NPORT-P false 0000810893 XXXXXXXX S000032698 C000100920 C000100919 C000100916 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO RAE PLUS International Fund S000032698 FRE2ROMRMC2BDS43QJ31 2024-03-31 2023-06-30 N 225318439.810000 59689104.380000 165629335.430000 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 2796083.040000 ARS EUR USD DKK N MSCI EAFE Value Total Return Index M1EA000V ATRIUM XII 12A N/A 04965CAJ7 272790.130000 PA USD 271347.590000 0.1638282 Long ABS-CBDO CORP KY N 2 2027-04-22 Floating 6.10271 N N N N N N N/A N/A 000000000 1.000000 NC -29.010000 -0.0000175 N/A DFE AU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 12535.000000 AUD 8327.830000 USD 2023-08-02 -29.010000 N N N N/A N/A 000000000 1.000000 NC -127.830000 -0.0000772 N/A DFE CH N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 29570.510000 CHF 32910.000000 USD 2023-07-05 -127.830000 N N N N/A N/A 000000000 1.000000 NC 374.380000 0.0002260 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 49000.000000 CNY 7136.760000 USD 2023-08-16 374.380000 N N N N/A N/A 000000000 -200000.000000 NC USD -588.160000 -0.0003551 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 RFR USD SOFR/3.7800 08/02/23-10Y LCH 2033-08-02 0.000000 USD 0.000000 USD N/A USD N/A 3.780000 USD 2023-07-31 XXXX 181.840000 N N N N/A N/A 000000000 -200000.000000 NC USD -953.960000 -0.0005760 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 RFR USD SOFR/3.3800 08/02/23-10Y LCH 2033-08-02 0.000000 USD 0.000000 USD N/A USD N/A 3.380000 USD 2023-07-31 XXXX -183.960000 N N N N/A N/A 000000000 1.000000 NC USD 43844.610000 0.0264715 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 US CPI Urban Consumers NSA N/A N/A Y 2051-12-07 43000.000000 USD 0.000000 USD 1000000.000000 USD 844.610000 N N N N/A N/A 000000000 1.000000 NC 3773.790000 0.0022785 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2053-09-20 35235.580000 EUR 0.000000 EUR 1300000.000000 EUR -31461.790000 N N N N/A N/A 000000000 1.000000 NC 4729.320000 0.0028554 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2033-09-20 0.000000 EUR -29117.300000 EUR 2900000.000000 EUR 33846.620000 N N N BANC OF AMERICA FUNDING CORP 2006-6 N/A 05950RBJ7 26469.270000 PA USD 23797.540000 0.0143679 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6 Y N N N N N N/A N/A 000000000 1.000000 NC USD 1836773.280000 1.1089662 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-06-15 1552991.990000 USD 0.000000 USD 13100000.000000 USD 283781.290000 N N N N/A N/A 000000000 1.000000 NC USD -417450.960000 -0.2520393 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2024-06-15 0.000000 USD -468943.890000 USD 11800000.000000 USD 51492.930000 N N N N/A N/A 000000000 1.000000 NC USD 882605.130000 0.5328797 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2052-06-15 744696.700000 USD 0.000000 USD 3300000.000000 USD 137908.430000 N N N N/A N/A 000000000 1.000000 NC USD -362102.160000 -0.2186220 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-06-15 0.000000 USD -317881.150000 USD 4200000.000000 USD -44221.010000 N N N BANC OF AMERICA FUNDING CORP 2006-H N/A 05950PAK9 823397.220000 PA USD 719984.950000 0.4346965 Long ABS-MBS CORP US N 2 2046-09-20 Floating 3.81142 Y N N N N N N/A N/A 000000000 1.000000 NC USD 168476.560000 0.1017190 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2053-06-21 112145.490000 USD 0.000000 USD 2100000.000000 USD 56331.070000 N N N N/A N/A 000000000 1.000000 NC USD -319733.580000 -0.1930416 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2033-06-21 0.000000 USD -53904.420000 USD 6900000.000000 USD -265829.160000 N N N N/A N/A 000000000 1.000000 NC USD 158521.690000 0.0957087 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-06-21 92819.510000 USD 0.000000 USD 3700000.000000 USD 65702.180000 N N N N/A N/A 000000000 1.000000 NC USD 131679.090000 0.0795023 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-06-21 66377.000000 USD 0.000000 USD 4400000.000000 USD 65302.090000 N N N N/A N/A 000000000 1.000000 NC USD 1597.310000 0.0009644 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-12-20 0.000000 USD -7479.880000 USD 1100000.000000 USD 9077.190000 N N N N/A N/A 000000000 1.000000 NC USD -18152.640000 -0.0109598 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2025-06-21 0.000000 USD -649.400000 USD 900000.000000 USD -17503.240000 N N N N/A N/A 000000000 1.000000 NC USD -4935.900000 -0.0029801 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-12-20 0.000000 USD -16674.870000 USD 1500000.000000 USD 11738.970000 N N N BANC OF AMERICA FUNDING CORP 2007-D N/A 05952GAT8 34350.870000 PA USD 28774.680000 0.0173729 Long ABS-MBS CORP US N 3 2037-06-20 Floating 3.7902 Y N N N N N N/A N/A 000000000 1.000000 NC 87.160000 0.0000526 N/A DFE AU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 10188.870000 USD 15426.000000 AUD 2023-07-05 87.160000 N N N N/A N/A 000000000 1.000000 NC -65.860000 -0.0000398 N/A DFE GB N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 119445.800000 USD 94000.000000 GBP 2023-07-05 -65.860000 N N N N/A N/A 000000000 1.000000 NC -97.490000 -0.0000589 N/A DFE JP N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 47683.800000 USD 6866467.000000 JPY 2023-07-05 -97.490000 N N N N/A N/A 000000000 1.000000 NC -87.050000 -0.0000526 N/A DFE AU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 15426.000000 AUD 10197.170000 USD 2023-08-02 -87.050000 N N N N/A N/A 000000000 1.000000 NC 67.980000 0.0000410 N/A DFE GB N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 94000.000000 GBP 119471.840000 USD 2023-08-02 67.980000 N N N N/A N/A 000000000 1.000000 NC 99.020000 0.0000598 N/A DFE JP N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 6837346.000000 JPY 47683.800000 USD 2023-08-02 99.020000 N N N N/A N/A 000000000 1.000000 NC 34.590000 0.0000209 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 4920.240000 USD 7438.000000 AUD 2023-07-05 34.590000 N N N N/A N/A 000000000 1.000000 NC -34.550000 -0.0000209 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 7438.000000 AUD 4924.220000 USD 2023-08-02 -34.550000 N N N N/A N/A 000000000 1.000000 NC -966.540000 -0.0005836 N/A DFE DK N 2 UBS AG BFM8T61CT2L1QCEMIK50 990904.270000 DKK 144491.340000 USD 2023-08-02 -966.540000 N N N N/A N/A 000000000 43.000000 NC USD -81021.980000 -0.0489177 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-09-20 4829101.580000 USD -81021.980000 N N N N/A N/A 000000000 52.000000 NC USD -93230.930000 -0.0562889 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-09-29 10576109.340000 USD -93230.930000 N N N N/A N/A 000000000 -29.000000 NC USD 60114.040000 0.0362943 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-09-29 -3106964.850000 USD 60114.040000 N N N N/A N/A 000000000 6.000000 NC USD 11568.710000 0.0069847 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-09-20 819656.250000 USD 11568.710000 N N N BANK OF AMERICA CREDIT CARD TRUST 2023-A1 N/A 05522RDG0 400000.000000 PA USD 397493.000000 0.2399895 Long ABS-MBS CORP US N 2 2028-05-15 Fixed 4.79 N N N N N N BANK OF AMERICA MTGE SEC 2003-D N/A 05948XBS9 10813.600000 PA USD 9925.780000 0.0059928 Long ABS-MBS CORP US N 3 2033-05-25 Floating 5.34835 N N N N N N BANK OF AMERICA MTGE SECURITIES 2004-A N/A 05948XT27 12485.570000 PA USD 11866.430000 0.0071644 Long ABS-MBS CORP US N 3 2034-02-25 Fixed 4.17339 N N N N N N BANK OF AMERICA MTGE SECURITIES 2004-E N/A 05949AHA1 15526.080000 PA USD 14473.110000 0.0087383 Long ABS-MBS CORP US N 3 2034-06-25 Floating 5.02779 N N N N N N BANK OF AMERICA MTGE SECURITIES 2004-L N/A 05949AZE3 9913.730000 PA USD 9516.650000 0.0057458 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.15311 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 400000.000000 PA USD 398675.050000 0.2407032 Long DBT CORP GB N 2 2034-05-09 Floating 6.224 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2006-1 N/A 07387AGZ2 6459.310000 PA USD 6206.730000 0.0037474 Long ABS-MBS CORP US N 2 2036-02-25 Floating 6.8 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 N/A 07387AGE9 157369.660000 PA USD 141530.310000 0.0854500 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.52395 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6 N/A 07387YAE3 856143.100000 PA USD 718530.600000 0.4338184 Long ABS-MBS CORP US N 2 2037-08-25 Floating 6.20043 N N N N N N BHG SECURITIZATION TRUST 2022-C N/A 08860DAA1 407423.110000 PA USD 402984.280000 0.2433049 Long ABS-O CORP US N 2 2035-10-17 Fixed 5.32 N N N N N N BHG SECURITIZATION TRUST 2022-C N/A 08860DAB9 900000.000000 PA USD 877887.000000 0.5300311 Long ABS-O CORP US N 2 2035-10-17 Fixed 5.93 N N N N N N CAPITAL FOUR US CLO 2022-1A N/A 14016CAA4 477335.330000 PA USD 478848.880000 0.2891087 Long ABS-CBDO CORP JE N 2 2030-10-20 Floating 7.18845 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2 N/A 14043GAC8 424438.520000 PA USD 424517.000000 0.2563054 Long ABS-O CORP US N 2 2025-09-15 Floating 5.71662 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 N/A 14043KAB1 244119.410000 PA USD 244051.720000 0.1473481 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 512246.540000 PA USD 513134.980000 0.3098092 Long ABS-O CORP US N 2 2025-12-15 Floating 5.96662 N N N N N N CARNOW AUTO RECEIVABLES TRUST 2023-1A N/A 14367RAA6 237169.710000 PA USD 237194.660000 0.1432081 Long ABS-O CORP US N 2 2024-12-16 Fixed 6.62 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2023-P2 N/A 14686TAB4 400000.000000 PA USD 399016.600000 0.2409094 Long ABS-O CORP US N 2 2026-08-10 Fixed 5.98 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2023-P2 N/A 14686TAC2 400000.000000 PA USD 393865.400000 0.2377993 Long ABS-O CORP US N 2 2028-04-10 Fixed 5.42 N N N N N N CBAM 2018-5 LTD 5A N/A 12481QAC9 700000.000000 PA USD 691759.590000 0.4176552 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 6.28029 N N N N N N CBAM 2018-5 LTD 8A N/A 12478CAA9 350144.690000 PA USD 347926.050000 0.2100631 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 6.37043 N N N N N N CHASE FUNDING MTGE LN ASSET BK 2002-3 N/A 161546DB9 39256.720000 PA USD 37284.840000 0.0225110 Long ABS-MBS CORP US N 2 2032-08-25 Floating 5.79043 N N N N N N CHASE MORGAGE FINANCE CORP 2005-A2 N/A 16162WPX1 18212.620000 PA USD 16032.600000 0.0096798 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.94826 Y N N N N N CHASE MORTGAGE FINANCE CORP 2006-A1 N/A 16163CAN2 224210.720000 PA USD 186473.520000 0.1125848 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.69983 Y N N N N N CHASEFLEX TRUST 2007-3 N/A 16165AAD6 1554231.890000 PA USD 1284516.390000 0.7755368 Long ABS-MBS CORP US N 2 2037-07-25 Floating 5.75043 N N N N N N CHEVY CHASE MORTGAGE FUND CORP 2005-2A N/A 16678RDL8 295823.700000 PA USD 263446.450000 0.1590578 Long ABS-MBS CORP US N 2 2036-05-25 Floating 5.38043 N N N N N N CIFC FUNDING 2018-III LTD 2018-3A N/A 12551YAA1 500000.000000 PA USD 495750.000000 0.2993129 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 6.36171 N N N N N N CITIGROUP MORTGAGE LOAN TR 2006-WF2 N/A 17309BAL1 145094.450000 PA USD 77300.140000 0.0466706 Long ABS-MBS CORP US N 2 2036-05-25 Variable 7.25 Y N N N N N CITIGROUP MORTGAGE LOAN TRUST 2022-A N/A 17330VAA4 748300.930000 PA USD 735873.300000 0.4442892 Long ABS-MBS CORP US N 2 2062-09-25 Fixed 6.17 N N N N N N CITIGROUP MTGE LOAN TR INC 2006-AR1 N/A 17307G2Z0 35247.460000 PA USD 34289.270000 0.0207024 Long ABS-MBS CORP US N 2 2035-10-25 Floating 7.11 Y N N N N N CITIGROUP MTGE LOAN TR INC 2006-FX1 N/A 17309YAC1 336587.260000 PA USD 216131.670000 0.1304912 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.45043 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-10 N/A 17313QAL2 22954.620000 PA USD 20156.900000 0.0121699 Long ABS-MBS CORP US N 2 2037-09-25 Floating 3.97438 Y N N N N N CITIGROUP MTGE LOAN TR INC 2007-AHL2 N/A 17312TAA1 1117405.990000 PA USD 741217.740000 0.4475160 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.34043 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW79 30282.130000 PA USD 28254.410000 0.0170588 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.41 N N N N N N CITIMORTGAGE ALTERNATIVE LN TR 2007-A6 N/A 18976GAG1 182889.680000 PA USD 158044.850000 0.0954208 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 Y N N N N N CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4 N/A 12566VAJ1 275473.330000 PA USD 231916.260000 0.1400212 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.44529 N N N N N N CITIZENS AUTO RECEIVABLES TRUST 2023-1 N/A 17331KAB5 400000.000000 PA USD 399607.100000 0.2412659 Long ABS-O CORP US N 2 2026-07-15 Fixed 6.13 N N N N N N CITIZENS AUTO RECEIVABLES TRUST 2023-1 N/A 17331KAC3 400000.000000 PA USD 399181.820000 0.2410091 Long ABS-O CORP US N 2 2026-07-15 Floating 6.01655 N N N N N N CLNC 2019-FL1 LTD N/A 12565DAA1 14958.290000 PA USD 14736.510000 0.0088973 Long ABS-CBDO CORP KY N 2 2035-08-20 Floating 6.45507 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 20600HU69 250000.000000 PA USD 249773.170000 0.1508025 Long DBT CORP US N 2 2023-07-06 None 0 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 20600HUL6 250000.000000 PA USD 249200.000000 0.1504564 Long DBT CORP US N 2 2023-07-20 None 0 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 20911MUH8 250000.000000 PA USD 249373.720000 0.1505613 Long DBT CORP US N 2 2023-07-17 None 0 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21037DU36 250000.000000 PA USD 249886.690000 0.1508710 Long DBT CORP US N 2 2023-07-03 None 0 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21037DUB8 250000.000000 PA USD 249578.560000 0.1506850 Long DBT CORP US N 2 2023-07-11 None 0 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-11CB N/A 12667GJJ3 369331.060000 PA USD 301766.560000 0.1821939 Long ABS-MBS CORP US N 2 2025-06-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-31 N/A 12667GZB2 723677.280000 PA USD 671342.750000 0.4053284 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.75043 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1 N/A 12668AFH3 128408.780000 PA USD 77423.480000 0.0467450 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-51 N/A 12668ACP8 110811.800000 PA USD 103241.820000 0.0623331 Long ABS-MBS CORP US N 2 2035-11-20 Floating 5.76271 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-61 N/A 12668AVL6 18630.000000 PA USD 16796.100000 0.0101408 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.67043 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-65CB N/A 12668AZ65 460445.170000 PA USD 348264.700000 0.2102675 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-76 N/A 12668BDC4 226977.560000 PA USD 211528.900000 0.1277122 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.4562 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1 N/A 12668BZM8 74095.780000 PA USD 39070.910000 0.0235894 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB N/A 02147QAC6 143938.780000 PA USD 86938.540000 0.0524898 Long ABS-MBS CORP US N 3 2036-08-25 Floating 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12 N/A 23243AAD8 48186.260000 PA USD 43179.420000 0.0260699 Long ABS-MBS CORP US N 2 2046-09-20 Floating 5.36657 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-24 N/A 02151GAK3 158474.270000 PA USD 60042.720000 0.0362513 Long ABS-MBS CORP US N 2 2037-10-25 Fixed 7 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB N/A 02149HAJ9 282128.200000 PA USD 156635.320000 0.0945698 Long ABS-MBS CORP US N 3 2037-03-25 Fixed 5.75 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2005-27 N/A 12667GL84 60569.600000 PA USD 56930.720000 0.0343724 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.3762 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB N/A 02146TAG2 1017627.870000 PA USD 602792.680000 0.3639408 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.25 N N N N N N COUNTRYWIDE ASSET BACKED CERT 2007-QH1 N/A 12669HAA7 354554.420000 PA USD 325663.620000 0.1966219 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.55043 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-12 N/A 126697AA9 433655.510000 PA USD 412662.330000 0.2491481 Long ABS-MBS CORP US N 2 2047-08-25 Floating 5.89043 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-6 N/A 12669LAD2 439681.400000 PA USD 440992.050000 0.2662524 Long ABS-MBS CORP US N 2 2037-09-25 Floating 5.37043 Y N N N N N COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2006-19 N/A 12543XAG1 343305.800000 PA USD 178355.530000 0.1076835 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6 Y N N N N N COUNTRYWIDE HOME LOANS 2004-15 N/A 12669FL50 31169.190000 PA USD 28925.310000 0.0174639 Long ABS-MBS CORP US N 2 2034-10-20 Floating 4.35477 N N N N N N COUNTRYWIDE HOME LOANS 2004-29 N/A 12669GJB8 10312.170000 PA USD 8832.510000 0.0053327 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.81043 N N N N N N COUNTRYWIDE HOME LOANS 2005-9 N/A 12669GYY1 133611.810000 PA USD 108077.780000 0.0652528 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.75043 N N N N N N COUNTRYWIDE HOME LOANS 2005-R2 N/A 12669GN64 84712.850000 PA USD 77546.710000 0.0468194 Long ABS-MBS CORP US N 2 2035-06-25 Floating 5.49043 Y N N N N N COUNTRYWIDE HOME LOANS 2006-20 N/A 12544AAW5 365669.230000 PA USD 190812.460000 0.1152045 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N COUNTRYWIDE HOME LOANS 2007-5 N/A 12544VCN7 13568.230000 PA USD 7039.310000 0.0042500 Long ABS-MBS CORP US N 3 2037-05-25 Fixed 5.75 Y N N N N N CQS US CLO 2022-2A LTD N/A 12664BAE7 500000.000000 PA USD 503710.790000 0.3041193 Long ABS-CBDO CORP JE N 2 2031-07-20 Floating 8.44845 N N N N N N CREDIT SUISSE AG/ LONDON BRANCH ANGGYXNX0JLX3X63JN86 ACI2018R1 400000.000000 PA 436187.700000 0.2633517 Long DBT CORP CH N 2 2023-09-01 Floating 4.474 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 22550L2L4 400000.000000 PA USD 408317.570000 0.2465249 Long DBT CORP CH N 2 2025-01-09 Fixed 7.95 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-NET N/A 126438AE0 900000.000000 PA USD 798728.490000 0.4822385 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.8159 N N N N N N CREDIT SUISSE MORTGAGE TRUST 2010-16 N/A 12644WAT3 989568.600000 PA USD 830492.780000 0.5014165 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.47398 N N N N N N CREDIT SUISSE MRTG CAPITAL CERT 2006-7 N/A 22942KAJ9 26456.990000 PA USD 21509.940000 0.0129868 Long ABS-MBS CORP US N 3 2036-08-25 Fixed 5.75 Y N N N N N CSAB MORTGAGE BACKED TR 2006-4 N/A 12628LAJ9 2853642.640000 PA USD 573799.900000 0.3464362 Long ABS-MBS CORP US N 2 2036-12-25 Variable 6.1837 Y N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAH7 300000.000000 PA USD 289258.960000 0.1746423 Long DBT CORP US N 2 2024-02-15 Fixed 1.625 N N N N N N DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AN0 150000.000000 PA USD 148867.870000 0.0898801 Long DBT CORP US N 2 2025-01-17 Fixed 5.2 N N N N N N DBGS MORTGAGE TRUST 2018-5BP N/A 33830CAC4 500000.000000 PA USD 448561.150000 0.2708223 Long ABS-MBS CORP US N 2 2033-06-15 Floating 6.223 N N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2005-1 N/A 251510DG5 54959.330000 PA USD 51013.160000 0.0307996 Long ABS-MBS CORP US N 3 2035-02-25 Floating 5.65043 N N N N N N DEUTSCHE ALT-A SECURITIES INC 2006-AR6 N/A 25150RAF2 915337.270000 PA USD 788313.350000 0.4759503 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.53043 Y N N N N N DISCOVER CARD EXECUTION NOTE TRUST 2018-A6 N/A 254683CJ2 500000.000000 PA USD 499978.600000 0.3018660 Long ABS-MBS CORP US N 2 2026-03-15 Floating 5.58329 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 2574P1UK6 250000.000000 PA USD 249300.040000 0.1505168 Long DBT CORP US N 2 2023-07-19 None 0 N N N N N N DRYDEN 60 CLO LTD N/A 26251NAB6 500000.000000 PA USD 496270.730000 0.2996273 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.31029 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 28504HUE2 300000.000000 PA USD 299367.080000 0.1807452 Long DBT CORP FR N 2 2023-07-14 None 0 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 28504HV43 500000.000000 PA USD 497286.040000 0.3002403 Long DBT CORP FR N 2 2023-08-04 None 0 N N N N N N EMC MORTGAGE LOAN TRUST 2002-B N/A 268668BD1 14282.930000 PA USD 13553.750000 0.0081832 Long ABS-MBS CORP US N 3 2041-02-25 Floating 6.45043 N N N N N N ENBRIDGE (US) INC 5493003FRODSVHJWFS32 29251VUC8 250000.000000 PA USD 249548.330000 0.1506667 Long DBT CORP US N 2 2023-07-12 None 0 N N N N N N ENBRIDGE (US) INC 5493003FRODSVHJWFS32 29251VUR5 250000.000000 PA USD 249039.410000 0.1503595 Long DBT CORP US N 2 2023-07-25 None 0 N N N N N N ENCORE CREDIT RECEIVABLES TRUST 2005-2 N/A 126673J37 49127.950000 PA USD 48105.500000 0.0290441 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.88543 N N N N N N ENEL FINANCE AMERICA LLC 549300EGNLVUJX1DEC60 29279HU60 250000.000000 PA USD 249783.170000 0.1508085 Long DBT CORP US N 2 2023-07-06 None 0 N N N N N N ENEL FINANCE AMERICA LLC 549300EGNLVUJX1DEC60 29279HUQ6 250000.000000 PA USD 249109.000000 0.1504015 Long DBT CORP US N 2 2023-07-24 None 0 N N N N N N ENTERPRISE FLEET FINANCING LLC 2022-1 N/A 29375JAB0 512938.700000 PA USD 499682.210000 0.3016870 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 238153.410000 PA USD 237951.310000 0.1436650 Long ABS-O CORP US N 2 2024-03-20 Fixed 5.33 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBL9 100000.000000 PA USD 83706.940000 0.0505387 Long DBT CORP US N 2 2028-03-15 Fixed 1.55 N N N N N N FANNIE MAE 2003-66 N/A 31393C4W0 46417.580000 PA USD 4022.320000 0.0024285 Long ABS-MBS USGSE US N 2 2033-07-25 Floating 2.49957 N N N N N N FANNIE MAE 2007-15 N/A 31396PWK3 194470.760000 PA USD 13590.880000 0.0082056 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 1.22957 N N N N N N FANNIE MAE 2007-4 N/A 31396PMQ1 82964.730000 PA USD 8471.730000 0.0051149 Long ABS-MBS USGSE US N 2 2037-02-25 Floating 2.04957 N N N N N N FANNIE MAE 2009-87 N/A 31398FR45 79348.920000 PA USD 5399.570000 0.0032600 Long ABS-MBS USGSE US N 2 2039-11-25 Floating 0.99957 N N N N N N FANNIE MAE 2010-111 N/A 31398NWE0 18361.150000 PA USD 17996.080000 0.0108653 Long ABS-MBS USGSE US N 2 2040-10-25 Floating 5.67043 N N N N N N FANNIE MAE 2010-2 N/A 31398G7B9 455874.540000 PA USD 30826.560000 0.0186118 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 1.24957 N N N N N N FANNIE MAE REMICS 2007-22 N/A 31396PT92 140987.390000 PA USD 9704.700000 0.0058593 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 0.89957 N N N N N N FANNIE MAE REMICS 2007-25 N/A 31396VCB2 3680.900000 PA USD 3575.090000 0.0021585 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 5.48043 N N N N N N FANNIE MAE REMICS 2007-32 N/A 31396VDT2 893988.870000 PA USD 86607.940000 0.0522902 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 1.63957 N N N N N N FANNIE MAE REMICS 2007-32 N/A 31396VDR6 485489.850000 PA USD 34119.010000 0.0205996 Long ABS-MBS USGSE US N 2 2037-04-25 Floating 0.94957 N N N N N N FANNIE MAE REMICS 2007-70 N/A 31396WRQ1 6385.630000 PA USD 6246.780000 0.0037715 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 5.50043 N N N N N N FANNIE MAE REMICS 2011-40 N/A 31397SWJ9 3332.990000 PA USD 2098.520000 0.0012670 Long ABS-MBS USGSE US N 2 2040-11-25 Floating 0 N N N N N N FANNIE MAE REMICS 2011-60 N/A 31397U3F4 312039.460000 PA USD 258309.540000 0.1559564 Long ABS-MBS USGSE US N 2 2039-08-25 None 0 N N N N N N FANNIE MAE-ACES 2020-M33 N/A 3136BBAR3 456989.320000 PA USD 39353.430000 0.0237599 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 2.34832 N N N N N N FIDELITY GRAND HARBOUR CLO 2022-1 DESIGNATED ACTIVITY CO 22-1A N/A ACI27G891 1000000.000000 PA 1078841.410000 0.6513589 Long ABS-CBDO CORP IE N 2 2036-10-15 Fixed 6.25 N N N N N N FIRST FRANKLIN MTG LOAN 2006-FF12 N/A 32027GAE6 170250.210000 PA USD 157042.080000 0.0948154 Long ABS-MBS CORP US N 2 2036-09-25 Floating 5.46043 N N N N N N FIRST FRANKLIN MTG LOAN ABS 2005-FF10 N/A 32027NWP2 754839.700000 PA USD 695246.990000 0.4197608 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.87043 N N N N N N FIRST FRANKLIN MTG LOAN ABS 2006-FF15 N/A 32028GAE5 199065.750000 PA USD 195714.580000 0.1181642 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.31043 N N N N N N FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2005-AA10 N/A 32051GA88 74255.750000 PA USD 58716.170000 0.0354503 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.53551 N N N N N N FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3 N/A 320516AA5 548051.050000 PA USD 432869.460000 0.2613483 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.54945 Y N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 9118.360000 PA USD 88657.790000 0.0535278 Long STIV RF US N 1 N N N FREDDIE MAC 2764 N/A 31394TYD1 122092.710000 PA USD 121654.640000 0.0734499 Long ABS-MBS USGSE US N 2 2034-03-15 Fixed 5.5 N N N N N N FREDDIE MAC 3218 N/A 31397BJY8 171421.780000 PA USD 12796.100000 0.0077257 Long ABS-MBS USGSE US N 2 2036-09-15 Floating 1.37671 N N N N N N FREDDIE MAC 3311 N/A 31397H6P8 6202.360000 PA USD 6049.420000 0.0036524 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 5.49329 N N N N N N FREDDIE MAC REMICS 3828 N/A 3137A7VH0 2985.410000 PA USD 2123.500000 0.0012821 Long ABS-MBS USGSE US N 2 2041-02-15 Floating 0 N N N N N N FREDDIE MAC REMICS 3848 N/A 3137A9D52 230840.830000 PA USD 230627.140000 0.1392429 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 5 N N N N N N FREDDIE MAC REMICS 3922 N/A 3137AFHT2 468428.140000 PA USD 386741.060000 0.2334979 Long ABS-MBS USGSE US N 2 2041-09-15 Floating 0 N N N N N N FREDDIE MAC REMICS 3951 N/A 3137AHVF2 115541.900000 PA USD 96212.460000 0.0580890 Long ABS-MBS USGSE US N 2 2040-02-15 Floating 0.47342 N N N N N N FREMONT HOME LOAN TRUST 2005-A N/A 35729PHN3 230039.720000 PA USD 222432.080000 0.1342951 Long ABS-MBS CORP US N 2 2035-01-25 Floating 5.88543 N N N N N N FREMONT HOME LOAN TRUST 2005-C N/A 35729PKS8 863.200000 PA USD 840.260000 0.0005073 Long ABS-MBS CORP US N 3 2035-07-25 Floating 5.88543 N N N N N N FREMONT HOME LOAN TRUST 2006-C N/A 35729TAD4 1564858.350000 PA USD 638954.040000 0.3857735 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.30043 N N N N N N FREMONT HOME LOAN TRUST 2006-D N/A 35729VAA5 477659.410000 PA USD 281627.650000 0.1700349 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.29043 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XDC7 500000.000000 PA USD 500392.650000 0.3021160 Long DBT CORP US N 2 2023-11-17 Floating 6.27466 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37961DUM0 800000.000000 PA USD 797273.260000 0.4813599 Long DBT CORP US N 2 2023-07-21 None 0 N N N N N N GLS AUTO RECEIVABLES ISSUER TRUST 2022-2A N/A 36265NAB9 300852.140000 PA USD 297707.930000 0.1797435 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.55 N N N N N N GLS AUTO RECEIVABLES ISSUER TRUST 2023-2A N/A 379928AC8 600000.000000 PA USD 597951.000000 0.3610176 Long ABS-O CORP US N 2 2027-01-15 Fixed 5.7 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST 2023-1A N/A 36267FAC2 500000.000000 PA USD 498986.500000 0.3012670 Long ABS-O CORP US N 2 2027-08-16 Fixed 6.27 N N N N N N GLS AUTO SELECT RECEIVABLES TRUST 2023-1A N/A 36267FAE8 300000.000000 PA USD 298722.150000 0.1803558 Long ABS-O CORP US N 2 2028-10-16 Fixed 5.96 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1 N/A 362541AA2 78909.260000 PA USD 78888.870000 0.0476298 Long ABS-O CORP US N 2 2024-02-20 Fixed 4.948 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZS6 400000.000000 PA USD 406326.700000 0.2453229 Long DBT CORP US N 2 2028-03-15 Floating 6.91477 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-19 N/A 38380VEU1 119573.170000 PA USD 114183.040000 0.0689389 Long ABS-MBS USGSE US N 2 2047-08-20 Floating 2.87241 N N N N N N GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2 N/A 39809LAA2 360557.100000 PA USD 355730.180000 0.2147749 Long ABS-CBDO CORP KY N 2 2037-09-15 Floating 6.37329 N N N N N N GS MORTGAGE SECURITIES CORP II 2022-GTWY N/A 36266DAA2 1000000.000000 PA USD 1001014.000000 0.6043700 Long ABS-MBS CORP US N 2 2039-08-15 Floating 8.547 N N N N N N GSAA HOME EQUITY TRUST 2006-10 N/A 362375AD9 527319.660000 PA USD 144188.280000 0.0870548 Long ABS-MBS CORP US N 2 2036-06-25 Variable 6.79548 Y N N N N N GSAA HOME EQUITY TRUST 2006-4 N/A 362334FF6 567142.650000 PA USD 132609.410000 0.0800640 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.45768 N N N N N N GSAA HOME EQUITY TRUST 2006-5 N/A 362334GR9 298719.450000 PA USD 113601.690000 0.0685879 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.29043 N N N N N N GSAA HOME EQUITY TRUST 2007-5 N/A 3622ECAA4 637144.220000 PA USD 213486.380000 0.1288941 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.25043 Y N N N N N GSAA HOME EQUITY TRUST 2007-5 N/A 3622ECAF3 589625.150000 PA USD 288135.190000 0.1739639 Long ABS-MBS CORP US N 2 2047-04-25 Floating 5.79043 N N N N N N GSAMP TRUST 2006-HE8 N/A 3622M8AE6 605000.000000 PA USD 489704.120000 0.2956627 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.38043 N N N N N N GSAMP TRUST 2007-NC1 N/A 3622MGAA6 1178502.570000 PA USD 641505.260000 0.3873138 Long ABS-MBS CORP US N 2 2046-12-25 Floating 5.28043 N N N N N N GSAMP TRUST 2007-NC1 N/A 3622MGAC2 215093.070000 PA USD 108354.360000 0.0654198 Long ABS-MBS CORP US N 2 2046-12-25 Floating 5.25043 N N N N N N GSPA MONETIZATION TRUST N/A 36298GAA7 38057.570000 PA USD 36410.920000 0.0219834 Long DBT CORP US N 2 2029-10-09 Fixed 6.422 N N N N N N GSR MORTGAGE LOAN TRUST 2004-4 N/A 36228FD45 19683.180000 PA USD 16240.870000 0.0098056 Long ABS-MBS CORP US N 3 2032-04-25 Floating 6.97 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR4 N/A 362341FR5 9479.490000 PA USD 8848.730000 0.0053425 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.65954 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341SF7 54127.840000 PA USD 49047.520000 0.0296128 Long ABS-MBS CORP US N 3 2035-09-25 Floating 4.31864 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341WZ8 9365.680000 PA USD 9295.750000 0.0056124 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.48133 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR7 N/A 362341XG9 44112.180000 PA USD 39382.220000 0.0237773 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.65721 N N N N N N GSR MORTGAGE LOAN TRUST 2007-1F N/A 3622MPAN8 29132.280000 PA USD 35900.840000 0.0216754 Long ABS-MBS CORP US N 3 2037-01-25 Fixed 5.5 Y N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-12 N/A 41161PVF7 1006044.100000 PA USD 565706.750000 0.3415499 Long ABS-MBS CORP US N 2 2035-10-19 Floating 5.9762 N N N N N N HARLEY-DAVIDSON MOTORCYCLE TRUST 2023-A N/A 41285JAA6 155766.560000 PA USD 155695.690000 0.0940025 Long ABS-O CORP US N 2 2024-03-15 Fixed 4.975 N N N N N N HILTON ORLANDO TRUST 2018-ORL N/A 432885AG6 700000.000000 PA USD 689312.750000 0.4161779 Long ABS-MBS CORP US N 2 2034-12-15 Floating 6.49329 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 44486JV22 250000.000000 PA USD 248719.650000 0.1501664 Long DBT CORP US N 2 2023-08-02 None 0 N N N N N N IMPAC CMB TR 2004-10 N/A 45254NLJ4 178693.540000 PA USD 163769.910000 0.0988774 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.79043 N N N N N N IMPAC SECURED ASSETS CMN OWNER TRUST 2005-1 N/A 45254TRR7 71340.690000 PA USD 60981.390000 0.0368180 Long ABS-MBS CORP US N 3 2035-07-25 Floating 4.4262 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR12 N/A 45661VAA4 192916.930000 PA USD 166846.060000 0.1007346 Long ABS-MBS CORP US N 2 2046-09-25 Floating 5.53043 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR12 N/A 45660LMG1 309272.140000 PA USD 290065.070000 0.1751290 Long ABS-MBS CORP US N 2 2035-07-25 Floating 5.63043 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR5 N/A 45660LGV5 636336.490000 PA USD 462439.790000 0.2792016 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.8598 Y N N N N N INDYMAC INDX MTGE LOAN TRUST 2006-AR14 N/A 45668GAD4 1034389.520000 PA USD 933604.910000 0.5636712 Long ABS-MBS CORP US N 2 2046-11-25 Floating 5.55043 Y N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 4595A3U54 250000.000000 PA USD 249819.380000 0.1508304 Long DBT CORP US N 2 2023-07-05 None 0 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849CJL6 200000.000000 PA USD 200288.840000 0.1209259 Long DBT CORP US N 2 2024-06-28 Floating 6.22031 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT N/A 46645WBA0 700000.000000 PA USD 618185.400000 0.3732342 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 4.5487 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A3 N/A 466247PW7 11.880000 PA USD 11.550000 0.0000070 Long ABS-MBS CORP US N 3 2035-06-25 Floating 4.19485 N N N N N N JP MORGAN MORTGAGE TRUST 2005-A4 N/A 466247RN5 16165.770000 PA USD 15962.800000 0.0096377 Long ABS-MBS CORP US N 3 2035-07-25 Floating 4.68327 N N N N N N JP MORGAN MORTGAGE TRUST 2005-S3 N/A 466247ZP1 20458.760000 PA USD 10108.940000 0.0061034 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.75 Y N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAC9 11190.710000 PA USD 10260.020000 0.0061946 Long ABS-MBS CORP US N 3 2035-07-25 Floating 4.09884 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAD7 156759.850000 PA USD 143735.990000 0.0867817 Long ABS-MBS CORP US N 3 2035-07-25 Floating 4.09884 N N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A 46630GAJ4 6857.130000 PA USD 6447.230000 0.0038926 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.18611 N N N N N N JP MORGAN MORTGAGE TRUST 2008-R2 N/A 46632TAA3 123853.900000 PA USD 112148.200000 0.0677103 Long ABS-MBS CORP US N 2 2037-07-27 Floating 3.65515 N N N N N N JP MORGAN MTGE ACQUIS CORP 2006-CH2 N/A 46629QAW6 269084.530000 PA USD 264891.170000 0.1599301 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.36043 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271KUL6 250000.000000 PA USD 249263.330000 0.1504947 Long DBT CORP US N 2 2023-07-20 None 0 N N N N N N LCCM 2021-FL2 TRUST N/A 50202KAA4 900000.000000 PA USD 879631.590000 0.5310844 Long ABS-CBDO CORP US N 2 2038-12-13 Floating 6.46147 N N N N N N LCRT 2019-7 N/A 52605FAA4 39301.390000 PA USD 39022.990000 0.0235604 Long ABS-O CORP US N 2 2027-01-15 Fixed 3.75 N N N N N N LEHMAN MORTGAGE TRUST 2006-7 N/A 52520QAB0 257147.370000 PA USD 128341.100000 0.0774869 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.80043 Y N N N N N LEHMAN XS TRUST 2006 GP4 N/A 525161AN5 512260.910000 PA USD 497024.630000 0.3000825 Long ABS-MBS CORP US N 2 2046-08-25 Floating 5.60043 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52533BUA8 250000.000000 PA USD 249611.460000 0.1507049 Long DBT CORP US N 2 2023-07-10 None 0 N N N N N N LENDBUZZ SECURITIZATION TRUST 2023-1A N/A 52608LAA8 211065.060000 PA USD 211061.620000 0.1274301 Long ABS-O CORP US N 2 2024-03-15 Fixed 5.383 N N N N N N LENDINGCLUB RECEIVABLES TRUST SERIES 2019-5 N/A 52605CAA1 16274.290000 PA USD 16183.170000 0.0097707 Long ABS-O CORP US N 2 2045-12-15 Fixed 3.75 N N N N N N LIBERTY LENDING ABS TRUST 2022-1A N/A 50203YAA3 307225.620000 PA USD 303688.530000 0.1833543 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 314000.140000 PA USD 313926.510000 0.1895356 Long ABS-O CORP US N 2 2030-05-15 Fixed 6.63 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAR4 200000.000000 PA USD 190492.980000 0.1150116 Long DBT CORP GB N 2 2026-03-18 Floating 3.511 N N N N N N LOANCORE ISSUER LTD 2021-CRE6 N/A 53948HAA4 900000.000000 PA USD 863437.500000 0.5213071 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 6.49329 N N N N N N AAMES MORTGAGE INVESTMENT TRUST 2005-2 N/A 126673L42 576911.490000 PA USD 572570.060000 0.3456936 Long ABS-MBS CORP US N 2 2035-07-25 Floating 6.14043 Y N N N N N MARLETTE FUNDING TRUST 2022-3A N/A 57109NAA7 308164.630000 PA USD 306416.350000 0.1850013 Long ABS-O CORP US N 2 2032-11-15 Fixed 5.18 N N N N N N MARLETTE FUNDING TRUST 2022-3A N/A 57109NAB5 200000.000000 PA USD 197827.920000 0.1194401 Long ABS-O CORP US N 2 2032-11-15 Fixed 5.95 N N N N N N MARLETTE FUNDING TRUST 2023-1A N/A 57110PAA9 792523.840000 PA USD 789804.690000 0.4768507 Long ABS-O CORP US N 2 2033-04-15 Fixed 6.07 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 57163UUJ3 800000.000000 PA USD 797834.000000 0.4816985 Long DBT CORP US N 2 2023-07-18 None 0 N N N N N N MASTR ADJUSTABLE RATE MTGES TRU 2004-13 N/A 576433UM6 19129.790000 PA USD 18092.200000 0.0109233 Long ABS-MBS CORP US N 2 2034-11-21 Floating 4.56041 N N N N N N MASTR ASSET SECURITIZATION TRUST 2006-2 N/A 55274QBB0 176686.040000 PA USD 117709.990000 0.0710683 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6 Y N N N N N MELLON RESIDENTIAL FUND CORP 2002-TBC2 N/A 585525FX1 49381.650000 PA USD 45933.830000 0.0277329 Long ABS-MBS CORP US N 2 2032-08-15 Floating 6.05329 N N N N N N MERRILL LYNCH ALTERNATIVE NOTE ASSET 2007-F1 N/A 59023YAG9 79104.010000 PA USD 30417.380000 0.0183647 Long ABS-MBS CORP US N 3 2037-03-25 Fixed 6 Y N N N N N MERRILL LYNCH ALTERNATIVE NT 2007-A2 N/A 59024FAD6 442682.670000 PA USD 113168.770000 0.0683265 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.37043 N N N N N N MERRILL LYNCH ALTERNATIVE NT 2007-A2 N/A 59024FAE4 3338649.670000 PA USD 857107.160000 0.5174851 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.55043 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A2 N/A 589929M96 32927.690000 PA USD 30225.550000 0.0182489 Long ABS-MBS CORP US N 3 2033-02-25 Floating 7.11857 N N N N N N MERRILL LYNCH MTGE INVESTORS 2006-A3 N/A 59023CAK8 109541.730000 PA USD 98962.000000 0.0597491 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.45947 N N N N N N MF1 2021-FL7 LTD N/A 55284AAA6 400000.000000 PA USD 390500.000000 0.2357674 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 6.23657 N N N N N N MF1 2022-FL9 LLC N/A 55285AAA5 1000000.000000 PA USD 997200.000000 0.6020673 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 7.22629 N N N N N N MLCC MORTGAGE INVESTORS INC 2005-1 N/A 59020UVJ1 14469.810000 PA USD 12543.230000 0.0075731 Long ABS-MBS CORP US N 3 2035-04-25 Floating 3.57657 N N N N N N MLCC MORTGAGE INVESTORS INC 2006-1 N/A 59020U4S1 1915.320000 PA USD 1857.770000 0.0011216 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.05325 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEZ4 600000.000000 PA USD 595169.480000 0.3593382 Long DBT CORP US N 2 2027-01-28 Floating 5.05 N N N N N N MORGAN STANLEY ABS CAPITAL I 2005-NC2 N/A 61744CPK6 128999.190000 PA USD 127086.000000 0.0767292 Long ABS-MBS CORP US N 2 2035-03-25 Floating 6.06543 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE5 N/A 61753KAB2 1948812.570000 PA USD 860000.850000 0.5192322 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.26043 N N N N N N MORGAN STANLEY DEAN WITTER CAP I2002-AM3 N/A 61746WWR7 161881.970000 PA USD 155581.400000 0.0939335 Long ABS-MBS CORP US N 3 2033-02-25 Floating 6.13043 N N N N N N MORGAN STANLEY MORTGAGE LN TR-2006-8AR N/A 61749LAP6 6010.140000 PA USD 5908.740000 0.0035674 Long ABS-MBS CORP US N 2 2036-06-25 Floating 6.11496 N N N N N N MORGAN STANLEY MTGE LN TRUST 2006-11 N/A 61749WAP2 125416.410000 PA USD 58698.540000 0.0354397 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6 N N N N N N MORGAN STANLEY REREMIC TRUST 2011-R2 N/A 61760JAA8 115272.150000 PA USD 60552.620000 0.0365591 Long ABS-MBS CORP US N 2 2037-05-26 Floating 5.25 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-10 N/A 007036TD8 842879.930000 PA USD 657053.390000 0.3967011 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.99153 Y N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBP4 200000.000000 PA USD 200841.240000 0.1212595 Long DBT CORP US N 2 2025-03-01 Fixed 6.051 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AP2 N/A 65535VLL0 40492.190000 PA USD 21139.580000 0.0127632 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.476 Y N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAM7 200000.000000 PA USD 192274.410000 0.1160872 Long DBT CORP IE N 2 2024-08-14 Fixed 2.875 N N N N N N NOMURA HOME EQUITY LOAN INC 2006-AF1 N/A 65535AAA2 371919.810000 PA USD 89349.640000 0.0539455 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6.032 Y N N N N N NORTHROP GRUMMAN CORPORATION RIMU48P07456QXSO0R61 66681MVH8 250000.000000 PA USD 248177.670000 0.1498392 Long DBT CORP US N 2 2023-08-17 None 0 N N N N N N NOVASTAR MORTGAGE-BACKED NOTES 2006-MTA1 N/A 66988UAA8 976990.110000 PA USD 341961.680000 0.2064620 Long ABS-MBS CORP US N 2 2046-09-25 Floating 5.56043 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 ACI1P1CP5 9544205.760000 PA 1052806.950000 0.6356404 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N NYMT LOAN TRUST 2022-SP1 N/A 62956BAA7 467108.950000 PA USD 439099.320000 0.2651096 Long ABS-MBS CORP US N 2 2062-07-25 Variable 5.25 N N N N N N OCTANE RECEIVABLES TRUST 2023-1A N/A 67571BAA1 671150.570000 PA USD 667730.520000 0.4031475 Long ABS-O CORP US N 2 2029-05-21 Fixed 5.87 N N N N N N OPTION ONE MORTGAGE LOAN TR 2005-1 N/A 68389FGK4 632295.880000 PA USD 595872.160000 0.3597625 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.93043 N N N N N N PAGAYA AI DEBT SELECTION TRUST 2022-1 N/A 69546MAA5 225455.010000 PA USD 219511.700000 0.1325319 Long ABS-O CORP US N 2 2029-10-15 Fixed 2.03 N N N N N N PAGAYA AI DEBT TRUST 2022-2 N/A 69546VAA5 105323.850000 PA USD 103973.880000 0.0627750 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 873340.670000 PA USD 869726.610000 0.5251042 Long ABS-O CORP US N 2 2030-03-15 Fixed 6.06 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-NPL4 N/A 69381RAA2 645578.990000 PA USD 632589.490000 0.3819308 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 5183.970000 PA USD 4871.220000 0.0029410 Long ABS-MBS CORP US N 3 2036-06-25 Fixed 6 Y N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767HU73 250000.000000 PA USD 249733.860000 0.1507788 Long DBT CORP US N 2 2023-07-07 None 0 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767HUC2 550000.000000 PA USD 548979.930000 0.3314509 Long DBT CORP US N 2 2023-07-12 None 0 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513GUC8 400000.000000 PA USD 399292.670000 0.2410761 Long DBT CORP US N 2 2023-07-12 None 0 N N N N N N READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC N/A 755931AA0 699006.150000 PA USD 700951.410000 0.4232049 Long ABS-MBS CORP US N 2 2039-10-25 Floating 7.63567 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2007-3 N/A 75971FAD5 348722.710000 PA USD 153841.670000 0.0928831 Long ABS-MBS CORP US N 2 2037-09-25 Floating 6.25043 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A N/A 76089EAA1 362861.350000 PA USD 337418.130000 0.2037188 Long ABS-O CORP US N 2 2030-09-25 Fixed 4.32 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A N/A 76088TAA9 392706.650000 PA USD 384227.600000 0.2319804 Long ABS-O CORP US N 2 2030-11-25 Fixed 5.38 N N N N N N RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4 N/A 74923HAL5 129045.050000 PA USD 103889.360000 0.0627240 Long ABS-MBS CORP US N 3 2037-03-25 Fixed 6 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QH7 N/A 75115LAA5 33429.220000 PA USD 30529.110000 0.0184322 Long ABS-MBS CORP US N 2 2037-08-25 Floating 5.65043 N N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QS1 N/A 74922KAA3 50146.860000 PA USD 38822.040000 0.0234391 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6 Y N N N N N RESIDENTIAL ASSET SEC CORP 2003-KS4 N/A 76110WRT5 97485.970000 PA USD 86533.790000 0.0522454 Long ABS-MBS CORP US N 2 2033-06-25 Floating 5.73043 N N N N N N RESIDENTIAL FUNDING MTGE SEC 2007-SA2 N/A 74958XAB0 232975.840000 PA USD 184490.820000 0.1113878 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.57295 N N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78513LU64 500000.000000 PA USD 499561.340000 0.3016140 Long DBT CORP US N 2 2023-07-06 None 0 N N N N N N AMBAC ASSURANCE CORPORATION 549300RYYRVPPB8NC636 023138AA8 28.780000 PA USD 41.910000 0.0000253 Long DBT CORP US N 2 2099-12-31 Fixed 5.1 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 N/A 80287JAB0 1200000.000000 PA USD 1198934.160000 0.7238658 Long ABS-O CORP US N 2 2026-03-16 Fixed 5.87 N N N N N N SARANAC CLO II LTD 2014-2A N/A 80317EAA7 230627.050000 PA USD 230280.660000 0.1390337 Long ABS-CBDO CORP JE N 2 2029-11-20 Floating 6.60914 N N N N N N AMCOR FLEXIBLES NORTH AMERICA INC PTVU09TE3QPJPL7K4E13 02343CUL7 250000.000000 PA USD 249242.640000 0.1504822 Long DBT CORP US N 2 2023-07-20 None 0 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4 N/A 81375WFJ0 458612.550000 PA USD 400279.510000 0.2416719 Long ABS-MBS CORP US N 2 2036-01-25 Floating 6.11043 Y N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2 N/A 81377AAE2 773776.070000 PA USD 319203.910000 0.1927218 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.63043 N N N N N N SEQUOIA MORTGAGE TRUST 2004-3 N/A 81744FAZ0 12353.340000 PA USD 12003.170000 0.0072470 Long ABS-MBS CORP US N 3 2034-05-20 Floating 5.91129 N N N N N N SEQUOIA MORTGAGE TRUST 2007-1 N/A 81744HAH6 140756.310000 PA USD 97333.570000 0.0587659 Long ABS-MBS CORP US N 2 2046-09-20 Floating 3.48307 Y N N N N N SFO COMMERCIAL MORTGAGE TRUST 2021-555 N/A 78432WAA1 900000.000000 PA USD 789632.100000 0.4767465 Long ABS-MBS CORP US N 2 2038-05-15 Floating 6.343 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20C N/A 83162CRR6 9949.340000 PA USD 9720.400000 0.0058688 Long ABS-O CORP US N 2 2028-03-01 Fixed 5.49 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20H N/A 83162CRY1 72060.430000 PA USD 70246.760000 0.0424120 Long ABS-O CORP US N 2 2028-08-01 Fixed 6.02 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBQ4 500000.000000 PA USD 499111.700000 0.3013426 Long DBT CORP FR N 2 2027-01-12 Floating 6.447 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5 N/A 83613FAD3 700850.500000 PA USD 519285.440000 0.3135226 Long ABS-MBS CORP US N 2 2037-10-25 Floating 6.45043 N N N N N N SPECIALTY UNDERWRITING & RESID 2006-AB1 N/A 84751PKW8 562019.070000 PA USD 526596.080000 0.3179365 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.75043 N N N N N N SPECIALTY UNDERWRT& RES FIN 2006-BC3 N/A 84751WAD6 132411.290000 PA USD 76476.050000 0.0461730 Long ABS-MBS CORP US N 2 2037-06-25 Floating 5.45043 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 0255E3UA4 250000.000000 PA USD 249636.460000 0.1507200 Long DBT CORP US N 2 2023-07-10 None 0 N N N N N N STRUCTURED ADJUSTABLE RT MTG LN 2004-20 N/A 863579HD3 61432.740000 PA USD 60847.560000 0.0367372 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.93392 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-17 N/A 863579VV7 46103.780000 PA USD 26848.520000 0.0162100 Long ABS-MBS CORP US N 3 2035-08-25 Variable 4.80729 Y N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1 N/A 02582JJZ4 400000.000000 PA USD 398011.760000 0.2403027 Long ABS-MBS CORP US N 2 2028-05-15 Fixed 4.87 N N N N N N STRUCTURED ASSET INVEST LN TR 2003-BC8 N/A 86358EEC6 420029.270000 PA USD 382061.820000 0.2306728 Long ABS-MBS CORP US N 2 2033-08-25 Floating 8.30043 N N N N N N STRUCTURED ASSET MTG INV INC 2006-AR3 N/A 86360KAA6 61719.900000 PA USD 54652.260000 0.0329967 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.57043 N N N N N N AMERICAN HOME MORTGAGE ASSETS 2007-3 N/A 026935AH9 216889.840000 PA USD 188043.340000 0.1135326 Long ABS-MBS CORP US N 2 2046-11-25 Variable 6.75 N N N N N N SUNTRUST ADJR MRTG LN TR 2007-S1 N/A 855541AA6 146383.210000 PA USD 108877.400000 0.0657356 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.89394 Y N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87613LUS6 250000.000000 PA USD 249076.100000 0.1503816 Long DBT CORP US N 2 2023-07-26 None 0 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WEJ6 400000.000000 PA USD 398523.610000 0.2406117 Long DBT CORP US N 2 2025-05-23 Fixed 5 N N N N N N THEOREM FUNDING TRUST 2022-1A N/A 88339XAA2 104731.310000 PA USD 103139.150000 0.0622711 Long ABS-O CORP US N 2 2028-02-15 Fixed 1.85 N N N N N N THEOREM FUNDING TRUST 2022-2A N/A 88339FAA1 403971.010000 PA USD 399534.680000 0.2412222 Long ABS-O CORP US N 2 2028-12-15 Fixed 6.06 N N N N N N THOMSON REUTERS CORPORATION 549300561UZND4C7B569 88513BUC2 400000.000000 PA USD 399289.330000 0.2410740 Long DBT CORP CA N 2 2023-07-12 None 0 N N N N N N THOMSON REUTERS CORPORATION 549300561UZND4C7B569 88513BUJ7 250000.000000 PA USD 249331.500000 0.1505358 Long DBT CORP CA N 2 2023-07-18 None 0 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2004-1 N/A 885220EW9 72172.800000 PA USD 70282.740000 0.0424338 Long ABS-MBS CORP US N 2 2044-03-25 Floating 2.55314 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2004-4 N/A 885220GF4 120880.620000 PA USD 110255.710000 0.0665677 Long ABS-MBS CORP US N 3 2044-12-25 Floating 3.74894 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-3 N/A 88522XAC5 325326.060000 PA USD 307919.070000 0.1859085 Long ABS-MBS CORP US N 2 2047-06-25 Floating 7.15114 Y N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-3 N/A 88522XAG6 8046.960000 PA USD 7599.840000 0.0045885 Long ABS-MBS CORP US N 3 2047-06-25 Floating 7.15114 Y N N N N N THORNBURG MORTGAGE SECURITIES TR 2007-4 N/A 88522YAB5 715.490000 PA USD 696.620000 0.0004206 Long ABS-MBS CORP US N 2 2037-09-25 Floating 3.01813 N N N N N N TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST N/A 891940AA6 205055.050000 PA USD 204988.330000 0.1237633 Long ABS-O CORP US N 2 2024-01-15 Fixed 4.842 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 N/A 87277JAA9 900000.000000 PA USD 875290.380000 0.5284634 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 6.71662 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 N/A 03067BAC3 600000.000000 PA USD 600984.120000 0.3628488 Long ABS-O CORP US N 2 2026-10-19 Floating 5.79629 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AP3 500000.000000 PA USD 474241.460000 0.2863270 Long DBT CORP CH N 2 2028-05-12 Floating 4.751 N N N N N N UMBS PASS THRU POOLS N/A 01F042681 1200000.000000 PA USD 1154343.760000 0.6969440 Long ABS-MBS USGSE US N 2 2053-08-14 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F050692 2500000.000000 PA USD 2451367.200000 1.4800320 Long ABS-MBS USGSE US N 2 2053-09-14 Fixed 5 N N N N N N UMBS PASS THRU POOLS N/A 01F052680 1500000.000000 PA USD 1492617.200000 0.9011792 Long ABS-MBS USGSE US N 2 2053-08-14 Fixed 5.5 N N N N N N UMBS PASS THRU POOLS N/A 01F052698 3000000.000000 PA USD 2985234.390000 1.8023585 Long ABS-MBS USGSE US N 2 2053-09-14 Fixed 5.5 N N N N N N UMBS PASS THRU POOLS N/A 01F060675 3500000.000000 PA USD 3531171.910000 2.1319725 Long ABS-MBS USGSE US N 2 2053-07-13 Fixed 6 N N N N N N UMBS PASS THRU POOLS N/A 01F060683 900000.000000 PA USD 907804.690000 0.5480941 Long ABS-MBS USGSE US N 2 2053-08-14 Fixed 6 N N N N N N UMBS PASS THRU POOLS N/A 01F062671 3900000.000000 PA USD 3982265.660000 2.4043239 Long ABS-MBS USGSE US N 2 2053-07-13 Fixed 6.5 N N N N N N UMBS PASS THRU POOLS N/A 01F062689 4100000.000000 PA USD 4183921.920000 2.5260754 Long ABS-MBS USGSE US N 2 2053-08-14 Fixed 6.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828WU0 3322046.000000 PA USD 3222777.290000 1.9457769 Long DBT UST US N 2 2024-07-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TS7 1600000.000000 PA USD 1561500.000000 0.9427678 Long DBT UST US N 2 2043-05-15 Fixed 3.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TR9 1300000.000000 PA USD 1249625.000000 0.7544708 Long DBT UST US N 2 2053-05-15 Fixed 3.625 N N N N N N UPSTART SECURITIZATION TRUST 2022-3 N/A 91683TAB5 519139.140000 PA USD 504705.830000 0.3047201 Long ABS-O CORP US N 2 2032-06-20 Fixed 5.5 N N N N N N UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A N/A 91680YAY7 61284.530000 PA USD 58615.310000 0.0353894 Long ABS-O CORP US N 2 2030-06-17 Fixed 4.25 N N N N N N VIBRANT CLO IV LTD 2016-4A N/A 92557WAW3 500000.000000 PA USD 491500.000000 0.2967469 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 6.37043 N N N N N N VIBRANT CLO VII LTD N/A 92558BAJ7 418150.380000 PA USD 413431.780000 0.2496127 Long ABS-CBDO CORP KY N 2 2030-09-15 Floating 6.29043 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AB9 100000.000000 PA USD 94787.890000 0.0572289 Long DBT CORP US N 2 2028-02-15 Fixed 4.75 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KUM6 300000.000000 PA USD 299064.620000 0.1805626 Long DBT CORP US N 2 2023-07-21 None 0 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KUQ7 250000.000000 PA USD 249104.170000 0.1503986 Long DBT CORP US N 2 2023-07-24 None 0 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KUR5 250000.000000 PA USD 249065.110000 0.1503750 Long DBT CORP US N 2 2023-07-25 None 0 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 93142XUA7 300000.000000 PA USD 299519.580000 0.1808373 Long DBT CORP US N 2 2023-07-10 None 0 N N N N N N WAMU MTGE P/T CERT 2007-HY6 N/A 92927XAC8 185513.590000 PA USD 164435.440000 0.0992792 Long ABS-MBS CORP US N 2 2037-06-25 Floating 3.82354 Y N N N N N WAMU MTGE P/T CERT 2007-HY6 N/A 92927XAE4 61800.360000 PA USD 56243.360000 0.0339574 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.00317 Y N N N N N WASHING MUTUAL MTGE P/T 2006-7 N/A 93935HAB3 727551.330000 PA USD 209711.510000 0.1266150 Long ABS-MBS CORP US N 2 2036-09-25 Floating 5.31043 N N N N N N WASHINGTON MUTUAL 2003-AR6 N/A 9292274D5 66888.860000 PA USD 61281.680000 0.0369993 Long ABS-MBS CORP US N 3 2033-06-25 Floating 5.34519 N N N N N N WASHINGTON MUTUAL 2004-AR14 N/A 939336V91 66774.010000 PA USD 61177.570000 0.0369364 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.19815 N N N N N N WASHINGTON MUTUAL 2005-AR12 N/A 92922F3L0 28887.400000 PA USD 26170.460000 0.0158006 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.8004 N N N N N N WASHINGTON MUTUAL 2005-AR14 N/A 92922F4C9 259187.930000 PA USD 245328.450000 0.1481190 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.90011 N N N N N N WASHINGTON MUTUAL 2005-AR19 N/A 92925CBA9 22948.220000 PA USD 22161.390000 0.0133801 Long ABS-MBS CORP US N 2 2045-12-25 Floating 5.69043 N N N N N N WASHINGTON MUTUAL 2005-AR7 N/A 92922FQ50 52573.700000 PA USD 48586.630000 0.0293346 Long ABS-MBS CORP US N 3 2035-08-25 Floating 4.221 N N N N N N WASHINGTON MUTUAL 2006-AR17 N/A 92925DAB6 41067.430000 PA USD 36455.550000 0.0220103 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.00754 N N N N N N WASHINGTON MUTUAL 2006-AR3 N/A 92925CDA7 81845.400000 PA USD 73074.700000 0.0441194 Long ABS-MBS CORP US N 2 2046-02-25 Floating 4.9762 N N N N N N WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR1 N/A 93934FJQ6 752919.370000 PA USD 641564.100000 0.3873493 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.65043 Y N N N N N WASHINGTON MUTUAL MTGE P/T 2006-AR2 N/A 93934FMN9 90517.910000 PA USD 76279.630000 0.0460544 Long ABS-MBS CORP US N 2 2046-04-25 Floating 4.9162 Y N N N N N WASHINGTON MUTUAL MTGE P/T 2007-OA3 N/A 939355AB9 1124949.980000 PA USD 987613.500000 0.5962793 Long ABS-MBS CORP US N 2 2047-02-25 Floating 4.7262 Y N N N N N WELLS FARGO MTGE BK SEC TR 2006-AR12 N/A 94984GAD9 6099.170000 PA USD 5870.500000 0.0035444 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.71647 Y N N N N N N/A N/A 000000000 575000.000000 PA USD 575000.000000 0.3471607 Long RA US N 2 Repurchase N 2.4000000 2023-07-03 589200.000000 USD 586530.190000 USD UST N N N AREIT TRUST 2022-CRE6 N/A 04002VAA9 560425.530000 PA USD 546350.160000 0.3298632 Long ABS-MBS CORP KY N 2 2037-01-20 Floating 6.31662 N N N N N N N/A N/A 000000000 100000.000000 PA USD 100000.000000 0.0603758 Long RA US N 2 Repurchase N 5.1800000 2023-07-03 105749.900000 USD 98946.960000 USD UST N N N N/A N/A 000000000 59400000.000000 PA USD 59400000.000000 35.8632122 Long RA US N 2 Repurchase N 5.1000000 2023-07-03 71153726.700000 USD 61261404.810000 USD UST N N N N/A N/A 000000000 9100000.000000 PA USD 9100000.000000 5.4941958 Long RA US N 2 Repurchase N 5.1600000 2023-07-03 9771800.000000 USD 9220609.410000 USD UST N N N N/A N/A 000000000 1.000000 NC USD -46685.220000 -0.0281866 N/A DCR US N 3 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 ABX.HE.AAA.06-2 N/A N/A Y Single Leg Swap 2046-05-25 0.000000 USD -301097.010000 USD 1167763.150000 USD 254411.790000 N N N N/A N/A 000000000 1.000000 NC USD 4437.600000 0.0026792 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2026-06-20 10340.960000 USD 0.000000 USD 600000.000000 USD -5903.360000 N N N N/A N/A 000000000 1.000000 NC USD 204.460000 0.0001234 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2028-06-20 0.000000 USD -529.360000 USD 100000.000000 USD 733.820000 N N N N/A N/A 000000000 1.000000 NC 21.770000 0.0000131 N/A DFE AU N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 5663.160000 USD 8534.000000 AUD 2023-07-05 21.770000 N N N N/A N/A 000000000 1.000000 NC -21.810000 -0.0000132 N/A DFE AU N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 8534.000000 AUD 5667.640000 USD 2023-08-02 -21.810000 N N N N/A N/A 000000000 1.000000 NC -1852.840000 -0.0011187 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 521032.000000 USD 3542619.010000 DKK 2023-07-05 -1852.840000 N N N N/A N/A 000000000 1.000000 NC -8066.840000 -0.0048704 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 223597.520000 USD 31100000.000000 JPY 2023-07-05 -8066.840000 N N N N/A N/A 000000000 1.000000 NC 352878.680000 0.2130532 N/A DFE MX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 4843423.210000 USD 89167421.300000 MXN 2023-07-18 352878.680000 N N N N/A N/A 000000000 1.000000 NC -4197.300000 -0.0025342 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1953458.580000 DKK 282086.660000 USD 2023-07-05 -4197.300000 N N N N/A N/A 000000000 1.000000 NC 1868.160000 0.0011279 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3536705.300000 DKK 521032.000000 USD 2023-08-02 1868.160000 N N N N/A N/A 000000000 1.000000 NC 98.780000 0.0000596 N/A DFE HK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 716239.110000 HKD 91662.180000 USD 2023-09-20 98.780000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI2GN722 3837869.750000 PA 7768.350000 0.0046902 Long DBT NUSS AR N 2 2023-10-18 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -24.630000 -0.0000149 N/A DFE CH N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 31478.000000 USD 28152.340000 CHF 2023-07-05 -24.630000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI2GN714 3744136.730000 PA 7735.400000 0.0046703 Long DBT NUSS AR N 2 2023-11-23 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -680.630000 -0.0004109 N/A DFE AU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 51000.000000 AUD 33293.030000 USD 2023-07-05 -680.630000 N N N N/A N/A 000000000 1.000000 NC 24.730000 0.0000149 N/A DFE CH N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 28072.290000 CHF 31478.000000 USD 2023-08-02 24.730000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1T4 547000.000000 PA USD 151792.500000 0.0916459 Long DBT NUSS AR N 2 2030-07-09 Variable 0.5 N N N N N N N/A N/A 000000000 1.000000 NC 11099.530000 0.0067014 N/A DFE JP N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 41513162.000000 JPY 298796.000000 USD 2023-07-05 11099.530000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1M9 358000.000000 PA USD 105610.000000 0.0637629 Long DBT NUSS AR N 2 2035-07-09 Variable 1.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 6197.070000 0.0037415 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.37 Y Single Leg Swap 2026-12-20 6694.600000 USD 0.000000 USD 400000.000000 USD -497.530000 N N N N/A N/A 000000000 1.000000 NC USD 67278.240000 0.0406198 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.39 Y Single Leg Swap 2027-12-20 57398.800000 USD 0.000000 USD 4500000.000000 USD 9879.440000 N N N N/A N/A 000000000 1.000000 NC USD 280389.590000 0.1692874 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.40 Y Single Leg Swap 2028-06-20 172786.710000 USD 0.000000 USD 18300000.000000 USD 107602.880000 N N N N/A N/A 000000000 1.000000 NC 4331.950000 0.0026154 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 256464.930000 USD 239000.000000 EUR 2023-07-05 4331.950000 N N N N/A N/A 000000000 1.000000 NC -182.420000 -0.0001101 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 33517.660000 CAD 25134.630000 USD 2023-08-16 -182.420000 N N N N/A N/A 000000000 1.000000 NC 531.440000 0.0003209 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 98000.000000 CNY 14056.210000 USD 2023-08-16 531.440000 N N N N/A N/A 000000000 1.000000 NC -12681.480000 -0.0076565 N/A DFE DK N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 5740900.430000 DKK 828661.000000 USD 2023-07-05 -12681.480000 N N N N/A N/A 000000000 1.000000 NC USD 1538913.900000 0.9291312 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A ENHANCED RAFI INTERNATIONAL LARGE STRATEGY (ERAFI INTERNATIONAL LARGE) Y 2024-03-20 0.000000 USD 0.000000 USD 25461898.220000 USD 1538913.900000 N N N N/A N/A 000000000 1.000000 NC USD 960524.460000 0.5799241 N/A DE US N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 N/A ENHANCED RAFI INTERNATIONAL LARGE STRATEGY (ERAFI INTERNATIONAL LARGE) Y 2024-04-24 0.000000 USD 0.000000 USD 15904694.110000 USD 960524.460000 N N N N/A N/A 000000000 1.000000 NC USD 16047657.790000 9.6888983 N/A DE US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A ENHANCED RAFI INTERNATIONAL LARGE STRATEGY (ERAFI INTERNATIONAL LARGE) Y 2023-08-09 0.000000 USD 0.000000 USD 96212458.160000 USD 16047657.790000 N N N N/A N/A 000000000 1.000000 NC USD 358372.170000 0.2163700 N/A DE US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A ENHANCED RAFI INTERNATIONAL LARGE STRATEGY (ERAFI INTERNATIONAL LARGE) Y 2024-05-15 0.000000 USD 0.000000 USD 5941250.640000 USD 358372.170000 N N N N/A N/A 000000000 1.000000 NC USD 8121.790000 0.0049036 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-12-20 7968.290000 USD 0.000000 USD 700000.000000 USD 153.500000 N N N N/A N/A 000000000 -5.000000 NC 6902.060000 0.0041672 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short N/A GERMANY GOVT 2023-09-07 -729685.670000 EUR 6902.060000 N N N N/A N/A 000000000 -2.000000 NC -4454.190000 -0.0026893 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short N/A GERMANY GOVT 2023-09-07 -304663.140000 EUR -4454.190000 N N N N/A N/A 000000000 1.000000 NC 1943.220000 0.0011732 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 102812.010000 USD 96000.000000 EUR 2023-07-05 1943.220000 N N N N/A N/A 000000000 1.000000 NC -3020.910000 -0.0018239 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 94000.000000 GBP 116359.030000 USD 2023-07-05 -3020.910000 N N N N/A N/A 000000000 1.000000 NC -157.680000 -0.0000952 N/A DFE IL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 4052.000000 USD 14393.510000 ILS 2023-09-20 -157.680000 N N N N/A N/A 000000000 1.000000 NC -220.830000 -0.0001333 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 24797.000000 USD 3546218.000000 JPY 2023-07-05 -220.830000 N N N N/A N/A 000000000 1.000000 NC -405.130000 -0.0002446 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 55094.960000 CAD 41210.000000 USD 2023-08-16 -405.130000 N N N N/A N/A 000000000 1.000000 NC 221.830000 0.0001339 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 3531149.000000 JPY 24797.000000 USD 2023-08-02 221.830000 N N N ASSET BACKED SEC HOME EQTY LN 2004-HE3 N/A 04541GJT0 1264961.090000 PA USD 1200871.960000 0.7250358 Long ABS-MBS CORP US N 2 2034-06-25 Floating 5.96043 N N N N N N N/A N/A 000000000 1.000000 NC -31756.530000 -0.0191733 N/A DFE MX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 90742592.790000 MXN 5168162.250000 USD 2023-10-16 -31756.530000 N N N N/A N/A 000000000 1.000000 NC 1204.790000 0.0007274 N/A DFE SG N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 70509.830000 SGD 53364.000000 USD 2023-07-17 1204.790000 N N N N/A N/A 000000000 1.000000 NC -147.250000 -0.0000889 N/A DFE DK N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 463163.000000 USD 3159387.940000 DKK 2023-07-05 -147.250000 N N N N/A N/A 000000000 1.000000 NC 160.110000 0.0000967 N/A DFE DK N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3154119.470000 DKK 463163.000000 USD 2023-08-02 160.110000 N N N N/A N/A 000000000 1.000000 NC 420.490000 0.0002539 N/A DFE CN N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 54783.180000 CNY 7981.000000 USD 2023-08-16 420.490000 N N N N/A N/A 000000000 1.000000 NC 2411.170000 0.0014558 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 19739.670000 USD 379812.960000 MXN 2023-07-14 2411.170000 N N N N/A N/A 000000000 1.000000 NC -157.620000 -0.0000952 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 624068.550000 MXN 36010.880000 USD 2023-08-16 -157.620000 N N N N/A N/A 000000000 1.000000 NC -27597.600000 -0.0166623 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 1785000.000000 EUR 1920195.010000 USD 2023-07-05 -27597.600000 N N N N/A N/A 000000000 1.000000 NC 28.940000 0.0000175 N/A DFE AU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 8321.250000 USD 12535.000000 AUD 2023-07-05 28.940000 N N N 2023-08-17 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX