NPORT-P false 0000810893 XXXXXXXX S000009710 C000203306 C000217562 C000217563 C000026659 C000066771 C000026658 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Total Return ESG Fund S000009710 L5PKZHI2VYFXFVFBIX10 2024-03-31 2023-09-30 N 3480445674.710000 1564148785.900000 1916296888.810000 0.000000 0.000000 73767636.700000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 3093178.170000 ZAR AUD CAD EUR GBP IDR JPY MXN SEK USD BRL N Bloomberg US Aggregate Total Return Unhedged USD Index LBUSTRUU N/A N/A 000000000 1.000000 NC 253672.130000 0.0132376 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 77064212.510000 CAD 57015127.870000 USD 2023-11-02 253672.130000 N N N N/A N/A 000000000 1.000000 NC 9.840000 0.0000005 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 48000.000000 ZAR 2541.290000 USD 2023-10-20 9.840000 N N N N/A N/A 000000000 1.000000 NC -57894.730000 -0.0030212 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 115155055.090000 ZAR 5998596.400000 USD 2023-11-20 -57894.730000 N N N N/A N/A 000000000 1.000000 NC USD 2396349.460000 0.1250511 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A US SOFR COMPOUNDED INDEX Y 2024-03-20 1533557.890000 USD 0.000000 USD 123000000.000000 USD 862791.570000 N N N N/A N/A 000000000 -51.000000 NC 366915.790000 0.0191471 N/A DIR JP N 1 OSAKA SECURITIES EXCHANGE 3538001249AILNPRUX57 Short N/A JAPAN GOVT 2023-12-13 -49471092.080000 JPY 366915.790000 N N N N/A N/A 000000000 1.000000 NC 620115.770000 0.0323601 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 11654599.000000 GBP 14843423.160000 USD 2023-11-15 620115.770000 N N N N/A N/A 000000000 1.000000 NC 575693.130000 0.0300420 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 10149216.000000 GBP 12961826.620000 USD 2023-11-15 575693.130000 N N N N/A N/A 000000000 1.000000 NC 379.850000 0.0000198 N/A DFE MX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 398000.000000 MXN 22943.100000 USD 2023-12-14 379.850000 N N N N/A N/A 000000000 1.000000 NC 31311.540000 0.0016340 N/A DFE SG N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 10696493.570000 SGD 7883850.920000 USD 2023-12-20 31311.540000 N N N N/A N/A 000000000 1.000000 NC -6982.150000 -0.0003644 N/A DFE ZA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 20177414.000000 ZAR 1054045.950000 USD 2023-11-22 -6982.150000 N N N N/A N/A 000000000 1.000000 NC -5415.160000 -0.0002826 N/A DFE IN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 504235.000000 USD 41610102.490000 INR 2023-12-20 -5415.160000 N N N N/A N/A 000000000 1.000000 NC 45.610000 0.0000024 N/A DFE IN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 25296.000000 USD 2113923.480000 INR 2023-12-20 45.610000 N N N N/A N/A 000000000 1.000000 NC -23.990000 -0.0000013 N/A DFE IN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 25137.000000 USD 2094854.740000 INR 2023-12-20 -23.990000 N N N N/A N/A 000000000 1.000000 NC 322.090000 0.0000168 N/A DFE CN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 857335.280000 CNY 118896.000000 USD 2024-03-26 322.090000 N N N N/A N/A 000000000 1.000000 NC 8225.970000 0.0004293 N/A DFE TW N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 18789172.000000 TWD 593955.000000 USD 2023-12-20 8225.970000 N N N N/A N/A 000000000 1.000000 NC 9921.730000 0.0005178 N/A DFE TW N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 22058135.000000 TWD 697556.610000 USD 2023-12-20 9921.730000 N N N N/A N/A 000000000 1.000000 NC -12307.400000 -0.0006422 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3411318.930000 USD 5286588.000000 AUD 2023-10-03 -12307.400000 N N N N/A N/A 000000000 1.000000 NC 35411.320000 0.0018479 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 15012572.710000 USD 23381411.000000 AUD 2023-11-02 35411.320000 N N N N/A N/A 000000000 1.000000 NC -15208.140000 -0.0007936 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1941310.540000 USD 29880263570.000000 IDR 2024-03-20 -15208.140000 N N N N/A N/A 000000000 1.000000 NC -2113.730000 -0.0001103 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1106428.420000 USD 163900000.000000 JPY 2023-11-15 -2113.730000 N N N N/A N/A 000000000 1.000000 NC -36240.180000 -0.0018912 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 23381411.000000 AUD 14996837.020000 USD 2023-10-03 -36240.180000 N N N N/A N/A 000000000 1.000000 NC 33824.410000 0.0017651 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 54218091759.000000 IDR 3528760.000000 USD 2024-03-20 33824.410000 N N N N/A N/A 000000000 1.000000 NC 26522.870000 0.0013841 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 54795630407.000000 IDR 3558687.000000 USD 2024-03-20 26522.870000 N N N N/A N/A 000000000 1.000000 NC 15158.560000 0.0007910 N/A DFE TW N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 20757251.000000 TWD 662240.000000 USD 2023-12-20 15158.560000 N N N N/A N/A 000000000 1.000000 NC -28.430000 -0.0000015 N/A DFE ZA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 593768.700000 ZAR 31197.620000 USD 2023-11-21 -28.430000 N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AH9 5000000.000000 PA USD 3944205.150000 0.2058243 Long DBT CORP US N 2 2031-12-15 Fixed 2.4 N N N N N N AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION) 549300OX0Q38NLSKPB49 05351WAC7 6300000.000000 PA USD 6025427.540000 0.3144308 Long DBT CORP US N 2 2025-04-15 Fixed 3.2 N N N N N N N/A N/A 000000000 1.000000 NC -33948.580000 -0.0017716 N/A DFE JP N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 1030459.520000 USD 147900000.000000 JPY 2023-11-15 -33948.580000 N N N AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION) 549300OX0Q38NLSKPB49 05351WAA1 12130000.000000 PA USD 11699663.380000 0.6105350 Long DBT CORP US N 2 2024-12-01 Fixed 3.15 N N N N N N N/A N/A 000000000 1.000000 NC -48959.860000 -0.0025549 N/A DFE IN N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 4548000.000000 USD 375296866.800000 INR 2023-12-20 -48959.860000 N N N N/A N/A 000000000 1.000000 NC -11280.070000 -0.0005886 N/A DFE TW N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 928753.000000 USD 29190707.000000 TWD 2024-03-20 -11280.070000 N N N N/A N/A 000000000 603.000000 NC USD -3176077.050000 -0.1657403 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long N/A 90SOFR 2024-03-19 142530356.250000 USD -3176077.050000 N N N N/A N/A 000000000 856.000000 NC USD -49331.280000 -0.0025743 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long N/A 90SOFR 2024-09-17 202909450.000000 USD -49331.280000 N N N N/A N/A 000000000 -856.000000 NC USD 98943.720000 0.0051633 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short N/A 90SOFR 2024-12-17 -203497950.000000 USD 98943.720000 N N N N/A N/A 000000000 -24.000000 NC USD -132299.280000 -0.0069039 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT SOFR 90DAY CME (WHT) 03/19/24 2024-03-20 N/A USD N/A 96.750000 USD 2023-12-15 XXXX -85499.280000 N N N N/A N/A 000000000 1.000000 NC -758.500000 -0.0000396 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1372584.000000 USD 114433700.660000 INR 2023-12-20 -758.500000 N N N N/A N/A 000000000 1.000000 NC -48.730000 -0.0000025 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 24181.820000 USD 2013112.330000 INR 2023-12-20 -48.730000 N N N N/A N/A 000000000 1.000000 NC -4660.130000 -0.0002432 N/A DFE TW N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 589717.000000 USD 18614417.000000 TWD 2024-03-20 -4660.130000 N N N N/A N/A 000000000 1.000000 NC 17278.760000 0.0009017 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 21409206917.000000 IDR 1397331.000000 USD 2024-03-20 17278.760000 N N N N/A N/A 000000000 1.000000 NC 12855.990000 0.0006709 N/A DFE TW N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 21848668.000000 TWD 693961.000000 USD 2023-12-20 12855.990000 N N N N/A N/A 000000000 -12400000.000000 NC USD -3.720000 -0.0000002 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.08750 11/07/23-1Y LCH 2024-11-07 0.000000 USD 0.000000 USD N/A USD N/A 3.090000 USD 2023-11-03 XXXX 89896.280000 N N N N/A N/A 000000000 -12400000.000000 NC USD -274137.960000 -0.0143056 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.08750 11/07/23-1Y LCH 2024-11-07 0.000000 USD 0.000000 USD N/A USD N/A 3.090000 USD 2023-11-03 XXXX -184237.960000 N N N N/A N/A 000000000 -12000000.000000 NC USD -272859.600000 -0.0142389 N/A DIR US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.02000 11/08/23-1Y LCH 2024-11-08 0.000000 USD 0.000000 USD N/A USD N/A 3.020000 USD 2023-11-06 XXXX -194859.600000 N N N N/A N/A 000000000 -12000000.000000 NC USD -3.600000 -0.0000002 N/A DIR US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Call Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.02000 11/08/23-1Y LCH 2024-11-08 0.000000 USD 0.000000 USD N/A USD N/A 3.020000 USD 2023-11-06 XXXX 77996.400000 N N N N/A N/A 000000000 -8100000.000000 NC USD -125840.790000 -0.0065669 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.75000 11/21/23-1Y LCH 2024-11-21 0.000000 USD 0.000000 USD N/A USD N/A 3.750000 USD 2023-11-17 XXXX -96478.290000 N N N N/A N/A 000000000 -8100000.000000 NC USD -1.620000 -0.0000001 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/2.25000 11/21/23-1Y LCH 2024-11-21 0.000000 USD 0.000000 USD N/A USD N/A 2.250000 USD 2023-11-17 XXXX 29360.880000 N N N N/A N/A 000000000 -43300000.000000 NC USD -129454.010000 -0.0067554 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/5.10000 03/06/24-1Y LCH 2025-03-06 0.000000 USD 0.000000 USD N/A USD N/A 5.100000 USD 2024-03-04 XXXX -4425.260000 N N N N/A N/A 000000000 5200000.000000 NC USD 212688.840000 0.0110990 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased 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/3.85000 03/06/24-10Y LCH 2034-03-06 0.000000 USD 0.000000 USD N/A USD N/A 3.850000 USD 2024-03-04 XXXX 88105.510000 N N N N/A N/A 000000000 -37500000.000000 NC USD -835650.000000 -0.0436075 N/A DIR US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 Put Written Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/2.68750 04/04/24-1Y LCH 2025-04-04 0.000000 USD 0.000000 USD N/A USD N/A 2.690000 USD 2024-04-02 XXXX -542212.500000 N N N N/A N/A 000000000 -7800000.000000 NC USD -173635.800000 -0.0090610 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/2.69000 04/04/24-1Y LCH 2025-04-04 0.000000 USD 0.000000 USD N/A USD N/A 2.690000 USD 2024-04-02 XXXX -112405.800000 N N N N/A N/A 000000000 -37500000.000000 NC USD -5868.750000 -0.0003063 N/A DIR US N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 Call Written Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/2.68750 04/04/24-1Y LCH 2025-04-04 0.000000 USD 0.000000 USD N/A USD N/A 2.690000 USD 2024-04-02 XXXX 287568.750000 N N N N/A N/A 000000000 -7800000.000000 NC USD -1224.600000 -0.0000639 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/2.69000 04/04/24-1Y LCH 2025-04-04 0.000000 USD 0.000000 USD N/A USD N/A 2.690000 USD 2024-04-02 XXXX 60005.400000 N N N N/A N/A 000000000 -3600000.000000 NC -0.380000 0.0000000 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 2.90000 10/03/23-10Y LCH 2033-10-03 0.000000 EUR 0.000000 EUR N/A EUR N/A 2.900000 EUR 2023-09-29 XXXX 14205.200000 N N N N/A N/A 000000000 -3600000.000000 NC -24215.930000 -0.0012637 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.30000 10/03/23-10Y LCH 2033-10-03 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.300000 EUR 2023-09-29 XXXX -10010.350000 N N N N/A N/A 000000000 -3100000.000000 NC USD -24865.410000 -0.0012976 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.17000 10/03/23-10Y LCH 2033-10-03 0.000000 USD 0.000000 USD N/A USD N/A 4.170000 USD 2023-09-29 XXXX -12852.910000 N N N N/A N/A 000000000 -3100000.000000 NC USD -0.310000 0.0000000 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.72000 10/03/23-10Y LCH 2033-10-03 0.000000 USD 0.000000 USD N/A USD N/A 3.720000 USD 2023-09-29 XXXX 12012.190000 N N N N/A N/A 000000000 -1300000.000000 NC USD -25033.450000 -0.0013063 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.03000 10/04/23-10Y LCH 2033-10-04 0.000000 USD 0.000000 USD N/A USD N/A 4.030000 USD 2023-10-02 XXXX -20483.450000 N N N N/A N/A 000000000 -1300000.000000 NC USD -0.130000 0.0000000 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.58000 10/04/23-10Y LCH 2033-10-04 0.000000 USD 0.000000 USD N/A USD N/A 3.580000 USD 2023-10-02 XXXX 4549.870000 N N N N/A N/A 000000000 -2300000.000000 NC USD -0.230000 0.0000000 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.58000 10/04/23-10Y LCH 2033-10-04 0.000000 USD 0.000000 USD N/A USD N/A 3.580000 USD 2023-10-02 XXXX 7911.770000 N N N N/A N/A 000000000 -2300000.000000 NC USD -44289.950000 -0.0023112 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.03000 10/04/23-10Y LCH 2033-10-04 0.000000 USD 0.000000 USD N/A USD N/A 4.030000 USD 2023-10-02 XXXX -36377.950000 N N N N/A N/A 000000000 -2300000.000000 NC -36.720000 -0.0000019 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.07000 10/09/23-5Y LCH 2028-10-09 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.070000 EUR 2023-10-05 XXXX 6436.390000 N N N N/A N/A 000000000 -2300000.000000 NC -6082.590000 -0.0003174 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.37000 10/09/23-5Y LCH 2028-10-09 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.370000 EUR 2023-10-05 XXXX -534.210000 N N N N/A N/A 000000000 -1800000.000000 NC USD -17363.520000 -0.0009061 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.17500 10/10/23-10Y LCH 2033-10-10 0.000000 USD 0.000000 USD N/A USD N/A 4.170000 USD 2023-10-05 XXXX -10906.020000 N N N N/A N/A 000000000 -1800000.000000 NC USD -8.820000 -0.0000005 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.72500 10/10/23-10Y LCH 2033-10-10 0.000000 USD 0.000000 USD N/A USD N/A 3.730000 USD 2023-10-05 XXXX 6448.680000 N N N N/A N/A 000000000 -2100000.000000 NC -4922.910000 -0.0002569 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.40000 10/11/23-5Y LCH 2028-10-11 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.400000 EUR 2023-10-09 XXXX 523.520000 N N N N/A N/A 000000000 -2100000.000000 NC -193.380000 -0.0000101 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.10000 10/11/23-5Y LCH 2028-10-11 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.100000 EUR 2023-10-09 XXXX 5253.050000 N N N N/A N/A 000000000 -1700000.000000 NC USD -20479.730000 -0.0010687 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.15000 10/12/23-10Y LCH 2033-10-12 0.000000 USD 0.000000 USD N/A USD N/A 4.150000 USD 2023-10-10 XXXX -13764.730000 N N N N/A N/A 000000000 -1700000.000000 NC USD -82.790000 -0.0000043 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.75000 10/12/23-10Y LCH 2033-10-12 0.000000 USD 0.000000 USD N/A USD N/A 3.750000 USD 2023-10-10 XXXX 6632.210000 N N N N/A N/A 000000000 -600000.000000 NC USD -19574.340000 -0.0010215 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.83000 10/12/23-30Y LCH 2053-10-12 0.000000 USD 0.000000 USD N/A USD N/A 3.830000 USD 2023-10-10 XXXX -16154.340000 N N N N/A N/A 000000000 -600000.000000 NC USD -9.720000 -0.0000005 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.43000 10/12/23-30Y LCH 2053-10-12 0.000000 USD 0.000000 USD N/A USD N/A 3.430000 USD 2023-10-10 XXXX 3410.280000 N N N N/A N/A 000000000 -2000000.000000 NC -6639.110000 -0.0003465 N/A DIR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.38000 10/16/23-5Y LCH 2028-10-16 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.380000 EUR 2023-10-12 XXXX -1516.250000 N N N N/A N/A 000000000 -2000000.000000 NC -405.140000 -0.0000211 N/A DIR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.08000 10/16/23-5Y LCH 2028-10-16 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.080000 EUR 2023-10-12 XXXX 4717.720000 N N N N/A N/A 000000000 -600000.000000 NC USD -16324.800000 -0.0008519 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.88000 10/16/23-30Y LCH 2053-10-16 0.000000 USD 0.000000 USD N/A USD N/A 3.880000 USD 2023-10-12 XXXX -13144.800000 N N N N/A N/A 000000000 -600000.000000 NC USD -68.220000 -0.0000036 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.48000 10/16/23-30Y LCH 2053-10-16 0.000000 USD 0.000000 USD N/A USD N/A 3.480000 USD 2023-10-12 XXXX 3111.780000 N N N N/A N/A 000000000 -600000.000000 NC USD -17474.520000 -0.0009119 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.87000 10/17/23-30Y LCH 2053-10-17 0.000000 USD 0.000000 USD N/A USD N/A 3.870000 USD 2023-10-13 XXXX -14324.520000 N N N N/A N/A 000000000 -600000.000000 NC USD -93.840000 -0.0000049 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.47000 10/17/23-30Y LCH 2053-10-17 0.000000 USD 0.000000 USD N/A USD N/A 3.470000 USD 2023-10-13 XXXX 3056.160000 N N N N/A N/A 000000000 -1300000.000000 NC -464.560000 -0.0000242 N/A DIR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.10000 10/18/23-5Y LCH 2028-10-18 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.100000 EUR 2023-10-16 XXXX 2371.930000 N N N N/A N/A 000000000 -1300000.000000 NC -4100.600000 -0.0002140 N/A DIR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.40000 10/18/23-5Y LCH 2028-10-18 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.400000 EUR 2023-10-16 XXXX -1264.110000 N N N N/A N/A 000000000 -1400000.000000 NC USD -15294.160000 -0.0007981 N/A DIR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.20000 10/18/23-10Y LCH 2033-10-18 0.000000 USD 0.000000 USD N/A USD N/A 4.200000 USD 2023-10-16 XXXX -10569.160000 N N N N/A N/A 000000000 -1400000.000000 NC USD -520.660000 -0.0000272 N/A DIR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.80000 10/18/23-10Y LCH 2033-10-18 0.000000 USD 0.000000 USD N/A USD N/A 3.800000 USD 2023-10-16 XXXX 4204.340000 N N N N/A N/A 000000000 -2100000.000000 NC -5171.130000 -0.0002699 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.45000 10/20/23-5Y LCH 2028-10-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.450000 EUR 2023-10-18 XXXX -1075.150000 N N N N/A N/A 000000000 -2100000.000000 NC -1451.580000 -0.0000757 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.15000 10/20/23-5Y LCH 2028-10-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.150000 EUR 2023-10-18 XXXX 2644.400000 N N N N/A N/A 000000000 -1700000.000000 NC USD -18005.550000 -0.0009396 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.22000 10/20/23-10Y LCH 2033-10-20 0.000000 USD 0.000000 USD N/A USD N/A 4.220000 USD 2023-10-18 XXXX -12178.800000 N N N N/A N/A 000000000 -1700000.000000 NC USD -1041.080000 -0.0000543 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.82000 10/20/23-10Y LCH 2033-10-20 0.000000 USD 0.000000 USD N/A USD N/A 3.820000 USD 2023-10-18 XXXX 4785.670000 N N N N/A N/A 000000000 -900000.000000 NC USD -9370.530000 -0.0004890 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.23000 10/23/23-10Y LCH 2033-10-23 0.000000 USD 0.000000 USD N/A USD N/A 4.230000 USD 2023-10-19 XXXX -6209.280000 N N N N/A N/A 000000000 -900000.000000 NC USD -682.920000 -0.0000356 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.83000 10/23/23-10Y LCH 2033-10-23 0.000000 USD 0.000000 USD N/A USD N/A 3.830000 USD 2023-10-19 XXXX 2478.330000 N N N N/A N/A 000000000 -900000.000000 NC USD -8434.890000 -0.0004402 N/A DIR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.25500 10/23/23-10Y LCH 2033-10-23 0.000000 USD 0.000000 USD N/A USD N/A 4.250000 USD 2023-10-19 XXXX -5251.140000 N N N N/A N/A 000000000 -900000.000000 NC USD -806.670000 -0.0000421 N/A DIR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.85500 10/23/23-10Y LCH 2033-10-23 0.000000 USD 0.000000 USD N/A USD N/A 3.860000 USD 2023-10-19 XXXX 2377.080000 N N N N/A N/A 000000000 -800000.000000 NC -9268.460000 -0.0004837 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB RFR GBP SONIO/4.32000 10/20/23-10Y LCH N/A N/A 2033-10-20 0.000000 GBP 0.000000 GBP N/A GBP N/A 4.320000 GBP 2023-10-20 XXXX -4885.470000 N N N N/A N/A 000000000 -800000.000000 NC -1849.090000 -0.0000965 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB RFR GBP SONIO/3.98000 10/20/23-10Y LCH N/A N/A 2033-10-20 0.000000 GBP 0.000000 GBP N/A GBP N/A 3.980000 GBP 2023-10-20 XXXX 2533.900000 N N N N/A N/A 000000000 -2200000.000000 NC -5152.680000 -0.0002689 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.48000 10/25/23-5Y LCH 2028-10-25 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.480000 EUR 2023-10-23 XXXX -626.650000 N N N N/A N/A 000000000 -2200000.000000 NC -3552.190000 -0.0001854 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.23000 10/25/23-5Y LCH 2028-10-25 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.230000 EUR 2023-10-23 XXXX 973.840000 N N N N/A N/A 000000000 -900000.000000 NC USD -4928.490000 -0.0002572 N/A DIR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.39250 10/25/23-10Y LCH 2033-10-25 0.000000 USD 0.000000 USD N/A USD N/A 4.390000 USD 2023-10-23 XXXX -1834.740000 N N N N/A N/A 000000000 -900000.000000 NC USD -1711.980000 -0.0000893 N/A DIR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.94250 10/25/23-10Y LCH 2033-10-25 0.000000 USD 0.000000 USD N/A USD N/A 3.940000 USD 2023-10-23 XXXX 1381.770000 N N N N/A N/A 000000000 -1200000.000000 NC -6925.960000 -0.0003614 N/A DIR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.46000 10/27/23-10Y LCH 2033-10-27 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.460000 EUR 2023-10-25 XXXX -2445.120000 N N N N/A N/A 000000000 -1200000.000000 NC -3973.570000 -0.0002074 N/A DIR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.20000 10/27/23-10Y LCH 2033-10-27 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.200000 EUR 2023-10-25 XXXX 507.270000 N N N N/A N/A 000000000 -2100000.000000 NC -5788.570000 -0.0003021 N/A DIR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.48000 10/31/23-5Y LCH 2028-10-31 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.480000 EUR 2023-10-27 XXXX -1309.430000 N N N N/A N/A 000000000 -2100000.000000 NC -4452.440000 -0.0002323 N/A DIR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 3.23000 10/31/23-5Y LCH 2028-10-31 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.230000 EUR 2023-10-27 XXXX 26.700000 N N N N/A N/A 000000000 -1100000.000000 NC USD -5517.600000 -0.0002879 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/4.45000 10/31/23-10Y LCH 2033-10-31 0.000000 USD 0.000000 USD N/A USD N/A 4.450000 USD 2023-10-27 XXXX -1502.600000 N N N N/A N/A 000000000 -1100000.000000 NC USD -2924.570000 -0.0001526 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.95000 10/31/23-10Y LCH 2033-10-31 0.000000 USD 0.000000 USD N/A USD N/A 3.950000 USD 2023-10-27 XXXX 1090.430000 N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX N/A 05493LAA4 6000000.000000 PA USD 5689822.200000 0.2969176 Long ABS-MBS CORP US N 2 2038-09-15 Floating 6.49748 N N N N N N N/A N/A 000000000 1.000000 NC -52475.470000 -0.0027384 N/A DIR AU N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2033-09-20 0.000000 AUD -28062.580000 AUD 4000000.000000 AUD -24412.890000 N N N N/A N/A 000000000 1.000000 NC -24685.520000 -0.0012882 N/A DIR AU N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2033-12-20 0.000000 AUD -4731.430000 AUD 2800000.000000 AUD -19954.090000 N N N N/A N/A 000000000 1.000000 NC 3822546.780000 0.1994757 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2036-09-15 498357.380000 EUR 0.000000 EUR 10920000.000000 EUR 3324189.400000 N N N N/A N/A 000000000 1.000000 NC -1693247.280000 -0.0883604 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2027-05-18 0.000000 EUR -64031.620000 EUR 17100000.000000 EUR -1629215.660000 N N N N/A N/A 000000000 1.000000 NC -211536.740000 -0.0110388 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2033-03-09 0.000000 EUR -84902.120000 EUR 3800000.000000 EUR -126634.620000 N N N N/A N/A 000000000 1.000000 NC 978349.240000 0.0510542 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2054-03-20 496444.170000 EUR 0.000000 EUR 17100000.000000 EUR 481905.070000 N N N N/A N/A 000000000 1.000000 NC -3047574.670000 -0.1590346 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2034-03-20 0.000000 EUR -1376360.260000 EUR 103750000.000000 EUR -1671214.410000 N N N N/A N/A 000000000 1.000000 NC -1531847.740000 -0.0799379 N/A DIR CA N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A CANADIAN ON REPO RATE CORRA Y 2025-09-20 0.000000 CAD -1380370.610000 CAD 88300000.000000 CAD -151477.130000 N N N N/A N/A 000000000 1.000000 NC -2076435.170000 -0.1083567 N/A DIR CA N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A CANADIAN ON REPO RATE CORRA Y 2025-06-21 0.000000 CAD -1575694.870000 CAD 139100000.000000 CAD -500740.300000 N N N N/A N/A 000000000 1.000000 NC -124694.320000 -0.0065070 N/A DIR CA N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A CANADIAN ON REPO RATE CORRA Y 2025-07-14 0.000000 CAD 0.000000 CAD 29900000.000000 CAD -124694.320000 N N N N/A N/A 000000000 1.000000 NC -38008.970000 -0.0019835 N/A DIR CA N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A CANADIAN ON REPO RATE CORRA Y 2025-07-13 0.000000 CAD 0.000000 CAD 11900000.000000 CAD -38008.970000 N N N N/A N/A 000000000 1.000000 NC 1229599.020000 0.0641654 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2052-03-15 177998.140000 GBP 0.000000 GBP 1800000.000000 GBP 1051600.880000 N N N N/A N/A 000000000 1.000000 NC -2019.680000 -0.0001054 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2054-03-20 0.000000 GBP -4991.520000 GBP 100000.000000 GBP 2971.840000 N N N N/A N/A 000000000 1.000000 NC -36438.170000 -0.0019015 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2026-09-18 0.000000 JPY -12.450000 JPY 378900000.000000 JPY -36425.720000 N N N N/A N/A 000000000 1.000000 NC -56814.780000 -0.0029648 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2028-06-18 193531.160000 JPY 0.000000 JPY 900000000.000000 JPY -250345.940000 N N N N/A N/A 000000000 1.000000 NC 160512.700000 0.0083762 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2038-10-31 0.000000 JPY -99364.540000 JPY 290000000.000000 JPY 259877.240000 N N N N/A N/A 000000000 1.000000 NC 35568.160000 0.0018561 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2038-12-20 0.000000 JPY -28167.120000 JPY 67300000.000000 JPY 63735.280000 N N N N/A N/A 000000000 1.000000 NC 72153.130000 0.0037652 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2038-11-12 0.000000 JPY -72513.540000 JPY 150000000.000000 JPY 144666.670000 N N N N/A N/A 000000000 1.000000 NC 45933.040000 0.0023970 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2038-10-22 0.000000 JPY -51145.060000 JPY 100000000.000000 JPY 97078.100000 N N N N/A N/A 000000000 1.000000 NC 3202089.130000 0.1670978 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2042-03-15 929524.140000 JPY 0.000000 JPY 3256100000.000000 JPY 2272564.990000 N N N N/A N/A 000000000 1.000000 NC 121257.350000 0.0063277 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2042-04-19 0.000000 JPY 0.000000 JPY 150000000.000000 JPY 121257.350000 N N N N/A N/A 000000000 1.000000 NC 1910057.280000 0.0996744 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2052-06-15 0.000000 JPY -13776.800000 JPY 1650000000.000000 JPY 1923834.080000 N N N N/A N/A 000000000 1.000000 NC USD 18418547.510000 0.9611531 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2052-12-21 8745398.890000 USD 0.000000 USD 45200000.000000 USD 9673148.620000 N N N N/A N/A 000000000 1.000000 NC USD -2086218.560000 -0.1088672 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2027-05-03 0.000000 USD -69250.000000 USD 20000000.000000 USD -2016968.560000 N N N N/A N/A 000000000 1.000000 NC USD 8116730.830000 0.4235633 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-12-21 4156140.670000 USD 0.000000 USD 41600000.000000 USD 3960590.160000 N N N N/A N/A 000000000 1.000000 NC USD -3563456.430000 -0.1859553 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2027-06-15 0.000000 USD -152000.000000 USD 40000000.000000 USD -3411456.430000 N N N N/A N/A 000000000 1.000000 NC USD -873037.590000 -0.0455586 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2027-08-29 0.000000 USD -74675.000000 USD 14500000.000000 USD -798362.590000 N N N N/A N/A 000000000 1.000000 NC USD -227871.020000 -0.0118912 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-02-23 0.000000 USD -12067.000000 USD 3500000.000000 USD -215804.020000 N N N N/A N/A 000000000 1.000000 NC USD -329565.370000 -0.0171980 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-03-07 0.000000 USD -16031.250000 USD 4500000.000000 USD -313534.120000 N N N N/A N/A 000000000 1.000000 NC USD -239900.500000 -0.0125190 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-02-22 0.000000 USD -14778.750000 USD 4200000.000000 USD -225121.750000 N N N N/A N/A 000000000 1.000000 NC USD 1598058.260000 0.0833930 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2025-09-20 1235937.720000 USD 0.000000 USD 56400000.000000 USD 362120.540000 N N N N/A N/A 000000000 1.000000 NC USD -85786.930000 -0.0044767 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-03-02 0.000000 USD -4440.000000 USD 1600000.000000 USD -81346.930000 N N N N/A N/A 000000000 1.000000 NC USD -106578.500000 -0.0055617 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-07-10 0.000000 USD -6425.000000 USD 2000000.000000 USD -100153.500000 N N N N/A N/A 000000000 1.000000 NC USD -59780.350000 -0.0031196 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-08-03 0.000000 USD -4745.000000 USD 1300000.000000 USD -55035.350000 N N N N/A N/A 000000000 1.000000 NC USD -63608.250000 -0.0033193 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-08-07 0.000000 USD -5565.000000 USD 1400000.000000 USD -58043.250000 N N N N/A N/A 000000000 1.000000 NC USD 2452371.240000 0.1279745 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2025-06-21 1592208.940000 USD 0.000000 USD 91800000.000000 USD 860162.300000 N N N N/A N/A 000000000 1.000000 NC USD -154077.620000 -0.0080404 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-08-23 0.000000 USD -14040.000000 USD 3600000.000000 USD -140037.620000 N N N N/A N/A 000000000 1.000000 NC USD -140426.610000 -0.0073280 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-03-10 0.000000 USD -9191.250000 USD 4300000.000000 USD -131235.360000 N N N N/A N/A 000000000 1.000000 NC USD -28414.410000 -0.0014828 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-08-22 0.000000 USD -2857.500000 USD 900000.000000 USD -25556.910000 N N N N/A N/A 000000000 1.000000 NC USD -78593.200000 -0.0041013 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-08-30 0.000000 USD -7512.500000 USD 2000000.000000 USD -71080.700000 N N N N/A N/A 000000000 1.000000 NC USD -115466.760000 -0.0060255 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-08-30 0.000000 USD -13042.500000 USD 3700000.000000 USD -102424.260000 N N N N/A N/A 000000000 1.000000 NC USD -138703.190000 -0.0072381 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-09-13 0.000000 USD -18552.500000 USD 5200000.000000 USD -120150.690000 N N N N/A N/A 000000000 1.000000 NC USD -18776.200000 -0.0009798 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-10-02 0.000000 USD 0.000000 USD 2000000.000000 USD -18776.200000 N N N N/A N/A 000000000 1.000000 NC USD -37129.350000 -0.0019376 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-09-27 0.000000 USD -17175.000000 USD 4200000.000000 USD -19954.350000 N N N N/A N/A 000000000 1.000000 NC USD 127321.890000 0.0066442 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2025-07-17 0.000000 USD -1732.480000 USD 13100000.000000 USD 129054.370000 N N N N/A N/A 000000000 1.000000 NC USD -406887.930000 -0.0212330 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2024-09-14 0.000000 USD 0.000000 USD 59300000.000000 USD -406887.930000 N N N N/A N/A 000000000 1.000000 NC USD 10206.630000 0.0005326 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2024-10-18 0.000000 USD 0.000000 USD 35700000.000000 USD 10206.630000 N N N N/A N/A 000000000 1.000000 NC 1602.960000 0.0000836 N/A DFE IN N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 1495636.000000 USD 124895327.630000 INR 2023-12-20 1602.960000 N N N N/A N/A 000000000 1.000000 NC -405262.320000 -0.0211482 N/A DFE JP N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 8530638.000000 USD 1205950702.000000 JPY 2023-11-15 -405262.320000 N N N N/A N/A 000000000 1.000000 NC 30481.590000 0.0015907 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 13320137.020000 USD 20764631.000000 AUD 2023-10-03 30481.590000 N N N N/A N/A 000000000 1.000000 NC -20480.230000 -0.0010687 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 3599606.470000 USD 5566726.000000 AUD 2023-10-03 -20480.230000 N N N N/A N/A 000000000 1.000000 NC 9187.920000 0.0004795 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 5291742.470000 USD 8236534.000000 AUD 2023-11-02 9187.920000 N N N N/A N/A 000000000 1.000000 NC -68816.030000 -0.0035911 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 1527292.860000 USD 216463980.000000 JPY 2023-11-15 -68816.030000 N N N N/A N/A 000000000 1.000000 NC -9471.660000 -0.0004943 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 8236534.000000 AUD 5286207.520000 USD 2023-10-03 -9471.660000 N N N N/A N/A 000000000 1.000000 NC 1111260.420000 0.0579900 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 25354732.000000 EUR 27965686.240000 USD 2023-11-15 1111260.420000 N N N N/A N/A 000000000 -10200000.000000 NC -94831.050000 -0.0049487 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A ECTRVYYCEF89VWYS6K36 000000000 0.000000 NC USD 0.000000 0.000000 DFE GB 0.000000 N/A 0.000000 N/A 2024-09-26 N/A 1.100000 GBP 2024-09-26 XXXX 9714.580000 N N N N/A N/A 000000000 5100000.000000 NC 156695.240000 0.0081770 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Purchased Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A ECTRVYYCEF89VWYS6K36 000000000 0.000000 NC USD 0.000000 0.000000 DFE GB 0.000000 N/A 0.000000 N/A 2024-09-26 N/A 1.200000 GBP 2024-09-26 XXXX -11556.130000 N N N N/A N/A 000000000 -25.000000 NC USD -5219.700000 -0.0002724 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/23 2023-12-20 N/A USD N/A 110.000000 USD 2023-10-27 XXXX 2581.050000 N N N N/A N/A 000000000 -25.000000 NC USD -12063.480000 -0.0006295 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/23 2023-12-20 N/A USD N/A 107.000000 USD 2023-10-27 XXXX -3132.230000 N N N N/A N/A 000000000 -696.000000 NC USD 1234525.320000 0.0644224 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-12-19 -75184312.850000 USD 1234525.320000 N N N N/A N/A 000000000 -677.000000 NC USD 1872584.850000 0.0977189 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-12-19 -75522523.780000 USD 1872584.850000 N N N N/A N/A 000000000 231.000000 NC USD -131596.800000 -0.0068672 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-12-29 46823519.360000 USD -131596.800000 N N N N/A N/A 000000000 -976.000000 NC USD 819835.950000 0.0427823 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-12-29 -102796437.740000 USD 819835.950000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJG5 12700000.000000 PA USD 12032805.370000 0.6279197 Long DBT CORP US N 2 2025-09-25 Floating 0.981 N N N N N N BANK OF AMERICA MTGE SECS-2007-2 N/A 05952FAN3 1187334.810000 PA USD 905167.300000 0.0472352 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6 Y N N N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAN1 70957.330000 PA USD 68508.690000 0.0035751 Long ABS-MBS CORP US N 2 2037-03-26 Floating 4.53429 N N N N N N BCP TRUST 2021-330N N/A 05553BAA3 8120913.000000 PA USD 7211221.320000 0.3763102 Long ABS-MBS CORP US N 2 2038-06-15 Floating 6.24648 N N N N N N BEAR STEARNS STRUC PROD INC 2007-R6 N/A 07402FAC9 289016.930000 PA USD 212850.770000 0.0111074 Long ABS-MBS CORP US N 2 2046-12-26 Floating 4.3353 Y N N N N N BEAR STEARNS ASSET BACKED SECU 2005-TC1 N/A 073879VG0 671715.000000 PA USD 666361.030000 0.0347734 Long ABS-MBS CORP US N 2 2035-05-25 Floating 6.4092 N N N N N N BEAR STEARNS ASSETBACK SEC 2006-HE7 N/A 07388HAP4 201560.390000 PA USD 191475.110000 0.0099919 Long ABS-MBS CORP US N 2 2036-08-25 Floating 5.7542 N N N N N N BLUEHUB LOAN FUND INC N/A 095623AA2 1300000.000000 PA USD 1125573.150000 0.0587369 Long DBT CORP US N 2 2027-01-01 Fixed 2.89 N N N N N N BLUEHUB LOAN FUND INC N/A 095623AB0 3400000.000000 PA USD 2731131.600000 0.1425213 Long DBT CORP US N 2 2030-01-01 Fixed 3.099 N N N N N N BNG BANK NV 529900GGYMNGRQTDOO93 05591F2S8 4000000.000000 PA USD 3781281.040000 0.1973223 Long DBT CORP NL N 2 2028-05-19 Fixed 3.5 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2Q6 10000000.000000 PA USD 8862328.500000 0.4624716 Long DBT CORP FR N 2 2027-06-30 Floating 1.675 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBH6 85000.000000 PA USD 81108.150000 0.0042325 Long DBT CORP US N 2 2034-01-15 Fixed 6.5 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBE3 1100000.000000 PA USD 794988.410000 0.0414857 Long DBT CORP US N 2 2032-04-01 Fixed 2.55 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAH5 17900000.000000 PA USD 14234133.880000 0.7427938 Long DBT CORP CA N 2 2031-04-15 Fixed 2.724 N N N N N N BSREP COMMERCIAL MORTGAGE TRUST 2021-DC N/A 05591UAA5 9851404.950000 PA USD 9247534.510000 0.4825732 Long ABS-MBS CORP US N 2 2038-08-15 Floating 6.39748 N N N N N N BSST 2021-1818 MORTGAGE TRUST N/A 07403PAA0 7500000.000000 PA USD 6549482.250000 0.3417781 Long ABS-MBS CORP US N 2 2036-03-15 Floating 6.49748 N N N N N N CALIFORNIA ENDOWMENT/THE 54930046FICHFANLFV69 1301ETAA0 6900000.000000 PA USD 4020850.520000 0.2098240 Long DBT CORP US N 2 2051-04-01 Fixed 2.498 N N N N N N CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY 5493007RI8BUDOGHZ546 13032UD88 2000000.000000 PA USD 1734441.800000 0.0905101 Long DBT MUN US N 2 2037-06-01 Fixed 4.19 N N N N N N CALIFORNIA MUNICIPAL FINANCE AUTHORITY 5493000UQOV6R4ZWS346 13048VQC5 2100000.000000 PA USD 1532972.280000 0.0799966 Long DBT MUN US N 2 2035-11-01 Fixed 2.877 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 13607GRR7 8700000.000000 PA USD 7891935.650000 0.4118326 Long DBT CORP CA N 2 2025-10-23 Fixed 0.95 N N N N N N FARM CREDIT BANK OF TEXAS V1EBJIOLRNYDHDF63Z33 30767EAD1 4900000.000000 NS USD 4593750.000000 0.2397202 Long EP USGSE US N 2 N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XBC1 2000000.000000 PA USD 1875087.000000 0.0978495 Long DBT CORP US N 2 2053-04-01 Fixed 5.3 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAN3 6500000.000000 PA USD 6140038.450000 0.3204116 Long DBT CORP US Y 2 2026-01-25 Floating 2.014 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAP8 6500000.000000 PA USD 6475915.360000 0.3379390 Long DBT CORP US Y 2 2026-01-25 Floating 6.00642 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MT5 5800000.000000 PA USD 5773058.130000 0.3012612 Long DBT CORP US N 2 2024-10-30 Floating 0.776 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ND9 4100000.000000 PA USD 3873749.450000 0.2021477 Long DBT CORP US N 2 2025-11-03 Floating 1.281 N N N N N N CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE N/A 79771FEV5 135000.000000 PA USD 129910.150000 0.0067792 Long DBT MUN US N 2 2024-11-01 Fixed 2.082 N N N N N N CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE N/A 79771FFD4 385000.000000 PA USD 371244.070000 0.0193730 Long DBT MUN US N 2 2024-11-01 Fixed 2.082 N N N N N N CLEARWAY ENERGY OPERATING LLC 549300Z3NFMM54NWBB87 18539UAC9 4000000.000000 PA USD 3581679.200000 0.1869063 Long DBT CORP US N 2 2028-03-15 Fixed 4.75 N N N N N N COLLEGE AVE STUDENT LOANS LLC 2018-A N/A 19423DAA8 889611.930000 PA USD 881567.790000 0.0460037 Long ABS-O CORP US N 2 2047-12-26 Floating 6.6342 N N N N N N COMMUNITY PRESERVATION CORP 254900CWS66ZXCS6P481 20402CAA3 15000000.000000 PA USD 12480393.600000 0.6512766 Long DBT CORP US N 2 2030-02-01 Fixed 2.867 N N N N N N CONTINENTAL WIND LLC N/A 212168AA6 4657998.600000 PA USD 4661241.820000 0.2432422 Long DBT CORP US N 2 2033-02-28 Fixed 6 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDK7 8200000.000000 PA USD 7285872.450000 0.3802058 Long DBT CORP NL N 2 2027-02-24 Floating 1.106 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDJ0 10800000.000000 PA USD 9770060.700000 0.5098407 Long DBT CORP NL N 2 2026-09-24 Floating 1.004 N N N N N N CORPORACION INMOBILIARIA VESTA SAB DE CV 4469000001BIRIFZJ959 21989DAA0 10000000.000000 PA USD 8161891.000000 0.4259200 Long DBT CORP MX N 2 2031-05-13 Fixed 3.625 N N N N N N COUNTRYWIDE ASSET BACKED CERTS 2006-21 N/A 12667LAE2 1825223.650000 PA USD 1656018.300000 0.0864176 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.8942 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 ACI1J42H5 8500000.000000 PA 7373310.920000 0.3847687 Long DBT CORP LU N 2 2028-01-22 Fixed 2.75 N N N N N N CREDIT SUISSE MORTGAGE CAP CERT 2007-3 N/A 12638PAW9 2314063.220000 PA USD 659874.800000 0.0344349 Long ABS-MBS CORP US N 2 2037-04-25 Floating 6 Y N N N N N CTP BV 3157000YTVO4TN65UM14 ACI20LM91 6500000.000000 PA 5861683.850000 0.3058860 Long DBT CORP NL N 2 2026-09-27 Fixed 0.625 N N N N N N DBWF-2018-GLKS N/A 23307GAA4 1000000.000000 PA USD 993901.000000 0.0518657 Long ABS-MBS CORP US N 2 2030-12-19 Floating 6.508 N N N N N N DC OFFICE TRUST 2019-MTC N/A 23312BAA8 11900000.000000 PA USD 9427785.710000 0.4919794 Long ABS-MBS CORP US N 2 2045-09-15 Fixed 2.965 N N N N N N DIGITAL DUTCH FINCO BV 549300ONZ5IS6B6IMJ70 BKMG43II7 4300000.000000 PA 3675787.390000 0.1918172 Long DBT CORP NL N 2 2030-03-15 Fixed 1.5 N N N N N N DOLP TRUST 2021-NYC N/A 23345LAA7 8600000.000000 PA USD 6568421.140000 0.3427664 Long ABS-MBS CORP US N 2 2041-05-10 Fixed 2.956 N N N N N N DORIS DUKE CHARITABLE FOUNDATION HFI2KJN5A6RHAGMWK984 258261AA4 12500000.000000 PA USD 6942619.500000 0.3622935 Long DBT CORP US N 2 2050-07-01 Fixed 2.345 N N N N N N DROP MORTGAGE TRUST 2021-FILE N/A 26210YAA4 6850000.000000 PA USD 6400291.340000 0.3339927 Long ABS-MBS CORP US N 2 2043-10-15 Floating 6.59648 N N N N N N DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY) 9N0FWODEJVKHC2DYLO03 23338VAN6 14350000.000000 PA USD 12420678.810000 0.6481605 Long DBT CORP US N 2 2028-04-01 Fixed 1.9 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAX2 4000000.000000 PA USD 3757136.160000 0.1960623 Long DBT CORP US N 2 2028-11-15 Fixed 3.95 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 26444HAH4 4900000.000000 PA USD 4158867.990000 0.2170263 Long DBT CORP US N 2 2029-12-01 Fixed 2.5 N N N N N N EDP FINANCE BV 5299007L43AQDFOW5739 26835PAJ9 3450000.000000 PA USD 3501842.180000 0.1827401 Long DBT CORP NL N 2 2027-10-11 Fixed 6.3 N N N N N N EDP FINANCE BV 5299007L43AQDFOW5739 26835PAH3 9000000.000000 PA USD 7596879.930000 0.3964354 Long DBT CORP NL N 2 2028-01-24 Fixed 1.71 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 268317AS3 3600000.000000 PA USD 3460293.580000 0.1805719 Long DBT CORP FR N 2 2025-10-13 Fixed 3.625 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAM0 5600000.000000 PA USD 4948261.470000 0.2582200 Long DBT CORP NL N 2 2026-07-12 Fixed 1.375 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAN8 2700000.000000 PA USD 2240791.130000 0.1169334 Long DBT CORP NL N 2 2028-07-12 Fixed 1.875 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAP3 500000.000000 PA USD 378224.100000 0.0197372 Long DBT CORP NL N 2 2031-07-12 Fixed 2.25 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAW8 5700000.000000 PA USD 5439104.330000 0.2838341 Long DBT CORP NL N 2 2027-06-15 Fixed 4.625 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAX6 5700000.000000 PA USD 5161804.800000 0.2693635 Long DBT CORP NL N 2 2032-06-15 Fixed 5 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449W7M3 8300000.000000 PA USD 7261559.530000 0.3789371 Long DBT CORP US N 2 2026-07-12 Fixed 1.3 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABK8 1900000.000000 PA USD 1784076.480000 0.0931002 Long DBT CORP US N 2 2028-12-01 Fixed 4.15 N N N N N N EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT (EBRD) 549300HTGDOVDU6OGK19 29874QAY0 13300000.000000 PA USD 12787447.930000 0.6672999 Long DBT CORP N/A N 2 2024-09-27 Fixed 1.625 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 ACI0WH721 3400000.000000 PA 2071786.560000 0.1081141 Long DBT CORP N/A N 2 2028-02-03 Fixed 3.3 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 298785JV9 4000000.000000 PA USD 3715464.240000 0.1938877 Long DBT CORP N/A N 2 2033-02-14 Fixed 3.75 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 298785HM1 10000000.000000 PA USD 9212354.900000 0.4807374 Long DBT CORP N/A N 2 2027-05-24 Fixed 2.375 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 298785JA5 5650000.000000 PA USD 4775630.300000 0.2492114 Long DBT CORP N/A N 2 2029-10-09 Fixed 1.625 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 29878TDB7 10500000.000000 PA USD 10099507.430000 0.5270325 Long DBT CORP N/A N 2 2025-06-13 Fixed 2.875 N N N N N N EUROPEAN UNION (EU) 529900FZRK8FGMPEOM08 ACI212XM1 10500000.000000 PA 7372835.020000 0.3847439 Long DBT NUSS N/A N 2 2037-02-04 Fixed 0.4 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH N/A 30227FAA8 10930607.490000 PA USD 10848400.580000 0.5661127 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.52648 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH N/A 30227FAC4 8174193.420000 PA USD 8093917.120000 0.4223728 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.52648 N N N N N N FANNIE MAE 2006-5 N/A 31394VL73 18851.610000 PA USD 19111.520000 0.0009973 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 4.77977 N N N N N N FANNIE MAE 2007-14 N/A 31396PZS3 7491.390000 PA USD 7265.720000 0.0003792 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 5.78943 N N N N N N FANNIE MAE 2007-42 N/A 31396VN53 2825.230000 PA USD 2734.650000 0.0001427 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 5.67943 N N N N N N FANNIE MAE 2007-73 N/A 31396V4Q8 99896.900000 PA USD 96897.800000 0.0050565 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 5.46206 N N N N N N FANNIE MAE REMICS 2015-38 N/A 3136APAH5 645810.460000 PA USD 623912.840000 0.0325583 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 5.2109 N N N N N N FANNIE MAE-ACES 2020-M33 N/A 3136BBAR3 45165188.350000 PA USD 3705455.930000 0.1933654 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 2.34852 N N N N N N FANNIEMAE WHOLE LOAN 2004-W8 N/A 31394ALL8 17748.030000 PA USD 17770.040000 0.0009273 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 6.5 N N N N N N FHF TRUST 2022-1A N/A 30327CAA4 6083985.860000 PA USD 5963850.260000 0.3112174 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.43 N N N N N N FHF TRUST 2023-1A N/A 30331GAC5 3168526.740000 PA USD 3136772.720000 0.1636893 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.57 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KSJ1 N/A 3137FXLY2 60898502.160000 PA USD 3611536.950000 0.1884644 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.25245 N N N N N N FHLMC PASS THRU POOLS N/A 31336SNN4 281.940000 PA USD 277.580000 0.0000145 Long ABS-MBS USGSE US N 2 2033-04-01 Floating 4.283 N N N N N N FHLMC PASS THRU POOLS N/A 3128NHEG4 5254.070000 PA USD 5156.380000 0.0002691 Long ABS-MBS USGSE US N 2 2038-04-01 Floating 4.495 N N N N N N FHLMC PASS THRU POOLS N/A 31295LBG6 1672.300000 PA USD 1655.930000 0.0000864 Long ABS-MBS USGSE US N 2 2030-07-01 Floating 5.877 N N N N N N FHLMC PASS THRU POOLS N/A 31296KN58 4634.600000 PA USD 4595.510000 0.0002398 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 31296Q4H0 443.400000 PA USD 439.280000 0.0000229 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128KHFT8 18892.950000 PA USD 18740.450000 0.0009780 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128KKY29 18349.940000 PA USD 18328.400000 0.0009564 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128KTAF7 2192.810000 PA USD 2200.250000 0.0001148 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 312926M39 495.630000 PA USD 481.240000 0.0000251 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312928QH0 4136.840000 PA USD 4093.100000 0.0002136 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 312936LM7 10247.900000 PA USD 10048.370000 0.0005244 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31292G4V5 216.160000 PA USD 219.590000 0.0000115 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31292H5P5 7752.620000 PA USD 7728.500000 0.0004033 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292K2G1 260462.530000 PA USD 264958.030000 0.0138266 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7GA5 185.840000 PA USD 183.860000 0.0000096 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7LR2 77798.020000 PA USD 76065.950000 0.0039694 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7NG4 8755.140000 PA USD 8559.760000 0.0004467 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7NT6 67462.480000 PA USD 65956.150000 0.0034419 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7PJ6 1504.050000 PA USD 1399.510000 0.0000730 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7QX4 4658.300000 PA USD 4468.290000 0.0002332 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128F2WL5 1166.510000 PA USD 1164.420000 0.0000608 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 7.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4LZ4 24093.500000 PA USD 24544.350000 0.0012808 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4PK3 90756.510000 PA USD 92438.530000 0.0048238 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4SS3 2592.910000 PA USD 2633.840000 0.0001374 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5C57 55836.720000 PA USD 56871.530000 0.0029678 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5DD9 8235.190000 PA USD 8013.490000 0.0004182 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5ED8 4965.030000 PA USD 4969.420000 0.0002593 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5J27 81496.950000 PA USD 82976.250000 0.0043300 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5VT4 1294.270000 PA USD 1318.240000 0.0000688 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5VY3 49914.800000 PA USD 50979.410000 0.0026603 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6MZ8 35415.860000 PA USD 36032.590000 0.0018803 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6NP9 8160.060000 PA USD 8043.630000 0.0004197 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6N79 4551.720000 PA USD 4612.770000 0.0002407 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PH5 1080.960000 PA USD 1077.030000 0.0000562 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PJ1 29274.260000 PA USD 29459.670000 0.0015373 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PK8 463.630000 PA USD 459.160000 0.0000240 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PM4 823.790000 PA USD 815.750000 0.0000426 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6SU3 26898.410000 PA USD 26900.170000 0.0014038 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6XE3 3796.830000 PA USD 3863.320000 0.0002016 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7AX4 15603.720000 PA USD 15588.750000 0.0008135 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M75R3 133982.100000 PA USD 134018.310000 0.0069936 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M85J9 91200.950000 PA USD 83541.020000 0.0043595 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128M9BX9 12122.030000 PA USD 12335.760000 0.0006437 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJBH2 9122.820000 PA USD 8619.010000 0.0004498 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJGJ3 85324.220000 PA USD 86927.230000 0.0045362 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUN28 1721.740000 PA USD 1703.350000 0.0000889 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 31335BR65 9149238.010000 PA USD 8026114.510000 0.4188346 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335BTJ5 3214361.290000 PA USD 2819753.310000 0.1471460 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132XVR62 5787029.640000 PA USD 5101252.910000 0.2662037 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y0FG0 477808.960000 PA USD 435364.910000 0.0227191 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133KJJP8 8604740.350000 PA USD 6883972.380000 0.3592331 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KQDD5 4070974.140000 PA USD 3628362.570000 0.1893424 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133KQM52 9972082.760000 PA USD 8886262.860000 0.4637206 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133KQM60 19957365.030000 PA USD 18340072.660000 0.9570580 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KQM78 14744740.250000 PA USD 13924389.640000 0.7266301 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KQPD2 10600339.400000 PA USD 9743010.870000 0.5084291 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KQQY5 3002272.120000 PA USD 2675363.450000 0.1396111 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133KQQZ2 8210552.880000 PA USD 7545192.420000 0.3937382 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KQQ25 18395804.970000 PA USD 17372799.720000 0.9065818 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KRBP8 14741008.890000 PA USD 13546426.420000 0.7069065 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KRBS2 4830793.920000 PA USD 4304792.540000 0.2246412 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133KRD92 6294176.130000 PA USD 6088927.260000 0.3177445 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132CWJA3 78707.210000 PA USD 76219.260000 0.0039774 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWHE6 41766695.310000 PA USD 39445071.000000 2.0584008 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3131X53Q3 1572.190000 PA USD 1539.310000 0.0000803 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3131X6AB6 3089.220000 PA USD 3022.970000 0.0001578 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3131X6AC4 2732.940000 PA USD 2677.230000 0.0001397 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.5 N N N N N N FHLMC STRUCTURED P/T SECURITIES E3 N/A 3133TCE95 4825.700000 PA USD 4669.760000 0.0002437 Long ABS-MBS USGSE US N 2 2032-08-15 Floating 4.471 N N N N N N FNMA PASS THRU POOLS N/A 31365H6M3 137.610000 PA USD 134.850000 0.0000070 Long ABS-MBS USGSE US N 2 2031-02-01 Floating 5.951 N N N N N N FNMA PASS THRU POOLS N/A 31371HDQ8 1050.980000 PA USD 1038.380000 0.0000542 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MY92 35356.090000 PA USD 35971.200000 0.0018771 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31373UHY6 1.400000 PA USD 1.400000 0.0000001 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 9 N N N N N N FNMA PASS THRU POOLS N/A 31374TW47 24648.910000 PA USD 23957.260000 0.0012502 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31375BFN2 37.110000 PA USD 37.320000 0.0000019 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31376KHD1 20520.010000 PA USD 20438.330000 0.0010666 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31376KS23 83887.970000 PA USD 82909.490000 0.0043265 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31379PBL5 6489.750000 PA USD 6457.620000 0.0003370 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31379VUA5 142.190000 PA USD 142.990000 0.0000075 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31380D4T0 591.590000 PA USD 584.520000 0.0000305 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31380XQV7 575.250000 PA USD 568.840000 0.0000297 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31381DQD0 1626.440000 PA USD 1635.540000 0.0000853 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31382F2E8 197.570000 PA USD 195.330000 0.0000102 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31382J3L3 4023.300000 PA USD 3975.070000 0.0002074 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31384VPK2 460.240000 PA USD 463.670000 0.0000242 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385JRN0 669.120000 PA USD 674.670000 0.0000352 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385W2S7 14806.760000 PA USD 14934.800000 0.0007794 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385XEC7 5576.360000 PA USD 5551.320000 0.0002897 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31385XJM0 16486.750000 PA USD 16320.540000 0.0008517 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31385XQ91 2811.820000 PA USD 2771.560000 0.0001446 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31390UBN5 589.630000 PA USD 582.720000 0.0000304 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391RZR6 148554.900000 PA USD 145232.040000 0.0075788 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31400AP77 1204.200000 PA USD 1166.360000 0.0000609 Long ABS-MBS USGSE US N 2 2033-03-01 Floating 4.319 N N N N N N FNMA PASS THRU POOLS N/A 31402C4J8 11263.710000 PA USD 11213.110000 0.0005851 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402DDS6 9634.240000 PA USD 9590.950000 0.0005005 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402DGP9 1545.130000 PA USD 1491.630000 0.0000778 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402DQ45 18574.920000 PA USD 18686.130000 0.0009751 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 5.787 N N N N N N FNMA PASS THRU POOLS N/A 31402QYY1 117212.810000 PA USD 116761.210000 0.0060931 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402RDF3 103310.020000 PA USD 105104.550000 0.0054848 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402RNW5 100978.700000 PA USD 100215.220000 0.0052296 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 5.752 N N N N N N FNMA PASS THRU POOLS N/A 31402RRF8 123022.430000 PA USD 122934.060000 0.0064152 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 7.21 N N N N N N FNMA PASS THRU POOLS N/A 31403CXW6 7033.040000 PA USD 7016.580000 0.0003662 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403DDX4 66564.780000 PA USD 66448.970000 0.0034676 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403DD48 4543.690000 PA USD 4622.700000 0.0002412 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403DGZ6 9574.040000 PA USD 9557.530000 0.0004987 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403DV22 48120.860000 PA USD 48954.710000 0.0025547 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403HK82 3258.710000 PA USD 3157.520000 0.0001648 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403RKS6 35438.090000 PA USD 34337.730000 0.0017919 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403SD78 917.220000 PA USD 913.100000 0.0000476 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403UPF2 14983.360000 PA USD 14832.370000 0.0007740 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404AHB3 47472.500000 PA USD 46396.140000 0.0024211 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404BNU2 1654.000000 PA USD 1646.570000 0.0000859 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404JAM7 5927.340000 PA USD 5743.960000 0.0002997 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404WRQ1 5689.590000 PA USD 5667.670000 0.0002958 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404XLJ1 14701.580000 PA USD 14650.590000 0.0007645 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405BBG5 944.890000 PA USD 929.480000 0.0000485 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 5.481 N N N N N N FNMA PASS THRU POOLS N/A 31405JP73 80761.530000 PA USD 78350.520000 0.0040886 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405JU85 74371.560000 PA USD 72269.160000 0.0037713 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405NM28 165203.240000 PA USD 161920.810000 0.0084497 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405PRS1 19992.110000 PA USD 19342.240000 0.0010094 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 5.826 N N N N N N FNMA PASS THRU POOLS N/A 31405R5C6 34830.280000 PA USD 34682.790000 0.0018099 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405R7C4 22157.610000 PA USD 22080.770000 0.0011523 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405WXA8 213.710000 PA USD 211.350000 0.0000110 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406AZ62 35124.210000 PA USD 34435.760000 0.0017970 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.599 N N N N N N FNMA PASS THRU POOLS N/A 31406LKX5 203189.050000 PA USD 200262.750000 0.0104505 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406NK45 3686.230000 PA USD 3672.510000 0.0001916 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406RQ65 152.180000 PA USD 150.410000 0.0000078 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406WUS1 2950.600000 PA USD 2856.800000 0.0001491 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407GAG3 37750.700000 PA USD 37294.180000 0.0019462 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JZK1 54942.520000 PA USD 53989.760000 0.0028174 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 5.716 N N N N N N FNMA PASS THRU POOLS N/A 31407KGK9 7664.500000 PA USD 7554.110000 0.0003942 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 5.956 N N N N N N FNMA PASS THRU POOLS N/A 31407XSY8 7797.990000 PA USD 7605.250000 0.0003969 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31409TU22 43620.140000 PA USD 44379.130000 0.0023159 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410CVE9 744.390000 PA USD 756.460000 0.0000395 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410CVK5 467.000000 PA USD 475.120000 0.0000248 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410GBB8 509.440000 PA USD 511.880000 0.0000267 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410GME0 4896.420000 PA USD 4850.840000 0.0002531 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 6.094 N N N N N N FNMA PASS THRU POOLS N/A 31410GTY9 35007.340000 PA USD 35613.230000 0.0018584 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410G2H5 83286.010000 PA USD 83091.140000 0.0043360 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KCR3 20534.130000 PA USD 20308.870000 0.0010598 Long ABS-MBS USGSE US N 2 2038-04-01 Floating 4.756 N N N N N N FNMA PASS THRU POOLS N/A 31410KNH3 4062.630000 PA USD 4057.300000 0.0002117 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KXK5 4806.240000 PA USD 4798.940000 0.0002504 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410PEM1 18311.560000 PA USD 18218.970000 0.0009507 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410QD40 7324.260000 PA USD 7254.970000 0.0003786 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RFW4 22561.540000 PA USD 22291.510000 0.0011633 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410RM71 976.550000 PA USD 964.710000 0.0000503 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410TWV3 29917.980000 PA USD 29581.980000 0.0015437 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410WXV5 830.570000 PA USD 827.330000 0.0000432 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410XBB1 27.650000 PA USD 27.310000 0.0000014 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411A5E1 2355.250000 PA USD 2331.090000 0.0001216 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411W4X2 360.500000 PA USD 365.710000 0.0000191 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412QPH6 9107.550000 PA USD 9082.500000 0.0004740 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412RD79 15967.860000 PA USD 15633.240000 0.0008158 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31412UY61 7426.320000 PA USD 7020.030000 0.0003663 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412YFP2 1294.770000 PA USD 1288.950000 0.0000673 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413QRN0 6210.360000 PA USD 6199.660000 0.0003235 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414CJH2 11723.150000 PA USD 11695.720000 0.0006103 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414QL96 22683.660000 PA USD 21607.370000 0.0011276 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31414SMQ3 8218.300000 PA USD 8020.350000 0.0004185 Long ABS-MBS USGSE US N 2 2038-04-01 Floating 4.977 N N N N N N FNMA PASS THRU POOLS N/A 31414SM67 4859.040000 PA USD 4748.120000 0.0002478 Long ABS-MBS USGSE US N 2 2038-04-01 Floating 5.152 N N N N N N FNMA PASS THRU POOLS N/A 31415P3Z9 1880179.110000 PA USD 1871734.790000 0.0976746 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415QAU0 1629.580000 PA USD 1618.060000 0.0000844 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415RL36 236.180000 PA USD 233.710000 0.0000122 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415YBM0 28585.530000 PA USD 27715.740000 0.0014463 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416BMS4 4060.900000 PA USD 4127.960000 0.0002154 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416BN53 11405.830000 PA USD 11361.880000 0.0005929 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CLT1 17041.480000 PA USD 17338.070000 0.0009048 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416MV68 29494.250000 PA USD 27543.750000 0.0014373 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416Q6H3 18034.400000 PA USD 17047.770000 0.0008896 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416VGC2 49373.570000 PA USD 49332.100000 0.0025743 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416W6M9 14612.730000 PA USD 14304.670000 0.0007465 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31416W6N7 12292.150000 PA USD 12041.520000 0.0006284 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31417MBY8 195053.880000 PA USD 191448.570000 0.0099905 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31417MVP5 1231.200000 PA USD 1193.800000 0.0000623 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418MRL8 10160.290000 PA USD 10082.320000 0.0005261 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MT44 616263.290000 PA USD 613573.290000 0.0320187 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MWD0 244610.800000 PA USD 244440.280000 0.0127559 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MWY4 3542.010000 PA USD 3529.130000 0.0001842 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418M5H1 366621.320000 PA USD 366440.790000 0.0191223 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418NAR1 17424.180000 PA USD 17372.670000 0.0009066 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418PLN3 7072.780000 PA USD 6841.250000 0.0003570 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418WUV0 90163.660000 PA USD 87720.370000 0.0045776 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31419AY27 173419.020000 PA USD 176238.540000 0.0091968 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31419GCY8 2958.930000 PA USD 2898.570000 0.0001513 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31419KK79 4116.900000 PA USD 4032.930000 0.0002105 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A1DF5 3325.130000 PA USD 3089.540000 0.0001612 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A7F37 29390.510000 PA USD 28700.690000 0.0014977 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138AJ6A5 9111.470000 PA USD 8711.010000 0.0004546 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGSJ4 991595.520000 PA USD 988664.360000 0.0515924 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EKK95 14382.250000 PA USD 14321.310000 0.0007473 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ELGH0 1257300.560000 PA USD 1176856.760000 0.0614131 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138LY5M5 28895.250000 PA USD 27055.470000 0.0014119 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WHS29 5101514.510000 PA USD 4315434.990000 0.2251966 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140FQYB7 904556.470000 PA USD 796633.150000 0.0415715 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HSDJ7 7868061.890000 PA USD 7447278.100000 0.3886286 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 4.01 N N N N N N FNMA PASS THRU POOLS N/A 3140J6GM3 19630.090000 PA USD 17830.400000 0.0009305 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140NHMP0 373121.450000 PA USD 352333.310000 0.0183862 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q7HT7 1932362.250000 PA USD 1754789.310000 0.0915719 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QAZB9 2505806.410000 PA USD 2296562.400000 0.1198438 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QNCY6 18545863.160000 PA USD 15383294.240000 0.8027615 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QPXK8 288347.910000 PA USD 239038.280000 0.0124740 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QQDV4 627290.950000 PA USD 578141.100000 0.0301697 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QQKU8 5526252.640000 PA USD 4580454.950000 0.2390264 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QQYV1 24084604.820000 PA USD 21481260.630000 1.1209777 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QRAA1 3342681.880000 PA USD 2979628.920000 0.1554889 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QRAB9 6941984.670000 PA USD 6381072.790000 0.3329898 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QSC90 2412262.590000 PA USD 2278365.660000 0.1188942 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140QSDW8 5439673.410000 PA USD 4848809.830000 0.2530302 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QSDX6 11388233.730000 PA USD 10466279.570000 0.5461721 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QSKW0 5552368.810000 PA USD 4947831.780000 0.2581976 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QSKX8 11829239.310000 PA USD 10871020.420000 0.5672931 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QSST9 8974122.150000 PA USD 7997880.080000 0.4173612 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QSSU6 8956737.550000 PA USD 8231923.510000 0.4295745 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QTAR0 4701350.000000 PA USD 4047732.310000 0.2112268 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QTAS8 23805526.000000 PA USD 21213546.050000 1.1070073 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QTAT6 20745652.000000 PA USD 19064464.820000 0.9948597 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YEQ6 664.440000 PA USD 617.550000 0.0000322 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YSY4 18906.930000 PA USD 17567.600000 0.0009167 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YTV9 12668.460000 PA USD 11770.770000 0.0006142 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418EQ86 8304122.790000 PA USD 7842970.020000 0.4092774 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5 N N N N N N FREDDIE MAC 1935 N/A 3133T8ZJ9 64193.140000 PA USD 64220.550000 0.0033513 Long ABS-MBS USGSE US N 2 2027-02-15 Fixed 7 N N N N N N FREDDIE MAC 2449 N/A 31392KS23 676275.000000 PA USD 683863.210000 0.0356867 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 6.5 N N N N N N FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P003 N/A 3137FWHY9 1184832.100000 PA USD 981852.470000 0.0512370 Long ABS-MBS MUN US N 2 2031-02-25 Fixed 0.82638 N N N N N N FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P003 N/A 3137FWHZ6 15000000.000000 PA USD 11152398.000000 0.5819765 Long ABS-MBS MUN US N 2 2034-06-25 Fixed 1.78283 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG02 N/A 3137FPHS7 24648716.930000 PA USD 1090276.840000 0.0568950 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.14678 N N N N N N FREDDIE MAC REMICS 3376 N/A 31397KZG9 5467.930000 PA USD 5410.790000 0.0002824 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 6.13776 N N N N N N FREDDIE MAC REMICS 4678 N/A 3137BWWX8 2680698.060000 PA USD 2591026.570000 0.1352101 Long ABS-MBS USGSE US N 2 2042-12-15 Floating 4.77252 N N N N N N GCT COMMERCIAL MORTGAGE TRUST 2021-GCT N/A 36167RAA1 8100000.000000 PA USD 6398044.200000 0.3338754 Long ABS-MBS CORP US N 2 2038-02-15 Floating 6.24748 N N N N N N GEMGARTO 2021-1 PLC 21 -1A N/A ACI1VNV95 3453114.280000 PA 4193477.520000 0.2188324 Long ABS-MBS CORP GB N 2 2067-12-16 Floating 5.7826 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CC6 600000.000000 PA USD 600162.000000 0.0313188 Long DBT CORP US N 2 2023-10-17 Floating 6.57957 N N N N N N GLOBALWORTH REAL ESTATE INVESTMENTS LIMITED 213800R3E823B1UBIA81 ACI1PGPM5 4700000.000000 PA 3827569.490000 0.1997378 Long DBT CORP GG N 2 2026-07-29 Fixed 2.95 N N N N N N GNMA PASS THRU POOLS N/A 01N0406A1 2000000.000000 PA USD 1810781.240000 0.0944938 Long ABS-MBS USGSE US N 2 2053-10-23 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 01N0506A0 3000000.000000 PA USD 2854921.890000 0.1489812 Long ABS-MBS USGSE US N 2 2053-10-23 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202DRX1 2490.700000 PA USD 2525.180000 0.0001318 Long ABS-MBS USGSE US N 2 2032-02-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202KJB2 1393.500000 PA USD 1388.470000 0.0000725 Long ABS-MBS USGSE US N 2 2024-01-20 Floating 3.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KPM1 987.320000 PA USD 974.500000 0.0000509 Long ABS-MBS USGSE US N 2 2024-10-20 Floating 2.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KP33 1850.730000 PA USD 1820.860000 0.0000950 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 36202KUH6 2290.640000 PA USD 2255.550000 0.0001177 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KVB8 4066.400000 PA USD 3976.700000 0.0002075 Long ABS-MBS USGSE US N 2 2025-10-20 Floating 2.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KVJ1 1579.350000 PA USD 1544.800000 0.0000806 Long ABS-MBS USGSE US N 2 2025-10-20 Floating 2.75 N N N N N N GNMA PASS THRU POOLS N/A 36202KXR1 702.220000 PA USD 680.890000 0.0000355 Long ABS-MBS USGSE US N 2 2026-01-20 Floating 3.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CAY2 599.040000 PA USD 584.310000 0.0000305 Long ABS-MBS USGSE US N 2 2026-12-20 Floating 2.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CC95 1134.970000 PA USD 1111.330000 0.0000580 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CDM5 2716.050000 PA USD 2657.880000 0.0001387 Long ABS-MBS USGSE US N 2 2027-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CUC8 84410.200000 PA USD 83463.320000 0.0043554 Long ABS-MBS USGSE US N 2 2032-02-20 Floating 3.625 N N N N N N GNMA PASS THRU POOLS N/A 36295TBG8 824197.320000 PA USD 750878.660000 0.0391838 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3620C5BG1 18144.890000 PA USD 16588.700000 0.0008657 Long ABS-MBS USGSE US N 2 2040-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3622A2ZK1 1181420.040000 PA USD 1051806.520000 0.0548875 Long ABS-MBS USGSE US N 2 2047-07-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36196EWU7 1846888.600000 PA USD 1672757.090000 0.0872911 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617BKK83 1392599.950000 PA USD 1266458.940000 0.0660889 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617G1S41 1579898.920000 PA USD 1433129.940000 0.0747864 Long ABS-MBS USGSE US N 2 2048-03-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617G9M81 3211192.460000 PA USD 2914422.050000 0.1520861 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GMMZ2 1563072.810000 PA USD 1418466.350000 0.0740212 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GQ5G4 2419348.950000 PA USD 2195457.700000 0.1145677 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GQ5V1 1081722.490000 PA USD 980786.800000 0.0511814 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GWNK2 522547.540000 PA USD 473787.000000 0.0247241 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617H1J99 1163641.650000 PA USD 1062696.460000 0.0554557 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617H4NH0 1818629.900000 PA USD 1654852.370000 0.0863568 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617H7NB6 2123822.900000 PA USD 1925685.320000 0.1004899 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617JRQG6 966393.390000 PA USD 856790.060000 0.0447107 Long ABS-MBS USGSE US N 2 2049-07-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617JRQH4 1617996.720000 PA USD 1429296.110000 0.0745864 Long ABS-MBS USGSE US N 2 2049-07-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617K06B6 1472727.510000 PA USD 1315208.270000 0.0686328 Long ABS-MBS USGSE US N 2 2049-06-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617K1H30 628327.590000 PA USD 555046.150000 0.0289645 Long ABS-MBS USGSE US N 2 2049-05-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617KPXT2 1551268.480000 PA USD 1369514.200000 0.0714667 Long ABS-MBS USGSE US N 2 2049-07-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617L7VQ9 2943852.160000 PA USD 2598946.200000 0.1356234 Long ABS-MBS USGSE US N 2 2049-08-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36200DCC5 4761.310000 PA USD 4554.450000 0.0002377 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202VXF3 1569.500000 PA USD 1512.020000 0.0000789 Long ABS-MBS USGSE US N 2 2034-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36290QVJ1 4983.510000 PA USD 4752.610000 0.0002480 Long ABS-MBS USGSE US N 2 2033-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36292FQV2 30241.000000 PA USD 30021.450000 0.0015666 Long ABS-MBS USGSE US N 2 2037-04-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3620A1YA0 5289.890000 PA USD 5139.670000 0.0002682 Long ABS-MBS USGSE US N 2 2039-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36176SAL4 29078.250000 PA USD 27928.730000 0.0014574 Long ABS-MBS USGSE US N 2 2042-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241KW53 138428.500000 PA USD 135644.130000 0.0070785 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2CN0 53129.640000 PA USD 51841.840000 0.0027053 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3622A3BM1 3271394.490000 PA USD 2950432.640000 0.1539653 Long ABS-MBS USGSE US N 2 2047-09-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36198UAE9 2313743.630000 PA USD 2074358.580000 0.1082483 Long ABS-MBS USGSE US N 2 2045-08-15 Fixed 3.5 N N N N N N GOODLEAP SUSTAINABLE HOME IMPROVEMENT LOAN TRUST 2023-3C N/A 38237CAA6 1716376.830000 PA USD 1692871.740000 0.0883408 Long ABS-O CORP US N 2 2055-07-20 Fixed 6.5 N N N N N N GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-3CS N/A 382371AA0 8786484.850000 PA USD 6564358.230000 0.3425543 Long ABS-O CORP US N 2 2048-05-20 Fixed 2.1 N N N N N N GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-1GS N/A 38237JAA1 4191596.100000 PA USD 3275541.220000 0.1709308 Long ABS-O CORP US N 2 2049-01-20 Fixed 2.7 N N N N N N GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-2CS N/A 38237KAA8 6644462.250000 PA USD 5715839.510000 0.2982753 Long ABS-O CORP US N 2 2049-04-20 Fixed 4 N N N N N N GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-1GS N/A 38237VAA4 3145427.570000 PA USD 2922635.360000 0.1525147 Long ABS-O CORP US N 2 2055-02-22 Fixed 5.52 N N N N N N GOODMAN US FINANCE FIVE LLC N/A 38239PAA5 6200000.000000 PA USD 5447697.150000 0.2842825 Long DBT CORP US N 2 2032-05-04 Fixed 4.625 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H12 N/A 38376RBH8 582450.310000 PA USD 577748.600000 0.0301492 Long ABS-MBS USGSE US N 2 2065-05-20 Floating 5.92351 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H08 N/A 38376RTW6 212544.080000 PA USD 212203.270000 0.0110736 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 6.15162 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H13 N/A 38376RUS3 107585.900000 PA USD 107300.110000 0.0055993 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 6.01162 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H21 N/A 38376RYX8 2697949.940000 PA USD 2684440.230000 0.1400848 Long ABS-MBS USGSE US N 2 2066-09-20 Floating 6.23162 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-182 N/A 38380UAY9 356252.860000 PA USD 329891.610000 0.0172151 Long ABS-MBS USGSE US N 2 2047-05-20 Floating 5.79416 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10 N/A 38375UZZ6 1195435.470000 PA USD 1190995.740000 0.0621509 Long ABS-MBS USGSE US N 2 2067-04-20 Floating 6.464 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R5H5 1553602.770000 PA USD 1547921.090000 0.0807767 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 5.61565 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R4U7 2515972.620000 PA USD 2510787.700000 0.1310229 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 5.43101 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25 N/A 38375UZ78 1440823.940000 PA USD 1441945.770000 0.0752465 Long ABS-MBS USGSE US N 2 2067-11-20 Floating 4.64585 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38 N/A 38380V2S9 1092505.730000 PA USD 1023251.140000 0.0533973 Long ABS-MBS USGSE US N 2 2043-10-20 Floating 5.74416 N N N N N N GS MORTGAGE SECURITIES CORP TRUST 2017-GPTX N/A 36257CAA5 5300000.000000 PA USD 3710000.000000 0.1936026 Long ABS-MBS CORP US N 2 2034-05-10 Fixed 2.85555 N N N N N N GSAMP TRUST 2007-FM1 N/A 3622MAAB7 252153.730000 PA USD 122364.910000 0.0063855 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.5042 N N N N N N GSMPS MORTGAGE LOAN TRUST 2006-RP2 N/A 36298XAA0 1076060.830000 PA USD 879114.260000 0.0458757 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.8342 Y N N N N N GSR MORTGAGE LOAN TRUST 2007-AR1 N/A 362290AC2 983172.480000 PA USD 630762.270000 0.0329157 Long ABS-MBS CORP US N 2 2047-03-25 Floating 3.84078 Y N N N N N HALEON UK CAPITAL PLC 5493004B26DRJNN0OV17 40555MXT8 3900000.000000 PA USD 3882876.820000 0.2026240 Long DBT CORP GB N 2 2023-10-27 None 0 N N N N N N HALEON UK CAPITAL PLC 5493004B26DRJNN0OV17 40555MX35 1400000.000000 PA USD 1399140.710000 0.0730127 Long DBT CORP GB N 2 2023-10-03 None 0 N N N N N N HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) N/A 418751AD5 675000.000000 PA USD 517390.540000 0.0269995 Long DBT CORP US N 2 2030-09-15 Fixed 3.75 N N N N N N HANWHA Q CELLS AMERICAS HOLDINGS CORP 988400471QDZGCLXRM35 41136TAA5 4700000.000000 PA USD 4584391.560000 0.2392318 Long DBT CORP US N 2 2028-07-27 Fixed 5 N N N N N N HERTZ VEHICLE FINANCING III LLC 2023-1A N/A 42806MBS7 5000000.000000 PA USD 4919683.500000 0.2567287 Long ABS-O CORP US N 2 2027-06-25 Fixed 5.49 N N N N N N HERTZ VEHICLE FINANCING III LLC 2023-2A N/A 42806MBW8 3000000.000000 PA USD 2927489.400000 0.1527681 Long ABS-O CORP US N 2 2029-09-25 Fixed 5.57 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 3100000.000000 PA USD 2573465.430000 0.1342937 Long DBT CORP US N 2 2030-09-15 Fixed 3.5 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBA3 6800000.000000 PA USD 5232050.700000 0.2730292 Long DBT CORP US N 2 2031-12-15 Fixed 2.9 N N N N N N HSBC USA INC (AKA: HSBC AMERICAS INC) 549300LBOHZ4QSIWU288 40428HVL3 3900000.000000 PA USD 3878032.630000 0.2023712 Long DBT CORP US N 2 2025-03-17 Fixed 5.625 N N N N N N HSI ASSET LOAN OBLIGATION 2007-WF1 N/A 40431KAA8 199898.880000 PA USD 62231.580000 0.0032475 Long ABS-MBS CORP US N 2 2036-12-25 Floating 5.5542 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 44486JXP9 3900000.000000 PA USD 3885343.800000 0.2027527 Long DBT CORP US N 2 2023-10-23 None 0 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACF2 3300000.000000 PA USD 3287413.640000 0.1715503 Long DBT CORP US N 2 2025-06-26 Fixed 5.8 N N N N N N INDIA GREEN ENERGY HOLDINGS 2549005BFUXXT5HWAG36 45410FAA3 4700000.000000 PA USD 4625079.460000 0.2413551 Long DBT CORP MU N 2 2024-04-29 Fixed 5.375 N N N N N N INDYMAC ARM TRUST 2001-H2 N/A 45660UAT6 1391.270000 PA USD 1251.670000 0.0000653 Long ABS-MBS CORP US N 3 2032-01-25 Floating 5.29193 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR31 N/A 45660LV97 421210.610000 PA USD 367099.700000 0.0191567 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.37816 Y N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 45685NAA4 5300000.000000 PA USD 5136566.390000 0.2680465 Long DBT CORP NL N 2 2026-01-06 Fixed 4.625 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AU7 6300000.000000 PA USD 5793248.600000 0.3023148 Long DBT CORP NL N 2 2026-07-01 Floating 1.4 N N N N N N INTERNATIONAL FINANCE CORPORATION (IFC) QKL54NQY28TCDAI75F60 ACI15CRP7 150000000000.000000 PA 9708945.330000 0.5066514 Long DBT CORP N/A N 2 2023-10-09 Fixed 8 N N N N N N ITALY GOVT 815600DE60799F5A9309 ACI0SY7X1 5516100.000000 PA 5667321.100000 0.2957434 Long DBT NUSS IT N 2 2028-05-15 Fixed 1.3 N N N N N N JAPAN INTERNATIONAL COOPERATION AGENCY 254900XEIG78M2AJB031 47109LAB0 4500000.000000 PA USD 4146796.940000 0.2163964 Long DBT NUSS JP N 2 2027-04-27 Fixed 2.75 N N N N N N JOHN D AND CATHERINE T MACARTHUR FOUNDATION UJ37UD5B4O5WRVV6NV96 477854AA1 13400000.000000 PA USD 10015448.370000 0.5226460 Long DBT CORP US N 2 2030-12-01 Fixed 1.299 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBY1 13800000.000000 PA USD 13492951.100000 0.7041159 Long DBT CORP US N 2 2025-02-16 Floating 0.563 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCM6 8300000.000000 PA USD 7907775.200000 0.4126592 Long DBT CORP US N 2 2025-08-09 Floating 0.768 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH N/A 46654EAA9 8105000.000000 PA USD 7911241.870000 0.4128401 Long ABS-MBS CORP US N 2 2038-06-15 Floating 6.20748 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC N/A 466330AA5 10771824.120000 PA USD 10658489.450000 0.5562024 Long ABS-MBS CORP US N 2 2038-04-15 Floating 6.24648 N N N N N N JP MORGAN MORTGAGE TRUST 2006-S2 N/A 46628YBM1 2142960.900000 PA USD 800851.700000 0.0417916 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.5 Y N N N N N JP MORGAN MTGE ACQUIS CORP 2005-FRE1 N/A 46626LCC2 1187368.890000 PA USD 1153373.090000 0.0601876 Long ABS-MBS CORP US N 2 2035-10-25 Floating 6.0492 Y N N N N N JSW HYDRO ENERGY LIMITED 3358006ZP5KO7VUH2790 Y4S71YAA2 5628000.000000 PA USD 4687732.290000 0.2446245 Long DBT CORP IN N 2 2031-05-18 Fixed 4.125 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271KX33 4550000.000000 PA USD 4547284.650000 0.2372954 Long DBT CORP US N 2 2023-10-03 None 0 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAR3 7900000.000000 PA USD 5338515.300000 0.2785850 Long DBT CORP US N 2 2033-11-15 Fixed 2.65 N N N N N N KOREA HOUSING FINANCE CORP (KHFC) 9884002AAOBT56QW9B80 50065RAK3 5000000.000000 PA USD 4830299.400000 0.2520643 Long DBT CORP KR N 2 2028-02-24 Fixed 4.625 N N N N N N KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2021-CHIP N/A 50085PAA5 5800000.000000 PA USD 4071536.780000 0.2124690 Long ABS-MBS CORP US N 2 2044-11-05 Fixed 2.55844 N N N N N N LCM XX LP 20A N/A 50188WAE8 22891.440000 PA USD 22916.700000 0.0011959 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 6.62775 N N N N N N LEHMAN MORTGAGE TRUST 2007-8 N/A 52521YAA4 555974.110000 PA USD 500676.040000 0.0261273 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6 Y N N N N N LEHMAN XS TRUST 2005-10 N/A 525221GC5 2725670.410000 PA USD 2311470.720000 0.1206217 Long ABS-MBS CORP US N 2 2036-01-25 Variable 5.04259 Y N N N N N LIBERTY UTILITIES FINANCE GP1 N/A 531546AB5 13600000.000000 PA USD 10500001.990000 0.5479319 Long DBT CORP US N 2 2030-09-15 Fixed 2.05 N N N N N N LOANPAL SOLAR LOAN 2021-2GS LTD N/A 53948QAA4 11161237.930000 PA USD 8070892.050000 0.4211713 Long ABS-O CORP US N 2 2048-03-20 Fixed 2.22 N N N N N N LOCAL INITIATIVES SUPPORT CORP 549300V1ATNB9BHB6146 539565AC5 5000000.000000 PA USD 4740997.200000 0.2474041 Long DBT CORP US N 2 2027-03-01 Fixed 3.782 N N N N N N LOW INCOME INVESTMENT FUND N/A 54750AAA4 1700000.000000 PA USD 1567063.960000 0.0817756 Long DBT CORP US N 2 2026-07-01 Fixed 3.386 N N N N N N LOW INCOME INVESTMENT FUND N/A 54750AAB2 4300000.000000 PA USD 3785901.330000 0.1975634 Long DBT CORP US N 2 2029-07-01 Fixed 3.711 N N N N N N MANULIFE FINANCIAL CORPORATION 5493007GBX87QOZACS27 56501RAN6 12000000.000000 PA USD 10511328.360000 0.5485230 Long DBT CORP CA N 2 2032-03-16 Fixed 3.703 N N N N N N MASSACHUSSETTS HIGHER EDUCATION ASSISTANCE CORPORATION N/A 575674AA4 4400000.000000 PA USD 3379089.820000 0.1763344 Long DBT CORP US N 2 2031-07-01 Fixed 2.673 N N N N N N MATHER FOUNDATION N/A 576722AA0 9600000.000000 PA USD 7684807.680000 0.4010239 Long DBT CORP US N 2 2031-10-01 Fixed 2.675 N N N N N N ADANI GREEN ENERGY UP LTD / PRAYATNA DEVELOPERS PVT LTD / PARAMPUJYA SOLAR ENERG N/A 00654AAA4 3250000.000000 PA USD 3111869.440000 0.1623897 Long DBT CORP IN N 2 2024-12-10 Fixed 6.25 N N N N N N MF1 2022-FL8 LTD N/A 55284JAA7 7731000.000000 PA USD 7595707.500000 0.3963743 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 6.67708 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AT2 6000000.000000 PA USD 5487702.960000 0.2863702 Long DBT CORP US N 2 2029-04-15 Fixed 3.65 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AV7 7900000.000000 PA USD 5017767.480000 0.2618471 Long DBT CORP US N 2 2050-04-15 Fixed 3.15 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822CW2 3100000.000000 PA USD 3102345.620000 0.1618927 Long DBT CORP JP N 2 2026-02-20 Floating 6.26096 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YCZ0 3500000.000000 PA USD 3453126.570000 0.1801979 Long DBT CORP JP N 2 2029-07-06 Floating 5.778 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 BZ0YKLII1 2200000.000000 PA 2252546.660000 0.1175469 Long DBT CORP JP N 2 2024-10-16 Fixed 0.956 N N N N N N MORGAN STANLEY ABS CAPITAL I 2006-NC4 N/A 61748LAD4 544514.900000 PA USD 461649.910000 0.0240907 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.7342 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE2 N/A 61753EAC4 2630612.680000 PA USD 1168760.430000 0.0609906 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.5642 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE7 N/A 61756YAD5 400000.000000 PA USD 332133.560000 0.0173321 Long ABS-MBS CORP US N 2 2037-07-25 Floating 6.6842 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C21 N/A 61764XBG9 1164771.220000 PA USD 1136603.320000 0.0593125 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 3.15 N N N N N N MORGAN STANLEY CAPITAL I INC 2021-230P N/A 61772WAA5 1800000.000000 PA USD 1682244.360000 0.0877862 Long ABS-MBS CORP US N 2 2038-12-15 Floating 6.61588 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A 617463AC8 8015167.880000 PA USD 2811646.350000 0.1467229 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.5842 N N N N N N MORGAN STANLEY MTGE LN TR 2007-7AX N/A 61754HAD4 263788.460000 PA USD 75548.120000 0.0039424 Long ABS-MBS CORP US N 2 2037-04-25 Floating 6.1542 N N N N N N MORTGAGEIT TRUST 2006-1 N/A 61915RBY1 532765.020000 PA USD 493549.840000 0.0257554 Long ABS-MBS CORP US N 2 2036-04-25 Floating 5.8942 N N N N N N MOSAIC SOLAR LOAN TRUST 2022-1A N/A 61946QAA9 10264773.580000 PA USD 8519446.940000 0.4445787 Long ABS-O CORP US N 2 2053-01-20 Fixed 2.64 N N N N N N MOSAIC SOLAR LOAN TRUST 2023-3A N/A 618933AA3 1897442.320000 PA USD 1853032.680000 0.0966986 Long ABS-O CORP US N 2 2053-11-20 Fixed 5.91 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432NW1 9100000.000000 PA USD 6673610.580000 0.3482556 Long DBT CORP US N 2 2031-03-15 Fixed 1.35 N N N N N N NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) JLP5FSPH9WPSHY3NIM24 63983TBB0 11000000.000000 PA USD 10307847.990000 0.5379045 Long DBT NUSS NL N 2 2026-03-24 Fixed 2.375 N N N N N N NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) JLP5FSPH9WPSHY3NIM24 63983TEH4 3400000.000000 PA USD 3285715.770000 0.1714617 Long DBT NUSS NL N 2 2028-06-01 Fixed 4 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCE3 2000000.000000 PA USD 1782035.360000 0.0929937 Long DBT CORP US N 2 2026-01-15 Fixed 1.375 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCG8 9500000.000000 PA USD 7314131.230000 0.3816805 Long DBT CORP US N 2 2031-01-15 Fixed 2.45 N N N N N N NEW CENTURY HOME EQUITY LOAN TRUST 2003-2 N/A 64352VCS8 663055.640000 PA USD 548918.300000 0.0286447 Long ABS-MBS CORP US N 2 2033-01-25 Floating 8.4342 Y N N N N N NEW YORK CITY HOUSING DEVELOPMENT CORP 549300SQWVHKBRF8D702 64972EUC1 200000.000000 PA USD 174796.980000 0.0091216 Long DBT MUN US N 2 2027-05-01 Fixed 1.377 N N N N N N NEW YORK CITY HOUSING DEVELOPMENT CORP 549300SQWVHKBRF8D702 64972EUE7 500000.000000 PA USD 424672.850000 0.0221611 Long DBT MUN US N 2 2028-05-01 Fixed 1.577 N N N N N N NEW YORK CITY HOUSING DEVELOPMENT CORP 549300SQWVHKBRF8D702 64972EUD9 300000.000000 PA USD 258369.390000 0.0134827 Long DBT MUN US N 2 2027-11-01 Fixed 1.477 N N N N N N NEW YORK CITY HOUSING DEVELOPMENT CORP 549300SQWVHKBRF8D702 64972EUF4 875000.000000 PA USD 733727.930000 0.0382888 Long DBT MUN US N 2 2028-11-01 Fixed 1.677 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBW9 17300000.000000 PA USD 14651622.580000 0.7645800 Long DBT CORP US N 2 2028-06-15 Fixed 1.9 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 ACI1H0BK8 10300000.000000 PA 6040859.790000 0.3152361 Long DBT CORP US N 2 2026-12-02 Fixed 2.2 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAN6 14500000.000000 PA USD 11311340.380000 0.5902708 Long DBT CORP US N 2 2030-06-27 Fixed 1.96 N N N N N N NORINCHUKIN BANK LTD 5493007VSMFZCPV1NB83 656029AL9 4400000.000000 PA USD 4356557.170000 0.2273425 Long DBT CORP JP N 2 2028-03-09 Fixed 5.43 N N N N N N NORINCHUKIN BANK LTD 5493007VSMFZCPV1NB83 656029AH8 2900000.000000 PA USD 2247612.460000 0.1172894 Long DBT CORP JP N 2 2031-09-22 Fixed 2.08 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAH8 2600000.000000 PA USD 2563883.140000 0.1337936 Long DBT CORP JP N 2 2024-07-26 Fixed 4.142 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAJ4 3400000.000000 PA USD 3309028.440000 0.1726783 Long DBT CORP JP N 2 2025-07-25 Fixed 4.239 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HBB3 5000000.000000 PA USD 4603392.850000 0.2402234 Long DBT CORP NL N 2 2033-01-15 Fixed 5 N N N N N N ONE NEW YORK PLAZA TRUST 2020-1NYP N/A 68249DAA7 5000000.000000 PA USD 4758288.000000 0.2483064 Long ABS-MBS CORP US N 2 2036-01-15 Floating 6.39748 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2006-3 N/A 68389BAP8 3436193.670000 PA USD 1726063.310000 0.0900729 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.6542 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AW9 6800000.000000 PA USD 4949035.720000 0.2582604 Long DBT CORP US N 2 2032-05-18 Fixed 2 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KK2 8600000.000000 PA USD 8096421.750000 0.4225035 Long DBT CORP US N 2 2053-04-01 Fixed 6.7 N N N N N N PATTERN ENERGY OPERATIONS LP / PATTERN ENERGY OPERATIONS INC N/A 70339PAA7 3000000.000000 PA USD 2608859.700000 0.1361407 Long DBT CORP US N 2 2028-08-15 Fixed 4.5 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 720198AE0 12400000.000000 PA USD 8742592.100000 0.4562233 Long DBT CORP US N 2 2030-08-15 Fixed 3.15 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BL8 4300000.000000 PA USD 4181126.500000 0.2181878 Long DBT CORP US N 2 2027-01-26 Floating 4.758 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LEP0 5800000.000000 PA USD 5080906.600000 0.2651419 Long DBT CORP US N 2 2026-08-16 Fixed 1.25 N N N N N N PROVINCE OF ONTARIO CANADA C7PVKCRGLG18EBQGZV36 68323AER1 24325000.000000 PA 17338050.510000 0.9047685 Long DBT NUSS CA N 2 2025-02-05 Fixed 2.65 N N N N N N PROVINCE OF ONTARIO CANADA C7PVKCRGLG18EBQGZV36 68333ZAR8 33500000.000000 PA 20671125.120000 1.0787016 Long DBT NUSS CA N 2 2029-11-01 Fixed 1.55 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748148RX3 19600000.000000 PA 13840884.340000 0.7222724 Long DBT NUSS CA N 2 2025-07-06 Fixed 2.6 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCJ3 8400000.000000 PA USD 7072580.590000 0.3690754 Long DBT CORP US N 2 2032-03-15 Fixed 3.1 N N N N N N READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC N/A 755931AA0 5292475.160000 PA USD 5333137.250000 0.2783043 Long ABS-MBS CORP US N 2 2039-10-25 Floating 7.87172 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2006-4 N/A 75970HAE0 3358543.140000 PA USD 1128719.700000 0.0589011 Long ABS-MBS CORP US N 2 2037-01-25 Variable 5.285 N N N N N N RENEW PRIVATE LIMITED 335800BITJZHVZ1CN475 75975AAA8 3754000.000000 PA USD 3491220.000000 0.1821858 Long DBT CORP IN N 2 2027-03-05 Fixed 5.875 N N N N N N RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES N/A 75973PAA7 4500000.000000 PA USD 3786275.210000 0.1975829 Long DBT CORP IN N 2 2028-07-14 Fixed 4.5 N N N N N N RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES N/A Y7280PAA1 500000.000000 PA USD 420697.250000 0.0219537 Long DBT CORP IN N 2 2028-07-14 Fixed 4.5 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QA6 N/A 74922MAA9 836276.640000 PA USD 769710.190000 0.0401665 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.8142 Y N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78409VBJ2 2200000.000000 PA USD 1925073.960000 0.1004580 Long DBT CORP US N 2 2029-03-01 Fixed 2.7 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440CE2 4300000.000000 PA USD 4189435.390000 0.2186214 Long DBT CORP US N 2 2028-08-15 Fixed 4.95 N N N N N N SCE RECOVERY FUNDING LLC N/A 78433LAG1 2200000.000000 PA USD 2051338.780000 0.1070470 Long DBT CORP US N 2 2042-06-15 Fixed 4.697 N N N N N N SERVICE EXPERTS ISSUER 2021-1A LLC N/A 81758VAA3 5146255.410000 PA USD 4683612.190000 0.2444095 Long ABS-O CORP US N 2 2032-02-02 Fixed 2.67 N N N N N N SFO COMMERCIAL MORTGAGE TRUST 2021-555 N/A 78432WAA1 11000000.000000 PA USD 10015978.500000 0.5226736 Long ABS-MBS CORP US N 2 2038-05-15 Floating 6.59648 N N N N N N SHRIRAM FINANCE LIMITED 335800TM2YO24B76XL26 825547AD4 8200000.000000 PA USD 8092580.000000 0.4223030 Long DBT CORP IN N 2 2024-03-13 Fixed 4.4 N N N N N N SLG OFFICE TRUST 2021-OVA N/A 78449RAC9 156136500.000000 PA USD 2212407.360000 0.1154522 Long ABS-MBS CORP US N 2 2041-07-15 Variable 0.257999 N N N N N N SMALL BUSINESS ADMIN PART CERT 2004-20F N/A 83162CNU3 20803.060000 PA USD 20732.510000 0.0010819 Long ABS-O CORP US N 2 2024-06-01 Fixed 5.52 N N N N N N SOLAR STAR FUNDING LLC N/A 83416WAA1 5209726.370000 PA USD 4887369.030000 0.2550424 Long DBT CORP US N 2 2035-06-30 Fixed 5.375 N N N N N N AMERICAN HOME MORTGAGE ASSETS 2007-3 N/A 026935AH9 765952.560000 PA USD 639641.770000 0.0333791 Long ABS-MBS CORP US N 2 2046-11-25 Variable 6.75 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HM8 14700000.000000 PA USD 11767163.900000 0.6140575 Long DBT CORP US N 2 2032-02-01 Fixed 2.75 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HD8 100000.000000 PA USD 79585.890000 0.0041531 Long DBT CORP US N 2 2031-06-01 Fixed 2.5 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HF3 1900000.000000 PA USD 1263928.070000 0.0659568 Long DBT CORP US N 2 2051-06-01 Fixed 3.65 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AW0 10000000.000000 PA USD 8967905.800000 0.4679810 Long DBT CORP US N 2 2026-01-15 Fixed 0.9 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CB4 12500000.000000 PA USD 12226100.000000 0.6380066 Long DBT CORP GB N 2 2025-03-23 Floating 1.214 N N N N N N STRUCTURED ASSET MTG INV INC 2007-AR2 N/A 86363DAH4 572125.380000 PA USD 189443.240000 0.0098859 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.6942 N N N N N N STWD 2021-HTS MORTGAGE TRUST 2021-HTS N/A 78486DAA8 11500000.000000 PA USD 11332745.150000 0.5913878 Long ABS-MBS CORP US N 2 2034-04-15 Floating 6.49748 N N N N N N SUMIT 2022-BVUE MORTGAGE TRUST N/A 865592AA7 10200000.000000 PA USD 7790411.160000 0.4065347 Long ABS-MBS CORP US N 2 2041-02-12 Fixed 2.789 N N N N N N SUMIT 2022-BVUE MORTGAGE TRUST N/A 865592AE9 1700000.000000 PA USD 1243233.120000 0.0648769 Long ABS-MBS CORP US N 2 2041-02-12 Fixed 2.85 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCN8 5000000.000000 PA USD 4216398.750000 0.2200285 Long DBT CORP JP N 2 2029-01-14 Fixed 2.472 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VBA6 13000000.000000 PA USD 11815868.090000 0.6165990 Long DBT CORP JP N 2 2027-03-10 Fixed 2.8 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VBH1 3600000.000000 PA USD 3569729.870000 0.1862827 Long DBT CORP JP N 2 2028-03-09 Fixed 5.5 N N N N N N SUNNOVA HELIOS VIII ISSUER 2022-A N/A 86745AAA4 12325611.530000 PA USD 10521810.050000 0.5490699 Long ABS-O CORP US N 2 2049-02-22 Fixed 2.79 N N N N N N SUNNOVA HELIOS XI ISSUER LLC 2023-A N/A 86746AAA3 2153962.390000 PA USD 2062491.150000 0.1076290 Long ABS-O CORP US N 2 2050-05-20 Fixed 5.3 N N N N N N SUNNOVA SOL V ISSUER LLC 2023-1A N/A 86745XAA4 1992140.570000 PA USD 1882530.410000 0.0982379 Long ABS-O CORP US N 2 2058-04-30 Fixed 5.4 N N N N N N SUNRUN DEMETER ISSUER 2021-2A N/A 86772HAA5 15289307.410000 PA USD 12115672.230000 0.6322440 Long ABS-O CORP US N 2 2057-01-30 Fixed 2.27 N N N N N N SWEDEN GOVT ERE94C0BSULG2RM19605 ACI1R0MP4 155000000.000000 PA 11785365.500000 0.6150073 Long DBT NUSS SE N 2 2030-09-09 Fixed 0.125 N N N N N N TENNESSEE VALLEY AUTHORITY (TVA) 549300HE1ISW43LNKM54 880591EX6 7800000.000000 PA USD 6033642.650000 0.3148595 Long DBT USGA US N 2 2031-09-15 Fixed 1.5 N N N N N N TESLA AUTO LEASE TRUST 2023-A N/A 88167PAB4 2000000.000000 PA USD 1997564.200000 0.1042409 Long ABS-O CORP US N 2 2025-08-20 Fixed 5.86 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641596E1 4300000.000000 PA USD 4117549.710000 0.2148701 Long DBT CORP CA N 2 2024-07-31 Fixed 0.65 N N N N N N THE FORD FOUNDATION 54930013YZ3DULPNNT44 34531XAC8 7975000.000000 PA USD 4390255.920000 0.2291010 Long DBT CORP US N 2 2070-06-01 Fixed 2.815 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2006-5 N/A 88522RAA2 331403.420000 PA USD 307116.720000 0.0160266 Long ABS-MBS CORP US N 2 2046-10-25 Floating 4.82972 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1A N/A 89231WAA1 2000000.000000 PA USD 1956060.600000 0.1020750 Long ABS-O CORP US N 2 2036-06-25 Fixed 4.93 N N N N N N UMBS PASS THRU POOLS N/A 01F0206A2 -9600000.000000 PA USD -7304249.950000 -0.3811648 Short ABS-MBS USGSE US N 2 2053-10-12 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F0226B6 18800000.000000 PA USD 14948171.210000 0.7800551 Long ABS-MBS USGSE US N 2 2053-11-13 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0306B9 268600000.000000 PA USD 222465849.550000 11.6091536 Long ABS-MBS USGSE US N 2 2053-11-13 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F0326A7 -4700000.000000 PA USD -4042367.210000 -0.2109468 Short ABS-MBS USGSE US N 2 2053-10-12 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0326B5 168700000.000000 PA USD 145226977.410000 7.5785218 Long ABS-MBS USGSE US N 2 2053-11-13 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0406A0 18349000.000000 PA USD 16337777.490000 0.8525703 Long ABS-MBS USGSE US N 2 2053-10-12 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F0406A0 -23800000.000000 PA USD -21191296.760000 -1.1058462 Short ABS-MBS USGSE US N 2 2053-10-12 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F0406B8 46051000.000000 PA USD 41046551.250000 2.1419724 Long ABS-MBS USGSE US N 2 2053-11-13 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F0426A6 -20750000.000000 PA USD -19052714.950000 -0.9942465 Short ABS-MBS USGSE US N 2 2052-10-13 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0426B4 20750000.000000 PA USD 19059199.320000 0.9945849 Long ABS-MBS USGSE US N 2 2053-11-13 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0506A9 44400000.000000 PA USD 41892093.970000 2.1860962 Long ABS-MBS USGSE US N 2 2053-10-12 Fixed 5 N N N N N N UMBS PASS THRU POOLS N/A 01F0506B7 54300000.000000 PA USD 51249867.460000 2.6744221 Long ABS-MBS USGSE US N 2 2053-11-13 Fixed 5 N N N N N N UMBS PASS THRU POOLS N/A 01F0526B3 62300000.000000 PA USD 60194940.320000 3.1412116 Long ABS-MBS USGSE US N 2 2053-11-13 Fixed 5.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0606B6 15600000.000000 PA USD 15389156.330000 0.8030674 Long ABS-MBS USGSE US N 2 2053-11-13 Fixed 6 N N N N N N UMBS PASS THRU POOLS N/A 01F0626B2 9400000.000000 PA USD 9437453.170000 0.4924839 Long ABS-MBS USGSE US N 2 2053-11-13 Fixed 6.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912834LB2 2300000.000000 PA USD 902737.280000 0.0471084 Long DBT UST US N 2 2042-02-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912834LR7 2900000.000000 PA USD 1113209.750000 0.0580917 Long DBT UST US N 2 2042-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796YJ2 364000.000000 PA USD 363840.290000 0.0189866 Long DBT UST US N 2 2023-10-05 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797FB8 558000.000000 PA USD 556607.400000 0.0290460 Long DBT UST US N 2 2023-10-19 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796ZD4 2470000.000000 PA USD 2448444.110000 0.1277696 Long DBT UST US N 2 2023-11-30 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797FJ1 673000.000000 PA USD 669242.040000 0.0349237 Long DBT UST US N 2 2023-11-09 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797FK8 538000.000000 PA USD 534442.480000 0.0278893 Long DBT UST US N 2 2023-11-16 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796ZN2 1947000.000000 PA USD 1921991.600000 0.1002972 Long DBT UST US N 2 2023-12-28 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797FU6 659000.000000 PA USD 651924.260000 0.0340200 Long DBT UST US N 2 2023-12-14 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797FV4 3882000.000000 PA USD 3836205.330000 0.2001885 Long DBT UST US N 2 2023-12-21 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CDX6 5624127.000000 PA USD 4715256.490000 0.2460609 Long DBT UST US N 2 2032-01-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RA8 930727.000000 PA USD 677364.910000 0.0353476 Long DBT UST US N 2 2043-02-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RF7 2754465.000000 PA USD 2305937.640000 0.1203330 Long DBT UST US N 2 2044-02-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RL4 11683350.000000 PA USD 8503637.270000 0.4437536 Long DBT UST US N 2 2045-02-15 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RW0 1899540.000000 PA USD 1387015.330000 0.0723800 Long DBT UST US N 2 2047-02-15 Fixed 0.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SG4 1336302.000000 PA USD 987786.710000 0.0515466 Long DBT UST US N 2 2049-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SM1 3804864.000000 PA USD 2244027.590000 0.1171023 Long DBT UST US N 2 2050-02-15 Fixed 0.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SV1 1174150.000000 PA USD 654952.670000 0.0341780 Long DBT UST US N 2 2051-02-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TE8 1207943.000000 PA USD 664651.440000 0.0346842 Long DBT UST US N 2 2052-02-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TP3 6273118.000000 PA USD 5195870.450000 0.2711412 Long DBT UST US N 2 2053-02-15 Fixed 1.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CGW5 6624410.000000 PA USD 6300663.950000 0.3287937 Long DBT UST US N 2 2028-04-15 Fixed 1.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CCM1 20301790.000000 PA USD 17248917.460000 0.9001172 Long DBT UST US N 2 2031-07-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CEZ0 2945936.000000 PA USD 2568787.910000 0.1340496 Long DBT UST US N 2 2032-07-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TF5 21700000.000000 PA USD 15006482.450000 0.7830980 Long DBT UST US N 2 2042-02-15 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QZ4 12100000.000000 PA USD 9370173.810000 0.4889730 Long DBT UST US N 2 2043-02-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RE0 2200000.000000 PA USD 1829996.100000 0.0954965 Long DBT UST US N 2 2044-02-15 Fixed 3.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RK6 1900000.000000 PA USD 1290775.390000 0.0673578 Long DBT UST US N 2 2045-02-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SF6 500000.000000 PA USD 365566.410000 0.0190767 Long DBT UST US N 2 2049-02-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SL3 9200000.000000 PA USD 5370859.350000 0.2802728 Long DBT UST US N 2 2050-02-15 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TD0 27100000.000000 PA USD 16639505.960000 0.8683157 Long DBT UST US N 2 2052-02-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CEP2 9868000.000000 PA USD 8663410.180000 0.4520912 Long DBT UST US N 2 2032-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QW1 700000.000000 PA USD 535964.840000 0.0279688 Long DBT UST US N 2 2042-05-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TH1 97900000.000000 PA USD 78035095.340000 4.0721819 Long DBT UST US N 2 2042-05-15 Fixed 3.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RB6 3900000.000000 PA USD 2890798.830000 0.1508534 Long DBT UST US N 2 2043-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TS7 19000000.000000 PA USD 16521093.750000 0.8621364 Long DBT UST US N 2 2043-05-15 Fixed 3.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RG5 1500000.000000 PA USD 1197451.170000 0.0624878 Long DBT UST US N 2 2044-05-15 Fixed 3.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RM2 20800000.000000 PA USD 15454156.220000 0.8064594 Long DBT UST US N 2 2045-05-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SH2 8900000.000000 PA USD 6350984.380000 0.3314196 Long DBT UST US N 2 2049-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TG3 400000.000000 PA USD 283703.120000 0.0148048 Long DBT UST US N 2 2052-05-15 Fixed 2.875 N N N N N N AP MOLLER - MAERSK A/S 549300D2K6PKKKXVNN73 00203QAF4 2500000.000000 PA USD 2430678.900000 0.1268425 Long DBT CORP DK N 2 2033-09-14 Fixed 5.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TA6 24400000.000000 PA USD 15205203.060000 0.7934680 Long DBT UST US N 2 2041-08-15 Fixed 1.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TK4 23900000.000000 PA USD 19369736.360000 1.0107899 Long DBT UST US N 2 2042-08-15 Fixed 3.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TU2 23600000.000000 PA USD 22021750.000000 1.1491826 Long DBT UST US N 2 2043-08-15 Fixed 4.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RH3 3200000.000000 PA USD 2446000.000000 0.1276420 Long DBT UST US N 2 2044-08-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SJ8 400000.000000 PA USD 249117.190000 0.0129999 Long DBT UST US N 2 2049-08-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SP4 1400000.000000 PA USD 683593.750000 0.0356726 Long DBT UST US N 2 2050-08-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810ST6 47800000.000000 PA USD 28310296.640000 1.4773440 Long DBT UST US N 2 2040-11-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TC2 4000000.000000 PA USD 2597265.640000 0.1355357 Long DBT UST US N 2 2041-11-15 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TM0 8800000.000000 PA USD 7812062.540000 0.4076645 Long DBT UST US N 2 2042-11-15 Fixed 4 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RD2 7600000.000000 PA USD 6452875.000000 0.3367367 Long DBT UST US N 2 2043-11-15 Fixed 3.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RJ9 2100000.000000 PA USD 1567904.290000 0.0818195 Long DBT UST US N 2 2044-11-15 Fixed 3 N N N N N N UNIVERSITY OF MICHIGAN N/A 914455UK4 3100000.000000 PA USD 2237431.510000 0.1167581 Long DBT MUN US N 2 2052-04-01 Fixed 3.504 N N N N N N VASA TRUST 2021-VASA N/A 92230AAA4 10400000.000000 PA USD 9130823.520000 0.4764827 Long ABS-MBS CORP US N 2 2039-07-15 Floating 6.34748 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGL2 5800000.000000 PA USD 3753580.950000 0.1958768 Long DBT CORP US N 2 2041-09-03 Fixed 2.85 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAP7 4100000.000000 PA USD 3505491.920000 0.1829305 Long DBT CORP US N 2 2027-08-15 Fixed 0.75 N N N N N N WABTEC TRANSPORTATION NETHERLANDS BV 213800W8WKL7DR8NFE48 ACI1Y2G20 10000000.000000 PA 9278997.730000 0.4842150 Long DBT CORP NL N 2 2027-12-03 Fixed 1.25 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 93142XXD8 1000000.000000 PA USD 997673.670000 0.0520626 Long DBT CORP US N 2 2023-10-13 None 0 N N N N N N WAMU MTGE P/T CERT 2007-HY3 N/A 933634AJ6 481000.070000 PA USD 431158.030000 0.0224995 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.30592 Y N N N N N ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC N/A ACI1W69V7 9100000.000000 PA 7330971.930000 0.3825593 Long DBT CORP US N 2 2029-09-01 Fixed 3 N N N N N N WASHINGTON MUTUAL 2006-AR16 N/A 92925GAJ2 450709.790000 PA USD 382684.030000 0.0199700 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.6244 Y N N N N N WEIR GROUP PLC 549300KDR56WHY9I3D10 94876QAA4 19000000.000000 PA USD 17082718.170000 0.8914442 Long DBT CORP GB N 2 2026-05-13 Fixed 2.2 N N N N N N WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) ZTMSNXROF84AHWJNKQ93 ACI1VGLL4 126000000.000000 PA 6188811.750000 0.3229568 Long DBT CORP N/A N 2 2026-02-05 Fixed 5.31 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAJ8 7600000.000000 PA USD 5739801.810000 0.2995257 Long DBT CORP US N 2 2032-02-01 Fixed 2.45 N N N N N N N/A N/A 000000000 2732000.000000 PA USD 2732000.000000 0.1425666 Long RA US N 2 Repurchase N 2.6000000 2023-10-02 3060300.000000 USD 2786645.250000 USD UST N N N N/A N/A 000000000 22200000.000000 PA USD 22200000.000000 1.1584844 Long RA US N 2 Repurchase N 5.3600000 2023-10-02 30809000.000000 USD 22547133.470000 USD UST N N N N/A N/A 000000000 44000000.000000 PA USD 44000000.000000 2.2960952 Long RA US N 2 Repurchase N 5.3300000 2023-10-02 49783000.000000 USD 44822201.710000 USD UST N N N N/A N/A 000000000 1.000000 NC USD -13354.770000 -0.0006969 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2028-06-20 0.000000 USD -53703.990000 USD 8600000.000000 USD 40349.220000 N N N N/A N/A 000000000 -60.000000 NC 116329.050000 0.0060705 N/A DIR AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED 549300ZD7BBOVZFVHK49 Short N/A AUSTRALIA GOVT 2023-12-15 -4319573.650000 AUD 116329.050000 N N N N/A N/A 000000000 1.000000 NC -36690.760000 -0.0019147 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1021698.840000 USD 930000.000000 EUR 2023-11-15 -36690.760000 N N N N/A N/A 000000000 1.000000 NC -53.930000 -0.0000028 N/A DFE IN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 24910.000000 USD 2073421.220000 INR 2023-12-20 -53.930000 N N N N/A N/A 000000000 1.000000 NC -25.850000 -0.0000013 N/A DFE IN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 12528.000000 USD 1042893.360000 INR 2023-12-20 -25.850000 N N N N/A N/A 000000000 1.000000 NC -114681.940000 -0.0059846 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 73085855.900000 CAD 53694157.300000 USD 2023-10-03 -114681.940000 N N N N/A N/A 000000000 1.000000 NC 13434.300000 0.0007011 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 436000.000000 EUR 475223.040000 USD 2023-11-15 13434.300000 N N N N/A N/A 000000000 1.000000 NC -34011.100000 -0.0017748 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 103877690.180000 ZAR 5428391.000000 USD 2023-11-22 -34011.100000 N N N N/A N/A 000000000 1.000000 NC -73228.240000 -0.0038213 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2250427.160000 USD 1784000.000000 GBP 2023-11-15 -73228.240000 N N N N/A N/A 000000000 1.000000 NC -53304.800000 -0.0027817 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2344242.960000 USD 2163000.000000 EUR 2023-11-15 -53304.800000 N N N N/A N/A 000000000 1.000000 NC -37221.720000 -0.0019424 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1665132.930000 USD 1537000.000000 EUR 2023-11-15 -37221.720000 N N N N/A N/A 000000000 1.000000 NC -14724.330000 -0.0007684 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1130007.680000 USD 1053000.000000 EUR 2023-11-15 -14724.330000 N N N N/A N/A 000000000 1.000000 NC -122165.650000 -0.0063751 N/A DFE TH N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 6138219.000000 USD 218747710.500000 THB 2023-10-20 -122165.650000 N N N N/A N/A 000000000 1.000000 NC -8556.910000 -0.0004465 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 776920.000000 USD 24446565.000000 TWD 2024-03-20 -8556.910000 N N N N/A N/A 000000000 1.000000 NC -2089.100000 -0.0001090 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 311435.600000 USD 9842299.000000 TWD 2024-03-20 -2089.100000 N N N N/A N/A 000000000 1.000000 NC 10234.420000 0.0005341 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 24464151754.000000 IDR 1587210.510000 USD 2024-03-20 10234.420000 N N N N/A N/A 000000000 1.000000 NC 28535.770000 0.0014891 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 31709046.910000 ZAR 1701120.000000 USD 2023-10-18 28535.770000 N N N N/A N/A 000000000 1.000000 NC 17599.020000 0.0009184 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 15727808.250000 ZAR 847207.180000 USD 2023-10-18 17599.020000 N N N N/A N/A 000000000 1.000000 NC -12982.110000 -0.0006775 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 13801658.500000 ZAR 714897.000000 USD 2023-10-20 -12982.110000 N N N N/A N/A 000000000 1.000000 NC -5734.280000 -0.0002992 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 6583289.780000 ZAR 341458.710000 USD 2023-10-20 -5734.280000 N N N N/A N/A 000000000 1.000000 NC USD 24212.420000 0.0012635 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 CHILEAN GOVT CHILE GOVT Y Single Leg Swap 2027-12-20 0.000000 USD -42467.060000 USD 1400000.000000 USD 66679.480000 N N N N/A N/A 000000000 1.000000 NC USD 152192.390000 0.0079420 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CHILEAN GOVT CHILE GOVT Y Single Leg Swap 2027-12-20 0.000000 USD -285593.060000 USD 8800000.000000 USD 437785.450000 N N N N/A N/A 000000000 1.000000 NC USD 164298.600000 0.0085738 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CHILEAN GOVT CHILE GOVT Y Single Leg Swap 2027-12-20 0.000000 USD -270812.160000 USD 9500000.000000 USD 435110.760000 N N N N/A N/A 000000000 1.000000 NC USD 285360.720000 0.0148913 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CHILEAN GOVT CHILE GOVT Y Single Leg Swap 2027-12-20 0.000000 USD -456969.390000 USD 16500000.000000 USD 742330.110000 N N N N/A N/A 000000000 1.000000 NC -34304.190000 -0.0017901 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2735132.810000 USD 2550000.000000 EUR 2023-11-15 -34304.190000 N N N N/A N/A 000000000 1.000000 NC 448753.530000 0.0234177 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 55725901.240000 BRL 11535065.460000 USD 2023-10-03 448753.530000 N N N N/A N/A 000000000 1.000000 NC 173775.540000 0.0090683 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3241185.000000 GBP 4129327.380000 USD 2023-11-15 173775.540000 N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 ACI22XG58 192000000.000000 PA 9790359.350000 0.5108999 Long DBT CORP N/A N 2 2025-01-26 Fixed 6.55 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 ACI1VFRX4 54800000.000000 PA 10150790.900000 0.5297087 Long DBT CORP N/A N 2 2026-02-05 Fixed 6 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 ACI1W7BZ3 215000000.000000 PA 11930750.510000 0.6225941 Long DBT CORP N/A N 2 2024-03-12 Fixed 4.7 N N N N N N N/A N/A 000000000 1.000000 NC 346568.930000 0.0180853 N/A DFE SE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 140248959.430000 SEK 13205965.000000 USD 2023-11-15 346568.930000 N N N N/A N/A 000000000 1.000000 NC -76994.930000 -0.0040179 N/A DFE TH N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 3483084.000000 USD 123847669.480000 THB 2023-10-20 -76994.930000 N N N N/A N/A 000000000 1.000000 NC 1576734.500000 0.0822803 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 35910269.000000 EUR 39611041.270000 USD 2023-11-15 1576734.500000 N N N N/A N/A 000000000 1.000000 NC 30133.010000 0.0015725 N/A DFE SE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 11039041.990000 SEK 1042300.330000 USD 2023-11-15 30133.010000 N N N N/A N/A 000000000 -145.000000 NC USD -16829.060000 -0.0008782 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A FEDERAL FUND 2023-10-31 -57202544.590000 USD -16829.060000 N N N N/A N/A 000000000 -709.000000 NC 2307680.250000 0.1204239 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short N/A GERMANY GOVT 2023-12-07 -96427298.200000 EUR 2307680.250000 N N N N/A N/A 000000000 1.000000 NC -366266.230000 -0.0191132 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11467178.620000 USD 55799291.160000 BRL 2023-10-03 -366266.230000 N N N N/A N/A 000000000 1.000000 NC 365809.470000 0.0190894 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 56045262.150000 BRL 11467178.620000 USD 2023-11-03 365809.470000 N N N N/A N/A 000000000 1.000000 NC 33908.660000 0.0017695 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4010000.000000 CAD 2986237.020000 USD 2023-10-03 33908.660000 N N N N/A N/A 000000000 1.000000 NC 21944.960000 0.0011452 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 32806630782.000000 IDR 2136683.000000 USD 2024-03-20 21944.960000 N N N N/A N/A 000000000 1.000000 NC -21994.090000 -0.0011477 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 199610481.120000 MXN 11407030.220000 USD 2023-10-16 -21994.090000 N N N N/A N/A 000000000 1.000000 NC -254380.030000 -0.0132746 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 57015127.870000 USD 77095285.750000 CAD 2023-10-03 -254380.030000 N N N 2023-11-14 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer