NPORT-P false 0000810893 XXXXXXXX S000013233 C000064165 C000035569 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Extended Duration Fund S000013233 DEDTN79GLWZ1KEDURI73 2023-03-31 2023-03-31 N 1372649668.290000 725810777.130000 646838891.160000 0.000000 0.000000 571811440.970000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 ZAR DKK EUR GBP USD CAD N FTSE 20+ STRIP Index SBST20 N/A N/A 000000000 -1200000.000000 NC -1871.670000 -0.0002894 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 2.06700 06/13/23-10Y LCH 2033-06-13 0.000000 EUR 0.000000 EUR N/A EUR N/A 2.070000 EUR 2023-06-09 XXXX 10303.520000 N N N N/A N/A 000000000 -1200000.000000 NC -14180.050000 -0.0021922 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.14000 06/13/23-10Y LCH 2033-06-13 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.140000 EUR 2023-06-09 XXXX 2993.380000 N N N N/A N/A 000000000 -14000000.000000 NC USD -3570.000000 -0.0005519 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.7 04/18/23 LCH 2033-04-18 0.000000 USD 0.000000 USD N/A USD N/A 3.700000 USD 2023-04-14 XXXX 72730.000000 N N N N/A N/A 000000000 -14000000.000000 NC USD -62664.000000 -0.0096877 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.05 04/18/23 LCH 2033-04-18 0.000000 USD 0.000000 USD N/A USD N/A 3.050000 USD 2023-04-14 XXXX 13636.000000 N N N N/A N/A 000000000 -3600000.000000 NC USD -1675.080000 -0.0002590 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.3 04/18/23 LCH 2053-04-18 0.000000 USD 0.000000 USD N/A USD N/A 3.300000 USD 2023-04-14 XXXX 33244.920000 N N N N/A N/A 000000000 -3600000.000000 NC USD -18842.040000 -0.0029129 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/2.8 04/18/23 LCH 2053-04-18 0.000000 USD 0.000000 USD N/A USD N/A 2.800000 USD 2023-04-14 XXXX 16077.960000 N N N N/A N/A 000000000 -49900000.000000 NC USD -2457525.100000 -0.3799285 N/A DIR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.39500 10/25/23-5Y CME N/A N/A 2028-10-25 0.000000 USD 0.000000 USD N/A USD N/A 2.400000 USD 2023-10-23 XXXX -1838765.100000 N N N N/A N/A 000000000 10300000.000000 NC USD 1712979.610000 0.2648232 N/A DIR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.33000 10/25/23-30Y CME N/A N/A 2053-10-25 0.000000 USD 0.000000 USD N/A USD N/A 2.330000 USD 2023-10-23 XXXX 1086979.610000 N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-AHT N/A 05525DAA4 1500000.000000 PA USD 1466006.400000 0.2266417 Long ABS-MBS CORP US N 2 2034-03-15 Floating 5.884 N N N N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-RLJ N/A 05492HAA4 3200000.000000 PA USD 3145656.640000 0.4863122 Long ABS-MBS CORP US N 2 2036-04-15 Floating 5.734 N N N N N N N/A N/A 000000000 1.000000 NC -464517.000000 -0.0718134 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2025-03-04 10462.850000 CAD 0.000000 CAD 10800000.000000 CAD -474979.850000 N N N N/A N/A 000000000 1.000000 NC -102318.130000 -0.0158182 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2025-03-03 0.000000 CAD 0.000000 CAD 2400000.000000 CAD -102318.130000 N N N N/A N/A 000000000 1.000000 NC -21309.170000 -0.0032944 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2025-03-03 0.000000 CAD 0.000000 CAD 500000.000000 CAD -21309.170000 N N N N/A N/A 000000000 1.000000 NC USD 1613064.800000 0.2493766 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 -39357.910000 USD 10500000.000000 USD 1652422.710000 N N N N/A N/A 000000000 1.000000 NC USD 914194.670000 0.1413327 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2031-06-23 0.000000 USD -15681.250000 USD 6500000.000000 USD 929875.920000 N N N N/A N/A 000000000 1.000000 NC USD -3800872.800000 -0.5876073 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-10-23 120666.920000 USD 0.000000 USD 55800000.000000 USD -3921539.720000 N N N N/A N/A 000000000 1.000000 NC USD 2502077.080000 0.3868161 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2053-10-23 0.000000 USD -194608.530000 USD 11600000.000000 USD 2696685.610000 N N N N/A N/A 000000000 1.000000 NC USD 2180921.590000 0.3371661 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2051-12-15 0.000000 USD -386498.980000 USD 9100000.000000 USD 2567420.570000 N N N N/A N/A 000000000 1.000000 NC USD 27951.490000 0.0043212 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2053-02-23 0.000000 USD -10037.500000 USD 1100000.000000 USD 37988.990000 N N N N/A N/A 000000000 1.000000 NC USD 12351.680000 0.0019095 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2030-02-23 0.000000 USD -9674.000000 USD 2800000.000000 USD 22025.680000 N N N N/A N/A 000000000 1.000000 NC USD 39199.400000 0.0060601 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2033-03-01 0.000000 USD -12320.000000 USD 2800000.000000 USD 51519.400000 N N N N/A N/A 000000000 1.000000 NC USD 7468.770000 0.0011547 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2030-02-22 0.000000 USD -2111.250000 USD 600000.000000 USD 9580.020000 N N N N/A N/A 000000000 1.000000 NC USD -66839.520000 -0.0103333 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-12-12 0.000000 USD -9870.000000 USD 2100000.000000 USD -56969.520000 N N N N/A N/A 000000000 1.000000 NC USD 64162.250000 0.0099194 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2028-03-10 0.000000 USD -7267.500000 USD 3400000.000000 USD 71429.750000 N N N N/A N/A 000000000 -740.000000 NC USD -2301989.040000 -0.3558829 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-21 -85140469.120000 USD -2301989.040000 N N N N/A N/A 000000000 -2464.000000 NC USD -7882364.390000 -1.2185978 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-21 -298779248.770000 USD -7882364.390000 N N N N/A N/A 000000000 -295.000000 NC USD -198255.890000 -0.0306500 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-30 -60948613.060000 USD -198255.890000 N N N N/A N/A 000000000 -471.000000 NC USD -1091648.940000 -0.1687667 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-30 -51642574.100000 USD -1091648.940000 N N N N/A N/A 000000000 -1310.000000 NC USD -6846093.180000 -1.0583923 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-06-21 -172080781.250000 USD -6846093.180000 N N N BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-SRCH N/A 05547HAC5 800000.000000 PA USD 755942.880000 0.1168673 Long ABS-MBS CORP US N 2 2035-08-10 Fixed 4.197 N N N N N N BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-SRCH N/A 05547HAN1 600000.000000 PA USD 513409.800000 0.0793721 Long ABS-MBS CORP US N 2 2035-08-10 Variable 4.95729 N N N N N N BDS 2021-FL10 LTD N/A 07335YAA4 700000.000000 PA USD 687728.790000 0.1063215 Long ABS-CBDO CORP KY N 2 2036-12-16 Floating 6.11143 N N N N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVS7 115597.980000 PA USD 70883.560000 0.0109585 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.96427 Y N N N N N BLACK DIAMOND CLO 2019-1 DAC 19-1A N/A ACI20P3Q5 2200000.000000 PA 2333522.390000 0.3607579 Long ABS-CBDO CORP IE N 2 2032-05-15 Floating 3.634 N N N N N N BWAY 2013-1515 MORTGAGE TRUST 2013-1515 N/A 05604FAC9 3000000.000000 PA USD 2809840.200000 0.4343957 Long ABS-MBS CORP US N 2 2033-03-10 Fixed 3.4543 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2012-4A N/A 14309YBQ6 1600000.000000 PA USD 1572800.000000 0.2431517 Long ABS-CBDO CORP KY N 2 2032-04-22 Floating 5.89529 N N N N N N CHASEFLEX TRUST 2007-2 N/A 16165WAA4 1339724.130000 PA USD 1272615.340000 0.1967438 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.40529 N N N N N N CIT MTGE LOAN TRUST 2007-1 N/A 12559QAF9 2230000.000000 PA USD 2138522.720000 0.3306113 Long ABS-MBS CORP US N 2 2037-10-25 Floating 6.34529 N N N N N N CITYLINE COMMERCIAL MORTGAGE TRUST 2016-CLNE N/A 178772AA7 2800000.000000 PA USD 2713223.800000 0.4194590 Long ABS-MBS CORP US N 2 2031-11-10 Variable 2.7781 N N N N N N COMM MORTGAGE TRUST 2018-HOME N/A 20048JAE0 2500000.000000 PA USD 2171476.750000 0.3357060 Long ABS-MBS CORP US N 2 2033-04-10 Variable 3.81507 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-8 N/A 045427AD3 4055638.360000 PA USD 3786754.000000 0.5854246 Long ABS-MBS CORP US N 2 2046-01-25 Floating 5.34529 Y N N N N N COUNTRYWIDE HOME LOANS 2007-HY4 N/A 17025RAA3 84770.280000 PA USD 72231.390000 0.0111668 Long ABS-MBS CORP US N 2 2047-09-25 Floating 3.63112 Y N N N N N CRESTLINE DENALI CLO XIV LTD 2016-1A N/A 22615MAW2 1747278.570000 PA USD 1716217.040000 0.2653237 Long ABS-CBDO CORP KY N 2 2031-10-23 Floating 5.95529 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-AR18 N/A 22541QFC1 131.620000 PA USD 123.020000 0.0000190 Long ABS-MBS CORP US N 2 2033-07-25 Floating 3.35416 N N N N N N DROP MORTGAGE TRUST 2021-FILE N/A 26210YAA4 600000.000000 PA USD 554803.020000 0.0857714 Long ABS-MBS CORP US N 2 2043-10-15 Floating 5.83 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-1A N/A 26828HAA5 463857.850000 PA USD 450380.550000 0.0696279 Long ABS-O CORP US N 2 2068-02-27 Floating 5.59529 N N N N N N ELEVATION CLO LTD 2017-8A N/A 28622VAN0 2561275.170000 PA USD 2536905.660000 0.3922005 Long ABS-CBDO CORP KY N 2 2030-10-25 Floating 5.76771 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH N/A 30227FAA8 1171430.660000 PA USD 1137208.370000 0.1758101 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.765 N N N N N N FANNIE MAE 2003-24 N/A 31393AE45 5095.160000 PA USD 5228.870000 0.0008084 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 5.5 N N N N N N FANNIE MAE 2003-76 N/A 31393D6J5 23902.930000 PA USD 24002.300000 0.0037107 Long ABS-MBS USGSE US N 2 2033-08-25 Fixed 5 N N N N N N FANNIE MAE 2005-69 N/A 31394EN46 48582.290000 PA USD 48409.290000 0.0074840 Long ABS-MBS USGSE US N 2 2035-08-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS 2014-43 N/A 3136AKKF9 533651.220000 PA USD 454031.850000 0.0701924 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 3 N N N N N N FANNIE MAE-2004-94 N/A 31394BLK8 299594.330000 PA USD 324578.550000 0.0501792 Long ABS-MBS USGSE US N 2 2034-12-25 Fixed 6 N N N N N N FANNIE MAE-ACES 2020-M33 N/A 3136BBAR3 2257670.900000 PA USD 208135.700000 0.0321774 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 2.24117 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134A4KY9 3600000.000000 PA USD 2489997.240000 0.3849486 Long DBT USGSE US N 2 2032-07-15 None 0 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134A4NS9 250000.000000 PA USD 184229.260000 0.0284815 Long DBT USGSE US N 2 2031-01-15 None 0 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134A4CH5 10000000.000000 PA USD 8284545.900000 1.2807742 Long DBT USGSE US N 2 2028-03-15 None 0 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134A4AB0 5700000.000000 PA USD 4128040.320000 0.6381868 Long DBT USGSE US N 2 2031-03-15 None 0 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134A4NT7 250000.000000 PA USD 181579.670000 0.0280719 Long DBT USGSE US N 2 2031-07-15 None 0 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 31358DDS0 400000.000000 PA USD 294903.660000 0.0455915 Long DBT USGSE US N 2 2030-11-15 None 0 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 2393911.840000 PA USD 22976765.840000 3.5521621 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3140HSM24 2000000.000000 PA USD 1937654.180000 0.2995575 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.79 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 11226.910000 PA USD 109148.010000 0.0168741 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 31418CZH0 41200.330000 PA USD 39946.820000 0.0061757 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FORT CRE 2022-FL3 N/A 34706CAA7 2400000.000000 PA USD 2311760.400000 0.3573935 Long ABS-CBDO CORP US N 2 2039-02-23 Floating 6.40977 N N N N N N FREDDIE MAC 2551 N/A 31393JAZ1 66.900000 PA USD 66.470000 0.0000103 Long ABS-MBS USGSE US N 2 2033-01-15 Floating 5.08443 N N N N N N FREDDIE MAC 2748 N/A 31394PUB7 3213.320000 PA USD 3191.650000 0.0004934 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 5.5 N N N N N N FREDDIE MAC 2990 N/A 31395V3Y3 483156.280000 PA USD 531583.710000 0.0821818 Long ABS-MBS USGSE US N 2 2035-06-15 Fixed 6 N N N N N N FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1 N/A 35563CAS7 4741734.530000 PA USD 4579819.940000 0.7080310 Long ABS-MBS USGSE US N 2 2052-11-25 Variable 4.44157 N N N N N N FREDDIE MAC REMICS 4380 N/A 3137BD4R4 1658065.740000 PA USD 1386385.200000 0.2143324 Long ABS-MBS USGSE US N 2 2053-04-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4398 N/A 3137BERC0 839693.090000 PA USD 781401.260000 0.1208031 Long ABS-MBS USGSE US N 2 2054-09-15 Fixed 4 N N N N N N FREDDIE MAC REMICS 4973 N/A 3137FT2J5 3053053.300000 PA USD 2385831.400000 0.3688448 Long ABS-MBS USGSE US N 2 2041-01-15 None 0 N N N N N N FREMONT HOME LOAN TRUST 2005-1 N/A 35729PJF8 1490363.910000 PA USD 1398267.470000 0.2161694 Long ABS-MBS CORP US N 2 2035-06-25 Floating 5.91029 N N N N N N GNMA PASS THRU POOLS N/A 21H040640 11100000.000000 PA USD 10687261.150000 1.6522292 Long ABS-MBS USGSE US N 2 2053-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H042653 2100000.000000 PA USD 2069055.600000 0.3198719 Long ABS-MBS USGSE US N 2 2053-05-18 Fixed 4.5 N N N N N N GOVERNEMENT NATIONAL MTG ASSOC 2007-57 N/A 38375LUQ1 233025.900000 PA USD 244048.440000 0.0377294 Long ABS-MBS USGSE US N 2 2037-10-20 Fixed 5.5 N N N N N N GS MORTGAGE SECURITIES CORP TRUST 2021-DM N/A 36265AAA9 1750000.000000 PA USD 1684469.680000 0.2604156 Long ABS-MBS CORP US N 2 2036-11-15 Floating 5.57 N N N N N N GS MORTGAGE SECURITIES TRUST 2015-590M N/A 36250WAG5 800000.000000 PA USD 715186.320000 0.1105664 Long ABS-MBS CORP US N 2 2035-10-10 Variable 3.8054 N N N N N N GS MORTGAGE SECURITIES TRUST 2016-GS3 N/A 36251PAZ7 1800000.000000 PA USD 1570183.380000 0.2427472 Long ABS-MBS CORP US N 2 2049-10-10 Variable 3.60172 N N N N N N HILTON USA TRUST 2016-HHV N/A 43300LAJ9 1000000.000000 PA USD 911034.800000 0.1408442 Long ABS-MBS CORP US N 2 2038-11-05 Variable 4.1935 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12 N/A 46651QAA5 1272546.640000 PA USD 1214515.970000 0.1877617 Long ABS-MBS CORP US N 2 2031-12-15 Floating 6.134 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAV7 21202.470000 PA USD 20294.190000 0.0031374 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.99901 N N N N N N JP MORGAN MORTGAGE TRUST 2019-6 N/A 46651BAL4 98545.300000 PA USD 93074.780000 0.0143892 Long ABS-MBS CORP US N 2 2049-12-25 Floating 5.517 N N N N N N JP MORGAN MTGGE ACQUIS CORP 2005-OPT2 N/A 46626LEN6 627846.440000 PA USD 622970.900000 0.0963101 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.56529 N N N N N N JYSKE REALKREDIT KGS 529900R9HQNZRT2OXB26 ACI1W77N5 1.490000 PA 0.160000 0.0000000 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N LCM XX LP 20A N/A 50188WAE8 184949.200000 PA USD 184765.930000 0.0285644 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 5.84771 N N N N N N LFT CRE 2021-FL1 LTD N/A 50203JAA6 2400000.000000 PA USD 2339170.080000 0.3616310 Long ABS-CBDO CORP KY N 2 2039-06-15 Floating 5.85443 N N N N N N 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A N/A 682439AL8 500000.000000 PA USD 458805.900000 0.0709305 Long ABS-MBS CORP US N 2 2037-10-13 Fixed 5.6896 N N N N N N 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A N/A 682439AQ7 400000.000000 PA USD 343521.400000 0.0531077 Long ABS-MBS CORP US N 2 2037-10-13 Fixed 5.6896 N N N N N N 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A N/A 682439AS3 1300000.000000 PA USD 1100446.490000 0.1701268 Long ABS-MBS CORP US N 2 2037-10-13 Fixed 5.6896 N N N N N N 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A N/A 682439AU8 800000.000000 PA USD 658611.920000 0.1018201 Long ABS-MBS CORP US N 2 2037-10-13 Fixed 5.6896 N N N N N N MASTR ASSET BACKED SEC TR 2004-WMC3 N/A 57643LFN1 1348477.350000 PA USD 1253035.900000 0.1937168 Long ABS-MBS CORP US N 2 2034-10-25 Floating 5.67029 N N N N N N MF1 2022-FL9 LLC N/A 55285AAA5 500000.000000 PA USD 495445.500000 0.0765949 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 6.90617 N N N N N N ACE SECURITIES CORP 2004-RM2 N/A 004421JX2 4248391.770000 PA USD 3853277.740000 0.5957090 Long ABS-MBS CORP US N 2 2035-01-25 Floating 5.64029 N N N N N N MOUNTAIN VIEW CLO LLC 2017-2A N/A 62432LAL5 1500000.000000 PA USD 1483102.530000 0.2292847 Long ABS-CBDO CORP KY N 2 2031-01-16 Floating 5.83243 N N N N N N ACREC 2021-FL1 LTD N/A 00500RAA3 1700000.000000 PA USD 1623956.450000 0.2510604 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.85857 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 N/A 64828XAA1 1900544.780000 PA USD 1784131.850000 0.2758232 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.75 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 ACI1N9610 2.000000 PA 0.200000 0.0000000 Long DBT CORP DK N 2 2053-10-01 Fixed 1 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 ACI1NN643 1.220000 PA 0.130000 0.0000000 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 ACI1P1CP5 1.660000 PA 0.190000 0.0000000 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N OZLM IX LTD 2014-9A N/A 67109KBC7 1000000.000000 PA USD 985702.450000 0.1523876 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.90771 N N N N N N REALKREDIT DANMARK A/S 549300NLOMBOWE943Y30 BMXQXJII2 1.960000 PA 0.220000 0.0000000 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N RESOLUTION FUNDING CORP N/A 76116EHL7 800000.000000 PA USD 643776.050000 0.0995265 Long DBT USGSE US N 2 2028-10-15 None 0 N N N N N N RESOLUTION FUNDING CORP N/A 76116FAC1 4100000.000000 PA USD 3081363.450000 0.4763726 Long DBT USGSE US N 2 2030-04-15 None 0 N N N N N N ROMARK CLO LTD 2017-1A N/A 77587UAL6 2500000.000000 PA USD 2473803.500000 0.3824451 Long ABS-CBDO CORP KY N 2 2030-10-23 Floating 5.84529 N N N N N N SARANAC CLO LTD 2018-6A N/A 80317LAJ2 1800000.000000 PA USD 1781383.370000 0.2753983 Long ABS-CBDO CORP JE N 2 2031-08-13 Floating 6.29371 N N N N N N SLM CONSOLIDATION STUD LN TRUST 2004-10 N/A 78442GNK8 276328.670000 PA USD 273853.290000 0.0423372 Long ABS-O CORP US N 2 2029-10-25 Floating 5.41771 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2007-20L N/A 83162CRL9 25822.250000 PA USD 25794.170000 0.0039877 Long ABS-O CORP US N 2 2027-12-01 Fixed 5.29 N N N N N N SOUND POINT CLO IX LTD 2015-2A N/A 83609GBN4 1000000.000000 PA USD 981324.510000 0.1517108 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 6.01771 N N N N N N SOUND POINT CLO XV LTD 2017-1A N/A 83609RAL5 845116.720000 PA USD 838842.120000 0.1296833 Long ABS-CBDO CORP KY N 2 2029-01-23 Floating 5.71529 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI08MN29 7800000.000000 PA 382460.660000 0.0591277 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25 N N N N N N STRUCTURED ARM LOAN TRUST 2005-19XS N/A 863579YR3 255407.640000 PA USD 226126.760000 0.0349587 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.16529 N N N N N N SYMPHONY STATIC CLO 2021-1A N/A 87190TAA1 515610.610000 PA USD 508745.670000 0.0786511 Long ABS-CBDO CORP KY N 2 2029-10-25 Floating 5.64771 N N N N N N TENNESSEE VALLEY AUTHORITY (TVA) 549300HE1ISW43LNKM54 880591EJ7 1000000.000000 PA USD 1002433.020000 0.1549741 Long DBT USGA US N 2 2060-09-15 Fixed 4.625 N N N N N N TOWD POINT MORTGAGE FUNDING 19-V2A N/A ACI1GVL46 1177701.900000 PA 1450436.890000 0.2242346 Long ABS-MBS CORP GB N 2 2054-02-20 Floating 5.80146 N N N N N N UMBS PASS THRU POOLS N/A 01F030645 1900000.000000 PA USD 1704941.630000 0.2635806 Long ABS-MBS USGSE US N 2 2053-04-13 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F040651 300000.000000 PA USD 287087.080000 0.0443831 Long ABS-MBS USGSE US N 2 2052-06-25 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F042657 8100000.000000 PA USD 7938877.390000 1.2273346 Long ABS-MBS USGSE US N 2 2052-05-12 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F050650 4700000.000000 PA USD 4687332.000000 0.7246522 Long ABS-MBS USGSE US N 2 2053-05-11 Fixed 5 N N N N N N UMBS PASS THRU POOLS N/A 01F052656 5800000.000000 PA USD 5857206.970000 0.9055125 Long ABS-MBS USGSE US N 2 2053-05-11 Fixed 5.5 N N N N N N UMBS PASS THRU POOLS N/A 01F060659 7800000.000000 PA USD 7956914.000000 1.2301230 Long ABS-MBS USGSE US N 2 2053-05-11 Fixed 6 N N N N N N UMBS PASS THRU POOLS N/A 01F062655 12000000.000000 PA USD 12362812.560000 1.9112661 Long ABS-MBS USGSE US N 2 2053-05-11 Fixed 6.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803DV2 9500000.000000 PA USD 4645640.030000 0.7182067 Long DBT UST US N 2 2042-02-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803EF6 51400000.000000 PA USD 23067491.950000 3.5661882 Long DBT UST US N 2 2044-02-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803EL3 5200000.000000 PA USD 2235957.980000 0.3456746 Long DBT UST US N 2 2045-02-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803FG3 120600000.000000 PA USD 46653259.770000 7.2125007 Long DBT UST US N 2 2049-02-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803DX8 9700000.000000 PA USD 4682091.640000 0.7238420 Long DBT UST US N 2 2042-05-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803EC3 16610000.000000 PA USD 7689267.630000 1.1887454 Long DBT UST US N 2 2043-05-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803EH2 88500000.000000 PA USD 39275160.120000 6.0718613 Long DBT UST US N 2 2044-05-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803EN9 7750000.000000 PA USD 3303478.650000 0.5107112 Long DBT UST US N 2 2045-05-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803FD0 77000000.000000 PA USD 30206528.660000 4.6698690 Long DBT UST US N 2 2048-05-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803DT7 14800000.000000 PA USD 7473892.260000 1.1554488 Long DBT UST US N 2 2041-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803ED1 92900000.000000 PA USD 42710150.710000 6.6029040 Long DBT UST US N 2 2043-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803EJ8 1500000.000000 PA USD 658134.480000 0.1017463 Long DBT UST US N 2 2044-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803EU3 3500000.000000 PA USD 1436126.830000 0.2220223 Long DBT UST US N 2 2046-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803FE8 153800000.000000 PA USD 59956769.110000 9.2691967 Long DBT UST US N 2 2048-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803FK4 72300000.000000 PA USD 27578552.310000 4.2635891 Long DBT UST US N 2 2049-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803FR9 130900000.000000 PA USD 48355823.980000 7.4757138 Long DBT UST US N 2 2050-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803EK5 4800000.000000 PA USD 2083144.460000 0.3220500 Long DBT UST US N 2 2044-11-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803FF5 172400000.000000 PA USD 66959151.460000 10.3517510 Long DBT UST US N 2 2048-11-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803FL2 155500000.000000 PA USD 59013599.740000 9.1233846 Long DBT UST US N 2 2049-11-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128337V6 31800000.000000 PA USD 21105859.070000 3.2629236 Long DBT UST US N 2 2034-05-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912833Y20 52000000.000000 PA USD 31887583.520000 4.9297567 Long DBT UST US N 2 2036-05-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912833Y46 54350000.000000 PA USD 32026736.450000 4.9512695 Long DBT UST US N 2 2037-05-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128334Y3 76520000.000000 PA USD 50225525.750000 7.7647659 Long DBT UST US N 2 2034-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128335A4 6870000.000000 PA USD 4340153.620000 0.6709791 Long DBT UST US N 2 2035-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912833Z52 9100000.000000 PA USD 5295050.850000 0.8186043 Long DBT UST US N 2 2037-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128337W4 34600000.000000 PA USD 22508485.740000 3.4797669 Long DBT UST US N 2 2034-11-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912833Y38 76900000.000000 PA USD 46195897.840000 7.1417935 Long DBT UST US N 2 2036-11-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796ZF9 69000.000000 PA USD 68540.540000 0.0105962 Long DBT UST US N 2 2023-05-25 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797FD4 530000.000000 PA USD 527626.930000 0.0815701 Long DBT UST US N 2 2023-05-09 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CEZ0 7415064.000000 PA USD 7088473.660000 1.0958639 Long DBT UST US N 2 2032-07-15 Fixed 0.625 N N N N N N ANCHORAGE CAPITAL CLO LTD 2015-6A N/A 03328QAY7 2283238.620000 PA USD 2258846.530000 0.3492132 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 5.84243 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RK6 5410000.000000 PA USD 4321131.840000 0.6680383 Long DBT UST US N 2 2045-02-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TD0 5500000.000000 PA USD 4104160.170000 0.6344950 Long DBT UST US N 2 2052-02-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TN8 47200000.000000 PA USD 46871812.740000 7.2462886 Long DBT UST US N 2 2053-02-15 Fixed 3.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RM2 5150000.000000 PA USD 4489049.820000 0.6939981 Long DBT UST US N 2 2045-05-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TK4 28200000.000000 PA USD 26490375.000000 4.0953590 Long DBT UST US N 2 2042-08-15 Fixed 3.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RH3 5260000.000000 PA USD 4697221.080000 0.7261810 Long DBT UST US N 2 2044-08-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TJ7 207100000.000000 PA USD 181989125.000000 28.1351551 Long DBT UST US N 2 2052-08-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QT8 14750000.000000 PA USD 13457646.450000 2.0805252 Long DBT UST US N 2 2041-11-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TM0 34700000.000000 PA USD 35654250.000000 5.5120758 Long DBT UST US N 2 2042-11-15 Fixed 4 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RJ9 5280000.000000 PA USD 4609687.530000 0.7126485 Long DBT UST US N 2 2044-11-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RZ3 1000.000000 PA USD 832.680000 0.0001287 Long DBT UST US N 2 2047-11-15 Fixed 2.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TL2 42600000.000000 PA USD 45222562.500000 6.9913178 Long DBT UST US N 2 2052-11-15 Fixed 4 N N N N N N VENTURE 36 CLO LTD N/A 92332LAU3 2200000.000000 PA USD 2174797.350000 0.3362193 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 5.93771 N N N N N N VENTURE XXVIII CLO LTD 2017-28A N/A 92331AAU8 1589416.420000 PA USD 1569548.710000 0.2426491 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 5.79771 N N N N N N VIBRANT CLO IV LTD 2016-4A N/A 92557WAW3 300000.000000 PA USD 294148.200000 0.0454747 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.92771 N N N N N N VIBRANT CLO VII LTD N/A 92558BAJ7 1667425.350000 PA USD 1642065.090000 0.2538600 Long ABS-CBDO CORP KY N 2 2030-09-15 Floating 5.84771 N N N N N N VNDO TRUST 2016-350P N/A 91831UAA5 3600000.000000 PA USD 3293082.360000 0.5091040 Long ABS-MBS CORP US N 2 2035-01-10 Fixed 3.805 N N N N N N WASHINGTON MUTUAL 2006-AR13 N/A 93363RAB2 2630.190000 PA USD 2310.600000 0.0003572 Long ABS-MBS CORP US N 2 2046-10-25 Floating 4.63795 N N N N N N WASHINGTON MUTUAL 2006-AR19 N/A 933638AB4 75050.040000 PA USD 67064.240000 0.0103680 Long ABS-MBS CORP US N 2 2047-01-25 Floating 3.86795 N N N N N N WASHINGTON MUTUAL 2006-AR9 N/A 93363DAB3 2431347.810000 PA USD 1911786.530000 0.2955584 Long ABS-MBS CORP US N 2 2046-08-25 Floating 4.18595 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1 N/A 03880XAA4 1950000.000000 PA USD 1923822.230000 0.2974191 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 6.00804 N N N N N N N/A N/A 000000000 4527000.000000 PA USD 4527000.000000 0.6998652 Long RA US N 2 Repurchase N 2.2000000 2023-04-03 3740500.000000 USD 4617576.220000 USD UST N N N N/A N/A 000000000 -195619000.000000 PA USD -195699855.860000 -30.2548067 Short RA US N 2 Reverse repurchase N 4.9600000 2023-04-03 502800000.000000 USD 199778953.050000 USD UST N N N N/A N/A 000000000 -50700000.000000 PA USD -50881379.260000 -7.8661596 Short RA US N 2 Reverse repurchase N 4.7700000 2023-04-11 60000000.000000 USD 52725000.000000 USD UST N N N N/A N/A 000000000 -115597750.000000 PA USD -116013034.900000 -17.9353834 Short RA US N 2 Reverse repurchase N 4.7900000 2023-04-12 136600000.000000 USD 120037250.000000 USD UST N N N N/A N/A 000000000 -1305250.000000 PA USD -1311938.320000 -0.2028230 Short RA US N 2 Reverse repurchase N 4.7300000 2023-04-05 2300000.000000 USD 1381671.850000 USD UST N N N N/A N/A 000000000 -1657500.000000 PA USD -1664468.870000 -0.2573236 Short RA US N 2 Reverse repurchase N 4.7300000 2023-04-12 2000000.000000 USD 1757500.000000 USD UST N N N N/A N/A 000000000 -1580250.000000 PA USD -1582606.330000 -0.2446678 Short RA US N 2 Reverse repurchase N 4.8800000 2023-04-06 4300000.000000 USD 1588464.810000 USD UST N N N N/A N/A 000000000 -1644500.000000 PA USD -1645630.590000 -0.2544112 Short RA US N 2 Reverse repurchase N 4.9500000 2023-04-12 4400000.000000 USD 1702108.980000 USD UST N N N N/A N/A 000000000 -7193125.000000 PA USD -7218858.400000 -1.1160211 Short RA US N 2 Reverse repurchase N 4.7700000 2023-04-04 8500000.000000 USD 7469375.000000 USD UST N N N N/A N/A 000000000 -2548000.000000 PA USD -2549387.250000 -0.3941302 Short RA US N 2 Reverse repurchase N 4.9000000 2023-04-04 2600000.000000 USD 2581921.890000 USD UST N N N N/A N/A 000000000 -3612125.000000 PA USD -3617511.080000 -0.5592600 Short RA US N 2 Reverse repurchase N 4.8800000 2023-04-13 3700000.000000 USD 3537036.570000 USD UST N N N N/A N/A 000000000 -24153820.920000 PA USD -24176270.560000 -3.7376031 Short RA US N 2 Reverse repurchase N 4.7800000 2023-04-04 24300000.000000 USD 24131039.180000 USD UST N N N N/A N/A 000000000 -1744625.000000 PA USD -1753451.350000 -0.2710801 Short RA US N 2 Reverse repurchase N 4.6700000 2023-04-05 1700000.000000 USD 1804656.250000 USD UST N N N N/A N/A 000000000 -34700000.000000 PA USD -34876680.830000 -5.3918652 Short RA US N 2 Reverse repurchase N 4.7000000 2023-04-05 34700000.000000 USD 35654250.000000 USD UST N N N N/A N/A 000000000 -42229250.000000 PA USD -42379691.710000 -6.5518157 Short RA US N 2 Reverse repurchase N 4.7500000 2023-04-12 40900000.000000 USD 43417906.250000 USD UST N N N N/A N/A 000000000 -24087000.000000 PA USD -24147384.770000 -3.7331374 Short RA US N 2 Reverse repurchase N 4.7500000 2023-04-05 25900000.000000 USD 24329812.500000 USD UST N N N N/A N/A 000000000 -3276875.000000 PA USD -3287843.430000 -0.5082940 Short RA US N 2 Reverse repurchase N 4.8200000 2023-04-04 3500000.000000 USD 3345845.400000 USD UST N N N N/A N/A 000000000 -37769862.500000 PA USD -37826066.150000 -5.8478342 Short RA US N 2 Reverse repurchase N 4.8700000 2023-04-13 43650000.000000 USD 37839459.390000 USD UST N N N N/A N/A 000000000 1.000000 NC -33371.400000 -0.0051592 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1265000.000000 GBP 1528475.470000 USD 2023-05-16 -33371.400000 N N N N/A N/A 000000000 1.000000 NC -46675.550000 -0.0072159 N/A DFE JP N 2 BNP Paribas S.A. N/A 6146249.530000 USD 804968707.000000 JPY 2023-05-16 -46675.550000 N N N N/A N/A 000000000 1.000000 NC 24.160000 0.0000037 N/A DFE MX N 2 BNP Paribas S.A. N/A 561.640000 USD 10716.990000 MXN 2023-06-21 24.160000 N N N N/A N/A 000000000 1.000000 NC 3095.430000 0.0004785 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1312888.750000 USD 6670000.000000 BRL 2023-04-04 3095.430000 N N N N/A N/A 000000000 1.000000 NC 2635.640000 0.0004075 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 98050.510000 USD 1842000.000000 MXN 2023-06-21 2635.640000 N N N N/A N/A 000000000 1.000000 NC -30039.920000 -0.0046441 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6670000.000000 BRL 1285944.260000 USD 2023-04-04 -30039.920000 N N N N/A N/A 000000000 1.000000 NC 1299.920000 0.0002010 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 144753.170000 CAD 108476.000000 USD 2023-05-16 1299.920000 N N N N/A N/A 000000000 1.000000 NC 86880.630000 0.0134316 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1236938.550000 USD 6709711.300000 BRL 2023-04-04 86880.630000 N N N N/A N/A 000000000 1.000000 NC -3113.860000 -0.0004814 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6709711.300000 BRL 1320705.320000 USD 2023-04-04 -3113.860000 N N N N/A N/A 000000000 1.000000 NC 701.360000 0.0001084 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 181571.530000 ZAR 10865.000000 USD 2023-05-12 701.360000 N N N N/A N/A 000000000 1.000000 NC -29830.690000 -0.0046118 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2139000.000000 EUR 2289914.580000 USD 2023-04-04 -29830.690000 N N N ATLAS SENIOR LOAN FUND LTD 2017-8A N/A 04943AAC3 1323735.210000 PA USD 1316072.150000 0.2034621 Long ABS-CBDO CORP KY N 2 2030-01-16 Floating 5.94243 N N N N N N N/A N/A 000000000 1.000000 NC 5790.160000 0.0008951 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2139000.000000 EUR 2329174.210000 USD 2023-05-02 5790.160000 N N N N/A N/A 000000000 1.000000 NC -4136.250000 -0.0006395 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1857317.960000 MXN 98116.090000 USD 2023-05-15 -4136.250000 N N N 2023-05-12 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer