NPORT-P false 0000810893 XXXXXXXX S000034606 C000106508 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Moderate Duration Portfolio S000034606 5H2C0WOU0VY5RNJKDM42 2025-03-31 2024-06-30 N 3765534900.870000 608155428.600000 3157379472.270000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 6200000.000000 0.000000 0.000000 14349451.000000 USD N Bloomberg US Aggregate Intermediate Total Return Unhedged Index LC08TRUU DLLMT 2023-1 LLC N/A 232989AD5 5660000.000000 PA USD 5653098.760000 0.179044 Long ABS-O CORP US N 2 2031-03-20 Fixed 5.35 N N N N N N IDAHO ENERGY RESOURCES AUTHORITY N/A 451174AB2 4400000.000000 PA USD 4376693.640000 0.138618 Long DBT MUN US N 2 2024-09-01 Fixed 2.447 N N N N N N FNMA PASS THRU POOLS N/A 3140XMWJ1 2993274.970000 PA USD 2899218.250000 0.0918236 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CJG7 235800000.000000 PA USD 242505562.500000 7.6806 Long DBT UST US N 2 2030-10-31 Fixed 4.875 N N N N N N FNMA PASS THRU POOLS N/A 3140QNQX3 4630605.390000 PA USD 3946130.970000 0.124981 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCH6 2500000.000000 PA USD 2495274.530000 0.0790299 Long DBT CORP US N 2 2028-06-01 Fixed 5.45 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ5Z9 2792908.170000 PA USD 2678335.900000 0.0848278 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.5 N N N N N N FREDDIE MAC REMICS 3034 N/A 31396AJG0 6694.160000 PA USD 6656.350000 0.0002108 Long ABS-MBS USGSE US N 2 2035-09-15 Floating 5.74751 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST-C29 N/A 46644RAZ8 2000000.000000 PA USD 1959779.800000 0.0620698 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.6108 N N N N N N JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST N/A 477143AH4 6341771.430000 PA USD 5486665.360000 0.173773 Long DBT CORP US N 2 2033-11-15 Fixed 2.75 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400JA2 1000000.000000 PA USD 992946.890000 0.0314484 Long DBT CORP US N 2 2027-02-01 Fixed 4.875 N N N N N N N/A N/A 000000000 1.000000 NC USD 35014.810000 0.001109 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2026-06-20 45461.010000 USD 0.000000 USD 3000000.000000 USD -10446.200000 N N N FHLMC PASS THRU POOLS N/A 3133BH3J3 13957470.160000 PA USD 13216850.090000 0.418602 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N FANNIE MAE REMICS 2007-50 N/A 31396V5C8 130040.740000 PA USD 128295.280000 0.0040633 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 5.68983 N N N N N N NORTHWESTERN MUTUAL GLOBAL FUNDING 635400LZXFVELZDVP257 66815L2M0 4000000.000000 PA USD 3975219.760000 0.125903 Long DBT CORP US N 2 2028-06-12 Fixed 4.9 N N N N N N FNMA PASS THRU POOLS N/A 3140XFM73 332945.110000 PA USD 272110.910000 0.0086183 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KL0 1200000.000000 PA USD 1228761.040000 0.0389171 Long DBT CORP US N 2 2029-01-15 Fixed 6.1 N N N N N N FNMA PASS THRU POOLS N/A 3140XLSZ2 5638472.170000 PA USD 4608731.920000 0.145967 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.5 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31 N/A 46644YAU4 1251584.280000 PA USD 1222156.030000 0.0387079 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.8014 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 2800000.000000 PA USD 2579404.380000 0.0816945 Long DBT CORP US N 2 2028-06-02 Floating 2.393 N N N N N N DLLMT 2023-1 LLC N/A 232989AC7 3900000.000000 PA USD 3885982.230000 0.123076 Long ABS-O CORP US N 2 2027-03-22 Fixed 5.34 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBR5 1400000.000000 PA USD 1162694.020000 0.0368247 Long DBT CORP GB N 2 2032-03-10 Floating 2.667 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H24 N/A 38375UBR0 14120.620000 PA USD 14153.980000 0.0004483 Long ABS-MBS USGSE US N 2 2063-09-20 Floating 6.16732 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMQ2 4400000.000000 PA USD 3775853.840000 0.119588 Long DBT MUN US N 2 2029-11-01 Fixed 1.69 N N N N N N FNMA PASS THRU POOLS N/A 3140MVS82 711692.560000 PA USD 583201.230000 0.0184711 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132XUR31 13075.520000 PA USD 11355.900000 0.0003597 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138LNGZ8 65000.000000 PA USD 61806.180000 0.0019575 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 3.43 N N N N N N FANNIE MAE 2010-58 N/A 31398RXN0 134501.880000 PA USD 134209.350000 0.0042507 Long ABS-MBS USGSE US N 2 2040-06-25 Floating 6.17983 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JW8 2400000.000000 PA USD 2195337.240000 0.0695304 Long DBT CORP US N 2 2028-06-15 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJXX3 688567.350000 PA USD 624643.010000 0.0197836 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWEK5 2033411.970000 PA USD 1918012.930000 0.060747 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4 N/A 46646RAK9 150124.700000 PA USD 145344.580000 0.0046033 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 2.9941 N N N N N N SBA TOWER TRUST N/A 78403DAH3 1700000.000000 PA USD 1689106.570000 0.0534971 Long DBT CORP US N 2 2049-10-15 Fixed 3.869 N N N N N N PALMER SQUARE LOAN FUNDING 2021-3 N/A 69702BAA9 2878724.310000 PA USD 2879449.060000 0.0911974 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 6.38617 N N N N N N FHLMC PASS THRU POOLS N/A 3142GQEK4 15516683.890000 PA USD 15001373.110000 0.475121 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BA8 6000000.000000 PA USD 5929200.840000 0.187789 Long DBT CORP GB N 2 2026-04-05 Fixed 4.8 N N N N N N FNMA PASS THRU POOLS N/A 3140QPR74 8748217.020000 PA USD 7453125.550000 0.236054 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30 N/A 38376RKZ8 700.680000 PA USD 696.690000 0.0000221 Long ABS-MBS USGSE US N 2 2061-08-20 Floating 6.11732 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION N/A 38122NC67 8000000.000000 PA USD 7368752.000000 0.233382 Long DBT MUN US N 2 2027-06-01 Fixed 2.332 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412HGF4 1200000.000000 PA USD 1090416.000000 0.0345355 Long DBT MUN US N 2 2027-05-15 Fixed 1.316 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1 N/A 02582JJZ4 10000000.000000 PA USD 9961252.000000 0.315491 Long ABS-MBS CORP US N 2 2028-05-15 Fixed 4.87 N N N N N N PAWNEE EQUIPMENT RECEIVABLES 2022-1 N/A 70410DAC2 2091336.330000 PA USD 2083243.280000 0.0659801 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.17 N N N N N N WAIKIKI BEACH HOTEL TRUST 2019-WBM N/A 93065PAA9 10000000.000000 PA USD 9900907.000000 0.31358 Long ABS-MBS CORP US N 2 2033-12-15 Floating 6.676 N N N N N N FHLMC PASS THRU POOLS N/A 3132XTQZ4 643950.220000 PA USD 563878.010000 0.0178591 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBL2 2000000.000000 PA USD 1636953.280000 0.0518453 Long DBT CORP JP N 2 2031-09-08 Floating 1.979 N N N N N N MOUNTAIN VIEW CLO LLC 2017-1A N/A 62432HAJ9 444013.500000 PA USD 444124.500000 0.0140662 Long ABS-CBDO CORP KY N 2 2029-10-16 Floating 6.67927 N N N N N N FNMA PASS THRU POOLS N/A 3140XLSR0 5572685.980000 PA USD 5110682.890000 0.161865 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4 N/A 379930AE0 5000000.000000 PA USD 5088522.000000 0.161163 Long ABS-O CORP US N 2 2029-02-16 Fixed 5.71 N N N N N N TOYOTA LEASE OWNER TRUST 2023-A N/A 89239MAB3 1504468.570000 PA USD 1503664.580000 0.0476238 Long ABS-O CORP US N 2 2025-08-20 Fixed 5.3 N N N N N N FHLMC PASS THRU POOLS N/A 3132VLPD3 4179389.820000 PA USD 3891742.230000 0.123259 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WCBJ1 35465.690000 PA USD 34856.020000 0.001104 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 5 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CBC7 3000000.000000 PA USD 2809737.450000 0.0889895 Long DBT CORP US N 2 2026-04-15 Fixed 1.618 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MB4 3000000.000000 PA USD 3032137.950000 0.0960334 Long DBT CORP US N 2 2026-07-01 Floating 6.84317 N N N N N N FNMA PASS THRU POOLS N/A 31371NYW9 20709.910000 PA USD 20724.400000 0.0006564 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 5.5 N N N N N N VIRGINIA POWER FUEL SECURITIZATION LLC 254900BELJ95ONW6U791 92808VAA0 5000000.000000 PA USD 4978279.550000 0.157671 Long DBT CORP US N 2 2029-05-01 Fixed 5.088 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFE8 58211383.450000 PA USD 53313041.060000 1.68852 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133ATPE5 2613886.430000 PA USD 2229729.920000 0.0706196 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140L5AE6 3972981.330000 PA USD 3247494.440000 0.102854 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 21H022689 120300000.000000 PA USD 101230570.910000 3.20616 Long ABS-MBS USGSE US N 2 2054-08-15 Fixed 2.5 N N N N N N BX TRUST 2021-ARIA N/A 05608RAA3 3000000.000000 PA USD 2965003.800000 0.0939071 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.34258 N N N N N N NEW YORK ST ELECTRIC & GAS CORP 549300GEC6J0YHUXA160 649840CU7 2000000.000000 PA USD 2032620.080000 0.0643768 Long DBT CORP US N 2 2028-08-15 Fixed 5.65 N N N N N N FNMA PASS THRU POOLS N/A 31418W5L0 34765.810000 PA USD 34380.920000 0.0010889 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAK9 3000000.000000 PA USD 2696500.500000 0.0854031 Long DBT MUN US N 2 2028-06-01 Fixed 2.351 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 N/A 94989JBA3 41450.270000 PA USD 41119.210000 0.0013023 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.306 N N N N N N STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2 N/A 78486BAA2 8758536.900000 PA USD 8593600.070000 0.272175 Long ABS-CBDO CORP KY N 2 2038-04-18 Floating 6.6464 N N N N N N N/A N/A 000000000 1.000000 NC USD 11847.750000 0.0003752 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC SR UNSEC SMR Y Single Leg Swap 2026-12-20 7832.330000 USD 0.000000 USD 900000.000000 USD 4015.420000 N N N FHLMC PASS THRU POOLS N/A 3133KQT97 27337.370000 PA USD 22347.720000 0.0007078 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31418EHJ2 30113201.140000 PA USD 27598487.760000 0.874095 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418EKS8 362030.920000 PA USD 331635.470000 0.0105035 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4 N N N N N N NISSAN AUTO LEASE TRUST 2024-A N/A 65481CAD6 10000000.000000 PA USD 9932171.000000 0.31457 Long ABS-O CORP US N 2 2027-04-15 Fixed 4.91 N N N N N N FNMA PASS THRU POOLS N/A 31371MA80 3495.680000 PA USD 3471.440000 0.0001099 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 5 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2M5 9100000.000000 PA USD 8131139.740000 0.257528 Long DBT CORP FR N 2 2028-09-30 Floating 1.904 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2015-UBS8 N/A 61691ABL6 2000000.000000 PA USD 1935436.800000 0.0612988 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.809 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C51 N/A 95001VAU4 4750000.000000 PA USD 4279579.950000 0.135542 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.311 N N N N N N CSMC 2020-FACT TRUST N/A 126395AA0 5300000.000000 PA USD 5172662.200000 0.163828 Long ABS-MBS CORP US N 2 2037-10-15 Floating 7.04348 N N N N N N FNMA PASS THRU POOLS N/A 3140QPSK4 473920.090000 PA USD 434044.700000 0.013747 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CYL2 659068.950000 PA USD 593314.190000 0.0187913 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.5 N N N N N N LCCM 2021-FL2 TRUST N/A 50202KAA4 776275.460000 PA USD 760658.680000 0.0240915 Long ABS-CBDO CORP US N 2 2038-12-13 Floating 6.64332 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-8A LLC N/A 05377RHM9 3500000.000000 PA USD 3593359.350000 0.113808 Long ABS-O CORP US N 2 2030-02-20 Fixed 6.02 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 6600000.000000 PA USD 5667314.730000 0.179494 Long DBT CORP US Y 2 2031-06-03 Floating 2.572 N N N N N N FNMA PASS THRU POOLS N/A 31418U4W1 82322.430000 PA USD 81435.670000 0.0025792 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971XLQ9 3000000.000000 PA USD 2918607.600000 0.0924377 Long DBT MUN US N 2 2025-05-01 Fixed 2.01 N N N N N N FNMA PASS THRU POOLS N/A 3140QKNN4 3218818.300000 PA USD 2631039.260000 0.0833298 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N VERDELITE STATIC CLO LTD 2024-1 N/A 92338VAA9 6200000.000000 PA USD 6200000.000000 0.196365 Long ABS-CBDO CORP JE N 2 2032-07-20 Floating 6.47455 N N N N N N EXPORT-IMPORT BANK OF KOREA (KEXIM) 549300APVP4R32PI3Y06 302154DB2 6400000.000000 PA USD 6270883.200000 0.19861 Long DBT NUSS KR N 2 2025-02-12 Fixed 1.875 N N N N N N FHLMC PASS THRU POOLS N/A 3133KRS62 1734310.340000 PA USD 1417526.940000 0.0448957 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 2.5 N N N N N N BANK 2019-BN20 N/A 06540AAB7 10300000.000000 PA USD 9663847.280000 0.306072 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 2.933 N N N N N N FNMA PASS THRU POOLS N/A 3140X5BM4 1922568.230000 PA USD 1831176.140000 0.0579967 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.5 N N N N N N FANNIE MAE REMICS 2020-77 N/A 3136BCVD9 14517482.760000 PA USD 10181959.930000 0.322481 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 0.75 N N N N N N FNMA PASS THRU POOLS N/A 3140LPNB4 161638.510000 PA USD 132117.940000 0.0041844 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5 N N N N N N MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING 635400AL5J3F1ZPTAN95 62829D2A7 2200000.000000 PA USD 2211978.010000 0.0700574 Long DBT CORP US N 2 2026-07-27 Fixed 5.8 N N N N N N FNMA PASS THRU POOLS N/A 3140KPDZ3 108949.700000 PA USD 93774.150000 0.00297 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140XL6Z6 22095652.030000 PA USD 18060372.370000 0.572005 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5 N N N N N N EMPIRE DISTRICT BONDCO LLC N/A 291918AA8 10000000.000000 PA USD 9933774.000000 0.314621 Long DBT CORP US N 2 2035-01-01 Fixed 4.943 N N N N N N FNMA PASS THRU POOLS N/A 3140QCQ90 176953.680000 PA USD 152854.990000 0.0048412 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3 N N N N N N ARES XL CLO LTD 2016-40A N/A 04016GBB3 906681.830000 PA USD 907411.480000 0.0287394 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 6.46017 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-CIP N/A 12434FAA5 2500000.000000 PA USD 2474024.500000 0.0783569 Long ABS-MBS CORP US N 2 2038-12-15 Floating 6.36448 N N N N N N FHLMC PASS THRU POOLS N/A 3133KM4Q5 863000.450000 PA USD 705399.830000 0.0223413 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.5 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMP4 5400000.000000 PA USD 4723268.220000 0.149595 Long DBT MUN US N 2 2028-11-01 Fixed 1.49 N N N N N N MORGAN STANLEY CAPITAL I INC 2017-HR2 N/A 61691NAE5 700000.000000 PA USD 657755.420000 0.0208323 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.587 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 8400000.000000 PA USD 7854450.160000 0.248765 Long DBT CORP GB N 2 2030-05-22 Floating 3.973 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAN6 1300000.000000 PA USD 1331717.530000 0.0421779 Long DBT CORP US N 2 2028-12-15 Fixed 5.7 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 13900000.000000 PA USD 11311076.630000 0.358243 Long DBT CORP US N 2 2032-02-04 Floating 1.953 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-1A LLC N/A 05377RGC2 6000000.000000 PA USD 5966928.600000 0.188984 Long ABS-O CORP US N 2 2029-04-20 Fixed 5.25 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAM7 2000000.000000 PA USD 1903870.200000 0.0602991 Long DBT CORP GB N 2 2026-08-21 Floating 1.532 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 6600000.000000 PA USD 5632288.660000 0.178385 Long DBT CORP CH N 2 2032-05-14 Floating 3.091 N N N N N N OZLM XXIV LTD 2019-24A N/A 67113DAW4 5200000.000000 PA USD 5204431.800000 0.164834 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 6.74617 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAE3 4200000.000000 PA USD 4212285.840000 0.133411 Long DBT CORP US N 2 2029-05-24 Fixed 5.448 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 N/A 87277JAA9 4946297.390000 PA USD 4924657.340000 0.155973 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 6.97884 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DJ6 5700000.000000 PA USD 5247364.030000 0.166194 Long DBT CORP US N 2 2030-04-01 Fixed 3.75 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 63743HFR8 8000000.000000 PA USD 8001489.360000 0.253422 Long DBT CORP US N 2 2027-05-06 Fixed 5.1 N N N N N N FNMA PASS THRU POOLS N/A 3140XBS68 971536.640000 PA USD 794110.500000 0.0251509 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31412S3D5 26446.300000 PA USD 26553.710000 0.000841 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N NISSAN AUTO LEASE TRUST 2024-A N/A 65481CAE4 2200000.000000 PA USD 2189387.200000 0.0693419 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.97 N N N N N N FNMA PASS THRU POOLS N/A 3140MHH77 497241.180000 PA USD 406932.140000 0.0128883 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36179RNW5 1352539.560000 PA USD 1234498.160000 0.0390988 Long ABS-MBS USGSE US N 2 2045-09-20 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140XCLS5 8816880.100000 PA USD 7206733.870000 0.228251 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NQJ7 9947.060000 PA USD 9835.310000 0.0003115 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 5 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2017-2 N/A 26828VAA4 2563107.410000 PA USD 2558685.540000 0.0810383 Long ABS-O CORP US N 2 2067-05-25 Floating 6.49983 N N N N N N AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST N/A 023772AB2 1179000.310000 PA USD 1153539.330000 0.0365347 Long DBT CORP US N 2 2027-01-15 Fixed 4 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAH6 3300000.000000 PA USD 3081714.570000 0.0976036 Long DBT MUN US N 2 2026-06-01 Fixed 1.82 N N N N N N UMBS PASS THRU POOLS N/A 01F040685 17295584.000000 PA USD 15835593.530000 0.501542 Long ABS-MBS USGSE US N 2 2054-08-15 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418ELW8 31203925.960000 PA USD 29472320.570000 0.933442 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.5 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR6 N/A 48129RAZ8 3200000.000000 PA USD 2982370.240000 0.0944571 Long ABS-MBS CORP US N 2 2052-11-13 Fixed 2.9815 N N N N N N FHLMC PASS THRU POOLS N/A 3133CFXB0 28451.960000 PA USD 23255.020000 0.0007365 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 2.5 N N N N N N MF1 2020-FL4 LTD N/A 58003UAA6 2771717.050000 PA USD 2770885.530000 0.087759 Long ABS-CBDO CORP US N 2 2035-11-15 Floating 7.14332 N N N N N N COMM MORTGAGE TRUST 2019-GC44 N/A 12655TBJ7 1700000.000000 PA USD 1590008.640000 0.0503585 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.873 N N N N N N FNMA PASS THRU POOLS N/A 3140XMV45 2462714.600000 PA USD 2012968.360000 0.0637544 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.5 N N N N N N MADISON PARK FUNDING XXIX LTD 2018-29A N/A 55820CAN5 4405657.660000 PA USD 4410454.360000 0.139687 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 6.50693 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 1100000.000000 PA USD 898980.420000 0.0284724 Long DBT CORP US N 2 2032-07-21 Floating 2.239 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAJ2 4400000.000000 PA USD 4013409.400000 0.127112 Long DBT MUN US N 2 2027-06-01 Fixed 2.02 N N N N N N BANK OF AMERICA AUTO TRUST 2023-2A N/A 06054YAD9 3950000.000000 PA USD 3997240.420000 0.1266 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.66 N N N N N N FNMA PASS THRU POOLS N/A 3140LQC65 480841.750000 PA USD 392979.880000 0.0124464 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 12000000.000000 PA USD 9647496.360000 0.305554 Long DBT CORP CH N 2 2032-02-11 Floating 2.095 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NEH0 4200000.000000 PA USD 4225551.370000 0.133831 Long DBT CORP US N 2 2029-06-01 Fixed 5.1 N N N N N N FHLMC PASS THRU POOLS N/A 3133KMMG7 6858130.230000 PA USD 5605728.530000 0.177544 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N STATE OF HAWAII N/A 419792ZK5 10670000.000000 PA USD 10547156.290000 0.334048 Long DBT MUN US N 2 2024-10-01 Fixed 0.802 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 N/A 95002EAZ0 1400000.000000 PA USD 1301073.480000 0.0412074 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.651 N N N N N N FNMA PASS THRU POOLS N/A 3138WCBK8 49872.640000 PA USD 49212.370000 0.0015586 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 5 N N N N N N COMMERCIAL MORTGAGE PASS THRU CERTIFICATIONS 2016-COR1 N/A 12594MBC1 3700000.000000 PA USD 3466241.770000 0.109782 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 3.091 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H01 N/A 38376RN85 3453795.210000 PA USD 3458792.850000 0.109546 Long ABS-MBS USGSE US N 2 2066-12-20 Floating 6.38732 N N N N N N FHLMC PASS THRU POOLS N/A 3132XV2R3 1087816.520000 PA USD 945651.440000 0.0299505 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3 N N N N N N MF1 2022-FL10 LLC N/A 55285BAA3 2900000.000000 PA USD 2909642.760000 0.0921537 Long ABS-CBDO CORP US N 2 2037-09-17 Floating 7.97367 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-21M N/A 05609CAA5 1079863.340000 PA USD 1065524.910000 0.0337471 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.17348 N N N N N N N/A N/A 000000000 1000000.000000 PA USD 1000000.000000 0.0316718 Long RA US N 2 Repurchase N 5.390000 2024-07-01 1030000.000000 USD 1008534.960000 USD UST N N N FNMA PASS THRU POOLS N/A 31405MA64 84860.530000 PA USD 86033.800000 0.0027248 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 7.33 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-136 N/A 38382A5Y7 5356887.050000 PA USD 4270818.910000 0.135265 Long ABS-MBS USGSE US N 2 2045-10-20 Fixed 1.5 N N N N N N FNMA PASS THRU POOLS N/A 3138W94X5 219863.090000 PA USD 216952.470000 0.0068713 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 5 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA N/A 78449VAC0 577155.270000 PA USD 575616.290000 0.0182308 Long ABS-O CORP US N 2 2054-09-15 Floating 6.30971 N N N N N N EVERGY METRO INC 1128SIJQ26096WL7IO82 30037DAD7 900000.000000 PA USD 893785.150000 0.0283078 Long DBT CORP US N 2 2034-04-01 Fixed 5.4 N N N N N N FNMA PASS THRU POOLS N/A 3140X47J9 2268688.490000 PA USD 2145826.510000 0.0679623 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133BKJE0 565906.640000 PA USD 519488.600000 0.0164532 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2023-3A N/A 05377RGU2 5000000.000000 PA USD 5002118.000000 0.158426 Long ABS-O CORP US N 2 2028-02-22 Fixed 5.44 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196CG5 5800000.000000 PA USD 5970168.640000 0.189086 Long DBT CORP US N 2 2030-11-13 Fixed 5.489 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ2R0 37443.890000 PA USD 32651.370000 0.0010341 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3 N N N N N N SLM STUDENT LOAN TRUST 2010-C N/A 78445QAE1 2798508.470000 PA USD 2927689.860000 0.0927253 Long ABS-O CORP US N 2 2041-10-15 Floating 10.1933 N N N N N N FNMA PASS THRU POOLS N/A 31407U2C0 24312.350000 PA USD 24016.230000 0.0007606 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2024-2 N/A 02582JKF6 6000000.000000 PA USD 6121152.000000 0.193868 Long ABS-MBS CORP US N 2 2031-04-15 Fixed 5.24 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 N/A 95000GAY0 1600000.000000 PA USD 1499849.760000 0.047503 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.652 N N N N N N FNMA PASS THRU POOLS N/A 31418BKP0 222.330000 PA USD 221.050000 0.000007 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 3.5 N N N N N N SYNCHRONY CARD ISSUANCE TRUST 2023-A2 N/A 87166PAL5 5000000.000000 PA USD 5060525.500000 0.160276 Long ABS-MBS CORP US N 2 2029-10-15 Fixed 5.74 N N N N N N FHLMC PASS THRU POOLS N/A 3132XWFR7 337893.290000 PA USD 293372.140000 0.0092916 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3 N N N N N N AREIT TRUST 2022-CRE7 N/A 00217VAA8 3199873.520000 PA USD 3212924.520000 0.101759 Long ABS-MBS CORP US N 2 2039-06-17 Floating 7.57084 N N N N N N FHLMC PASS THRU POOLS N/A 3133BVHD0 6925711.920000 PA USD 6705441.180000 0.212374 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140QLDJ2 643466.420000 PA USD 525964.990000 0.0166583 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5 N N N N N N ELMWOOD CLO VII LTD 2020-4A N/A 29002QAJ8 3300000.000000 PA USD 3308468.990000 0.104785 Long ABS-CBDO CORP KY N 2 2034-01-17 Floating 6.94707 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2K9 4400000.000000 PA USD 3855677.980000 0.122116 Long DBT CORP FR N 2 2031-01-13 Floating 3.052 N N N N N N FREDDIE MAC REMICS 5115 N/A 3137H0VQ8 2691019.900000 PA USD 2282558.060000 0.0722928 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 1 N N N N N N VOYA CLO LTD 2017-1A N/A 92916MAF8 3457414.670000 PA USD 3462087.750000 0.109651 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 6.52868 N N N N N N FHLMC PASS THRU POOLS N/A 3133AVBM7 601479.650000 PA USD 491635.220000 0.015571 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.5 N N N N N N UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST N/A 90932JAA0 1615887.070000 PA USD 1402069.660000 0.0444061 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N FNMA PASS THRU POOLS N/A 3140MMRY6 612831.790000 PA USD 500879.000000 0.0158638 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N BDS 2021-FL10 LTD N/A 07335YAA4 3623583.210000 PA USD 3612299.300000 0.114408 Long ABS-CBDO CORP KY N 2 2036-12-16 Floating 6.7964 N N N N N N FNMA PASS THRU POOLS N/A 3138A7YK8 12864.880000 PA USD 12917.240000 0.0004091 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.5 N N N N N N FREDDIE MAC 4559 N/A 3137BNCR3 1849093.740000 PA USD 1880687.360000 0.0595648 Long ABS-MBS USGSE US N 2 2042-03-15 Floating 5.94254 N N N N N N UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST N/A 90931MAA4 591321.700000 PA USD 543041.470000 0.0171991 Long DBT CORP US N 2 2030-01-07 Fixed 3.45 N N N N N N FREDDIE MAC REMICS 5092 N/A 3137FYEX0 4719073.780000 PA USD 3926798.390000 0.124369 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 1 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAD5 1300000.000000 PA USD 1234689.650000 0.0391049 Long DBT CORP US N 2 2028-08-15 Fixed 3.695 N N N N N N AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST N/A 023761AA7 2053750.000000 PA USD 1941814.870000 0.0615008 Long DBT CORP US N 2 2029-02-15 Fixed 3.65 N N N N N N CAIXABANK SA (AKA: LA CAIXA) 7CUNS533WID6K7DGFI87 12803RAG9 5000000.000000 PA USD 4980768.200000 0.15775 Long DBT CORP ES N 2 2030-03-15 Floating 5.673 N N N N N N KKR CLO LTD 18 N/A 48251JAL7 1011100.640000 PA USD 1012579.220000 0.0320702 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 6.52854 N N N N N N FNMA PASS THRU POOLS N/A 3140MMYJ1 8979864.950000 PA USD 7351617.430000 0.232839 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.5 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C8 N/A 90276VAC3 2623373.840000 PA USD 2554045.940000 0.0808913 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.903 N N N N N N AREIT TRUST 2023-CRE8 N/A 04002BAA3 2070525.850000 PA USD 2078912.830000 0.065843 Long ABS-MBS CORP BM N 2 2041-08-17 Floating 7.44064 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-2 N/A 02582JKB5 2000000.000000 PA USD 1995934.800000 0.0632149 Long ABS-MBS CORP US N 2 2030-05-15 Fixed 4.8 N N N N N N CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE N/A 79765RSU4 2695000.000000 PA USD 2694233.810000 0.0853313 Long DBT MUN US N 2 2025-11-01 Fixed 5.5 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A 90931EAA2 3383519.950000 PA USD 3130471.570000 0.0991478 Long DBT CORP US N 2 2031-08-25 Fixed 4.55 N N N N N N FHLMC PASS THRU POOLS N/A 3133B7XK9 523649.190000 PA USD 480612.440000 0.0152219 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4 N N N N N N FORD CREDIT AUTO OWNER TRUST 2023-REV2 N/A 34535CAA4 3800000.000000 PA USD 3833095.720000 0.121401 Long ABS-O CORP US N 2 2036-02-15 Fixed 5.28 N N N N N N UTAH MUNICIPAL POWER AGENCY 549300ZRZ5YVJ6KNNV32 91756TAR2 2000000.000000 PA USD 1891387.000000 0.0599037 Long DBT MUN US N 2 2028-07-01 Fixed 3.237 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBQ1 15450000.000000 PA USD 12523031.180000 0.396627 Long DBT CORP JP N 2 2032-05-22 Floating 2.172 N N N N N N MICHIGAN FINANCE AUTHORITY 54930022O46HOX5J1D14 59447TXR9 1400000.000000 PA USD 1315827.940000 0.0416747 Long DBT MUN US N 2 2026-12-01 Fixed 2.596 N N N N N N FHLMC PASS THRU POOLS N/A 3133AJN90 279475.000000 PA USD 228443.570000 0.0072352 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.5 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAK8 3900000.000000 PA USD 3875777.450000 0.122753 Long DBT CORP IE N 2 2033-07-25 Fixed 5.7 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HS9 3000000.000000 PA USD 2843232.000000 0.0900504 Long DBT CORP US N 2 2027-03-15 Fixed 3.3 N N N N N N BENCHMARK MORTGAGE TRUST 2019-B14 N/A 08162YAG7 6100000.000000 PA USD 5708107.940000 0.180786 Long ABS-MBS CORP US N 2 2062-12-15 Fixed 2.9571 N N N N N N BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 549300BLFX3KJ2IFOA78 10921U2L1 6000000.000000 PA USD 6000120.900000 0.190035 Long DBT CORP US N 2 2029-06-10 Fixed 5.65 N N N N N N FNMA PASS THRU POOLS N/A 31418E2D1 32347194.760000 PA USD 31916727.030000 1.01086 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMR0 2600000.000000 PA USD 2172685.060000 0.0688129 Long DBT MUN US N 2 2030-11-01 Fixed 1.74 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 05946KAQ4 3000000.000000 PA USD 3010917.690000 0.0953613 Long DBT CORP ES N 2 2029-03-13 Fixed 5.381 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWHE6 7119894.000000 PA USD 6884552.170000 0.218046 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5 N N N N N N BANK-2020-BN29 N/A 06541TAZ2 6000000.000000 PA USD 5366468.400000 0.169966 Long ABS-MBS CORP US N 2 2053-11-15 Fixed 1.805 N N N N N N PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP N/A 743820AC6 3000000.000000 PA USD 2980588.920000 0.0944007 Long DBT CORP US N 2 2033-10-01 Fixed 5.403 N N N N N N UNIVERSITY OF PITTSBURGH MEDICAL CENTER (UPMC) 5493001YCBUGKVU74S74 90320WAG8 1300000.000000 PA USD 1271793.520000 0.04028 Long DBT CORP US N 2 2033-05-15 Fixed 5.035 N N N N N N FNMA PASS THRU POOLS N/A 31418EE22 369500.850000 PA USD 302408.140000 0.0095778 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QHNG6 28089.040000 PA USD 22960.000000 0.0007272 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31418EAN0 28272.250000 PA USD 23123.290000 0.0007324 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140X7TX7 141485.750000 PA USD 121632.160000 0.0038523 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3 N N N N N N MF1 2021-FL5 LTD N/A 55282XAA8 4078842.070000 PA USD 4066647.760000 0.128798 Long ABS-MBS CORP KY N 2 2036-07-15 Floating 6.29332 N N N N N N FANNIE MAE REMICS 2016-82 N/A 3136AUAW1 168732.680000 PA USD 164455.140000 0.0052086 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 5.84254 N N N N N N VMC FINANCE 2021-FL4 LLC N/A 91835RAA8 261989.350000 PA USD 261534.410000 0.0082833 Long ABS-MBS CORP US N 2 2036-06-16 Floating 6.5464 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ME8 2000000.000000 PA USD 1888465.940000 0.0598112 Long DBT CORP US N 2 2030-03-20 Floating 3.98 N N N N N N FHLMC PASS THRU POOLS N/A 3132DQJG2 72628.120000 PA USD 59359.570000 0.00188 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFQ1 7727961.100000 PA USD 7289582.000000 0.230874 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.5 N N N N N N VIBRANT CLO IV LTD 2016-4A N/A 92557WAW3 10300000.000000 PA USD 10307076.920000 0.326444 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 6.70617 N N N N N N WYANDOTTE COUNTY-KANSAS CITY UNIFIED GOVERNMENT UTILITY SYSTEM REVENUE N/A 982674NJ8 600000.000000 PA USD 522916.140000 0.0165617 Long DBT MUN US N 2 2029-09-01 Fixed 1.961 N N N N N N AREIT TRUST 2022-CRE6 N/A 04002VAA9 4715049.510000 PA USD 4679682.870000 0.148214 Long ABS-MBS CORP KY N 2 2037-01-20 Floating 6.58303 N N N N N N FANNIE MAE REMICS 2016-88 N/A 3136AUTX9 1970459.930000 PA USD 1947768.700000 0.0616894 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 5.88254 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFQ3 2000000.000000 PA USD 2034351.860000 0.0644317 Long DBT CORP US N 2 2030-04-18 Floating 5.656 N N N N N N FNMA PASS THRU POOLS N/A 3138EQAD4 1662612.960000 PA USD 1507503.360000 0.0477454 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.5 N N N N N N FANNIE MAE REMICS 2016-87 N/A 3136AT6Z2 166714.160000 PA USD 164798.000000 0.0052195 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 5.84254 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C2 N/A 46590LAT9 2900000.000000 PA USD 2744786.490000 0.0869324 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 3.1439 N N N N N N FNMA PASS THRU POOLS N/A 31414QPG6 54804.760000 PA USD 54226.500000 0.0017175 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC USD 5438.040000 0.0001722 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2026-12-20 0.000000 USD -21883.160000 USD 3500000.000000 USD 27321.200000 N N N FNMA PASS THRU POOLS N/A 3140MM4J4 1957572.900000 PA USD 1795170.910000 0.0568564 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KP1 2700000.000000 PA USD 2909592.390000 0.0921521 Long DBT CORP US N 2 2034-03-15 Fixed 6.95 N N N N N N FNMA PASS THRU POOLS N/A 3140MNA48 9409032.370000 PA USD 7700528.230000 0.24389 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y3EW0 429988.830000 PA USD 410535.000000 0.0130024 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.5 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45 N/A 95001NAW8 1097305.580000 PA USD 1070816.290000 0.0339147 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.147 N N N N N N BXMT 2020-FL3 LTD N/A 05608XAA0 6181085.210000 PA USD 6066855.970000 0.192149 Long ABS-MBS CORP KY N 2 2037-11-15 Floating 6.84332 N N N N N N OCP CLO LTD 2014-7A N/A 67107KAZ9 1766640.660000 PA USD 1768596.450000 0.0560147 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 6.70617 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09 N/A 38376RTJ5 4752703.190000 PA USD 4756906.010000 0.15066 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 6.33732 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 N/A 36268DAA0 5400000.000000 PA USD 5550892.200000 0.175807 Long ABS-O CORP US N 2 2036-08-11 Fixed 5.77 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDX1 3700000.000000 PA USD 3823931.610000 0.121111 Long DBT CORP US N 2 2029-10-23 Floating 6.087 N N N N N N FNMA PASS THRU POOLS N/A 3138EH6E7 22429.910000 PA USD 22304.370000 0.0007064 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 5 N N N N N N FREDDIE MAC REMICS 5050 N/A 3137F7TN5 2546261.160000 PA USD 2300182.330000 0.072851 Long ABS-MBS USGSE US N 2 2046-01-15 Fixed 1 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C6 N/A 90276UAU5 5433772.110000 PA USD 5260440.210000 0.166608 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.5042 N N N N N N COMM MORTGAGE TRUST 2017-COR2 N/A 12595EAD7 4200000.000000 PA USD 3934484.400000 0.124612 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 3.51 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2014-UBS4 N/A 12591QAR3 2200000.000000 PA USD 2194888.080000 0.0695161 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.694 N N N N N N N/A N/A 000000000 56700000.000000 PA USD 56700000.000000 1.79579 Long RA US N 2 Repurchase N 5.400000 2024-07-01 64141100.000000 USD 58395497.500000 USD UST N N N FHLMC PASS THRU POOLS N/A 3132DWF81 307035.890000 PA USD 250925.930000 0.0079473 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 2.5 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BZ6 1285000.000000 PA USD 1055088.110000 0.0334166 Long DBT CORP US N 2 2030-10-01 Fixed 1.7 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 N/A 94989MAF6 115478.400000 PA USD 114506.040000 0.0036266 Long ABS-MBS CORP US N 2 2058-07-15 Fixed 3.461 N N N N N N FNMA PASS THRU POOLS N/A 3138EN6K0 144315.340000 PA USD 142404.760000 0.0045102 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5 N N N N N N FREDDIE MAC REMICS 4989 N/A 3137FUKP8 1017273.500000 PA USD 1017600.450000 0.0322293 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 5.79254 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAK7 1500000.000000 PA USD 1421759.850000 0.0450297 Long DBT CORP US N 2 2028-02-15 Fixed 3.8 N N N N N N MONTEREY PARK CITY OF N/A 61255QAJ5 300000.000000 PA USD 253559.430000 0.0080307 Long DBT MUN US N 2 2030-06-01 Fixed 1.893 N N N N N N FNMA PASS THRU POOLS N/A 3140QNHF2 346689.800000 PA USD 297533.630000 0.0094234 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 6200000.000000 PA USD 5748051.000000 0.182051 Long DBT CORP US N 2 2027-07-22 Floating 1.734 N N N N N N ANCHORAGE CAPITAL CLO LTD 2016-9A N/A 03328WAS7 15500000.000000 PA USD 15513048.520000 0.491327 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 6.73017 N N N N N N FNMA PASS THRU POOLS N/A 3140QRUK7 148882.280000 PA USD 121728.490000 0.0038554 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 2.5 N N N N N N N/A N/A 000000000 308000.000000 PA USD 308000.000000 0.0097549 Long RA US N 2 Repurchase N 2.600000 2024-07-01 245800.000000 USD 314344.490000 USD UST N N N WORLD OMNI AUTO RECEIVABLES TRUST 2023-C N/A 98164FAE2 900000.000000 PA USD 898443.990000 0.0284554 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.03 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 10000000.000000 PA USD 9577340.600000 0.303332 Long DBT CORP US N 2 2031-04-04 Floating 4.478 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CU2 5000000.000000 PA USD 5158777.650000 0.163388 Long DBT CORP GB N 2 2034-07-06 Floating 6.296 N N N N N N FHLMC PASS THRU POOLS N/A 3133A73J6 127918.880000 PA USD 110032.480000 0.0034849 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST N/A 46652DAA3 6000000.000000 PA USD 4662306.600000 0.147664 Long ABS-MBS CORP US N 2 2036-12-15 Floating 6.79348 N N N N N N SLC STUDENT LOAN TRUST 2007-1 N/A 784424AD5 470668.340000 PA USD 469734.110000 0.0148773 Long ABS-O CORP US N 2 2029-05-15 Floating 5.66937 N N N N N N FNMA PASS THRU POOLS N/A 3140X8C96 207842.800000 PA USD 179340.230000 0.00568 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAG0 4000000.000000 PA USD 3781673.440000 0.119773 Long DBT CORP GB N 2 2028-11-03 Floating 3.823 N N N N N N JOBSOHIO BEVERAGE SYSTEM N/A 47770VAY6 5125000.000000 PA USD 5005201.080000 0.158524 Long DBT MUN US N 2 2029-01-01 Fixed 3.985 N N N N N N LOANCORE ISSUER LTD 2021-CRE6 N/A 53948HAA4 3929695.410000 PA USD 3910046.930000 0.123838 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 6.74332 N N N N N N FNMA PASS THRU POOLS N/A 31415ARP8 45275.510000 PA USD 45381.270000 0.0014373 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N COMM MORTGAGE TRUST 2015-CR24 N/A 12593JBE5 906252.660000 PA USD 890522.020000 0.0282045 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.432 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAD3 600000.000000 PA USD 588762.670000 0.0186472 Long DBT CORP US N 2 2025-08-01 Fixed 4.125 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DN6 2100000.000000 PA USD 2239542.080000 0.0709304 Long DBT CORP US N 2 2031-10-30 Floating 6.489 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 2000000.000000 PA USD 1973635.800000 0.0625087 Long DBT CORP FR N 2 2025-03-15 Fixed 4.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H03 N/A 38376RR40 3686523.280000 PA USD 3556379.790000 0.112637 Long ABS-MBS USGSE US N 2 2067-01-20 Fixed 3 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UXM7 2369416.340000 PA USD 2368255.330000 0.075007 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 6.23732 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FBA4 3450000.000000 PA USD 3478734.080000 0.110178 Long DBT CORP FR N 2 2026-07-13 Fixed 5.896 N N N N N N FNMA PASS THRU POOLS N/A 3140XHGD3 905310.630000 PA USD 739933.810000 0.0234351 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N ADVENTIST HEALTH SYSTEM OF WEST 5493008YM33UCY5QPW83 007944AF8 4299000.000000 PA USD 3866127.160000 0.122447 Long DBT CORP US N 2 2029-03-01 Fixed 2.952 N N N N N N HERTZ VEHICLE FINANCING III LLC 2023-4A N/A 42806MCE7 3400000.000000 PA USD 3472396.200000 0.109977 Long ABS-O CORP US N 2 2030-03-25 Fixed 6.15 N N N N N N MICHIGAN FINANCE AUTHORITY 54930022O46HOX5J1D14 59447TXQ1 1100000.000000 PA USD 1056092.510000 0.0334484 Long DBT MUN US N 2 2025-12-01 Fixed 2.466 N N N N N N OZLM FUNDING IV LTD 2013-4A N/A 67108FAN6 661506.920000 PA USD 662643.700000 0.0209871 Long ABS-CBDO CORP KY N 2 2030-10-22 Floating 6.83617 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 N/A 94989JAZ9 1500000.000000 PA USD 1469660.550000 0.0465468 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.54 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 1550000.000000 PA USD 1340356.040000 0.0424515 Long DBT CORP GB N 2 2031-06-04 Floating 2.848 N N N N N N PFP III LTD 2021-8 N/A 69357XAA9 1348331.200000 PA USD 1333491.600000 0.0422341 Long ABS-MBS CORP KY N 2 2037-08-09 Floating 6.44448 N N N N N N FNMA PASS THRU POOLS N/A 3140LK3E1 6974000.000000 PA USD 7035703.930000 0.222834 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 5.1 N N N N N N N/A N/A 000000000 1.000000 NC USD 71670.220000 0.0022699 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 -14762.520000 USD 4450000.000000 USD 86432.740000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CJJ1 10000000.000000 PA USD 10094531.200000 0.319712 Long DBT UST US N 2 2033-11-15 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 26847.610000 0.0008503 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2025-06-20 0.000000 USD -147170.950000 USD 3900000.000000 USD 174018.560000 N N N APEX CREDIT CLO 2018-II LTD N/A 03754LAU9 1500000.000000 PA USD 1500000.000000 0.0475078 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 6.58455 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 90931GAA7 5068816.680000 PA USD 5088672.760000 0.161168 Long DBT CORP US N 2 2029-04-15 Fixed 5.875 N N N N N N FNMA PASS THRU POOLS N/A 3140XLQ27 28872422.940000 PA USD 27270108.270000 0.863694 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.5 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST 2019-C17 N/A 12597BAV1 9031000.000000 PA USD 8579666.740000 0.271734 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 2.9566 N N N N N N FHLMC PASS THRU POOLS N/A 3132DQFD3 18018976.660000 PA USD 15358702.160000 0.486438 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CM6 1900000.000000 PA USD 1900399.000000 0.0601891 Long DBT CORP US N 2 2034-06-15 Fixed 5.33 N N N N N N SREIT TRUST 2021-IND N/A 78473JAA0 3500000.000000 PA USD 3451333.200000 0.10931 Long ABS-MBS CORP US N 2 2038-10-15 Floating 6.14348 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAV0 3000000.000000 PA USD 2961935.460000 0.0938099 Long DBT CORP US N 2 2026-05-15 Fixed 4.75 N N N N N N FNMA PASS THRU POOLS N/A 31407Y6T1 34308.900000 PA USD 34448.060000 0.001091 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 20000000.000000 PA USD 18653052.000000 0.590776 Long DBT CORP US N 2 2028-01-21 Floating 2.475 N N N N N N ALABAMA ECONOMIC SETTLEMENT AUTHORITY N/A 01026CAD3 1545000.000000 PA USD 1486641.950000 0.0470847 Long DBT MUN US N 2 2032-09-15 Fixed 4.263 N N N N N N ISRAEL ELECTRIC CORPORATION LTD 254900JW7GE35YNJGJ55 ACI23Q596 2300000.000000 PA USD 1894826.250000 0.0600126 Long DBT CORP IL N 2 2032-02-22 Fixed 3.75 N N N N N N HERTZ VEHICLE FINANCING III LLC 2023-2A N/A 42806MBW8 8000000.000000 PA USD 7990424.000000 0.253071 Long ABS-O CORP US N 2 2029-09-25 Fixed 5.57 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BM4 4500000.000000 PA USD 4444821.860000 0.140776 Long DBT CORP NL N 2 2035-03-19 Floating 5.55 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJD2 1000000.000000 PA USD 958355.000000 0.0303529 Long DBT CORP US N 2 2026-06-19 Floating 1.319 N N N N N N TEXAS DEPARTMENT OF TRANSPORTATION STATE HIGHWAY FUND N/A 88283LHT6 1135000.000000 PA USD 1125126.410000 0.0356348 Long DBT MUN US N 2 2026-04-01 Fixed 5.028 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ6P0 3193886.380000 PA USD 2964861.120000 0.0939026 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4 N N N N N N PALMER SQUARE CLO LTD 2013-2A N/A 69688AAL5 3371090.170000 PA USD 3374041.560000 0.106862 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 6.57868 N N N N N N FNMA PASS THRU POOLS N/A 3140QPSG3 52887.710000 PA USD 48508.590000 0.0015364 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140XGQ44 27870192.760000 PA USD 23739739.060000 0.751881 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140MEML7 47819.280000 PA USD 39469.800000 0.0012501 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N ARES LII CLO LTD 2019-52A N/A 04009AAL4 6000000.000000 PA USD 6004500.000000 0.190174 Long ABS-CBDO CORP KY N 2 2031-04-22 Floating 6.63617 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GER6 5500000.000000 PA USD 5077283.260000 0.160807 Long DBT CORP US N 2 2027-01-11 Fixed 1.875 N N N N N N N/A N/A 000000000 1.000000 NC USD 8381.220000 0.0002654 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2025-12-20 11877.620000 USD 0.000000 USD 900000.000000 USD -3496.400000 N N N FHLMC PASS THRU POOLS N/A 3132DP3H9 896889.340000 PA USD 733024.080000 0.0232162 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.5 N N N N N N LIBERTY STREET TRUST 2016-225L N/A 902055AA0 1200000.000000 PA USD 1113239.520000 0.0352583 Long ABS-MBS CORP US N 2 2036-02-10 Fixed 3.597 N N N N N N STATE OF WISCONSIN 549300VTAT608CNZ5827 977100HA7 2100000.000000 PA USD 1917222.510000 0.060722 Long DBT MUN US N 2 2028-05-01 Fixed 2.299 N N N N N N FHLMC PASS THRU POOLS N/A 3133B2X61 2681388.840000 PA USD 2191458.070000 0.0694075 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133B93H5 911566.240000 PA USD 744986.070000 0.0235951 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAR6 2700000.000000 PA USD 2492350.050000 0.0789373 Long DBT CORP GB N 2 2028-01-11 Floating 2.469 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA N/A 63942TAA3 1506535.380000 PA USD 1528495.390000 0.0484103 Long ABS-O CORP US N 2 2072-03-15 Fixed 6.48 N N N N N N FNMA PASS THRU POOLS N/A 31418RRF0 94364.600000 PA USD 93348.950000 0.0029565 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138WAXY8 59136.180000 PA USD 58353.290000 0.0018482 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140MWMV5 389334.910000 PA USD 318260.110000 0.0100799 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 2.5 N N N N N N PEACEHEALTH OBLIGATED GROUP N/A 70462GAB4 3100000.000000 PA USD 2921828.550000 0.0925397 Long DBT CORP US N 2 2025-11-15 Fixed 1.375 N N N N N N FHLMC PASS THRU POOLS N/A 3132L9F59 389446.120000 PA USD 338951.240000 0.0107352 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBP4 7500000.000000 PA USD 6766344.900000 0.214303 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAL7 1800000.000000 PA USD 1842086.860000 0.0583423 Long DBT CORP US N 2 2033-11-21 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133BSDF6 49862.390000 PA USD 40789.200000 0.0012919 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 2.5 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HDC6 3100000.000000 PA USD 3413787.050000 0.108121 Long DBT CORP US N 2 2031-10-30 Floating 7.624 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4 N/A 03880RAA7 8900000.000000 PA USD 8893049.100000 0.281659 Long ABS-CBDO CORP KY N 2 2036-11-15 Floating 6.79332 N N N N N N MARATHON CLO XIII LTD 2019-1A N/A 56579ABJ8 2500000.000000 PA USD 2502498.980000 0.0792587 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 6.53398 N N N N N N COMM MORTGAGE TRUST 2015-PC1 N/A 12593GAF9 2200000.000000 PA USD 2165314.360000 0.0685795 Long ABS-MBS CORP US N 2 2050-07-10 Fixed 3.902 N N N N N N FHLMC PASS THRU POOLS N/A 3132DQYN0 50695.710000 PA USD 41478.660000 0.0013137 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 2.5 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 N/A 06054AAW9 3722351.910000 PA USD 3630240.080000 0.114976 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.441 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ3M0 8932750.060000 PA USD 7781546.360000 0.246456 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 5000000.000000 PA USD 5080351.650000 0.160904 Long DBT CORP US N 2 2030-04-22 Floating 5.581 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 31847RAH5 2100000.000000 PA USD 1677976.250000 0.0531446 Long DBT CORP US N 2 2031-08-15 Fixed 2.4 N N N N N N FREDDIE MAC REMICS 3843 N/A 3137A9HT6 199391.320000 PA USD 197363.730000 0.0062509 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 5.99751 N N N N N N BON SECOURS MERCY HEALTH INC 5493006NA7JSVYYYF398 09778PAA3 12000000.000000 PA USD 11097468.360000 0.351477 Long DBT CORP US N 2 2030-06-01 Fixed 3.464 N N N N N N N/A N/A 000000000 100000.000000 PA USD 100000.000000 0.0031672 Long RA US N 2 Repurchase N 5.430000 2024-07-01 101000.000000 USD 100654.790000 USD UST N N N FNMA PASS THRU POOLS N/A 3140XFET4 429275.730000 PA USD 350878.270000 0.011113 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 3838 N/A 3137AA3B7 47880.760000 PA USD 47416.850000 0.0015018 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 5.89751 N N N N N N FANNIE MAE REMICS 2016-97 N/A 3136AUPW5 1194270.460000 PA USD 1164785.950000 0.0368909 Long ABS-MBS USGSE US N 2 2056-12-25 Floating 5.86254 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KF3 3500000.000000 PA USD 3503237.430000 0.110954 Long DBT CORP US N 2 2027-06-15 Fixed 5.45 N N N N N N HOUSTON COMMUNITY COLLEGE SYSTEM 549300UWXV516I6N3V90 44236PLT3 2000000.000000 PA USD 2036272.200000 0.0644925 Long DBT MUN US N 2 2029-02-15 Fixed 5 N N N N N N SBA TOWER TRUST N/A 78403DAP5 8000000.000000 PA USD 7526585.600000 0.238381 Long DBT CORP US N 2 2050-07-15 Fixed 1.884 N N N N N N AREIT TRUST 2021-CRE5 N/A 04002PAA2 1787614.580000 PA USD 1780587.200000 0.0563945 Long ABS-MBS CORP KY N 2 2038-11-17 Floating 6.52332 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAG2 1000000.000000 PA USD 977648.540000 0.0309639 Long DBT CORP US N 2 2026-01-15 Fixed 4.125 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-1A N/A 26828HAA5 2948058.200000 PA USD 2938850.240000 0.0930788 Long ABS-O CORP US N 2 2068-02-27 Floating 6.19983 N N N N N N ANCHORAGE CAPITAL CLO LTD 2015-6A N/A 03328QBL4 2600000.000000 PA USD 2603899.950000 0.0824703 Long ABS-CBDO CORP KY N 2 2034-04-22 Floating 6.76456 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H04 N/A 38378U8L4 2732208.850000 PA USD 2725080.520000 0.0863083 Long ABS-MBS USGSE US N 2 2064-12-20 Floating 6.08732 N N N N N N FNMA PASS THRU POOLS N/A 3140MWPY6 842954.600000 PA USD 689023.820000 0.0218226 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QSDY4 979282.370000 PA USD 947612.370000 0.0300126 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5 N N N N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 023770AA8 3318808.270000 PA USD 3137404.870000 0.0993674 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A N/A 78435VAC6 900000.000000 PA USD 895060.170000 0.0283482 Long ABS-O CORP US N 2 2029-05-21 Fixed 4.95 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971XJD1 7000000.000000 PA USD 6589765.700000 0.20871 Long DBT MUN US N 2 2027-11-01 Fixed 2.98 N N N N N N NAVIENT STUDENT LOAN TRUST 2017-5A N/A 63940CAA2 2149834.960000 PA USD 2151574.390000 0.0681443 Long ABS-O CORP US N 2 2066-07-26 Floating 6.24983 N N N N N N COUNTY OF FRESNO CA 549300JJ6NWR5CVGI705 358266CH5 4200000.000000 PA USD 3037144.740000 0.0961919 Long DBT MUN US N 2 2030-08-15 None 0 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA N/A 14315LAA2 2125601.650000 PA USD 2126134.750000 0.0673386 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 6.63648 N N N N N N FHLMC PASS THRU POOLS N/A 3133BBKZ1 24503.440000 PA USD 20045.970000 0.0006349 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5 N N N N N N ANDREW W MELLON FOUNDATION HVIJIPOQ5TXYVD3NET54 03444RAB4 7000000.000000 PA USD 6242355.070000 0.197707 Long DBT CORP US N 2 2027-08-01 Fixed 0.947 N N N N N N FNMA PASS THRU POOLS N/A 3140XMV52 4295195.310000 PA USD 3516174.230000 0.111364 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBR9 2500000.000000 PA USD 2501570.950000 0.0792293 Long DBT CORP JP N 2 2027-07-02 Fixed 5.594 N N N N N N FNMA PASS THRU POOLS N/A 3140QP2M8 451998.330000 PA USD 414321.160000 0.0131223 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A N/A 63941BAC9 553342.790000 PA USD 551428.280000 0.0174647 Long ABS-O CORP US N 2 2043-01-15 Floating 6.34332 N N N N N N BANK 2019-BN19 N/A 06540WBD4 4300000.000000 PA USD 3778940.620000 0.119686 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.183 N N N N N N NBN CO LIMITED 2549007CRZ2NT7S96A24 62878U2A9 3000000.000000 PA USD 2801900.910000 0.0887413 Long DBT CORP AU N 2 2026-05-05 Fixed 1.45 N N N N N N UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST N/A 90931LAA6 788425.750000 PA USD 733051.850000 0.0232171 Long DBT CORP US N 2 2030-01-07 Fixed 3.1 N N N N N N FHLMC PASS THRU POOLS N/A 3133KMYC3 318053.370000 PA USD 259972.520000 0.0082338 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140X6S77 14534891.790000 PA USD 12555557.990000 0.397658 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133KQYZ3 693999.600000 PA USD 567749.610000 0.0179817 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N BDS 2022-FL12 LLC N/A 07336CAA1 3299968.810000 PA USD 3318402.110000 0.1051 Long ABS-MBS CORP US N 2 2038-08-19 Floating 7.47517 N N N N N N COMM MORTGAGE TRUST 2018-COR3 N/A 12595VAD9 3800000.000000 PA USD 3563388.820000 0.112859 Long ABS-MBS CORP US N 2 2051-05-10 Fixed 4.228 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJQ3 11900000.000000 PA USD 11161342.370000 0.3535 Long DBT CORP US N 2 2027-03-11 Floating 1.658 N N N N N N CITY OF RIVERSIDE CA ELECTRIC REVENUE N/A 768874SG5 500000.000000 PA USD 597869.050000 0.0189356 Long DBT MUN US N 2 2040-10-01 Fixed 7.605 N N N N N N COMM MORTGAGE TRUST 2020-CBM N/A 20049AAA6 3000000.000000 PA USD 2912935.500000 0.092258 Long ABS-MBS CORP US N 2 2037-02-10 Variable 2.31491 N N N N N N FNMA PASS THRU POOLS N/A 3140MF4U4 24917.530000 PA USD 22844.550000 0.0007235 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N FREDDIE MAC REMICS 4638 N/A 3137BTH38 1747221.320000 PA USD 1739498.780000 0.0550931 Long ABS-MBS USGSE US N 2 2040-07-15 Floating 5.88254 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BB3 1500000.000000 PA USD 1474738.830000 0.0467077 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55 N N N N N N FHLMC PASS THRU POOLS N/A 3133KME84 5816992.530000 PA USD 4754759.200000 0.150592 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AT6 2000000.000000 PA USD 1943186.180000 0.0615443 Long DBT CORP GB N 2 2028-08-16 Fixed 4.55 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35 N/A 95000FAU0 84010.120000 PA USD 82420.210000 0.0026104 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 2.788 N N N N N N UMBS PASS THRU POOLS N/A 01F040677 56504416.000000 PA USD 51708162.390000 1.63769 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140MJ4S1 584482.150000 PA USD 478785.190000 0.015164 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ENQF9 133034.350000 PA USD 133357.710000 0.0042237 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 N/A 92867WAD0 4400000.000000 PA USD 4384797.120000 0.138875 Long ABS-O CORP US N 2 2028-06-20 Fixed 5.02 N N N N N N TEXAS NATURAL GAS SECURITIZATION FINANCE CORP N/A 88258MAA3 4850200.870000 PA USD 4847810.210000 0.153539 Long DBT MUN US N 2 2035-04-01 Fixed 5.102 N N N N N N AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST N/A 02379KAA2 1471304.340000 PA USD 1264664.060000 0.0400542 Long DBT CORP US N 2 2036-01-11 Fixed 2.875 N N N N N N FHLMC PASS THRU POOLS N/A 3132E0MA7 15777986.110000 PA USD 13440476.840000 0.425685 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3 N N N N N N CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF2 N/A 12528YAC7 8300000.000000 PA USD 7728845.460000 0.244787 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.8165 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AQ2 7800000.000000 PA USD 7341554.610000 0.23252 Long DBT CORP GB N 2 2028-11-07 Floating 3.574 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAY1 1200000.000000 PA USD 1195787.660000 0.0378728 Long DBT CORP FR N 2 2035-05-30 Floating 5.936 N N N N N N FNMA PASS THRU POOLS N/A 31418EVM9 127805.410000 PA USD 104460.420000 0.0033085 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 2.5 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH N/A 30227FAA8 23511877.150000 PA USD 23439169.020000 0.742362 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.52348 N N N N N N ROMARK CLO LTD 2017-1A N/A 77587UAL6 2538878.640000 PA USD 2542470.590000 0.0805247 Long ABS-CBDO CORP KY N 2 2030-10-23 Floating 6.61801 N N N N N N FHLMC PASS THRU POOLS N/A 3133KJDA7 9581453.610000 PA USD 8193987.070000 0.259519 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629W4T4 2900000.000000 PA USD 2906591.850000 0.0920571 Long DBT CORP US N 2 2029-05-30 Fixed 5.15 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AX1 7500000.000000 PA USD 7524274.430000 0.238308 Long DBT CORP NL N 2 2027-04-01 Floating 6.33749 N N N N N N FNMA PASS THRU POOLS N/A 3140XLVT2 623981.410000 PA USD 510035.970000 0.0161538 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N GS MORTGAGE SECURITIES CORP II 2022-GTWY N/A 36266DAA2 1700000.000000 PA USD 1703823.640000 0.0539632 Long ABS-MBS CORP US N 2 2039-08-15 Floating 8.729 N N N N N N FNMA PASS THRU POOLS N/A 3140QQKN4 6948296.940000 PA USD 6562691.200000 0.207853 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140XCUS5 253280.180000 PA USD 207027.930000 0.006557 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N SAFEHOLD GL HOLDINGS LLC 54930012UY5Z4Q8NL108 785931AA4 5800000.000000 PA USD 5732082.460000 0.181546 Long DBT CORP US N 2 2034-04-01 Fixed 6.1 N N N N N N FNMA PASS THRU POOLS N/A 31416TYN3 77690.030000 PA USD 76853.510000 0.0024341 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5 N N N N N N SFO COMMERCIAL MORTGAGE TRUST 2021-555 N/A 78432WAA1 7100000.000000 PA USD 6730978.210000 0.213182 Long ABS-MBS CORP US N 2 2038-05-15 Floating 6.59348 N N N N N N GPMT LTD 2021-FL4 N/A 36262TAA1 1312215.020000 PA USD 1289251.260000 0.040833 Long ABS-CBDO CORP KY N 2 2036-12-15 Floating 6.80971 N N N N N N MMAF EQUIPMENT FINANCE LLC 2022-B N/A 606940AC8 7706065.330000 PA USD 7701243.640000 0.243913 Long ABS-O CORP US N 2 2028-07-10 Fixed 5.61 N N N N N N WYANDOTTE COUNTY-KANSAS CITY UNIFIED GOVERNMENT UTILITY SYSTEM REVENUE N/A 982674NH2 2000000.000000 PA USD 1780292.200000 0.0563851 Long DBT MUN US N 2 2028-09-01 Fixed 1.861 N N N N N N MAGNETITE CLO LTD 2023-39A N/A 559924AA3 6400000.000000 PA USD 6413425.980000 0.203125 Long ABS-CBDO CORP KY N 2 2033-10-25 Floating 6.87355 N N N N N N CBAM-2019-9A N/A 14987VAN9 9200000.000000 PA USD 9218978.770000 0.291982 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 6.95856 N N N N N N FREDDIE MAC 3688 N/A 3137A0MZ5 41521.370000 PA USD 41297.320000 0.001308 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 5.91751 N N N N N N FHLMC PASS THRU POOLS N/A 3133BA4H1 617989.660000 PA USD 505084.720000 0.015997 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N N/A N/A 000000000 -737.000000 NC USD -643250.840000 -0.0203729 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2024-09-19 -91791046.880000 USD -643250.840000 N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 40139LBH5 6000000.000000 PA USD 6162059.820000 0.195164 Long DBT CORP US N 2 2028-10-02 Fixed 5.737 N N N N N N PALMER SQUARE CLO 2023-4A LTD N/A 696924AA7 10000000.000000 PA USD 10023564.700000 0.317465 Long ABS-CBDO CORP KY N 2 2033-10-20 Floating 6.87456 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 2700000.000000 PA USD 2389752.590000 0.0756878 Long DBT CORP US N 2 2030-10-15 Floating 2.739 N N N N N N FHLMC PASS THRU POOLS N/A 3133KNYX5 10741996.240000 PA USD 9149672.760000 0.289787 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FREDDIE MAC REMICS 5115 N/A 3137H0VA3 2051448.590000 PA USD 1705724.930000 0.0540234 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 1 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H02 N/A 38375UYN4 3520928.290000 PA USD 3529626.740000 0.11179 Long ABS-MBS USGSE US N 2 2067-01-20 Floating 6.43732 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GT8 8500000.000000 PA USD 8574024.720000 0.271555 Long DBT CORP US N 2 2029-06-15 Fixed 5.15 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971M4Q2 900000.000000 PA USD 899069.310000 0.0284752 Long DBT MUN US N 2 2027-08-01 Fixed 5.008 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AS7 7400000.000000 PA USD 7265275.750000 0.230105 Long DBT CORP CH N 2 2027-08-05 Floating 4.703 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FBB2 5550000.000000 PA USD 5661923.740000 0.179324 Long DBT CORP FR N 2 2028-07-13 Fixed 5.79 N N N N N N TOYOTA LEASE OWNER TRUST 2023-B N/A 89240HAD7 2000000.000000 PA USD 2007780.400000 0.0635901 Long ABS-O CORP US N 2 2026-11-20 Fixed 5.66 N N N N N N THE PORT AUTHORITY OF NEW YORK AND NEW JERSEY 54930006MR4KZ4W74Z83 73358WAH7 2500000.000000 PA USD 2503391.500000 0.079287 Long DBT MUN US N 2 2024-12-01 Fixed 5.859 N N N N N N FNMA PASS THRU POOLS N/A 31416JYL9 35271.970000 PA USD 35171.950000 0.001114 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 3133BAGK1 1576210.160000 PA USD 1290857.090000 0.0408838 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N BENCHMARK MORTGAGE TRUST 2018-B2 N/A 08161CAF8 766131.640000 PA USD 745733.160000 0.0236187 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.7802 N N N N N N SLC STUDENT LOAN TRUST 2010-1 N/A 78444WAA7 112412.190000 PA USD 112509.720000 0.0035634 Long ABS-O CORP US N 2 2042-11-25 Floating 6.4853 N N N N N N FNMA PASS THRU POOLS N/A 3138EQM58 219379.330000 PA USD 220268.080000 0.0069763 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.5 N N N N N N RAD CLO LTD 2019-5A N/A 74923EAA6 2800000.000000 PA USD 2803652.290000 0.0887968 Long ABS-CBDO CORP KY N 2 2032-07-24 Floating 6.70455 N N N N N N FANNIE MAE REMICS 2015-79 N/A 3136AQKY5 342836.160000 PA USD 335296.470000 0.0106195 Long ABS-MBS USGSE US N 2 2045-11-25 Floating 5.69983 N N N N N N FNMA PASS THRU POOLS N/A 3138EP2Y9 137272.140000 PA USD 141710.450000 0.0044882 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 6.662 N N N N N N FNMA PASS THRU POOLS N/A 3140XF4U2 5941817.910000 PA USD 4856120.560000 0.153802 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAC7 1400000.000000 PA USD 1255096.530000 0.0397512 Long DBT CORP GB N 2 2028-04-06 Fixed 2 N N N N N N FNMA PASS THRU POOLS N/A 31418DKK7 2666427.550000 PA USD 2483865.440000 0.0786686 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418EBS8 280671.020000 PA USD 230082.910000 0.0072871 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06 N/A 38376RSG2 156776.830000 PA USD 156941.870000 0.0049706 Long ABS-MBS USGSE US N 2 2065-07-20 Floating 6.35732 N N N N N N CEDAR FUNDING VII CLO LTD 2018-7A N/A 15032FAA4 2095033.910000 PA USD 2097610.800000 0.0664352 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 6.58617 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAG7 3900000.000000 PA USD 3823619.670000 0.121101 Long DBT CORP FR N 2 2025-01-14 Fixed 2.375 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412HFP3 3000000.000000 PA USD 2726259.300000 0.0863456 Long DBT MUN US N 2 2027-05-15 Fixed 1.366 N N N N N N FNMA PASS THRU POOLS N/A 3140XD5R3 61341.520000 PA USD 50138.730000 0.001588 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.5 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST 2015-C4 N/A 12635RAX6 5600000.000000 PA USD 5450248.160000 0.172619 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.8079 N N N N N N GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A N/A 36361UAL4 3010522.160000 PA USD 3011856.570000 0.095391 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.68017 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 1930000.000000 PA USD 1838690.370000 0.0582347 Long DBT CORP US N 2 2028-05-22 Floating 3.584 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 9300000.000000 PA USD 10233688.750000 0.32412 Long DBT CORP GB N 2 2033-11-02 Floating 7.437 N N N N N N VENTURE XXVIII CLO LTD 2017-28A N/A 92331AAU8 7229061.400000 PA USD 7240096.850000 0.229307 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.57617 N N N N N N FNMA PASS THRU POOLS N/A 31419AE45 74066.980000 PA USD 74368.120000 0.0023554 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.5 N N N N N N FREDDIE MAC REMICS 4936 N/A 3137FQHG1 3913281.580000 PA USD 3499627.370000 0.11084 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H25 N/A 38375UBF6 105661.340000 PA USD 105917.610000 0.0033546 Long ABS-MBS USGSE US N 2 2063-10-20 Floating 6.18732 N N N N N N FNMA PASS THRU POOLS N/A 31418MML3 33283.910000 PA USD 33419.280000 0.0010584 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.5 N N N N N N MONTEREY PARK CITY OF N/A 61255QAG1 250000.000000 PA USD 220681.180000 0.0069894 Long DBT MUN US N 2 2028-06-01 Fixed 1.63 N N N N N N CONTINENTAL AIRLINES 2012-2 CLASS A PASS THRU CERTIFICATES N/A 210795QB9 286717.300000 PA USD 286694.990000 0.0090802 Long DBT CORP US N 2 2026-04-29 Fixed 4 N N N N N N BENCHMARK MORTGAGE TRUST 2021-B31 N/A 08163MAF4 1626000.000000 PA USD 1443924.910000 0.0457318 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 2.615 N N N N N N ACREC 2021-FL1 LTD N/A 00500RAA3 3042758.570000 PA USD 3021857.860000 0.0957078 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 6.5964 N N N N N N VIRGINIA POWER FUEL SECURITIZATION LLC 254900BELJ95ONW6U791 92808VAB8 5000000.000000 PA USD 4989883.650000 0.158039 Long DBT CORP US N 2 2033-05-01 Fixed 4.877 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HDB8 2700000.000000 PA USD 2791079.420000 0.0883986 Long DBT CORP US N 2 2027-10-29 Floating 7.149 N N N N N N FHLMC PASS THRU POOLS N/A 3133BH4K9 255765.460000 PA USD 209231.250000 0.0066267 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3142GQBT8 10804285.550000 PA USD 10447971.450000 0.330906 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAU2 6000000.000000 PA USD 6024151.860000 0.190796 Long DBT CORP US N 2 2026-07-02 Fixed 5.75 N N N N N N FNMA PASS THRU POOLS N/A 3138WPG24 348739.380000 PA USD 307716.330000 0.0097459 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BQ1 4600000.000000 PA USD 4597144.550000 0.1456 Long DBT CORP US N 2 2026-08-01 Fixed 5.4 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAE2 550000.000000 PA USD 521462.300000 0.0165157 Long DBT CORP CA N 2 2030-04-15 Fixed 4.35 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AP8 3200000.000000 PA USD 2729318.400000 0.0864425 Long DBT CORP US N 2 2031-03-15 Fixed 2.55 N N N N N N VENTURE 38 CLO LTD N/A 92332NAS4 3000000.000000 PA USD 3002693.220000 0.0951008 Long ABS-CBDO CORP KY N 2 2032-07-30 Floating 6.75111 N N N N N N NAVIENT STUDENT LOAN TRUST 2015-BA N/A 63939KAC3 2278620.080000 PA USD 2288507.700000 0.0724812 Long ABS-O CORP US N 2 2040-07-16 Floating 6.89332 N N N N N N FNMA PASS THRU POOLS N/A 3140XJYX5 1457926.190000 PA USD 1377297.650000 0.0436215 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.5 N N N N N N ASHFORD HOSPITALITY TRUST 2018-KEYS N/A 04410CAA7 1217174.200000 PA USD 1209064.530000 0.0382933 Long ABS-MBS CORP US N 2 2035-06-15 Floating 6.626 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAK9 2000000.000000 PA USD 2050312.480000 0.0649372 Long DBT CORP US N 2 2030-11-21 Fixed 6.375 N N N N N N OSD CLO 2021-23A LTD N/A 671026AA0 5243435.550000 PA USD 5251244.650000 0.166317 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 6.44868 N N N N N N FNMA PASS THRU POOLS N/A 3138WAA23 78753.280000 PA USD 77710.580000 0.0024612 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 5 N N N N N N COUNTY OF MIAMI-DADE FL AVIATION REVENUE N/A 59333P3L0 300000.000000 PA USD 298399.590000 0.0094509 Long DBT MUN US N 2 2024-10-01 Fixed 3.405 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2022-4 N/A 02582JJX9 2500000.000000 PA USD 2488490.250000 0.0788151 Long ABS-MBS CORP US N 2 2027-10-15 Fixed 4.95 N N N N N N FANNIE MAE REMICS 2016-40 N/A 3136ASK88 82328.160000 PA USD 81838.130000 0.002592 Long ABS-MBS USGSE US N 2 2046-07-25 Floating 5.89254 N N N N N N N/A N/A 000000000 1918.000000 NC USD 904325.210000 0.0286416 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2024-09-30 204304460.460000 USD 904325.210000 N N N FHLMC PASS THRU POOLS N/A 3132DP3W6 17317368.160000 PA USD 16356299.250000 0.518034 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.5 N N N N N N FANNIE MAE REMICS 2010-107 N/A 31398NKX1 254985.720000 PA USD 250046.340000 0.0079194 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 5.83822 N N N N N N SARANAC CLO LTD 2018-6A N/A 80317LAJ2 1478553.510000 PA USD 1483539.330000 0.0469864 Long ABS-CBDO CORP JE N 2 2031-08-13 Floating 6.74841 N N N N N N PROLOGIS TARGETED US LOGISTICS FUND LP 5493004DTBWUQ9F2VJ87 74350LAB0 5600000.000000 PA USD 5607178.190000 0.17759 Long DBT CORP US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3140MA2S2 666421.270000 PA USD 545817.130000 0.017287 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KJE5 119371.640000 PA USD 119856.670000 0.0037961 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N APIDOS CLO XXVI LLC 2017-26A N/A 03766GAL6 385472.790000 PA USD 385859.010000 0.0122209 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 6.48854 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 63743HFK3 2800000.000000 PA USD 2825787.240000 0.0894979 Long DBT CORP US N 2 2026-11-13 Fixed 5.6 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWDJ9 918571.780000 PA USD 752490.620000 0.0238328 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGT0 3000000.000000 PA USD 2979315.060000 0.0943604 Long DBT CORP US N 2 2025-10-01 Floating 3.093 N N N N N N FREDDIE MAC REMICS 5104 N/A 3137H02A5 1430954.800000 PA USD 1161022.630000 0.0367717 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 1.25 N N N N N N UTAH ST 254900RWV9NSVUZONC07 917542QV7 232894.680000 PA USD 231190.190000 0.0073222 Long DBT MUN US N 2 2025-07-01 Fixed 3.539 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22 N/A 61690FAM5 2000000.000000 PA USD 1957316.000000 0.0619918 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.306 N N N N N N FNMA PASS THRU POOLS N/A 3140XFNJ6 1286551.690000 PA USD 1051609.910000 0.0333064 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DM5N1 174102.720000 PA USD 142290.730000 0.0045066 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N MF1 2021-FL7 LTD N/A 55284AAA6 2228288.220000 PA USD 2218539.460000 0.0702652 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 6.5264 N N N N N N SBNA AUTO LEASE TRUST 2023-A N/A 78436TAD8 1000000.000000 PA USD 1019596.000000 0.0322925 Long ABS-O CORP US N 2 2028-04-20 Fixed 6.52 N N N N N N NAVIENT STUDENT LOAN TRUST 2020-IA N/A 63942AAB2 1586043.840000 PA USD 1587613.710000 0.0502826 Long ABS-O CORP US N 2 2069-04-15 Floating 6.44332 N N N N N N FNMA PASS THRU POOLS N/A 31371M5Q6 10599.820000 PA USD 10504.180000 0.0003327 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 5.5 N N N N N N KKR GROUP FINANCE CO VI LLC 549300TUJWGHJM3FSJ07 48252AAA9 1600000.000000 PA USD 1500791.780000 0.0475328 Long DBT CORP US N 2 2029-07-01 Fixed 3.75 N N N N N N FNMA PASS THRU POOLS N/A 3138E26J9 61890.550000 PA USD 61163.570000 0.0019372 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DM6G5 397053.310000 PA USD 324505.390000 0.0102777 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3138LMVK6 1000.000000 PA USD 938.260000 0.0000297 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 3.02 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2019-L3 N/A 61691UBC2 6200000.000000 PA USD 5824454.220000 0.184471 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.067 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2019-C17 N/A 90278MAY3 7069000.000000 PA USD 6654217.240000 0.210751 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.8655 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KU4 4300000.000000 PA USD 4319851.420000 0.136818 Long DBT CORP US N 2 2025-05-08 Floating 6.09328 N N N N N N DTE ELECTRIC SECURITIZATION FUNDING II LLC N/A 23346TAA9 4800000.000000 PA USD 4948382.400000 0.156724 Long DBT CORP US N 2 2033-03-01 Fixed 5.97 N N N N N N BENCHMARK MORTGAGE TRUST 2018-B8 N/A 08162UAW0 5700000.000000 PA USD 5358961.590000 0.169728 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 4.2317 N N N N N N FNMA PASS THRU POOLS N/A 31418ED56 1038531.170000 PA USD 850357.270000 0.0269324 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.5 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDF0 3125000.000000 PA USD 3034094.530000 0.0960953 Long DBT CORP US N 2 2030-06-14 Floating 4.565 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2P8 7050000.000000 PA USD 5912790.590000 0.187269 Long DBT CORP FR N 2 2032-04-19 Floating 2.871 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H03 N/A 38376RQ33 887726.850000 PA USD 888408.270000 0.0281375 Long ABS-MBS USGSE US N 2 2066-06-20 Floating 6.08732 N N N N N N FNMA PASS THRU POOLS N/A 3140QSSW2 979858.500000 PA USD 948002.190000 0.030025 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5 N N N N N N CSWF 2021-SOP2 N/A 12657VAA0 88795.570000 PA USD 82765.990000 0.0026214 Long ABS-MBS CORP US N 2 2034-06-15 Floating 6.5102 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJL4 2900000.000000 PA USD 2373531.650000 0.0751741 Long DBT CORP US N 2 2031-10-24 Floating 1.922 N N N N N N FNMA PASS THRU POOLS N/A 3140QLHL3 1050517.770000 PA USD 858681.260000 0.027196 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KNEE9 379405.800000 PA USD 310117.950000 0.009822 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 3843 N/A 3137A9HU3 199391.320000 PA USD 197363.730000 0.0062509 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 5.99751 N N N N N N FHLMC PASS THRU POOLS N/A 3133B1WR8 437319.310000 PA USD 358255.550000 0.0113466 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H22 N/A 38376RHB5 1658902.460000 PA USD 1656276.090000 0.0524573 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 5.9086 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KJ47 N/A 3137HAMP8 3000000.000000 PA USD 3066369.900000 0.0971176 Long ABS-MBS USGSE US N 2 2031-06-25 Fixed 5.43 N N N N N N FNMA PASS THRU POOLS N/A 3138EBFR1 14503.540000 PA USD 14338.470000 0.0004541 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5 N N N N N N REGATTA XV FUNDING LLC 2018 4A N/A 75888RAL3 1800000.000000 PA USD 1802868.880000 0.0571002 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 6.52333 N N N N N N TRINITAS CLO LTD 2020-14A N/A 89641QAN0 6800000.000000 PA USD 6820798.480000 0.216027 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 6.66333 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2019-C18 N/A 90278PAY6 930000.000000 PA USD 879219.300000 0.0278465 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.9872 N N N N N N WSTN TRUST 2023-MAUI N/A 92943AAA2 3000000.000000 PA USD 3011407.200000 0.0953768 Long ABS-MBS CORP US N 2 2037-07-05 Variable 6.518 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 3628000.000000 PA USD 3232585.080000 0.102382 Long DBT CORP US N 2 2030-11-05 Floating 2.976 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ2B5 212961.570000 PA USD 185914.310000 0.0058882 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KM8 1900000.000000 PA USD 1963734.320000 0.0621951 Long DBT CORP US N 2 2033-06-15 Fixed 6.4 N N N N N N NYO COMMERCIAL MORTGAGE TRUST 2021-1290 N/A 62955HAA5 18000000.000000 PA USD 17319196.800000 0.548531 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.53848 N N N N N N TENNESSEE VALLEY AUTHORITY (TVA) 549300HE1ISW43LNKM54 880591DM1 10000000.000000 PA USD 11343224.200000 0.359261 Long DBT USGA US N 2 2030-05-01 Fixed 7.125 N N N N N N FREDDIE MAC REMICS 5051 N/A 3137F7YY5 2301479.200000 PA USD 2004796.440000 0.0634956 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 1 N N N N N N FANNIE MAE REMICS 2015-87 N/A 3136AQWE6 205037.160000 PA USD 197691.050000 0.0062612 Long ABS-MBS USGSE US N 2 2045-12-25 Floating 5.74983 N N N N N N UMBS PASS THRU POOLS N/A 01F030686 26400000.000000 PA USD 22481250.260000 0.712022 Long ABS-MBS USGSE US N 2 2054-08-13 Fixed 3 N N N N N N GNRT-2A N/A 98625TAJ4 2076525.000000 PA USD 2077568.890000 0.0658004 Long ABS-CBDO CORP KY N 2 2031-01-22 Floating 6.73617 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CBV5 1000000.000000 PA USD 1011539.120000 0.0320373 Long DBT CORP US N 2 2028-12-08 Fixed 5.467 N N N N N N FNMA PASS THRU POOLS N/A 3140HMN26 3889063.910000 PA USD 3618196.330000 0.114595 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMN9 1000000.000000 PA USD 894619.800000 0.0283343 Long DBT MUN US N 2 2027-11-01 Fixed 1.338 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAN8 8100000.000000 PA USD 8028503.650000 0.254277 Long DBT CORP IT N 2 2034-05-15 Fixed 5.5 N N N N N N CATAMARAN CLO LTD 2014-1A N/A 14889DAJ7 6869110.710000 PA USD 6879610.420000 0.21789 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 6.68617 N N N N N N FREDDIE MAC REMICS 4989 N/A 3137FUKQ6 909039.910000 PA USD 923913.800000 0.029262 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 5.79254 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H16 N/A 38375B4Y5 411297.350000 PA USD 411105.440000 0.0130205 Long ABS-MBS USGSE US N 2 2063-07-20 Floating 5.97732 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2A2 1600000.000000 PA USD 1505195.180000 0.0476723 Long DBT CORP US N 2 2026-01-15 Fixed 1.625 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K506 N/A 3137HAMH6 4800000.000000 PA USD 4758005.280000 0.150695 Long ABS-MBS USGSE US N 2 2028-08-25 Fixed 4.65 N N N N N N FNMA PASS THRU POOLS N/A 3140QNW24 4463066.190000 PA USD 3803338.600000 0.120459 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 5842000.000000 PA USD 5495055.010000 0.174039 Long DBT CORP US N 2 2028-12-20 Floating 3.419 N N N N N N FANNIE MAE 2005-21 N/A 31394CTW2 21770.540000 PA USD 21611.880000 0.0006845 Long ABS-MBS USGSE US N 2 2035-03-25 Floating 5.79983 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629W5B2 8400000.000000 PA USD 8345000.410000 0.264302 Long DBT CORP US N 2 2029-01-17 Fixed 4.85 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJUR9 79607.370000 PA USD 72317.130000 0.0022904 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QM6C3 89338184.460000 PA USD 76114672.480000 2.41069 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3 N N N N N N VENTURE XXVII CLO LTD 2017-27A N/A 92331LBC3 3102619.820000 PA USD 3107281.970000 0.0984133 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.63617 N N N N N N CARMAX AUTO OWNER TRUST 2023-4 N/A 14318XAC9 8000000.000000 PA USD 8100630.400000 0.256562 Long ABS-O CORP US N 2 2028-07-17 Fixed 6 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAN7 9600000.000000 PA USD 9835675.200000 0.311514 Long DBT CORP DE N 2 2027-07-13 Floating 7.146 N N N N N N HOSPITALITY MORTGAGE TRUST 2019-HIT N/A 40443RAA9 2498901.180000 PA USD 2491539.170000 0.0789116 Long ABS-MBS CORP US N 2 2036-11-15 Floating 6.44248 N N N N N N FHLMC PASS THRU POOLS N/A 3133KNF32 29695993.020000 PA USD 25300835.490000 0.801324 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4 N/A 379930AD2 2000000.000000 PA USD 2019812.000000 0.0639712 Long ABS-O CORP US N 2 2028-08-16 Fixed 5.78 N N N N N N EDUCATIONAL ENHANCEMENT FUNDING CORP N/A 83754LAX5 2500000.000000 PA USD 2327771.750000 0.0737248 Long DBT MUN US N 2 2026-06-01 Fixed 1.495 N N N N N N FHLMC PASS THRU POOLS N/A 3142GQEV0 258390.050000 PA USD 211158.140000 0.0066878 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H10 N/A 38376RUH7 4280790.310000 PA USD 4283517.170000 0.135667 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 6.31732 N N N N N N NEUBERGER BERMAN CLO XV 2013-15A N/A 64129KBE6 1819760.620000 PA USD 1822293.950000 0.0577154 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 6.51017 N N N N N N MORGAN STANLEY CAPITAL I INC 2021-230P N/A 61772WAA5 8300000.000000 PA USD 7867286.970000 0.249171 Long ABS-MBS CORP US N 2 2038-12-15 Floating 6.61252 N N N N N N FNMA PASS THRU POOLS N/A 3138LHW91 6407000.000000 PA USD 6135681.620000 0.194328 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.29 N N N N N N DBUBS MORTGAGE TRUST 2017-BRBK N/A 23305JAA0 6100000.000000 PA USD 5830974.140000 0.184678 Long ABS-MBS CORP US N 2 2034-10-10 Fixed 3.452 N N N N N N FHLMC PASS THRU POOLS N/A 3133BJPF3 667637.090000 PA USD 546304.950000 0.0173025 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133C5RV5 955241.730000 PA USD 780716.920000 0.0247267 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31418P7G4 20922.710000 PA USD 20558.000000 0.0006511 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140XKU57 335138.720000 PA USD 273938.970000 0.0086761 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31410G2B8 33995.390000 PA USD 34132.820000 0.001081 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N BGCLO 19A N/A 09075JAU3 6200000.000000 PA USD 6221562.300000 0.197048 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 6.91233 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 10000000.000000 PA USD 9260183.400000 0.293287 Long DBT CORP GB N 2 2027-06-14 Floating 1.642 N N N N N N COMMERCIAL MORTGAGE TRUST 2015-CR23 N/A 12593ABA2 1500000.000000 PA USD 1469794.650000 0.0465511 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.497 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 N/A 14044EAD0 5400000.000000 PA USD 5452434.000000 0.172689 Long ABS-O CORP US N 2 2028-06-15 Fixed 5.82 N N N N N N N/A N/A 000000000 1424.000000 NC USD 640388.670000 0.0202823 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2024-09-30 290813062.140000 USD 640388.670000 N N N CITIBANK CREDIT CARD ISSUANCE TRUST 2023-A1 N/A 17305EGW9 9600000.000000 PA USD 9594802.560000 0.303885 Long ABS-MBS CORP US N 2 2027-12-08 Fixed 5.23 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAG8 7700000.000000 PA USD 6603578.370000 0.209147 Long DBT CORP US N 2 2030-08-15 Fixed 2.294 N N N N N N BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST N/A 11042CAA8 626013.960000 PA USD 541965.010000 0.017165 Long DBT CORP US N 2 2036-09-15 Fixed 2.9 N N N N N N FREDDIE MAC STRIPS 330 N/A 31351DDT5 2652914.170000 PA USD 2608086.820000 0.0826029 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 5.79254 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y0NH9 316869.830000 PA USD 276030.600000 0.0087424 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJYY0 16215.670000 PA USD 14184.500000 0.0004492 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140KHPF2 35891.640000 PA USD 30910.990000 0.000979 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31410LNY4 29439.130000 PA USD 29122.430000 0.0009224 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 5 N N N N N N CHESAPEAKE FUNDING II LLC 2024-1A N/A 165183DE1 3391205.060000 PA USD 3391500.090000 0.107415 Long ABS-O CORP US N 2 2036-05-15 Fixed 5.52 N N N N N N CARLYLE US CLO LTD 2017-1A N/A 14314BAL1 2852566.070000 PA USD 2855039.590000 0.0904243 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.58617 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CC2 2900000.000000 PA USD 2372287.000000 0.0751347 Long DBT CORP GB N 2 2032-06-29 Floating 2.678 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C4 N/A 90276RBC1 1711815.460000 PA USD 1661497.670000 0.0526227 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.366 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CBX1 1800000.000000 PA USD 1794592.150000 0.056838 Long DBT CORP US N 2 2027-01-12 Fixed 4.992 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 636274AD4 3100000.000000 PA USD 3131499.220000 0.0991803 Long DBT CORP GB N 2 2028-06-12 Fixed 5.602 N N N N N N FNMA PASS THRU POOLS N/A 3140XGY45 394182.860000 PA USD 322198.210000 0.0102046 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N MSWF COMMERCIAL MORTGAGE TRUST 2023-2 N/A 55361AAU8 4000000.000000 PA USD 4211415.200000 0.133383 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.014 N N N N N N FHLMC PASS THRU POOLS N/A 3133AJMW0 369846.690000 PA USD 315588.020000 0.0099953 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2023-A1 N/A 14041NGD7 8300000.000000 PA USD 8193049.520000 0.259489 Long ABS-MBS CORP US N 2 2028-05-15 Fixed 4.42 N N N N N N FNMA PASS THRU POOLS N/A 3140N0D85 2938723.670000 PA USD 2694106.020000 0.0853273 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWGG2 18179269.610000 PA USD 17594274.530000 0.557243 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAV0 2000000.000000 PA USD 2043421.760000 0.0647189 Long DBT CORP US N 2 2028-09-19 Fixed 5.9 N N N N N N NEW YORK STATE URBAN DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 650036AV8 9400000.000000 PA USD 8638381.920000 0.273593 Long DBT MUN US N 2 2027-03-15 Fixed 1.496 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2021-A N/A 78448YAB7 2913171.420000 PA USD 2893431.190000 0.0916403 Long ABS-O CORP US N 2 2053-01-15 Floating 6.17332 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 7175000.000000 PA USD 6865605.530000 0.217446 Long DBT CORP US N 2 2028-06-05 Floating 3.691 N N N N N N FNMA PASS THRU POOLS N/A 3140XFTC5 904852.630000 PA USD 739519.220000 0.0234219 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 4700000.000000 PA USD 4074959.550000 0.129061 Long DBT CORP US N 2 2030-10-01 Fixed 2.782 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HW6 3000000.000000 PA USD 2976910.740000 0.0942842 Long DBT CORP US N 2 2026-06-01 Fixed 4.9 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWG80 23128983.420000 PA USD 22366393.780000 0.708385 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5 N N N N N N AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST N/A 009088AA3 337826.090000 PA USD 317871.990000 0.0100676 Long DBT CORP CA N 2 2029-06-15 Fixed 3.75 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BU7 6000000.000000 PA USD 5014215.900000 0.158809 Long DBT CORP JP N 2 2030-07-17 Fixed 2.048 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BV6 1750000.000000 PA USD 1748011.420000 0.0553627 Long DBT CORP US N 2 2028-01-21 Floating 5.3 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 5000000.000000 PA USD 4840284.450000 0.153301 Long DBT CORP GB N 2 2026-04-18 Floating 1.645 N N N N N N LOCKWOOD GROVE CLO LTD 2014-1A N/A 54008PAW3 315285.900000 PA USD 315553.260000 0.0099942 Long ABS-CBDO CORP KY N 2 2030-01-25 Floating 6.75516 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFY4 879986.610000 PA USD 719647.440000 0.0227926 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 2.5 N N N N N N CIFC FUNDING LTD 2014-2RA N/A 12548RAB0 1377447.040000 PA USD 1378943.830000 0.0436737 Long ABS-CBDO CORP KY N 2 2030-04-24 Floating 6.63455 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 N/A 36269KAA3 6300000.000000 PA USD 6284694.780000 0.199048 Long ABS-O CORP US N 2 2036-12-11 Fixed 4.98 N N N N N N FNMA PASS THRU POOLS N/A 31371MMM6 1459.350000 PA USD 1439.550000 0.0000456 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 5.5 N N N N N N CONSUMERS 2023 SECURITIZATION FUNDING LLC N/A 21071BAA3 5200000.000000 PA USD 5201479.970000 0.16474 Long DBT CORP US N 2 2028-03-01 Fixed 5.55 N N N N N N CHRISTUS HEALTH OQUVMAC1TV7BMO6XVW61 17108JAA1 3000000.000000 PA USD 2932937.580000 0.0928915 Long DBT CORP US N 2 2028-07-01 Fixed 4.341 N N N N N N EATON VANCE CLO 2020-1 LTD N/A 278300AJ7 8400000.000000 PA USD 8402692.450000 0.266129 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.76017 N N N N N N FNMA PASS THRU POOLS N/A 3140MEBV7 486407.600000 PA USD 445711.510000 0.0141165 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4 N N N N N N N/A N/A 000000000 858.000000 NC USD 770406.640000 0.0244002 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2024-09-19 94252640.200000 USD 770406.640000 N N N FANNIE MAE REMICS 2016-84 N/A 3136AUKR1 1501326.140000 PA USD 1464883.400000 0.0463955 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 5.86254 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A 38376RRJ7 9045.120000 PA USD 8983.060000 0.0002845 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 6.20732 N N N N N N FNMA PASS THRU POOLS N/A 3140XLGW2 167032.390000 PA USD 136528.530000 0.0043241 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC N/A 88240TAA9 9870289.970000 PA USD 9481132.670000 0.300285 Long DBT CORP US N 2 2036-08-01 Fixed 4.265 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 4000000.000000 PA USD 3851456.680000 0.121983 Long DBT CORP US N 2 2029-05-01 Floating 4.223 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 8000000.000000 PA USD 7468509.200000 0.236541 Long DBT CORP US N 2 2027-04-22 Floating 1.578 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2D1 2000000.000000 PA USD 2007714.060000 0.063588 Long DBT CORP US N 2 2027-06-04 Fixed 5.875 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ3H1 1434551.980000 PA USD 1249373.500000 0.03957 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C24 N/A 46643GAE0 3000000.000000 PA USD 2974694.100000 0.094214 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.6385 N N N N N N FREDDIE MAC REMICS 4400 N/A 3137BEH49 159951.030000 PA USD 157323.960000 0.0049827 Long ABS-MBS USGSE US N 2 2041-02-15 Floating 5.84751 N N N N N N FNMA PASS THRU POOLS N/A 3140MF2S1 37569.930000 PA USD 30763.760000 0.0009743 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.5 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-2A N/A 26829GAA6 4030015.630000 PA USD 3988334.390000 0.126318 Long ABS-O CORP US N 2 2068-09-25 Floating 6.24983 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDH4 2000000.000000 PA USD 1916138.420000 0.0606876 Long DBT CORP NL N 2 2026-06-24 Floating 1.339 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C12 N/A 90353DAW5 1105561.800000 PA USD 1081427.280000 0.0342508 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.1945 N N N N N N FHLMC PASS THRU POOLS N/A 3133BNAY9 373598.890000 PA USD 305443.150000 0.0096739 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.5 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2C7 1700000.000000 PA USD 1598523.330000 0.0506282 Long DBT CORP FR N 2 2027-11-16 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133BT5Z9 987355.550000 PA USD 807100.160000 0.0255623 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 2.5 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K509 N/A 3137HAST4 1400000.000000 PA USD 1397441.920000 0.0442595 Long ABS-MBS USGSE US N 2 2028-09-25 Fixed 4.85 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAX8 1000000.000000 PA USD 938538.780000 0.0297252 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N BANK OF AMERICA CREDIT CARD TRUST 2023-A1 N/A 05522RDG0 12600000.000000 PA USD 12523221.900000 0.396633 Long ABS-MBS CORP US N 2 2028-05-15 Fixed 4.79 N N N N N N FNMA PASS THRU POOLS N/A 3140XH4D6 967473.960000 PA USD 937820.330000 0.0297025 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGR4 2500000.000000 PA USD 2380193.330000 0.0753851 Long DBT CORP US N 2 2028-07-21 Floating 3.593 N N N N N N CIFC FUNDING 2018-III LTD 2018-3A N/A 12551YAA1 2587077.760000 PA USD 2590217.050000 0.0820369 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 6.68854 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659X2M3 5900000.000000 PA USD 5271837.860000 0.166969 Long DBT CORP FR N 2 2028-09-30 Floating 1.904 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAQ8 1000000.000000 PA USD 924912.150000 0.0292937 Long DBT CORP GB N 2 2027-06-14 Floating 1.673 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAF0 3000000.000000 PA USD 2970060.060000 0.0940673 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45 N N N N N N FHLMC PASS THRU POOLS N/A 3133KPET1 9267023.550000 PA USD 7892288.960000 0.249963 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3 N N N N N N PFP 2022-9 LTD A N/A 69291QAA3 3000000.000000 PA USD 3004526.400000 0.0951589 Long ABS-MBS CORP KY N 2 2035-08-19 Floating 7.60476 N N N N N N UMBS PASS THRU POOLS N/A 01F032682 99000000.000000 PA USD 87645937.500000 2.77591 Long ABS-MBS USGSE US N 2 2024-09-25 Fixed 3.5 N N N N N N COUNTY OF MIAMI DADE FLORIDA 549300QG0NBD9HULR263 59333NT37 1000000.000000 PA USD 886802.500000 0.0280867 Long DBT MUN US N 2 2028-10-01 Fixed 1.936 N N N N N N FNMA PASS THRU POOLS N/A 3140KEYF9 166568.400000 PA USD 143625.260000 0.0045489 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H14 N/A 38376RCB0 5105293.590000 PA USD 5090224.810000 0.161217 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 6.00732 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GU94 5200000.000000 PA USD 5092248.200000 0.161281 Long DBT MUN US N 2 2025-07-01 Fixed 3.063 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBV6 8000000.000000 PA USD 6620645.200000 0.209688 Long DBT CORP GB N 2 2032-11-24 Floating 2.894 N N N N N N FANNIE MAE REMICS 2016-11 N/A 3136ARPM4 390285.700000 PA USD 385467.510000 0.0122085 Long ABS-MBS USGSE US N 2 2046-03-25 Floating 5.79983 N N N N N N FHLMC PASS THRU POOLS N/A 3133KRLT9 2014611.470000 PA USD 1647530.300000 0.0521803 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 2.5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 14800000.000000 PA USD 13596530.750000 0.430627 Long DBT CORP US N 2 2027-09-10 Floating 1.542 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H31 N/A 38376RMX1 363689.870000 PA USD 363980.130000 0.0115279 Long ABS-MBS USGSE US N 2 2065-11-20 Floating 6.08732 N N N N N N FNMA PASS THRU POOLS N/A 3138EGRE6 27441.190000 PA USD 27552.610000 0.0008726 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QMRX4 3296973.840000 PA USD 2810274.990000 0.0890066 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFB4 6984888.870000 PA USD 5709895.470000 0.180843 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.5 N N N N N N FANNIE MAE REMICS 2016-76 N/A 3136ATY73 2872559.340000 PA USD 2809732.730000 0.0889894 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 5.89254 N N N N N N FNMA PASS THRU POOLS N/A 31418BS23 1613.500000 PA USD 1592.260000 0.0000504 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17 N/A 38376RXJ0 669.620000 PA USD 660.200000 0.0000209 Long ABS-MBS USGSE US N 2 2066-08-20 Floating 5.88732 N N N N N N TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC N/A 88240TAB7 4600000.000000 PA USD 4510686.400000 0.142862 Long DBT CORP US N 2 2044-02-01 Fixed 4.966 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DC9 2200000.000000 PA USD 2193776.550000 0.0694809 Long DBT CORP US N 2 2031-02-15 Fixed 5.3 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A 38376RRG3 1666836.530000 PA USD 1678605.400000 0.0531645 Long ABS-MBS USGSE US N 2 2066-03-20 Floating 6.58732 N N N N N N GPMT LLC 2021-FL3 N/A 36264BAA8 4734134.610000 PA USD 4684291.270000 0.14836 Long ABS-MBS CORP KY N 2 2035-07-16 Floating 6.6964 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJXR6 50331.310000 PA USD 45664.010000 0.0014463 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2020-3A N/A 26833BAB9 5450011.100000 PA USD 5441510.170000 0.172343 Long ABS-O CORP US N 2 2070-01-27 Floating 6.44983 N N N N N N FNMA PASS THRU POOLS N/A 3140XDRB4 2946901.220000 PA USD 2408766.440000 0.0762901 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WAPY7 293265.910000 PA USD 289383.560000 0.0091653 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 5 N N N N N N FREDDIE MAC REMICS 4637 N/A 3137BTTH4 2833585.740000 PA USD 2812130.680000 0.0890653 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 5.94254 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFF5 55981227.760000 PA USD 52827785.050000 1.67315 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.5 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 1800000.000000 PA USD 1429981.850000 0.0452901 Long DBT CORP US N 2 2031-08-15 Fixed 2 N N N N N N FLORIDA HURRICANE CATASTROPHE FD FIN COR 549300S34SOJ0RULXM35 341271AH7 5100000.000000 PA USD 5136714.390000 0.162689 Long DBT MUN US N 2 2034-07-01 Fixed 5.526 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-6A LLC N/A 05377RHG2 7900000.000000 PA USD 8019071.960000 0.253979 Long ABS-O CORP US N 2 2029-12-20 Fixed 5.81 N N N N N N UMBS PASS THRU POOLS N/A 01F032674 99500000.000000 PA USD 88073046.880000 2.78944 Long ABS-MBS USGSE US N 2 2054-07-15 Fixed 3.5 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAC7 5000000.000000 PA USD 5153386.000000 0.163217 Long DBT CORP US N 2 2028-11-21 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3133BAUM1 637216.140000 PA USD 523075.500000 0.0165668 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N BENCHMARK MORTGAGE TRUST 2019-B13 N/A 08162DAC2 4319000.000000 PA USD 4068701.860000 0.128863 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.888 N N N N N N FNMA PASS THRU POOLS N/A 3140XLGV4 886373.240000 PA USD 724520.100000 0.0229469 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A5G33 804287.810000 PA USD 752470.350000 0.0238321 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132E0LX8 3808405.580000 PA USD 3592911.140000 0.113794 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DQJH0 945340.130000 PA USD 772613.480000 0.0244701 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N SLM CONSOLIDATION STUD LN TRUST 2004-10 N/A 78442GNK8 382775.630000 PA USD 382998.290000 0.0121303 Long ABS-O CORP US N 2 2029-10-25 Floating 6.20948 N N N N N N FNMA PASS THRU POOLS N/A 3138LMSA2 6077000.000000 PA USD 5757584.800000 0.182353 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 3.29 N N N N N N GEORGETOWN UNIVERSITY (THE) 549300GCL3B0KVXSX752 37310PAE1 4500000.000000 PA USD 3787465.950000 0.119956 Long DBT CORP US N 2 2030-04-01 Fixed 2.247 N N N N N N FHLMC PASS THRU POOLS N/A 3132DPFG8 7171356.150000 PA USD 6583158.150000 0.208501 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132E0SC7 3405212.700000 PA USD 3216234.050000 0.101864 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QMVX9 78201394.260000 PA USD 66632280.780000 2.11037 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 908872.430000 PA USD 945846.730000 0.0299567 Long DBT CORP US N 2 2032-01-10 Fixed 7.507 N N N N N N FREDDIE MAC REMICS 5042 N/A 3137F66L6 5901415.740000 PA USD 5373502.230000 0.170189 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 1 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ5B2 88110.410000 PA USD 79531.080000 0.0025189 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138Y63F9 117554.620000 PA USD 116289.310000 0.0036831 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 N/A 38375UVD9 2596706.960000 PA USD 2587870.890000 0.0819626 Long ABS-MBS USGSE US N 2 2065-03-20 Floating 6.03732 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A N/A 78435VAD4 500000.000000 PA USD 496693.850000 0.0157312 Long ABS-O CORP US N 2 2031-01-21 Fixed 4.94 N N N N N N GS MORTGAGE SECURITIES TRUST 2015-GC28 N/A 36251FAW6 2600000.000000 PA USD 2575064.960000 0.081557 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.396 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BS2 3000000.000000 PA USD 2875524.510000 0.0910731 Long DBT CORP JP N 2 2025-07-17 Fixed 1.412 N N N N N N INDEPENDENCE PLAZA TRUST 2018-INDP N/A 45378YAA2 3300000.000000 PA USD 3154369.020000 0.0999047 Long ABS-MBS CORP US N 2 2035-07-10 Fixed 3.763 N N N N N N N/A N/A 000000000 328700000.000000 PA USD 328700000.000000 10.4105 Long RA US N 2 Repurchase N 5.400000 2024-07-01 354325000.000000 USD 334587992.010000 USD UST N N N FHLMC PASS THRU POOLS N/A 3132DQ2K1 14816146.780000 PA USD 12109145.640000 0.383519 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CZJ6 3824180.400000 PA USD 3652109.680000 0.115669 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N COUNTY OF MARIN CA N/A 567830BU7 1965000.000000 PA USD 1967274.490000 0.0623072 Long DBT MUN US N 2 2026-08-01 Fixed 5.41 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP 2024-1A LLC N/A 05377RHY3 11000000.000000 PA USD 10974971.700000 0.347598 Long ABS-O CORP US N 2 2030-06-20 Fixed 5.36 N N N N N N MAGNETITE XII LTD 2015-12A N/A 55953HBD4 2892789.450000 PA USD 2895623.660000 0.0917097 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 6.47856 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ4W7 1176393.120000 PA USD 1095427.580000 0.0346942 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N STATE OF WISCONSIN 549300VTAT608CNZ5827 977100GZ3 3300000.000000 PA USD 3063872.790000 0.0970385 Long DBT MUN US N 2 2027-05-01 Fixed 2.196 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DV5 5300000.000000 PA USD 5277851.830000 0.167159 Long DBT CORP US N 2 2029-02-15 Fixed 4.9 N N N N N N FANNIE MAE REMICS 2016-100 N/A 3136AUH53 1813277.160000 PA USD 1798682.450000 0.0569676 Long ABS-MBS USGSE US N 2 2047-01-25 Floating 5.94254 N N N N N N FNMA PASS THRU POOLS N/A 3140XFA76 806806.480000 PA USD 659469.470000 0.0208866 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N GOLUB CAPITAL PARTNERS CLO 26B LTD N/A 38176DAA7 2766765.990000 PA USD 2770418.950000 0.0877443 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.60617 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZS6 2500000.000000 PA USD 2558461.780000 0.0810312 Long DBT CORP US N 2 2028-03-15 Floating 7.18247 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 4000000.000000 PA USD 3733871.000000 0.118259 Long DBT CORP US N 2 2027-03-09 Floating 1.431 N N N N N N FNMA PASS THRU POOLS N/A 3140L8MQ0 32710.560000 PA USD 26736.980000 0.0008468 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N N/A N/A 000000000 389.000000 NC USD 576869.500000 0.0182705 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2024-09-19 44069445.120000 USD 576869.500000 N N N FHLMC PASS THRU POOLS N/A 3132DWFL2 981692.670000 PA USD 802622.040000 0.0254205 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140LYKB8 495342.570000 PA USD 404885.880000 0.0128235 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 1500000.000000 PA USD 1474067.900000 0.0466864 Long DBT CORP GB N 2 2026-09-12 Floating 4.292 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2023-C N/A 98164FAD4 2400000.000000 PA USD 2393166.720000 0.075796 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.15 N N N N N N EDUCATIONAL ENHANCEMENT FUNDING CORP N/A 83754LAW7 1800000.000000 PA USD 1731126.060000 0.0548279 Long DBT MUN US N 2 2025-06-01 Fixed 1.245 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H27 N/A 38376RHR0 200666.640000 PA USD 200460.500000 0.006349 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 6.18732 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AQ1 2000000.000000 PA USD 1933128.740000 0.0612257 Long DBT CORP CH N 2 2026-06-05 Floating 2.193 N N N N N N MORGAN STANLEY CAPITAL I INC 2016-UB11 N/A 61767FAY7 548880.220000 PA USD 533966.920000 0.0169117 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.606 N N N N N N FHLMC PASS THRU POOLS N/A 3133B5CB6 1135601.120000 PA USD 930270.570000 0.0294634 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAB9 2500000.000000 PA USD 2245807.880000 0.0711289 Long DBT CORP US N 2 2029-01-18 Fixed 2.7 N N N N N N FNMA PASS THRU POOLS N/A 31418D4Y5 595248.040000 PA USD 488687.060000 0.0154776 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N 2024-08-14 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX