 5.14529 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAJ4 800000.000000 PA USD 737488.340000 0.0690049 Long DBT CORP US N 2 2029-11-15 Fixed 3.7 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2022-A N/A 17330VAA4 6026052.180000 PA USD 5997277.780000 0.5611503 Long ABS-MBS CORP US N 2 2062-09-25 Fixed 6.17 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 2005-HE3 N/A 17307GWU8 4687000.000000 PA USD 4292159.620000 0.4016066 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.74529 Y N N N N N CITIGROUP MTGE LOAN TR INC 2006-NC2 N/A 17309TAC2 2756125.680000 PA USD 1997912.470000 0.1869397 Long ABS-MBS CORP US N 2 2036-09-25 Floating 5.16529 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AMC1 N/A 17311BAB9 361821.660000 PA USD 151742.430000 0.0141982 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.99529 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW53 8679.040000 PA USD 7942.570000 0.0007432 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 8893.880000 PA USD 8129.250000 0.0007606 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.41 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21037DR48 1500000.000000 PA USD 1499096.000000 0.1402667 Long DBT CORP US N 2 2023-04-04 None 0 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-10CB N/A 12667GAW3 3205764.650000 PA USD 2422671.680000 0.2266833 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.34529 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-53T2 N/A 12668AKQ7 5362.640000 PA USD 3415.060000 0.0003195 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-56 N/A 12668AHE8 250518.810000 PA USD 197140.720000 0.0184460 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.48529 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-81 N/A 12668BBN2 706326.710000 PA USD 573091.810000 0.0536228 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.40529 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB N/A 02152AAB5 11816.860000 PA USD 7748.100000 0.0007250 Long ABS-MBS CORP US N 2 2037-08-25 Floating 5.24529 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TRUST 2005-69 N/A 12668AN27 6219.200000 PA USD 5368.660000 0.0005023 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.13795 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2005-27 N/A 12667GN58 1443357.490000 PA USD 1255612.760000 0.1174845 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.69795 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-HY10 N/A 12668BUK7 235147.950000 PA USD 179134.160000 0.0167611 Long ABS-MBS CORP US N 2 2036-05-25 Floating 3.31771 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11 N/A 02147DAB7 383159.040000 PA USD 346650.420000 0.0324352 Long ABS-MBS CORP US N 2 2046-09-25 Floating 5.22529 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7 N/A 126680AA5 119011.110000 PA USD 98760.320000 0.0092408 Long ABS-MBS CORP US N 2 2047-05-25 Floating 5.20529 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-58 N/A 12668AWH4 47088.960000 PA USD 40965.060000 0.0038330 Long ABS-MBS CORP US N 2 2035-12-20 Floating 5.40143 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB N/A 02146TAG2 137558.100000 PA USD 82434.250000 0.0077132 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.25 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-13 N/A 02150MAA3 3326512.870000 PA USD 1819187.060000 0.1702168 Long ABS-MBS CORP US N 2 2047-06-25 Fixed 6 Y N N N N N COUNTRYWIDE ASSET BACKED CERT 2007-BC2 N/A 12669QAA7 2253785.530000 PA USD 2155228.390000 0.2016593 Long ABS-MBS CORP US N 2 2037-06-25 Floating 5.04529 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-12 N/A 12667AAD8 4740442.080000 PA USD 4391578.730000 0.4109090 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.36529 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-16 N/A 23242FAA4 1165248.440000 PA USD 1060615.190000 0.0992391 Long ABS-MBS CORP US N 2 2046-12-25 Floating 5.12529 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-5 N/A 126670YE2 29515.690000 PA USD 29405.810000 0.0027514 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.24529 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-8 N/A 045427AD3 8114097.450000 PA USD 7576141.710000 0.7088806 Long ABS-MBS CORP US N 2 2046-01-25 Floating 5.34529 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-10 N/A 23246BAK7 1680478.330000 PA USD 1608452.690000 0.1504989 Long ABS-MBS CORP US N 2 2047-06-25 Floating 5.09529 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2006-1 N/A 126670TW8 1260903.870000 PA USD 1211925.190000 0.1133968 Long ABS-MBS CORP US N 2 2036-05-25 Floating 5.43029 Y N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2006-2 N/A 126670UW6 17564.380000 PA USD 17381.910000 0.0016264 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.44529 N N N N N N COUNTRYWIDE HOME LOANS 2004-16 N/A 12669FW82 49096.790000 PA USD 45012.300000 0.0042117 Long ABS-MBS CORP US N 2 2034-09-25 Floating 5.64529 N N N N N N COUNTRYWIDE HOME LOANS 2004-29 N/A 12669GJB8 1513.280000 PA USD 1252.090000 0.0001172 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.50529 N N N N N N COUNTRYWIDE HOME LOANS 2005-HYB9 N/A 126670JY5 7767.470000 PA USD 6379.050000 0.0005969 Long ABS-MBS CORP US N 2 2036-02-20 Floating 5.90986 Y N N N N N CREDIT BASED ASSET SRVC & SEC 2006-CB9 N/A 12465MAA2 19700.760000 PA USD 9160.810000 0.0008572 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.96529 N N N N N N CREDIT SUISSE AG/ LONDON BRANCH ANGGYXNX0JLX3X63JN86 ACI2018R1 600000.000000 PA 644975.080000 0.0603487 Long DBT CORP CH N 2 2023-09-01 Floating 3.716 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AR2 1100000.000000 PA USD 1016125.000000 0.0950763 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AP3 250000.000000 PA USD 222575.000000 0.0208258 Long DBT CORP CH N 2 2031-04-01 Floating 4.194 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AH1 2700000.000000 PA USD 2633105.070000 0.2463730 Long DBT CORP CH N 2 2024-06-12 Floating 6.39371 N N N N N N CREDIT SUISSE MORTGAGE TRUST 2020-RPL6 N/A 12656HAC8 859144.740000 PA USD 833270.990000 0.0779671 Long ABS-MBS CORP US N 2 2059-03-25 Variable 2.6875 N N N N N N CSMC 2021-RPL7 TRUST N/A 12598JAC5 3499307.110000 PA USD 3226300.620000 0.3018769 Long ABS-MBS CORP US N 2 2061-07-27 Fixed 1.92598 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAH7 1800000.000000 PA USD 1722663.000000 0.1611853 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 1000000.000000 PA USD 1002184.590000 0.0937719 Long DBT CORP US N 2 2025-01-17 Fixed 5.2 N N N N N N DELL EQUIPMENT FINANCE TRUST 2020-2 N/A 24704GAC7 1352840.900000 PA USD 1349094.340000 0.1262314 Long ABS-O CORP US N 2 2023-10-23 Fixed 0.57 N N N N N N DEUTSCHE ALT-A SECURITIES INC 2006-AR1 N/A 251510LD3 1081962.340000 PA USD 995742.170000 0.0931691 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.50529 N N N N N N DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2007-3 N/A 25151KAC3 221423.200000 PA USD 173088.710000 0.0161955 Long ABS-MBS CORP US N 2 2047-10-25 Floating 5.59529 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CB3 600000.000000 PA USD 568066.180000 0.0531525 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 ACI1QTHL7 1700000.000000 PA 1653776.010000 0.1547397 Long DBT CORP DE N 2 2026-09-03 Floating 1.375 N N N N N N DISCOVER BANK/GREENWOOD BRANCH X05BVSK68TQ7YTOSNR22 25466AAP6 1006000.000000 PA USD 952160.410000 0.0890913 Long DBT CORP US N 2 2028-09-13 Fixed 4.65 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 2018-A6 N/A 254683CJ2 3500000.000000 PA USD 3499703.550000 0.3274585 Long ABS-MBS CORP US N 2 2026-03-15 Floating 5.07443 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26244JRJ0 2350000.000000 PA USD 2343887.650000 0.2193117 Long DBT CORP US N 2 2023-04-18 None 0 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AN7 62000.000000 PA USD 63374.230000 0.0059298 Long DBT CORP US N 2 2027-06-15 Fixed 5.75 N N N N N N ENBRIDGE (US) INC 5493003FRODSVHJWFS32 29251VR57 500000.000000 PA USD 499632.780000 0.0467494 Long DBT CORP US N 2 2023-04-05 None 0 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 1869000.000000 PA USD 1796935.490000 0.1681348 Long DBT CORP US N 2 2028-04-20 Fixed 4.35 N N N N N N EUROHOME UK MORTGAGES 2007-1 A N/A B1VBS4II2 15175.050000 PA 17924.030000 0.0016771 Long ABS-MBS CORP GB N 2 2044-06-15 Floating 4.41 N N N N N N EXPEDIA GROUP INC N/A 30212PAS4 264000.000000 PA USD 267462.330000 0.0250258 Long DBT CORP US N 2 2025-05-01 Fixed 6.25 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 BD9MMZII4 1200000.000000 PA 1158694.870000 0.1084162 Long DBT CORP CA N 2 2028-03-29 Fixed 2.75 N N N N N N FANNIE MAE 2006-115 N/A 31396LT26 3621.020000 PA USD 4014.020000 0.0003756 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 7.17884 N N N N N N FANNIE MAE 2006-118 N/A 31396L4R8 21350.390000 PA USD 21226.900000 0.0019861 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 4.677 N N N N N N FANNIE MAE 2006-16 N/A 31394V6K1 65025.410000 PA USD 5131.430000 0.0004801 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 1.85471 N N N N N N FANNIE MAE 2006-5 N/A 31394VL73 5141.740000 PA USD 5221.300000 0.0004885 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 3.77677 N N N N N N FANNIE MAE 2007-14 N/A 31396PZU8 4032.440000 PA USD 3938.680000 0.0003685 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 5.19529 N N N N N N FANNIE MAE 2007-63 N/A 31396WTU0 9991.770000 PA USD 9793.810000 0.0009164 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 5.19529 N N N N N N FANNIE MAE 2007-65 N/A 31396WLX2 17010.380000 PA USD 16697.340000 0.0015623 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 5.22529 N N N N N N FANNIE MAE 2007-96 N/A 31396XNT7 19118.040000 PA USD 19056.930000 0.0017831 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 5.56529 N N N N N N FANNIE MAE 2009-111 N/A 31398GRA9 5426.010000 PA USD 5419.410000 0.0005071 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 5.59529 N N N N N N FANNIE MAE 2009-47 N/A 31396QFA2 4866.290000 PA USD 4898.900000 0.0004584 Long ABS-MBS USGSE US N 2 2039-07-25 Floating 5.74529 N N N N N N FANNIE MAE 2009-99 N/A 31398F4R9 10629.730000 PA USD 10652.600000 0.0009967 Long ABS-MBS USGSE US N 2 2039-12-25 Floating 5.66529 N N N N N N FANNIE MAE REMICS 2011-17 N/A 31397QZU5 170934.170000 PA USD 13740.170000 0.0012856 Long ABS-MBS USGSE US N 2 2041-03-25 Floating 1.00471 N N N N N N FANNIE MAE-2005-75 N/A 31394FAF2 32641.280000 PA USD 32096.100000 0.0030032 Long ABS-MBS USGSE US N 2 2035-09-25 Floating 5.24529 N N N N N N FANNIEMAE WHOLE LOAN 2003-W6 N/A 31393BX75 136211.100000 PA USD 133871.240000 0.0125260 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 21700000.000000 PA USD 21699755.010000 2.0303917 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 28600000.000000 PA USD 28600046.330000 2.6760347 Long DBT USGSE US N 2 2023-05-26 Floating 4.87 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AUQ56 3700000.000000 PA USD 3699993.010000 0.3461991 Long DBT USGSE US N 2 2023-05-04 Floating 4.87 N N N N N N FHLMC PASS THRU POOLS N/A 31296UAX9 120180.270000 PA USD 122999.640000 0.0115088 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128KDFP5 110220.090000 PA USD 113340.130000 0.0106050 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128KLML8 7564.000000 PA USD 7868.390000 0.0007362 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KYHK8 62898.100000 PA USD 65035.640000 0.0060852 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128L1WN6 20072.900000 PA USD 20824.260000 0.0019485 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L1WP1 15734.040000 PA USD 16339.370000 0.0015288 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 312927PK6 3007.830000 PA USD 3086.360000 0.0002888 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3129285R1 30260.230000 PA USD 31361.940000 0.0029345 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312935L98 20367.070000 PA USD 20620.820000 0.0019294 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292KYV3 77463.180000 PA USD 80709.450000 0.0075518 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7E66 12478.770000 PA USD 12627.080000 0.0011815 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7MM2 21155.600000 PA USD 21407.040000 0.0020030 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4AX1 87206.390000 PA USD 91282.550000 0.0085411 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4ZV8 1304.280000 PA USD 1356.760000 0.0001269 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5DD9 74858.940000 PA USD 75752.040000 0.0070879 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5R93 23081.430000 PA USD 24010.570000 0.0022466 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5TY6 650.730000 PA USD 676.930000 0.0000633 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5V56 856.440000 PA USD 890.900000 0.0000834 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6E87 75670.830000 PA USD 78717.070000 0.0073654 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6MZ8 78179.560000 PA USD 81550.000000 0.0076304 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6YJ1 955434.790000 PA USD 977712.300000 0.0914821 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7P75 5424.210000 PA USD 5642.560000 0.0005280 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7ZR0 32414.060000 PA USD 33719.200000 0.0031550 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M75R3 7969.270000 PA USD 8289.990000 0.0007757 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M8AV6 4925.720000 PA USD 5123.990000 0.0004794 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M84A9 33137.320000 PA USD 34471.180000 0.0032254 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJFP0 1906.480000 PA USD 1983.180000 0.0001856 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ2X7 980557.920000 PA USD 957896.030000 0.0896279 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132GDVQ2 80050.270000 PA USD 79292.540000 0.0074192 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132XWE64 90864.580000 PA USD 88506.870000 0.0082814 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132LAY63 297264.100000 PA USD 289396.350000 0.0270781 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4 N N N N N N FHLMC STRUCTURED PASS THROUGH SEC T-63 N/A 31395M2F5 9684.180000 PA USD 9503.180000 0.0008892 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-32 N/A 3133TSQG1 22924.860000 PA USD 22862.910000 0.0021392 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 5.10529 N N N N N N FIRST HORIZON ALT MTG SEC 2005-AA6 N/A 32051GQA6 94196.440000 PA USD 79600.610000 0.0074480 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.03256 Y N N N N N FNMA PASS THRU POOLS N/A 31371K3A7 820.600000 PA USD 847.590000 0.0000793 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MFZ5 61035.910000 PA USD 62222.690000 0.0058220 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 31371NV28 110.070000 PA USD 110.270000 0.0000103 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31371N7L3 343.040000 PA USD 346.810000 0.0000325 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31385XNR4 234.200000 PA USD 240.620000 0.0000225 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31400GV44 4728.020000 PA USD 4779.990000 0.0004473 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31401YYE9 1426.690000 PA USD 1419.450000 0.0001328 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31402LPB2 38580.370000 PA USD 36819.050000 0.0034451 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 4.337 N N N N N N FNMA PASS THRU POOLS N/A 31402RNW5 15195.360000 PA USD 15047.090000 0.0014079 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 3.741 N N N N N N FNMA PASS THRU POOLS N/A 31402RTT6 12672.960000 PA USD 12460.460000 0.0011659 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 3.72 N N N N N N FNMA PASS THRU POOLS N/A 31403DGZ6 28247.330000 PA USD 29265.070000 0.0027383 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403DJ75 505.880000 PA USD 524.890000 0.0000491 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403NVY0 38081.530000 PA USD 37408.450000 0.0035002 Long ABS-MBS USGSE US N 2 2033-12-01 Floating 4.273 N N N N N N FNMA PASS THRU POOLS N/A 31403SD78 115138.010000 PA USD 119119.700000 0.0111457 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403VDD8 10370.570000 PA USD 10162.850000 0.0009509 Long ABS-MBS USGSE US N 2 2033-12-01 Floating 4.069 N N N N N N FNMA PASS THRU POOLS N/A 31404BQD7 7333.990000 PA USD 7575.290000 0.0007088 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404RCT2 71479.850000 PA USD 70239.450000 0.0065721 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 3.915 N N N N N N FNMA PASS THRU POOLS N/A 31405PRS1 5762.430000 PA USD 5493.260000 0.0005140 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 4.338 N N N N N N FNMA PASS THRU POOLS N/A 31405PVB3 1334.740000 PA USD 1386.580000 0.0001297 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31405UV97 1490.480000 PA USD 1464.250000 0.0001370 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 31406F6N6 18614.000000 PA USD 18199.820000 0.0017029 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.733 N N N N N N FNMA PASS THRU POOLS N/A 31406L2T4 1680.740000 PA USD 1648.510000 0.0001542 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 586.350000 PA USD 572.470000 0.0000536 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 31406VP91 24627.640000 PA USD 25164.320000 0.0023546 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407BXK0 9467.040000 PA USD 9302.480000 0.0008704 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 3.805 N N N N N N FNMA PASS THRU POOLS N/A 31407DSV8 8179.240000 PA USD 8344.110000 0.0007807 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407FYD6 29893.730000 PA USD 30444.070000 0.0028486 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 3.82 N N N N N N FNMA PASS THRU POOLS N/A 31407HAS5 26215.800000 PA USD 26794.650000 0.0025071 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407HN85 3528.570000 PA USD 3678.390000 0.0003442 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JY89 2203.280000 PA USD 2253.490000 0.0002109 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407MWT8 31692.570000 PA USD 31009.580000 0.0029015 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 3.743 N N N N N N FNMA PASS THRU POOLS N/A 31407NGX5 32240.750000 PA USD 31725.340000 0.0029685 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 3.901 N N N N N N FNMA PASS THRU POOLS N/A 31407R2A1 7879.870000 PA USD 7738.990000 0.0007241 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.987 N N N N N N FNMA PASS THRU POOLS N/A 31407T6R6 55125.820000 PA USD 56364.280000 0.0052739 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407VFQ3 20273.140000 PA USD 20476.440000 0.0019159 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.775 N N N N N N FNMA PASS THRU POOLS N/A 31407VMN2 24445.800000 PA USD 25531.190000 0.0023889 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407YHH5 12664.280000 PA USD 12394.080000 0.0011597 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 31408DLC6 46716.530000 PA USD 48847.880000 0.0045706 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408DLF9 10531.300000 PA USD 10786.830000 0.0010093 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408JTK7 3957.590000 PA USD 4004.070000 0.0003747 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31409JBD1 15541.060000 PA USD 15570.290000 0.0014569 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 5.411 N N N N N N FNMA PASS THRU POOLS N/A 31409WLC3 115607.840000 PA USD 119802.780000 0.0112096 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410DJE1 19187.610000 PA USD 19222.200000 0.0017986 Long ABS-MBS USGSE US N 2 2036-07-01 Floating 5.39 N N N N N N FNMA PASS THRU POOLS N/A 31410DXD7 13432.500000 PA USD 13486.910000 0.0012619 Long ABS-MBS USGSE US N 2 2036-08-01 Floating 5.46 N N N N N N FNMA PASS THRU POOLS N/A 31410EKC1 8945.940000 PA USD 8886.390000 0.0008315 Long ABS-MBS USGSE US N 2 2036-09-01 Floating 5.402 N N N N N N FNMA PASS THRU POOLS N/A 31410FVW2 253825.650000 PA USD 259629.480000 0.0242929 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KQX5 15238.010000 PA USD 15834.240000 0.0014816 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410LAV4 418.240000 PA USD 423.350000 0.0000396 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411FL28 2453.510000 PA USD 2481.080000 0.0002321 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MRT7 275.730000 PA USD 276.350000 0.0000259 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MTG3 22598.480000 PA USD 23492.190000 0.0021981 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QUX5 3331.760000 PA USD 3343.280000 0.0003128 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412TWX7 73625.600000 PA USD 74452.260000 0.0069663 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412YFP2 52754.550000 PA USD 54491.480000 0.0050986 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414XXE7 3020.070000 PA USD 3013.160000 0.0002819 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415CNH6 240.310000 PA USD 240.270000 0.0000225 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415LVW4 113.450000 PA USD 113.410000 0.0000106 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415LW86 4986.460000 PA USD 5043.060000 0.0004719 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BK72 4768.050000 PA USD 4970.680000 0.0004651 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BNK0 66489.660000 PA USD 66771.200000 0.0062476 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CC61 868.710000 PA USD 869.960000 0.0000814 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416KV54 2161.220000 PA USD 2166.750000 0.0002027 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416NBX9 10827.850000 PA USD 10858.520000 0.0010160 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416NSP8 17224.200000 PA USD 17280.290000 0.0016169 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416WH88 58559.250000 PA USD 58771.670000 0.0054991 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416WMP4 5076.410000 PA USD 5094.690000 0.0004767 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416YDH8 9253.440000 PA USD 9205.180000 0.0008613 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31416YKY3 11561.830000 PA USD 11501.390000 0.0010762 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418NBG4 4884.530000 PA USD 5101.390000 0.0004773 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31418RHJ3 4437.050000 PA USD 4450.320000 0.0004164 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418UW59 4041.420000 PA USD 4053.460000 0.0003793 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418VWP3 5486.560000 PA USD 5488.870000 0.0005136 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418WCN8 19464.890000 PA USD 19386.560000 0.0018140 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418WDC1 5059.590000 PA USD 5028.600000 0.0004705 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418XFV5 8521.000000 PA USD 8486.730000 0.0007941 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418XMR6 548050.310000 PA USD 546130.830000 0.0511001 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419BPN9 4531.660000 PA USD 4556.300000 0.0004263 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419CAU7 8186.840000 PA USD 8230.760000 0.0007701 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419CSK0 7521.430000 PA USD 7562.390000 0.0007076 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419FD94 21682.940000 PA USD 21570.090000 0.0020183 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419H2W1 16927.060000 PA USD 16839.170000 0.0015756 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419JTV0 389.410000 PA USD 387.000000 0.0000362 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419J5L8 59094.200000 PA USD 59025.420000 0.0055229 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A2CK3 8746.880000 PA USD 8693.180000 0.0008134 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A2U64 5774.970000 PA USD 5813.180000 0.0005439 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A5XB3 2799.080000 PA USD 2813.990000 0.0002633 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A6E48 11272.760000 PA USD 11322.320000 0.0010594 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A6LJ7 49272.850000 PA USD 49016.830000 0.0045864 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A6TG5 6698.220000 PA USD 6650.640000 0.0006223 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A7G69 7943.030000 PA USD 7894.050000 0.0007386 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A8AB2 11389.170000 PA USD 11329.610000 0.0010601 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A8PX8 13387.490000 PA USD 13305.120000 0.0012449 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A8SR8 5941.380000 PA USD 5904.600000 0.0005525 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A9PQ1 2169.170000 PA USD 2178.700000 0.0002039 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AA6T3 9154.520000 PA USD 9106.610000 0.0008521 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ADPB5 8527.320000 PA USD 8564.520000 0.0008014 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AGJH2 2721.050000 PA USD 2706.870000 0.0002533 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AHS80 221627.510000 PA USD 223096.530000 0.0208746 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138AH5R3 758.590000 PA USD 762.670000 0.0000714 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AJMD1 30964.630000 PA USD 30773.600000 0.0028794 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AJTP7 1406.910000 PA USD 1399.530000 0.0001310 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AKTS8 1142.410000 PA USD 1147.390000 0.0001074 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ALKA4 20283.210000 PA USD 20177.090000 0.0018879 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ANNY5 36367.810000 PA USD 36176.990000 0.0033850 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138EGM68 1746.850000 PA USD 1750.830000 0.0001638 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EJKA5 31184.750000 PA USD 31022.250000 0.0029027 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138EKW35 60022.590000 PA USD 62772.000000 0.0058734 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138LQ2D5 98681.220000 PA USD 98850.550000 0.0092492 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138LTLS5 113014.790000 PA USD 113356.760000 0.0106065 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138LY5M5 3850.950000 PA USD 3838.080000 0.0003591 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WAJ73 28457.370000 PA USD 28461.110000 0.0026630 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WET25 2687.580000 PA USD 2543.290000 0.0002380 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WG6G4 7394.520000 PA USD 6988.250000 0.0006539 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138YR5Y0 13188.150000 PA USD 12471.920000 0.0011670 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FRCM5 13162.840000 PA USD 12427.280000 0.0011628 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FRH65 12123.840000 PA USD 11457.720000 0.0010721 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GUMA2 1722601.270000 PA USD 1623768.520000 0.1519320 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GVZY4 1538200.120000 PA USD 1449828.340000 0.1356568 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GYJX8 12578.900000 PA USD 11874.080000 0.0011110 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H4B45 9960.400000 PA USD 9394.550000 0.0008790 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HAC99 8384.800000 PA USD 7912.350000 0.0007403 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HATD2 13571.540000 PA USD 12802.600000 0.0011979 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 4584.400000 PA USD 44569.590000 0.0041703 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3140HHHT5 4016.490000 PA USD 3791.430000 0.0003548 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HMGY4 163468.250000 PA USD 153655.910000 0.0143772 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HPUD7 71879.900000 PA USD 67550.190000 0.0063205 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JANZ7 2625554.170000 PA USD 2478435.080000 0.2319010 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JGR64 8544.340000 PA USD 8068.180000 0.0007549 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JJHA0 49693.310000 PA USD 46710.330000 0.0043706 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JKMX1 20555.390000 PA USD 19630.210000 0.0018367 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YM95 11609.710000 PA USD 11614.560000 0.0010867 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417Y7A9 34522.190000 PA USD 34340.990000 0.0032132 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418A4P0 47364.290000 PA USD 46998.380000 0.0043975 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CS47 1333889.120000 PA USD 1259458.760000 0.1178444 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CU77 2051362.680000 PA USD 1935781.970000 0.1811263 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CYL2 2095892.850000 PA USD 1975731.830000 0.1848643 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.5 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZQ9 300000.000000 PA USD 297375.000000 0.0278246 Long DBT CORP US N 2 2024-03-18 Fixed 5.584 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZX4 300000.000000 PA USD 290007.630000 0.0271353 Long DBT CORP US N 2 2024-11-01 Fixed 4.063 N N N N N N FREDDIE MAC 3181 N/A 31396URJ1 93895.390000 PA USD 8532.050000 0.0007983 Long ABS-MBS USGSE US N 2 2036-07-15 Floating 1.78557 N N N N N N FREDDIE MAC 3355 N/A 31397KC90 74787.220000 PA USD 74385.840000 0.0069601 Long ABS-MBS USGSE US N 2 2037-08-15 Floating 5.38443 N N N N N N FREDDIE MAC 3360 N/A 31397KE23 58465.910000 PA USD 58125.730000 0.0054387 Long ABS-MBS USGSE US N 2 2037-08-15 Floating 5.35443 N N N N N N FREDDIE MAC 3404 N/A 31397PST8 36522.520000 PA USD 36583.230000 0.0034230 Long ABS-MBS USGSE US N 2 2038-01-15 Floating 5.53943 N N N N N N FREDDIE MAC 3439 N/A 31397TAL6 1789.750000 PA USD 1749.430000 0.0001637 Long ABS-MBS USGSE US N 2 2037-02-15 Floating 5.01443 N N N N N N FREDDIE MAC 3898 N/A 3137ADX44 206033.050000 PA USD 204297.550000 0.0191156 Long ABS-MBS USGSE US N 2 2041-06-15 Floating 5.25443 N N N N N N FREDDIE MAC REMICS 3816 N/A 3137A6R46 106915.800000 PA USD 105778.830000 0.0098975 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 4.5 N N N N N N FREDDIE MAC-3136 N/A 31396NH41 14472.310000 PA USD 929.700000 0.0000870 Long ABS-MBS USGSE US N 2 2036-04-15 Floating 2.01557 N N N N N N FREDDIE MAC-3891 N/A 3137ADTZ0 216979.780000 PA USD 213295.400000 0.0199575 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 5.23443 N N N N N N FREMONT HOME LOAN TRUST 2005-E N/A 35729PNC0 53851.130000 PA USD 49881.380000 0.0046673 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.50529 N N N N N N FREMONT HOME LOAN TRUST 2006-E N/A 35729NAB1 11014.990000 PA USD 5095.780000 0.0004768 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.90529 N N N N N N FROST CMBS 2021-1 DAC 21-1A N/A ACI21WKW7 1694014.290000 PA 1762248.190000 0.1648891 Long ABS-MBS CORP IE N 2 2033-11-20 Floating 3.853 N N N N N N FWD SECURITIZATION TRUST 2020-INV1 N/A 302985AA4 64161.590000 PA USD 58861.000000 0.0055075 Long ABS-MBS CORP US N 2 2050-01-25 Variable 2.24 N N N N N N GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A N/A 36361UAQ3 2700000.000000 PA USD 2601656.550000 0.2434305 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.72914 N N N N N N GLG EURO CLO III DAC A N/A ACI1VVSK6 676700.300000 PA 720305.180000 0.0673972 Long ABS-CBDO CORP IE N 2 2030-10-15 Floating 2.968 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-3 N/A 36265WAC7 5195420.760000 PA USD 5194505.330000 0.4860369 Long ABS-O CORP US N 2 2025-09-16 Floating 5.15806 N N N N N N GNMA PASS THRU POOLS N/A 36179QUQ2 32216.060000 PA USD 31704.290000 0.0029665 Long ABS-MBS USGSE US N 2 2044-11-20 Floating 2.75 N N N N N N GNMA PASS THRU POOLS N/A 36200JSC5 84995.740000 PA USD 82676.600000 0.0077358 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36200NMP3 2185.790000 PA USD 2262.690000 0.0002117 Long ABS-MBS USGSE US N 2 2034-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36291US71 10000.050000 PA USD 10206.870000 0.0009550 Long ABS-MBS USGSE US N 2 2037-05-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291UTY1 31433.090000 PA USD 32047.040000 0.0029986 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36292DXR8 359.050000 PA USD 368.100000 0.0000344 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36294YPA6 12067.930000 PA USD 12304.040000 0.0011513 Long ABS-MBS USGSE US N 2 2037-02-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295NCQ8 178554.500000 PA USD 184823.990000 0.0172935 Long ABS-MBS USGSE US N 2 2038-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295QA34 312702.740000 PA USD 322115.560000 0.0301395 Long ABS-MBS USGSE US N 2 2038-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295QGF1 35752.340000 PA USD 36901.410000 0.0034528 Long ABS-MBS USGSE US N 2 2038-07-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295QJT8 14751.290000 PA USD 15138.790000 0.0014165 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295QKC3 83296.060000 PA USD 85973.250000 0.0080443 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295QKD1 73992.140000 PA USD 76369.750000 0.0071457 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296A6T6 154725.450000 PA USD 160158.350000 0.0149856 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296DKZ0 806.220000 PA USD 826.380000 0.0000773 Long ABS-MBS USGSE US N 2 2038-10-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296DK23 3065.800000 PA USD 3152.190000 0.0002949 Long ABS-MBS USGSE US N 2 2038-10-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296DNG9 16177.460000 PA USD 16745.300000 0.0015668 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296JEM3 30454.420000 PA USD 31373.900000 0.0029356 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296LSU5 33870.560000 PA USD 35060.050000 0.0032805 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296P6J5 16878.020000 PA USD 17415.900000 0.0016296 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296QZG7 46021.090000 PA USD 47498.510000 0.0044443 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620A2K21 67459.440000 PA USD 69160.000000 0.0064711 Long ABS-MBS USGSE US N 2 2039-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620ASLC1 26039.090000 PA USD 26551.120000 0.0024843 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36176EM24 158340.750000 PA USD 154020.400000 0.0144113 Long ABS-MBS USGSE US N 2 2043-09-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36176W5N7 29195.540000 PA USD 28377.480000 0.0026552 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KZ35 555.900000 PA USD 574.500000 0.0000538 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36177WD98 59417.130000 PA USD 57796.760000 0.0054079 Long ABS-MBS USGSE US N 2 2042-05-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178LMH3 92236.020000 PA USD 89720.900000 0.0083950 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178UBY8 10794.310000 PA USD 10499.830000 0.0009824 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178UUR2 198519.870000 PA USD 193129.790000 0.0180707 Long ABS-MBS USGSE US N 2 2042-11-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178WDR7 3822.300000 PA USD 3720.410000 0.0003481 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179JXF9 4639.990000 PA USD 4513.390000 0.0004223 Long ABS-MBS USGSE US N 2 2043-06-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36180HG51 9619.040000 PA USD 9356.640000 0.0008755 Long ABS-MBS USGSE US N 2 2043-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36180HHA9 92279.810000 PA USD 89762.170000 0.0083988 Long ABS-MBS USGSE US N 2 2043-05-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36180SNG5 7358.390000 PA USD 7157.570000 0.0006697 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36180WGF6 443014.670000 PA USD 430925.300000 0.0403206 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36182CAQ0 86862.430000 PA USD 84491.940000 0.0079057 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36182QB88 96307.130000 PA USD 93678.860000 0.0087653 Long ABS-MBS USGSE US N 2 2045-01-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36198N2C8 97875.280000 PA USD 95204.770000 0.0089081 Long ABS-MBS USGSE US N 2 2044-06-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36182WBC6 310433.760000 PA USD 301963.170000 0.0282539 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183BCF3 51350.440000 PA USD 49955.790000 0.0046742 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183FTW9 26732.600000 PA USD 26003.110000 0.0024330 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183PM53 100885.250000 PA USD 98131.970000 0.0091820 Long ABS-MBS USGSE US N 2 2045-01-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183QPH2 123391.740000 PA USD 119174.440000 0.0111509 Long ABS-MBS USGSE US N 2 2045-01-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183QYH2 33903.330000 PA USD 32978.080000 0.0030857 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183TYC7 178880.700000 PA USD 173998.830000 0.0162806 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183XRC6 18999.820000 PA USD 18481.320000 0.0017293 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183XZ86 2161.610000 PA USD 2102.610000 0.0001967 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183X2J8 22306.840000 PA USD 21698.040000 0.0020302 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184BZL4 9120.510000 PA USD 8871.640000 0.0008301 Long ABS-MBS USGSE US N 2 2045-01-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184BZ67 91799.490000 PA USD 91619.000000 0.0085726 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184CA47 150016.760000 PA USD 145922.630000 0.0136536 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184HY81 82029.080000 PA USD 79790.320000 0.0074658 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184KB97 142800.600000 PA USD 138903.270000 0.0129968 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184K6K8 138130.810000 PA USD 134361.100000 0.0125718 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184MYF4 51536.000000 PA USD 50129.970000 0.0046905 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184NEP2 245903.710000 PA USD 239192.260000 0.0223806 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.5 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION N/A 38122NB76 705000.000000 PA USD 652788.050000 0.0610797 Long DBT MUN US N 2 2046-06-01 Fixed 3 N N N N N N GOLDENTREE LOAN MANAGEMENT EUR CLO 3 DAC 3A N/A ACI1ZWJ04 14200000.000000 PA 14940854.930000 1.3979784 Long ABS-CBDO CORP IE N 2 2032-01-20 Floating 3.242 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZS6 3800000.000000 PA USD 3805400.900000 0.3560618 Long DBT CORP US N 2 2028-03-15 Floating 6.57187 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 166000.000000 PA USD 159187.730000 0.0148948 Long DBT CORP US N 2 2029-05-01 Floating 4.223 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H09 N/A 38380LFE8 95760.860000 PA USD 94316.970000 0.0088250 Long ABS-MBS USGSE US N 2 2068-04-20 Floating 2.85652 N N N N N N GREENPOINT MRGT PASS THRU CER 2003-1 N/A 395387AA1 16842.940000 PA USD 15538.720000 0.0014539 Long ABS-MBS CORP US N 2 2033-10-25 Floating 4.36422 N N N N N N GSAA HOME EQUITY TRUST 2006-9 N/A 362382AE3 69352.230000 PA USD 15222.400000 0.0014243 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.08529 N N N N N N GSAMP TRUST 2006-HE8 N/A 3622M8AE6 4200000.000000 PA USD 3365194.140000 0.3148728 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.07529 N N N N N N GSAMP TRUST 2007-FM2 N/A 3622MHAC0 2293265.550000 PA USD 1370314.460000 0.1282169 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.93529 N N N N N N GSAMP TRUST 2007-NC1 N/A 3622MGAA6 1421755.570000 PA USD 786480.350000 0.0735890 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 3622MGAD0 32163.160000 PA USD 16154.090000 0.0015115 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.99529 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341XG9 23091.640000 PA USD 20335.100000 0.0019027 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.70889 N N N N N N GSR MORTGAGE LOAN TRUST 2007-3F N/A 3622MWAR4 230418.540000 PA USD 167102.430000 0.0156354 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6 Y N N N N N GSR MTGE LOAN TRUST 2003-2F N/A 36228FNB8 53.220000 PA USD 51.890000 0.0000049 Long ABS-MBS CORP US N 2 2032-03-25 Fixed 6 N N N N N N HALSEYPOINT CLO 2 LTD N/A 40638TAC6 1300000.000000 PA USD 1278488.510000 0.1196250 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 6.24771 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-1 N/A 41161PLD3 858251.800000 PA USD 820311.410000 0.0767545 Long ABS-MBS CORP US N 2 2035-03-19 Floating 5.30143 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-12 N/A 41162DAA7 56492.440000 PA USD 46453.930000 0.0043466 Long ABS-MBS CORP US N 2 2036-12-19 Floating 5.17143 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-16 N/A 41161PYZ0 362625.450000 PA USD 222163.320000 0.0207873 Long ABS-MBS CORP US N 2 2036-01-19 Floating 5.26143 Y N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2007-4 N/A 41164YAB7 215431.730000 PA USD 193023.940000 0.0180608 Long ABS-MBS CORP US N 2 2047-07-19 Floating 4.98143 N N N N N N HARVEST CLO XXI DAC 21A N/A ACI1WSV36 800000.000000 PA 796437.060000 0.0745206 Long ABS-CBDO CORP IE N 2 2031-07-15 Fixed 1.04 N N N N N N HOME EQUITY PASS-THRU CERTS 2004-6 N/A 437084EW2 984770.090000 PA USD 963548.200000 0.0901568 Long ABS-MBS CORP US N 2 2034-12-25 Floating 6.44529 N N N N N N TRUIST FINANCIAL CORPORATION 549300DRQQI75D2JP341 89832QAE9 1300000.000000 NS USD 1217008.000000 0.1138724 Long EP CORP US N 2 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AW9 500000.000000 PA USD 484109.790000 0.0452969 Long DBT CORP GB N 2 2026-03-08 Fixed 4.3 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 300000.000000 PA USD 252204.490000 0.0235981 Long DBT CORP GB N 2 2031-06-04 Floating 2.848 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 1500000.000000 PA USD 1437609.470000 0.1345135 Long DBT CORP GB N 2 2026-09-12 Floating 4.292 N N N N N N HSI ASSET SEC CORP TRUST 2006-HE2 N/A 44328BAD0 946422.570000 PA USD 255616.340000 0.0239174 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.06529 N N N N N N HSI ASSET SEC CORP TRUST 2006-OPT4 N/A 40430KAH4 10034591.730000 PA USD 8939666.250000 0.8364622 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.31029 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AN2 2900000.000000 PA USD 2747231.050000 0.2570515 Long DBT CORP US N 2 2024-10-01 Fixed 1.8 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAA1 598000.000000 PA USD 579541.030000 0.0542262 Long DBT CORP GB N 2 2024-07-26 Fixed 3.125 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAB9 300000.000000 PA USD 281396.910000 0.0263296 Long DBT CORP GB N 2 2026-07-26 Fixed 3.5 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-16IP N/A 45660LUD9 3895.420000 PA USD 3174.620000 0.0002970 Long ABS-MBS CORP US N 2 2045-07-25 Floating 5.48529 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR31 N/A 45660LV97 84587.840000 PA USD 70362.910000 0.0065837 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.32919 Y N N N N N INDYMAC INDX MTGE LOAN TRUST 2006-AR14 N/A 45668GAD4 9151907.130000 PA USD 7909507.370000 0.7400728 Long ABS-MBS CORP US N 2 2046-11-25 Floating 5.24529 Y N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 ACI0YJHL2 187000.000000 PA 190992.960000 0.0178707 Long DBT CORP GB N 2 2025-11-15 Fixed 2.125 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AY9 2000000.000000 PA USD 1460160.000000 0.1366235 Long DBT CORP NL N 2 2027-05-16 Floating 3.875 N N N N Y ING GROEP NV EUR XXXX N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AZ6 200000.000000 PA USD 132694.000000 0.0124158 Long DBT CORP NL N 2 2031-05-16 Floating 4.25 N N N N Y ING GROEP NV EUR XXXX N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 4595A3RD1 1250000.000000 PA USD 1247669.930000 0.1167414 Long DBT CORP US N 2 2023-04-13 None 0 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849CJL6 1800000.000000 PA USD 1787558.270000 0.1672574 Long DBT CORP US N 2 2024-06-28 Floating 5.98513 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2CD3K2 2850000000.000000 PA 21466730.190000 2.0085882 Long DBT NUSS JP N 2 2023-04-24 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2CL1X8 2950000000.000000 PA 22221215.220000 2.0791835 Long DBT NUSS JP N 2 2023-05-08 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2CRL21 2950000000.000000 PA 22221859.530000 2.0792437 Long DBT NUSS JP N 2 2023-05-15 None 0 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440 N/A 46653DAA2 2705000.000000 PA USD 2580547.010000 0.2414553 Long ABS-MBS CORP US N 2 2036-03-15 Floating 5.984 N N N N N N JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2 N/A 46628TAD3 67212.710000 PA USD 30616.340000 0.0028647 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.14529 N N N N N N JP MORGAN MORTGAGE TRUST 2005-S3 N/A 466247ZP1 10491.670000 PA USD 5301.640000 0.0004961 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.75 Y N N N N N JP MORGAN MORTGAGE TRUST 2007-A2 N/A 46630PAE5 4121.030000 PA USD 3007.480000 0.0002814 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.15091 Y N N N N N JUBILEE CLO 2016-XVII BV 16-17A N/A ACI1W2W24 1000000.000000 PA 1048316.700000 0.0980884 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 2.938 N N N N N N KKR CLO LTD 13 N/A 48250VAW7 2500000.000000 PA USD 2472272.250000 0.2313243 Long ABS-CBDO CORP KY N 2 2028-01-16 Floating 5.94243 N N N N N N KKR CLO LTD 18 N/A 48251JAL7 1835529.000000 PA USD 1817477.910000 0.1700569 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 5.73471 N N N N N N KKR CLO LTD 18 N/A 48251JAN3 3700000.000000 PA USD 3619192.150000 0.3386387 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 6.39471 N N N N N N LCM LP 13A N/A 50184KBN7 3100000.000000 PA USD 3064481.750000 0.2867359 Long ABS-CBDO CORP KY N 2 2027-07-19 Floating 6.29757 N N N N N N LCRT 2019-2 N/A 52604MAA0 197246.880000 PA USD 196523.040000 0.0183882 Long ABS-O CORP US N 2 2025-08-15 Fixed 4 N N N N N N LCRT 2019-7 N/A 52605FAA4 697721.080000 PA USD 690179.550000 0.0645784 Long ABS-O CORP US N 2 2027-01-15 Fixed 3.75 N N N N N N LEGACY MORTGAGE ASSET TRUST 2021-GS5 N/A 52475XAA2 1446829.590000 PA USD 1322017.680000 0.1236979 Long ABS-MBS CORP US N 2 2067-07-25 Fixed 2.25 N N N N N N LEGACY MORTGAGE ASSET TRUST 2021-SL2 N/A 52476TAA0 1781087.940000 PA USD 1602928.740000 0.1499820 Long ABS-MBS CORP US N 2 2068-10-25 Fixed 1.875 N N N N N N LEHMAN XS TRUST 2007-12N N/A 52524YAC7 4208949.680000 PA USD 3933804.330000 0.3680762 Long ABS-MBS CORP US N 2 2047-07-25 Floating 5.24529 Y N N N N N LEHMAN XS TRUST 2007-15N N/A 52524VAG4 64328.050000 PA USD 57234.660000 0.0053553 Long ABS-MBS CORP US N 2 2037-08-25 Floating 5.34529 N N N N N N LENDINGCLUB RECEIVABLES TRUST SERIES 2019-5 N/A 52605CAA1 389324.420000 PA USD 385125.600000 0.0360352 Long ABS-O CORP US N 2 2045-12-15 Fixed 3.75 N N N N N N LIBERTY LENDING ABS TRUST 2022-2A N/A 75526GAA9 3178873.070000 PA USD 3165593.960000 0.2961967 Long ABS-O CORP US N 2 2030-05-15 Fixed 6.63 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AU3 2200000.000000 PA USD 2046704.000000 0.1915050 Long DBT CORP GB N 2 2025-09-27 Floating 7.5 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LONG BEACH MORTGAGE LOAD TR 2006-1 N/A 542514RH9 133928.150000 PA USD 129250.660000 0.0120937 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.28529 N N N N N N LONG BEACH MORTGAGE LOAN TR 2005-2 N/A 542514KV5 87201.710000 PA USD 85960.730000 0.0080431 Long ABS-MBS CORP US N 2 2035-04-25 Floating 5.82029 N N N N N N LONG BEACH MTGE LOAN TRUST 2004-4 N/A 542514HN7 17007.470000 PA USD 15567.440000 0.0014566 Long ABS-MBS CORP US N 2 2034-10-25 Floating 5.40529 N N N N N N 280 PARK AVENUE 2017-280P MORTGAGE TRUST N/A 90205FAG5 4000000.000000 PA USD 3750397.200000 0.3509153 Long ABS-MBS CORP US N 2 2034-09-15 Floating 5.799 N N N N N N LOWE`S COMPANIES INC WAFCR4OKGSC504WU3E95 54866MRA1 5200000.000000 PA USD 5192605.910000 0.4858591 Long DBT CORP US N 2 2023-04-10 None 0 N N N N N N M360 2021-CRE3 LLC N/A 55379AAC8 2700000.000000 PA USD 2667049.200000 0.2495491 Long ABS-CBDO CORP KY N 2 2038-11-22 Floating 7.00229 N N N N N N MARLETTE FUNDING TRUST 2022-3A N/A 57109NAA7 3010622.210000 PA USD 2988990.590000 0.2796724 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 2000000.000000 PA USD 1965122.200000 0.1838716 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 6500000.000000 PA USD 6498534.900000 0.6080516 Long ABS-O CORP US N 2 2033-04-15 Fixed 6.07 N N N N N N MASTR ADJUSTABLE RATE MORTGAGES TRUST 2003-4 N/A 576433EU6 52691.620000 PA USD 40680.570000 0.0038064 Long ABS-MBS CORP US N 2 2033-10-25 Floating 3.79992 N N N N N N MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2 N/A 55275NAA9 2271994.810000 PA USD 1634229.510000 0.1529108 Long ABS-MBS CORP US N 2 2046-12-25 Floating 3.93795 N N N N N N MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2 N/A 55275NAE1 2436362.610000 PA USD 1850700.990000 0.1731655 Long ABS-MBS CORP US N 2 2046-12-25 Floating 3.93795 N N N N N N MASTR ASSET BACKED SEC TR 2006-FRE2 N/A 57643GAE7 46547.970000 PA USD 32352.960000 0.0030272 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.32529 N N N N N N MASTR ASSET BACKED SEC TR 2006-NC3 N/A 55275RAD4 313477.600000 PA USD 161165.170000 0.0150798 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.16529 N N N N N N MDPKE 14A N/A ACI2289F9 1800000.000000 PA 1896635.680000 0.1774635 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 3.088 N N N N N N MELLON RESIDENTIAL FUND CORP 2000-TBC3 N/A 585525EN4 93077.490000 PA USD 86268.020000 0.0080719 Long ABS-MBS CORP US N 2 2030-12-15 Floating 5.12443 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 58768KRR8 2850000.000000 PA USD 2840036.880000 0.2657351 Long DBT CORP US N 2 2023-04-25 None 0 N N N N N N MERRILL LYNCH ALTERNATIVE NT 2007-A2 N/A 59024FAE4 462732.750000 PA USD 128506.250000 0.0120240 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.24529 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A3 N/A 589929R26 4014.550000 PA USD 3776.980000 0.0003534 Long ABS-MBS CORP US N 2 2033-05-25 Floating 3.76145 N N N N N N MF1 2021-FL7 LTD N/A 55284AAC2 4600000.000000 PA USD 4412949.370000 0.4129086 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 6.21143 N N N N N N MF1 2021-FL7 LTD N/A 55284AAE8 4600000.000000 PA USD 4393785.360000 0.4111155 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 6.51143 N N N N N N MF1 2022-FL8 LTD N/A 55284JAC3 5900000.000000 PA USD 5754194.480000 0.5384056 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 6.30973 N N N N N N MF1 2022-FL9 LLC N/A 55285AAC1 11800000.000000 PA USD 11671967.640000 1.0921168 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 7.40617 N N N N N N MFA LLC 2018-NPL1 N/A 55282YAA6 460901.850000 PA USD 437530.620000 0.0409386 Long ABS-MBS CORP US N 2 2060-03-25 Fixed 2.3633 N N N N N N ACE SECURITIES CORP 2002-HE3 N/A 004421BH5 47.710000 PA USD 60.570000 0.0000057 Long ABS-MBS CORP US N 2 2032-10-25 Floating 6.64529 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 60920WRE2 5200000.000000 PA USD 5189650.280000 0.4855826 Long DBT CORP US N 2 2023-04-14 None 0 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEZ4 4400000.000000 PA USD 4391184.070000 0.4108721 Long DBT CORP US N 2 2027-01-28 Floating 5.05 N N N N N N MORGAN STANLEY ABS CAPITAL I 2005-WMC6 N/A 61744CSY3 178512.260000 PA USD 171277.520000 0.0160260 Long ABS-MBS CORP US N 2 2035-07-25 Floating 5.77529 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-HE5 N/A 61749NAD9 431055.320000 PA USD 225572.200000 0.0211062 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.12529 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE2 N/A 61753EAP5 3241808.350000 PA USD 1314863.530000 0.1230285 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.97529 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE2 N/A 61753EAC4 257998.380000 PA USD 126737.710000 0.0118585 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.97529 N N N N N N ACE SECURITIES CORP 2006-NC1 N/A 004421UU5 4500000.000000 PA USD 3982988.250000 0.3726782 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.46029 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE5 N/A 61753KAD8 2715375.060000 PA USD 1216302.300000 0.1138064 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.09529 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC2 N/A 61753NAA8 892674.750000 PA USD 798710.470000 0.0747333 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.97529 N N N N N N MORGAN STANLEY CAPITAL I INC 2021-230P N/A 61772WAG2 3500000.000000 PA USD 3165815.800000 0.2962175 Long ABS-MBS CORP US N 2 2038-12-15 Floating 6.13333 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-2 N/A 61752UAB1 1716544.550000 PA USD 935470.780000 0.0875297 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.01529 N N N N N N MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS N/A 61752JAA8 720264.450000 PA USD 243012.330000 0.0227381 Long ABS-MBS CORP US N 2 2046-09-25 Variable 6.465 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-7AX N/A 61754HAD4 37437.750000 PA USD 10829.120000 0.0010133 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.56529 N N N N N N ACHV ABS TRUST 2023-1PL N/A 00091XAA5 4827504.930000 PA USD 4823177.070000 0.4512926 Long ABS-O CORP US N 2 2030-03-18 Fixed 6.42 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 1000000.000000 PA USD 848619.430000 0.0794032 Long DBT CORP US N 2 2030-08-15 Fixed 2.65 N N N N N N NAKILAT INC 2549006RMTDJWLLWF072 Y62014AA6 92748.310000 PA USD 97438.590000 0.0091171 Long DBT CORP MH N 2 2033-12-31 Fixed 6.067 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAC1 2200000.000000 PA USD 2181953.200000 0.2041599 Long DBT CORP GB N 2 2024-08-01 Floating 4.363 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780099CK1 900000.000000 PA USD 890550.000000 0.0833265 Long DBT CORP GB N 2 2025-08-10 Floating 8 N N N N Y NATWEST GROUP PLC GBP XXXX N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 1784000.000000 PA USD 1714530.930000 0.1604244 Long DBT CORP GB N 2 2029-05-18 Floating 4.892 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BH3 2000000.000000 PA USD 1998533.900000 0.1869978 Long DBT CORP GB N 2 2024-06-25 Floating 6.68371 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BJ9 1600000.000000 PA USD 1592426.770000 0.1489994 Long DBT CORP GB N 2 2024-06-25 Floating 4.519 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-10 N/A 007036TD8 121825.810000 PA USD 93355.370000 0.0087350 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.92313 Y N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 ACI1BLJV6 1200000.000000 PA 1278966.340000 0.1196697 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 N/A 64830NAA9 2247535.680000 PA USD 2097861.720000 0.1962917 Long ABS-MBS CORP US N 2 2059-07-25 Fixed 2.75 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-1A N/A 64830TAD0 46806.030000 PA USD 43263.050000 0.0040480 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.5 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 65480CAB1 400000.000000 PA USD 374116.870000 0.0350052 Long DBT CORP US N 2 2024-09-16 Fixed 1.125 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AA9 700000.000000 PA USD 689655.460000 0.0645293 Long DBT CORP JP N 2 2023-09-15 Fixed 3.043 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AB7 1500000.000000 PA USD 1421991.110000 0.1330521 Long DBT CORP JP N 2 2025-09-17 Fixed 3.522 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AC5 2900000.000000 PA USD 2737494.700000 0.2561405 Long DBT CORP JP N 2 2027-09-17 Fixed 4.345 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AD3 900000.000000 PA USD 815556.700000 0.0763096 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81 N N N N N N NOMURA HOME EQUITY LOAN INC 2006-AF1 N/A 65535AAD6 166762.880000 PA USD 37486.510000 0.0035075 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.17529 Y N N N N N NOMURA RESECURITIZATION TRUST 2018-1R N/A 65541JAC1 2165416.510000 PA USD 2078557.760000 0.1944854 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.74529 N N N N N N NORDEA KREDIT REALKREDITAKTIESELSKAB 52990080NNXXLC14OC65 BL6K5DII1 12503302.000000 PA 1414808.770000 0.1323801 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N NOVASTAR HOME EQUITY LOAN 2006-3 N/A 66988WAD8 233488.720000 PA USD 128184.300000 0.0119939 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.16529 N N N N N N NOVASTAR HOME EQUITY LOAN 2007-1 N/A 669971AA1 4995943.920000 PA USD 3318238.510000 0.3104793 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.97529 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAX3 800000.000000 PA USD 663353.600000 0.0620683 Long DBT CORP IE N 2 2032-01-30 Fixed 3.3 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 ACI1P1CP5 46745271.280000 PA 5282579.380000 0.4942777 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N OAK HILL EUROPEAN CREDIT PARTNERS IV DESIGNATED ACTIVITY CO 15-4A N/A ACI1WJ2Z7 1767031.120000 PA 1878972.860000 0.1758108 Long ABS-CBDO CORP IE N 2 2032-01-20 Floating 3.072 N N N N N N OAKTREE CLO LTD 2019-4A N/A 67402CAQ9 3300000.000000 PA USD 3228460.620000 0.3020790 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 5.92771 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAW5 800000.000000 PA USD 699000.580000 0.0654037 Long DBT CORP IE N 2 2028-10-29 Fixed 3 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2005-4 N/A 68389FJK1 6767000.000000 PA USD 5303502.260000 0.4962354 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.58029 N N N N N N OWNIT MORTGAGE LN ASSET-BCK CERT 2005-5 N/A 69121PBU6 31996.660000 PA USD 29774.450000 0.0027859 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.74529 N N N N N N OZLM XXIV LTD 2019-24A N/A 67113DBA1 2500000.000000 PA USD 2434228.250000 0.2277646 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 6.25771 N N N N N N OZLM XXIV LTD 2019-24A N/A 67113DBC7 1500000.000000 PA USD 1447169.510000 0.1354080 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 6.50771 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JW8 800000.000000 PA USD 710872.830000 0.0665146 Long DBT CORP US N 2 2028-06-15 Fixed 3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JM0 900000.000000 PA USD 843857.250000 0.0789576 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JY4 2100000.000000 PA USD 2049154.360000 0.1917342 Long DBT CORP US N 2 2023-11-15 Fixed 1.7 N N N N N N PAGAYA AI DEBT SELECTION TRUST 2022-1 N/A 69546MAA5 1385362.230000 PA USD 1338777.760000 0.1252661 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 1624649.640000 PA USD 1601521.780000 0.1498504 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 7733510.000000 PA USD 7687872.240000 0.7193350 Long ABS-O CORP US N 2 2030-03-15 Fixed 6.06 N N N N N N PARK PLACE SECURITIES INC 2004-WHQ2 N/A 70069FEM5 3358848.690000 PA USD 2899407.900000 0.2712903 Long ABS-MBS CORP US N 2 2035-02-25 Floating 6.57029 N N N N N N PARK PLACE SECURITIES INC 2005-WCW2 N/A 70069FLK1 3200000.000000 PA USD 2581855.040000 0.2415777 Long ABS-MBS CORP US N 2 2035-07-25 Floating 5.82029 N N N N N N PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC) 549300E86RB6YCTMRM83 71429MAC9 1000000.000000 PA USD 899032.520000 0.0841202 Long DBT CORP IE N 2 2030-06-15 Variable 4.4 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAG8 450000.000000 PA USD 425850.180000 0.0398457 Long DBT CORP NO N 2 2026-01-15 Fixed 2.875 N N N N N N PHH ALTERNATIVE MORTGAGE TRUST 2007-1 N/A 69337BAA2 181212.090000 PA USD 124577.750000 0.0116564 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.16529 N N N N N N PRET 2021-NPL6 LLC N/A 69362GAA9 4942422.260000 PA USD 4675081.700000 0.4374357 Long ABS-MBS CORP US N 2 2051-07-25 Fixed 2.4871 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2 N/A 74143FAA7 1436167.280000 PA USD 1341549.990000 0.1255255 Long ABS-MBS CORP US N 2 2051-07-25 Variable 1.7436 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-NPL2 N/A 693971AA1 2986675.060000 PA USD 2853735.470000 0.2670169 Long ABS-MBS CORP US N 2 2052-04-25 Fixed 5.24 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-NPL3 N/A 74143NAA0 4943324.260000 PA USD 4829062.290000 0.4518433 Long ABS-MBS CORP US N 2 2052-06-25 Variable 5.9266 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767HRJ1 2600000.000000 PA USD 2592809.700000 0.2426027 Long DBT CORP US N 2 2023-04-18 None 0 N N N N N N READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC N/A 755931AA0 4793185.050000 PA USD 4812357.310000 0.4502802 Long ABS-MBS CORP US N 2 2039-10-25 Floating 7.35757 N N N N N N READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC N/A 75575RAA5 4400000.000000 PA USD 4371337.960000 0.4090151 Long ABS-MBS CORP US N 2 2039-10-25 Floating 7.16636 N N N N N N READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9 N/A 75574EAA5 2181325.580000 PA USD 2190290.060000 0.2049400 Long ABS-MBS CORP US N 2 2037-06-25 Floating 7.25936 N N N N N N READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9 N/A 75574EAC1 4700000.000000 PA USD 4670772.580000 0.4370325 Long ABS-MBS CORP US N 2 2037-06-25 Floating 7.90336 N N N N N N REALKREDIT DANMARK A/S 549300NLOMBOWE943Y30 BMXQXJII2 17962956.000000 PA 2028018.740000 0.1897566 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 76076GRH8 2600000.000000 PA USD 2593647.470000 0.2426811 Long DBT CORP US N 2 2023-04-17 None 0 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A N/A 76089EAA1 960574.420000 PA USD 886386.950000 0.0829370 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 3883627.730000 PA USD 3813123.580000 0.3567844 Long ABS-O CORP US N 2 2030-11-25 Fixed 5.38 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA7 N/A 751152AB5 731182.320000 PA USD 635052.170000 0.0594202 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.21529 N N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QA1 N/A 74923GAC7 169633.540000 PA USD 134832.300000 0.0126159 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.18529 N N N N N N RESIDENTIAL ASSET MTGE PROD 2005-EFC1 N/A 76112BRR3 2000000.000000 PA USD 1871716.800000 0.1751319 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.69422 N N N N N N RESIDENTIAL ASSET SEC TRUST 2006-A7CB N/A 76113NAC7 357463.700000 PA USD 280276.130000 0.0262247 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.25 Y N N N N N RESIDENTIAL ASSET SEC TRUST 2006-A9CB N/A 76112HAJ6 907399.520000 PA USD 302550.680000 0.0283089 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6 N N N N N N RESIDENTIAL ASSET SECUR TR 2007-A5 N/A 76114HAM7 341242.620000 PA USD 201184.470000 0.0188243 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6 Y N N N N N RESIDENTIAL ASSET SECURITIES 2005-AHL2 N/A 76110W5H5 71507.110000 PA USD 71169.650000 0.0066592 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.47529 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBQ0 200000.000000 PA USD 12000.000000 0.0011228 Long DBT NUSS RU N 3 2047-06-23 Fixed 5.25 Y Y N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAJ4 2500000.000000 PA USD 2465960.800000 0.2307338 Long DBT CORP GB N 2 2024-11-15 Floating 4.796 N N N N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 44963BAD0 1564000.000000 PA USD 1379882.820000 0.1291122 Long DBT CORP DE N 2 2029-05-15 Fixed 6.375 N N Y N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 ACI1C5ZK6 152000.000000 PA 164300.000000 0.0153731 Long DBT CORP DE N 2 2025-05-15 Fixed 3.625 N N Y N N N SEC ASSET BACKED REC LLC 2005-OP2 N/A 81375WGW0 304000.000000 PA USD 243601.220000 0.0227932 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.56529 Y N N N N N SEC ASSET BACKED REC LLC 2006-FR3 N/A 813765AC8 8229123.210000 PA USD 4432818.830000 0.4147678 Long ABS-MBS CORP US N 2 2036-05-25 Floating 5.34529 N N N N N N SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A N/A ACI1YTXT3 3050000.000000 PA 3230820.080000 0.3022997 Long ABS-CBDO CORP IE N 2 2032-07-20 Floating 3.222 N N N N N N SEQUOIA MORTGAGE TRUST 2007-2 N/A 81744LAA2 178829.210000 PA USD 163519.190000 0.0153001 Long ABS-MBS CORP US N 2 2036-06-20 Floating 5.18143 N N N N N N SEQUOIA MORTGAGE TRUST 2007-3 N/A 81744MAA0 151357.000000 PA USD 128004.870000 0.0119771 Long ABS-MBS CORP US N 2 2036-07-20 Floating 5.16143 N N N N N N SFO COMMERCIAL MORTGAGE TRUST 2021-555 N/A 78432WAA1 5800000.000000 PA USD 5210416.660000 0.4875256 Long ABS-MBS CORP US N 2 2038-05-15 Floating 5.834 N N N N N N SFO COMMERCIAL MORTGAGE TRUST 2021-555 N/A 78432WAC7 4500000.000000 PA USD 3843225.900000 0.3596010 Long ABS-MBS CORP US N 2 2038-05-15 Floating 6.184 N N N N N N SG MORTGAGE SECURITIES TRUST 2006-FRE1 N/A 81879MAV1 8923062.780000 PA USD 5108007.290000 0.4779434 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.20529 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2007-20L N/A 83162CRL9 30125.950000 PA USD 30093.190000 0.0028157 Long ABS-O CORP US N 2 2027-12-01 Fixed 5.29 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20I N/A 83162CSA2 229979.970000 PA USD 228154.760000 0.0213479 Long ABS-O CORP US N 2 2028-09-01 Fixed 5.6 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBQ4 2500000.000000 PA USD 2501244.150000 0.2340352 Long DBT CORP FR N 2 2027-01-12 Floating 6.447 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A N/A 83406TAB8 2501626.210000 PA USD 2334395.250000 0.2184235 Long ABS-O CORP US N 2 2046-05-15 Fixed 2.54 N N N N N N SOUNDVIEW HOME EQUITY LOAN 2006-1 N/A 83611MKZ0 160358.730000 PA USD 145274.780000 0.0135930 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.31029 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1 N/A 83612TAB8 60687.490000 PA USD 41205.470000 0.0038555 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.92529 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1 N/A 83612NAE5 144889.620000 PA USD 42173.560000 0.0039461 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.10529 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 8424C1RQ3 2600000.000000 PA USD 2590723.200000 0.2424075 Long DBT CORP US N 2 2023-04-24 None 0 N N N N N N SPECIALTY UNDERWRITING & RESID 2006-AB1 N/A 84751PKW8 891330.310000 PA USD 834018.130000 0.0780370 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.44529 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAH8 35000.000000 PA USD 35611.490000 0.0033321 Long DBT CORP US N 2 2024-06-15 Fixed 7.125 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAF2 76000.000000 PA USD 76630.340000 0.0071701 Long DBT CORP US N 2 2023-09-15 Fixed 7.875 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 G84228CX4 300000.000000 PA USD 300000.000000 0.0280702 Long DBT CORP GB N 2 2049-12-29 Floating 7.75 N N N N Y STANDARD CHARTERED PLC GBP XXXX N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 85855CAB6 3800000.000000 PA USD 3072136.870000 0.2874522 Long DBT CORP US N 2 2031-09-15 Fixed 2.691 N N N N N N STRUCTURED ADJ RATE MTG LN 2004-19 N/A 863579JG4 94487.650000 PA USD 77446.800000 0.0072465 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.53795 Y N N N N N STRUCTURED ADJ RATE MTGE LOAN 2005-21 N/A 863579C30 49794.300000 PA USD 44632.320000 0.0041761 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.73657 Y N N N N N STRUCTURED ADJUSTABLE RT MTG LN 2004-20 N/A 863579HD3 35146.780000 PA USD 34574.080000 0.0032350 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.84479 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-2 N/A 02660CAF7 31442.200000 PA USD 23709.560000 0.0022184 Long ABS-MBS CORP US N 2 2047-03-25 Variable 6.5 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-17 N/A 863579VM7 49589.390000 PA USD 42055.810000 0.0039351 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.11856 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-18 N/A 863579XK9 35187.680000 PA USD 30710.630000 0.0028735 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.45041 Y N N N N N STRUCTURED ARM LOAN TRUST 2005-19XS N/A 863579YR3 1391157.510000 PA USD 1231670.070000 0.1152443 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.16529 N N N N N N STRUCTURED ASSET INVST LN TR 2005-5 N/A 86358ETH9 458073.530000 PA USD 457980.540000 0.0428521 Long ABS-MBS CORP US N 2 2035-06-25 Floating 5.56529 N N N N N N STRUCTURED ASSET MTG INV INC 2004-AR6 N/A 86359LEV7 2189.380000 PA USD 1995.770000 0.0001867 Long ABS-MBS CORP US N 2 2035-02-19 Floating 5.46143 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR8 N/A 86359LRW1 41063.300000 PA USD 33528.000000 0.0031371 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.40529 Y N N N N N STRUCTURED ASSET MTGE INVEST 2007-AR7 N/A 86364KAE4 2287675.800000 PA USD 1840578.620000 0.1722183 Long ABS-MBS CORP US N 2 2047-05-25 Floating 3.45301 Y N N N N N STRUCTURED ASSET SEC CORP 2007-WF1 N/A 86358BAT9 1657768.110000 PA USD 1583434.620000 0.1481580 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.26529 N N N N N N STRUCTURED ASSET SECURITIES CORP 2006-BC1 N/A 86359YAD3 1488805.430000 PA USD 1389733.020000 0.1300338 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.00529 N N N N N N STWD 2022-FL3 LTD N/A 78485KAE5 9100000.000000 PA USD 8791363.490000 0.8225859 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 6.35804 N N N N N N SYMPHONY STATIC CLO 2021-1A N/A 87190TAA1 1331994.070000 PA USD 1314259.630000 0.1229720 Long ABS-CBDO CORP KY N 2 2029-10-25 Floating 5.64771 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 1000000.000000 PA USD 842953.790000 0.0788731 Long DBT CORP US N 2 2032-03-15 Fixed 2.7 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 600000.000000 PA USD 547552.440000 0.0512331 Long DBT CORP US N 2 2029-04-15 Fixed 3.375 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 900000.000000 PA USD 810156.150000 0.0758043 Long DBT CORP US N 2 2031-04-15 Fixed 3.5 N N N N N N TAURUS 2021-1 UK DAC 21-UK1A N/A ACI1W1MF8 794167.040000 PA 953771.260000 0.0892420 Long ABS-MBS CORP IE N 2 2031-05-17 Floating 4.84854 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAW0 194000.000000 PA USD 180445.450000 0.0168838 Long DBT CORP US N 2 2029-08-15 Fixed 3.8 N N N N N N THEOREM FUNDING TRUST 2022-1A N/A 88339XAA2 1197031.990000 PA USD 1170330.990000 0.1095049 Long ABS-O CORP US N 2 2028-02-15 Fixed 1.85 N N N N N N TIAA CLO IV LTD 2018-1A N/A 88631YAE7 6900000.000000 PA USD 6603675.360000 0.6178894 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 6.50771 N N N N N N TORO EUROPEAN CLO 6 DAC 6A N/A ACI1ZW9V7 12200000.000000 PA 12860433.540000 1.2033186 Long ABS-CBDO CORP IE N 2 2032-01-12 Floating 3.204 N N N N N N TOWD POINT MORTGAGE FUNDING 19-A13A N/A ACI1G4F01 468060.580000 PA 572192.970000 0.0535387 Long ABS-MBS CORP GB N 2 2045-07-20 Floating 5.21111 N N N N N N TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST N/A 891940AA6 4034221.400000 PA USD 4033844.200000 0.3774367 Long ABS-O CORP US N 2 2024-01-15 Fixed 4.842 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 3270000.000000 PA USD 3185552.250000 0.2980641 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AP3 5300000.000000 PA USD 5089229.390000 0.4761864 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 7600000.000000 PA USD 7579515.570000 0.7091963 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 13400000.000000 PA USD 13817703.190000 1.2928879 Long ABS-MBS USGSE US N 2 2053-04-13 Fixed 6.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796CV9 29096000.000000 PA USD 29015741.600000 2.7149303 Long DBT UST US N 2 2023-04-25 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796ZF9 6083000.000000 PA USD 6042493.970000 0.5653810 Long DBT UST US N 2 2023-05-25 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797FD4 13083000.000000 PA USD 13024420.880000 1.2186624 Long DBT UST US N 2 2023-05-09 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RA8 930558.200000 PA USD 786627.450000 0.0736028 Long DBT UST US N 2 2043-02-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RL4 1906050.000000 PA USD 1625645.020000 0.1521075 Long DBT UST US N 2 2045-02-15 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RR1 4029754.350000 PA USD 3608872.940000 0.3376732 Long DBT UST US N 2 2046-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SB5 1062955.920000 PA USD 948088.630000 0.0887103 Long DBT UST US N 2 2048-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TE8 322470.000000 PA USD 224300.250000 0.0209872 Long DBT UST US N 2 2052-02-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CEZ0 1338831.000000 PA USD 1279863.300000 0.1197536 Long DBT UST US N 2 2032-07-15 Fixed 0.625 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAF8 1600000.000000 PA USD 1424083.330000 0.1332479 Long DBT CORP IM N 2 2028-11-01 Fixed 3.375 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AB9 1800000.000000 PA USD 1708046.780000 0.1598177 Long DBT CORP US N 2 2028-02-15 Fixed 4.75 N N N N N N WACHOVIA MTGE LOAN TRUST 2006-A N/A 92977TAC6 21087.390000 PA USD 19929.140000 0.0018647 Long ABS-MBS CORP US N 2 2036-05-20 Floating 3.93724 Y N N N N N WAMU ASSET-BACKED CERTIFICATES 2007-HE3 N/A 93364EAD6 475826.250000 PA USD 388449.850000 0.0363463 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.08529 N N N N N N WAMU MTGE P/T CERT 2007-HY6 N/A 92927XAE4 1214978.530000 PA USD 1073837.750000 0.1004763 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.22963 Y N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAL7 2500000.000000 PA USD 2233797.200000 0.2090108 Long DBT CORP US N 2 2032-03-15 Fixed 4.279 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAJ2 700000.000000 PA USD 651644.740000 0.0609728 Long DBT CORP US N 2 2029-03-15 Fixed 4.054 N N N N N N WASHING MUTUAL MTGE P/T 2006-5 N/A 93934NAF2 870575.720000 PA USD 649916.810000 0.0608111 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6 Y N N N N N WASHING MUTUAL MTGE P/T 2006-5 N/A 93934NAQ8 384543.430000 PA USD 269161.520000 0.0251848 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6 Y N N N N N WASHINGTON MUTUAL 2005-AR1 N/A 939336X40 79006.470000 PA USD 72533.110000 0.0067867 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.48529 N N N N N N WASHINGTON MUTUAL 2005-AR13 N/A 92922F4M7 11922.270000 PA USD 10940.470000 0.0010237 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 2319645.500000 PA USD 2130013.780000 0.1993001 Long ABS-MBS CORP US N 2 2045-12-25 Floating 5.38529 N N N N N N WASHINGTON MUTUAL 2006-AR13 N/A 93363RAA4 398349.100000 PA USD 326656.220000 0.0305644 Long ABS-MBS CORP US N 2 2046-10-25 Floating 4.01795 Y N N N N N WASHINGTON MUTUAL 2006-AR13 N/A 93363RAB2 52603.860000 PA USD 46212.120000 0.0043240 Long ABS-MBS CORP US N 2 2046-10-25 Floating 4.63795 N N N N N N WASHINGTON MUTUAL 2006-AR16 N/A 92925GAA1 152433.220000 PA USD 129520.880000 0.0121189 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.51819 Y N N N N N WASHINGTON MUTUAL 2006-AR17 N/A 92925DAD2 293792.370000 PA USD 271282.120000 0.0253832 Long ABS-MBS CORP US N 2 2046-12-25 Floating 3.38721 N N N N N N WASHINGTON MUTUAL 2006-AR18 N/A 933637AA8 479024.070000 PA USD 412764.310000 0.0386213 Long ABS-MBS CORP US N 2 2037-01-25 Floating 3.16169 Y N N N N N APS RESECURITIZATION TRUST 2015-1 N/A 00191TAG0 2815781.300000 PA USD 2633417.790000 0.2464023 Long ABS-MBS CORP US N 2 2054-08-28 Variable 4.90036 N N N N N N WASHINGTON MUTUAL 2006-AR3 N/A 92925CDA7 232435.460000 PA USD 202210.600000 0.0189203 Long ABS-MBS CORP US N 2 2046-02-25 Floating 4.13795 N N N N N N WASHINGTON MUTUAL 2006-AR5 N/A 93362YAA0 2777308.900000 PA USD 2451380.040000 0.2293695 Long ABS-MBS CORP US N 2 2046-06-25 Floating 4.12795 N N N N N N WASHINGTON MUTUAL 2007-OA6 N/A 92927BAA0 36342.170000 PA USD 28585.860000 0.0026747 Long ABS-MBS CORP US N 2 2047-07-25 Floating 3.94795 N N N N N N WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1 N/A 939336PL1 25.890000 PA USD 24.080000 0.0000023 Long ABS-MBS CORP US N 2 2033-02-25 Floating 3.975 N N N N N N WASHINGTON MUTUAL MTGE P/T 2007-OA3 N/A 939355AB9 167178.910000 PA USD 140568.420000 0.0131526 Long ABS-MBS CORP US N 2 2047-02-25 Floating 3.88795 Y N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RW3 1000000.000000 PA USD 945310.230000 0.0884503 Long DBT CORP US N 2 2026-04-22 Fixed 3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 ACI1M1519 500000.000000 PA 525917.380000 0.0492088 Long DBT CORP US N 2 2025-05-04 Floating 1.338 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 ACI1M15X9 1100000.000000 PA 1031136.970000 0.0964809 Long DBT CORP US N 2 2030-05-04 Floating 1.741 N N N N N N WELLS FARGO ALTERNATIVE LOAN 2007-PA4 N/A 94984UAE6 1698684.670000 PA USD 1478782.470000 0.1383660 Long ABS-MBS CORP US N 2 2037-07-25 Floating 3.63133 Y N N N N N WELLS FARGO ALTERNATIVE LOAN TR 2007-PA3 N/A 94985GAH9 101035.740000 PA USD 86130.980000 0.0080591 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.25 Y N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC18 N/A 94989AAV7 275694.660000 PA USD 268853.130000 0.0251559 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.244 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2 N/A 03881JAE6 2700000.000000 PA USD 2618793.990000 0.2450340 Long ABS-CBDO CORP US N 2 2037-05-15 Floating 7.22709 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 2013-C14 N/A 92890PAD6 1530791.670000 PA USD 1526831.360000 0.1428618 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.073 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2 N/A 03881JAG1 2700000.000000 PA USD 2625592.050000 0.2456701 Long ABS-CBDO CORP US N 2 2037-05-15 Floating 7.72709 N N N N N N AREIT TRUST 2021-CRE5 N/A 04002PAE4 1500000.000000 PA USD 1433479.650000 0.1341271 Long ABS-MBS CORP KY N 2 2038-11-17 Floating 6.52857 N N N N N N N/A N/A 000000000 5354000.000000 PA USD 5354000.000000 0.5009604 Long RA US N 2 Repurchase N 2.2000000 2023-04-03 4423800.000000 USD 5461097.090000 USD UST N N N N/A N/A 000000000 264400000.000000 PA USD 264400000.000000 24.7392458 Long RA US N 2 Repurchase N 4.8900000 2023-04-03 282304672.610000 USD 270835159.640000 USD UST N N N N/A N/A 000000000 100000.000000 PA USD 100000.000000 0.0093567 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 40600000.000000 PA USD 40600000.000000 3.7988403 Long RA US N 2 Repurchase N 4.9200000 2023-04-03 36487000.000000 USD 41596605.180000 USD UST N N N ARGENT SECURITIES INC 2003-W10 N/A 040104EN7 120662.410000 PA USD 108823.220000 0.0101823 Long ABS-MBS CORP US N 2 2034-01-25 Floating 5.92529 N N N N N N ARGENT SECURITIES INC 2004-W3 N/A 040104FW6 734431.480000 PA USD 693426.330000 0.0648822 Long ABS-MBS CORP US N 2 2034-02-25 Floating 5.66529 N N N N N N N/A N/A 000000000 1.000000 NC USD -117212.170000 -0.0109672 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 -2976531.630000 USD 11746484.520000 USD 2859319.460000 N N N N/A N/A 000000000 1.000000 NC USD 9007.590000 0.0008428 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2026-06-20 18958.430000 USD 0.000000 USD 1100000.000000 USD -9950.840000 N N N ARGENT SECURITIES INC 2006-M2 N/A 04013BAB8 81075.190000 PA USD 26500.290000 0.0024796 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.95529 N N N N N N N/A N/A 000000000 1.000000 NC -1304.940000 -0.0001221 N/A DFE CN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 77751.050000 USD 525000.000000 CNY 2023-04-14 -1304.940000 N N N N/A N/A 000000000 1.000000 NC -5386.120000 -0.0005040 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1635982.200000 USD 1500000.000000 EUR 2023-05-16 -5386.120000 N N N N/A N/A 000000000 1.000000 NC -4995.700000 -0.0004674 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1962798.060000 USD 1801000.000000 EUR 2023-05-16 -4995.700000 N N N N/A N/A 000000000 1.000000 NC -84072.700000 -0.0078665 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 28249691.510000 DKK 4028353.000000 USD 2023-04-03 -84072.700000 N N N N/A N/A 000000000 1.000000 NC 5971.980000 0.0005588 N/A DFE DK N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 14266675.490000 DKK 2086634.600000 USD 2023-05-02 5971.980000 N N N N/A N/A 000000000 1.000000 NC 3249.760000 0.0003041 N/A DFE HK N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3560926.580000 HKD 457142.440000 USD 2023-04-14 3249.760000 N N N N/A N/A 000000000 1.000000 NC 724345.760000 0.0677752 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2950000000.000000 JPY 23051636.600000 USD 2023-05-08 724345.760000 N N N N/A N/A 000000000 1.000000 NC 905655.710000 0.0847399 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2950000000.000000 JPY 23255740.620000 USD 2023-05-15 905655.710000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1T4 1198000.000000 PA USD 302495.000000 0.0283037 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 8191.600000 0.0007665 N/A DFE DK N 2 BNP Paribas S.A. N/A 3841020.000000 USD 26441581.680000 DKK 2023-04-03 8191.600000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1M9 818000.000000 PA USD 201236.180000 0.0188292 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 4642.100000 0.0004343 N/A DFE N/A N 2 BNP Paribas S.A. N/A 994369.760000 USD 919000.000000 EUR 2023-05-16 4642.100000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0QD081 3616000.000000 PA 2713.500000 0.0002539 Long DBT NUSS AR N 2 2026-10-17 Fixed 15.5 N N N N N N N/A N/A 000000000 1.000000 NC -53.220000 -0.0000050 N/A DFE DK N 2 BNP Paribas S.A. N/A 20000.000000 DKK 2858.260000 USD 2023-04-03 -53.220000 N N N N/A N/A 000000000 1.000000 NC -8069.770000 -0.0007551 N/A DFE DK N 2 BNP Paribas S.A. N/A 26392416.620000 DKK 3841020.000000 USD 2023-05-02 -8069.770000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HX1 287858.000000 PA USD 80384.350000 0.0075214 Long DBT NUSS AR N 2 2029-07-09 Fixed 1 N N N N N N N/A N/A 000000000 1.000000 NC -758669.740000 -0.0709868 N/A DFE N/A N 2 BNP Paribas S.A. N/A 55401000.000000 EUR 59465765.830000 USD 2023-05-16 -758669.740000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HS2 1084405.000000 PA USD 314477.450000 0.0294249 Long DBT NUSS AR N 2 2030-07-09 Variable 0.5 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HT0 2536334.000000 PA USD 659446.840000 0.0617028 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 USD 17595.710000 0.0016464 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2026-06-20 0.000000 USD -14300.920000 USD 2000000.000000 USD 31896.630000 N N N N/A N/A 000000000 1.000000 NC USD 17155.680000 0.0016052 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 -9056.810000 USD 2200000.000000 USD 26212.490000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HV5 8905000.000000 PA USD 2502305.000000 0.2341344 Long DBT NUSS AR N 2 2041-07-09 Variable 3.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 50860.400000 0.0047589 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.HY.39 Y Single Leg Swap 2027-12-20 11880.000000 USD 0.000000 USD 3700000.000000 USD 38980.400000 N N N N/A N/A 000000000 1.000000 NC USD 81412.190000 0.0076175 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.HY.40 Y Single Leg Swap 2028-06-20 0.000000 USD -5760.000000 USD 4800000.000000 USD 87172.190000 N N N N/A N/A 000000000 1.000000 NC USD 1393.550000 0.0001304 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.38 Y Single Leg Swap 2027-06-20 1050.380000 USD 0.000000 USD 100000.000000 USD 343.170000 N N N N/A N/A 000000000 1.000000 NC USD 187510.110000 0.0175449 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.39 Y Single Leg Swap 2027-12-20 194775.910000 USD 0.000000 USD 15600000.000000 USD -7265.800000 N N N N/A N/A 000000000 1.000000 NC USD 405632.680000 0.0379540 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.40 Y Single Leg Swap 2028-06-20 250679.640000 USD 0.000000 USD 34300000.000000 USD 154953.040000 N N N N/A N/A 000000000 1.000000 NC -3057.820000 -0.0002861 N/A DFE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2675824.000000 USD 18360166.380000 DKK 2023-04-03 -3057.820000 N N N N/A N/A 000000000 1.000000 NC 16019.630000 0.0014989 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1624360.030000 USD 1509000.000000 EUR 2023-05-16 16019.630000 N N N N/A N/A 000000000 1.000000 NC 18852.140000 0.0017639 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1616900.530000 USD 1326000.000000 GBP 2023-04-04 18852.140000 N N N N/A N/A 000000000 1.000000 NC -106058.830000 -0.0099237 N/A DFE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 30844700.580000 DKK 4384133.190000 USD 2023-04-03 -106058.830000 N N N N/A N/A 000000000 1.000000 NC 3178.250000 0.0002974 N/A DFE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 18325782.040000 DKK 2675824.000000 USD 2023-05-02 3178.250000 N N N N/A N/A 000000000 1.000000 NC -4323.100000 -0.0004045 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 319000.000000 EUR 342450.330000 USD 2023-05-16 -4323.100000 N N N ASSET BACKED FUNDING CERT 2004-FF1 N/A 04542BHM7 1611518.680000 PA USD 1485518.390000 0.1389962 Long ABS-MBS CORP US N 2 2034-03-25 Floating 5.89529 Y N N N N N N/A N/A 000000000 1.000000 NC USD -4106223.890000 -0.3842091 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A ENHANCED RAFI US LARGE STRATEGY (ERAFI US LARGE) Y 2024-02-08 0.000000 USD 0.000000 USD 282430812.160000 USD -4106223.890000 N N N N/A N/A 000000000 1.000000 NC USD 181316.130000 0.0169653 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A ENHANCED RAFI US LARGE STRATEGY (ERAFI US LARGE) Y 2023-05-17 0.000000 USD 0.000000 USD 17788494.780000 USD 181316.130000 N N N N/A N/A 000000000 1.000000 NC USD 563180.310000 0.0526954 N/A DE US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A ENHANCED RAFI US LARGE STRATEGY (ERAFI US LARGE) Y 2023-05-17 0.000000 USD 0.000000 USD 55300503.600000 USD 563180.310000 N N N ASSET BACKED FUNDING CERT 2006-HE1 N/A 00075WAD1 2555156.250000 PA USD 1490665.380000 0.1394778 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.06529 N N N N N N N/A N/A 000000000 1.000000 NC USD 1526048.030000 0.1427885 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A ENHANCED RAFI US LARGE STRATEGY (ERAFI US LARGE) Y 2023-08-23 0.000000 USD 0.000000 USD 150109651.440000 USD 1526048.030000 N N N N/A N/A 000000000 1.000000 NC USD 670259.430000 0.0627145 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A ENHANCED RAFI US LARGE STRATEGY (ERAFI US LARGE) Y 2023-10-18 0.000000 USD 0.000000 USD 65987735.940000 USD 670259.430000 N N N N/A N/A 000000000 1.000000 NC USD -4034174.130000 -0.3774676 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A ENHANCED RAFI US LARGE STRATEGY (ERAFI US LARGE) Y 2023-12-13 0.000000 USD 0.000000 USD 284995806.480000 USD -4034174.130000 N N N N/A N/A 000000000 1.000000 NC USD 379001.110000 0.0354622 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A ENHANCED RAFI US LARGE STRATEGY (ERAFI US LARGE) Y 2023-08-09 0.000000 USD 0.000000 USD 37345735.800000 USD 379001.110000 N N N N/A N/A 000000000 1.000000 NC USD -2201099.340000 -0.2059514 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A ENHANCED RAFI US LARGE STRATEGY (ERAFI US LARGE) Y 2023-07-05 0.000000 USD 0.000000 USD 67232870.580000 USD -2201099.340000 N N N N/A N/A 000000000 1.000000 NC USD 812674.520000 0.0760399 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 N/A ENHANCED RAFI US LARGE STRATEGY (ERAFI US LARGE) Y 2023-09-06 0.000000 USD 0.000000 USD 80219256.660000 USD 812674.520000 N N N N/A N/A 000000000 1.000000 NC USD 11898.770000 0.0011133 N/A DE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A ENHANCED RAFI US LARGE STRATEGY (ERAFI US LARGE) Y 2023-04-19 0.000000 USD 0.000000 USD 1176596.820000 USD 11898.770000 N N N N/A N/A 000000000 1.000000 NC USD -87347.650000 -0.0081729 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A ENHANCED RAFI US LARGE STRATEGY (ERAFI US LARGE) Y 2023-04-05 0.000000 USD 0.000000 USD 22263889.410000 USD -87347.650000 N N N N/A N/A 000000000 1.000000 NC USD 13291.160000 0.0012436 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC Y Single Leg Swap 2025-06-20 7390.390000 USD 0.000000 USD 200000.000000 USD 5900.770000 N N N N/A N/A 000000000 1.000000 NC USD 22394.520000 0.0020954 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-12-20 21628.200000 USD 0.000000 USD 1900000.000000 USD 766.320000 N N N N/A N/A 000000000 1.000000 NC USD 613579.650000 0.0574111 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL MOTORS COMPANY GENERAL MOTORS CO SRUNSEC Y Single Leg Swap 2026-12-20 1034882.440000 USD 0.000000 USD 5200000.000000 USD -421302.790000 N N N ASSET BACKED SEC CORP HM EQ 2005-HE6 N/A 04541GTN2 40085.710000 PA USD 39936.870000 0.0037368 Long ABS-MBS CORP US N 2 2035-07-25 Floating 5.80529 N N N N N N N/A N/A 000000000 -39.000000 NC -171337.360000 -0.0160316 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2023-06-08 -5745420.160000 EUR -171337.360000 N N N N/A N/A 000000000 -16.000000 NC -148526.340000 -0.0138972 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2023-06-08 -2444202.480000 EUR -148526.340000 N N N N/A N/A 000000000 1.000000 NC 3065.880000 0.0002869 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 132078.890000 USD 2409000.000000 ZAR 2023-04-17 3065.880000 N N N ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2006-HE2 N/A 04541GWF5 11443000.000000 PA USD 9131971.720000 0.8544557 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.42529 N N N N N N N/A N/A 000000000 1.000000 NC 1670.010000 0.0001563 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 538926.860000 CNY 80305.000000 USD 2023-05-10 1670.010000 N N N N/A N/A 000000000 1.000000 NC -6838.490000 -0.0006399 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 339000.000000 EUR 361676.220000 USD 2023-05-16 -6838.490000 N N N N/A N/A 000000000 1.000000 NC -93459.670000 -0.0087448 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3593000.000000 GBP 4338862.610000 USD 2023-04-04 -93459.670000 N N N N/A N/A 000000000 1.000000 NC 2533.230000 0.0002370 N/A DFE TR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3243259.570000 TRY 166860.090000 USD 2023-04-27 2533.230000 N N N N/A N/A 000000000 1.000000 NC 115.430000 0.0000108 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 48955.340000 USD 248712.730000 BRL 2023-04-04 115.430000 N N N N/A N/A 000000000 1.000000 NC -913.560000 -0.0000855 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 248712.730000 BRL 48157.210000 USD 2023-04-04 -913.560000 N N N N/A N/A 000000000 1.000000 NC 2875.230000 0.0002690 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 68203.300000 USD 1291074.830000 MXN 2023-05-15 2875.230000 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAF8 14000.000000 PA USD 13617.840000 0.0012742 Long DBT CORP US N 2 2024-01-30 Fixed 4.375 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAH4 400000.000000 PA USD 395207.430000 0.0369786 Long DBT CORP US N 2 2024-12-15 Fixed 5.5 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAR2 187000.000000 PA USD 158404.330000 0.0148215 Long DBT CORP KY N 2 2027-11-18 Fixed 2.528 N N N N N N 2023-05-12 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer