NPORT-P false 0000810893 XXXXXXXX S000009706 C000200451 C000031215 C000031217 C000026642 C000064154 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO StocksPLUS Short Fund S000009706 P42MUQ6KRRELZQZE1595 2023-03-31 2023-03-31 N 394908612.410000 46207810.040000 348700802.370000 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 952080.320000 USD EUR GBP JPY DKK N S&P 500 Index SPXT N/A N/A 000000000 1.000000 NC 0.000000 0.0000000 N/A DIR CN N 2 London Clearing house N/A CHINA FIXING REPO RATES 7 DAY N/A N/A Y 2026-03-17 0.000000 CNY -13447.840000 CNY 0.000000 CNY 13447.840000 N N N N/A N/A 000000000 1.000000 NC -13047.320000 -0.0037417 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2053-09-20 42271.850000 EUR 0.000000 EUR 2600000.000000 EUR -55319.170000 N N N N/A N/A 000000000 1.000000 NC 27180.390000 0.0077948 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 -57521.000000 EUR 6000000.000000 EUR 84701.390000 N N N BANC OF AMERICA FUNDING CORP 2005-D N/A 06051GDM8 1204.440000 PA USD 1107.490000 0.0003176 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.79603 N N N N N N N/A N/A 000000000 1.000000 NC USD -903106.740000 -0.2589919 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2045-11-15 0.000000 USD 0.000000 USD 2200000.000000 USD -903106.740000 N N N N/A N/A 000000000 1.000000 NC USD 1308387.580000 0.3752178 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2051-06-16 726456.640000 USD 0.000000 USD 3500000.000000 USD 581930.940000 N N N N/A N/A 000000000 1.000000 NC USD 345125.360000 0.0989746 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-06-15 251092.010000 USD 0.000000 USD 2700000.000000 USD 94033.350000 N N N N/A N/A 000000000 1.000000 NC USD 39048.840000 0.0111984 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2033-06-21 40126.270000 USD 0.000000 USD 3100000.000000 USD -1077.430000 N N N N/A N/A 000000000 1.000000 NC USD 8620.080000 0.0024721 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-06-21 2967.000000 USD 0.000000 USD 800000.000000 USD 5653.080000 N N N N/A N/A 000000000 1.000000 NC USD 692.800000 0.0001987 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-06-21 0.000000 USD -6335.490000 USD 1000000.000000 USD 7028.290000 N N N N/A N/A 000000000 1.000000 NC 439446.000000 0.1260238 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 1430000000.000000 JPY 11240565.390000 USD 2023-04-24 439446.000000 N N N N/A N/A 000000000 -91.000000 NC USD -382256.690000 -0.1096231 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-21 -10469976.610000 USD -382256.690000 N N N N/A N/A 000000000 -65.000000 NC USD -168332.360000 -0.0482742 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-30 -13429355.420000 USD -168332.360000 N N N N/A N/A 000000000 97.000000 NC USD 298347.510000 0.0855597 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-06-30 10635519.510000 USD 298347.510000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKN8 500000.000000 PA USD 501348.790000 0.1437762 Long DBT CORP US N 2 2026-04-02 Floating 6.1631 N N N N N N N/A N/A 000000000 8.000000 NC USD 49800.580000 0.0142818 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-06-21 1050875.000000 USD 49800.580000 N N N N/A N/A 000000000 15.000000 NC USD 99431.150000 0.0285147 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-06-21 2125078.130000 USD 99431.150000 N N N BANK OF AMERICA MTGE SEC 2003-D N/A 05948XBV2 1944.830000 PA USD 1776.160000 0.0005094 Long ABS-MBS CORP US N 2 2033-05-25 Floating 4.0292 N N N N N N BANK OF AMERICA MTGE SEC 2005-F N/A 05949CCA2 116566.150000 PA USD 104452.680000 0.0299548 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.93273 Y N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI1CH093 500000.000000 PA 540920.960000 0.1551247 Long DBT CORP GB N 2 2025-06-15 Floating 7.125 N N N N Y BARCLAYS PLC GBP XXXX N N N BARINGS CLO LTD 2018-I N/A 06760GAA9 2200000.000000 PA USD 2175090.430000 0.6237698 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.74243 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05531NSK3 800000.000000 PA USD 794130.890000 0.2277399 Long DBT CORP US N 2 2023-05-19 None 0 N N N N N N BBCMS 2017-DELC MORTGAGE TRUST N/A 05552EAA8 800000.000000 PA USD 792385.280000 0.2272393 Long ABS-MBS CORP US N 2 2036-08-15 Floating 5.65943 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2004-9 N/A 07384M3D2 1996.730000 PA USD 1818.440000 0.0005215 Long ABS-MBS CORP US N 2 2034-11-25 Floating 4.0356 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZQ8 14.000000 PA USD 12.640000 0.0000036 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.31969 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-11 N/A 07387AFG5 2856.250000 PA USD 2726.960000 0.0007820 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.97298 N N N N N N BEAR STEARNS ALT-A TRUST 2005-8 N/A 07386HWZ0 575372.580000 PA USD 476268.570000 0.1365837 Long ABS-MBS CORP US N 2 2035-10-25 Variable 4.07742 Y N N N N N BEAR STEARNS ARM TR 2004-8 N/A 07384M2E1 16183.360000 PA USD 15146.510000 0.0043437 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.97701 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE3 N/A 073879RZ3 2510614.550000 PA USD 2486581.190000 0.7130988 Long ABS-MBS CORP US N 2 2035-03-25 Floating 6.72029 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE5 N/A 073859AC4 822463.530000 PA USD 819009.270000 0.2348745 Long ABS-MBS CORP US N 2 2047-06-25 Floating 5.08529 N N N N N N BEAR STEARNS ASSETBACKED SEC 2006-3 N/A 07388GAE1 1400000.000000 PA USD 1350314.840000 0.3872417 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.68529 Y N N N N N BFLD 2019-DPLO N/A 054970AA6 800000.000000 PA USD 788529.200000 0.2261335 Long ABS-MBS CORP US N 2 2034-10-15 Floating 6.03148 N N N N N N BHG SECURITIZATION TRUST 2022-C N/A 08860DAA1 1033661.030000 PA USD 1025260.470000 0.2940230 Long ABS-O CORP US N 2 2035-10-17 Fixed 5.32 N N N N N N BHG SECURITIZATION TRUST 2022-C N/A 08860DAB9 1800000.000000 PA USD 1800313.200000 0.5162917 Long ABS-O CORP US N 2 2035-10-17 Fixed 5.93 N N N N N N BPCRE HOLDER LLC 2022-FL2 N/A 05602FAA5 500000.000000 PA USD 495486.650000 0.1420951 Long ABS-CBDO CORP BM N 2 2037-01-16 Floating 7.09112 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756CB4 389000.000000 PA USD 288716.570000 0.0827978 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75 N N N N N N BSPRT 2022-FL9 ISSUER LTD N/A 055984AA6 1400000.000000 PA USD 1381487.660000 0.3961814 Long ABS-CBDO CORP US N 2 2039-07-15 Floating 7.12309 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2022-AHP N/A 05610FAC1 1500000.000000 PA USD 1451655.900000 0.4163041 Long ABS-MBS CORP US N 2 2039-01-17 Floating 6.66709 N N N N N N BX TRUST 2021-ARIA N/A 05608RAA3 1260000.000000 PA USD 1211009.440000 0.3472918 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.5831 N N N N N N BX TRUST 2022-FOX2 N/A 05610AAW8 683849.580000 PA USD 651877.010000 0.1869445 Long ABS-MBS CORP US N 2 2039-04-15 Floating 5.57629 N N N N N N CAPITAL FOUR US CLO 2022-1A N/A 14016CAA4 900000.000000 PA USD 899554.050000 0.2579730 Long ABS-CBDO CORP JE N 2 2030-10-20 Floating 5.81352 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2 N/A 14043GAC8 1269886.720000 PA USD 1269509.940000 0.3640685 Long ABS-O CORP US N 2 2025-09-15 Floating 5.20804 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 N/A 14043KAB1 1727152.930000 PA USD 1726769.850000 0.4952010 Long ABS-O CORP US N 2 2024-03-15 Fixed 4.9 N N N N N N CARMAX AUTO OWNER TRUST 2022-4 N/A 14318UAC5 1300000.000000 PA USD 1302042.300000 0.3733981 Long ABS-O CORP US N 2 2025-12-15 Floating 5.45804 N N N N N N CBAM 2018-5 LTD 5A N/A 12481QAC9 2000000.000000 PA USD 1971000.000000 0.5652410 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 5.81243 N N N N N N CENTEX HOME EQUITY 2005-D N/A 152314PS3 1528342.280000 PA USD 1454900.540000 0.4172346 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.89529 N N N N N N CENTEX HOME EQUITY LOAN TRUST 2006-A N/A 15231AAG1 500000.000000 PA USD 443367.250000 0.1271483 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.34029 N N N N N N CHASE MORGAGE FINANCE CORP 2005-A1 N/A 16162WPB9 63969.350000 PA USD 57740.600000 0.0165588 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.86076 Y N N N N N CHASE MORTGAGE FINANCE CORP 2006-A1 N/A 16163CAN2 120261.730000 PA USD 98430.220000 0.0282277 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.70515 Y N N N N N CHASE MORTGAGE FINANCE CORP 2006-S4 N/A 16162YAE5 128798.550000 PA USD 63355.300000 0.0181690 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 6 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAJ4 300000.000000 PA USD 276558.130000 0.0793110 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 1434774.340000 PA USD 1427923.290000 0.4094981 Long ABS-MBS CORP US N 2 2062-09-25 Fixed 6.17 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AMC1 N/A 17311BAS2 654000.700000 PA USD 365837.270000 0.1049144 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.00529 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW53 1735.810000 PA USD 1588.520000 0.0004556 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.95 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW79 2223.470000 PA USD 2032.310000 0.0005828 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.41 N N N N N N CLNC 2019-FL1 LTD N/A 12565DAA1 292447.270000 PA USD 287385.220000 0.0824160 Long ABS-CBDO CORP KY N 2 2035-08-20 Floating 6.0556 N N N N N N COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR N/A 12564NAG7 2000000.000000 PA USD 1850342.200000 0.5306389 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.41948 N N N N N N COLT FUNDING LLC 2020-2R N/A 12656GAA4 574201.170000 PA USD 515748.810000 0.1479058 Long ABS-MBS CORP US N 2 2065-10-26 Variable 1.325 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21037DRH9 500000.000000 PA USD 498699.030000 0.1430163 Long DBT CORP US N 2 2023-04-17 None 0 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-81 N/A 12668BBN2 75837.180000 PA USD 61531.960000 0.0176461 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.40529 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11 N/A 02147DAB7 603190.170000 PA USD 545716.280000 0.1564999 Long ABS-MBS CORP US N 2 2046-09-25 Floating 5.22529 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2005-59 N/A 12668AEV3 1735829.520000 PA USD 1546686.940000 0.4435570 Long ABS-MBS CORP US N 2 2035-11-20 Floating 5.43771 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1 N/A 02150JAV4 1280966.800000 PA USD 630066.190000 0.1806896 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-26CB N/A 12667GTQ6 2436.180000 PA USD 1847.080000 0.0005297 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.5 Y N N N N N COUNTRYWIDE HOME LOANS 2004-22 N/A 12669F6Z1 135590.210000 PA USD 120897.670000 0.0346709 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.78591 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB9 N/A 12669GHG9 2640.500000 PA USD 2596.810000 0.0007447 Long ABS-MBS CORP US N 2 2035-02-20 Floating 3.79798 N N N N N N COUNTRYWIDE HOME LOANS 2005-HYB9 N/A 126670JY5 1864.190000 PA USD 1530.970000 0.0004390 Long ABS-MBS CORP US N 2 2036-02-20 Floating 5.90986 Y N N N N N CQS US CLO 2022-2A LTD N/A 12664BAE7 1000000.000000 PA USD 993897.700000 0.2850288 Long ABS-CBDO CORP JE N 2 2031-07-20 Floating 8.03904 N N N N N N CREDIT BASED ASSET SRVC & SEC 2007-SP2 N/A 1248MHAE2 250224.560000 PA USD 249164.860000 0.0714552 Long ABS-MBS CORP US N 2 2046-03-25 Floating 5.89529 N N N N N N CREDIT SUISSE AG/ LONDON BRANCH ANGGYXNX0JLX3X63JN86 ACI2018R1 900000.000000 PA 967462.620000 0.2774478 Long DBT CORP CH N 2 2023-09-01 Floating 3.716 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AK4 1078000.000000 PA USD 61985.000000 0.0177760 Long DBT CORP CH N 2 2099-12-31 None 0 Y N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-NET N/A 126438AE0 1800000.000000 PA USD 1632997.620000 0.4683091 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.8159 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BQ2 374289.850000 PA USD 386022.130000 0.1107030 Long DBT CORP US N 2 2030-01-10 Fixed 6.943 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAH7 500000.000000 PA USD 478517.500000 0.1372287 Long DBT CORP US N 2 2024-02-15 Fixed 1.625 N N N N N N DBGS 2021-W52 MORTGAGE TRUST N/A 23308LAA2 800000.000000 PA USD 746397.360000 0.2140509 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.0798 N N N N N N DBGS MORTGAGE TRUST 2018-5BP N/A 33830CAC4 1000000.000000 PA USD 903642.400000 0.2591455 Long ABS-MBS CORP US N 2 2033-06-15 Floating 5.664 N N N N N N DBWF-2018-GLKS N/A 23307GAG1 1600000.000000 PA USD 1564211.360000 0.4485827 Long ABS-MBS CORP US N 2 2030-12-19 Floating 6.211 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 2018-A6 N/A 254683CJ2 1200000.000000 PA USD 1199898.360000 0.3441054 Long ABS-MBS CORP US N 2 2026-03-15 Floating 5.07443 N N N N N N ENCORE CREDIT RECEIVABLES TR 2005-4 N/A 29256PAZ7 1000000.000000 PA USD 956664.900000 0.2743512 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.74529 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29366GR52 500000.000000 PA USD 499642.710000 0.1432869 Long DBT CORP US N 2 2023-04-05 None 0 N N N N N N ENTERPRISE FLEET FINANCING LLC 2022-1 N/A 29375JAB0 1019956.230000 PA USD 994776.060000 0.2852807 Long ABS-O CORP US N 2 2028-01-20 Fixed 3.03 N N N N N N ENTERPRISE FLEET FINANCING LLC 2023-1 N/A 29375CAA7 837136.170000 PA USD 837446.410000 0.2401619 Long ABS-O CORP US N 2 2024-03-20 Fixed 5.33 N N N N N N EQUIFIRST LOAN SECURITIZATION TRUST 2007-1 N/A 29445UAN5 792426.320000 PA USD 671720.610000 0.1926352 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.01529 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5A N/A 30167FAB8 2405855.790000 PA USD 2405183.830000 0.6897557 Long ABS-O CORP US N 2 2025-01-15 Fixed 5.29 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1A N/A 30168BAB6 900000.000000 PA USD 899771.310000 0.2580353 Long ABS-O CORP US N 2 2025-06-16 Fixed 5.61 N N N N N N FANNIE MAE 2005-79 N/A 31394FHD0 176816.130000 PA USD 174570.110000 0.0500630 Long ABS-MBS USGSE US N 2 2035-09-25 Floating 5.25529 N N N N N N FANNIE MAE 2007-63 N/A 31396WTU0 22558.350000 PA USD 22111.420000 0.0063411 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 38373.080000 PA USD 37666.910000 0.0108021 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 324815.570000 PA USD 323777.390000 0.0928525 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 5.56529 N N N N N N FANNIE MAE-2005-75 N/A 31394FAF2 78738.050000 PA USD 77422.950000 0.0222033 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 14177.070000 PA USD 13933.530000 0.0039958 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 3130AUG65 7900000.000000 PA USD 7899932.930000 2.2655333 Long DBT USGSE US N 2 2023-05-05 Floating 4.86 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AUHK3 4000000.000000 PA USD 3999956.840000 1.1471028 Long DBT USGSE US N 2 2023-05-09 Floating 4.86 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AUHT4 7900000.000000 PA USD 7899919.970000 2.2655296 Long DBT USGSE US N 2 2023-05-10 Floating 4.86 N N N N N N FHLMC PASS THRU POOLS N/A 3128JREM4 2396.550000 PA USD 2373.790000 0.0006808 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 4.011 N N N N N N FHLMC PASS THRU POOLS N/A 3128JRGY6 5518.300000 PA USD 5582.550000 0.0016010 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 3.488 N N N N N N FHLMC PASS THRU POOLS N/A 31297F2U6 17763.680000 PA USD 17942.620000 0.0051456 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31297SRD9 2072.690000 PA USD 2121.010000 0.0006083 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31297VLN6 6333.930000 PA USD 6405.320000 0.0018369 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K8EE2 16927.540000 PA USD 17215.780000 0.0049371 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K8Q25 1737.920000 PA USD 1774.240000 0.0005088 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K9RM8 10356.100000 PA USD 10602.780000 0.0030407 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128K95C4 48463.640000 PA USD 50141.610000 0.0143796 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KGF86 3804.720000 PA USD 3843.170000 0.0011021 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KKPP8 8825.150000 PA USD 8890.880000 0.0025497 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KKZG7 47658.790000 PA USD 48770.110000 0.0139862 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L1PU8 3956.400000 PA USD 4061.060000 0.0011646 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128L5HY0 39035.250000 PA USD 39946.170000 0.0114557 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L7L96 80039.400000 PA USD 81714.250000 0.0234339 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L9KD4 66413.390000 PA USD 67962.640000 0.0194902 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LAFY1 4345.640000 PA USD 4520.490000 0.0012964 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LBC55 22520.050000 PA USD 23045.680000 0.0066090 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312929MQ2 7293.470000 PA USD 7446.230000 0.0021354 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3129296L1 28726.900000 PA USD 29328.570000 0.0084108 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31292JH78 1656.950000 PA USD 1678.740000 0.0004814 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7NZ2 23263.290000 PA USD 23701.380000 0.0067971 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E2VX1 44.890000 PA USD 44.850000 0.0000129 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXAV2 7507.410000 PA USD 7763.050000 0.0022263 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4AK9 7252.840000 PA USD 7334.780000 0.0021035 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4QW6 43294.890000 PA USD 44303.900000 0.0127054 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4WK5 30324.160000 PA USD 31031.430000 0.0088992 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4W90 13360.650000 PA USD 13671.980000 0.0039208 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5BY5 25687.830000 PA USD 26286.960000 0.0075385 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6B98 753.120000 PA USD 783.430000 0.0002247 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6JE9 12196.680000 PA USD 12481.220000 0.0035793 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6JM1 17717.720000 PA USD 18131.110000 0.0051996 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6QV3 21497.640000 PA USD 21999.210000 0.0063089 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6SU3 16760.020000 PA USD 17434.550000 0.0049999 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6WG9 14828.300000 PA USD 15425.210000 0.0044236 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 3128M7C95 11439.830000 PA USD 11900.260000 0.0034127 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 3128M7EX0 30066.170000 PA USD 30767.430000 0.0088234 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7E44 36932.980000 PA USD 37794.730000 0.0108387 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7HT6 22545.650000 PA USD 23071.760000 0.0066165 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7KV7 3571.030000 PA USD 3654.270000 0.0010480 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7KW5 2373.050000 PA USD 2468.560000 0.0007079 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 17054.240000 PA USD 17740.590000 0.0050876 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 3128MJCJ7 22981.510000 PA USD 23517.890000 0.0067444 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128CULV6 6608.490000 PA USD 6757.780000 0.0019380 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUM29 9538.760000 PA USD 9754.250000 0.0027973 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3132XWE64 66962.450000 PA USD 65224.940000 0.0187051 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 24113.180000 PA USD 23474.970000 0.0067321 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4 N N N N N N FIDELITY GRAND HARBOUR CLO 2022-1 DESIGNATED ACTIVITY CO 22-1A N/A ACI27G891 1900000.000000 PA 2043114.910000 0.5859221 Long ABS-CBDO CORP IE N 2 2036-10-15 Fixed 6.25 N N N N N N FIRST FRANKLIN MTG LOAN 2006-FF5 N/A 32027EAE1 95466.430000 PA USD 90966.130000 0.0260872 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.16529 N N N N N N FIRST FRANKLIN MTG LOAN ABS 2006-FF9 N/A 320276AF5 500000.000000 PA USD 436489.450000 0.1251759 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.34529 N N N N N N FNMA PASS THRU POOLS N/A 31368HML4 13570.600000 PA USD 14045.590000 0.0040280 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31368HMQ3 22592.720000 PA USD 23406.700000 0.0067125 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371KVF5 3666.210000 PA USD 3786.740000 0.0010860 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371L4M8 5885.030000 PA USD 5949.720000 0.0017063 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MKF3 14116.150000 PA USD 14271.320000 0.0040927 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MQC4 1225.510000 PA USD 1266.520000 0.0003632 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MRS8 775.990000 PA USD 810.120000 0.0002323 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MZM2 5000.910000 PA USD 5109.420000 0.0014653 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371M3W5 157395.340000 PA USD 163552.960000 0.0469035 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371M5N3 15713.330000 PA USD 16430.360000 0.0047119 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371M7J0 187.930000 PA USD 195.280000 0.0000560 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 31371M7M3 59643.110000 PA USD 60298.730000 0.0172924 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NAA3 4161.320000 PA USD 4251.610000 0.0012193 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NDU6 6138.940000 PA USD 6272.140000 0.0017987 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NLG8 10808.980000 PA USD 10927.800000 0.0031339 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NLH6 8312.270000 PA USD 8492.630000 0.0024355 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NU52 4685.420000 PA USD 4736.920000 0.0013584 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371PCL2 3272.550000 PA USD 3330.510000 0.0009551 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31374CPF7 16358.400000 PA USD 16647.530000 0.0047742 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31376KHQ2 904.630000 PA USD 934.420000 0.0002680 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31381AL25 3426.550000 PA USD 3500.900000 0.0010040 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385XNR4 8383.240000 PA USD 8613.110000 0.0024701 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 31390WZK1 726.160000 PA USD 742.060000 0.0002128 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400BNW2 1645.870000 PA USD 1664.480000 0.0004773 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31400JR50 32897.240000 PA USD 33979.210000 0.0097445 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 31400RKV2 94884.580000 PA USD 96938.130000 0.0277998 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31401XVM6 2317.590000 PA USD 2354.930000 0.0006753 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402DF70 263.140000 PA USD 273.840000 0.0000785 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402DP79 186.620000 PA USD 192.760000 0.0000553 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402QYY1 12013.120000 PA USD 12408.770000 0.0035586 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402RRR2 11828.150000 PA USD 12309.750000 0.0035302 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402RTS8 4711.530000 PA USD 4589.090000 0.0013161 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.799 N N N N N N FNMA PASS THRU POOLS N/A 31402RT58 3519.520000 PA USD 3637.290000 0.0010431 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402X4D5 1184.560000 PA USD 1198.230000 0.0003436 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 31403CQ79 42158.030000 PA USD 42708.740000 0.0122480 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403C5S6 2564.340000 PA USD 2673.230000 0.0007666 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403C6S5 13786.550000 PA USD 14347.800000 0.0041146 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403DDX4 26533.580000 PA USD 27480.270000 0.0078808 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 31403DGZ6 24963.350000 PA USD 25862.770000 0.0074169 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 31403LUQ2 23170.350000 PA USD 23882.020000 0.0068489 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403MUU1 25596.080000 PA USD 25919.000000 0.0074330 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403NVY0 3455.550000 PA USD 3394.470000 0.0009735 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 31403QP53 10943.810000 PA USD 11072.180000 0.0031753 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403VDD8 977.230000 PA USD 957.660000 0.0002746 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 31403YNJ8 14118.250000 PA USD 14426.900000 0.0041373 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 31404H2N8 5178.570000 PA USD 5348.970000 0.0015340 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404MZ92 408.070000 PA USD 421.150000 0.0001208 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404U4Y3 947.220000 PA USD 977.590000 0.0002804 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404V6A1 11675.020000 PA USD 11583.960000 0.0033220 Long ABS-MBS USGSE US N 2 2034-06-01 Floating 3.676 N N N N N N FNMA PASS THRU POOLS N/A 31406L2T4 170.880000 PA USD 167.600000 0.0000481 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 31406TGE5 26432.250000 PA USD 27487.910000 0.0078830 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406TQU8 8614.770000 PA USD 8898.610000 0.0025519 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406XXM9 16061.230000 PA USD 16554.800000 0.0047476 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407ADE8 946.610000 PA USD 977.780000 0.0002804 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407BXK0 859.050000 PA USD 844.120000 0.0002421 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 31407EH89 619.660000 PA USD 640.710000 0.0001837 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407FD64 5725.370000 PA USD 5949.300000 0.0017061 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407FYD6 2816.910000 PA USD 2868.770000 0.0008227 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 31407HRF5 19064.360000 PA USD 19871.800000 0.0056988 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JDY5 500.990000 PA USD 523.850000 0.0001502 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407MWT8 2875.810000 PA USD 2813.830000 0.0008069 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 31407NQC0 1282.290000 PA USD 1284.590000 0.0003684 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31407PFB9 24399.920000 PA USD 25266.500000 0.0072459 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407RVX9 1055.570000 PA USD 1060.150000 0.0003040 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31407T7L8 1663.380000 PA USD 1682.180000 0.0004824 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407W4J9 1364.850000 PA USD 1380.270000 0.0003958 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407YHH5 858.360000 PA USD 840.050000 0.0002409 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 31407YNU9 2245.110000 PA USD 2323.690000 0.0006664 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31408CA89 20976.820000 PA USD 21436.000000 0.0061474 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31408DFG4 11384.350000 PA USD 11513.650000 0.0033019 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31408DKS2 724.920000 PA USD 748.800000 0.0002147 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31409ADU0 1653.950000 PA USD 1716.940000 0.0004924 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 31409AF53 471.220000 PA USD 491.570000 0.0001410 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409JUL2 849.830000 PA USD 883.070000 0.0002532 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 31409T6S2 6944.710000 PA USD 7128.170000 0.0020442 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409VPY3 358.270000 PA USD 366.040000 0.0001050 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409WLC3 17928.570000 PA USD 18579.130000 0.0053281 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 31409XPU7 11943.710000 PA USD 12410.890000 0.0035592 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 31410CB84 102.870000 PA USD 104.460000 0.0000300 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 31410FVW2 605373.200000 PA USD 619215.310000 0.1775778 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 31410FYY5 2035.510000 PA USD 2031.790000 0.0005827 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31410F3J2 22537.770000 PA USD 23279.490000 0.0066761 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 31410GHP1 193573.080000 PA USD 201147.120000 0.0576847 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GNK5 551.590000 PA USD 554.200000 0.0001589 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GNL3 51660.270000 PA USD 53521.550000 0.0153488 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GPA5 8493.650000 PA USD 8773.410000 0.0025160 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GPD9 148174.660000 PA USD 153972.230000 0.0441560 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GRN5 23465.130000 PA USD 24298.510000 0.0069683 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410G2H5 18978.420000 PA USD 19721.310000 0.0056557 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KAA2 6988.860000 PA USD 7226.320000 0.0020724 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KHH0 2816.600000 PA USD 2926.810000 0.0008393 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KNH3 91663.530000 PA USD 95250.970000 0.0273160 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 31410KXK5 136123.900000 PA USD 141451.420000 0.0405653 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KXL3 6759.380000 PA USD 7067.920000 0.0020269 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410LKA9 4433.490000 PA USD 4462.820000 0.0012798 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31410RNM7 210.330000 PA USD 219.470000 0.0000629 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SS65 7381.290000 PA USD 7515.770000 0.0021554 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 31410V6F2 2376.070000 PA USD 2454.600000 0.0007039 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 31410WML9 27939.380000 PA USD 28883.190000 0.0082831 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411APZ2 454.330000 PA USD 472.100000 0.0001354 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411CDR9 145268.850000 PA USD 150951.020000 0.0432896 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411DAE9 2317.630000 PA USD 2370.070000 0.0006797 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411DY78 253.730000 PA USD 259.630000 0.0000745 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411ECZ8 84.830000 PA USD 88.150000 0.0000253 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411S2B1 311.990000 PA USD 319.380000 0.0000916 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411W4N4 428.540000 PA USD 447.060000 0.0001282 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412AWT7 13709.870000 PA USD 14009.580000 0.0040177 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412BFS6 198276.730000 PA USD 205472.440000 0.0589251 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412BFT4 4993.470000 PA USD 5174.750000 0.0014840 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412DLU0 59847.330000 PA USD 62019.200000 0.0177858 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 31412DLW6 176621.200000 PA USD 184251.370000 0.0528394 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LM72 19633.990000 PA USD 20402.400000 0.0058510 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LQE3 3622.680000 PA USD 3662.500000 0.0010503 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MTG3 148369.900000 PA USD 154237.550000 0.0442321 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 31412NBF2 1406.860000 PA USD 1464.550000 0.0004200 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412N6C5 1185.970000 PA USD 1188.510000 0.0003408 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412PWN7 51516.190000 PA USD 52092.060000 0.0149389 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QPU7 1624.260000 PA USD 1698.390000 0.0004871 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412QZY8 9381.110000 PA USD 9343.760000 0.0026796 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31412RBR7 3694.200000 PA USD 3838.910000 0.0011009 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412SD28 3497.940000 PA USD 3634.860000 0.0010424 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413FYX4 394.530000 PA USD 403.540000 0.0001157 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413HWP9 5853.780000 PA USD 6092.540000 0.0017472 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413NGG4 7255.690000 PA USD 7517.120000 0.0021558 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413VKF3 8134.630000 PA USD 8338.470000 0.0023913 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414CJM1 37485.260000 PA USD 38621.960000 0.0110760 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414FFS5 296.070000 PA USD 303.170000 0.0000869 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414FS51 14921.220000 PA USD 14923.170000 0.0042796 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414G3K3 38760.840000 PA USD 40498.720000 0.0116142 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414HJX6 18106.270000 PA USD 18610.050000 0.0053370 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414LB98 118170.880000 PA USD 122795.950000 0.0352153 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414L2H0 19071.270000 PA USD 19817.340000 0.0056832 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414NEZ3 49378.920000 PA USD 51393.660000 0.0147386 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414PU64 76388.830000 PA USD 79605.790000 0.0228293 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414QVY0 654.360000 PA USD 680.960000 0.0001953 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415BDJ5 8952.800000 PA USD 8901.750000 0.0025528 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31415LVW4 6.830000 PA USD 6.830000 0.0000020 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 31415QFJ0 664.350000 PA USD 678.760000 0.0001947 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415TFV7 957.100000 PA USD 996.100000 0.0002857 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415TF54 13708.810000 PA USD 14206.730000 0.0040742 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 31415VK61 2037.220000 PA USD 2116.350000 0.0006069 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415XKP5 12300.510000 PA USD 12439.660000 0.0035674 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415YMN6 1410.880000 PA USD 1411.070000 0.0004047 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BN61 206.660000 PA USD 213.460000 0.0000612 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 31416BS82 9101.490000 PA USD 9161.630000 0.0026274 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BUC0 240.810000 PA USD 251.950000 0.0000723 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416B2P2 4097.500000 PA USD 4257.870000 0.0012211 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CD29 30733.980000 PA USD 31824.930000 0.0091267 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416CKF2 60564.720000 PA USD 63304.750000 0.0181545 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416H4W2 52010.870000 PA USD 52354.800000 0.0150142 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416JAW1 52431.580000 PA USD 54482.330000 0.0156244 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416JMP3 1179.990000 PA USD 1171.750000 0.0003360 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 31416VGE8 44141.570000 PA USD 45867.970000 0.0131540 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416VGN8 4450.480000 PA USD 4624.620000 0.0013262 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416VKF0 71838.260000 PA USD 74851.710000 0.0214659 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416YE87 170696.770000 PA USD 175255.610000 0.0502596 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416YNX2 97070.670000 PA USD 95959.580000 0.0275192 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417MBT9 13122.400000 PA USD 12924.140000 0.0037064 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417S3V0 17063.290000 PA USD 17519.200000 0.0050241 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31417UC52 3563.490000 PA USD 3587.060000 0.0010287 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417VAP8 31074.190000 PA USD 31425.250000 0.0090121 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MGG1 361.560000 PA USD 373.840000 0.0001072 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 31418MG63 284.540000 PA USD 297.360000 0.0000853 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31418PCG8 3002.190000 PA USD 3022.040000 0.0008667 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418PS22 14307.020000 PA USD 14401.660000 0.0041301 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418RB75 23593.100000 PA USD 23749.310000 0.0068108 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418U2M5 5610.080000 PA USD 5597.070000 0.0016051 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 31418XNQ7 8451.470000 PA USD 8507.340000 0.0024397 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418YC20 3109.160000 PA USD 3092.520000 0.0008869 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419AK89 2368.990000 PA USD 2376.670000 0.0006816 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419AR66 3767.330000 PA USD 3792.260000 0.0010875 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419A3K1 288313.240000 PA USD 300773.880000 0.0862556 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31419CSC8 4286.790000 PA USD 4315.150000 0.0012375 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31419DG54 9367.370000 PA USD 9470.340000 0.0027159 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A1CC3 88488.780000 PA USD 87983.740000 0.0252319 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A37H4 182636.920000 PA USD 183846.870000 0.0527234 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A5VU3 4316.330000 PA USD 4296.750000 0.0012322 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A5WG3 24759.300000 PA USD 24692.250000 0.0070812 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 3138A5W65 15497.320000 PA USD 15378.680000 0.0044103 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 3138A8BH8 2274.660000 PA USD 2274.960000 0.0006524 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 3138AAS93 8954.280000 PA USD 9013.540000 0.0025849 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 3138ABDP1 5012.670000 PA USD 5045.890000 0.0014471 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 3138ADYY5 39271.260000 PA USD 39531.120000 0.0113367 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 3138AE2F9 43483.350000 PA USD 43024.490000 0.0123385 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 3138AFVY3 174035.000000 PA USD 175187.100000 0.0502399 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138AHGU4 5236.640000 PA USD 5271.290000 0.0015117 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 3138AHS80 29526.030000 PA USD 29721.740000 0.0085236 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 3138AKTT6 21549.150000 PA USD 21644.010000 0.0062070 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ANJA2 422854.030000 PA USD 424730.730000 0.1218038 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ANY56 4173.280000 PA USD 4200.940000 0.0012047 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EDMB4 6190.160000 PA USD 6231.200000 0.0017870 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 3138EGSJ4 133675.140000 PA USD 138907.850000 0.0398358 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGSP0 16111.380000 PA USD 16641.990000 0.0047726 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EG4G6 3313.000000 PA USD 3334.950000 0.0009564 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EHPD8 33467.380000 PA USD 33719.880000 0.0096701 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EHXA5 19253.810000 PA USD 19602.860000 0.0056217 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 3138EKRF4 33882.670000 PA USD 35081.590000 0.0100607 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EKSM8 140612.250000 PA USD 146115.940000 0.0419030 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EKW35 1234275.350000 PA USD 1290812.830000 0.3701778 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EK2N4 86499.940000 PA USD 88690.110000 0.0254344 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138ELCT8 62790.810000 PA USD 65555.270000 0.0187999 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138LT4L9 10980.220000 PA USD 10938.980000 0.0031371 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XQQC8 103996.600000 PA USD 103528.260000 0.0296897 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.5 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 19089.260000 PA USD 185585.830000 0.0532221 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 31417YJ24 27478.870000 PA USD 27958.310000 0.0080179 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 5.5 N N N N N N FREDDIE MAC 3355 N/A 31397KC90 476086.620000 PA USD 473531.510000 0.1357988 Long ABS-MBS USGSE US N 2 2037-08-15 Floating 5.38443 N N N N N N FREDDIE MAC 3360 N/A 31397KE31 270032.260000 PA USD 269050.480000 0.0771580 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 5.40443 N N N N N N FREDDIE MAC 3368 N/A 31397KL82 279999.250000 PA USD 278921.140000 0.0799887 Long ABS-MBS USGSE US N 2 2037-09-15 Floating 5.40443 N N N N N N FREDDIE MAC REMICS 3376 N/A 31397KZG9 78519.290000 PA USD 78174.940000 0.0224189 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 5.39443 N N N N N N FREDDIE MAC-3289 N/A 31397FNM0 333319.090000 PA USD 327017.960000 0.0937818 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 5.06443 N N N N N N FREED ABS TRUST 2022-3FP N/A 35634EAA7 225300.440000 PA USD 224824.180000 0.0644748 Long ABS-O CORP US N 2 2029-08-20 Fixed 4.5 N N N N N N FREED ABS TRUST 2022-4FP N/A 35634JAA6 777769.630000 PA USD 778827.160000 0.2233511 Long ABS-O CORP US N 2 2029-12-18 Fixed 6.49 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XDC7 500000.000000 PA USD 497598.200000 0.1427006 Long DBT CORP US N 2 2023-11-17 Floating 5.84353 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37961DS19 1750000.000000 PA USD 1741372.750000 0.4993888 Long DBT CORP US N 2 2023-05-01 None 0 N N N N N N GLS AUTO RECEIVABLES ISSUER TRUST 2022-2A N/A 36265NAB9 771585.820000 PA USD 763518.430000 0.2189609 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.55 N N N N N N GNMA PASS THRU POOLS N/A 21H050656 6000000.000000 PA USD 6002343.780000 1.7213450 Long ABS-MBS USGSE US N 2 2053-05-18 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36210B4E2 40655.460000 PA USD 42002.840000 0.0120455 Long ABS-MBS USGSE US N 2 2039-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36212NPC5 477.240000 PA USD 490.730000 0.0001407 Long ABS-MBS USGSE US N 2 2035-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36212TA53 11206.060000 PA USD 11485.620000 0.0032938 Long ABS-MBS USGSE US N 2 2035-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36200JJZ4 30352.510000 PA USD 31528.870000 0.0090418 Long ABS-MBS USGSE US N 2 2035-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36291CE76 6685.040000 PA USD 6837.790000 0.0019609 Long ABS-MBS USGSE US N 2 2035-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36291TUF3 34151.050000 PA USD 34963.060000 0.0100267 Long ABS-MBS USGSE US N 2 2035-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295GBG6 12888.720000 PA USD 13140.720000 0.0037685 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295GBH4 7859.440000 PA USD 8013.080000 0.0022980 Long ABS-MBS USGSE US N 2 2037-08-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295KGC1 911.260000 PA USD 933.070000 0.0002676 Long ABS-MBS USGSE US N 2 2038-02-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295LGE5 23353.830000 PA USD 23829.390000 0.0068338 Long ABS-MBS USGSE US N 2 2038-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295L3X7 6753.330000 PA USD 6915.590000 0.0019832 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295NCQ8 1158.000000 PA USD 1198.660000 0.0003438 Long ABS-MBS USGSE US N 2 2038-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295NCS4 187614.250000 PA USD 194202.060000 0.0556930 Long ABS-MBS USGSE US N 2 2038-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36295QN55 4729.820000 PA USD 4837.120000 0.0013872 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296BGC0 211.800000 PA USD 216.940000 0.0000622 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296B2K7 776.090000 PA USD 790.640000 0.0002267 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296DP28 56429.730000 PA USD 58410.910000 0.0167510 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296DZF8 12162.060000 PA USD 12472.480000 0.0035768 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296GTL5 1917.850000 PA USD 1964.780000 0.0005635 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296JJY2 8321.540000 PA USD 8569.700000 0.0024576 Long ABS-MBS USGSE US N 2 2039-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296P6L0 15794.060000 PA USD 16301.870000 0.0046750 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296QDB2 69020.730000 PA USD 70575.530000 0.0202396 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296QK32 100488.710000 PA USD 103719.770000 0.0297446 Long ABS-MBS USGSE US N 2 2039-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296QL31 34804.410000 PA USD 35923.470000 0.0103021 Long ABS-MBS USGSE US N 2 2039-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296QRU5 2272.510000 PA USD 2345.570000 0.0006727 Long ABS-MBS USGSE US N 2 2039-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296QZD4 14582.270000 PA USD 15051.050000 0.0043163 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296Q6V6 29369.660000 PA USD 30468.060000 0.0087376 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296UE30 6825.490000 PA USD 6996.080000 0.0020063 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296UNU0 130710.530000 PA USD 135300.060000 0.0388012 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296XUD4 34781.140000 PA USD 36002.760000 0.0103248 Long ABS-MBS USGSE US N 2 2039-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296XU77 249665.520000 PA USD 258433.390000 0.0741132 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296X3G7 40651.050000 PA USD 41667.550000 0.0119494 Long ABS-MBS USGSE US N 2 2039-09-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36297AKJ1 85354.030000 PA USD 88349.780000 0.0253368 Long ABS-MBS USGSE US N 2 2039-01-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36297BXM8 182834.800000 PA USD 189256.040000 0.0542746 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36297GKW9 3437.920000 PA USD 3558.650000 0.0010205 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36297KH87 37628.260000 PA USD 38933.860000 0.0111654 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620A6DC8 36685.010000 PA USD 37973.530000 0.0108900 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620AAT81 11999.160000 PA USD 12361.420000 0.0035450 Long ABS-MBS USGSE US N 2 2039-09-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620AVQ47 33875.610000 PA USD 34722.660000 0.0099577 Long ABS-MBS USGSE US N 2 2040-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36176AB99 11630.260000 PA USD 11875.160000 0.0034055 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36176ARN1 86526.560000 PA USD 88405.350000 0.0253528 Long ABS-MBS USGSE US N 2 2041-10-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36176DEZ2 21550.150000 PA USD 22307.360000 0.0063973 Long ABS-MBS USGSE US N 2 2041-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36176R7B2 14210.290000 PA USD 14523.800000 0.0041651 Long ABS-MBS USGSE US N 2 2042-02-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36176R7H9 63141.370000 PA USD 64504.510000 0.0184985 Long ABS-MBS USGSE US N 2 2042-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241KZ35 516051.190000 PA USD 533316.570000 0.1529439 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241LJY3 102903.720000 PA USD 106513.060000 0.0305457 Long ABS-MBS USGSE US N 2 2039-09-15 Fixed 5 N N N N N N GOLDENTTREE LOAN MANAGEMENT US CLO LTD 2022-14A N/A 38136RAE7 1500000.000000 PA USD 1477732.200000 0.4237823 Long ABS-CBDO CORP JE N 2 2035-07-20 Floating 7.13904 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZS6 600000.000000 PA USD 600852.770000 0.1723118 Long DBT CORP US N 2 2028-03-15 Floating 6.57187 N N N N N N GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2 N/A 39809LAA2 826094.930000 PA USD 817228.470000 0.2343638 Long ABS-CBDO CORP KY N 2 2037-09-15 Floating 5.86443 N N N N N N GREYWOLF CLO LTD 2015-1A N/A 39808PAL0 900000.000000 PA USD 889054.310000 0.2549619 Long ABS-CBDO CORP KY N 2 2031-01-27 Floating 5.97771 N N N N N N GS MORTGAGE SECURITIES CORP II 2022-GTWY N/A 36266DAA2 1800000.000000 PA USD 1792294.920000 0.5139922 Long ABS-MBS CORP US N 2 2039-08-15 Floating 8.228 N N N N N N GS MORTGAGE SECURITIES CORP TRUST 2018-TWR N/A 36251SAJ7 494000.000000 PA USD 423605.000000 0.1214809 Long ABS-MBS CORP US N 2 2031-07-15 Floating 6.134 N N N N N N GSAMP TRUST 2007-NC1 N/A 3622MGAB4 1667114.750000 PA USD 837228.030000 0.2400993 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.89529 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341RX9 3493.950000 PA USD 3232.120000 0.0009269 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.0523 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341XE4 196966.940000 PA USD 161552.440000 0.0463298 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.96815 Y N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341XG9 3535.910000 PA USD 3113.810000 0.0008930 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.70889 N N N N N N GSR MORTGAGE LOAN TRUST 2006-1F N/A 3623417Z6 2750385.660000 PA USD 1290073.620000 0.3699658 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 6 Y N N N N N GSR MORTGAGE LOAN TRUST 2007-4F N/A 362669AK9 7955.600000 PA USD 5248.330000 0.0015051 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 Y N N N N N GSR MORTGAGE LOAN TRUST 2007-4F N/A 362669BJ1 729978.570000 PA USD 481568.760000 0.1381037 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-2 N/A 41161PLR2 4797.200000 PA USD 4237.870000 0.0012153 Long ABS-MBS CORP US N 2 2035-05-19 Floating 5.20143 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-11 N/A 41162GAA0 67892.360000 PA USD 58196.770000 0.0166896 Long ABS-MBS CORP US N 2 2036-12-19 Floating 5.10143 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-3 N/A 41161QAD3 651019.200000 PA USD 355598.010000 0.1019780 Long ABS-MBS CORP US N 2 2036-06-19 Floating 3.74064 Y N N N N N HARLEY-DAVIDSON MOTORCYCLE TRUST 2023-A N/A 41285JAA6 1081003.010000 PA USD 1081110.030000 0.3100394 Long ABS-O CORP US N 2 2024-03-15 Fixed 4.975 N N N N N N HARVEST CLO XVI DAC 16A N/A ACI1VVSJ9 400000.000000 PA 420298.660000 0.1205327 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 2.928 N N N N N N HILTON ORLANDO TRUST 2018-ORL N/A 432885AG6 1400000.000000 PA USD 1359365.420000 0.3898372 Long ABS-MBS CORP US N 2 2034-12-15 Floating 5.98443 N N N N N N HITACHI AMERICA CAPITAL LTD 549300FT5PAYBG3RQJ06 4335P3R61 1500000.000000 PA USD 1498808.750000 0.4298266 Long DBT CORP US N 2 2023-04-06 None 0 N N N N N N HSI ASSET SEC CORP TRUST 2006-HE1 N/A 44328AAA8 3632803.020000 PA USD 1208432.670000 0.3465529 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.12529 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR11 N/A 45661KAD2 1424188.660000 PA USD 1256712.330000 0.3603985 Long ABS-MBS CORP US N 2 2036-06-25 Floating 3.25106 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2007-AR7 N/A 45670CAC1 1396548.270000 PA USD 1099428.300000 0.3152927 Long ABS-MBS CORP US N 2 2037-06-25 Floating 2.85174 Y N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AR4 500000.000000 PA USD 432997.500000 0.1241745 Long DBT CORP NL N 2 2026-11-16 Floating 5.75 N N N N Y ING GROEP NV EUR XXXX N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 4595A3R41 750000.000000 PA USD 749576.250000 0.2149626 Long DBT CORP US N 2 2023-04-04 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2CD3K2 1430000000.000000 PA 10771026.020000 3.0889020 Long DBT NUSS JP N 2 2023-04-24 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2CL1X8 1410000000.000000 PA 10620987.610000 3.0458742 Long DBT NUSS JP N 2 2023-05-08 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2D5SV7 210000000.000000 PA 1582031.110000 0.4536930 Long DBT NUSS JP N 2 2023-06-05 None 0 N N N N N N JP MORGAN ALTERNATIVE LN TRUST 2006-A2 N/A 46628GAL3 695338.950000 PA USD 395716.770000 0.1134832 Long ABS-MBS CORP US N 2 2036-05-25 Floating 3.23091 Y N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT N/A 46645WBA0 1450000.000000 PA USD 1257150.000000 0.3605240 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 4.5487 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A4 N/A 466247RN5 14415.620000 PA USD 14264.650000 0.0040908 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.70184 N N N N N N JP MORGAN MORTGAGE TRUST 2005-S3 N/A 466247ZP1 22609.550000 PA USD 11425.030000 0.0032765 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.75 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A6 N/A 46628BAG5 342394.450000 PA USD 253603.180000 0.0727280 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.59471 Y N N N N N JP MORGAN MORTGAGE TRUST 2006-A6 N/A 46628BBC3 55675.410000 PA USD 40551.410000 0.0116293 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.85062 N N N N N N JP MORGAN MORTGAGE TRUST-2005-A1 N/A 466247LZ4 670.290000 PA USD 607.290000 0.0001742 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.75432 N N N N N N JP MORGAN MTGE ACQUIS CORP 2006-NC2 N/A 46629FAE0 1096830.710000 PA USD 1060940.870000 0.3042554 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.25029 N N N N N N KKR CLO 25 LTD N/A 48252UAG2 250000.000000 PA USD 244615.200000 0.0701505 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.95243 N N N N N N LEHMAN MORTGAGE TRUST 2007-8 N/A 52521YAA4 527953.430000 PA USD 492993.940000 0.1413802 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6 Y N N N N N LENDBUZZ SECURITIZATION TRUST 2023-1A N/A 52608LAA8 1389138.590000 PA USD 1389010.370000 0.3983387 Long ABS-O CORP US N 2 2024-03-15 Fixed 5.383 N N N N N N LENDINGPOINT 2022-B ASSET SECURITIZATION TRUST N/A 52606WAA6 569788.230000 PA USD 559332.670000 0.1604048 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.77 N N N N N N LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST4 N/A 52608GAA9 675081.880000 PA USD 664731.930000 0.1906310 Long ABS-O CORP US N 2 2029-07-15 Fixed 5.7 N N N N N N LIBERTY LENDING ABS TRUST 2022-1A N/A 50203YAA3 880937.850000 PA USD 866176.680000 0.2484011 Long ABS-O CORP US N 2 2029-11-15 Fixed 3.76 N N N N N N LIBERTY LENDING ABS TRUST 2022-2A N/A 75526GAA9 1433609.430000 PA USD 1427620.810000 0.4094114 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 623000.000000 PA USD 579589.360000 0.1662139 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 LOAN TR 2002-5 N/A 542514DB7 966753.820000 PA USD 949246.200000 0.2722237 Long ABS-MBS CORP US N 2 2032-11-25 Floating 6.09029 N N N N N N LONG BEACH MORTGAGE LOAN TR 2006-4 N/A 54251MAA2 605132.760000 PA USD 347939.110000 0.0997816 Long ABS-MBS CORP US N 2 2036-05-25 Floating 5.14529 N N N N N N 280 PARK AVENUE 2017-280P MORTGAGE TRUST N/A 90205FAA8 2700000.000000 PA USD 2623052.700000 0.7522359 Long ABS-MBS CORP US N 2 2034-09-15 Floating 5.599 N N N N N N LONG BEACH MTGE LOAN TRUST 2004-4 N/A 542514HN7 5674.310000 PA USD 5193.860000 0.0014895 Long ABS-MBS CORP US N 2 2034-10-25 Floating 5.40529 N N N N N N MARLETTE FUNDING TRUST 2023-1A N/A 57110PAA9 2200000.000000 PA USD 2199504.120000 0.6307712 Long ABS-O CORP US N 2 2033-04-15 Fixed 6.07 N N N N N N MASSACHUSETTS EDUC FINANCING AUTH 2008-1 N/A 57563NAA6 107903.740000 PA USD 107702.490000 0.0308868 Long ABS-O CORP US N 2 2038-04-25 Floating 5.76771 N N N N N N MASTR ADJUSTABLE RT MTGE TRUST 2005-6 N/A 576433C53 97754.200000 PA USD 81844.110000 0.0234712 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.64225 Y N N N N N MASTR ASSET BACKED SECURITIES TRUST 2007-HE2 N/A 57646LAN3 1661549.530000 PA USD 1372730.520000 0.3936700 Long ABS-MBS CORP US N 2 2037-08-25 Floating 5.99529 N N N N N N MELLON RESIDENTIAL FUND CORP 2000-TBC2 N/A 585525ED6 233.570000 PA USD 225.290000 0.0000646 Long ABS-MBS CORP US N 2 2030-06-15 Floating 5.16443 N N N N N N MELLON RESIDENTIAL FUND CORP 2000-TBC3 N/A 585525EN4 11839.460000 PA USD 10973.290000 0.0031469 Long ABS-MBS CORP US N 2 2030-12-15 Floating 5.12443 N N N N N N MERRILL LYNCH 1ST FRANKLIN MTG LN 2007-1 N/A 59023LAA0 1462203.300000 PA USD 670109.930000 0.1921733 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.12529 N N N N N N MERRILL LYNCH ALTERNATIVE NT 2007-A2 N/A 59024FAF1 973554.030000 PA USD 275292.460000 0.0789480 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.44529 N N N N N N MERRILL LYNCH MORTGAGE INVEST TR 2005-A7 N/A 59020UH32 274481.430000 PA USD 218835.180000 0.0627573 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.90918 Y N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A3 N/A 589929R26 9022.900000 PA USD 8488.940000 0.0024344 Long ABS-MBS CORP US N 2 2033-05-25 Floating 3.76145 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-A10 N/A 59020UZ65 11615.050000 PA USD 10732.530000 0.0030779 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.26529 N N N N N N MF1 2021-FL7 LTD N/A 55284AAA6 800000.000000 PA USD 775400.000000 0.2223683 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.84143 N N N N N N MF1 2022-FL9 LLC N/A 55285AAA5 3192000.000000 PA USD 3162924.070000 0.9070596 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 6.90617 N N N N N N MF1 2022-FL9 LLC N/A 55285AAC1 2200000.000000 PA USD 2176129.560000 0.6240678 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 7.40617 N N N N N N ACE SECURITIES CORP 2005-HE2 N/A 004421MG5 1316211.600000 PA USD 1260533.880000 0.3614944 Long ABS-MBS CORP US N 2 2035-04-25 Floating 5.86529 N N N N N N MLCC MORTGAGE INVESTORS INC 2005-3 N/A 59020UL78 10377.280000 PA USD 9509.240000 0.0027270 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.34529 N N N N N N ACE SECURITIES CORP 2006-HE4 N/A 00442BAB7 6469.500000 PA USD 2475.130000 0.0007098 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.96529 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE6 N/A 61755CAA0 367588.510000 PA USD 321687.250000 0.0922531 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.90529 N N N N N N MORGAN STANLEY HOME EQUITY LN 2007-2 N/A 61752UAB1 946623.830000 PA USD 515884.620000 0.1479448 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.01529 N N N N N N MORTGAGE EQUITY CONVER ASSET TR 2007-FF3 N/A 61911GAA2 1215497.360000 PA USD 1085239.800000 0.3112238 Long ABS-MBS CORP US N 2 2042-05-25 Floating 4.88 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 400000.000000 PA USD 339447.770000 0.0973464 Long DBT CORP US N 2 2030-08-15 Fixed 2.65 N N N N N N NATIONSTAR HOME EQUITY LOAN TR 2007-B N/A 63860LAE0 753905.620000 PA USD 730538.840000 0.2095031 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.16529 N N N N N N NELNET STUDENT LOAN TRUST 2021-CA N/A 64035GAA7 1229307.620000 PA USD 1199843.080000 0.3440896 Long ABS-O CORP US N 2 2062-04-20 Floating 5.50143 N N N N N N NEW ORLEANS HOTEL TRUST 2019-HNLA N/A 647622AA7 1000000.000000 PA USD 958101.100000 0.2747631 Long ABS-MBS CORP US N 2 2032-04-15 Floating 5.67271 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AB7 900000.000000 PA USD 853194.660000 0.2446781 Long DBT CORP JP N 2 2025-09-17 Fixed 3.522 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AC5 700000.000000 PA USD 660774.580000 0.1894961 Long DBT CORP JP N 2 2027-09-17 Fixed 4.345 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AD3 200000.000000 PA USD 181234.820000 0.0519743 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81 N N N N N N AEGIS ASSET BACKED SECURITIES TR 2005-3 N/A 00764MFT9 1300000.000000 PA USD 1047744.750000 0.3004710 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.58029 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AP2 N/A 65535VLL0 28817.380000 PA USD 15184.100000 0.0043545 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.476 Y N N N N N NOMURA ASSET ACCEPTANCE CORP 2006-WF1 N0RUIPD25XQCBR0TK507 65537BAC4 941499.710000 PA USD 267879.730000 0.0768222 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 5.769 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAM7 500000.000000 PA USD 477992.730000 0.1370782 Long DBT CORP IE N 2 2024-08-14 Fixed 2.875 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 ACI1P1CP5 8917776.000000 PA 1007778.080000 0.2890094 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N OAKTREE CLO 2021-1A N/A 67402JAA9 600000.000000 PA USD 580774.960000 0.1665539 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.95243 N N N N N N OPORTUN ISSUANCE TRUST 2022-2 N/A 68377HAA2 437560.060000 PA USD 435372.350000 0.1248556 Long ABS-O CORP US N 2 2029-10-09 Fixed 5.94 N N N N N N OWNIT MORTGAGE LN ASSET-BCK CERT 2005-4 N/A 69121PAY9 856802.550000 PA USD 765152.780000 0.2194296 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.67029 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JM0 400000.000000 PA USD 375047.670000 0.1075557 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N PAGAYA AI DEBT TRUST 2022-2 N/A 69546VAA5 194957.950000 PA USD 192182.610000 0.0551139 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 1877065.530000 PA USD 1865988.400000 0.5351259 Long ABS-O CORP US N 2 2030-03-15 Fixed 6.06 N N N N N N PALMER SQUARE EUROPEAN LOAN FUNDING 22-3A N/A ACI28QN42 2300000.000000 PA 2494588.140000 0.7153950 Long ABS-CBDO CORP IE N 2 2032-04-12 Floating 3.993 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-NPL2 N/A 693971AA1 341334.290000 PA USD 326141.190000 0.0935304 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 953974.860000 PA USD 931924.300000 0.2672561 Long ABS-MBS CORP US N 2 2052-06-25 Variable 5.9266 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-NPL4 N/A 69381RAA2 1418044.950000 PA USD 1395413.950000 0.4001751 Long ABS-MBS CORP US N 2 2052-08-25 Fixed 6.5594 N N N N N N PRIME MORTGAGE TRUST 2006-1 N/A 74161BAH8 14931.240000 PA USD 14460.780000 0.0041470 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6 Y N N N N N READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC N/A 755931AA0 2097018.460000 PA USD 2105406.320000 0.6037859 Long ABS-MBS CORP US N 2 2039-10-25 Floating 7.35757 N N N N N N READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9 N/A 75574EAA5 569041.460000 PA USD 571380.020000 0.1638597 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 1100000.000000 PA USD 1093159.540000 0.3134950 Long ABS-MBS CORP US N 2 2037-06-25 Floating 7.90336 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A N/A 76089EAA1 400239.340000 PA USD 369327.900000 0.1059154 Long ABS-O CORP US N 2 2030-09-25 Fixed 4.32 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA5 N/A 75115BAB5 2420226.610000 PA USD 997677.430000 0.2861127 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.20529 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA6 N/A 74922MAA9 1155253.360000 PA USD 957423.270000 0.2745687 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.22529 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA7 N/A 751152AB5 1205547.130000 PA USD 1047051.200000 0.3002721 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.21529 N N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QA2 N/A 74922PAC8 660846.590000 PA USD 572485.590000 0.1641767 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.14529 N N N N N N RESIDENTIAL ASSET SECURITIES 2005-KS11 N/A 76110W7G5 1100000.000000 PA USD 938872.000000 0.2692486 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.73029 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4 N/A 80285VAC3 1466.340000 PA USD 1463.650000 0.0004197 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.51 N N N N N N AMCOR FLEXIBLES NORTH AMERICA INC PTVU09TE3QPJPL7K4E13 02343CR64 250000.000000 PA USD 249787.290000 0.0716337 Long DBT CORP US N 2 2023-04-06 None 0 N N N N N N SEC ASSET BACKED REC LLC 2006-FR4 N/A 81377GAA7 1297544.420000 PA USD 417199.850000 0.1196441 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.00529 Y N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4 N/A 81375WFJ0 1588292.020000 PA USD 1380646.190000 0.3959401 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.80529 Y N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2 N/A 81377AAE2 1165993.850000 PA USD 480796.160000 0.1378821 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.32529 N N N N N N SHELTER GROWTH CRE 2022-FL4 ISSUER LTD N/A 82286DAA2 900000.000000 PA USD 896667.170000 0.2571451 Long ABS-MBS CORP BM N 2 2037-06-17 Floating 7.05217 N N N N N N SHELTER GROWTH CRE 2022-FL4 ISSUER LTD N/A 82286DAC8 600000.000000 PA USD 588934.620000 0.1688940 Long ABS-MBS CORP BM N 2 2037-06-17 Floating 7.94917 N N N N N N SMALL BUSINESS ADMIN PART CERT 2004-20F N/A 83162CNU3 131.950000 PA USD 131.860000 0.0000378 Long ABS-O CORP US N 2 2024-06-01 Fixed 5.52 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2009-20E N/A 83162CSN4 55575.970000 PA USD 54511.900000 0.0156329 Long ABS-O CORP US N 2 2029-05-01 Fixed 4.43 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB N/A 78449DAC0 1025089.890000 PA USD 998909.910000 0.2864662 Long ABS-O CORP US N 2 2054-09-15 Floating 5.69529 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ1 N/A 83612JAD6 889723.120000 PA USD 842887.120000 0.2417222 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.34529 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 8424C1RQ3 800000.000000 PA USD 797145.600000 0.2286045 Long DBT CORP US N 2 2023-04-24 None 0 N N N N N N STRUCTURED ADJ RATE MTG LN 2004-19 N/A 863579JG4 12637.720000 PA USD 10358.510000 0.0029706 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.53795 Y N N N N N STRUCTURED ADJUSTABLE RATE MTG LN 2004-1 N/A 86359BGG0 6198.990000 PA USD 5737.480000 0.0016454 Long ABS-MBS CORP US N 2 2034-02-25 Floating 5.19322 N N N N N N STRUCTURED ASSET INVEST LN TR 2006-BNC3 N/A 86361KAA5 967416.290000 PA USD 608819.640000 0.1745966 Long ABS-MBS CORP US N 2 2036-09-25 Floating 5.02529 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR8 N/A 86359LRW1 5913.120000 PA USD 4828.040000 0.0013846 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.40529 Y N N N N N STRUCTURED ASSET SEC CORP 2005-S2 N/A 86359DCS4 1387000.000000 PA USD 1344330.330000 0.3855254 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.82029 N N N N N N STRUCTURED ASSET SECURITIES CORP 2006-BC5 N/A 86359SAD6 140518.310000 PA USD 137449.740000 0.0394177 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.18529 N N N N N N TAURUS 2021-1 UK DAC 21-UK1A N/A ACI1W1MF8 198541.760000 PA 238442.820000 0.0683803 Long ABS-MBS CORP IE N 2 2031-05-17 Floating 4.84854 N N N N N N THEOREM FUNDING TRUST 2022-2A N/A 88339FAA1 965850.520000 PA USD 957285.360000 0.2745292 Long ABS-O CORP US N 2 2028-12-15 Fixed 6.06 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-3 N/A 88522XAE1 540798.440000 PA USD 441838.220000 0.1267098 Long ABS-MBS CORP US N 2 2047-06-25 Floating 6.35686 Y N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 N/A 87277JAA9 2650000.000000 PA USD 2607013.560000 0.7476362 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 6.20806 N N N N N N TRESTLES CLO IV LTD 2021-4A N/A 89532WAA7 250000.000000 PA USD 243659.800000 0.0698765 Long ABS-CBDO CORP KY N 2 2034-07-21 Floating 5.98529 N N N N N N UMBS PASS THRU POOLS N/A 01F050650 1700000.000000 PA USD 1695417.960000 0.4862099 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 2200000.000000 PA USD 2268578.140000 0.6505801 Long ABS-MBS USGSE US N 2 2053-04-13 Fixed 6.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796CV9 1611000.000000 PA USD 1606556.220000 0.4607263 Long DBT UST US N 2 2023-04-25 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796YN3 1765000.000000 PA USD 1764321.580000 0.5059700 Long DBT UST US N 2 2023-04-06 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797FD4 1482000.000000 PA USD 1475364.340000 0.4231032 Long DBT UST US N 2 2023-05-09 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RA8 648787.780000 PA USD 548438.860000 0.1572806 Long DBT UST US N 2 2043-02-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SV1 229862.000000 PA USD 159473.460000 0.0457336 Long DBT UST US N 2 2051-02-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TE8 644940.000000 PA USD 448600.490000 0.1286491 Long DBT UST US N 2 2052-02-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CEZ0 2883636.000000 PA USD 2756628.650000 0.7905427 Long DBT UST US N 2 2032-07-15 Fixed 0.625 N N N N N N UPSTART PASS-THROUGH TRUST SERIES 2022-ST2 N/A 91680UAA7 403352.140000 PA USD 388085.660000 0.1112947 Long ABS-O CORP US N 2 2030-04-20 Fixed 3.8 N N N N N N UPSTART SECURITIZATION TRUST 2022-2 N/A 91679TAA3 265690.360000 PA USD 261047.770000 0.0748630 Long ABS-O CORP US N 2 2032-05-20 Fixed 4.37 N N N N N N UPSTART SECURITIZATION TRUST 2022-3 N/A 91683TAB5 1124281.580000 PA USD 1102334.820000 0.3161263 Long ABS-O CORP US N 2 2032-06-20 Fixed 5.5 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AB9 100000.000000 PA USD 94891.490000 0.0272129 Long DBT CORP US N 2 2028-02-15 Fixed 4.75 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 93142XR37 850000.000000 PA USD 849629.190000 0.2436556 Long DBT CORP US N 2 2023-04-03 None 0 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 93142XS36 750000.000000 PA USD 746244.880000 0.2140072 Long DBT CORP US N 2 2023-05-03 None 0 N N N N N N WAMU MTGE P/T CERT 2007-HY1 N/A 92925VAK6 197153.630000 PA USD 174049.750000 0.0499138 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.71281 Y N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAL7 400000.000000 PA USD 357407.550000 0.1024969 Long DBT CORP US N 2 2032-03-15 Fixed 4.279 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAJ2 100000.000000 PA USD 93092.110000 0.0266968 Long DBT CORP US N 2 2029-03-15 Fixed 4.054 N N N N N N WASHINGTON MUTUAL 2002-AR17 N/A 929227XB7 1557.430000 PA USD 1403.300000 0.0004024 Long ABS-MBS CORP US N 2 2042-11-25 Floating 4.33795 N N N N N N WASHINGTON MUTUAL 2005-AR11 N/A 92922F2G2 1003369.090000 PA USD 945824.870000 0.2712425 Long ABS-MBS CORP US N 2 2045-08-25 Floating 5.48529 N N N N N N WASHINGTON MUTUAL 2006-AR13 N/A 93363RAB2 48220.210000 PA USD 42361.110000 0.0121483 Long ABS-MBS CORP US N 2 2046-10-25 Floating 4.63795 N N N N N N WELLS FARGO MTGE BK SEC TR 2006-AR19 N/A 949789AA9 220692.130000 PA USD 207780.360000 0.0595870 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.564 Y N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2022-B N/A 98163QAC3 1090386.320000 PA USD 1090164.970000 0.3126362 Long ABS-O CORP US N 2 2025-10-15 Floating 5.12804 N N N N N N N/A N/A 000000000 2171000.000000 PA USD 2171000.000000 0.6225968 Long RA US N 2 Repurchase N 2.2000000 2023-04-03 1793900.000000 USD 2214535.480000 USD UST N N N AREIT TRUST 2022-CRE6 N/A 04002VAA9 1227063.030000 PA USD 1190776.940000 0.3414896 Long ABS-MBS CORP KY N 2 2037-01-16 Floating 5.80906 N N N N N N AREIT TRUST 2022-CRE7 N/A 00217VAA8 1000000.000000 PA USD 999031.700000 0.2865011 Long ABS-MBS CORP US N 2 2039-06-17 Floating 6.98543 N N N N N N AREIT TRUST 2022-CRE7 N/A 00217VAC4 900000.000000 PA USD 889158.240000 0.2549917 Long ABS-MBS CORP US N 2 2039-06-17 Floating 7.53743 N N N N N N N/A N/A 000000000 102700000.000000 PA USD 102700000.000000 29.4521834 Long RA US N 2 Repurchase N 4.8900000 2023-04-03 119090826.120000 USD 106083340.240000 USD UST N N N N/A N/A 000000000 19800000.000000 PA USD 19800000.000000 5.6782204 Long RA US N 2 Repurchase N 4.9200000 2023-04-03 24715000.000000 USD 20240233.340000 USD UST N N N ARGENT SECURITIES INC 2005-W3 N/A 040104PC9 712928.330000 PA USD 684231.400000 0.1962231 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.50529 N N N N N N ARGENT SECURITIES INC. 2006-W3 N/A 040104SR3 957502.410000 PA USD 317696.810000 0.0911087 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.20529 N N N N N N N/A N/A 000000000 1.000000 NC 298.270000 0.0000855 N/A DFE CN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 120000.000000 CNY 17771.670000 USD 2023-04-14 298.270000 N N N N/A N/A 000000000 1.000000 NC -9242.140000 -0.0026504 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3105496.690000 DKK 442838.000000 USD 2023-04-03 -9242.140000 N N N N/A N/A 000000000 1.000000 NC -15681.450000 -0.0044971 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 210000000.000000 JPY 1580229.370000 USD 2023-06-05 -15681.450000 N N N N/A N/A 000000000 1.000000 NC 656.280000 0.0001882 N/A DFE DK N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1567810.120000 DKK 229306.880000 USD 2023-05-02 656.280000 N N N N/A N/A 000000000 1.000000 NC 346212.730000 0.0992865 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1410000000.000000 JPY 11017900.890000 USD 2023-05-08 346212.730000 N N N N/A N/A 000000000 1.000000 NC 900.200000 0.0002582 N/A DFE DK N 2 BNP Paribas S.A. N/A 422101.000000 USD 2905743.280000 DKK 2023-04-03 900.200000 N N N N/A N/A 000000000 1.000000 NC 15449.100000 0.0044305 N/A DFE MX N 2 BNP Paribas S.A. N/A 2332848.130000 USD 43036382.300000 MXN 2023-06-30 15449.100000 N N N N/A N/A 000000000 1.000000 NC -886.810000 -0.0002543 N/A DFE DK N 2 BNP Paribas S.A. N/A 2900340.390000 DKK 422101.000000 USD 2023-05-02 -886.810000 N N N N/A N/A 000000000 1.000000 NC -76618.780000 -0.0219726 N/A DFE N/A N 2 BNP Paribas S.A. N/A 5595000.000000 EUR 6005504.590000 USD 2023-05-16 -76618.780000 N N N N/A N/A 000000000 1.000000 NC -15012.790000 -0.0043054 N/A DFE MX N 2 BNP Paribas S.A. N/A 42441506.030000 MXN 2332848.130000 USD 2023-04-20 -15012.790000 N N N N/A N/A 000000000 1.000000 NC USD 469977.250000 0.1347795 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.39 Y Single Leg Swap 2027-12-20 466470.320000 USD 0.000000 USD 39100000.000000 USD 3506.930000 N N N N/A N/A 000000000 1.000000 NC USD 827821.830000 0.2374018 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.40 Y Single Leg Swap 2028-06-20 510627.890000 USD 0.000000 USD 70000000.000000 USD 317193.940000 N N N N/A N/A 000000000 1.000000 NC -336.030000 -0.0000964 N/A DFE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 294054.000000 USD 2017651.520000 DKK 2023-04-03 -336.030000 N N N N/A N/A 000000000 1.000000 NC -11659.050000 -0.0033436 N/A DFE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3390759.890000 DKK 481948.040000 USD 2023-04-03 -11659.050000 N N N N/A N/A 000000000 1.000000 NC 349.270000 0.0001002 N/A DFE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2013872.930000 DKK 294054.000000 USD 2023-05-02 349.270000 N N N N/A N/A 000000000 -5.000000 NC -26466.460000 -0.0075900 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2023-06-08 -736592.330000 EUR -26466.460000 N N N N/A N/A 000000000 -2.000000 NC -19002.300000 -0.0054495 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2023-06-08 -305525.310000 EUR -19002.300000 N N N N/A N/A 000000000 1.000000 NC 116.980000 0.0000335 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 37749.380000 CNY 5625.000000 USD 2023-05-10 116.980000 N N N N/A N/A 000000000 1.000000 NC -15528.920000 -0.0044534 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 597000.000000 GBP 720929.860000 USD 2023-04-04 -15528.920000 N N N N/A N/A 000000000 1.000000 NC -3092.230000 -0.0008868 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 87000.000000 GBP 104230.910000 USD 2023-04-04 -3092.230000 N N N ATLAS SENIOR LOAN FUND LTD 2018-9A N/A 04941VAE5 600000.000000 PA USD 595590.500000 0.1708027 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 6.10771 N N N N N N N/A N/A 000000000 1.000000 NC 299226.250000 0.0858117 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2039497.720000 USD 42276340.340000 MXN 2023-04-20 299226.250000 N N N N/A N/A 000000000 1.000000 NC 370.030000 0.0001061 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 12712.000000 USD 239328.820000 MXN 2023-06-21 370.030000 N N N N/A N/A 000000000 1.000000 NC -92448.770000 -0.0265123 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 41512630.210000 MXN 2192977.750000 USD 2023-05-15 -92448.770000 N N N N/A N/A 000000000 1.000000 NC -449.590000 -0.0001289 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 183943.570000 MXN 9559.930000 USD 2023-07-14 -449.590000 N N N N/A N/A 000000000 -689.000000 NC USD -7493547.880000 -2.1489907 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short S&P 500 INDEX N/A N/A 2023-06-16 -142545487.500000 USD -7493547.880000 N N N N/A N/A 000000000 1.000000 NC USD -3178226.320000 -0.9114480 N/A DE US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 S&P 500 INDEX N/A N/A Y 2024-01-03 0.000000 USD 0.000000 USD 98280939.950000 USD -3178226.320000 N N N N/A N/A 000000000 1.000000 NC USD -1386214.850000 -0.3975370 N/A DE US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 S&P 500 INDEX N/A N/A Y 2023-10-18 0.000000 USD 0.000000 USD 40331192.790000 USD -1386214.850000 N N N N/A N/A 000000000 1.000000 NC USD 256714.240000 0.0736202 N/A DE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 S&P 500 INDEX N/A N/A Y 2024-03-13 0.000000 USD 0.000000 USD 42284338.110000 USD 256714.240000 N N N N/A N/A 000000000 1.000000 NC USD -1674207.830000 -0.4801273 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 S&P 500 INDEX N/A N/A Y 2024-03-13 0.000000 USD 0.000000 USD 30937344.150000 USD -1674207.830000 N N N N/A N/A 000000000 1.000000 NC -2327.580000 -0.0006675 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 94000.000000 EUR 99856.440000 USD 2023-05-16 -2327.580000 N N N 2023-05-12 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer