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 2026-03-31 2025-09-30 N 4577983980.160000 925410018.450000 3652573961.710000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 48758893.240000 0.000000 0.000000 7745795.610000 USD N Bloomberg US Aggregate Intermediate Total Return Unhedged Index LC08TRUU FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BV3 6000000.000000 PA USD 6225234.120000 0.170434 Long DBT CORP CA N 2 2035-05-20 Fixed 5.75 N N N N N N VENTURE XXVII CLO LTD 2017-27A N/A 92331LBC3 628542.540000 PA USD 628887.790000 0.0172177 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 5.6371 N N N N N N FNMA PASS THRU POOLS N/A 31418FAY3 999900.480000 PA USD 1034267.350000 0.0283161 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.5 N N N N N N BX TRUST 2021-ARIA N/A 05608RAA3 3000000.000000 PA USD 2998022.400000 0.0820797 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.16358 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWEK5 1819393.210000 PA USD 1776077.640000 0.0486254 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QKNN4 2951969.690000 PA USD 2490204.580000 0.0681767 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KQT97 26441.940000 PA USD 22337.160000 0.0006115 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 2.5 N N N N N N NLG GLOBAL FUNDING 635400SKBQOWEJZLTW68 62915W2A0 3800000.000000 PA USD 3939060.890000 0.107843 Long DBT CORP US N 2 2030-01-23 Fixed 5.4 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAL1 1000000.000000 PA USD 1005615.470000 0.0275317 Long DBT CORP CA N 2 2028-09-08 Floating 4.404 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAF5 6000000.000000 PA USD 6282415.680000 0.172 Long DBT CORP US N 2 2034-06-01 Fixed 5.45 N N N N N N FNMA PASS THRU POOLS N/A 31418W5L0 32337.240000 PA USD 33134.630000 0.0009072 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UXM7 1164219.020000 PA USD 1167407.820000 0.0319612 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 5.26582 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BZ6 1285000.000000 PA USD 1135044.250000 0.0310752 Long DBT CORP US N 2 2030-10-01 Fixed 1.7 N N N N N N BENCHMARK 2025-V14 MORTGAGE TRUST N/A 08164BAD2 7400000.000000 PA USD 7754746.380000 0.212309 Long ABS-MBS CORP US N 2 2057-04-15 Fixed 5.6599 N N N N N N FNMA PASS THRU POOLS N/A 3140QSDY4 899407.570000 PA USD 896668.150000 0.0245489 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140NXYR8 2359000.000000 PA USD 2377550.540000 0.0650925 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 4.32 N N N N N N GNMA PASS THRU POOLS N/A 36179RNW5 1192113.960000 PA USD 1111347.300000 0.0304264 Long ABS-MBS USGSE US N 2 2045-09-20 Fixed 3.5 N N N N N N TENNESSEE VALLEY AUTHORITY (TVA) 549300HE1ISW43LNKM54 880591DM1 10000000.000000 PA USD 11404337.900000 0.312227 Long DBT USGA US N 2 2030-05-01 Fixed 7.125 N N N N N N MORGAN STANLEY CAPITAL I INC 2016-UB11 N/A 61767FAY7 153091.960000 PA USD 152387.830000 0.0041721 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.606 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DC9 2200000.000000 PA USD 2282483.190000 0.0624897 Long DBT CORP US N 2 2031-02-15 Fixed 5.3 N N N N N N WIND RIVER CLO LTD 2016-1KRA N/A 97314DAN8 5172089.850000 PA USD 5179589.380000 0.141807 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.37755 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAN7 2000000.000000 PA USD 2023734.460000 0.0554057 Long DBT CORP CA N 2 2032-11-10 Floating 4.74 N N N N N N PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP N/A 743820AC6 3000000.000000 PA USD 3086134.920000 0.0844921 Long DBT CORP US N 2 2033-10-01 Fixed 5.403 N N N N N N FHLMC PASS THRU POOLS N/A 3132E0LX8 3493719.110000 PA USD 3402224.230000 0.0931459 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.5 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2A2 1600000.000000 PA USD 1587235.860000 0.0434553 Long DBT CORP US N 2 2026-01-15 Fixed 1.625 N N N N N N FNMA PASS THRU POOLS N/A 3140XMWJ1 2661869.710000 PA USD 2654173.820000 0.0726658 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5 N N N N N N RIVERSIDE CNTY CA CTFS PARTN 254900CB5HEOBAVTY629 76913CBF5 1000000.000000 PA USD 946293.700000 0.0259076 Long DBT MUN US N 2 2038-02-15 Fixed 3.818 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09 N/A 38376RTJ5 2114327.190000 PA USD 2121953.570000 0.0580947 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 5.36582 N N N N N N UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST N/A 90931LAA6 693447.550000 PA USD 670798.860000 0.0183651 Long DBT CORP US N 2 2030-01-07 Fixed 3.1 N N N N N N FNMA PASS THRU POOLS N/A 31412S3D5 20789.550000 PA USD 21584.120000 0.0005909 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HDC6 3100000.000000 PA USD 3506973.550000 0.0960138 Long DBT CORP US N 2 2031-10-30 Floating 7.624 N N N N N N FNMA PASS THRU POOLS N/A 3138EQAD4 1486633.840000 PA USD 1398413.810000 0.0382857 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132L9F59 373549.380000 PA USD 335436.760000 0.0091836 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QHNG6 25781.400000 PA USD 21748.710000 0.0005954 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.5 N N N N N N MF1 2022-FL10 LLC N/A 55285BAA3 1224597.080000 PA USD 1226250.790000 0.0335722 Long ABS-CBDO CORP US N 2 2037-09-17 Floating 6.76859 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION N/A 38122ND33 4200000.000000 PA USD 3762424.260000 0.103008 Long DBT MUN US N 2 2032-06-01 Fixed 3.037 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-CIP N/A 12434FAA5 2199112.690000 PA USD 2198435.800000 0.0601887 Long ABS-MBS CORP US N 2 2038-12-15 Floating 5.18548 N N N N N N FHLMC PASS THRU POOLS N/A 3133KJDA7 8674263.780000 PA USD 7640033.390000 0.209169 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WPG24 305899.720000 PA USD 281382.320000 0.0077037 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K506 N/A 3137HAMH6 4800000.000000 PA USD 4877298.240000 0.13353 Long ABS-MBS USGSE US N 2 2028-08-25 Fixed 4.65 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ4W7 1051013.460000 PA USD 1011286.180000 0.0276869 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133B1WR8 399470.390000 PA USD 338484.870000 0.009267 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 31418EVM9 106077.740000 PA USD 89503.120000 0.0024504 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140MMYJ1 8691946.370000 PA USD 7357613.000000 0.201436 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.5 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LVB4 2700000.000000 PA USD 2724834.030000 0.0746004 Long DBT CORP US N 2 2029-10-01 Fixed 4.6 N N N N N N FNMA PASS THRU POOLS N/A 3138EQM58 184177.010000 PA USD 191740.770000 0.0052495 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.5 N N N N N N THL CREDIT WIND RIVER CLO LTD 2017-3A N/A 97316LAJ7 4700000.000000 PA USD 4707249.840000 0.128875 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 5.48766 N N N N N N FNMA PASS THRU POOLS N/A 3138LNGZ8 65000.000000 PA USD 64206.970000 0.0017579 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 3.43 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2021-A N/A 78448YAB7 2285505.850000 PA USD 2265261.980000 0.0620182 Long ABS-O CORP US N 2 2053-01-15 Floating 4.99464 N N N N N N FHLMC PASS THRU POOLS N/A 3132E0MA7 14355683.790000 PA USD 12640704.710000 0.346077 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849CJP7 5600000.000000 PA USD 5666070.140000 0.155125 Long DBT CORP US N 2 2028-06-05 Fixed 4.7 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 N/A 92867WAD0 3367732.980000 PA USD 3390165.110000 0.0928158 Long ABS-O CORP US N 2 2028-06-20 Fixed 5.02 N N N N N N EQUITABLE AMERICA GLOBAL FUNDING 98450066CCBIACF06694 29446Q2B8 5200000.000000 PA USD 5306966.650000 0.145294 Long DBT CORP US N 2 2030-06-09 Fixed 4.95 N N N N N N FNMA PASS THRU POOLS N/A 3140B8E80 999900.160000 PA USD 1037974.840000 0.0284176 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.5 N N N N N N BMO 2024-5C7 MORTGAGE TRUST N/A 09660WAU5 7000000.000000 PA USD 7276399.200000 0.199213 Long ABS-MBS CORP US N 2 2057-11-15 Fixed 5.5657 N N N N N N FHLMC PASS THRU POOLS N/A 3132DQJG2 67115.260000 PA USD 56616.870000 0.0015501 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST 2024-3 N/A 43813YAD4 1000000.000000 PA USD 1010205.200000 0.0276574 Long ABS-O CORP US N 2 2030-11-21 Fixed 4.51 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KL0 1200000.000000 PA USD 1255743.890000 0.0343797 Long DBT CORP US N 2 2029-01-15 Fixed 6.1 N N N N N N FNMA PASS THRU POOLS N/A 31410G2B8 27219.790000 PA USD 28337.790000 0.0007758 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N TEXAS NATURAL GAS SECURITIZATION FINANCE CORP N/A 88258MAA3 4413353.720000 PA USD 4549898.910000 0.124567 Long DBT MUN US N 2 2035-04-01 Fixed 5.102 N N N N N N FHLMC PASS THRU POOLS N/A 3142GSVD7 999900.310000 PA USD 1038865.690000 0.028442 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.5 N N N N N N ATLAS SENIOR LOAN FUND LTD 2021-18A N/A 04943EAQ4 2000000.000000 PA USD 2007510.320000 0.0549615 Long ABS-CBDO CORP KY N 2 2035-01-18 Floating 5.439 N N N N N N ATLANTIC AVENUE 2025-4A LTD N/A 04822PAA0 3900000.000000 PA USD 3900000.000000 0.106774 Long ABS-CBDO CORP KY N 2 2038-10-15 Floating 5.4057 N N N N N N BEIGNET INVESTOR LLC N/A 990AAXQG4 36200000.000000 PA USD 36200000.000000 0.991082 Long DBT CORP US N 3 2049-06-01 Fixed 6.85 N N N N N N FNMA PASS THRU POOLS N/A 3140QP2M8 421722.610000 PA USD 398617.010000 0.0109133 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132XWFR7 288668.490000 PA USD 257858.010000 0.0070596 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3 N N N N N N BBCMS MORTGAGE TRUST 2025-5C37 N/A 05494NAB7 2000000.000000 PA USD 2007127.600000 0.054951 Long ABS-MBS CORP US N 2 2058-09-15 Fixed 4.534 N N N N N N OFSI BSL X LTD N/A 67115PAW5 3500000.000000 PA USD 3503745.280000 0.0959254 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.59549 N N N N N N GREYSTONE COMMERCIAL REAL ESTATE NOTES 2025-FL4 N/A 39810MAA7 3500000.000000 PA USD 3509162.060000 0.0960737 Long ABS-CBDO CORP US N 2 2043-01-15 Floating 5.63122 N N N N N N FNMA PASS THRU POOLS N/A 3140QM6C3 80722461.910000 PA USD 70987594.540000 1.9435 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3 N N N N N N FANNIE MAE REMICS 2020-77 N/A 3136BCVD9 13307752.660000 PA USD 9950052.290000 0.272412 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 0.75 N N N N N N AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST N/A 009088AA3 311304.350000 PA USD 305377.490000 0.0083606 Long DBT CORP CA N 2 2029-06-15 Fixed 3.75 N N N N N N FANNIE MAE REMICS 2016-100 N/A 3136AUH53 1405454.940000 PA USD 1398262.520000 0.0382816 Long ABS-MBS USGSE US N 2 2047-01-25 Floating 4.95981 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475CB9 4400000.000000 PA USD 4547533.450000 0.124502 Long DBT CORP US N 2 2031-01-29 Floating 5.222 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAP8 2100000.000000 PA USD 2176284.920000 0.0595822 Long DBT CORP US N 2 2032-08-15 Fixed 5.213 N N N N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 6944PL3L1 3600000.000000 PA USD 3669908.830000 0.100475 Long DBT CORP US N 2 2032-07-17 Fixed 4.875 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C12 N/A 90353DAW5 683361.340000 PA USD 682816.700000 0.0186941 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.1945 N N N N N N NISSAN AUTO LEASE TRUST 2024-A N/A 65481CAD6 10000000.000000 PA USD 10040316.000000 0.274883 Long ABS-O CORP US N 2 2027-04-15 Fixed 4.91 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWDJ9 836417.630000 PA USD 708658.360000 0.0194016 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 5565 N/A 3137HMGJ3 4215049.200000 PA USD 4231309.170000 0.115845 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 5.50603 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST N/A 46652DAA3 6000000.000000 PA USD 2970000.000000 0.0813125 Long ABS-MBS CORP US N 2 2036-12-15 Floating 5.61448 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C2 N/A 95003UAD2 9900000.000000 PA USD 10432388.340000 0.285617 Long ABS-MBS CORP US N 2 2057-11-15 Fixed 5.92 N N N N N N FREDDIE MAC REMICS 3843 N/A 3137A9HT6 165166.300000 PA USD 164401.000000 0.004501 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 5.03656 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAD5 1500000.000000 PA USD 1576523.850000 0.043162 Long DBT CORP LU N 2 2036-02-23 Fixed 5.8528 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAG8 7700000.000000 PA USD 7053419.370000 0.193108 Long DBT CORP US N 2 2030-08-15 Fixed 2.294 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A N/A 63941BAC9 209071.400000 PA USD 209078.260000 0.0057241 Long ABS-O CORP US N 2 2043-01-15 Floating 5.16464 N N N N N N N/A N/A 000000000 2323.000000 NC USD 367643.490000 0.0100653 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2025-12-31 484046051.360000 USD 367643.490000 N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2023-A1 N/A 14041NGD7 8300000.000000 PA USD 8321929.430000 0.227837 Long ABS-MBS CORP US N 2 2028-05-15 Fixed 4.42 N N N N N N AREIT TRUST 2023-CRE8 N/A 04002BAA3 1850130.250000 PA USD 1852204.890000 0.0507096 Long ABS-MBS CORP BM N 2 2041-08-17 Floating 6.25468 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWND1 10960873.370000 PA USD 10339700.400000 0.28308 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140XGQ44 25550578.520000 PA USD 22495537.490000 0.615882 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138A7YK8 12234.030000 PA USD 12641.870000 0.0003461 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.5 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 787598.520000 PA USD 839536.840000 0.0229848 Long DBT CORP US N 2 2032-01-10 Fixed 7.507 N N N N N N N/A N/A 000000000 394300000.000000 PA USD 394300000.000000 10.7951 Long RA US N 2 Repurchase N 4.290000 2025-10-01 396285400.000000 USD 397087276.600000 USD UST N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 98459LAD5 8100000.000000 PA USD 8252855.260000 0.225946 Long DBT CORP US N 2 2032-04-15 Fixed 4.701 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 636274AD4 3100000.000000 PA USD 3210816.130000 0.0879056 Long DBT CORP GB N 2 2028-06-12 Fixed 5.602 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CM6 1900000.000000 PA USD 1962006.860000 0.0537157 Long DBT CORP US N 2 2034-06-15 Fixed 5.33 N N N N N N FNMA PASS THRU POOLS N/A 31418D4Y5 538924.580000 PA USD 456814.690000 0.0125067 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N FREDDIE MAC 3688 N/A 3137A0MZ5 34223.320000 PA USD 34054.890000 0.0009324 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 4.95656 N N N N N N SAMMONS FINANCIAL GROUP GLOBAL FUNDING 635400IPRNPM6HDHRS48 79587J2C6 5750000.000000 PA USD 5837665.420000 0.159823 Long DBT CORP US N 2 2030-06-12 Fixed 4.95 N N N N N N FNMA PASS THRU POOLS N/A 31418EKS8 332513.730000 PA USD 314702.120000 0.0086159 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4 N N N N N N TESLA SUSTAINABLE ENERGY TRUST 2024-1A N/A 88164AAB0 434918.040000 PA USD 438398.600000 0.0120025 Long ABS-O CORP US N 2 2050-06-21 Fixed 5.08 N N N N N N NORTHWESTERN MUTUAL GLOBAL FUNDING 635400LZXFVELZDVP257 66815L2M0 4000000.000000 PA USD 4097683.640000 0.112186 Long DBT CORP US N 2 2028-06-12 Fixed 4.9 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBV6 8000000.000000 PA USD 7211830.320000 0.197445 Long DBT CORP GB N 2 2032-11-24 Floating 2.894 N N N N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 6944PL3C1 5150000.000000 PA USD 5199033.410000 0.142339 Long DBT CORP US N 2 2029-08-28 Fixed 4.5 N N N N N N FREDDIE MAC REMICS 3034 N/A 31396AJG0 4750.160000 PA USD 4737.670000 0.0001297 Long ABS-MBS USGSE US N 2 2035-09-15 Floating 4.78656 N N N N N N BANK OF AMERICA AUTO TRUST 2023-2A N/A 06054YAD9 3950000.000000 PA USD 4032652.170000 0.110406 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.66 N N N N N N STATE OF WISCONSIN 549300VTAT608CNZ5827 977100HA7 2100000.000000 PA USD 2021348.910000 0.0553404 Long DBT MUN US N 2 2028-05-01 Fixed 2.299 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBK0 2200000.000000 PA USD 2365497.270000 0.0647625 Long DBT CORP ES N 2 2035-01-17 Fixed 6.033 N N N N N N BBCMS MORTGAGE TRUST 2025-C35 N/A 07337DAC4 2400000.000000 PA USD 2535762.240000 0.069424 Long ABS-MBS CORP US N 2 2058-07-15 Fixed 5.586 N N N N N N VOYA CLO 2017-3A N/A 92915QBG7 3300000.000000 PA USD 3304234.730000 0.0904632 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.38549 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAN8 8100000.000000 PA USD 8336790.460000 0.228244 Long DBT CORP IT N 2 2034-05-15 Fixed 5.5 N N N N N N MICHIGAN FINANCE AUTHORITY 54930022O46HOX5J1D14 59447TXQ1 1100000.000000 PA USD 1097148.360000 0.0300377 Long DBT MUN US N 2 2025-12-01 Fixed 2.466 N N N N N N SYSTEM ENERGY RESOURCES INC N/A 871911AV5 6000000.000000 PA USD 6043141.980000 0.165449 Long DBT CORP US N 2 2034-12-15 Fixed 5.3 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2017-2 N/A 26828VAA4 2354558.090000 PA USD 2364231.090000 0.0647278 Long ABS-O CORP US N 2 2067-05-25 Floating 5.52051 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2R5 5700000.000000 PA USD 5912341.300000 0.161868 Long DBT CORP US N 2 2030-01-13 Fixed 5.4 N N N N N N NORTHWESTERN MUTUAL GLOBAL FUNDING 635400LZXFVELZDVP257 66815L2U2 1300000.000000 PA USD 1334409.310000 0.0365334 Long DBT CORP US N 2 2030-01-13 Fixed 4.96 N N N N N N FNMA PASS THRU POOLS N/A 3140XH4D6 862884.290000 PA USD 861946.220000 0.0235983 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5 N N N N N N FREDDIE MAC REMICS 4989 N/A 3137FUKQ6 691085.260000 PA USD 681717.670000 0.018664 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 4.80981 N N N N N N FREDDIE MAC REMICS 5115 N/A 3137H0VA3 1722692.590000 PA USD 1503285.120000 0.0411569 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 1 N N N N N N EVERGY METRO INC 1128SIJQ26096WL7IO82 30037DAD7 900000.000000 PA USD 937715.020000 0.0256727 Long DBT CORP US N 2 2034-04-01 Fixed 5.4 N N N N N N FHLMC PASS THRU POOLS N/A 31426HBA0 999900.270000 PA USD 1035142.670000 0.0283401 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.5 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2025-A N/A 83207EAA4 2882838.980000 PA USD 2938450.390000 0.0804488 Long ABS-O CORP US N 2 2054-04-15 Fixed 5.13 N N N N N N FNMA PASS THRU POOLS N/A 31418U4W1 69383.830000 PA USD 71094.740000 0.0019464 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3133BBKZ1 19968.780000 PA USD 16885.590000 0.0004623 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5 N N N N N N N/A N/A 000000000 1.000000 NC USD -1122225.420000 -0.0307242 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-02-14 0.000000 USD -382741.920000 USD 39400000.000000 USD -739483.500000 N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 N/A 36268DAA0 5400000.000000 PA USD 5667983.640000 0.155178 Long ABS-O CORP US N 2 2036-08-11 Fixed 5.77 N N N N N N FLORIDA HURRICANE CATASTROPHE FD FIN COR 549300S34SOJ0RULXM35 341271AH7 5100000.000000 PA USD 5318804.790000 0.145618 Long DBT MUN US N 2 2034-07-01 Fixed 5.526 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAC7 1400000.000000 PA USD 1328128.230000 0.0363614 Long DBT CORP GB N 2 2028-04-06 Fixed 2 N N N N N N FNMA PASS THRU POOLS N/A 3140N0D85 2656832.160000 PA USD 2511179.920000 0.068751 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4 N N N N N N GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A N/A 36361UAL4 2141776.910000 PA USD 2144223.290000 0.0587044 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.66916 N N N N N N BXMT 2020-FL3 LTD N/A 05608XAA0 2641967.270000 PA USD 2639379.730000 0.0722608 Long ABS-MBS CORP KY N 2 2037-11-15 Floating 6.15736 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 9300000.000000 PA USD 10674036.960000 0.292233 Long DBT CORP GB N 2 2033-11-02 Floating 7.437 N N N N N N FNMA PASS THRU POOLS N/A 31415ARP8 42381.960000 PA USD 43697.510000 0.0011963 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407U2C0 19638.490000 PA USD 20117.260000 0.0005508 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BU7 6000000.000000 PA USD 5418504.060000 0.148348 Long DBT CORP JP N 2 2030-07-17 Fixed 2.048 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAN8 2700000.000000 PA USD 2785227.930000 0.0762538 Long DBT CORP US N 2 2029-04-01 Fixed 5.1 N N N N N N MF1 2020-FL4 LTD N/A 58003UAA6 1136230.850000 PA USD 1138094.140000 0.0311587 Long ABS-CBDO CORP US N 2 2035-12-15 Floating 5.95736 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06 N/A 38376RSG2 58863.320000 PA USD 59136.350000 0.001619 Long ABS-MBS USGSE US N 2 2065-07-20 Floating 5.38582 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 N/A 95000GAY0 1600000.000000 PA USD 1574704.320000 0.0431122 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 31407Y6T1 31210.610000 PA USD 32391.730000 0.0008868 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N KRAFT HEINZ FOODS COMPANY 5493003STKEZ2S0RNU91 50077LBN5 2500000.000000 PA USD 2555836.850000 0.0699736 Long DBT CORP US N 2 2035-03-15 Fixed 5.4 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWG80 20941374.320000 PA USD 20818168.260000 0.569959 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H25 N/A 38375UBF6 47798.010000 PA USD 48036.590000 0.0013151 Long ABS-MBS USGSE US N 2 2063-10-20 Floating 5.21582 N N N N N N MF1 2021-FL7 LTD N/A 55284AAA6 904651.850000 PA USD 905288.040000 0.0247849 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.33032 N N N N N N NAVIENT STUDENT LOAN TRUST 2020-IA N/A 63942AAB2 1229076.700000 PA USD 1224051.010000 0.033512 Long ABS-O CORP US N 2 2069-04-15 Floating 5.26464 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KP1 2700000.000000 PA USD 2998685.690000 0.0820979 Long DBT CORP US N 2 2034-03-15 Fixed 6.95 N N N N N N NBN CO LIMITED 2549007CRZ2NT7S96A24 62878U2A9 3000000.000000 PA USD 2951723.850000 0.0808122 Long DBT CORP AU N 2 2026-05-05 Fixed 1.45 N N N N N N FREDDIE MAC REMICS 5104 N/A 3137H02A5 1238250.280000 PA USD 1047768.010000 0.0286857 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 1.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JW8 2400000.000000 PA USD 2314662.620000 0.0633707 Long DBT CORP US N 2 2028-06-15 Fixed 3 N N N N N N SNAM SPA 8156002278562044AF79 83304JAB3 2000000.000000 PA USD 2075516.520000 0.0568234 Long DBT CORP IT N 2 2035-05-28 Fixed 5.75 N N N N N N FNMA PASS THRU POOLS N/A 3140QMRX4 2981898.240000 PA USD 2625986.650000 0.0718941 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3 N N N N N N MSWF COMMERCIAL MORTGAGE TRUST 2023-2 N/A 55361AAU8 4000000.000000 PA USD 4333953.600000 0.118655 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.014 N N N N N N SAMMONS FINANCIAL GROUP GLOBAL FUNDING 635400IPRNPM6HDHRS48 79587J2B8 1500000.000000 PA USD 1526282.940000 0.0417865 Long DBT CORP US N 2 2028-01-10 Fixed 5.05 N N N N N N CSMC 2020-FACT TRUST N/A 126395AA0 5300000.000000 PA USD 5247944.990000 0.143678 Long ABS-MBS CORP US N 2 2037-10-15 Floating 6.11548 N N N N N N LCM 36 LTD N/A 50190LAL2 1000000.000000 PA USD 1003219.440000 0.0274661 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 5.38755 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C51 N/A 95001VAU4 4750000.000000 PA USD 4499461.250000 0.123186 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.311 N N N N N N FNMA PASS THRU POOLS N/A 3140QMVX9 70436889.290000 PA USD 62096856.610000 1.70008 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 21H0306A7 3000000.000000 PA USD 2678666.010000 0.0733364 Long ABS-MBS USGSE US N 2 2055-10-20 Fixed 3 N N N N N N BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 549300BLFX3KJ2IFOA78 10921U2L1 3000000.000000 PA USD 3081335.550000 0.0843607 Long DBT CORP US N 2 2029-06-10 Fixed 5.65 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDU5 4000000.000000 PA USD 4208908.560000 0.115231 Long DBT CORP NL N 2 2033-01-21 Floating 5.71 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAC7 5000000.000000 PA USD 5260634.200000 0.144025 Long DBT CORP US N 2 2028-11-21 Fixed 6 N N N N N N FANNIE MAE REMICS 2016-84 N/A 3136AUKR1 1224024.150000 PA USD 1201457.060000 0.0328934 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 4.87981 N N N N N N FNMA PASS THRU POOLS N/A 3140HYDL9 8200000.000000 PA USD 7908659.740000 0.216523 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 1.63 N N N N N N FNMA PASS THRU POOLS N/A 3140NXYB3 2227000.000000 PA USD 2244512.530000 0.0614502 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 4.32 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJYY0 14549.550000 PA USD 13173.680000 0.0003607 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31410LNY4 25331.270000 PA USD 25986.530000 0.0007115 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140MM4J4 1714434.200000 PA USD 1621278.460000 0.0443873 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWGG2 16243821.310000 PA USD 16194345.720000 0.443368 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5 N N N N N N UTAH MUNICIPAL POWER AGENCY 549300ZRZ5YVJ6KNNV32 91756TAR2 2000000.000000 PA USD 1966688.000000 0.0538439 Long DBT MUN US N 2 2028-07-01 Fixed 3.237 N N N N N N FNMA PASS THRU POOLS N/A 3140QNQX3 4159118.860000 PA USD 3664068.760000 0.100315 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140B6FK6 999900.180000 PA USD 1038412.490000 0.0284296 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.5 N N N N N N NELNET STUDENT LOAN TRUST 2025-BA N/A 64032BAB9 5500000.000000 PA USD 5540752.250000 0.151695 Long ABS-O CORP US N 2 2055-05-17 Floating 5.68931 N N N N N N FREDDIE MAC REMICS 5439 N/A 3137HF3S2 3854778.540000 PA USD 3868218.610000 0.105904 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 5.35603 N N N N N N FNMA PASS THRU POOLS N/A 3140QPR74 7914078.750000 PA USD 6967835.330000 0.190765 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140B6FP5 999900.020000 PA USD 1041839.980000 0.0285234 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.5 N N N N N N FREDDIE MAC REMICS 5115 N/A 3137H0VQ8 2175649.340000 PA USD 1925264.080000 0.0527098 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 1 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412HGF4 1200000.000000 PA USD 1156299.720000 0.0316571 Long DBT MUN US N 2 2027-05-15 Fixed 1.316 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629W5B2 8400000.000000 PA USD 8587701.440000 0.235114 Long DBT CORP US N 2 2029-01-17 Fixed 4.85 N N N N N N FNMA PASS THRU POOLS N/A 3140AMHW4 999900.550000 PA USD 1036111.050000 0.0283666 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WCBK8 47658.820000 PA USD 48305.870000 0.0013225 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 5 N N N N N N LOANCORE ISSUER LTD 2021-CRE6 N/A 53948HAA4 1577151.120000 PA USD 1579023.730000 0.0432304 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 5.56464 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-8A LLC N/A 05377RHM9 3500000.000000 PA USD 3679917.500000 0.100749 Long ABS-O CORP US N 2 2030-02-20 Fixed 6.02 N N N N N N ARROWMARK COLORADO HOLDINGS 2018-3A N/A 28623VAN9 4500000.000000 PA USD 4515870.740000 0.123635 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 5.61846 N N N N N N CAPITAL STREET MASTER TRUST 2025-1 N/A 14051LAC6 3000000.000000 PA USD 3003031.200000 0.0822168 Long ABS-O CORP US N 2 2029-08-16 Floating 5.47376 N N N N N N FHLMC PASS THRU POOLS N/A 3133KNF32 27167013.900000 PA USD 23949547.290000 0.65569 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3142GQBT8 9853986.220000 PA USD 9805685.920000 0.26846 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWN90 67948330.190000 PA USD 69493561.510000 1.90259 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6 N N N N N N BENCHMARK MORTGAGE TRUST 2019-B14 N/A 08162YAG7 5074597.700000 PA USD 4969916.360000 0.136066 Long ABS-MBS CORP US N 2 2062-12-15 Fixed 2.9571 N N N N N N FNMA PASS THRU POOLS N/A 31418EAN0 25628.270000 PA USD 21689.410000 0.0005938 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAK8 3900000.000000 PA USD 4081447.540000 0.111742 Long DBT CORP IE N 2 2033-07-25 Fixed 5.7 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJXX3 610925.890000 PA USD 573859.140000 0.0157111 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418EE22 340011.820000 PA USD 287565.430000 0.007873 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.5 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AQ2 7800000.000000 PA USD 7698901.780000 0.21078 Long DBT CORP GB N 2 2028-11-07 Floating 3.574 N N N N N N BMO 2024-5C5 MORTGAGE TRUST N/A 05593RAC6 6000000.000000 PA USD 6286953.600000 0.172124 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.8574 N N N N N N FLATIRON CLO LTD 2019-1A N/A 33883JAW1 2487532.550000 PA USD 2491231.980000 0.0682048 Long ABS-CBDO CORP KY N 2 2034-11-16 Floating 5.36515 N N N N N N SYNCHRONY CARD ISSUANCE TRUST 2023-A2 N/A 87166PAL5 5000000.000000 PA USD 5094049.000000 0.139465 Long ABS-MBS CORP US N 2 2029-10-15 Fixed 5.74 N N N N N N FANNIE MAE REMICS 2016-82 N/A 3136AUAW1 127397.110000 PA USD 124960.900000 0.0034212 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 4.85981 N N N N N N COMM MORTGAGE TRUST 2017-COR2 N/A 12595EAD7 4200000.000000 PA USD 4117158.780000 0.112719 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 3.51 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAN7 6000000.000000 PA USD 6128953.200000 0.167798 Long DBT CORP DE N 2 2027-07-13 Floating 7.146 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CCB8 2000000.000000 PA USD 2084143.660000 0.0570596 Long DBT CORP US N 2 2032-01-14 Fixed 5.432 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AD9 2800000.000000 PA USD 2862244.870000 0.0783624 Long DBT CORP US N 2 2032-04-01 Fixed 5 N N N N N N FANNIE MAE REMICS 2025-52 N/A 3136BWUZ7 4861538.950000 PA USD 4888283.250000 0.133831 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 5.55603 N N N N N N BMO 2025-C13 MORTGAGE TRUST N/A 05592YAB4 2400000.000000 PA USD 2435446.080000 0.0666775 Long ABS-MBS CORP US N 2 2058-10-15 Fixed 5.0571 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22 N/A 61690FAM5 293466.770000 PA USD 289196.010000 0.0079176 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.306 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B N/A 44935DAD1 6500000.000000 PA USD 6560791.900000 0.179621 Long ABS-O CORP US N 2 2028-04-17 Fixed 4.53 N N N N N N FNMA PASS THRU POOLS N/A 3140XLVT2 571725.900000 PA USD 482288.720000 0.0132041 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BV6 1750000.000000 PA USD 1776256.600000 0.0486303 Long DBT CORP US N 2 2028-01-21 Floating 5.3 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667BE0 1800000.000000 PA USD 1805438.050000 0.0494292 Long DBT CORP US N 2 2029-09-11 Fixed 4.25 N N N N N N FNMA PASS THRU POOLS N/A 31418P7G4 19135.820000 PA USD 19427.530000 0.0005319 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5 N N N N N N ANCHORAGE CREDIT FUNDING 1 LTD 2015-1A N/A 033296AG9 735001.340000 PA USD 727500.070000 0.0199175 Long ABS-CBDO CORP KY N 2 2037-07-28 Fixed 3.9 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2K7 1000000.000000 PA USD 1003849.960000 0.0274834 Long DBT CORP US N 2 2028-09-08 Fixed 4.65 N N N N N N AMEREN MISSOURI SECURITIZATION FUNDING I LLC N/A 023940AA7 3600000.000000 PA USD 3619721.590000 0.0991006 Long DBT CORP US N 2 2041-10-01 Fixed 4.85 N N N N N N FNMA PASS THRU POOLS N/A 3140X6KS9 20526629.300000 PA USD 19767649.790000 0.541198 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N TOYOTA LEASE OWNER TRUST 2023-B N/A 89240HAD7 736675.880000 PA USD 738745.720000 0.0202253 Long ABS-O CORP US N 2 2026-11-20 Fixed 5.66 N N N N N N BANK 2019-BN20 N/A 06540AAB7 8262898.900000 PA USD 8040083.220000 0.220121 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 2.933 N N N N N N AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST N/A 023761AA7 1832875.000000 PA USD 1783509.440000 0.0488288 Long DBT CORP US N 2 2029-02-15 Fixed 3.65 N N N N N N WYANDOTTE COUNTY-KANSAS CITY UNIFIED GOVERNMENT UTILITY SYSTEM REVENUE N/A 982674NJ8 600000.000000 PA USD 554039.460000 0.0151685 Long DBT MUN US N 2 2029-09-01 Fixed 1.961 N N N N N N FNMA PASS THRU POOLS N/A 3140MEBV7 476136.710000 PA USD 449535.950000 0.0123074 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4 N N N N N N MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING 635400AL5J3F1ZPTAN95 62829D2A7 2200000.000000 PA USD 2231372.330000 0.0610904 Long DBT CORP US N 2 2026-07-27 Fixed 5.8 N N N N N N PROLOGIS TARGETED US LOGISTICS FUND LP 5493004DTBWUQ9F2VJ87 74350LAB0 5600000.000000 PA USD 5819719.700000 0.159332 Long DBT CORP US N 2 2034-04-01 Fixed 5.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 N/A 38375UVD9 1437703.500000 PA USD 1438082.910000 0.0393718 Long ABS-MBS USGSE US N 2 2065-03-20 Floating 5.06582 N N N N N N ICG US CLO LTD 2015-2RA N/A 44933WAL3 3984145.360000 PA USD 3984143.770000 0.109078 Long ABS-CBDO CORP KY N 2 2033-01-16 Floating 5.30777 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ5Z9 2392210.080000 PA USD 2363243.500000 0.0647008 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.5 N N N N N N COMM MORTGAGE TRUST 2019-GC44 N/A 12655TBJ7 1393642.110000 PA USD 1360971.380000 0.0372606 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.873 N N N N N N DRYDEN 95 CLO LTD N/A 262487AJ0 3600000.000000 PA USD 3603364.420000 0.0986527 Long ABS-CBDO CORP KY N 2 2034-08-20 Floating 5.24354 N N N N N N FANNIE MAE 2005-21 N/A 31394CTW2 17466.430000 PA USD 17360.610000 0.0004753 Long ABS-MBS USGSE US N 2 2035-03-25 Floating 4.82051 N N N N N N FNMA PASS THRU POOLS N/A 3140KEYF9 151148.620000 PA USD 134390.430000 0.0036793 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 31426HBC6 999900.680000 PA USD 1034469.840000 0.0283217 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.5 N N N N N N STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2 N/A 78486BAA2 4478233.500000 PA USD 4492521.120000 0.122996 Long ABS-CBDO CORP KY N 2 2038-04-18 Floating 5.45032 N N N N N N N/A N/A 000000000 1.000000 NC USD -2402202.600000 -0.0657674 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-09-05 0.000000 USD -2270230.090000 USD 195000000.000000 USD -131972.510000 N N N CHUBB INA HOLDINGS LLC (AKA: ACE INA HOLDINGS INC) CZCBJZWDMLTHWJDXU843 171239AL0 5500000.000000 PA USD 5612760.400000 0.153666 Long DBT CORP US N 2 2029-08-15 Fixed 4.65 N N N N N N FHLMC PASS THRU POOLS N/A 3132DQYN0 47607.710000 PA USD 40276.710000 0.0011027 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DPFG8 6763765.240000 PA USD 6395206.120000 0.175088 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4 N N N N N N ADVENTIST HEALTH SYSTEM OF WEST 5493008YM33UCY5QPW83 007944AF8 4299000.000000 PA USD 4060545.390000 0.111169 Long DBT CORP US N 2 2029-03-01 Fixed 2.952 N N N N N N DLLMT 2023-1 LLC N/A 232989AD5 5660000.000000 PA USD 5727248.160000 0.1568 Long ABS-O CORP US N 2 2031-03-20 Fixed 5.35 N N N N N N UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST N/A 90932JAA0 1513779.250000 PA USD 1391403.370000 0.0380938 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KM8 1900000.000000 PA USD 2043281.070000 0.0559409 Long DBT CORP US N 2 2033-06-15 Fixed 6.4 N N N N N N N/A N/A 000000000 68600000.000000 PA USD 68600000.000000 1.87813 Long RA US N 2 Repurchase N 4.290000 2025-10-01 67753100.000000 USD 68842178.240000 USD UST N N N HOUSTON CITY COLLEGE 549300UWXV516I6N3V90 44236PLT3 2000000.000000 PA USD 2071067.400000 0.0567016 Long DBT MUN US N 2 2029-02-15 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140XBS68 898082.400000 PA USD 757580.750000 0.020741 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWMM2 3999602.640000 PA USD 4131191.890000 0.113104 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.5 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-1A N/A 26828HAA5 2699113.370000 PA USD 2690311.020000 0.0736552 Long ABS-O CORP US N 2 2068-02-27 Floating 5.22051 N N N N N N MARS INCORPORATED 54930073HKEO6GZBSS03 571676AY1 3500000.000000 PA USD 3567001.690000 0.0976572 Long DBT CORP US N 2 2030-03-01 Fixed 4.8 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2020-3A N/A 26833BAB9 4646159.630000 PA USD 4675210.210000 0.127998 Long ABS-O CORP US N 2 2070-01-27 Floating 5.47051 N N N N N N FNMA PASS THRU POOLS N/A 31371NQJ7 5208.710000 PA USD 5226.510000 0.0001431 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 5 N N N N N N NORTHWESTERN UNIVERSITY OBWWNZE695DUK77DTI34 668444AT9 6000000.000000 PA USD 6157385.460000 0.168577 Long DBT CORP US N 2 2035-12-01 Fixed 4.94 N N N N N N FNMA PASS THRU POOLS N/A 3140XLQ27 25327172.960000 PA USD 24696734.040000 0.676146 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.5 N N N N N N HERTZ VEHICLE FINANCING III LLC 2023-2A N/A 42806MBW8 8000000.000000 PA USD 8250493.600000 0.225882 Long ABS-O CORP US N 2 2029-09-25 Fixed 5.57 N N N N N N FHLMC PASS THRU POOLS N/A 3133CSLU3 999900.590000 PA USD 1047270.180000 0.0286721 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.5 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C4 N/A 90276RBC1 959644.420000 PA USD 952431.730000 0.0260756 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.366 N N N N N N FNMA PASS THRU POOLS N/A 3138W94X5 188812.660000 PA USD 192152.550000 0.0052607 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 5 N N N N N N N/A N/A 000000000 -20.000000 NC USD -61435.460000 -0.001682 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2025-12-19 -2403437.500000 USD -61435.460000 N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAQ8 1000000.000000 PA USD 981552.970000 0.0268729 Long DBT CORP GB N 2 2027-06-14 Floating 1.673 N N N N N N MONTEREY PARK CITY OF N/A 61255QAJ5 300000.000000 PA USD 269035.020000 0.0073656 Long DBT MUN US N 2 2030-06-01 Fixed 1.893 N N N N N N SAFEHOLD GL HOLDINGS LLC 54930012UY5Z4Q8NL108 785931AA4 5800000.000000 PA USD 6114786.420000 0.16741 Long DBT CORP US N 2 2034-04-01 Fixed 6.1 N N N N N N FNMA PASS THRU POOLS N/A 3140NYAV3 8700000.000000 PA USD 8858548.540000 0.242529 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 4.6 N N N N N N FNMA PASS THRU POOLS N/A 31414QPG6 28623.510000 PA USD 29363.270000 0.0008039 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140NXYC1 2526000.000000 PA USD 2545863.780000 0.0697005 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 4.32 N N N N N N LIBERTY STREET TRUST 2016-225L N/A 902055AA0 1200000.000000 PA USD 1176502.680000 0.0322102 Long ABS-MBS CORP US N 2 2036-02-10 Fixed 3.597 N N N N N N FHLMC PASS THRU POOLS N/A 3133WFDG9 999900.540000 PA USD 1039483.260000 0.0284589 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.5 N N N N N N GPMT LLC 2021-FL3 N/A 36264BAA8 1294808.650000 PA USD 1292213.210000 0.0353782 Long ABS-MBS CORP KY N 2 2035-07-16 Floating 5.75032 N N N N N N CHESAPEAKE FUNDING II LLC 2024-1A N/A 165183DE1 2053948.570000 PA USD 2080469.150000 0.056959 Long ABS-O CORP US N 2 2036-05-15 Fixed 5.52 N N N N N N FHLMC PASS THRU POOLS N/A 3133BKJE0 471387.810000 PA USD 445409.500000 0.0121944 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H22 N/A 38376RHB5 869900.300000 PA USD 869856.020000 0.0238149 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 4.91166 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FBB2 5550000.000000 PA USD 5781054.270000 0.158273 Long DBT CORP FR N 2 2028-07-13 Fixed 5.79 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LFC8 5500000.000000 PA USD 5576539.540000 0.152674 Long DBT CORP US N 2 2028-01-09 Fixed 4.8 N N N N N N FNMA PASS THRU POOLS N/A 31371NYW9 12315.070000 PA USD 12471.910000 0.0003415 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 5.5 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2D1 2000000.000000 PA USD 2053061.120000 0.0562086 Long DBT CORP US N 2 2027-06-04 Fixed 5.875 N N N N N N FREDDIE MAC REMICS 4400 N/A 3137BEH49 132841.230000 PA USD 131536.940000 0.0036012 Long ABS-MBS USGSE US N 2 2041-02-15 Floating 4.88656 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CML2 46061550.000000 PA USD 47434082.390000 1.29865 Long DBT UST US N 2 2035-01-15 Fixed 2.125 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 1550000.000000 PA USD 1441518.550000 0.0394658 Long DBT CORP GB N 2 2031-06-04 Floating 2.848 N N N N N N KKR CLO LTD 21 N/A 48252KAA7 943387.260000 PA USD 944335.750000 0.025854 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.57916 N N N N N N BANK 2024-BNK48 N/A 06541GAC1 3000000.000000 PA USD 3005143.200000 0.0822747 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 4.775 N N N N N N NISSAN AUTO LEASE TRUST 2024-A N/A 65481CAE4 2200000.000000 PA USD 2216096.960000 0.0606722 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.97 N N N N N N NATIONAL SECURITIES CLEARING CORPORATION 549300RYC9NELN2ICA34 637639AQ8 4000000.000000 PA USD 4089256.560000 0.111956 Long DBT CORP US N 2 2030-05-20 Fixed 4.7 N N N N N N N/A N/A 000000000 1336.000000 NC USD 893969.330000 0.0244751 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2025-12-19 150289563.170000 USD 893969.330000 N N N BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST N/A 11042CAA8 570515.380000 PA USD 519125.640000 0.0142126 Long DBT CORP US N 2 2036-09-15 Fixed 2.9 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y0NH9 285928.440000 PA USD 257029.400000 0.0070369 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3 N N N N N N FREDDIE MAC REMICS 5042 N/A 3137F66L6 3711161.660000 PA USD 3479999.340000 0.0952753 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 1 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 10000000.000000 PA USD 10057867.800000 0.275364 Long DBT CORP US N 2 2031-04-04 Floating 4.478 N N N N N N FANNIE MAE REMICS 2016-76 N/A 3136ATY73 2248156.640000 PA USD 2210706.850000 0.0605246 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 4.90981 N N N N N N FNMA PASS THRU POOLS N/A 31418ELW8 28393317.350000 PA USD 27739068.590000 0.759439 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.5 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-21M N/A 05609CAA5 476028.200000 PA USD 475695.740000 0.0130236 Long ABS-MBS CORP US N 2 2036-10-15 Floating 4.99448 N N N N N N FNMA PASS THRU POOLS N/A 31418EHJ2 27151962.250000 PA USD 25697489.740000 0.703545 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QQKN4 6298080.760000 PA USD 6140008.440000 0.168101 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.5 N N N N N N CONSUMERS 2023 SECURITIZATION FUNDING LLC N/A 21071BAA3 2240147.680000 PA USD 2269188.280000 0.0621257 Long DBT CORP US N 2 2028-03-01 Fixed 5.55 N N N N N N FNMA PASS THRU POOLS N/A 3138LMVK6 1000.000000 PA USD 978.380000 0.0000268 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 3.02 N N N N N N MICHIGAN FINANCE AUTHORITY 54930022O46HOX5J1D14 59447TXR9 1400000.000000 PA USD 1381581.740000 0.0378249 Long DBT MUN US N 2 2026-12-01 Fixed 2.596 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAV0 2000000.000000 PA USD 2093707.620000 0.0573214 Long DBT CORP US N 2 2028-09-19 Fixed 5.9 N N N N N N TENNESSEE VALLEY AUTHORITY (TVA) 549300HE1ISW43LNKM54 880591FE7 18750000.000000 PA USD 18806432.630000 0.514882 Long DBT USGA US N 2 2030-08-01 Fixed 3.875 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 2000000.000000 PA USD 1969829.660000 0.0539299 Long DBT CORP US N 2 2028-12-20 Floating 3.419 N N N N N N FNMA PASS THRU POOLS N/A 31418FJQ1 16362043.490000 PA USD 15430909.050000 0.422467 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133ATPE5 2314747.120000 PA USD 2042767.920000 0.0559268 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP 2024-1A LLC N/A 05377RHY3 11000000.000000 PA USD 11395089.200000 0.311974 Long ABS-O CORP US N 2 2030-06-20 Fixed 5.36 N N N N N N FNMA PASS THRU POOLS N/A 3138Y63F9 99312.660000 PA USD 101761.740000 0.002786 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 5 N N N N N N FANNIE MAE REMICS 2016-87 N/A 3136AT6Z2 126494.590000 PA USD 125604.710000 0.0034388 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 4.85981 N N N N N N VERIZON MASTER TRUST 2024-7 N/A 92348KDJ9 7500000.000000 PA USD 7582624.500000 0.207597 Long ABS-O CORP US N 2 2032-08-20 Fixed 4.35 N N N N N N NEW YORK ST ELECTRIC & GAS CORP 549300GEC6J0YHUXA160 649840CU7 2000000.000000 PA USD 2078998.340000 0.0569187 Long DBT CORP US N 2 2028-08-15 Fixed 5.65 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY 5493003476LG35QAKM08 64972JLP1 5500000.000000 PA USD 5298953.000000 0.145075 Long DBT MUN US N 2 2037-05-01 Fixed 4.375 N N N N N N FHLMC PASS THRU POOLS N/A 3133B7XK9 434677.450000 PA USD 410729.890000 0.0112449 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QRUK7 144653.280000 PA USD 122169.490000 0.0033448 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 2.5 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAV7 4000000.000000 PA USD 3931062.680000 0.107625 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45 N N N N N N FHLMC PASS THRU POOLS N/A 3133AJMW0 338268.260000 PA USD 298134.190000 0.0081623 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400JA2 1000000.000000 PA USD 1006189.640000 0.0275474 Long DBT CORP US N 2 2027-02-01 Fixed 4.875 N N N N N N FHLMC PASS THRU POOLS N/A 3132A5G33 718741.390000 PA USD 691406.540000 0.0189293 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BM4 4500000.000000 PA USD 4676996.570000 0.128047 Long DBT CORP NL N 2 2035-03-19 Floating 5.55 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAH6 3300000.000000 PA USD 3250017.210000 0.0889788 Long DBT MUN US N 2 2026-06-01 Fixed 1.82 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H10 N/A 38376RUH7 1977322.970000 PA USD 1984453.990000 0.0543303 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 5.34582 N N N N N N FANNIE MAE REMICS 2016-88 N/A 3136AUTX9 1432040.580000 PA USD 1420635.240000 0.0388941 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 4.89981 N N N N N N FREDDIE MAC REMICS 4637 N/A 3137BTTH4 2061005.220000 PA USD 2043706.580000 0.0559525 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 4.95981 N N N N N N NORTHWOODS CAPITAL 25 LTD N/A 668468AL5 2000000.000000 PA USD 2000000.000000 0.0547559 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.8617 N N N N N N WYANDOTTE COUNTY-KANSAS CITY UNIFIED GOVERNMENT UTILITY SYSTEM REVENUE N/A 982674NH2 2000000.000000 PA USD 1881493.800000 0.0515114 Long DBT MUN US N 2 2028-09-01 Fixed 1.861 N N N N N N PEACEHEALTH OBLIGATED GROUP N/A 70462GAB4 3100000.000000 PA USD 3088254.570000 0.0845501 Long DBT CORP US N 2 2025-11-15 Fixed 1.375 N N N N N N SLM STUDENT LOAN TRUST 2010-C N/A 78445QAE1 2324343.810000 PA USD 2439799.310000 0.0667967 Long ABS-O CORP US N 2 2041-10-15 Floating 9.01464 N N N N N N FHLMC PASS THRU POOLS N/A 3133KNYX5 10113710.560000 PA USD 8929075.760000 0.24446 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X8C96 190005.180000 PA USD 169053.870000 0.0046283 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3 N N N N N N FREDDIE MAC REMICS 4989 N/A 3137FUKP8 813146.700000 PA USD 802679.230000 0.0219757 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 4.80981 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBL2 2000000.000000 PA USD 1782468.600000 0.0488003 Long DBT CORP JP N 2 2031-09-08 Floating 1.979 N N N N N N FHLMC PASS THRU POOLS N/A 3132XUR31 12614.710000 PA USD 11308.130000 0.0003096 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWMU4 2999700.630000 PA USD 3102532.680000 0.084941 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133BNAY9 362170.350000 PA USD 306063.630000 0.0083794 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.5 N N N N N N BMO 2024-5C8 MORTGAGE TRUST N/A 09661XAC2 4500000.000000 PA USD 4693274.550000 0.128492 Long ABS-MBS CORP US N 2 2057-12-15 Variable 5.6253 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ5B2 77869.400000 PA USD 72210.450000 0.001977 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 3.5 N N N N N N FANNIE MAE REMICS 2016-40 N/A 3136ASK88 61794.400000 PA USD 61439.330000 0.0016821 Long ABS-MBS USGSE US N 2 2046-07-25 Floating 4.90981 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAR6 2700000.000000 PA USD 2637608.370000 0.0722123 Long DBT CORP GB N 2 2028-01-11 Floating 2.469 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H01 N/A 38376RN85 1599853.800000 PA USD 1606936.350000 0.0439946 Long ABS-MBS USGSE US N 2 2066-12-20 Floating 5.41582 N N N N N N FNMA PASS THRU POOLS N/A 3140KPDZ3 102956.760000 PA USD 90649.170000 0.0024818 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133WAVX3 999900.180000 PA USD 1034486.170000 0.0283221 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.5 N N N N N N FANNIE MAE REMICS 2024-77 N/A 3136BTWY5 2185460.160000 PA USD 2197435.390000 0.0601613 Long ABS-MBS USGSE US N 2 2053-10-25 Floating 5.55603 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K509 N/A 3137HAST4 1400000.000000 PA USD 1432725.840000 0.0392251 Long ABS-MBS USGSE US N 2 2028-09-25 Fixed 4.85 N N N N N N FNMA PASS THRU POOLS N/A 3138WAPY7 276980.920000 PA USD 281880.400000 0.0077173 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 5 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GT8 8500000.000000 PA USD 8825652.000000 0.241628 Long DBT CORP US N 2 2029-06-15 Fixed 5.15 N N N N N N FREDDIE MAC REMICS 5513 N/A 3137HKEX8 32784624.000000 PA USD 32840659.480000 0.89911 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.29603 N N N N N N BENCHMARK MORTGAGE TRUST 2018-B2 N/A 08161CAF8 433380.260000 PA USD 431030.470000 0.0118007 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.7802 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CBV5 1000000.000000 PA USD 1038195.070000 0.0284237 Long DBT CORP US N 2 2028-12-08 Fixed 5.467 N N N N N N AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST N/A 02379KAA2 1342608.690000 PA USD 1219068.550000 0.0333756 Long DBT CORP US N 2 2036-01-11 Fixed 2.875 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DT3 5100000.000000 PA USD 5125219.810000 0.140318 Long DBT CORP US N 2 2030-04-30 Fixed 4.375 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H31 N/A 38376RMX1 209526.990000 PA USD 210007.270000 0.0057496 Long ABS-MBS USGSE US N 2 2065-11-20 Floating 5.11582 N N N N N N FNMA PASS THRU POOLS N/A 3140XLGV4 825163.110000 PA USD 696087.800000 0.0190575 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 12000000.000000 PA USD 10591034.640000 0.289961 Long DBT CORP CH N 2 2032-02-11 Floating 2.095 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 13900000.000000 PA USD 12291241.800000 0.336509 Long DBT CORP US N 2 2032-02-04 Floating 1.953 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 40139LBH5 6000000.000000 PA USD 6277074.060000 0.171853 Long DBT CORP US N 2 2028-10-02 Fixed 5.737 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A N/A 78435VAD4 500000.000000 PA USD 508181.450000 0.013913 Long ABS-O CORP US N 2 2031-01-21 Fixed 4.94 N N N N N N FHLMC PASS THRU POOLS N/A 3142GQEV0 251352.230000 PA USD 212173.540000 0.0058089 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 2.5 N N N N N N FORD CREDIT AUTO OWNER TRUST 2023-REV2 N/A 34535CAA4 3800000.000000 PA USD 3924468.620000 0.107444 Long ABS-O CORP US N 2 2036-02-15 Fixed 5.28 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CMM0 14400000.000000 PA USD 14968124.930000 0.409797 Long DBT UST US N 2 2035-02-15 Fixed 4.625 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HS9 3000000.000000 PA USD 2960869.410000 0.0810625 Long DBT CORP US N 2 2027-03-15 Fixed 3.3 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2023-C N/A 98164FAD4 1827737.390000 PA USD 1838706.010000 0.05034 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.15 N N N N N N FNMA PASS THRU POOLS N/A 31418MML3 29407.660000 PA USD 30472.190000 0.0008343 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.5 N N N N N N FREDDIE MAC REMICS 5051 N/A 3137F7YY5 1734769.290000 PA USD 1567618.890000 0.0429182 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 1 N N N N N N FNMA PASS THRU POOLS N/A 31418E7C8 999900.000000 PA USD 1035244.500000 0.0283429 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.5 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBQ1 15450000.000000 PA USD 13619429.770000 0.372872 Long DBT CORP JP N 2 2032-05-22 Floating 2.172 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C24 N/A 46643GAE0 217787.690000 PA USD 213700.320000 0.0058507 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.6385 N N N N N N FNMA PASS THRU POOLS N/A 3140L5AE6 3563921.320000 PA USD 3006439.630000 0.0823102 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.5 N N N N N N BGCLO 19A N/A 09075JAU3 6200000.000000 PA USD 6231011.900000 0.170592 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 5.9124 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBD1 2200000.000000 PA USD 2269316.540000 0.0621292 Long DBT CORP US N 2 2030-04-01 Fixed 5.2 N N N N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 023770AA8 3014603.390000 PA USD 2967194.830000 0.0812357 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N FNMA PASS THRU POOLS N/A 3140X47J9 1714555.580000 PA USD 1687273.730000 0.0461941 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140ANQH5 999900.510000 PA USD 1034178.080000 0.0283137 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.5 N N N N N N ANCHORAGE CAPITAL CLO 21 LTD N/A 03331KAJ8 4200000.000000 PA USD 4204006.210000 0.115097 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.37549 N N N N N N FNMA PASS THRU POOLS N/A 3140QCQ90 161801.560000 PA USD 143923.260000 0.0039403 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 1100000.000000 PA USD 971772.480000 0.0266051 Long DBT CORP US N 2 2032-07-21 Floating 2.239 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CMK4 1100000.000000 PA USD 1130593.750000 0.0309533 Long DBT UST US N 2 2032-01-31 Fixed 4.375 N N N N N N FNMA PASS THRU POOLS N/A 3140XCUS5 236792.600000 PA USD 199750.800000 0.0054688 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2015-UBS8 N/A 61691ABL6 1678311.800000 PA USD 1673486.820000 0.0458166 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.809 N N N N N N WSTN TRUST 2023-MAUI N/A 92943AAA2 3000000.000000 PA USD 3060906.600000 0.0838014 Long ABS-MBS CORP US N 2 2037-07-05 Variable 6.518 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-6A LLC N/A 05377RHG2 7900000.000000 PA USD 8239398.220000 0.225578 Long ABS-O CORP US N 2 2029-12-20 Fixed 5.81 N N N N N N NAVIENT STUDENT LOAN TRUST 2017-5A N/A 63940CAA2 1849086.290000 PA USD 1855686.050000 0.0508049 Long ABS-O CORP US N 2 2066-07-26 Floating 5.27051 N N N N N N VIRGINIA POWER FUEL SECURITIZATION LLC 254900BELJ95ONW6U791 92808VAA0 3343221.850000 PA USD 3361931.490000 0.0920428 Long DBT CORP US N 2 2029-05-01 Fixed 5.088 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAL7 1800000.000000 PA USD 1942428.960000 0.0531797 Long DBT CORP US N 2 2033-11-21 Fixed 6.5 N N N N N N SAMMONS FINANCIAL GROUP GLOBAL FUNDING 635400IPRNPM6HDHRS48 79587J2D4 4250000.000000 PA USD 4254992.690000 0.116493 Long DBT CORP US N 2 2027-09-02 Floating 5.15762 N N N N N N FANNIE MAE 2010-58 N/A 31398RXN0 119058.460000 PA USD 119271.690000 0.0032654 Long ABS-MBS USGSE US N 2 2040-06-25 Floating 5.20051 N N N N N N FNMA PASS THRU POOLS N/A 31418ED64 22362559.770000 PA USD 19679368.360000 0.538781 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3 N N N N N N UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST N/A 90931MAA4 520087.780000 PA USD 499808.100000 0.0136837 Long DBT CORP US N 2 2030-01-07 Fixed 3.45 N N N N N N FNMA PASS THRU POOLS N/A 31419AE45 61452.750000 PA USD 63676.810000 0.0017433 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.5 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAK9 3000000.000000 PA USD 2853223.200000 0.0781154 Long DBT MUN US N 2 2028-06-01 Fixed 2.351 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAY1 1200000.000000 PA USD 1257557.020000 0.0344293 Long DBT CORP FR N 2 2035-05-30 Floating 5.936 N N N N N N FNMA PASS THRU POOLS N/A 31418EE30 22715969.140000 PA USD 20008075.470000 0.54778 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A 90931EAA2 3051311.800000 PA USD 2937953.740000 0.0804352 Long DBT CORP US N 2 2031-08-25 Fixed 4.55 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ6P0 2832214.900000 PA USD 2721694.200000 0.0745144 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBR5 1400000.000000 PA USD 1267542.720000 0.0347027 Long DBT CORP GB N 2 2032-03-10 Floating 2.667 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAE2 550000.000000 PA USD 549844.390000 0.0150536 Long DBT CORP CA N 2 2030-04-15 Fixed 4.35 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NEH0 2000000.000000 PA USD 2068311.880000 0.0566261 Long DBT CORP US N 2 2029-06-01 Fixed 5.1 N N N N N N CITY OF RIVERSIDE CA ELECTRIC REVENUE N/A 768874SG5 500000.000000 PA USD 600454.500000 0.0164392 Long DBT MUN US N 2 2040-10-01 Fixed 7.605 N N N N N N FNMA PASS THRU POOLS N/A 3138LHW91 6407000.000000 PA USD 6343015.210000 0.173659 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.29 N N N N N N FNMA PASS THRU POOLS N/A 3140AQT93 999900.590000 PA USD 1036112.720000 0.0283666 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.5 N N N N N N AREIT TRUST 2022-CRE7 N/A 00217VAA8 2401929.740000 PA USD 2406213.580000 0.0658772 Long ABS-MBS CORP US N 2 2039-06-17 Floating 6.38488 N N N N N N FNMA PASS THRU POOLS N/A 3140XQXU6 999900.570000 PA USD 1035237.390000 0.0283427 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.5 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A N/A 78435VAC6 810077.700000 PA USD 815655.080000 0.022331 Long ABS-O CORP US N 2 2029-05-21 Fixed 4.95 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFB4 6490139.570000 PA USD 5489609.400000 0.150294 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.5 N N N N N N LINCOLN FINANCIAL GLOBAL FUNDING 984500OC010458395923 53359KAC5 2000000.000000 PA USD 2013582.000000 0.0551278 Long DBT CORP US N 2 2030-08-18 Fixed 4.625 N N N N N N COMMERCIAL MORTGAGE PASS THRU CERTIFICATIONS 2016-COR1 N/A 12594MBC1 3700000.000000 PA USD 3643783.680000 0.0997593 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 3.091 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ2R0 33607.480000 PA USD 30397.320000 0.0008322 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140XMV52 3984586.470000 PA USD 3366215.390000 0.0921601 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45 N/A 95001NAW8 751529.850000 PA USD 752735.750000 0.0206084 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.147 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H27 N/A 38376RHR0 82639.480000 PA USD 82805.720000 0.0022671 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 5.21582 N N N N N N PK ALIFT LOAN FUNDING 7 LP 2025-2 N/A 69291NAA0 2700000.000000 PA USD 2690632.130000 0.073664 Long ABS-O CORP US N 3 2043-03-15 Fixed 4.75 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 16100000.000000 PA USD 15759191.340000 0.431454 Long DBT CORP US N 2 2028-01-21 Floating 2.475 N N N N N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 723484AN1 800000.000000 PA USD 823126.120000 0.0225355 Long DBT CORP US N 2 2030-05-15 Fixed 5.15 N N N N N N FHLMC PASS THRU POOLS N/A 3133BAUM1 571558.230000 PA USD 485089.530000 0.0132808 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 3132DWFQ1 6993959.890000 PA USD 6818427.160000 0.186675 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.5 N N N N N N CATAMARAN CLO LTD 2014-1A N/A 14889DAJ7 1052385.430000 PA USD 1053700.910000 0.0288482 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 5.6936 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2019-C17 N/A 90278MAY3 5562397.910000 PA USD 5427544.800000 0.148595 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.8655 N N N N N N BANK OF AMERICA CREDIT CARD TRUST 2023-A1 N/A 05522RDG0 12600000.000000 PA USD 12664881.180000 0.346739 Long ABS-MBS CORP US N 2 2028-05-15 Fixed 4.79 N N N N N N COOPERATIEVE RABOBANK UA/NEW YORK BRANCH DG3RU1DBUFHT4ZF9WN62 21688ABH4 4000000.000000 PA USD 4076982.040000 0.111619 Long DBT CORP NL N 2 2029-10-17 Fixed 4.494 N N N N N N APIDOS CLO XI 2012-11A N/A 03763YBY1 6800000.000000 PA USD 6810123.700000 0.186447 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 5.5624 N N N N N N VERDELITE STATIC CLO LTD 2024-1 N/A 92338VAA9 4911488.210000 PA USD 4915342.300000 0.134572 Long ABS-CBDO CORP JE N 2 2032-07-20 Floating 5.45549 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWMC4 2999700.900000 PA USD 3102530.680000 0.0849409 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.5 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DX1 1750000.000000 PA USD 1788253.250000 0.0489587 Long DBT CORP US N 2 2030-01-15 Fixed 4.7 N N N N N N OZLM XXIV LTD 2019-24A N/A 67113DAW4 2802521.650000 PA USD 2807979.200000 0.0768767 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.7471 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2019-L3 N/A 61691UBC2 5135250.500000 PA USD 5021662.870000 0.137483 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.067 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4 N/A 46646RAK9 60273.730000 PA USD 59843.980000 0.0016384 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 2.9941 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AT6 2000000.000000 PA USD 2020956.360000 0.0553296 Long DBT CORP GB N 2 2028-08-16 Fixed 4.55 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2023-3A N/A 05377RGU2 5000000.000000 PA USD 5075562.000000 0.138959 Long ABS-O CORP US N 2 2028-02-22 Fixed 5.44 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 31847RAH5 2100000.000000 PA USD 1826341.380000 0.0500015 Long DBT CORP US N 2 2031-08-15 Fixed 2.4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30 N/A 38376RKZ8 668.310000 PA USD 669.130000 0.0000183 Long ABS-MBS USGSE US N 2 2061-08-20 Floating 5.14582 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-136 N/A 38382A5Y7 4734231.240000 PA USD 3934289.610000 0.107713 Long ABS-MBS USGSE US N 2 2045-10-20 Fixed 1.5 N N N N N N JAMESTOWN CLO XVI LTD 2021-16A N/A 47048RAL9 3200000.000000 PA USD 3199704.830000 0.0876014 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 5.43846 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CJG7 175425000.000000 PA USD 184432663.260000 5.04939 Long DBT UST US N 2 2030-10-31 Fixed 4.875 N N N N N N FNMA PASS THRU POOLS N/A 3138WCBJ1 34178.200000 PA USD 34262.380000 0.000938 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3133BAGK1 1436927.330000 PA USD 1212873.260000 0.033206 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH N/A 30227FAA8 21840848.690000 PA USD 21857829.950000 0.598423 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.34448 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DV5 5300000.000000 PA USD 5436294.800000 0.148835 Long DBT CORP US N 2 2029-02-15 Fixed 4.9 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2024-2 N/A 02582JKF6 6000000.000000 PA USD 6267418.200000 0.171589 Long ABS-MBS CORP US N 2 2031-04-15 Fixed 5.24 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFQ3 2000000.000000 PA USD 2088927.460000 0.0571906 Long DBT CORP US N 2 2030-04-18 Floating 5.656 N N N N N N BENCHMARK MORTGAGE TRUST 2019-B13 N/A 08162DAC2 3499466.870000 PA USD 3419781.910000 0.0936266 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.888 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 1800000.000000 PA USD 1556514.740000 0.0426142 Long DBT CORP US N 2 2031-08-15 Fixed 2 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 6600000.000000 PA USD 6108999.400000 0.167252 Long DBT CORP CH N 2 2032-05-14 Floating 3.091 N N N N N N GEORGETOWN UNIVERSITY (THE) 549300GCL3B0KVXSX752 37310PAE1 4500000.000000 PA USD 4084433.690000 0.111823 Long DBT CORP US N 2 2030-04-01 Fixed 2.247 N N N N N N AREIT TRUST 2022-CRE6 N/A 04002VAA9 3140948.580000 PA USD 3142933.350000 0.0860471 Long ABS-MBS CORP KY N 2 2037-01-20 Floating 5.63647 N N N N N N FREDDIE MAC REMICS 5440 N/A 3137HDY79 2220026.130000 PA USD 2230550.390000 0.0610679 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 5.40603 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CMZ1 11500000.000000 PA USD 11574794.970000 0.316894 Long DBT UST US N 2 2030-04-30 Fixed 3.875 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCS3 3700000.000000 PA USD 3737443.740000 0.102324 Long DBT CORP US N 2 2034-08-01 Fixed 4.85 N N N N N N FNMA PASS THRU POOLS N/A 31418ED56 960974.870000 PA USD 814202.030000 0.0222912 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.5 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GU5 3000000.000000 PA USD 3131523.420000 0.0857347 Long DBT CORP US N 2 2034-06-15 Fixed 5.3 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 2700000.000000 PA USD 2550441.440000 0.0698259 Long DBT CORP US N 2 2030-10-15 Floating 2.739 N N N N N N OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A N/A 67592BAY4 6700000.000000 PA USD 6711722.320000 0.183753 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.36549 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 N/A 87277JAA9 4073393.110000 PA USD 4083868.370000 0.111808 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 5.79288 N N N N N N BENCHMARK 2025-V16 MORTGAGE TRUST N/A 08164RAC9 2700000.000000 PA USD 2809654.020000 0.0769226 Long ABS-MBS CORP US N 2 2058-08-15 Fixed 5.439 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR6 N/A 48129RAZ8 2651245.460000 PA USD 2599569.500000 0.0711709 Long ABS-MBS CORP US N 2 2052-11-13 Fixed 2.9815 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2P8 7050000.000000 PA USD 6408236.100000 0.175444 Long DBT CORP FR N 2 2032-04-19 Floating 2.871 N N N N N N N/A N/A 000000000 1.000000 NC USD -391314.260000 -0.0107134 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-02-14 747649.770000 USD 0.000000 USD 72600000.000000 USD -1138964.030000 N N N COUNTY OF FRESNO CA 549300JJ6NWR5CVGI705 358266CH5 5200000.000000 PA USD 4217857.280000 0.115476 Long DBT MUN US N 2 2030-08-15 None 0 N N N N N N ANCHORAGE CREDIT FUNDING 2 LTD 2015-2A N/A 03329LAS0 2900000.000000 PA USD 2858182.290000 0.0782512 Long ABS-CBDO CORP KY N 2 2038-04-25 Fixed 3.928 N N N N N N FHLMC PASS THRU POOLS N/A 3132DP3W6 15714811.470000 PA USD 15320389.350000 0.419441 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.5 N N N N N N ICG-2021-3A N/A 449249AS0 4500000.000000 PA USD 4505294.250000 0.123346 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.47549 N N N N N N STANFORD UNIVERSITY JIUV0DC2REIJXQ26CR37 85440KAE4 5300000.000000 PA USD 5329812.870000 0.145919 Long DBT CORP US N 2 2035-03-01 Fixed 4.679 N N N N N N UMBS PASS THRU POOLS N/A 01F0226A8 76600000.000000 PA USD 64547150.860000 1.76717 Long ABS-MBS USGSE US N 2 2055-10-14 Fixed 2.5 N N N N N N TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC N/A 88240TAB7 4600000.000000 PA USD 4560660.890000 0.124862 Long DBT CORP US N 2 2044-02-01 Fixed 4.966 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 90931GAA7 3392749.160000 PA USD 3489954.820000 0.0955478 Long DBT CORP US N 2 2029-04-15 Fixed 5.875 N N N N N N FREDDIE MAC REMICS 5511 N/A 3137HKKP8 3743498.640000 PA USD 3758272.360000 0.102894 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 5.50603 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA N/A 63942TAA3 893956.700000 PA USD 919261.400000 0.0251675 Long ABS-O CORP US N 2 2072-03-15 Fixed 6.48 N N N N N N CSWF 2021-SOP2 N/A 12657VAA0 13029.970000 PA USD 12658.860000 0.0003466 Long ABS-MBS CORP US N 2 2034-06-15 Floating 5.33152 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 2800000.000000 PA USD 2722430.620000 0.0745346 Long DBT CORP US N 2 2028-06-02 Floating 2.393 N N N N N N FHLMC PASS THRU POOLS N/A 3133CWES7 999900.100000 PA USD 1034628.690000 0.028326 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KQYZ3 673755.670000 PA USD 569934.820000 0.0156036 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BQ1 1600000.000000 PA USD 1614432.160000 0.0441998 Long DBT CORP US N 2 2026-08-01 Fixed 5.4 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 7175000.000000 PA USD 7123987.400000 0.19504 Long DBT CORP US N 2 2028-06-05 Floating 3.691 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4G3 4500000.000000 PA USD 4645411.290000 0.127182 Long DBT CORP US N 2 2030-01-07 Fixed 5.38 N N N N N N FNMA PASS THRU POOLS N/A 3140QNW24 3985371.440000 PA USD 3510263.510000 0.0961038 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWNY5 16944428.480000 PA USD 17336452.740000 0.474637 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFE8 32123206.200000 PA USD 30362817.880000 0.831272 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132VLPD3 3798382.080000 PA USD 3654217.720000 0.100045 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H24 N/A 38375UBR0 6630.450000 PA USD 6667.700000 0.0001825 Long ABS-MBS USGSE US N 2 2063-09-20 Floating 5.19582 N N N N N N FHLMC PASS THRU POOLS N/A 3132XV2R3 1049351.040000 PA USD 938120.070000 0.0256838 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F0306B9 23500000.000000 PA USD 20645989.390000 0.565245 Long ABS-MBS USGSE US N 2 2055-11-13 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138E26J9 58594.340000 PA USD 59835.590000 0.0016382 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 5 N N N N N N CBAMR 2019-9A N/A 14987VAN9 9200000.000000 PA USD 9245345.510000 0.253119 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.94755 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJL4 2900000.000000 PA USD 2576485.250000 0.0705389 Long DBT CORP US N 2 2031-10-24 Floating 1.922 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ3M0 7960577.460000 PA USD 7163451.800000 0.196121 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFY4 837177.770000 PA USD 707737.550000 0.0193764 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 5092 N/A 3137FYEX0 3979763.410000 PA USD 3471532.900000 0.0950435 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 1 N N N N N N EASTERN ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 27636AAB8 4100000.000000 PA USD 4316327.640000 0.118172 Long DBT CORP US N 2 2035-01-15 Fixed 5.8 N N N N N N ATCLO-2021-17A N/A 04942FAL3 1000000.000000 PA USD 1000936.100000 0.0274036 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.38549 N N N N N N BON SECOURS MERCY HEALTH INC 5493006NA7JSVYYYF398 09778PAA3 12000000.000000 PA USD 11639232.960000 0.318658 Long DBT CORP US N 2 2030-06-01 Fixed 3.464 N N N N N N FREDDIE MAC REMICS 4638 N/A 3137BTH38 1326801.970000 PA USD 1317941.980000 0.0360826 Long ABS-MBS USGSE US N 2 2040-07-15 Floating 4.89981 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CBX1 1800000.000000 PA USD 1818804.040000 0.0497951 Long DBT CORP US N 2 2027-01-12 Fixed 4.992 N N N N N N FNMA PASS THRU POOLS N/A 3140XRGN9 999900.510000 PA USD 1034356.370000 0.0283186 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.5 N N N N N N NYO COMMERCIAL MORTGAGE TRUST 2021-1290 N/A 62955HAA5 18000000.000000 PA USD 17952805.800000 0.491511 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.36048 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAD5 1300000.000000 PA USD 1289448.600000 0.0353025 Long DBT CORP US N 2 2028-08-15 Fixed 3.695 N N N N N N FNMA PASS THRU POOLS N/A 3140X6S77 12949722.730000 PA USD 11578248.160000 0.316989 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMN9 1000000.000000 PA USD 951273.300000 0.0260439 Long DBT MUN US N 2 2027-11-01 Fixed 1.338 N N N N N N FANNIE MAE REMICS 2010-107 N/A 31398NKX1 202792.040000 PA USD 199692.930000 0.0054672 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 4.86287 N N N N N N FHLMC PASS THRU POOLS N/A 3133C5RV5 929558.810000 PA USD 784290.830000 0.0214723 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 21H0306B5 117100000.000000 PA USD 104552689.330000 2.86244 Long ABS-MBS USGSE US N 2 2055-11-20 Fixed 3 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FBA4 3450000.000000 PA USD 3498178.940000 0.095773 Long DBT CORP FR N 2 2026-07-13 Fixed 5.896 N N N N N N VIRGINIA POWER FUEL SECURITIZATION LLC 254900BELJ95ONW6U791 92808VAB8 5000000.000000 PA USD 5119262.750000 0.140155 Long DBT CORP US N 2 2033-05-01 Fixed 4.877 N N N N N N FNMA PASS THRU POOLS N/A 31418CYL2 586887.200000 PA USD 545141.970000 0.0149249 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJUR9 70105.980000 PA USD 66098.860000 0.0018097 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 3140QNHF2 298271.710000 PA USD 264716.680000 0.0072474 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133CFXB0 27108.730000 PA USD 22886.260000 0.0006266 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DKK7 2125669.350000 PA USD 2061121.020000 0.0564293 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3 N N N N N N N/A N/A 000000000 4608.000000 NC USD -274029.950000 -0.0075024 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2025-12-31 503081998.850000 USD -274029.950000 N N N FHLMC PASS THRU POOLS N/A 3132DWFL2 908761.960000 PA USD 768819.560000 0.0210487 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 2.5 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAQ6 400000.000000 PA USD 420022.380000 0.0114994 Long DBT CORP US N 2 2035-08-15 Fixed 5.537 N N N N N N TENNESSEE VALLEY AUTHORITY (TVA) 549300HE1ISW43LNKM54 880591FB3 3200000.000000 PA USD 3237264.450000 0.0886297 Long DBT USGA US N 2 2034-08-01 Fixed 4.375 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BD4 3200000.000000 PA USD 3262784.420000 0.0893284 Long DBT CORP US N 2 2035-02-15 Fixed 5.2 N N N N N N FNMA PASS THRU POOLS N/A 31410KJE5 97213.570000 PA USD 100809.900000 0.00276 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BBB5 1900000.000000 PA USD 1997945.000000 0.0546996 Long DBT NUSS MX N 2 2030-05-13 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138ENQF9 115343.290000 PA USD 118860.630000 0.0032542 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWFF5 50822117.910000 PA USD 49546587.440000 1.35648 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.5 N N N N N N NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD 2021-43A N/A 64134AAJ1 2800000.000000 PA USD 2803108.360000 0.0767434 Long ABS-CBDO CORP KY N 2 2036-07-17 Floating 5.3724 N N N N N N FREDDIE MAC 4559 N/A 3137BNCR3 1370436.120000 PA USD 1382641.360000 0.0378539 Long ABS-MBS USGSE US N 2 2042-03-15 Floating 4.95981 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412HFP3 3000000.000000 PA USD 2886239.100000 0.0790193 Long DBT MUN US N 2 2027-05-15 Fixed 1.366 N N N N N N NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 2021-45A N/A 64134MAJ5 2800000.000000 PA USD 2803294.900000 0.0767485 Long ABS-CBDO CORP KY N 2 2036-10-14 Floating 5.38027 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17 N/A 38376RXJ0 499.140000 PA USD 497.250000 0.0000136 Long ABS-MBS USGSE US N 2 2066-08-20 Floating 4.91582 N N N N N N FNMA PASS THRU POOLS N/A 31418E2D1 28480153.010000 PA USD 28789489.620000 0.788197 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133B5CB6 1103047.440000 PA USD 934553.390000 0.0255862 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMQ2 4400000.000000 PA USD 4031258.880000 0.110368 Long DBT MUN US N 2 2029-11-01 Fixed 1.69 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAU1 3250000.000000 PA USD 3322391.960000 0.0909603 Long DBT CORP US N 2 2035-06-15 Fixed 5.4 N N N N N N FNMA PASS THRU POOLS N/A 3140QPSK4 438105.900000 PA USD 413805.830000 0.0113292 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 10000000.000000 PA USD 9813170.800000 0.268664 Long DBT CORP GB N 2 2027-06-14 Floating 1.642 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 4700000.000000 PA USD 4347427.950000 0.119024 Long DBT CORP US N 2 2030-10-01 Fixed 2.782 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAK9 2000000.000000 PA USD 2138152.780000 0.0585382 Long DBT CORP US N 2 2030-11-21 Fixed 6.375 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KF3 3500000.000000 PA USD 3560292.650000 0.0974735 Long DBT CORP US N 2 2027-06-15 Fixed 5.45 N N N N N N FNMA PASS THRU POOLS N/A 3138EP2Y9 109549.040000 PA USD 113751.530000 0.0031143 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 6.356 N N N N N N OHIO EDISON COMPANY N/A 677347CJ3 1500000.000000 PA USD 1533806.580000 0.0419925 Long DBT CORP US N 2 2029-12-15 Fixed 4.95 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 83192PAD0 4825000.000000 PA USD 4984007.780000 0.136452 Long DBT CORP GB N 2 2034-03-20 Fixed 5.4 N N N N N N BANK-2020-BN29 N/A 06541TAZ2 6000000.000000 PA USD 5698023.600000 0.156 Long ABS-MBS CORP US N 2 2053-11-15 Fixed 1.805 N N N N N N PAWNEE EQUIPMENT RECEIVABLES 2022-1 N/A 70410DAC2 77626.530000 PA USD 77639.400000 0.0021256 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.17 N N N N N N COUNTY OF MIAMI DADE FLORIDA 549300QG0NBD9HULR263 59333NT37 1000000.000000 PA USD 941883.200000 0.0257868 Long DBT MUN US N 2 2028-10-01 Fixed 1.936 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 63743HFR8 8000000.000000 PA USD 8133770.640000 0.222686 Long DBT CORP US N 2 2027-05-06 Fixed 5.1 N N N N N N NBN CO LIMITED 2549007CRZ2NT7S96A24 62878U2J0 1400000.000000 PA USD 1401551.030000 0.0383716 Long DBT CORP AU N 2 2029-10-01 Fixed 4.25 N N N N N N FHLMC PASS THRU POOLS N/A 3133A73J6 110300.280000 PA USD 97865.570000 0.0026794 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140KHPF2 33043.880000 PA USD 29359.820000 0.0008038 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3 N N N N N N BENCHMARK MORTGAGE TRUST 2018-B8 N/A 08162UAW0 5700000.000000 PA USD 5632222.440000 0.154199 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 4.2317 N N N N N N FANNIE MAE REMICS 2024-104 N/A 3136BUEQ9 2345363.200000 PA USD 2348608.950000 0.0643001 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 5.40603 N N N N N N ALABAMA ECONOMIC SETTLEMENT AUTHORITY N/A 01026CAD3 3545000.000000 PA USD 3534561.040000 0.096769 Long DBT MUN US N 2 2032-09-15 Fixed 4.263 N N N N N N FHLMC PASS THRU POOLS N/A 3132DQ2K1 13665751.430000 PA USD 11527931.430000 0.315611 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 3843 N/A 3137A9HU3 165166.300000 PA USD 164401.000000 0.004501 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 5.03656 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AP8 3200000.000000 PA USD 2906091.360000 0.0795628 Long DBT CORP US N 2 2031-03-15 Fixed 2.55 N N N N N N TCW CLO AMR LTD 2019-1A N/A 87241EAQ8 2600000.000000 PA USD 2604112.000000 0.0712953 Long ABS-CBDO CORP KY N 2 2034-08-16 Floating 5.48415 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAN6 1300000.000000 PA USD 1361418.270000 0.0372728 Long DBT CORP US N 2 2028-12-15 Fixed 5.7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H03 N/A 38376RQ33 330965.690000 PA USD 331779.470000 0.0090834 Long ABS-MBS USGSE US N 2 2066-06-20 Floating 5.11582 N N N N N N FHLMC PASS THRU POOLS N/A 3133AJN90 254435.030000 PA USD 214636.970000 0.0058763 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31371M5Q6 4256.900000 PA USD 4293.850000 0.0001176 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 5.5 N N N N N N FANNIE MAE REMICS 2007-50 N/A 31396V5C8 105435.880000 PA USD 104251.710000 0.0028542 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 4.71051 N N N N N N FNMA PASS THRU POOLS N/A 31418EBS8 255131.580000 PA USD 215764.410000 0.0059072 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140MWPY6 819191.570000 PA USD 691257.600000 0.0189252 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 2.5 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KJ47 N/A 3137HAMP8 3000000.000000 PA USD 3132965.400000 0.0857742 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 3140MNA48 9110996.180000 PA USD 7712825.900000 0.211161 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 3140AJSN9 999900.410000 PA USD 1036111.630000 0.0283666 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWPK3 999900.260000 PA USD 1034226.760000 0.028315 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.5 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2025-P3 N/A 14688AAD9 11200000.000000 PA USD 11185991.040000 0.30625 Long ABS-O CORP US N 2 2031-08-11 Fixed 4.24 N N N N N N FHLMC PASS THRU POOLS N/A 31426G6S9 999900.460000 PA USD 1034404.440000 0.0283199 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.5 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BM9 5000000.000000 PA USD 5074832.050000 0.138938 Long DBT CORP US N 2 2030-03-15 Fixed 4.75 N N N N N N CHRISTUS HEALTH OQUVMAC1TV7BMO6XVW61 17108JAA1 3000000.000000 PA USD 3009623.340000 0.0823973 Long DBT CORP US N 2 2028-07-01 Fixed 4.341 N N N N N N FNMA PASS THRU POOLS N/A 3140X7TX7 128170.670000 PA USD 113681.550000 0.0031124 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST 2024-3 N/A 43813YAC6 4700000.000000 PA USD 4739053.710000 0.129746 Long ABS-O CORP US N 2 2029-03-21 Fixed 4.57 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440CG7 3000000.000000 PA USD 3099943.290000 0.0848701 Long DBT CORP US N 2 2035-04-15 Fixed 5.4 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2019-C18 N/A 90278PAY6 777900.790000 PA USD 760173.680000 0.020812 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.9872 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BN7 1200000.000000 PA USD 1214900.860000 0.0332615 Long DBT CORP US N 2 2034-08-12 Fixed 5.15 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADM4 3350000.000000 PA USD 3291430.880000 0.0901126 Long DBT CORP US N 2 2035-01-15 Fixed 4.7 N N N N N N BANK5 2025-5YR17 N/A 06211GAB2 3500000.000000 PA USD 3541973.750000 0.096972 Long ABS-MBS CORP US N 2 2058-11-15 Fixed 4.745 N N N N N N FANNIE MAE REMICS 2015-79 N/A 3136AQKY5 291057.320000 PA USD 286821.820000 0.0078526 Long ABS-MBS USGSE US N 2 2045-11-25 Floating 4.72051 N N N N N N FNMA PASS THRU POOLS N/A 3140MWMV5 376117.610000 PA USD 317575.790000 0.0086946 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 2.5 N N N N N N PARALLEL 2021-1 LTD N/A 69916HAL4 4200000.000000 PA USD 4203360.000000 0.115079 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.42755 N N N N N N NORINCHUKIN BANK LTD 5493007VSMFZCPV1NB83 656029AQ8 2900000.000000 PA USD 2948845.800000 0.0807334 Long DBT CORP JP N 2 2035-09-09 Fixed 5.359 N N N N N N FNMA PASS THRU POOLS N/A 31368HP64 3999602.280000 PA USD 4136708.810000 0.113255 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.5 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4A6 6700000.000000 PA USD 6745423.320000 0.184676 Long DBT CORP US N 2 2026-08-27 Fixed 4.86 N N N N N N EMPIRE STATE DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 650036AV8 9400000.000000 PA USD 9105871.180000 0.2493 Long DBT MUN US N 2 2027-03-15 Fixed 1.496 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BA8 3000000.000000 PA USD 3009481.650000 0.0823934 Long DBT CORP GB N 2 2026-04-05 Fixed 4.8 N N N N N N SWEPCO STORM RECOVERY FUNDING LLC N/A 870696AA9 5511330.860000 PA USD 5546607.350000 0.151855 Long DBT CORP US N 2 2041-09-01 Fixed 4.88 N N N N N N FNMA PASS THRU POOLS N/A 3140B7DR1 999900.370000 PA USD 1034469.510000 0.0283217 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.5 N N N N N N FANNIE MAE REMICS 2015-87 N/A 3136AQWE6 165976.580000 PA USD 164012.480000 0.0044903 Long ABS-MBS USGSE US N 2 2045-12-25 Floating 4.77051 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2K9 4400000.000000 PA USD 4140457.770000 0.113357 Long DBT CORP FR N 2 2031-01-13 Floating 3.052 N N N N N N JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST N/A 477143AH4 5951600.010000 PA USD 5285275.540000 0.1447 Long DBT CORP US N 2 2033-11-15 Fixed 2.75 N N N N N N FNMA PASS THRU POOLS N/A 3140B8TU5 999900.010000 PA USD 1036695.110000 0.0283826 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 6.5 N N N N N N TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC N/A 88240TAA9 8669706.600000 PA USD 8659171.090000 0.23707 Long DBT CORP US N 2 2036-08-01 Fixed 4.265 N N N N N N BANK 2019-BN19 N/A 06540WBD4 4300000.000000 PA USD 4066035.280000 0.11132 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.183 N N N N N N FANNIE MAE REMICS 2025-16 N/A 3136BU5D8 904523.120000 PA USD 908209.960000 0.0248649 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 5.50603 N N N N N N FNMA PASS THRU POOLS N/A 3140MF4U4 23014.500000 PA USD 21763.970000 0.0005959 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1 N/A 02582JJZ4 10000000.000000 PA USD 10056020.000000 0.275313 Long ABS-MBS CORP US N 2 2028-05-15 Fixed 4.87 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA N/A 78449VAC0 409747.530000 PA USD 408609.990000 0.0111869 Long ABS-O CORP US N 2 2054-09-15 Floating 5.12239 N N N N N N FHLMC PASS THRU POOLS N/A 3133BVHD0 6489044.800000 PA USD 6471387.650000 0.177173 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5 N N N N N N TEXAS DEPARTMENT OF TRANSPORTATION STATE HIGHWAY FUND N/A 88283LHT6 575000.000000 PA USD 576163.280000 0.0157742 Long DBT MUN US N 2 2026-04-01 Fixed 5.028 N N N N N N COMM MORTGAGE TRUST 2018-COR3 N/A 12595VAD9 3800000.000000 PA USD 3746450.400000 0.10257 Long ABS-MBS CORP US N 2 2051-05-10 Fixed 4.228 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629TBV8 3000000.000000 PA USD 3079706.910000 0.0843161 Long DBT CORP US N 2 2030-01-10 Fixed 4.95 N N N N N N MORGAN STANLEY CAPITAL I INC 2017-HR2 N/A 61691NAE5 700000.000000 PA USD 691341.910000 0.0189275 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.587 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMR0 2600000.000000 PA USD 2328090.180000 0.0637383 Long DBT MUN US N 2 2030-11-01 Fixed 1.74 N N N N N N FNMA PASS THRU POOLS N/A 3140QSSW2 929764.230000 PA USD 926405.140000 0.0253631 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138WAXY8 52618.970000 PA USD 53528.120000 0.0014655 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 5 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AX1 4000000.000000 PA USD 4009292.360000 0.109766 Long DBT CORP NL N 2 2027-04-01 Floating 5.16869 N N N N N N FNMA PASS THRU POOLS N/A 3140X5BM4 1547813.530000 PA USD 1523626.170000 0.0417138 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.5 N N N N N N BROOKFIELD ASSET MANAGEMENT LTD 549300CZ84WPNJZKY093 113004AA3 5750000.000000 PA USD 6026820.760000 0.165002 Long DBT CORP CA N 2 2035-04-24 Fixed 5.795 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A 38376RRG3 947208.170000 PA USD 953793.260000 0.0261129 Long ABS-MBS USGSE US N 2 2066-03-20 Floating 5.61582 N N N N N N NORTHWESTERN CORPORATION 3BPWMBHR1R9SHUN7J795 66807TAA0 2400000.000000 PA USD 2462274.220000 0.067412 Long DBT CORP US N 2 2030-03-21 Fixed 5.073 N N N N N N N/A N/A 000000000 1.000000 NC USD -2269872.020000 -0.0621445 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-05-15 0.000000 USD -139663.170000 USD 140170000.000000 USD -2130208.850000 N N N ANDREW W MELLON FOUNDATION HVIJIPOQ5TXYVD3NET54 03444RAB4 7000000.000000 PA USD 6614897.240000 0.181102 Long DBT CORP US N 2 2027-08-01 Fixed 0.947 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBL8 3650000.000000 PA USD 3684297.480000 0.100869 Long DBT CORP IE N 2 2029-09-10 Fixed 4.625 N N N N N N BBCMS MORTGAGE TRUST 2025-C32 N/A 07337AAD8 1700000.000000 PA USD 1814730.280000 0.0496836 Long ABS-MBS CORP US N 2 2062-02-15 Fixed 5.72 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659X2M3 5900000.000000 PA USD 5627152.080000 0.15406 Long DBT CORP FR N 2 2028-09-30 Floating 1.904 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 N/A 95002EAZ0 1249715.040000 PA USD 1214066.670000 0.0332387 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.651 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST 2019-C17 N/A 12597BAV1 6937624.540000 PA USD 6814091.120000 0.186556 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 2.9566 N N N N N N FNMA PASS THRU POOLS N/A 3140B6A39 999900.640000 PA USD 1038636.790000 0.0284357 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HMN26 3367035.110000 PA USD 3237126.780000 0.0886259 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N BENCHMARK MORTGAGE TRUST 2021-B31 N/A 08163MAF4 1626000.000000 PA USD 1527704.070000 0.0418254 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 2.615 N N N N N N DLLMT 2023-1 LLC N/A 232989AC7 2219610.470000 PA USD 2231175.080000 0.061085 Long ABS-O CORP US N 2 2027-03-22 Fixed 5.34 N N N N N N FNMA PASS THRU POOLS N/A 31418RRF0 71570.500000 PA USD 73335.260000 0.0020078 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5 N N N N N N NAVIENT STUDENT LOAN TRUST 2015-BA N/A 63939KAC3 1314574.760000 PA USD 1320496.520000 0.0361525 Long ABS-O CORP US N 2 2040-07-16 Floating 5.71464 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DN6 2100000.000000 PA USD 2302324.400000 0.0630329 Long DBT CORP US N 2 2031-10-30 Floating 6.489 N N N N N N FNMA PASS THRU POOLS N/A 3140XL6B9 2820412.340000 PA USD 2544183.890000 0.0696545 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971M4Q2 900000.000000 PA USD 917155.800000 0.0251098 Long DBT MUN US N 2 2027-08-01 Fixed 5.008 N N N N N N FNMA PASS THRU POOLS N/A 31418FCJ4 999900.000000 PA USD 1034305.150000 0.0283172 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.5 N N N N N N FREDDIE MAC REMICS 5050 N/A 3137F7TN5 1575436.920000 PA USD 1463194.440000 0.0400593 Long ABS-MBS USGSE US N 2 2046-01-15 Fixed 1 N N N N N N FREDDIE MAC REMICS 4936 N/A 3137FQHG1 3140776.340000 PA USD 2921693.370000 0.07999 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 2.5 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AS7 4000000.000000 PA USD 4013751.480000 0.109888 Long DBT CORP CH N 2 2027-08-05 Floating 4.703 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C8 N/A 90276VAC3 1755315.660000 PA USD 1754281.250000 0.0480286 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.903 N N N N N N WEIR GROUP INC 2138009WEPEV2V98AV65 94877DAA2 2900000.000000 PA USD 2984193.580000 0.0817011 Long DBT CORP US N 2 2030-05-06 Fixed 5.35 N N N N N N VENTURE XXVIII CLO LTD 2017-28A N/A 92331AAU8 1095097.570000 PA USD 1095687.630000 0.0299977 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 5.5771 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2022-4 N/A 02582JJX9 2500000.000000 PA USD 2500666.250000 0.0684631 Long ABS-MBS CORP US N 2 2027-10-15 Fixed 4.95 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C6 N/A 90276UAU5 2989096.740000 PA USD 2965085.030000 0.081178 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.5042 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629W4T4 2900000.000000 PA USD 2991397.210000 0.0818983 Long DBT CORP US N 2 2029-05-30 Fixed 5.15 N N N N N N FREDDIE MAC REMICS 3838 N/A 3137AA3B7 41124.440000 PA USD 40761.030000 0.001116 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 4.93656 N N N N N N PRICOA GLOBAL FUNDING I 635400IBXEBMD9ADYA79 74153WCV9 4300000.000000 PA USD 4349160.950000 0.119071 Long DBT CORP US N 2 2031-08-27 Fixed 4.65 N N N N N N SARANAC CLO LTD 2018-6A N/A 80317LAJ2 430773.620000 PA USD 431515.340000 0.011814 Long ABS-CBDO CORP JE N 2 2031-08-13 Floating 5.43942 N N N N N N UNIVERSITY OF PITTSBURGH MEDICAL CENTER (UPMC) 5493001YCBUGKVU74S74 90320WAG8 1300000.000000 PA USD 1326848.250000 0.0363264 Long DBT CORP US N 2 2033-05-15 Fixed 5.035 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4 N/A 379930AD2 1748442.080000 PA USD 1768898.150000 0.0484288 Long ABS-O CORP US N 2 2028-08-16 Fixed 5.78 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAU2 6000000.000000 PA USD 6072964.680000 0.166265 Long DBT CORP US N 2 2026-07-02 Fixed 5.75 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 5600000.000000 PA USD 5153610.220000 0.141095 Long DBT CORP US Y 2 2031-06-03 Floating 2.572 N N N N N N FHLMC PASS THRU POOLS N/A 3133KRS62 1315819.440000 PA USD 1110726.900000 0.0304094 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133CSLY5 999900.150000 PA USD 1047146.790000 0.0286687 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.5 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAG0 4000000.000000 PA USD 3960893.120000 0.108441 Long DBT CORP GB N 2 2028-11-03 Floating 3.823 N N N N N N FNMA PASS THRU POOLS N/A 3140MF2S1 36432.430000 PA USD 30834.080000 0.0008442 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.5 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAB9 2500000.000000 PA USD 2369976.830000 0.0648851 Long DBT CORP US N 2 2029-01-18 Fixed 2.7 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GER6 5500000.000000 PA USD 5358295.690000 0.146699 Long DBT CORP US N 2 2027-01-11 Fixed 1.875 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971XJD1 7000000.000000 PA USD 6895270.200000 0.188778 Long DBT MUN US N 2 2027-11-01 Fixed 2.98 N N N N N N BBCMS MORTGAGE TRUST 2024-5C31 N/A 07336YAC9 5100000.000000 PA USD 5324723.340000 0.14578 Long ABS-MBS CORP US N 2 2057-12-15 Fixed 5.609 N N N N N N FNMA PASS THRU POOLS N/A 3138EBFR1 13533.210000 PA USD 13866.960000 0.0003796 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140NX3P6 8700000.000000 PA USD 8729324.220000 0.238991 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 4.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A 38376RRJ7 7829.170000 PA USD 7861.540000 0.0002152 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 5.23582 N N N N N N HERTZ VEHICLE FINANCING III LLC 2023-4A N/A 42806MCE7 3400000.000000 PA USD 3559100.960000 0.0974409 Long ABS-O CORP US N 2 2030-03-25 Fixed 6.15 N N N N N N ROMARK CLO LTD 2017-1A N/A 77587UAL6 660496.680000 PA USD 660865.310000 0.0180931 Long ABS-CBDO CORP KY N 2 2030-10-23 Floating 5.6106 N N N N N N CGI INC 549300WSRCZY73ZG3090 12532HAK0 3000000.000000 PA USD 3054984.300000 0.0836392 Long DBT CORP CA N 2 2030-03-14 Fixed 4.95 N N N N N N KKR GROUP FINANCE CO VI LLC 549300TUJWGHJM3FSJ07 48252AAA9 1600000.000000 PA USD 1572308.340000 0.0430466 Long DBT CORP US N 2 2029-07-01 Fixed 3.75 N N N N N N FHLMC PASS THRU POOLS N/A 3133BSDF6 44636.260000 PA USD 37762.960000 0.0010339 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 2.5 N N N N N N VOYA CLO LTD 2017-1A N/A 92916MAF8 425406.080000 PA USD 425728.220000 0.0116556 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 5.53401 N N N N N N N/A N/A 000000000 1.000000 NC USD 123130.220000 0.0033711 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-02-28 0.000000 USD -34772.820000 USD 15400000.000000 USD 157903.040000 N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-2 N/A 379925AA8 6700000.000000 PA USD 6792510.920000 0.185965 Long ABS-O CORP US N 2 2037-03-11 Fixed 4.52 N N N N N N DTE ELECTRIC SECURITIZATION FUNDING II LLC N/A 23346TAA9 3932896.830000 PA USD 4128039.780000 0.113017 Long DBT CORP US N 2 2033-03-01 Fixed 5.97 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 3500000.000000 PA USD 3656790.970000 0.100116 Long DBT CORP US N 2 2030-04-22 Floating 5.581 N N N N N N FREDDIE MAC STRIPS 330 N/A 31351DDT5 2009418.020000 PA USD 1986291.430000 0.0543806 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 4.80981 N N N N N N FNMA PASS THRU POOLS N/A 31418CZJ6 3310576.800000 PA USD 3269238.460000 0.0895051 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KRLT9 1556768.830000 PA USD 1317520.220000 0.036071 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 2.5 N N N N N N ACREC 2021-FL1 LTD N/A 00500RAA3 1420008.430000 PA USD 1418985.670000 0.0388489 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 5.40032 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWL50 3999600.200000 PA USD 4135757.590000 0.113229 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.5 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 5000000.000000 PA USD 4925623.700000 0.134853 Long DBT CORP GB N 2 2030-05-22 Floating 3.973 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWHE6 6449842.350000 PA USD 6428202.350000 0.175991 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 05946KAQ4 3000000.000000 PA USD 3100450.650000 0.084884 Long DBT CORP ES N 2 2029-03-13 Fixed 5.381 N N N N N N NELNET STUDENT LOAN TRUST 2025-CA N/A 64035UAB4 5600000.000000 PA USD 5607994.000000 0.153535 Long ABS-O CORP US N 2 2065-06-22 Floating 5.72376 N N N N N N FHLMC PASS THRU POOLS N/A 31426LC93 999900.430000 PA USD 1034184.040000 0.0283138 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DQFD3 15733333.490000 PA USD 13870413.660000 0.379744 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F0626A4 7600000.000000 PA USD 7854903.540000 0.215051 Long ABS-MBS USGSE US N 2 2054-10-15 Fixed 6.5 N N N N N N PG&E RECOVERY FUNDING LLC N/A 71710TAG3 6935943.420000 PA USD 7066730.340000 0.193473 Long DBT CORP US N 2 2035-06-01 Fixed 4.838 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWPU1 999900.630000 PA USD 1034107.260000 0.0283117 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 6.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CNJ6 29900000.000000 PA USD 30059427.700000 0.822966 Long DBT UST US N 2 2032-06-30 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 31426KXH4 999900.410000 PA USD 1040978.170000 0.0284999 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.5 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4 N/A 03880RAA7 4553355.880000 PA USD 4564435.700000 0.124965 Long ABS-CBDO CORP KY N 2 2036-11-15 Floating 5.61464 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-1A LLC N/A 05377RGC2 6000000.000000 PA USD 6143236.800000 0.168189 Long ABS-O CORP US N 2 2029-04-20 Fixed 5.25 N N N N N N FANNIE MAE REMICS 2016-11 N/A 3136ARPM4 324668.280000 PA USD 321225.720000 0.0087945 Long ABS-MBS USGSE US N 2 2046-03-25 Floating 4.82051 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBP4 7500000.000000 PA USD 7173983.480000 0.196409 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04 N N N N N N TRANS-ALLEGHENY INTERSTATE LINE COMPANY N/A 893045AF1 3600000.000000 PA USD 3694684.100000 0.101153 Long DBT CORP US N 2 2031-01-15 Fixed 5 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAJ2 4400000.000000 PA USD 4246227.040000 0.116253 Long DBT MUN US N 2 2027-06-01 Fixed 2.02 N N N N N N LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES & COMMUNITY DEVELOPMENT AUTH 5493004WIZ1HV87IVF85 54627RAM2 4400000.000000 PA USD 4391471.920000 0.12023 Long DBT MUN US N 2 2033-02-01 Fixed 4.145 N N N N N N MARATHON CLO XIII LTD 2019-1A N/A 56579ABJ8 1760487.250000 PA USD 1763656.580000 0.0482853 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 5.51755 N N N N N N FNMA PASS THRU POOLS N/A 3140XLSR0 5147336.820000 PA USD 4866864.510000 0.133245 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CZ2 5000000.000000 PA USD 5166821.950000 0.141457 Long DBT CORP US N 2 2034-05-15 Fixed 5.35 N N N N N N FNMA PASS THRU POOLS N/A 31405MA64 54702.740000 PA USD 56240.050000 0.0015397 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 6.221 N N N N N N CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF2 N/A 12528YAC7 6766753.710000 PA USD 6605064.160000 0.180833 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.8165 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H03 N/A 38376RR40 2071958.630000 PA USD 2032341.120000 0.0556413 Long ABS-MBS USGSE US N 2 2067-01-20 Fixed 3 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H16 N/A 38375B4Y5 221980.350000 PA USD 222228.210000 0.0060842 Long ABS-MBS USGSE US N 2 2063-07-20 Floating 5.00582 N N N N N N FNMA PASS THRU POOLS N/A 3140MA2S2 607720.550000 PA USD 514782.130000 0.0140937 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION N/A 38122ND25 1000000.000000 PA USD 903018.400000 0.0247228 Long DBT MUN US N 2 2031-06-01 Fixed 2.787 N N N N N N ELEVATION CLO 2022-16A LTD N/A 28623YAU7 2200000.000000 PA USD 2203694.020000 0.0603326 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 5.44846 N N N N N N FNMA PASS THRU POOLS N/A 3140L8MQ0 30952.150000 PA USD 26109.990000 0.0007148 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31416JYL9 24421.630000 PA USD 25090.610000 0.0006869 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 3132Y3EW0 417782.850000 PA USD 409278.380000 0.0112052 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CLD1 131760000.000000 PA USD 133787868.090000 3.66284 Long DBT UST US N 2 2031-07-31 Fixed 4.125 N N N N N N FNMA PASS THRU POOLS N/A 3140MVS82 674005.000000 PA USD 571322.970000 0.0156417 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 3138LMSA2 6077000.000000 PA USD 5986686.180000 0.163903 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 3.29 N N N N N N FHLMC PASS THRU POOLS N/A 3133KPET1 7919805.060000 PA USD 6970340.100000 0.190834 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-2A N/A 26829GAA6 3677636.260000 PA USD 3663416.680000 0.100297 Long ABS-O CORP US N 2 2068-09-25 Floating 5.27051 N N N N N N FNMA PASS THRU POOLS N/A 31371MMM6 88.140000 PA USD 88.890000 0.0000024 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 3598073.150000 0.0985079 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2055-02-12 2991194.860000 USD 0.000000 USD 20900000.000000 USD 606878.290000 N N N FNMA PASS THRU POOLS N/A 3138EGRE6 23329.870000 PA USD 24231.050000 0.0006634 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 3140AXVY0 1999801.500000 PA USD 2076104.430000 0.0568395 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133BT5Z9 958709.780000 PA USD 809490.410000 0.0221622 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 2.5 N N N N N N BBCMS MORTGAGE TRUST 2025-C32 N/A 07337AAC0 3300000.000000 PA USD 3458333.670000 0.0946821 Long ABS-MBS CORP US N 2 2062-02-15 Fixed 5.433 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H02 N/A 38375UYN4 1920660.500000 PA USD 1930964.080000 0.0528658 Long ABS-MBS USGSE US N 2 2067-01-20 Floating 5.46582 N N N N N N FNMA PASS THRU POOLS N/A 31416TYN3 65419.720000 PA USD 67032.360000 0.0018352 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ2B5 192338.060000 PA USD 174145.850000 0.0047678 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q034 N/A 3137HLY30 6431411.220000 PA USD 6119883.630000 0.16755 Long ABS-MBS USGSE US N 2 2054-07-25 Floating 2.87247 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35 N/A 95000FAU0 2.760000 PA USD 2.750000 0.0000001 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 2.788 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST 2023-A1 N/A 17305EGW9 9600000.000000 PA USD 9618132.480000 0.263325 Long ABS-MBS CORP US N 2 2027-12-08 Fixed 5.23 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2023-C N/A 98164FAE2 900000.000000 PA USD 913012.110000 0.0249964 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.03 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849CJS1 4000000.000000 PA USD 4018342.760000 0.110014 Long DBT CORP US N 2 2028-09-12 Floating 5.20598 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMP4 5400000.000000 PA USD 5029025.940000 0.137684 Long DBT MUN US N 2 2028-11-01 Fixed 1.49 N N N N N N FNMA PASS THRU POOLS N/A 3140XGY45 366343.960000 PA USD 309033.170000 0.0084607 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 3133BH4K9 237636.580000 PA USD 200994.170000 0.0055028 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.5 N N N N N N SBNA AUTO LEASE TRUST 2023-A N/A 78436TAD8 1000000.000000 PA USD 1013125.200000 0.0277373 Long ABS-O CORP US N 2 2028-04-20 Fixed 6.52 N N N N N N COUNTY OF MARIN CA N/A 567830BU7 720000.000000 PA USD 729298.730000 0.0199667 Long DBT MUN US N 2 2026-08-01 Fixed 5.41 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ3H1 1294708.710000 PA USD 1163858.510000 0.0318641 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3142GQEK4 14465591.750000 PA USD 14387229.470000 0.393893 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2J0 1800000.000000 PA USD 1871977.900000 0.0512509 Long DBT CORP US N 2 2030-01-16 Fixed 5.875 N N N N N N FNMA PASS THRU POOLS N/A 3138WAA23 62230.550000 PA USD 63126.650000 0.0017283 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140QPSG3 47633.910000 PA USD 45060.590000 0.0012337 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N FANNIE MAE REMICS 2016-97 N/A 3136AUPW5 934059.560000 PA USD 916754.330000 0.0250989 Long ABS-MBS USGSE US N 2 2056-12-25 Floating 4.87981 N N N N N N FNMA PASS THRU POOLS N/A 3140MHH77 483156.020000 PA USD 408841.510000 0.0111932 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H04 N/A 38378U8L4 1604292.360000 PA USD 1605625.690000 0.0439587 Long ABS-MBS USGSE US N 2 2064-12-20 Floating 5.11582 N N N N N N FNMA PASS THRU POOLS N/A 3140XJYX5 1312442.390000 PA USD 1278975.310000 0.0350157 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0406B8 280200000.000000 PA USD 264049961.290000 7.22915 Long ABS-MBS USGSE US N 2 2055-11-13 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140AMHX2 999900.600000 PA USD 1039483.390000 0.0284589 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.5 N N N N N N MONTEREY PARK CITY OF N/A 61255QAG1 250000.000000 PA USD 233637.450000 0.0063965 Long DBT MUN US N 2 2028-06-01 Fixed 1.63 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4 N/A 379930AE0 5000000.000000 PA USD 5132700.000000 0.140523 Long ABS-O CORP US N 2 2029-02-16 Fixed 5.71 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-2 N/A 02582JKB5 2000000.000000 PA USD 2046487.200000 0.0560286 Long ABS-MBS CORP US N 2 2030-05-15 Fixed 4.8 N N N N N N FNMA PASS THRU POOLS N/A 3140ADPH8 999900.390000 PA USD 1039483.030000 0.0284589 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.5 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 N/A 36269KAA3 6300000.000000 PA USD 6472417.140000 0.177202 Long ABS-O CORP US N 2 2036-12-11 Fixed 4.98 N N N N N N EMPIRE DISTRICT BONDCO LLC N/A 291918AA8 8615432.400000 PA USD 8729324.110000 0.238991 Long DBT CORP US N 2 2035-01-01 Fixed 4.943 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWF81 275770.260000 PA USD 232882.720000 0.0063759 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 2.5 N N N N N N GPMT LTD 2021-FL4 N/A 36262TAA1 876305.000000 PA USD 858063.770000 0.023492 Long ABS-CBDO CORP KY N 2 2036-12-15 Floating 5.59992 N N N N N N CAIXABANK SA (AKA: LA CAIXA) 7CUNS533WID6K7DGFI87 12803RAG9 5000000.000000 PA USD 5187897.300000 0.142034 Long DBT CORP ES N 2 2030-03-15 Floating 5.673 N N N N N N BETHP-2021-1A N/A 087598AA6 5691000.000000 PA USD 5699122.540000 0.15603 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 5.70916 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CBC7 3000000.000000 PA USD 2960276.790000 0.0810463 Long DBT CORP US N 2 2026-04-15 Fixed 1.618 N N N N N N FHLMC PASS THRU POOLS N/A 3132XTQZ4 496383.750000 PA USD 449440.530000 0.0123048 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CLC3 92800000.000000 PA USD 93842187.620000 2.56921 Long DBT UST US N 2 2029-07-31 Fixed 4 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C2 N/A 46590LAT9 2900000.000000 PA USD 2867196.360000 0.078498 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 3138EN6K0 119739.250000 PA USD 121512.720000 0.0033268 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140MJ4S1 543300.500000 PA USD 460455.770000 0.0126063 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY) 9N0FWODEJVKHC2DYLO03 23338VAY2 5500000.000000 PA USD 5663715.590000 0.155061 Long DBT CORP US N 2 2035-05-15 Fixed 5.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H14 N/A 38376RCB0 1827382.120000 PA USD 1826569.300000 0.0500077 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 5.03582 N N N N N N FHLMC PASS THRU POOLS N/A 3133BH3J3 12857349.370000 PA USD 12538910.110000 0.34329 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133BJPF3 645205.520000 PA USD 546052.860000 0.0149498 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EH6E7 16441.340000 PA USD 16685.150000 0.0004568 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 5 N N N N N N BDS 2021-FL10 LTD N/A 07335YAA4 1834380.990000 PA USD 1836836.440000 0.0502888 Long ABS-CBDO CORP KY N 2 2036-12-16 Floating 5.60032 N N N N N N SBA TOWER TRUST N/A 78403DAP5 8000000.000000 PA USD 7939703.200000 0.217373 Long DBT CORP US N 2 2050-07-15 Fixed 1.884 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAS4 3200000.000000 PA USD 3252436.290000 0.089045 Long DBT CORP JP N 2 2030-07-16 Fixed 4.876 N N N N N N CARMAX AUTO OWNER TRUST 2023-4 N/A 14318XAC9 7233001.860000 PA USD 7331476.290000 0.200721 Long ABS-O CORP US N 2 2028-07-17 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3132E0SC7 3119788.320000 PA USD 3042452.570000 0.0832961 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJXR6 44713.460000 PA USD 42019.060000 0.0011504 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAE3 4200000.000000 PA USD 4361328.470000 0.119404 Long DBT CORP US N 2 2029-05-24 Fixed 5.448 N N N N N N MARS INCORPORATED 54930073HKEO6GZBSS03 571676AZ8 2700000.000000 PA USD 2763431.690000 0.0756571 Long DBT CORP US N 2 2032-03-01 Fixed 5 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 N/A 14044EAD0 4684142.770000 PA USD 4745408.080000 0.12992 Long ABS-O CORP US N 2 2028-06-15 Fixed 5.82 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2025-B N/A 83208BAA9 2252308.960000 PA USD 2280098.170000 0.0624244 Long ABS-O CORP US N 2 2053-03-17 Fixed 5.02 N N N N N N 2025-11-26 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer