NPORT-P false 0000810893 XXXXXXXX S000009687 C000026560 C000026562 C000064140 C000200443 C000026559 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) S000009687 549300VONR8FK9YHCU32 2024-03-31 2023-06-30 N 2837057338.250000 710542395.470000 2126514942.780000 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 20050607.960000 EUR GBP USD DKK N MSCI EAFE Net Total Return USD Hedged Index M0EFHUSD N/A N/A 000000000 1.000000 NC 10064.850000 0.0004733 N/A DFE CH N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1175343.790000 USD 1061000.000000 CHF 2023-07-05 10064.850000 N N N AURIUM CLO IV DAC #N/A FIELD NOT APPLICABLE-4A N/A ACI21GDS9 9086750.280000 PA 9724592.320000 0.4573019 Long ABS-CBDO CORP IE N 2 2031-01-16 Floating 3.907 N N N N N N N/A N/A 000000000 1.000000 NC -735293.290000 -0.0345774 N/A DFE AU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 57882624.000000 AUD 37823227.000000 USD 2023-07-05 -735293.290000 N N N N/A N/A 000000000 1.000000 NC -99621.080000 -0.0046847 N/A DFE AU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 43037044.000000 AUD 28592348.770000 USD 2023-08-02 -99621.080000 N N N N/A N/A 000000000 1.000000 NC -758191.030000 -0.0356542 N/A DFE CH N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 175383895.600000 CHF 195190522.000000 USD 2023-07-05 -758191.030000 N N N N/A N/A 000000000 1.000000 NC 4981.500000 0.0002343 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 652000.000000 CNY 94962.610000 USD 2023-08-16 4981.500000 N N N N/A N/A 000000000 1.000000 NC -32966.610000 -0.0015503 N/A DFE NZ N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 5038326.000000 NZD 3059053.390000 USD 2023-07-05 -32966.610000 N N N N/A N/A 000000000 1.000000 NC -891.070000 -0.0000419 N/A DFE SE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 3358763.700000 SEK 310528.000000 USD 2023-07-05 -891.070000 N N N N/A N/A 000000000 1.000000 NC 92375.250000 0.0043440 N/A DFE BR N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1965246.890000 USD 9963212.160000 BRL 2023-09-05 92375.250000 N N N N/A N/A 000000000 -2000000.000000 NC USD -5881.600000 -0.0002766 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 1818.400000 N N N N/A N/A 000000000 -2000000.000000 NC USD -9539.600000 -0.0004486 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 -1839.600000 N N N BACARDI-MARTINI BV 5493002XXBV8B88K2408 05634FUK3 950000.000000 PA USD 947330.100000 0.0445485 Long DBT CORP US N 2 2023-07-19 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 44124.390000 0.0020750 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2053-09-20 132525.720000 EUR 0.000000 EUR 15200000.000000 EUR -88401.330000 N N N N/A N/A 000000000 1.000000 NC 55773.330000 0.0026228 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 -239839.060000 EUR 34200000.000000 EUR 295612.390000 N N N N/A N/A 000000000 1.000000 NC USD 29359.790000 0.0013807 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2023-08-31 0.000000 USD 0.000000 USD 4300000.000000 USD 29359.790000 N N N N/A N/A 000000000 1.000000 NC USD 3715610.050000 0.1747277 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-06-15 3096307.740000 USD 0.000000 USD 26500000.000000 USD 619302.310000 N N N N/A N/A 000000000 1.000000 NC USD -9877314.240000 -0.4644837 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2024-06-15 0.000000 USD -11006276.890000 USD 279200000.000000 USD 1128962.650000 N N N BANC OF AMERICA FUNDING CORP 2006-H N/A 05950PAU7 187148.550000 PA USD 149456.050000 0.0070282 Long ABS-MBS CORP US N 2 2036-10-20 Floating 5.53657 N N N N N N N/A N/A 000000000 1.000000 NC USD 1596516.920000 0.0750767 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2053-06-21 1072772.970000 USD 0.000000 USD 19900000.000000 USD 523743.950000 N N N N/A N/A 000000000 1.000000 NC USD -2284475.610000 -0.1074281 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2033-06-21 0.000000 USD -359408.810000 USD 49300000.000000 USD -1925066.800000 N N N N/A N/A 000000000 1.000000 NC USD 1782297.920000 0.0838131 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-06-21 1086723.650000 USD 0.000000 USD 41600000.000000 USD 695574.270000 N N N N/A N/A 000000000 1.000000 NC USD 1675916.710000 0.0788105 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-06-21 756659.730000 USD 0.000000 USD 56000000.000000 USD 919256.980000 N N N BANC OF AMERICA FUNDING CORP 2006-J N/A 05951EAM9 9608.460000 PA USD 8915.640000 0.0004193 Long ABS-MBS CORP US N 2 2047-01-20 Floating 4.41632 Y N N N N N N/A N/A 000000000 1.000000 NC USD 20619.820000 0.0009697 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-12-20 0.000000 USD -96558.410000 USD 14200000.000000 USD 117178.230000 N N N N/A N/A 000000000 1.000000 NC USD -62521.400000 -0.0029401 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-12-20 0.000000 USD -211215.030000 USD 19000000.000000 USD 148693.630000 N N N N/A N/A 000000000 1.000000 NC USD 150522.360000 0.0070784 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2025-05-31 0.000000 USD -1045.200000 USD 4300000.000000 USD 151567.560000 N N N N/A N/A 000000000 1.000000 NC 299252.290000 0.0140724 N/A DFE AU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 34982284.090000 USD 52963337.000000 AUD 2023-07-05 299252.290000 N N N N/A N/A 000000000 1.000000 NC -180623.260000 -0.0084939 N/A DFE GB N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 327561897.370000 USD 257780670.000000 GBP 2023-07-05 -180623.260000 N N N N/A N/A 000000000 1.000000 NC -188474.000000 -0.0088630 N/A DFE JP N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 5956518.630000 USD 832300000.000000 JPY 2023-07-05 -188474.000000 N N N N/A N/A 000000000 1.000000 NC -603656.640000 -0.0283871 N/A DFE JP N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 295269946.990000 USD 42518872366.000000 JPY 2023-07-05 -603656.640000 N N N N/A N/A 000000000 1.000000 NC 33586.790000 0.0015794 N/A DFE NZ N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 4352113.140000 USD 7146327.000000 NZD 2023-07-05 33586.790000 N N N N/A N/A 000000000 1.000000 NC -224373.620000 -0.0105512 N/A DFE AU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 18543001.000000 AUD 12128049.800000 USD 2023-07-05 -224373.620000 N N N N/A N/A 000000000 1.000000 NC -298860.200000 -0.0140540 N/A DFE AU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 52963337.000000 AUD 35010778.360000 USD 2023-08-02 -298860.200000 N N N N/A N/A 000000000 1.000000 NC 186415.360000 0.0087662 N/A DFE GB N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 257780670.000000 GBP 327633302.610000 USD 2023-08-02 186415.360000 N N N N/A N/A 000000000 1.000000 NC 613147.500000 0.0288334 N/A DFE JP N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 42338551009.000000 JPY 295269946.990000 USD 2023-08-02 613147.500000 N N N N/A N/A 000000000 1.000000 NC -33529.070000 -0.0015767 N/A DFE NZ N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 7146327.000000 NZD 4351662.920000 USD 2023-08-02 -33529.070000 N N N N/A N/A 000000000 1.000000 NC -266096.680000 -0.0125133 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 37273810.030000 USD 55554610.000000 AUD 2023-07-05 -266096.680000 N N N N/A N/A 000000000 1.000000 NC 118760.480000 0.0055847 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 16893989.630000 USD 25538911.000000 AUD 2023-07-05 118760.480000 N N N N/A N/A 000000000 1.000000 NC 13432.790000 0.0006317 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 2195914.900000 USD 3316591.000000 AUD 2023-07-05 13432.790000 N N N N/A N/A 000000000 1.000000 NC 7673.120000 0.0003608 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 5024014.000000 USD 4503611.560000 CHF 2023-07-05 7673.120000 N N N N/A N/A 000000000 1.000000 NC 71.180000 0.0000033 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 22331.000000 USD 423447.120000 ZAR 2023-08-17 71.180000 N N N N/A N/A 000000000 1.000000 NC 556.080000 0.0000261 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 16995.900000 USD 331768.470000 ZAR 2023-08-17 556.080000 N N N N/A N/A 000000000 1.000000 NC -48813.070000 -0.0022954 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 4244549.000000 AUD 2778694.000000 USD 2023-07-05 -48813.070000 N N N N/A N/A 000000000 1.000000 NC 265730.200000 0.0124960 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 55554610.000000 AUD 37302920.650000 USD 2023-08-02 265730.200000 N N N N/A N/A 000000000 1.000000 NC -118648.040000 -0.0055795 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 25538911.000000 AUD 16907652.940000 USD 2023-08-02 -118648.040000 N N N N/A N/A 000000000 1.000000 NC -13474.560000 -0.0006336 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 3316591.000000 AUD 2197632.900000 USD 2023-08-02 -13474.560000 N N N N/A N/A 000000000 1.000000 NC -49591.440000 -0.0023321 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 11418110.280000 CHF 12707361.000000 USD 2023-07-05 -49591.440000 N N N N/A N/A 000000000 1.000000 NC -7633.920000 -0.0003590 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 4490785.250000 CHF 5024014.000000 USD 2023-08-02 -7633.920000 N N N N/A N/A 000000000 1.000000 NC -52372.730000 -0.0024628 N/A DFE DK N 2 UBS AG BFM8T61CT2L1QCEMIK50 53692792.020000 DKK 7829357.180000 USD 2023-08-02 -52372.730000 N N N N/A N/A 000000000 1.000000 NC 87251.480000 0.0041030 N/A DFE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 9976832.580000 ILS 2786591.230000 USD 2023-09-20 87251.480000 N N N N/A N/A 000000000 1.000000 NC -163005.480000 -0.0076654 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 58340792.000000 NOK 5272337.000000 USD 2023-07-05 -163005.480000 N N N N/A N/A 000000000 1.000000 NC -1141.260000 -0.0000537 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 5495026.190000 NOK 511323.000000 USD 2023-08-02 -1141.260000 N N N N/A N/A 000000000 1.000000 NC 5852.910000 0.0002752 N/A DFE TR N 2 UBS AG BFM8T61CT2L1QCEMIK50 1241476.540000 TRY 53253.000000 USD 2023-07-31 5852.910000 N N N N/A N/A 000000000 1.000000 NC 8357.650000 0.0003930 N/A DFE TR N 2 UBS AG BFM8T61CT2L1QCEMIK50 1640719.510000 TRY 71001.000000 USD 2023-07-31 8357.650000 N N N N/A N/A 000000000 1.000000 NC 12468.340000 0.0005863 N/A DFE TR N 2 UBS AG BFM8T61CT2L1QCEMIK50 2231939.780000 TRY 97684.730000 USD 2023-07-31 12468.340000 N N N N/A N/A 000000000 255.000000 NC USD -273291.660000 -0.0128516 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-09-20 28637695.440000 USD -273291.660000 N N N N/A N/A 000000000 372.000000 NC USD -676970.830000 -0.0318348 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-09-29 75659859.100000 USD -676970.830000 N N N N/A N/A 000000000 -416.000000 NC USD 871606.890000 0.0409876 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-09-29 -44568875.100000 USD 871606.890000 N N N N/A N/A 000000000 -874.000000 NC USD -45333.820000 -0.0021318 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-09-20 -111120906.250000 USD -45333.820000 N N N N/A N/A 000000000 179.000000 NC USD 293458.870000 0.0138000 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-09-20 24453078.130000 USD 293458.870000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKN8 2400000.000000 PA USD 2421238.780000 0.1138595 Long DBT CORP US N 2 2026-04-02 Floating 6.39089 N N N N N N BANK OF AMERICA CREDIT CARD TRUST 2023-A1 N/A 05522RDG0 5400000.000000 PA USD 5366155.500000 0.2523451 Long ABS-MBS CORP US N 2 2028-05-15 Fixed 4.79 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 200000.000000 PA USD 136380.000000 0.0064133 Long DBT CORP GB N 2 2028-03-15 Floating 4.375 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 1300000.000000 PA USD 1249442.860000 0.0587554 Long DBT CORP GB N 2 2026-01-12 Fixed 4.375 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAE5 400000.000000 PA USD 383644.320000 0.0180410 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBH7 900000.000000 PA USD 879851.170000 0.0413753 Long DBT CORP GB N 2 2025-05-07 Floating 3.932 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 1400000.000000 PA USD 1324309.410000 0.0622760 Long DBT CORP GB N 2 2029-05-16 Floating 4.972 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSY8 39362.510000 PA USD 37173.950000 0.0017481 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.19478 N N N N N N BEAR STEARNS ALT-A TRUST 2005-5 N/A 07386HUJ8 1828857.060000 PA USD 1281966.250000 0.0602848 Long ABS-MBS CORP US N 2 2035-07-25 Variable 4.63553 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-R1 N/A 073866BN4 356804.210000 PA USD 248486.730000 0.0116852 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.93167 Y N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD4 N/A 07389NAA3 132964.220000 PA USD 131238.030000 0.0061715 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.65522 N N N N N N BEAR STEARNS ASSETBACKED SEC 2006-3 N/A 07388GAD3 1532032.120000 PA USD 1519306.750000 0.0714459 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.82543 N N N N N N BHG SECURITIZATION TRUST 2022-C N/A 08860DAA1 3619275.390000 PA USD 3579843.750000 0.1683432 Long ABS-O CORP US N 2 2035-10-17 Fixed 5.32 N N N N N N BNPP AM EURO CLO 2019 BV 19-1A N/A ACI21M4V9 6000000.000000 PA 6397688.840000 0.3008532 Long ABS-CBDO CORP IE N 2 2032-07-22 Floating 4.031 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756CB4 5058000.000000 PA USD 3736359.670000 0.1757034 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 2100000.000000 PA USD 1757113.370000 0.0826288 Long DBT CORP US N 2 2033-04-15 Fixed 3.419 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 1900000.000000 PA USD 1559265.270000 0.0733249 Long DBT CORP US N 2 2034-04-15 Fixed 3.469 N N N N N N CALIFORNIA STATE PUBLIC WORKS BOARD N/A 130685C81 1265000.000000 PA USD 1493303.280000 0.0702230 Long DBT MUN US N 2 2035-03-01 Fixed 7.804 N N N N N N CAPITAL FOUR US CLO 2022-1A N/A 14016CAA4 5250687.880000 PA USD 5267336.920000 0.2476981 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 5164001.950000 PA USD 5164956.770000 0.2428836 Long ABS-O CORP US N 2 2025-09-15 Floating 5.71662 N N N N N N CARLYLE EURO CLO 2019-2 DAC 19-2A N/A ACI1ZPM05 3500000.000000 PA 3733415.060000 0.1755650 Long ABS-CBDO CORP IE N 2 2032-08-15 Floating 4.213 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A N/A ACI1YDTG1 3633734.650000 PA 3881955.110000 0.1825501 Long ABS-CBDO CORP IE N 2 2031-01-15 Floating 3.877 N N N N N N CARMAX AUTO OWNER TRUST 2022-4 N/A 14318UAC5 5976209.600000 PA USD 5986574.740000 0.2815205 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 1612754.040000 PA USD 1612923.700000 0.0758482 Long ABS-O CORP US N 2 2024-12-16 Fixed 6.62 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2023-N1 N/A 14688FAB2 5632638.210000 PA USD 5615175.910000 0.2640553 Long ABS-O CORP US N 2 2027-04-12 Fixed 6.36 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2023-P2 N/A 14686TAA6 1709511.920000 PA USD 1710179.310000 0.0804217 Long ABS-O CORP US N 2 2024-06-10 Fixed 5.588 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2023-P2 N/A 14686TAC2 5270000.000000 PA USD 5189176.650000 0.2440226 Long ABS-O CORP US N 2 2028-04-10 Fixed 5.42 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2023-P2 N/A 14686TAD0 2120000.000000 PA USD 2074102.850000 0.0975353 Long ABS-O CORP US N 2 2029-03-12 Fixed 5.38 N N N N N N CBAM 2018-5 LTD 5A N/A 12481QAC9 5675000.000000 PA USD 5608193.790000 0.2637270 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 6.28029 N N N N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPCL5 500000.000000 PA USD 393175.100000 0.0184892 Long DBT CORP US N 2 2033-06-01 Fixed 4.5 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CA0 2300000.000000 PA USD 1507138.710000 0.0708736 Long DBT CORP US N 2 2052-06-01 Fixed 3.9 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AY0 1260000.000000 PA USD 1235993.130000 0.0581229 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAJ4 1200000.000000 PA USD 1087583.120000 0.0511439 Long DBT CORP US N 2 2029-11-15 Fixed 3.7 N N N N N N CIM TRUST 2023-R2 N/A 17181KAA8 10391212.000000 PA USD 10258062.130000 0.4823884 Long ABS-MBS CORP US N 2 2064-08-25 Variable 5.5 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2022-A N/A 17330VAA4 8511922.970000 PA USD 8370558.660000 0.3936280 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-WFH2 N/A 17309MAF0 12718285.390000 PA USD 12417602.230000 0.5839415 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.57043 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-10 N/A 17313QAL2 1665087.330000 PA USD 1462145.820000 0.0687578 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-AR1 N/A 17310UAB8 3293377.320000 PA USD 2811109.640000 0.1321933 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.47043 N N N N N N CITIZENS AUTO RECEIVABLES TRUST 2023-1 N/A 17331KAB5 5300000.000000 PA USD 5294794.080000 0.2489893 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 4300000.000000 PA USD 4291204.570000 0.2017952 Long ABS-O CORP US N 2 2026-07-15 Floating 6.01655 N N N N N N COLLEGE AVE STUDENT LOANS LLC 2021-C N/A 19424WAB3 5677916.850000 PA USD 4890396.030000 0.2299723 Long ABS-O CORP US N 2 2055-07-26 Fixed 2.32 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 20600HU69 6600000.000000 PA USD 6594011.620000 0.3100854 Long DBT CORP US N 2 2023-07-06 None 0 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 20600HUL6 1300000.000000 PA USD 1295840.000000 0.0609373 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 5500000.000000 PA USD 5486221.730000 0.2579912 Long DBT CORP US N 2 2023-07-17 None 0 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 20911MUR6 1650000.000000 PA USD 1643840.010000 0.0773021 Long DBT CORP US N 2 2023-07-25 None 0 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21037DU36 550000.000000 PA USD 549750.710000 0.0258522 Long DBT CORP US N 2 2023-07-03 None 0 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21037DU51 350000.000000 PA USD 349735.460000 0.0164464 Long DBT CORP US N 2 2023-07-05 None 0 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21037DUB8 600000.000000 PA USD 598988.550000 0.0281676 Long DBT CORP US N 2 2023-07-11 None 0 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21037DUJ1 550000.000000 PA USD 548448.450000 0.0257910 Long DBT CORP US N 2 2023-07-18 None 0 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21037DUM4 300000.000000 PA USD 299003.380000 0.0140607 Long DBT CORP US N 2 2023-07-21 None 0 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 21038QUD4 250000.000000 PA USD 249464.380000 0.0117311 Long DBT CORP US N 2 2023-07-13 None 0 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-J3 N/A 12667GDA8 901760.430000 PA USD 683124.010000 0.0321241 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.5 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-HY4 N/A 02150QAA4 257585.930000 PA USD 194475.780000 0.0091453 Long ABS-MBS CORP US N 2 2037-06-25 Variable 3.70633 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9 N/A 02146YAC0 242977.370000 PA USD 195389.430000 0.0091882 Long ABS-MBS CORP US N 2 2046-07-20 Floating 5.36657 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1 N/A 126694A32 423487.640000 PA USD 346865.390000 0.0163114 Long ABS-MBS CORP US N 2 2046-03-20 Floating 5.57657 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-45 N/A 12667G6K4 157020.650000 PA USD 114089.850000 0.0053651 Long ABS-MBS CORP US N 2 2035-10-20 Floating 6.0262 N N N N N N COUNTRYWIDE ASSET BACKED CERTIFICATES 2007-BC3 N/A 23246LAA7 1109862.340000 PA USD 1051186.360000 0.0494324 Long ABS-MBS CORP US N 2 2047-11-25 Floating 5.33043 Y N N N N N COUNTRYWIDE ASSET BACKED CERTS 2006-22 N/A 12666BAA3 2974569.150000 PA USD 2591923.550000 0.1218860 Long ABS-MBS CORP US N 2 2035-06-25 Floating 5.29043 Y N N N N N COUNTRYWIDE ASSET BACKED CERTS 2006-BC5 N/A 12666SAA6 1966439.680000 PA USD 1870515.380000 0.0879615 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.43043 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2006-5 N/A 126670YE2 415816.980000 PA USD 414830.330000 0.0195075 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.55043 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-10 N/A 23246BAK7 1849158.850000 PA USD 1777081.780000 0.0835678 Long ABS-MBS CORP US N 2 2047-06-25 Floating 5.40043 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-6 N/A 12669LAD2 531372.840000 PA USD 532956.810000 0.0250625 Long ABS-MBS CORP US N 2 2037-09-25 Floating 5.37043 Y N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-9 N/A 12670FAA8 2185873.780000 PA USD 1891657.360000 0.0889558 Long ABS-MBS CORP US N 2 2047-06-25 Floating 5.35043 Y N N N N N COUNTRYWIDE ASSET-BACKED CERTIFICAT 2007-3 N/A 12668UAG6 3579782.800000 PA USD 3113884.450000 0.1464313 Long ABS-MBS CORP US N 2 2047-05-25 Floating 5.36043 Y N N N N N COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8 N/A 1266735Z1 4948000.000000 PA USD 4707451.500000 0.2213693 Long ABS-MBS CORP US N 2 2035-12-25 Floating 6.18543 Y N N N N N COUNTRYWIDE HOME LOANS 2005-2 N/A 12669GPR6 24643.170000 PA USD 23075.310000 0.0010851 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.79043 N N N N N N COUNTRYWIDE HOME LOANS 2005-3 N/A 12669GTQ4 39607.690000 PA USD 36598.930000 0.0017211 Long ABS-MBS CORP US N 2 2035-04-25 Floating 5.73043 N N N N N N CQS US CLO 2022-2A LTD N/A 12664BAE7 5970000.000000 PA USD 6014306.830000 0.2828246 Long ABS-CBDO CORP JE N 2 2031-07-20 Floating 8.44845 N N N N N N CREDIT BASED ASSET SRVC & SEC 2006-CB1 N/A 81375WHJ8 6594946.200000 PA USD 5275162.270000 0.2480661 Long ABS-MBS CORP US N 2 2036-01-25 Variable 6.12 N N N N N N CREDIT SUISSE AG/ LONDON BRANCH ANGGYXNX0JLX3X63JN86 ACI2018R1 900000.000000 PA 981422.310000 0.0461517 Long DBT CORP CH N 2 2023-09-01 Floating 4.474 N N N N N N CREDIT SUISSE AG/ ZURICH BRANCH ANGGYXNX0JLX3X63JN86 22546DAA4 200000.000000 PA USD 199272.000000 0.0093708 Long DBT CORP CH N 2 2023-08-08 Fixed 6.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 952NPG006 2800000.000000 PA USD 112000.000000 0.0052668 Long DBT CORP US N 3 2060-12-31 None 0 Y N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 952NPL005 2500000.000000 PA USD 100000.000000 0.0047025 Long DBT CORP US N 3 2060-12-31 None 0 Y N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 952NPH004 1300000.000000 PA USD 52000.000000 0.0024453 Long DBT CORP US N 3 2060-12-31 None 0 Y N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 952NPKII9 3700000.000000 PA USD 148000.000000 0.0069597 Long DBT CORP US N 3 2060-12-31 None 0 Y N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 952NPHII6 800000.000000 PA USD 32000.000000 0.0015048 Long DBT CORP US N 3 2060-12-31 None 0 Y N N N N N CREDIT SUISSE MORTGAGE CAP CERT 2009-3R N/A 22943YUN7 781443.300000 PA USD 551211.970000 0.0259209 Long ABS-MBS CORP US N 2 2037-01-27 Floating 5.45043 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22823QUL3 250000.000000 PA USD 249224.720000 0.0117199 Long DBT CORP US N 2 2023-07-20 None 0 N N N N N N CROWN POINT CLO 10 LTD N/A 22846FAE8 2150000.000000 PA USD 2079505.410000 0.0977894 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.95043 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-AR15 N/A 22541QCT7 11225.690000 PA USD 10184.730000 0.0004789 Long ABS-MBS CORP US N 3 2033-06-25 Floating 4.31059 N N N N N N CSMC 2021-RPL3 TRUST N/A 12661GAA7 7269482.090000 PA USD 6143909.650000 0.2889192 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2 N N N N N N CSMC 2021-RPL7 TRUST N/A 12598JAC5 3832742.250000 PA USD 3535060.440000 0.1662373 Long ABS-MBS CORP US N 2 2061-07-27 Fixed 1.92598 N N N N N N CSMC 2022-RPL4 N/A 12663TAA7 1844854.360000 PA USD 1695662.460000 0.0797390 Long ABS-MBS CORP US N 2 2062-04-25 Variable 3.90435 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 12665KU61 500000.000000 PA USD 499568.840000 0.0234924 Long DBT CORP US N 2 2023-07-06 None 0 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DJ6 2332000.000000 PA USD 2140462.000000 0.1006559 Long DBT CORP US N 2 2030-04-01 Fixed 3.75 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAH7 1500000.000000 PA USD 1446294.780000 0.0680124 Long DBT CORP US N 2 2024-02-15 Fixed 1.625 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAF1 1000000.000000 PA USD 941474.000000 0.0442731 Long DBT CORP US N 2 2025-03-20 Fixed 2.625 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAG9 1100000.000000 PA USD 992569.600000 0.0466759 Long DBT CORP US N 2 2028-03-20 Fixed 3.375 N N N N N N DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 23384HUM0 1250000.000000 PA USD 1246046.250000 0.0585957 Long DBT CORP US N 2 2023-07-21 None 0 N N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2005-1 N/A 251510DG5 176443.350000 PA USD 163774.440000 0.0077015 Long ABS-MBS CORP US N 3 2035-02-25 Floating 5.65043 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 ACI1QTHL7 100000.000000 PA 100311.910000 0.0047172 Long DBT CORP DE N 2 2026-09-03 Floating 1.375 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 2574P1UX8 300000.000000 PA USD 298610.170000 0.0140422 Long DBT CORP US N 2 2023-07-31 None 0 N N N N N N DSLA MORTGAGE LOAN TRUST 2004-AR3 N/A 23332UBF0 9705.460000 PA USD 8847.830000 0.0004161 Long ABS-MBS CORP US N 2 2044-07-19 Floating 5.23536 N N N N N N DSLA MORTGAGE LOAN TRUST 2005-AR4 N/A 23332UEM2 113151.020000 PA USD 96639.280000 0.0045445 Long ABS-MBS CORP US N 2 2045-08-19 Floating 5.67657 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26244JUA5 850000.000000 PA USD 848763.960000 0.0399134 Long DBT CORP US N 2 2023-07-10 None 0 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26244JUD9 1050000.000000 PA USD 1048003.690000 0.0492827 Long DBT CORP US N 2 2023-07-13 None 0 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26244JV89 750000.000000 PA USD 745552.370000 0.0350598 Long DBT CORP US N 2 2023-08-08 None 0 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 28504HUE2 3350000.000000 PA USD 3342932.440000 0.1572024 Long DBT CORP FR N 2 2023-07-14 None 0 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 28504HV43 5250000.000000 PA USD 5221503.420000 0.2455428 Long DBT CORP FR N 2 2023-08-04 None 0 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 28504DAB9 1800000.000000 PA USD 1798414.000000 0.0845710 Long DBT CORP FR N 2 2028-05-23 Fixed 5.7 N N N N N N ENBRIDGE (US) INC 5493003FRODSVHJWFS32 29251VUC8 2300000.000000 PA USD 2295844.660000 0.1079628 Long DBT CORP US N 2 2023-07-12 None 0 N N N N N N ENBRIDGE (US) INC 5493003FRODSVHJWFS32 29251VUH7 250000.000000 PA USD 249355.890000 0.0117260 Long DBT CORP US N 2 2023-07-17 None 0 N N N N N N ENBRIDGE (US) INC 5493003FRODSVHJWFS32 29251VUL8 2000000.000000 PA USD 1993902.220000 0.0937638 Long DBT CORP US N 2 2023-07-20 None 0 N N N N N N ENBRIDGE (US) INC 5493003FRODSVHJWFS32 29251VUS3 550000.000000 PA USD 547798.990000 0.0257604 Long DBT CORP US N 2 2023-07-26 None 0 N N N N N N ENEL FINANCE AMERICA LLC 549300EGNLVUJX1DEC60 29279HUQ6 750000.000000 PA USD 747327.000000 0.0351433 Long DBT CORP US N 2 2023-07-24 None 0 N N N N N N ENEL FINANCE AMERICA LLC 549300EGNLVUJX1DEC60 29279HUS2 350000.000000 PA USD 348644.600000 0.0163951 Long DBT CORP US N 2 2023-07-26 None 0 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29366GUH2 1300000.000000 PA USD 1296732.880000 0.0609793 Long DBT CORP US N 2 2023-07-17 None 0 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29366GUE9 250000.000000 PA USD 249485.210000 0.0117321 Long DBT CORP US N 2 2023-07-14 None 0 N N N N N N ENTERPRISE FLEET FINANCING LLC 2022-1 N/A 29375JAB0 5495772.580000 PA USD 5353738.730000 0.2517612 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 2810210.300000 PA USD 2807825.560000 0.1320388 Long ABS-O CORP US N 2 2024-03-20 Fixed 5.33 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 2235000.000000 PA USD 2093704.100000 0.0984571 Long DBT CORP US N 2 2028-04-20 Fixed 4.35 N N N N N N EUROPEAN LOAN CONDUIT 36A N/A ACI1G9KP9 3344566.830000 PA 3573498.460000 0.1680448 Long ABS-MBS CORP IE N 2 2030-02-17 Floating 4.358 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 ACI11PCM5 2100000.000000 PA 2064481.430000 0.0970829 Long DBT CORP CA N 2 2028-03-29 Fixed 2.75 N N N N N N FANNIE MAE 1994-77 N/A 31359HA87 681.550000 PA USD 683.690000 0.0000322 Long ABS-MBS USGSE US N 2 2024-04-25 Floating 6.65043 N N N N N N FANNIE MAE 2004-11 N/A 31393T7H3 552.390000 PA USD 550.980000 0.0000259 Long ABS-MBS USGSE US N 2 2034-03-25 Floating 5.258 N N N N N N FANNIE MAE 2006-15 N/A 31395BVE0 31521.990000 PA USD 30840.710000 0.0014503 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 5.10337 N N N N N N FANNIE MAE-1993-202 N/A 31359FDB1 376.920000 PA USD 373.830000 0.0000176 Long ABS-MBS USGSE US N 2 2023-11-25 Floating 6.625 N N N N N N FANNIEMAE WHOLE LOAN 2003-W6 N/A 31393BX75 69925.400000 PA USD 68910.390000 0.0032405 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 5.50043 N N N N N N FHF TRUST 2023-1A N/A 30331GAC5 6200000.000000 PA USD 6142295.980000 0.2888433 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.57 N N N N N N FHLMC PASS THRU POOLS N/A 3128NHK36 8598.810000 PA USD 8574.370000 0.0004032 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.622 N N N N N N FHLMC PASS THRU POOLS N/A 3132XWE64 43058.230000 PA USD 41087.670000 0.0019322 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-61 N/A 31395A3J2 77109.860000 PA USD 71676.660000 0.0033706 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 5.3762 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-62 N/A 31395HHV5 17559.960000 PA USD 16143.450000 0.0007592 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 5.1762 N N N N N N FIRST FRANKLIN MTG LN ABS CERT 2004-FF7 N/A 32027NLA7 254.640000 PA USD 254.920000 0.0000120 Long ABS-MBS CORP US N 3 2034-09-25 Floating 6.02043 N N N N N N FIRST HORIZON ALT MTGE SEC 2005-AA1 N/A 32051GGD1 33067.090000 PA USD 20688.810000 0.0009729 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.38551 Y N N N N N FNMA PASS THRU POOLS N/A 31388JK53 182.450000 PA USD 178.930000 0.0000084 Long ABS-MBS USGSE US N 2 2031-09-01 Floating 4.548 N N N N N N FNMA PASS THRU POOLS N/A 31390NF56 6128.960000 PA USD 6059.110000 0.0002849 Long ABS-MBS USGSE US N 2 2032-07-01 Floating 5.903 N N N N N N FNMA PASS THRU POOLS N/A 31402C7G1 13262.690000 PA USD 12988.580000 0.0006108 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 4.002 N N N N N N FNMA PASS THRU POOLS N/A 31402RN62 7953.970000 PA USD 7800.880000 0.0003668 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 3.952 N N N N N N FNMA PASS THRU POOLS N/A 31406J3J0 9954.490000 PA USD 9733.110000 0.0004577 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 4.175 N N N N N N FNMA PASS THRU POOLS N/A 31406L3C0 14851.390000 PA USD 14562.790000 0.0006848 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 4.3 N N N N N N FNMA PASS THRU POOLS N/A 31407EYE7 86634.240000 PA USD 85314.940000 0.0040120 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.321 N N N N N N FNMA PASS THRU POOLS N/A 31407PL97 32567.890000 PA USD 31974.870000 0.0015036 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 3.908 N N N N N N FNMA PASS THRU POOLS N/A 31407UMR5 25775.110000 PA USD 26332.820000 0.0012383 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 4.536 N N N N N N FNMA PASS THRU POOLS N/A 31408GB71 34212.060000 PA USD 33485.260000 0.0015747 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 4.047 N N N N N N FNMA PASS THRU POOLS N/A 31410B4N1 13675.010000 PA USD 13403.290000 0.0006303 Long ABS-MBS USGSE US N 2 2036-08-01 Floating 4.56 N N N N N N FNMA PASS THRU POOLS N/A 31414AGW6 1630.160000 PA USD 1623.540000 0.0000763 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31419FVG8 39820.060000 PA USD 38885.660000 0.0018286 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 8790351.710000 PA USD 84695038.770000 3.9828095 Long STIV RF US N 1 N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 1741734.640000 PA USD 16934885.870000 0.7963681 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3140JANZ7 1712822.820000 PA USD 1581861.020000 0.0743875 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.5 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZQ9 200000.000000 PA USD 198769.260000 0.0093472 Long DBT CORP US N 2 2024-03-18 Fixed 5.584 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZX4 200000.000000 PA USD 193715.720000 0.0091095 Long DBT CORP US N 2 2024-11-01 Fixed 4.063 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B28 500000.000000 PA USD 465402.200000 0.0218857 Long DBT CORP US N 2 2025-11-13 Fixed 3.375 N N N N N N FORT CRE 2022-FL3 N/A 34706CAA7 10800000.000000 PA USD 10428139.690000 0.4903864 Long ABS-CBDO CORP US N 2 2039-02-23 Floating 6.91655 N N N N N N FREDDIE MAC REMICS 4273 N/A 3137B66E6 761682.410000 PA USD 745149.640000 0.0350409 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 5.59329 N N N N N N FREMONT HOME LOAN TRUST 2005-E N/A 35729PNC0 235817.850000 PA USD 218982.270000 0.0102977 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.81043 N N N N N N FREMONT HOME LOAN TRUST 2006-C N/A 35729TAA0 2048199.460000 PA USD 1803904.160000 0.0848291 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.28543 N N N N N N GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A N/A 36361UAQ3 3100000.000000 PA USD 3026710.020000 0.1423319 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.91029 N N N N N N GE-WMC MORTGAGE SECURITIES LLC 2006-1 N/A 36829JAA9 5928.230000 PA USD 2529.940000 0.0001190 Long ABS-MBS CORP US N 3 2036-08-25 Floating 5.23043 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XDC7 100000.000000 PA USD 100078.530000 0.0047062 Long DBT CORP US N 2 2023-11-17 Floating 6.27466 N N N N N N GLG EURO CLO III DAC A N/A ACI1VVSK6 806013.540000 PA 863596.210000 0.0406109 Long ABS-CBDO CORP IE N 2 2030-10-15 Floating 3.857 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37961DUM0 8150000.000000 PA USD 8122221.380000 0.3819499 Long DBT CORP US N 2 2023-07-21 None 0 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37961DUU2 1850000.000000 PA USD 1841556.600000 0.0865997 Long DBT CORP US N 2 2023-07-28 None 0 N N N N N N GLS AUTO RECEIVABLES ISSUER TRUST 2022-2A N/A 36265NAB9 4462639.830000 PA USD 4416000.780000 0.2076638 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 7000000.000000 PA USD 6976095.000000 0.3280529 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 7470000.000000 PA USD 7454858.310000 0.3505669 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 3030000.000000 PA USD 3017093.720000 0.1418797 Long ABS-O CORP US N 2 2028-10-16 Fixed 5.96 N N N N N N GNMA PASS THRU POOLS N/A 36202KP33 2531.300000 PA USD 2482.940000 0.0001168 Long ABS-MBS USGSE US N 2 2024-11-20 Floating 2.75 N N N N N N GNMA PASS THRU POOLS N/A 21H050680 9600000.000000 PA USD 9431250.050000 0.4435073 Long ABS-MBS USGSE US N 2 2053-08-21 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36183XMV9 674300.250000 PA USD 635771.760000 0.0298974 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183XQ86 993215.160000 PA USD 937386.390000 0.0440809 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 3.5 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION N/A 38122NB76 710000.000000 PA USD 654301.780000 0.0307687 Long DBT MUN US N 2 2046-06-01 Fixed 3 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZS6 5500000.000000 PA USD 5586992.180000 0.2627300 Long DBT CORP US N 2 2028-03-15 Floating 6.91477 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H18 N/A 38375BUL4 391276.450000 PA USD 389116.210000 0.0182983 Long ABS-MBS USGSE US N 2 2062-08-20 Floating 5.61386 N N N N N N GREENPOINT MORTGAGE FUND TRUST 2006-OH1 N/A 39539GAA0 4573474.500000 PA USD 3971861.370000 0.1867780 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.51043 N N N N N N GRIFFITH PARK CLO DAC 1A N/A ACI21WN53 6850000.000000 PA 7333599.590000 0.3448647 Long ABS-CBDO CORP IE N 2 2031-11-21 Floating 4.103 N N N N N N GSAA HOME EQUITY TRUST 2005-10 N/A 362341JL4 2647388.990000 PA USD 2534503.000000 0.1191858 Long ABS-MBS CORP US N 2 2035-06-25 Floating 6.21543 Y N N N N N GSAMP TRUST 2005-HE3 N/A 362341BT5 6730000.000000 PA USD 6440673.940000 0.3028746 Long ABS-MBS CORP US N 2 2035-06-25 Floating 6.95043 N N N N N N GSAMP TRUST 2006-HE2 N/A 362334LJ1 3951673.650000 PA USD 3815996.100000 0.1794484 Long ABS-MBS CORP US N 2 2046-03-25 Floating 5.63043 N N N N N N GSAMP TRUST 2006-HE3 N/A 36244KAE5 11663475.110000 PA USD 10956502.900000 0.5152328 Long ABS-MBS CORP US N 2 2046-05-25 Floating 5.65043 N N N N N N GSAMP TRUST 2006-S1 N/A 3623413A5 44634.050000 PA USD 4571.250000 0.0002150 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.33043 N N N N N N GSMSC PASS-THROUGH TRUST 2009-4R N/A 36190GAE8 2616941.300000 PA USD 1740559.320000 0.0818503 Long ABS-MBS CORP US N 2 2036-12-26 Floating 5.588 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR6 N/A 362341RX9 12613.330000 PA USD 11935.270000 0.0005613 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.07002 N N N N N N HALEON UK CAPITAL PLC 5493004B26DRJNN0OV17 40555MUJ3 250000.000000 PA USD 249323.000000 0.0117245 Long DBT CORP GB N 2 2023-07-18 None 0 N N N N N N HALEON UK CAPITAL PLC 5493004B26DRJNN0OV17 40555MUQ7 250000.000000 PA USD 249089.000000 0.0117135 Long DBT CORP GB N 2 2023-07-24 None 0 N N N N N N HALSEYPOINT CLO 2 LTD N/A 40638TAC6 1500000.000000 PA USD 1479722.700000 0.0695844 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 6.69043 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-12 N/A 41162DAD1 4473956.400000 PA USD 4398013.670000 0.2068179 Long ABS-MBS CORP US N 2 2036-12-19 Floating 5.63657 Y N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2007-4 N/A 41164YAB7 5033010.410000 PA USD 4777932.910000 0.2246837 Long ABS-MBS CORP US N 2 2047-07-19 Floating 5.37657 N N N N N N HARVEST CLO XVI DAC 16A N/A ACI1VVSJ9 2000000.000000 PA 2130568.670000 0.1001906 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 3.817 N N N N N N HOME EQUITY LOAN TRUST 2007-FRE1 N/A 43710XAE8 10740000.000000 PA USD 8867301.640000 0.4169875 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.49043 N N N N N N HOMEBANC MORTGAGE TRUST 2006-1 N/A 43739ECR6 242326.640000 PA USD 212043.470000 0.0099714 Long ABS-MBS CORP US N 2 2037-04-25 Floating 3.91211 Y N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AW9 1000000.000000 PA USD 967016.290000 0.0454742 Long DBT CORP GB N 2 2026-03-08 Fixed 4.3 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 600000.000000 PA USD 498197.000000 0.0234279 Long DBT CORP GB N 2 2031-06-04 Floating 2.848 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 1300000.000000 PA USD 1250812.780000 0.0588198 Long DBT CORP GB N 2 2026-09-12 Floating 4.292 N N N N N N HSI ASSET SEC CORP TRUST 2006-OPT4 N/A 40430KAH4 13550767.650000 PA USD 12139256.000000 0.5708521 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.61543 N N N N N N HSI ASSET SEC CORP TRUST 2006-WMC1 N/A 40430MAC1 3821788.680000 PA USD 1703900.150000 0.0801264 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.35043 N N N N N N HSI ASSET SECUR CORP TRUST 2007-OPT1 N/A 40431JAA1 8704858.200000 PA USD 7315823.110000 0.3440288 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.29043 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 44486JUD9 250000.000000 PA USD 249501.400000 0.0117329 Long DBT CORP US N 2 2023-07-13 None 0 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 44486JUJ6 300000.000000 PA USD 299169.300000 0.0140685 Long DBT CORP US N 2 2023-07-18 None 0 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 44486JUL1 250000.000000 PA USD 249230.000000 0.0117201 Long DBT CORP US N 2 2023-07-20 None 0 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 44486JUT4 2350000.000000 PA USD 2340189.930000 0.1100481 Long DBT CORP US N 2 2023-07-27 None 0 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AN2 3400000.000000 PA USD 3237429.480000 0.1522411 Long DBT CORP US N 2 2024-10-01 Fixed 1.8 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452152GS4 3250000.000000 PA USD 3506026.230000 0.1648719 Long DBT MUN US N 2 2035-07-01 Fixed 7.35 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAA1 300000.000000 PA USD 289954.470000 0.0136352 Long DBT CORP GB N 2 2024-07-26 Fixed 3.125 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAB9 400000.000000 PA USD 372800.370000 0.0175310 Long DBT CORP GB N 2 2026-07-26 Fixed 3.5 N N N N N N INDYMAC IMSC MORTGAGE LOAN TRUST 2007-AR2 N/A 45670EAA1 12302566.820000 PA USD 8509312.700000 0.4001530 Long ABS-MBS CORP US N 2 2047-03-25 Floating 5.30043 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR4 N/A 45661EAV6 428227.250000 PA USD 380908.820000 0.0179124 Long ABS-MBS CORP US N 2 2046-05-25 Floating 5.57043 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2007-AR7 N/A 45670CAA5 156111.530000 PA USD 61760.980000 0.0029043 Long ABS-MBS CORP US N 2 2037-06-25 Floating 5.45043 Y N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR10 N/A 45660N2Y0 2326.460000 PA USD 2038.740000 0.0000959 Long ABS-MBS CORP US N 3 2034-05-25 Floating 5.93043 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR11 N/A 45660N6S9 5349.060000 PA USD 5079.600000 0.0002389 Long ABS-MBS CORP US N 2 2034-12-25 Floating 3.91643 N N N N N N INEOS FINANCE PLC 2138002D68XDR4LZCG32 ACI0YJHL2 3400000.000000 PA 3487476.290000 0.1639996 Long DBT CORP GB N 2 2025-11-15 Fixed 2.125 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AZ6 600000.000000 PA USD 400681.250000 0.0188422 Long DBT CORP NL N 2 2031-05-16 Floating 4.25 N N N N Y ING GROEP NV EUR XXXX N N N INTERCONTINENTAL HOTELS GROUP PLC 2138007ZFQYRUSLU3J98 ACI168Q27 800000.000000 PA 810916.370000 0.0381336 Long DBT CORP GB N 2 2027-05-15 Fixed 2.125 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 4595A3UU9 400000.000000 PA USD 398315.330000 0.0187309 Long DBT CORP US N 2 2023-07-28 None 0 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 4595A3U54 3600000.000000 PA USD 3597399.010000 0.1691688 Long DBT CORP US N 2 2023-07-05 None 0 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12 N/A 46651QAA5 1047592.570000 PA USD 934230.380000 0.0439325 Long ABS-MBS CORP US N 2 2031-12-15 Floating 6.643 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP N/A 466317AG9 6171274.130000 PA USD 5718503.180000 0.2689143 Long ABS-MBS CORP US N 2 2037-04-15 Floating 6.25379 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849CJL6 3250000.000000 PA USD 3254693.650000 0.1530529 Long DBT CORP US N 2 2024-06-28 Floating 6.22031 N N N N N N JFIN CLO LTD 2017-2A N/A 46593CAC3 3500000.000000 PA USD 3421725.900000 0.1609077 Long ABS-CBDO CORP KY N 2 2029-09-20 Floating 7.11 N N N N N N JP MORGAN ALTERNATIVE LN TRUST 2008-R4 N/A 466309AA9 1848009.800000 PA USD 1023635.540000 0.0481368 Long ABS-MBS CORP US N 2 2036-12-27 Fixed 6 Y N N N N N JP MORGAN MORTGAGE ACQI CORP 2006-CW1 N/A 46628MAG1 1146712.100000 PA USD 1111746.550000 0.0522802 Long ABS-MBS CORP US N 2 2036-05-25 Floating 5.55543 N N N N N N JP MORGAN MORTGAGE TRUST 2005-S3 N/A 466247ZY2 252553.270000 PA USD 127418.300000 0.0059919 Long ABS-MBS CORP US N 3 2036-01-25 Fixed 6 Y N N N N N JP MORGAN MORTGAGE TRUST-2005-A1 N/A 466247LZ4 6260.450000 PA USD 5630.540000 0.0002648 Long ABS-MBS CORP US N 3 2035-02-25 Floating 4.08642 N N N N N N JP MORGAN MTGE ACQUIS CORP 2006-HE2 N/A 46625SAF3 5812000.000000 PA USD 5274244.700000 0.2480229 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.60043 Y N N N N N JP MORGAN MTGE ACQUIS CORP 2007-CH3 N/A 46630XAF5 189956.580000 PA USD 184414.120000 0.0086721 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.41043 N N N N N N JUBILEE CLO 2014-XI BV 14-11A N/A ACI1W2T93 900000.000000 PA 962383.020000 0.0452563 Long ABS-CBDO CORP IE N 2 2030-04-15 Floating 3.787 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271KUL6 750000.000000 PA USD 747790.000000 0.0351650 Long DBT CORP US N 2 2023-07-20 None 0 N N N N N N KKR CLO LTD 13 N/A 48250VAW7 3065000.000000 PA USD 3027102.350000 0.1423504 Long ABS-CBDO CORP KY N 2 2028-01-16 Floating 6.41029 N N N N N N KKR CLO LTD 18 N/A 48251JAL7 2054245.610000 PA USD 2035537.760000 0.0957218 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 6.20171 N N N N N N KKR CLO LTD 18 N/A 48251JAN3 4300000.000000 PA USD 4205980.030000 0.1977875 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 6.86171 N N N N N N KREF 2022-FL3 LTD N/A 48275EAA4 2600000.000000 PA USD 2546065.890000 0.1197295 Long ABS-CBDO CORP KY N 2 2039-02-17 Floating 6.52629 N N N N N N LCM LP 13A N/A 50184KBN7 3700000.000000 PA USD 3650927.090000 0.1716859 Long ABS-CBDO CORP KY N 2 2027-07-19 Floating 6.765 N N N N N N LCM XXII LTD 22A N/A 50189GAG7 5550000.000000 PA USD 5468925.930000 0.2571779 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 6.70043 N N N N N N LEGACY MORTGAGE ASSET TRUST 2021-SL2 N/A 52476TAA0 1898857.630000 PA USD 1748116.440000 0.0822057 Long ABS-MBS CORP US N 2 2068-10-25 Fixed 1.875 N N N N N N LEHMAN XS TRUST 2006-14N N/A 52522CAE3 5818472.520000 PA USD 5255968.780000 0.2471635 Long ABS-MBS CORP US N 2 2046-09-25 Floating 5.55043 N N N N N N LEHMAN XS TRUST 2006-7 N/A 52522EAA7 2140765.720000 PA USD 1845332.770000 0.0867773 Long ABS-MBS CORP US N 2 2036-05-25 Floating 5.47043 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52533BUA8 2200000.000000 PA USD 2196580.830000 0.1032949 Long DBT CORP US N 2 2023-07-10 None 0 N N N N N N LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST2 N/A 52607QAA8 3478363.990000 PA USD 3350792.900000 0.1575720 Long ABS-O CORP US N 2 2028-04-15 Fixed 3.25 N N N N N N LENDMARK FUNDING TRUST 2021-1A N/A 52607MAA7 6326000.000000 PA USD 5467485.260000 0.2571101 Long ABS-O CORP US N 2 2031-11-20 Fixed 1.9 N N N N N N LOANCORE 2022-CRE7 ISSUER LTD N/A 53946PAA8 1000000.000000 PA USD 983962.440000 0.0462711 Long ABS-CBDO CORP KY N 2 2037-01-17 Floating 6.61629 N N N N N N LONG BEACH MORTGAGE LOAD TR 2005-WL2 N/A 542514NE0 1800000.000000 PA USD 1589016.960000 0.0747240 Long ABS-MBS CORP US N 2 2035-08-25 Floating 6.06543 Y N N N N N LONG BEACH MORTGAGE LOAD TR 2005-WL3 N/A 542514PR9 73908.380000 PA USD 73359.710000 0.0034498 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.79543 N N N N N N LONG BEACH MORTGAGE LOAN TR 2005-3 N/A 542514NT7 708157.140000 PA USD 678650.430000 0.0319137 Long ABS-MBS CORP US N 2 2045-08-25 Floating 5.67043 N N N N N N LONG BEACH MORTGAGE LOAN TRUST 2006-11 N/A 542512AD0 8982419.870000 PA USD 3283052.010000 0.1543865 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.32043 N N N N N N AAMES MORTGAGE INVESTMENT TRUST 2004-1 N/A 00252FAK7 1802797.550000 PA USD 1695019.820000 0.0797088 Long ABS-MBS CORP US N 2 2035-01-25 Floating 7.17543 Y N N N N N AAMES MORTGAGE INVESTMENT TRUST 2005-2 N/A 126673L42 1405949.550000 PA USD 1395369.360000 0.0656177 Long ABS-MBS CORP US N 2 2035-07-25 Floating 6.14043 Y N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50221JUR5 1250000.000000 PA USD 1245221.880000 0.0585569 Long DBT CORP GB N 2 2023-07-25 None 0 N N N N N N M360 2021-CRE3 LLC N/A 55379AAC8 3100000.000000 PA USD 3018091.120000 0.1419266 Long ABS-CBDO CORP KY N 2 2038-11-22 Floating 7.40414 N N N N N N MADISON PARK EURO FUNDING X DAC 10A N/A ACI216KN4 1998263.070000 PA 2140746.230000 0.1006692 Long ABS-CBDO CORP IE N 2 2030-10-25 Floating 4.001 N N N N N N MAN GLG EURO 6A N/A ACI22ZH37 5500000.000000 PA 5685017.380000 0.2673396 Long ABS-CBDO CORP IE N 2 2032-10-15 Floating 4.877 N N N N N N MAN GLG EURO 6A N/A ACI22ZH11 2500000.000000 PA 2329517.680000 0.1095463 Long ABS-CBDO CORP IE N 2 2032-10-15 Fixed 1.97 N N N N N N MARLETTE FUNDING TRUST 2022-3A N/A 57109NAA7 3184367.850000 PA USD 3166302.290000 0.1488963 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 2900000.000000 PA USD 2868504.840000 0.1348923 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 9351781.260000 PA USD 9319695.300000 0.4382615 Long ABS-O CORP US N 2 2033-04-15 Fixed 6.07 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 57163UUJ3 600000.000000 PA USD 598375.500000 0.0281388 Long DBT CORP US N 2 2023-07-18 None 0 N N N N N N MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2 N/A 55275NAA9 2822413.300000 PA USD 2100726.170000 0.0987873 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.7762 N N N N N N MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2 N/A 55275NAE1 3016188.290000 PA USD 2354141.900000 0.1107042 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.7762 N N N N N N MASTR ASSET BACKED SEC TR 2006-HE4 N/A 576449AB8 17248190.040000 PA USD 5644944.520000 0.2654552 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.37043 N N N N N N MASTR ASSET BACKED SECUR TR 2005-FRE1 N/A 57643LMA1 8232399.400000 PA USD 7690986.600000 0.3616709 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.65043 Y N N N N N MERRILL LYNCH ALTERNATIVE NOTE ASSET 2007-OAR3 N/A 59024JAA4 2400705.740000 PA USD 2165786.600000 0.1018468 Long ABS-MBS CORP US N 2 2047-07-25 Floating 5.34043 N N N N N N MERRILL LYNCH MORTGAGE INV 2006-MLN1 N/A 59023AAC0 12675869.720000 PA USD 5610236.000000 0.2638230 Long ABS-MBS CORP US N 2 2037-07-25 Floating 5.37043 N N N N N N MERRILL LYNCH MORTGAGE INVS 2006-HE5 N/A 59022QAC6 4619523.400000 PA USD 2394045.830000 0.1125807 Long ABS-MBS CORP US N 2 2037-08-25 Floating 5.37043 N N N N N N MF1 2022-FL8 LTD N/A 55284JAC3 7000000.000000 PA USD 6869212.980000 0.3230268 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 6.81662 N N N N N N MFA 2023-NQM2 TRUST N/A 55285WAA7 4172770.540000 PA USD 3940091.850000 0.1852840 Long ABS-MBS CORP US N 2 2068-03-25 Fixed 4.4 N N N N N N MILL CITY MORTGAGE LOAN TRUST 2019-GS2 N/A 59981TAC9 1895857.120000 PA USD 1767726.190000 0.0831279 Long ABS-MBS CORP US N 2 2059-08-25 Fixed 2.75 N N N N N N ACE SECURITIES CORP 2007-ASP1 N/A 00442JAA2 3680213.930000 PA USD 1667986.300000 0.0784376 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.47043 N N N N N N ACE SECURITIES CORP 2007-HE2 N/A 00443PAD1 10620475.320000 PA USD 5665460.700000 0.2664200 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.39043 N N N N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 60920WUD0 4300000.000000 PA USD 4291894.500000 0.2018276 Long DBT CORP US N 2 2023-07-13 None 0 N N N N N N MORGAN STANLEY ABS CAPITAL I 2005-HE1 N/A 61744CKP0 741726.580000 PA USD 668704.710000 0.0314460 Long ABS-MBS CORP US N 2 2034-12-25 Floating 5.85543 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-HE7 N/A 61750MAE5 873585.730000 PA USD 390936.080000 0.0183839 Long ABS-MBS CORP US N 2 2036-09-25 Floating 5.47043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-HE8 N/A 61750SAA0 669679.550000 PA USD 592389.150000 0.0278573 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.28043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-WMC1 N/A 61744CXN1 3683627.000000 PA USD 2956933.590000 0.1390507 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.72043 Y N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC2 N/A 61753NAA8 2883221.890000 PA USD 2601354.080000 0.1223295 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.28043 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 1500000.000000 PA USD 1255846.470000 0.0590566 Long DBT CORP US N 2 2030-08-15 Fixed 2.65 N N N N N N NASSAU LTD 2017-IA N/A 631707AL0 2012406.500000 PA USD 2009732.510000 0.0945083 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 6.41029 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BA8 1100000.000000 PA USD 1068482.420000 0.0502457 Long DBT CORP GB N 2 2026-04-05 Fixed 4.8 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 2600000.000000 PA USD 2476032.810000 0.1164362 Long DBT CORP GB N 2 2029-05-18 Floating 4.892 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BL4 400000.000000 PA USD 368036.420000 0.0173070 Long DBT CORP GB N 2 2030-05-08 Floating 4.445 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 N/A 64830NAA9 3628316.680000 PA USD 3351309.940000 0.1575964 Long ABS-MBS CORP US N 2 2059-07-25 Fixed 2.75 N N N N N N AEGIS ASSET BACKED SECURITIES TR 2005-4 N/A 00764MGH4 8279282.770000 PA USD 7586791.970000 0.3567712 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.85543 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339NUJ1 1000000.000000 PA USD 997267.500000 0.0468968 Long DBT CORP US N 2 2023-07-18 None 0 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAX3 1000000.000000 PA USD 818580.600000 0.0384940 Long DBT CORP IE N 2 2032-01-30 Fixed 3.3 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AA9 1100000.000000 PA USD 1092302.100000 0.0513658 Long DBT CORP JP N 2 2023-09-15 Fixed 3.043 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AB7 2200000.000000 PA USD 2047575.020000 0.0962878 Long DBT CORP JP N 2 2025-09-17 Fixed 3.522 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AC5 2800000.000000 PA USD 2548606.760000 0.1198490 Long DBT CORP JP N 2 2027-09-17 Fixed 4.345 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AD3 800000.000000 PA USD 702340.470000 0.0330278 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAM7 200000.000000 PA USD 192274.410000 0.0090418 Long DBT CORP IE N 2 2024-08-14 Fixed 2.875 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAR0 2300000.000000 PA USD 2104598.670000 0.0989694 Long DBT CORP JP N 2 2025-07-16 Fixed 1.851 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAS8 1900000.000000 PA USD 1556197.000000 0.0731806 Long DBT CORP JP N 2 2030-07-16 Fixed 2.679 N N N N N N NOMURA HOME EQUITY LOAN INC 2006-HE2 N/A 65536MAE7 5107000.000000 PA USD 4721309.660000 0.2220210 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.64543 N N N N N N NORDEA KREDIT REALKREDITAKTIESELSKAB 52990080NNXXLC14OC65 BL6K5DII1 13583684.000000 PA 1499948.470000 0.0705355 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N NORTHROP GRUMMAN CORPORATION RIMU48P07456QXSO0R61 66681MVN5 5300000.000000 PA USD 5257186.180000 0.2472207 Long DBT CORP US N 2 2023-08-22 None 0 N N N N N N NOVASTAR HOME EQUITY LOAN 2005-1 N/A 66987XGJ8 1127909.810000 PA USD 1129352.410000 0.0531081 Long ABS-MBS CORP US N 2 2035-06-25 Floating 6.23043 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAW5 1000000.000000 PA USD 865435.910000 0.0406974 Long DBT CORP IE N 2 2028-10-29 Fixed 3 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00809KU30 350000.000000 PA USD 349828.060000 0.0164508 Long DBT CORP US N 2 2023-07-03 None 0 N N N N N N NYKREDIT REALKREDIT A/S LIU16F6VZJSD6UKHD557 ACI1P1CP5 96755479.900000 PA 10672951.150000 0.5018987 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N OBX 2023-NQM3 TRUST N/A 67117PAA1 4461114.160000 PA USD 4424042.750000 0.2080419 Long ABS-MBS CORP US N 2 2063-02-25 Fixed 5.94871 N N N N N N OBX 2023-NQM4 TRUST N/A 67448GAA1 3714945.490000 PA USD 3692098.950000 0.1736221 Long ABS-MBS CORP US N 2 2063-03-25 Variable 6.113 N N N N N N OBX 2023-NQM5 TRUST N/A 673919AL0 3700000.000000 PA USD 3699085.730000 0.1739506 Long ABS-MBS CORP US N 2 2063-06-25 Fixed 6.567 N N N N N N ONE 2021-PARK MORTGAGE TRUST N/A 682413AA7 2800000.000000 PA USD 2650540.760000 0.1246425 Long ABS-MBS CORP US N 2 2036-03-15 Floating 5.96148 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2006-1 N/A 68389FKR4 7578000.000000 PA USD 6761712.240000 0.3179715 Long ABS-MBS CORP US N 2 2036-01-25 Floating 5.69043 N N N N N N OZLM FUNDING IV LTD 2013-4A N/A 67108FAN6 4924504.830000 PA USD 4905839.230000 0.2306986 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 6.52271 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JW8 1000000.000000 PA USD 862892.640000 0.0405778 Long DBT CORP US N 2 2028-06-15 Fixed 3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JM0 1400000.000000 PA USD 1268085.010000 0.0596321 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JY4 2400000.000000 PA USD 2359173.310000 0.1109408 Long DBT CORP US N 2 2023-11-15 Fixed 1.7 N N N N N N PAGAYA AI DEBT TRUST 2022-2 N/A 69546VAA5 1685181.550000 PA USD 1663582.070000 0.0782304 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 10729613.980000 PA USD 10685212.690000 0.5024753 Long ABS-O CORP US N 2 2030-03-15 Fixed 6.06 N N N N N N PAGAYA AI DEBT TRUST 2023-3 N/A 69548BAA7 2967819.940000 PA USD 2976561.360000 0.1399737 Long ABS-O CORP US N 2 2030-12-16 Fixed 7.6 N N N N N N PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A N/A ACI1ZMCH6 5282946.120000 PA 5663350.620000 0.2663208 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 3.957 N N N N N N PALMER SQUARE EUROPEAN LOAN FUNDING 2021-2 DAC 21-2A N/A ACI216JK2 4638719.140000 PA 4943624.590000 0.2324754 Long ABS-CBDO CORP IE N 2 2031-07-15 Floating 3.907 N N N N N N PARK PLACE SEC INC 2004-WCW1 N/A 70069FAF4 5700000.000000 PA USD 5089988.850000 0.2393582 Long ABS-MBS CORP US N 2 2034-09-25 Floating 7.32543 N N N N N N PARK PLACE SECURITIES INC 2004-MHQ1 N/A 70069FCY1 1114009.400000 PA USD 1078043.160000 0.0506953 Long ABS-MBS CORP US N 2 2034-12-25 Floating 6.95043 N N N N N N PARK PLACE SECURITIES INC 2004-WCW2 N/A 70069FAZ0 986401.320000 PA USD 964750.500000 0.0453677 Long ABS-MBS CORP US N 2 2034-10-25 Floating 6.20043 N N N N N N PARK PLACE SECURITIES INC 2004-WHQ1 N/A 70069FBV8 3625390.270000 PA USD 3345378.900000 0.1573174 Long ABS-MBS CORP US N 2 2034-09-25 Floating 6.95043 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 70109MUM4 1600000.000000 PA USD 1595093.470000 0.0750097 Long DBT CORP US N 2 2023-07-21 None 0 N N N N N N PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY N/A 70869PFT9 95000.000000 PA USD 104769.150000 0.0049268 Long DBT MUN US N 2 2039-06-15 Fixed 6.532 N N N N N N PENSKE TRUCK LEASING CO LP 549300ZX07JYMI8GHQ39 70962BUA0 250000.000000 PA USD 249630.210000 0.0117389 Long DBT CORP US N 2 2023-07-10 None 0 N N N N N N PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC) 549300E86RB6YCTMRM83 71429MAC9 1500000.000000 PA USD 1329334.970000 0.0625124 Long DBT CORP IE N 2 2030-06-15 Variable 4.4 N N N N N N PRET 2021-NPL5 LLC N/A 74143KAA6 3326217.720000 PA USD 3110346.860000 0.1462650 Long ABS-MBS CORP US N 2 2051-10-25 Fixed 2.487 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2 N/A 74143FAA7 1683983.080000 PA USD 1559665.890000 0.0733438 Long ABS-MBS CORP US N 2 2051-07-25 Variable 1.7436 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3 N/A 74143JAA9 4596686.620000 PA USD 4195480.460000 0.1972937 Long ABS-MBS CORP US N 2 2051-09-25 Variable 1.8429 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-NPL2 N/A 693971AA1 3499898.280000 PA USD 3324463.430000 0.1563339 Long ABS-MBS CORP US N 2 2052-04-25 Fixed 5.24 N N N N N N PROVIDUS CLO II DAC 2A N/A ACI1WP1H4 2298395.520000 PA 2449135.690000 0.1151713 Long ABS-CBDO CORP IE N 2 2031-07-15 Floating 3.927 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767HU57 325000.000000 PA USD 324753.000000 0.0152716 Long DBT CORP US N 2 2023-07-05 None 0 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767HU73 1700000.000000 PA USD 1698190.210000 0.0798579 Long DBT CORP US N 2 2023-07-07 None 0 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767HUA6 3650000.000000 PA USD 3644394.220000 0.1713787 Long DBT CORP US N 2 2023-07-10 None 0 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767HUB4 725000.000000 PA USD 723771.410000 0.0340356 Long DBT CORP US N 2 2023-07-11 None 0 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767HUC2 3800000.000000 PA USD 3792952.250000 0.1783647 Long DBT CORP US N 2 2023-07-12 None 0 N N N N N N RALI TRUST 2006-QA10 N/A 74922NAA7 59531.600000 PA USD 47148.920000 0.0022172 Long ABS-MBS CORP US N 3 2036-12-25 Floating 5.52043 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513GUC8 5300000.000000 PA USD 5290627.850000 0.2487934 Long DBT CORP US N 2 2023-07-12 None 0 N N N N N N READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9 N/A 75574EAA5 3140129.170000 PA USD 3154343.440000 0.1483339 Long ABS-MBS CORP US N 2 2037-06-25 Floating 7.55623 N N N N N N READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9 N/A 75574EAC1 7200000.000000 PA USD 7181417.520000 0.3377083 Long ABS-MBS CORP US N 2 2037-06-25 Floating 8.20023 N N N N N N REALKREDIT DANMARK A/S 549300NLOMBOWE943Y30 BMXQXJII2 20060050.000000 PA 2212499.890000 0.1040435 Long DBT CORP DK N 2 2053-10-01 Fixed 1.5 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2007-1 N/A 75970JAF3 12593057.630000 PA USD 3585339.210000 0.1686016 Long ABS-MBS CORP US N 2 2037-04-25 Variable 5.612 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 76076GU50 1050000.000000 PA USD 1049241.380000 0.0493409 Long DBT CORP US N 2 2023-07-05 None 0 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2021-2A N/A 76088LAA6 1475411.220000 PA USD 1302870.360000 0.0612679 Long ABS-O CORP US N 2 2030-03-25 Fixed 2.65 N N N N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A N/A 76089EAA1 1161156.320000 PA USD 1079738.010000 0.0507750 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 4869562.510000 PA USD 4764422.320000 0.2240484 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 74923HAK7 1583783.860000 PA USD 1307704.990000 0.0614952 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2004-QA4 N/A 76110HZE2 1480012.350000 PA USD 1447009.110000 0.0680460 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.97382 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QO10 N/A 751153AA5 3732497.890000 PA USD 3232041.210000 0.1519877 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.47043 N N N N N N RESIDENTIAL ACCREDIT LOANS 2007-QA1 N/A 74923GAC7 2425959.840000 PA USD 2000421.980000 0.0940704 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.49043 N N N N N N RESIDENTIAL ACCREDIT LOANS INC 2006-QS12 N/A 751151AQ4 130804.420000 PA USD 95794.560000 0.0045048 Long ABS-MBS CORP US N 3 2036-09-25 Fixed 5 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2007-QH9 N/A 749241AA3 4172956.250000 PA USD 3480598.960000 0.1636762 Long ABS-MBS CORP US N 2 2037-11-25 Floating 5.091 N N N N N N RESIDENTIAL ACCREDIT LOANS INC 2007-QO1 N/A 75115YAA7 1827877.110000 PA USD 1607691.760000 0.0756022 Long ABS-MBS CORP US N 2 2047-02-25 Floating 5.45043 N N N N N N RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1 N/A 76112BR36 529699.420000 PA USD 473030.590000 0.0222444 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.59043 N N N N N N RESIDENTIAL ASSET MTGE PROD 2005-EFC5 N/A 76112BH60 2684927.960000 PA USD 2633682.620000 0.1238497 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.84043 N N N N N N RESIDENTIAL ASSET SEC TRUST 2005-A10 N/A 45660LXN4 2643040.920000 PA USD 1353210.520000 0.0636351 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.5 Y N N N N N RESIDENTIAL ASSET SECURITIES 2005-KS10 N/A 75405WAG7 4492791.000000 PA USD 4293705.100000 0.2019128 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.85543 N N N N N N RESIDENTIAL ASSET SECURITIES 2006-KS6 N/A 75406WAE1 12779176.050000 PA USD 12389738.330000 0.5826311 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.42043 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 76716XAA0 353044.440000 PA USD 356479.560000 0.0167636 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBQ0 200000.000000 PA USD 12000.000000 0.0005643 Long DBT NUSS RU N 3 2047-06-23 Fixed 5.25 N N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78513LU64 1000000.000000 PA USD 999122.670000 0.0469840 Long DBT CORP US N 2 2023-07-06 None 0 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAQ8 200000.000000 PA USD 166858.220000 0.0078466 Long DBT CORP KY N 2 2029-03-08 Variable 3.35 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAF2 5000000.000000 PA USD 4881212.000000 0.2295405 Long DBT CORP KY N 2 2025-08-08 Variable 5.625 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 3600000.000000 PA USD 3434941.440000 0.1615291 Long DBT CORP KY N 2 2028-08-08 Variable 5.9 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 N/A 80287JAB0 14700000.000000 PA USD 14686943.460000 0.6906579 Long ABS-O CORP US N 2 2026-03-16 Fixed 5.87 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAJ4 3900000.000000 PA USD 3870773.480000 0.1820243 Long DBT CORP GB N 2 2024-11-15 Floating 4.796 N N N N N N AMCOR FLEXIBLES NORTH AMERICA INC PTVU09TE3QPJPL7K4E13 02343CUB9 250000.000000 PA USD 249593.770000 0.0117372 Long DBT CORP US N 2 2023-07-11 None 0 N N N N N N AMCOR FLEXIBLES NORTH AMERICA INC PTVU09TE3QPJPL7K4E13 02343CUD5 300000.000000 PA USD 299418.900000 0.0140803 Long DBT CORP US N 2 2023-07-13 None 0 N N N N N N AMCOR FLEXIBLES NORTH AMERICA INC PTVU09TE3QPJPL7K4E13 02343CUL7 900000.000000 PA USD 897273.500000 0.0421946 Long DBT CORP US N 2 2023-07-20 None 0 N N N N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 44963BAE8 3200000.000000 PA USD 3012749.600000 0.1416754 Long DBT CORP DE N 2 2027-05-15 Fixed 6 N N Y N N N SCULPTOR EUROPEAN CLO V DAC 5A N/A ACI21JK97 8800000.000000 PA 9433100.820000 0.4435944 Long ABS-CBDO CORP IE N 2 2032-01-14 Floating 3.916 N N N N N N SEC ASSET BACKED REC LLC 2005-FR2 N/A 81375WEG7 1471885.480000 PA USD 1416792.510000 0.0666251 Long ABS-MBS CORP US N 2 2035-03-25 Floating 6.20043 N N N N N N SEC ASSET BACKED REC LLC 2006-FR4 N/A 81377GAB5 594412.190000 PA USD 191656.380000 0.0090127 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.49043 Y N N N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 02360SUQ9 250000.000000 PA USD 249104.170000 0.0117142 Long DBT CORP US N 2 2023-07-24 None 0 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2 N/A 81377AAE2 5567020.460000 PA USD 2296549.030000 0.1079959 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.63043 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2005-FR5 N/A 81375WFU5 1344760.150000 PA USD 1036836.300000 0.0487575 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.81043 Y N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 81686NU57 250000.000000 PA USD 249819.380000 0.0117478 Long DBT CORP US N 2 2023-07-05 None 0 N N N N N N SLM STUDENT LOAN TRUST 2010-C N/A 78445QAE1 5987016.630000 PA USD 6253369.420000 0.2940666 Long ABS-O CORP US N 2 2041-10-15 Floating 9.94329 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A N/A 83406TAB8 4310962.540000 PA USD 3970226.650000 0.1867011 Long ABS-O CORP US N 2 2046-05-15 Fixed 2.54 N N N N N N SOUNDVIEW HOME EQUITY LOAN 2006-1 N/A 83611MKZ0 4227536.690000 PA USD 3842225.470000 0.1806818 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.61543 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-NS1 N/A 83612QAD0 14004000.000000 PA USD 12932069.420000 0.6081344 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.45043 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1 N/A 83612NAD7 629364.630000 PA USD 180827.720000 0.0085035 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.33043 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DE4 3595000.000000 PA USD 3299945.800000 0.1551809 Long DBT CORP US N 2 2030-04-30 Fixed 3.7 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAF2 874000.000000 PA USD 876897.310000 0.0412364 Long DBT CORP US N 2 2023-09-15 Fixed 7.875 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 0255E3UA4 650000.000000 PA USD 649054.790000 0.0305220 Long DBT CORP US N 2 2023-07-10 None 0 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 0255E3V70 400000.000000 PA USD 397690.440000 0.0187015 Long DBT CORP US N 2 2023-08-07 None 0 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 0255E3VE5 4950000.000000 PA USD 4915968.750000 0.2311749 Long DBT CORP US N 2 2023-08-14 None 0 N N N N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 85855CAB6 4600000.000000 PA USD 3678034.470000 0.1729607 Long DBT CORP US N 2 2031-09-15 Fixed 2.691 N N N N N N STRUCTURED ADJ RATE MTG LN 2004-19 N/A 863579JG4 49432.820000 PA USD 41856.880000 0.0019683 Long ABS-MBS CORP US N 2 2035-01-25 Floating 5.3762 Y N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1 N/A 02582JJZ4 5200000.000000 PA USD 5174152.880000 0.2433161 Long ABS-MBS CORP US N 2 2028-05-15 Fixed 4.87 N N N N N N STRUCTURED ASSET INVEST LN TR 2006-BNC3 N/A 86361KAC1 474176.650000 PA USD 458131.180000 0.0215438 Long ABS-MBS CORP US N 2 2036-09-25 Floating 5.30043 N N N N N N STRUCTURED ASSET INVESTMENT LOAN TRUST 2003-BC9 N/A 86358EDG8 5958017.630000 PA USD 5848349.000000 0.2750204 Long ABS-MBS CORP US N 2 2033-08-25 Floating 6.10043 N N N N N N STRUCTURED ASSET INVST LN TR 2005-5 N/A 86358ETJ5 9412337.740000 PA USD 8854364.950000 0.4163792 Long ABS-MBS CORP US N 2 2035-06-25 Floating 6.08043 N N N N N N STRUCTURED ASSET INVST LN TR 2006-4 N/A 86360WAB8 942945.150000 PA USD 677155.030000 0.0318434 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.28043 N N N N N N AMERICAN HOME MORTGAGE ASSETS 2006-1 N/A 02660WAC0 309969.560000 PA USD 259722.250000 0.0122135 Long ABS-MBS CORP US N 2 2046-05-25 Floating 5.34043 Y N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPD5 5206.960000 PA USD 4712.370000 0.0002216 Long ABS-MBS CORP US N 2 2035-07-19 Floating 5.64629 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPE3 4294.910000 PA USD 4118.220000 0.0001937 Long ABS-MBS CORP US N 2 2035-07-19 Floating 5.64629 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPF0 19421.710000 PA USD 17695.890000 0.0008322 Long ABS-MBS CORP US N 2 2035-07-19 Floating 5.64629 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR8 N/A 86359LRW1 92453.590000 PA USD 77850.290000 0.0036609 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.71043 Y N N N N N STRUCTURED ASSET MTG INV INC 2005-AR8 N/A 86359LRY7 385196.830000 PA USD 333283.350000 0.0156727 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.90734 Y N N N N N STRUCTURED ASSET MTG INV INC 2006-AR3 N/A 86360KAE8 65662.910000 PA USD 52658.280000 0.0024763 Long ABS-MBS CORP US N 2 2036-05-25 Floating 5.59043 N N N N N N STRUCTURED ASSET MTG INV INC 2006-AR7 N/A 86361HAB0 4358644.600000 PA USD 3784533.090000 0.1779688 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.27043 N N N N N N AMERICAN HOME MORTGAGE ASSETS 2006-4 N/A 02660LAB6 151654.020000 PA USD 83831.230000 0.0039422 Long ABS-MBS CORP US N 2 2046-10-25 Floating 5.36043 N N N N N N STRUCTURED ASSET MTGE INVEST 2006-AR5 N/A 86360JAN1 320119.220000 PA USD 111372.740000 0.0052373 Long ABS-MBS CORP US N 2 2046-05-25 Floating 5.59043 N N N N N N STRUCTURED ASSET MTGE INVEST 2006-AR6 N/A 86360UAC0 1684113.390000 PA USD 1280209.950000 0.0602023 Long ABS-MBS CORP US N 2 2046-07-25 Floating 5.53043 Y N N N N N STRUCTURED ASSET SEC CORP 2005-7XS N/A 86359B7K1 39810.250000 PA USD 39109.080000 0.0018391 Long ABS-MBS CORP US N 2 2035-04-25 Floating 6.67043 N N N N N N STRUCTURED ASSET SECURITIES CORP 2006-BC1 N/A 86359YAD3 283096.040000 PA USD 266120.100000 0.0125144 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.31043 N N N N N N STRUCTURED ASSET SECURITIES CORP 2006-BC5 N/A 86359SAD6 537933.390000 PA USD 526714.520000 0.0247689 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.49043 N N N N N N STRUCTURED ASSET SECURITIES CRP 2003-22A N/A 86359AYX5 2880.580000 PA USD 2728.390000 0.0001283 Long ABS-MBS CORP US N 3 2033-06-25 Floating 6.63903 N N N N N N STWD 2022-FL3 LTD N/A 78485KAE5 10800000.000000 PA USD 10490323.820000 0.4933106 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 6.86662 N N N N N N SYMPHONY STATIC CLO 2021-1A N/A 87190TAA1 1740009.020000 PA USD 1720785.310000 0.0809204 Long ABS-CBDO CORP KY N 2 2029-10-25 Floating 6.08514 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 1500000.000000 PA USD 1240003.250000 0.0583115 Long DBT CORP US N 2 2032-03-15 Fixed 2.7 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87613LUL1 1000000.000000 PA USD 997179.440000 0.0468927 Long DBT CORP US N 2 2023-07-20 None 0 N N N N N N TAURUS 2021-1 UK DAC 21-UK1A N/A ACI1W1MF8 694896.160000 PA 852467.930000 0.0400876 Long ABS-MBS CORP IE N 2 2031-05-17 Floating 5.38976 N N N N N N TCI-SYMPHONY CLO LTD 2016-1A N/A 87229WAS0 5000000.000000 PA USD 4886811.950000 0.2298038 Long ABS-CBDO CORP KY N 2 2032-10-13 Floating 6.79157 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WEJ6 5300000.000000 PA USD 5280437.860000 0.2483142 Long DBT CORP US N 2 2025-05-23 Fixed 5 N N N N N N THEOREM FUNDING TRUST 2023-1A N/A 88338QAA8 1796167.920000 PA USD 1799168.240000 0.0846064 Long ABS-O CORP US N 2 2029-04-15 Fixed 7.58 N N N N N N THOMSON REUTERS CORPORATION 549300561UZND4C7B569 88513BU57 2800000.000000 PA USD 2797935.390000 0.1315737 Long DBT CORP CA N 2 2023-07-05 None 0 N N N N N N THOMSON REUTERS CORPORATION 549300561UZND4C7B569 88513BUJ7 6070000.000000 PA USD 6053768.820000 0.2846803 Long DBT CORP CA N 2 2023-07-18 None 0 N N N N N N THOMSON REUTERS CORPORATION 549300561UZND4C7B569 88513BUK4 1350000.000000 PA USD 1346187.410000 0.0633049 Long DBT CORP CA N 2 2023-07-19 None 0 N N N N N N TIKEHAU CLO BV N/A ACI1ZJMY5 4300000.000000 PA 4584855.490000 0.2156042 Long ABS-CBDO CORP IE N 2 2034-08-04 Floating 4.144 N N N N N N TOWD POINT MORTGAGE FUNDING 19-A13A N/A ACI1G4F01 11819017.920000 PA 15016899.220000 0.7061742 Long ABS-MBS CORP GB N 2 2045-07-20 Floating 5.78043 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY3 N/A 89177XAA5 1787244.490000 PA USD 1769696.790000 0.0832205 Long ABS-MBS CORP US N 2 2059-10-25 Floating 6.15043 N N N N N N TRALEE CLO VI LTD 2019 6A N/A 89289EBA1 2100000.000000 PA USD 2056130.290000 0.0966901 Long ABS-CBDO CORP KY N 2 2032-10-25 Floating 6.75514 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 1100000.000000 PA USD 1083203.000000 0.0509379 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N AMERIQUEST MORTGAGE SEC INC 2004-R10 N/A 03072SVS1 2887280.460000 PA USD 2741694.250000 0.1289290 Long ABS-MBS CORP US N 2 2034-11-25 Floating 6.27543 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AP3 6800000.000000 PA USD 6449683.860000 0.3032983 Long DBT CORP CH N 2 2028-05-12 Floating 4.751 N N N N N N AMERIQUEST MTGE SEC INC 2004-R9 N/A 03072SUQ6 758375.620000 PA USD 747880.990000 0.0351693 Long ABS-MBS CORP US N 2 2034-10-25 Floating 6.17043 N N N N N N AMERIQUEST MTGE SECURITIES INC 2005-R8 N/A 03072SM28 1002208.490000 PA USD 997744.150000 0.0469192 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.91543 N N N N N N UMBS PASS THRU POOLS N/A 01F042681 64450000.000000 PA USD 61997879.230000 2.9154688 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 01F050684 26000000.000000 PA USD 25482031.380000 1.1983001 Long ABS-MBS USGSE US N 2 2053-08-14 Fixed 5 N N N N N N UMBS PASS THRU POOLS N/A 01F052680 40000000.000000 PA USD 39803125.200000 1.8717538 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 14000000.000000 PA USD 13931093.820000 0.6551138 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 41100000.000000 PA USD 41466047.290000 1.9499533 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 13600000.000000 PA USD 13717937.570000 0.6450901 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 85450000.000000 PA USD 87252461.790000 4.1030731 Long ABS-MBS USGSE US N 2 2053-07-13 Fixed 6.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796XY0 595000.000000 PA USD 591779.650000 0.0278286 Long DBT UST US N 2 2023-08-10 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796Z36 199000.000000 PA USD 197717.200000 0.0092977 Long DBT UST US N 2 2023-08-17 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796Z44 5462000.000000 PA USD 5421171.560000 0.2549322 Long DBT UST US N 2 2023-08-24 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796CQ0 3974000.000000 PA USD 3932450.950000 0.1849247 Long DBT UST US N 2 2023-09-14 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797GS0 1495000.000000 PA USD 1479866.960000 0.0695912 Long DBT UST US N 2 2023-09-12 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RA8 1666642.170000 PA USD 1368614.780000 0.0643595 Long DBT UST US N 2 2043-02-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RL4 2705577.000000 PA USD 2238368.490000 0.1052599 Long DBT UST US N 2 2045-02-15 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RR1 7142566.890000 PA USD 6202808.220000 0.2916889 Long DBT UST US N 2 2046-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SB5 473665.500000 PA USD 407902.680000 0.0191817 Long DBT UST US N 2 2048-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828WU0 21721070.000000 PA USD 21072005.330000 0.9909173 Long DBT UST US N 2 2024-07-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CEZ0 9815386.000000 PA USD 9026903.090000 0.4244928 Long DBT UST US N 2 2032-07-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828YL8 21758000.000000 PA USD 20989138.420000 0.9870205 Long DBT UST US N 2 2024-10-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CBQ3 22100000.000000 PA USD 19857195.200000 0.9337905 Long DBT UST US N 2 2026-02-28 Fixed 0.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SD1 874400.000000 PA USD 738270.270000 0.0347174 Long DBT UST US N 2 2048-08-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128285J5 15086200.000000 PA USD 14513395.840000 0.6824968 Long DBT UST US N 2 2025-10-31 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828V23 3800000.000000 PA USD 3743535.040000 0.1760409 Long DBT UST US N 2 2023-12-31 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CBC4 5400000.000000 PA USD 4868542.960000 0.2289447 Long DBT UST US N 2 2025-12-31 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128285T3 3057800.000000 PA USD 2912912.840000 0.1369806 Long DBT UST US N 2 2025-12-31 Fixed 2.625 N N N N N N UPSTART PASS-THROUGH TRUST SERIES 2022-ST3 N/A 91681EAA2 1824891.750000 PA USD 1753600.350000 0.0824636 Long ABS-O CORP US N 2 2030-05-20 Fixed 4.3 N N N N N N UPSTART SECURITIZATION TRUST 2022-2 N/A 91679TAA3 1439620.910000 PA USD 1424383.960000 0.0669821 Long ABS-O CORP US N 2 2032-05-20 Fixed 4.37 N N N N N N UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A N/A 91680YAY7 1225690.570000 PA USD 1172306.230000 0.0551281 Long ABS-O CORP US N 2 2030-06-17 Fixed 4.25 N N N N N N US INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 254900QI8QTIK0FY6E92 690353RQ2 635700.000000 PA USD 617972.230000 0.0290603 Long DBT NUSS US N 2 2030-05-15 Fixed 4.14 N N N N N N VENTURE 38 CLO LTD N/A 92332NAU9 3500000.000000 PA USD 3409351.960000 0.1603258 Long ABS-CBDO CORP KY N 2 2032-07-30 Floating 6.69914 N N N N N N VENTURE 38 CLO LTD N/A 92332NAW5 4100000.000000 PA USD 3940934.760000 0.1853236 Long ABS-CBDO CORP KY N 2 2032-07-30 Floating 7.04914 N N N N N N VENTURE CDO LTD 2016-25A N/A 92329VAS1 2370824.670000 PA USD 2367845.820000 0.1113487 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 6.27043 N N N N N N VENTURE CLO LTD 2014-17A N/A 92329YAL0 2169195.380000 PA USD 2162268.340000 0.1016813 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 6.14029 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAF8 2000000.000000 PA USD 1753614.580000 0.0824642 Long DBT CORP IM N 2 2028-11-01 Fixed 3.375 N N N N N N VEROS AUTO RECEIVABLES TRUST 2023-1 N/A 924933AA2 9304189.400000 PA USD 9288760.260000 0.4368067 Long ABS-O CORP US N 2 2028-11-15 Fixed 7.12 N N N N N N VERUS SECURITIZATION TRUST 2023-4 N/A 92539TAA1 1664058.820000 PA USD 1650829.550000 0.0776308 Long ABS-MBS CORP US N 2 2068-05-25 Fixed 5.811 N N N N N N VMC FINANCE 2022-FL5 LLC N/A 91835BAA3 7300000.000000 PA USD 7108375.000000 0.3342735 Long ABS-CBDO CORP US N 2 2039-02-18 Floating 6.96662 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KUM6 2450000.000000 PA USD 2442361.100000 0.1148528 Long DBT CORP US N 2 2023-07-21 None 0 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KUQ7 1800000.000000 PA USD 1793550.010000 0.0843422 Long DBT CORP US N 2 2023-07-24 None 0 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KUR5 1500000.000000 PA USD 1494390.630000 0.0702742 Long DBT CORP US N 2 2023-07-25 None 0 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KUS3 1800000.000000 PA USD 1792986.500000 0.0843157 Long DBT CORP US N 2 2023-07-26 None 0 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KUT1 2700000.000000 PA USD 2689054.880000 0.1264536 Long DBT CORP US N 2 2023-07-27 None 0 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 93142XU58 4950000.000000 PA USD 4946059.260000 0.2325899 Long DBT CORP US N 2 2023-07-05 None 0 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 93142XUA7 1550000.000000 PA USD 1547517.840000 0.0727725 Long DBT CORP US N 2 2023-07-10 None 0 N N N N N N WAMU ASSET-BACKED CERTIFICATES 2007-HE3 N/A 93364EAA2 3552257.380000 PA USD 3255750.810000 0.1531027 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.37543 N N N N N N WASHINGTON MUTUAL 2005-AR1 N/A 939336X40 18753.250000 PA USD 17826.650000 0.0008383 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.79043 N N N N N N WASHINGTON MUTUAL 2005-AR13 N/A 92922F4M7 326912.450000 PA USD 308849.520000 0.0145237 Long ABS-MBS CORP US N 2 2045-10-25 Floating 5.73043 N N N N N N WASHINGTON MUTUAL 2005-AR17 N/A 92922F7Q5 6441249.950000 PA USD 5833883.240000 0.2743401 Long ABS-MBS CORP US N 2 2045-12-25 Floating 5.73043 N N N N N N APIDOS CLO XXVI LLC 2017-26A N/A 03766GAL6 2963619.100000 PA USD 2941353.010000 0.1383180 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 6.16171 N N N N N N WASHINGTON MUTUAL 2005-AR2 N/A 92922FD21 13706.990000 PA USD 13469.160000 0.0006334 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.77043 N N N N N N WASHINGTON MUTUAL 2006-AR3 N/A 92925CDA7 3660779.910000 PA USD 3268484.150000 0.1537014 Long ABS-MBS CORP US N 2 2046-02-25 Floating 4.9762 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94107NV92 250000.000000 PA USD 248490.280000 0.0116853 Long DBT CORP US N 2 2023-08-09 None 0 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-2A N/A 96042VAC3 1635914.590000 PA USD 1637456.280000 0.0770019 Long ABS-O CORP US N 2 2025-08-15 Floating 6.19662 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BY9 3886000.000000 PA USD 3577347.070000 0.1682258 Long DBT CORP US N 2 2030-04-15 Fixed 4 N N N N N N WMALT MTGE PASS-THRU CERT 2006-AR8 N/A 93935LAB4 2917416.320000 PA USD 2455486.330000 0.1154700 Long ABS-MBS CORP US N 2 2046-10-25 Floating 4.8262 Y N N N N N WMALT MTGE PASS-THRU CERT 2006-AR9 N/A 939346AA0 1981653.400000 PA USD 1679795.870000 0.0789929 Long ABS-MBS CORP US N 2 2046-11-25 Floating 4.8062 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2 N/A 03881JAE6 3400000.000000 PA USD 3365373.520000 0.1582577 Long ABS-CBDO CORP US N 2 2037-05-15 Floating 7.54699 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2 N/A 03881JAG1 3400000.000000 PA USD 3336285.390000 0.1568898 Long ABS-CBDO CORP US N 2 2037-05-15 Floating 8.04699 N N N N N N N/A N/A 000000000 14267000.000000 PA USD 14267000.000000 0.6709099 Long RA US N 2 Repurchase N 2.4000000 2023-07-03 14618600.000000 USD 14552359.470000 USD UST N N N AREIT TRUST 2022-CRE7 N/A 00217VAA8 8400000.000000 PA USD 8400593.040000 0.3950404 Long ABS-MBS CORP US N 2 2039-06-17 Floating 7.33259 N N N N N N AREIT TRUST 2022-CRE7 N/A 00217VAC4 7461000.000000 PA USD 7412132.690000 0.3485578 Long ABS-MBS CORP US N 2 2039-06-17 Floating 7.88459 N N N N N N N/A N/A 000000000 659700000.000000 PA USD 659700000.000000 31.0225894 Long RA US N 2 Repurchase N 5.1200000 2023-07-03 676276000.000000 USD 673224832.050000 USD UST N N N N/A N/A 000000000 23300000.000000 PA USD 23300000.000000 1.0956895 Long RA US N 2 Repurchase N 5.1300000 2023-07-03 26107000.000000 USD 23761959.090000 USD UST N N N N/A N/A 000000000 86000000.000000 PA USD 86000000.000000 4.0441757 Long RA US N 2 Repurchase N 5.1600000 2023-07-03 95738000.000000 USD 87424500.780000 USD UST N N N ARES EUROPEAN CLO XII BV 12A N/A ACI20RGN4 4600000.000000 PA 4925493.390000 0.2316228 Long ABS-CBDO CORP IE N 2 2032-04-20 Floating 4.05 N N N N N N N/A N/A 000000000 1.000000 NC 74721.850000 0.0035138 N/A DFE AU N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 19443904.040000 USD 29300639.000000 AUD 2023-07-05 74721.850000 N N N N/A N/A 000000000 1.000000 NC -62080.110000 -0.0029193 N/A DFE AU N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 5304098.000000 AUD 3471245.720000 USD 2023-07-05 -62080.110000 N N N ARGENT SECURITIES INC 2005-W1 N/A 040104MX6 2055478.740000 PA USD 1853256.430000 0.0871499 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.63043 N N N N N N N/A N/A 000000000 1.000000 NC -74885.840000 -0.0035215 N/A DFE AU N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 29300639.000000 AUD 19459286.880000 USD 2023-08-02 -74885.840000 N N N N/A N/A 000000000 1.000000 NC 9578.210000 0.0004504 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2722303.670000 USD 4101000.000000 AUD 2023-07-05 9578.210000 N N N N/A N/A 000000000 1.000000 NC -132362.300000 -0.0062244 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 37221273.000000 USD 253076182.130000 DKK 2023-07-05 -132362.300000 N N N N/A N/A 000000000 1.000000 NC -11221.270000 -0.0005277 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 305685.460000 USD 42489710.000000 JPY 2023-07-05 -11221.270000 N N N N/A N/A 000000000 1.000000 NC -563325.770000 -0.0264906 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 42688554.000000 AUD 27873662.090000 USD 2023-07-05 -563325.770000 N N N N/A N/A 000000000 1.000000 NC -116128.160000 -0.0054610 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 6658275.000000 AUD 4319282.920000 USD 2023-07-05 -116128.160000 N N N N/A N/A 000000000 1.000000 NC -289684.830000 -0.0136225 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 134821831.270000 DKK 19468772.160000 USD 2023-07-05 -289684.830000 N N N N/A N/A 000000000 1.000000 NC 133457.080000 0.0062759 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 252653720.680000 DKK 37221273.000000 USD 2023-08-02 133457.080000 N N N N/A N/A 000000000 1.000000 NC 54868.320000 0.0025802 N/A DFE HK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 397830488.530000 HKD 50913178.890000 USD 2023-09-20 54868.320000 N N N N/A N/A 000000000 1.000000 NC 1566963.260000 0.0736869 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 6041100000.000000 JPY 43433278.790000 USD 2023-07-05 1566963.260000 N N N N/A N/A 000000000 1.000000 NC 1032.380000 0.0000485 N/A DFE KR N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 37902675.000000 KRW 29916.000000 USD 2023-09-20 1032.380000 N N N N/A N/A 000000000 1.000000 NC -174287.050000 -0.0081959 N/A DFE NO N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 79936618.860000 NOK 7273039.000000 USD 2023-07-05 -174287.050000 N N N N/A N/A 000000000 1.000000 NC -8853.680000 -0.0004163 N/A DFE NO N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3468452.120000 NOK 314286.000000 USD 2023-07-05 -8853.680000 N N N N/A N/A 000000000 1.000000 NC -13531.920000 -0.0006363 N/A DFE NZ N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1934549.000000 NZD 1173700.550000 USD 2023-07-05 -13531.920000 N N N N/A N/A 000000000 1.000000 NC -4449.120000 -0.0002092 N/A DFE SE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 13685000.000000 SEK 1264401.680000 USD 2023-07-05 -4449.120000 N N N N/A N/A 000000000 1.000000 NC -44042.240000 -0.0020711 N/A DFE SE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 50717603.250000 SEK 4664339.590000 USD 2023-08-02 -44042.240000 N N N N/A N/A 000000000 1.000000 NC 108080.020000 0.0050825 N/A DFE IL N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 12012908.200000 ILS 3358302.000000 USD 2023-09-20 108080.020000 N N N N/A N/A 000000000 1.000000 NC USD 15013.230000 0.0007060 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2023-12-20 86679.790000 USD 0.000000 USD 3100000.000000 USD -71666.560000 N N N N/A N/A 000000000 1.000000 NC 79177.660000 0.0037234 N/A DFE AU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 13874397.670000 USD 20946591.000000 AUD 2023-07-05 79177.660000 N N N N/A N/A 000000000 1.000000 NC -160025.910000 -0.0075253 N/A DFE CH N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 204499125.000000 USD 182893710.640000 CHF 2023-07-05 -160025.910000 N N N N/A N/A 000000000 1.000000 NC 2932.470000 0.0001379 N/A DFE NO N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1814458.000000 USD 19507142.340000 NOK 2023-07-05 2932.470000 N N N N/A N/A 000000000 1.000000 NC -2025.550000 -0.0000953 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 101265.000000 USD 1887589.730000 ZAR 2023-10-18 -2025.550000 N N N N/A N/A 000000000 1.000000 NC -1209.770000 -0.0000569 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 50432.860000 USD 936250.740000 ZAR 2023-10-18 -1209.770000 N N N N/A N/A 000000000 1.000000 NC -66274.150000 -0.0031166 N/A DFE AU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 4966000.000000 AUD 3241827.640000 USD 2023-07-05 -66274.150000 N N N N/A N/A 000000000 1.000000 NC -79399.620000 -0.0037338 N/A DFE AU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 20946591.000000 AUD 13885289.900000 USD 2023-08-02 -79399.620000 N N N N/A N/A 000000000 1.000000 NC -5221.640000 -0.0002455 N/A DFE CH N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 911879.300000 CHF 1013581.000000 USD 2023-07-05 -5221.640000 N N N N/A N/A 000000000 1.000000 NC -19866.020000 -0.0009342 N/A DFE CH N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1349331.380000 CHF 1487682.590000 USD 2023-07-05 -19866.020000 N N N N/A N/A 000000000 1.000000 NC 160698.470000 0.0075569 N/A DFE CH N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 182373648.920000 CHF 204499125.000000 USD 2023-08-02 160698.470000 N N N N/A N/A 000000000 1.000000 NC 3996.720000 0.0001879 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 595453.720000 CNY 86174.000000 USD 2023-08-16 3996.720000 N N N N/A N/A 000000000 1.000000 NC -46250.460000 -0.0021749 N/A DFE DK N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 18625000.000000 DKK 2683287.170000 USD 2023-07-05 -46250.460000 N N N N/A N/A 000000000 1.000000 NC -9755520.870000 -0.4587563 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 602466277.630000 EUR 647655887.440000 USD 2023-07-05 -9755520.870000 N N N N/A N/A 000000000 1.000000 NC 15859013.390000 0.7457748 N/A DFE JP N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 59314038425.000000 JPY 426919954.000000 USD 2023-07-05 15859013.390000 N N N N/A N/A 000000000 1.000000 NC -2981.170000 -0.0001402 N/A DFE NO N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 19487945.910000 NOK 1814458.000000 USD 2023-08-02 -2981.170000 N N N N/A N/A 000000000 1.000000 NC -537.890000 -0.0000253 N/A DFE NZ N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 45000.000000 NZD 27078.600000 USD 2023-07-05 -537.890000 N N N N/A N/A 000000000 1.000000 NC 16378.910000 0.0007702 N/A DFE SG N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1068855.350000 SGD 807058.000000 USD 2023-07-17 16378.910000 N N N N/A N/A 000000000 1.000000 NC USD -91606.660000 -0.0043078 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.EM.34 Y Single Leg Swap 2025-12-20 0.000000 USD -101190.800000 USD 2760000.000000 USD 9584.140000 N N N N/A N/A 000000000 1.000000 NC USD -84557.020000 -0.0039763 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.EM.36 Y Single Leg Swap 2026-12-20 0.000000 USD -130336.400000 USD 3588000.000000 USD 45779.380000 N N N N/A N/A 000000000 1.000000 NC USD -20495.400000 -0.0009638 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.EM.38 Y Single Leg Swap 2027-12-20 0.000000 USD -42330.000000 USD 500000.000000 USD 21834.600000 N N N N/A N/A 000000000 1.000000 NC USD -56864.080000 -0.0026741 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.EM.39 Y Single Leg Swap 2028-06-20 0.000000 USD -88810.000000 USD 1200000.000000 USD 31945.920000 N N N N/A N/A 000000000 1.000000 NC USD 240860.780000 0.0113266 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.HY.40 Y Single Leg Swap 2028-06-20 2170.000000 USD 0.000000 USD 8100000.000000 USD 238690.780000 N N N N/A N/A 000000000 1.000000 NC USD 15244.320000 0.0007169 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.36 Y Single Leg Swap 2026-06-20 24483.880000 USD 0.000000 USD 1000000.000000 USD -9239.560000 N N N N/A N/A 000000000 1.000000 NC USD 3098.530000 0.0001457 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.37 Y Single Leg Swap 2026-12-20 4456.220000 USD 0.000000 USD 200000.000000 USD -1357.690000 N N N N/A N/A 000000000 1.000000 NC USD 19411.550000 0.0009128 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.38 Y Single Leg Swap 2027-06-20 6880.330000 USD 0.000000 USD 1200000.000000 USD 12531.220000 N N N N/A N/A 000000000 1.000000 NC USD 533740.720000 0.0250993 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.39 Y Single Leg Swap 2027-12-20 427012.920000 USD 0.000000 USD 35700000.000000 USD 106727.800000 N N N N/A N/A 000000000 1.000000 NC USD 5883584.630000 0.2766773 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.40 Y Single Leg Swap 2028-06-20 3360159.620000 USD 0.000000 USD 384000000.000000 USD 2523425.010000 N N N N/A N/A 000000000 1.000000 NC 112635.800000 0.0052967 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 9963508.160000 USD 9234000.000000 EUR 2023-07-05 112635.800000 N N N N/A N/A 000000000 1.000000 NC 967303.560000 0.0454877 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 263837213.820000 USD 242672685.430000 EUR 2023-07-05 967303.560000 N N N N/A N/A 000000000 1.000000 NC 63076.110000 0.0029662 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5002951.150000 USD 3989000.000000 GBP 2023-07-05 63076.110000 N N N N/A N/A 000000000 1.000000 NC -252613.500000 -0.0118792 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 18426731.000000 AUD 12022356.640000 USD 2023-07-05 -252613.500000 N N N N/A N/A 000000000 1.000000 NC 1247.250000 0.0000587 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 230000.000000 CNY 32989.050000 USD 2023-08-16 1247.250000 N N N N/A N/A 000000000 1.000000 NC -185023.490000 -0.0087008 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10208000.000000 EUR 10953949.600000 USD 2023-07-05 -185023.490000 N N N N/A N/A 000000000 1.000000 NC -961241.470000 -0.0452027 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 242672685.430000 EUR 264206003.500000 USD 2023-08-02 -961241.470000 N N N N/A N/A 000000000 1.000000 NC -15392.100000 -0.0007238 N/A DFE NO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3631896.930000 NOK 322974.980000 USD 2023-07-05 -15392.100000 N N N N/A N/A 000000000 1.000000 NC -1802.380000 -0.0000848 N/A DFE SE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1552233.230000 SEK 142118.140000 USD 2023-07-05 -1802.380000 N N N N/A N/A 000000000 1.000000 NC 18442.310000 0.0008673 N/A DFE CH N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 5144548.000000 USD 4621134.480000 CHF 2023-07-05 18442.310000 N N N N/A N/A 000000000 1.000000 NC -18434.630000 -0.0008669 N/A DFE CH N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 4608002.510000 CHF 5144548.000000 USD 2023-08-02 -18434.630000 N N N N/A N/A 000000000 1.000000 NC -875238.140000 -0.0411583 N/A DFE DK N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 396219841.090000 DKK 57191713.000000 USD 2023-07-05 -875238.140000 N N N N/A N/A 000000000 1.000000 NC 20650.780000 0.0009711 N/A DFE BR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 3189679.930000 USD 15371705.500000 BRL 2023-07-05 20650.780000 N N N N/A N/A 000000000 1.000000 NC -373332.850000 -0.0175561 N/A DFE BR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 15371705.500000 BRL 2836997.860000 USD 2023-07-05 -373332.850000 N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273MUJ0 350000.000000 PA USD 348997.780000 0.0164117 Long DBT CORP US N 2 2023-07-18 None 0 N N N N N N N/A N/A 000000000 1.000000 NC USD 24365.350000 0.0011458 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-12-20 23904.860000 USD 0.000000 USD 2100000.000000 USD 460.490000 N N N N/A N/A 000000000 1.000000 NC USD 251950.070000 0.0118480 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 GENERAL MOTORS COMPANY GENERAL MOTORS CO SRUNSEC Y Single Leg Swap 2026-12-20 422673.360000 USD 0.000000 USD 2130000.000000 USD -170723.290000 N N N N/A N/A 000000000 1.000000 NC USD 360572.280000 0.0169560 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 GENERAL MOTORS COMPANY GENERAL MOTORS CO SR UNSEC Y Single Leg Swap 2028-06-20 304465.440000 USD 0.000000 USD 2530000.000000 USD 56106.840000 N N N N/A N/A 000000000 -69.000000 NC 95178.600000 0.0044758 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short N/A GERMANY GOVT 2023-09-07 -10069662.230000 EUR 95178.600000 N N N N/A N/A 000000000 -27.000000 NC -60131.600000 -0.0028277 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short N/A GERMANY GOVT 2023-09-07 -4112952.330000 EUR -60131.600000 N N N N/A N/A 000000000 1.000000 NC 26879.480000 0.0012640 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3193656.090000 USD 15420568.430000 BRL 2023-07-05 26879.480000 N N N N/A N/A 000000000 1.000000 NC 46647.430000 0.0021936 N/A DFE NO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11162072.000000 USD 120309910.850000 NOK 2023-07-05 46647.430000 N N N N/A N/A 000000000 1.000000 NC -20716.420000 -0.0009742 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 15420568.430000 BRL 3199819.150000 USD 2023-07-05 -20716.420000 N N N N/A N/A 000000000 1.000000 NC -26316.450000 -0.0012375 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 15591429.030000 BRL 3193656.090000 USD 2023-09-05 -26316.450000 N N N N/A N/A 000000000 1.000000 NC -46954.870000 -0.0022081 N/A DFE NO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 120191592.890000 NOK 11162072.000000 USD 2023-08-02 -46954.870000 N N N N/A N/A 000000000 1.000000 NC 64953.450000 0.0030545 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3399604.680000 USD 2728000.000000 GBP 2023-07-05 64953.450000 N N N ASSET BACK SEC CORP HM EQ LN TR 2005-HE2 N/A 04541GQD7 550796.280000 PA USD 556048.730000 0.0261484 Long ABS-MBS CORP US N 2 2035-02-25 Floating 6.24543 N N N N N N N/A N/A 000000000 1.000000 NC -8556388.610000 -0.4023667 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 266244670.000000 GBP 329574159.700000 USD 2023-07-05 -8556388.610000 N N N N/A N/A 000000000 1.000000 NC 1551.530000 0.0000730 N/A DFE KR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 70261378.000000 KRW 55094.000000 USD 2023-09-20 1551.530000 N N N N/A N/A 000000000 1.000000 NC 1243.160000 0.0000585 N/A DFE SE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 9143559.110000 SEK 849019.000000 USD 2023-07-05 1243.160000 N N N N/A N/A 000000000 1.000000 NC -336024.320000 -0.0158016 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 524406280.780000 USD 480269512.570000 EUR 2023-07-05 -336024.320000 N N N N/A N/A 000000000 1.000000 NC -1367377.970000 -0.0643014 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 153545372.000000 USD 21958523649.000000 JPY 2023-07-05 -1367377.970000 N N N N/A N/A 000000000 1.000000 NC -507399.980000 -0.0238606 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 41004741.000000 AUD 26807915.550000 USD 2023-07-05 -507399.980000 N N N N/A N/A 000000000 1.000000 NC 351527.670000 0.0165307 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 480269512.570000 EUR 525139652.320000 USD 2023-08-02 351527.670000 N N N N/A N/A 000000000 1.000000 NC 126285.100000 0.0059386 N/A DFE IL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 11527741.530000 ILS 3245240.000000 USD 2023-09-20 126285.100000 N N N N/A N/A 000000000 1.000000 NC 1373560.230000 0.0645921 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 21865214127.000000 JPY 153545372.000000 USD 2023-08-02 1373560.230000 N N N N/A N/A 000000000 1.000000 NC 574205.720000 0.0270022 N/A DFE SG N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 33605010.540000 SGD 25433303.000000 USD 2023-07-17 574205.720000 N N N N/A N/A 000000000 1.000000 NC 3203.220000 0.0001506 N/A DFE CN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 477978.550000 CNY 69168.000000 USD 2023-08-16 3203.220000 N N N N/A N/A 000000000 1.000000 NC -10519.460000 -0.0004947 N/A DFE DK N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 33087284.000000 USD 225699302.820000 DKK 2023-07-05 -10519.460000 N N N N/A N/A 000000000 1.000000 NC 47408.890000 0.0022294 N/A DFE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 2171279.910000 USD 1747000.000000 GBP 2023-07-05 47408.890000 N N N N/A N/A 000000000 1.000000 NC 65716.780000 0.0030904 N/A DFE SE N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 63251037.110000 USD 682893351.570000 SEK 2023-07-05 65716.780000 N N N N/A N/A 000000000 1.000000 NC -51675.580000 -0.0024301 N/A DFE CH N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 4106000.000000 CHF 4535777.630000 USD 2023-07-05 -51675.580000 N N N N/A N/A 000000000 1.000000 NC 11438.090000 0.0005379 N/A DFE DK N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 225322934.960000 DKK 33087284.000000 USD 2023-08-02 11438.090000 N N N N/A N/A 000000000 1.000000 NC 1529.310000 0.0000719 N/A DFE KR N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 78961427.000000 KRW 61701.630000 USD 2023-09-20 1529.310000 N N N N/A N/A 000000000 1.000000 NC -1089.130000 -0.0000512 N/A DFE NZ N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 128452.000000 NZD 77741.850000 USD 2023-07-05 -1089.130000 N N N N/A N/A 000000000 1.000000 NC 309713.750000 0.0145644 N/A DFE SE N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 705944722.230000 SEK 65763753.000000 USD 2023-07-05 309713.750000 N N N N/A N/A 000000000 1.000000 NC -66866.060000 -0.0031444 N/A DFE SE N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 682045850.920000 SEK 63251037.110000 USD 2023-08-02 -66866.060000 N N N N/A N/A 000000000 1.000000 NC USD 3365812.760000 0.1582783 N/A DE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 MSCI DAILY TR NET EAFE USD FUND INDEX N/A N/A Y 2024-04-24 0.000000 USD 0.000000 USD 179748563.280000 USD 3365812.760000 N N N N/A N/A 000000000 1.000000 NC USD 5876200.880000 0.2763301 N/A DE US N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MSCI DAILY TR NET EAFE USD FUND INDEX N/A N/A Y 2024-04-24 0.000000 USD 0.000000 USD 233577630.220000 USD 5876200.880000 N N N N/A N/A 000000000 1.000000 NC USD -363246.630000 -0.0170818 N/A DE US N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MSCI DAILY TR NET EAFE USD FUND INDEX N/A N/A Y 2024-06-12 0.000000 USD 0.000000 USD 26478139.550000 USD -363246.630000 N N N N/A N/A 000000000 1.000000 NC USD 1802905.270000 0.0847822 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 MSCI DAILY TR NET EAFE USD FUND INDEX N/A N/A Y 2023-10-25 0.000000 USD 0.000000 USD 43708083.720000 USD 1802905.270000 N N N N/A N/A 000000000 1.000000 NC USD 7784049.110000 0.3660472 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 MSCI DAILY TR NET EAFE USD FUND INDEX N/A N/A Y 2023-07-19 0.000000 USD 0.000000 USD 189183718.220000 USD 7784049.110000 N N N N/A N/A 000000000 1.000000 NC USD 67012584.760000 3.1512868 N/A DE US N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MSCI DAILY TR NET EAFE USD FUND INDEX N/A N/A Y 2023-11-15 0.000000 USD 0.000000 USD 231951073.540000 USD 67012584.760000 N N N N/A N/A 000000000 1.000000 NC USD 6970504.210000 0.3277900 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 MSCI DAILY TR NET EAFE USD FUND INDEX N/A N/A Y 2024-05-08 0.000000 USD 0.000000 USD 169375855.960000 USD 6970504.210000 N N N N/A N/A 000000000 1.000000 NC USD 626052.630000 0.0294403 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MSCI DAILY TR NET EAFE USD FUND INDEX N/A N/A Y 2023-07-12 0.000000 USD 0.000000 USD 15209231.840000 USD 626052.630000 N N N N/A N/A 000000000 1.000000 NC USD 66328981.050000 3.1191401 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MSCI DAILY TR NET EAFE USD FUND INDEX N/A N/A Y 2023-12-13 0.000000 USD 0.000000 USD 381398350.120000 USD 66328981.050000 N N N N/A N/A 000000000 1.000000 NC USD 32514326.330000 1.5289959 N/A DE US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 MSCI DAILY TR NET EAFE USD FUND INDEX N/A N/A Y 2023-12-13 0.000000 USD 0.000000 USD 316110395.940000 USD 32514326.330000 N N N N/A N/A 000000000 1.000000 NC USD 4288488.760000 0.2016675 N/A DE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 MSCI DAILY TR NET EAFE USD FUND INDEX N/A N/A Y 2023-09-27 0.000000 USD 0.000000 USD 104151244.540000 USD 4288488.760000 N N N N/A N/A 000000000 204.000000 NC USD 128111.640000 0.0060245 N/A DE US N 1 ICE FUTURES US 5493004R83R1LVX2IL36 Long MSCI EAFE INDEX N/A N/A 2023-09-15 21986100.000000 USD 128111.640000 N N N N/A N/A 000000000 1.000000 NC 5608.230000 0.0002637 N/A DFE CN N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 730659.770000 CNY 106445.000000 USD 2023-08-16 5608.230000 N N N N/A N/A 000000000 1.000000 NC 4053.210000 0.0001906 N/A DCR GB N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC Y Single Leg Swap 2024-06-20 74978.150000 EUR 0.000000 EUR 6600000.000000 EUR -70924.940000 N N N N/A N/A 000000000 1.000000 NC -231212.930000 -0.0108729 N/A DFE AU N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 19100333.000000 AUD 12492477.300000 USD 2023-07-05 -231212.930000 N N N N/A N/A 000000000 1.000000 NC -185414.800000 -0.0087192 N/A DFE AU N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 15939817.000000 AUD 10432897.140000 USD 2023-07-05 -185414.800000 N N N N/A N/A 000000000 1.000000 NC -1847600.330000 -0.0868840 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 119501920.370000 EUR 128552936.070000 USD 2023-07-05 -1847600.330000 N N N N/A N/A 000000000 1.000000 NC 99380.200000 0.0046734 N/A DFE AU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 28569754.330000 USD 43037044.000000 AUD 2023-07-05 99380.200000 N N N 2023-08-17 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX