Form NPORT-P PIMCO FUNDS For: Mar 31

Article Stock Quotes (1)
FREE Breaking News Alerts from StreetInsider.com!
StreetInsider.com Top Tickers, 4/18/2024
1. JBHT
2. UAL
3. SAGE
4. TSLA
5. TRV
6. PLD
7. OMC
8. IBKR
9. ITCI
10. ASML
Top News Most Read Special Reports
May 27, 2022 11:08 AM EDT
E-mail

  
    NPORT-P
    false
    
      
      
        
          0000810893
          XXXXXXXX
        
      
      
      
      
        S000009691
        C000200445
        C000064143
        C000222833
        C000026575
        C000026577
        C000026581
        C000026576
        C000026579
      
      
      
    
  
  
    
      PIMCO Funds
      811-05028
      0000810893
      5493003B5Y5GR0Y25Y76
      650 Newport Center Drive
      Newport Beach
      
      92660
      (888) 877-4626
      PIMCO Low Duration Fund
      S000009691
      MGFS63GRW2G1SZOESY83
      2022-03-31
      2022-03-31
      N
    
    
      11662802798.830000
      2712950465.640000
      8949852333.190001
      0.000000
      0.000000
      351164684.250000
      0.000000
      0.000000
      0.000000
      0.000000
      0.000000
      0.000000
      0.000000
      0.000000
      0.000000
      0.000000
      0.000000
      
        
          ZAR
          
          
        
        
          AUD
          
          
        
        
          BRL
          
          
        
        
          CAD
          
          
        
        
          ARS
          
          
        
        
          GBP
          
          
        
        
          ILS
          
          
        
        
          JPY
          
          
        
        
          PEN
          
          
        
        
          USD
          
          
        
        
          EUR
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -154.130000
        -0.0000017
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1544.000000
            USD
            118397.160000
            RUB
            2022-04-21
            -154.130000
          
        
        
          N
          N
          N
        
      
      
        ATMOS ENERGY CORPORATION
        QVLWEGTD2S8GJMO8D383
        ATMOS ENERGY CORP SR UNSECURED 03/23 VAR
        049560AV7
        
          
        
        27300000.000000
        PA
        USD
        27268143.900000
        0.3046770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Floating
          1.02286
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -66577.580000
        -0.0007439
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            5477760.000000
            ILS
            1657315.740000
            USD
            2022-08-01
            -66577.580000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -41087.340000
        -0.0004591
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            5000000.000000
            ILS
            1525809.060000
            USD
            2022-04-06
            -41087.340000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -5288.290000
        -0.0000591
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            999900.000000
            ILS
            308059.650000
            USD
            2022-04-06
            -5288.290000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -214282.400000
        -0.0023943
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            54505450.000000
            ILS
            16968261.630000
            USD
            2022-09-07
            -214282.400000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -156404.900000
        -0.0017476
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            75003750.000000
            ILS
            23419643.410000
            USD
            2022-07-06
            -156404.900000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -190428.880000
        -0.0021277
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            75570000.000000
            ILS
            23592032.970000
            USD
            2022-08-01
            -190428.880000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -337205.250000
        -0.0037677
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            75000000.000000
            ILS
            23339038.430000
            USD
            2022-10-07
            -337205.250000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -149695.750000
        -0.0016726
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            63409510.000000
            ILS
            19867624.390000
            USD
            2022-10-07
            -149695.750000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -81406.060000
        -0.0009096
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            75003750.000000
            ILS
            23563114.570000
            USD
            2022-09-07
            -81406.060000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        9207.510000
        0.0001029
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1600560.000000
            ILS
            510789.850000
            USD
            2022-04-06
            9207.510000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        8632.040000
        0.0000964
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1500525.000000
            ILS
            478865.490000
            USD
            2022-04-06
            8632.040000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        156789.810000
        0.0017519
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            18803760.000000
            ILS
            6112062.410000
            USD
            2022-12-07
            156789.810000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        21632.930000
        0.0002417
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            10203060.000000
            ILS
            3253008.130000
            USD
            2022-12-07
            21632.930000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        12713.320000
        0.0001421
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            12248225.000000
            ILS
            3890363.210000
            USD
            2022-11-30
            12713.320000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -19736.260000
        -0.0002205
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            28494300.000000
            ILS
            9018039.690000
            USD
            2023-01-04
            -19736.260000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -27646.190000
        -0.0003089
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            31493700.000000
            ILS
            9961474.590000
            USD
            2023-01-04
            -27646.190000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        3106.760000
        0.0000347
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            38592280.000000
            ILS
            12243743.650000
            USD
            2023-01-04
            3106.760000
          
        
        
          N
          N
          N
        
      
      
        ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM
        N/A
        ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A
        04965JAA1
        
          
        
        2800000.000000
        PA
        USD
        2760695.000000
        0.0308463
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          1.327
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PEN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -842778.440000
        -0.0094167
        N/A
        DFE
        
        PE
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            31850771.980000
            PEN
            7789760.320000
            USD
            2022-05-09
            -842778.440000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PEN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -1419636.220000
        -0.0158621
        N/A
        DFE
        
        PE
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            52244240.570000
            PEN
            12456900.470000
            USD
            2022-12-06
            -1419636.220000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PEN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -1742602.460000
        -0.0194707
        N/A
        DFE
        
        PE
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            123325112.700000
            PEN
            31156347.930000
            USD
            2022-10-19
            -1742602.460000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PEN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -131308.970000
        -0.0014672
        N/A
        DFE
        
        PE
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            15325696.760000
            PEN
            3974197.230000
            USD
            2022-09-06
            -131308.970000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        COLOMBIA LA SP BPS
        000000000
        
          
        
        1.000000
        NC
        USD
        -156279.020000
        -0.0017462
        N/A
        DCR
        
        US
        
        N
        
        2
        
          
            
              BNP PARIBAS
              R0MUWSFPU8MPRO8K5P83
            
            
              
                COLOMBIAN GOVT
                COLOMBIA (REP OF) GLBL UNSUBORDINATED
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2027-06-21
            0.000000
            USD
            -172616.050000
            USD
            3600000.000000
            USD
            16337.030000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        COLOMBIA LA SP BRC
        000000000
        
          
        
        1.000000
        NC
        USD
        -304843.510000
        -0.0034061
        N/A
        DCR
        
        US
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                COLOMBIAN GOVT
                COLOMBIA (REP OF) GLBL UNSUBORDINATED
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2026-12-21
            0.000000
            USD
            -447734.560000
            USD
            9200000.000000
            USD
            142891.050000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        COLOMBIA LA SP CBK
        000000000
        
          
        
        1.000000
        NC
        USD
        -304843.510000
        -0.0034061
        N/A
        DCR
        
        US
        
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            
              
                COLOMBIAN GOVT
                COLOMBIA (REP OF) GLBL UNSUBORDINATED
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2026-12-21
            0.000000
            USD
            -449693.570000
            USD
            9200000.000000
            USD
            144850.060000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        COLOMBIA LA SP MYC
        000000000
        
          
        
        1.000000
        NC
        USD
        -677209.090000
        -0.0075667
        N/A
        DCR
        
        US
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                COLOMBIAN GOVT
                COLOMBIA (REP OF) GLBL UNSUBORDINATED
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2027-06-21
            0.000000
            USD
            -881919.920000
            USD
            15600000.000000
            USD
            204710.830000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT DKK/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        1642.040000
        0.0000183
        N/A
        DFE
        
        DK
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            168647.000000
            USD
            1141126.310000
            DKK
            2022-07-01
            1642.040000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD DKK/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -1699.490000
        -0.0000190
        N/A
        DFE
        
        DK
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            1145426.810000
            DKK
            168647.000000
            USD
            2022-04-01
            -1699.490000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -115854.920000
        -0.0012945
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            47495250.000000
            ILS
            14877599.920000
            USD
            2022-10-07
            -115854.920000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -159481.140000
        -0.0017819
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            72696365.000000
            ILS
            22789543.560000
            USD
            2022-10-07
            -159481.140000
          
        
        
          N
          N
          N
        
      
      
        AVERY POINT VI CLO LTD 2015-6A
        N/A
        AVERY POINT CLO LTD AVERY 2015 6A AR2 144A
        05363LBC6
        
          
        
        4371953.340000
        PA
        USD
        4351131.910000
        0.0486168
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2027-08-05
          Floating
          1.215
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ENBRIDGE INC SNR S* ICE
        000000000
        
          
        
        1.000000
        NC
        USD
        325523.470000
        0.0036372
        N/A
        DCR
        
        US
        
        N
        
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                ENBRIDGE INC
                ENBRIDGE INC SR UNSEC
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2024-12-21
            291235.270000
            USD
            0.000000
            USD
            25000000.000000
            USD
            34288.200000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        90DAY EUR FUTR  MAR24 XCME 20240318
        000000000
        
          
        
        1387.000000
        NC
        USD
        -4549413.970000
        -0.0508323
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                N/A
                EUOD
                
                  
                
              
            
            2024-03-18
            336494868.750000
            USD
            -4549413.970000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IMM EUR FUT OPT DEC22C 98.5 EXP 12/19/2022
        000000000
        
          
        
        -15400.000000
        NC
        USD
        -2970082.500000
        -0.0331858
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Written
            
              
                
                  
                    Chicago Mercantile Exchange
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    N/A
                    N/A
                    FIN FUT EURO$ CME (WHT) 12/19/22
                    000000000
                    
                      
                    
                    0.000000
                    NC
                    USD
                    0.000000
                    0.000000
                    DIR
                    
                    US
                  
                  N/A
                  
                    
                      N/A
                      FIN FUT EURO$ CME (WHT) 12/19/22
                      
                        
                      
                    
                  
                  2022-12-20
                  N/A
                  USD
                
              
            
            N/A
            98.500000
            USD
            2022-12-19
            XXXX
            5093973.500000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IMM EUR FUT OPT DEC22P 97.5 EXP 12/19/2022
        000000000
        
          
        
        -15400.000000
        NC
        USD
        -20356798.000000
        -0.2274540
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Put
            Written
            
              
                
                  
                    Chicago Mercantile Exchange
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    N/A
                    N/A
                    FIN FUT EURO$ CME (WHT) 12/19/22
                    000000000
                    
                      
                    
                    0.000000
                    NC
                    USD
                    0.000000
                    0.000000
                    DIR
                    
                    US
                  
                  N/A
                  
                    
                      N/A
                      FIN FUT EURO$ CME (WHT) 12/19/22
                      
                        
                      
                    
                  
                  2022-12-20
                  N/A
                  USD
                
              
            
            N/A
            97.500000
            USD
            2022-12-19
            XXXX
            -10560242.000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IMM EUR FUT OPT DEC23P 96.5 EXP 12/18/2023
        000000000
        
          
        
        -674.000000
        NC
        USD
        -922894.720000
        -0.0103118
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Put
            Written
            
              
                
                  
                    Chicago Mercantile Exchange
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    N/A
                    N/A
                    FIN FUT EURO$ CME (RED) 12/18/23
                    000000000
                    
                      
                    
                    0.000000
                    NC
                    USD
                    0.000000
                    0.000000
                    DIR
                    
                    US
                  
                  N/A
                  
                    
                      N/A
                      FIN FUT EURO$ CME (RED) 12/18/23
                      
                        
                      
                    
                  
                  2023-12-19
                  N/A
                  USD
                
              
            
            N/A
            96.500000
            USD
            2023-12-18
            XXXX
            -131874.840000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -197.610000
        -0.0000022
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            2047.000000
            USD
            157541.210000
            RUB
            2022-04-21
            -197.610000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -199.960000
        -0.0000022
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            2047.000000
            USD
            157341.630000
            RUB
            2022-04-21
            -199.960000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -159.490000
        -0.0000018
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            1530.000000
            USD
            116748.180000
            RUB
            2022-04-21
            -159.490000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -159.010000
        -0.0000018
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            1530.000000
            USD
            116789.180000
            RUB
            2022-04-21
            -159.010000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -238.510000
        -0.0000027
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            2302.000000
            USD
            175779.570000
            RUB
            2022-04-21
            -238.510000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -184357.820000
        -0.0020599
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            20997883.000000
            ILS
            6395943.650000
            USD
            2022-04-06
            -184357.820000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        559622.720000
        0.0062529
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            71992800.000000
            ILS
            23317883.690000
            USD
            2022-11-02
            559622.720000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD KRW/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -3540.740000
        -0.0000396
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            292236777.000000
            KRW
            236838.000000
            USD
            2022-05-20
            -3540.740000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ZAR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -3049709.110000
        -0.0340755
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            1192424264.460000
            ZAR
            77814165.000000
            USD
            2022-06-15
            -3049709.110000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT JPY/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -4907588.290000
        -0.0548343
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            94565840.940000
            USD
            10904765382.000000
            JPY
            2022-05-18
            -4907588.290000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        28426.030000
        0.0003176
        N/A
        DFE
        
        PE
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            2635000.000000
            USD
            9821962.500000
            PEN
            2022-05-03
            28426.030000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -183933.200000
        -0.0020552
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            8574000.000000
            EUR
            9314922.210000
            USD
            2022-05-18
            -183933.200000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD GBP/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        87832.210000
        0.0009814
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            11600000.000000
            GBP
            15322565.280000
            USD
            2022-05-18
            87832.210000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD INR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -619.620000
        -0.0000069
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            3667609.500000
            INR
            47368.000000
            USD
            2022-05-20
            -619.620000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD JPY/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        15621087.800000
        0.1745402
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            39434847694.000000
            JPY
            340223949.870000
            USD
            2022-06-21
            15621087.800000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD JPY/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        15160870.900000
        0.1693980
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            38786552306.000000
            JPY
            334427373.110000
            USD
            2022-06-21
            15160870.900000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD JPY/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        23282.130000
        0.0002601
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            3531500000.000000
            JPY
            29059039.260000
            USD
            2022-05-18
            23282.130000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD JPY/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -566920.470000
        -0.0063344
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            4639300000.000000
            JPY
            37577094.280000
            USD
            2022-05-18
            -566920.470000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD JPY/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -12217.860000
        -0.0001365
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            2601900000.000000
            JPY
            21380430.160000
            USD
            2022-05-18
            -12217.860000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD RUB/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        1117.460000
        0.0000125
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            1012222.900000
            RUB
            13000.000000
            USD
            2022-04-21
            1117.460000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDX ITRAXX XOV36 5Y ICE
        000000000
        
          
        
        1.000000
        NC
        
        9740079.330000
        0.1088295
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                N/A
                ITRAXX EUROPE CROSSOVER SERIES 36
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2026-12-22
            14562708.590000
            EUR
            0.000000
            EUR
            108700000.000000
            EUR
            -4822629.260000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDX ITRAXX XOV37 5Y ICE
        000000000
        
          
        
        1.000000
        NC
        
        9947375.900000
        0.1111457
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                N/A
                ITRAXX EUROPE CROSSOVER SERIES 37
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2027-06-22
            8247298.910000
            EUR
            0.000000
            EUR
            120800000.000000
            EUR
            1700076.990000
          
        
        
          N
          N
          N
        
      
      
        BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-RLJ
        N/A
        BANC OF AMERICA MERRILL LYNCH BAMLL 2019 RLJ A 144A
        05492HAA4
        
          
        
        10500000.000000
        PA
        USD
        10450153.350000
        0.1167634
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-15
          Floating
          1.447
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANC OF AMERICA ALTERNATIVE LOAN TRUST 2003-8
        N/A
        BANC OF AMERICA ALTERNATIVE LO BOAA 2003 8 1CB1
        05948XTV3
        
          
        
        2877808.550000
        PA
        USD
        2870991.020000
        0.0320786
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -94165.590000
        -0.0010521
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            4609425.270000
            USD
            3438000.000000
            GBP
            2022-05-18
            -94165.590000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT JPY/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -139771.050000
        -0.0015617
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            2447667.700000
            USD
            280700000.000000
            JPY
            2022-05-18
            -139771.050000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT NOK/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        198359.010000
        0.0022163
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            17993355.000000
            USD
            160225000.000000
            NOK
            2022-05-18
            198359.010000
          
        
        
          N
          N
          N
        
      
      
        BANC OF AMERICA FUNDING CORP 2005-5
        N/A
        BANC OF AMERICA FUNDING CORPOR BAFC 2005 5 1A11
        05946XE58
        
          
        
        366426.300000
        PA
        USD
        371227.660000
        0.0041479
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ILS/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -70935.120000
        -0.0007926
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            39103910.000000
            ILS
            12256357.940000
            USD
            2022-09-07
            -70935.120000
          
        
        
          N
          N
          N
        
      
      
        BANC OF AMERICA FUNDING CORP 2005-C
        N/A
        BANC OF AMERICA FUNDING CORPOR BAFC 2005 C A1
        05946XUB7
        
          
        
        475842.860000
        PA
        USD
        475612.460000
        0.0053142
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-20
          Floating
          0.68857
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANC OF AMERICA FUNDING CORP 2005-D
        N/A
        BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1
        06051GDM8
        
          
        
        85119.510000
        PA
        USD
        86913.490000
        0.0009711
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Floating
          2.73084
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD BRL/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -4068133.370000
        -0.0454548
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            106000000.000000
            BRL
            18195863.020000
            USD
            2022-04-04
            -4068133.370000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD INR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -442.860000
        -0.0000049
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            3493371.640000
            INR
            45265.000000
            USD
            2022-05-20
            -442.860000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD INR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -473.020000
        -0.0000053
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            3066611.430000
            INR
            39651.040000
            USD
            2022-05-20
            -473.020000
          
        
        
          N
          N
          N
        
      
      
        BANC OF AMERICA FUNDING CORP 2006-A
        N/A
        BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1
        058927AA2
        
          
        
        294218.600000
        PA
        USD
        293286.040000
        0.0032770
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-20
          Floating
          2.60597
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT DKK/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -54396.660000
        -0.0006078
        N/A
        DFE
        
        DK
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            959695.000000
            USD
            6087316.590000
            DKK
            2022-04-01
            -54396.660000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT DKK/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        2354.370000
        0.0000263
        N/A
        DFE
        
        DK
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            467662.000000
            USD
            3149633.420000
            DKK
            2022-07-01
            2354.370000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT DKK/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        2137.060000
        0.0000239
        N/A
        DFE
        
        DK
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            275076.000000
            USD
            1857636.370000
            DKK
            2022-07-01
            2137.060000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        13495.480000
        0.0001508
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            1754258.890000
            USD
            1346000.000000
            GBP
            2022-05-18
            13495.480000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT JPY/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -47796.930000
        -0.0005341
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            1688072.610000
            USD
            199500000.000000
            JPY
            2022-05-18
            -47796.930000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD AUD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -121075.580000
        -0.0013528
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            3729047.000000
            AUD
            2669371.170000
            USD
            2022-04-04
            -121075.580000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD DKK/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -2496.850000
        -0.0000279
        N/A
        DFE
        
        DK
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            3161395.120000
            DKK
            467662.000000
            USD
            2022-04-01
            -2496.850000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD DKK/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -2229.540000
        -0.0000249
        N/A
        DFE
        
        DK
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            1864630.170000
            DKK
            275076.000000
            USD
            2022-04-01
            -2229.540000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOUTH AFRICA EM SP BOA
        000000000
        
          
        
        1.000000
        NC
        USD
        -1543843.130000
        -0.0172499
        N/A
        DCR
        
        US
        
        N
        
        2
        
          
            
              BANK OF AMERICA CORPORATION
              9DJT3UXIJIZJI4WXO774
            
            
              
                SOUTH AFRICA GOVT
                REPUBLIC OF SOUTH AFRICA
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2026-12-21
            0.000000
            USD
            -1834229.330000
            USD
            38000000.000000
            USD
            290386.200000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOUTH AFRICA EM SP CBK
        000000000
        
          
        
        1.000000
        NC
        USD
        -373772.550000
        -0.0041763
        N/A
        DCR
        
        US
        
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            
              
                SOUTH AFRICA GOVT
                REPUBLIC OF SOUTH AFRICA
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2026-12-21
            0.000000
            USD
            -444000.750000
            USD
            9200000.000000
            USD
            70228.200000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOUTH AFRICA EM SP MYC
        000000000
        
          
        
        1.000000
        NC
        USD
        -1901364.710000
        -0.0212446
        N/A
        DCR
        
        US
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                SOUTH AFRICA GOVT
                REPUBLIC OF SOUTH AFRICA
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2026-12-21
            0.000000
            USD
            -2246700.980000
            USD
            46800000.000000
            USD
            345336.270000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -226.360000
        -0.0000025
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            2175.000000
            USD
            165996.000000
            RUB
            2022-04-21
            -226.360000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD INR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -797.570000
        -0.0000089
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            3692292.250000
            INR
            47513.000000
            USD
            2022-05-20
            -797.570000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD INR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -160.260000
        -0.0000018
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            1441074.160000
            INR
            18695.000000
            USD
            2022-05-20
            -160.260000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD JPY/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        223906.330000
        0.0025018
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            561831156.000000
            JPY
            4847082.560000
            USD
            2022-06-13
            223906.330000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U130O3 PIMCO SWAPTION 2.15 PUT USD 20220613
        000000000
        
          
        
        -150400000.000000
        NC
        USD
        -2091357.120000
        -0.0233675
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Written
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    N/A
                    N/A
                    OIS USD R SOFR/2.15 06/15/22 LCH
                    000000000
                    
                      
                    
                    0.000000
                    NC
                    USD
                    0.000000
                    0.000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      OIS USD R SOFR/2.15 06/15/22 LCH
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2027-06-15
                  0.000000
                  USD
                  0.000000
                  USD
                  N/A
                  USD
                
              
            
            N/A
            2.150000
            USD
            2022-06-13
            XXXX
            -1519837.120000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U131O2 PIMCO SWAPTION 1.45 CALL USD 2022061
        000000000
        
          
        
        -150400000.000000
        NC
        USD
        -115401.920000
        -0.0012894
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Written
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    N/A
                    N/A
                    OIS USD R SOFR/1.45 06/15/22 LCH
                    000000000
                    
                      
                    
                    0.000000
                    NC
                    USD
                    0.000000
                    0.000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      OIS USD R SOFR/1.45 06/15/22 LCH
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2027-06-15
                  0.000000
                  USD
                  0.000000
                  USD
                  N/A
                  USD
                
              
            
            N/A
            1.450000
            USD
            2022-06-13
            XXXX
            456118.080000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U132O1 PIMCO SWAPTION 1.5 CALL USD 20220613
        000000000
        
          
        
        -150400000.000000
        NC
        USD
        -29628.800000
        -0.0003311
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Call
            Written
            
              
                
                  
                    Goldman Sachs Bank USA
                    KD3XUN7C6T14HNAYLU02
                  
                  
                    N/A
                    N/A
                    OIS USD R SOFR/1.5 06/15/22 LCH
                    000000000
                    
                      
                    
                    0.000000
                    NC
                    USD
                    0.000000
                    0.000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      OIS USD R SOFR/1.5 06/15/22 LCH
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2024-06-15
                  0.000000
                  USD
                  0.000000
                  USD
                  N/A
                  USD
                
              
            
            N/A
            1.500000
            USD
            2022-06-13
            XXXX
            241091.200000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U133O0 PIMCO SWAPTION 2.2 PUT USD 20220613
        000000000
        
          
        
        -150400000.000000
        NC
        USD
        -1116629.760000
        -0.0124765
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Put
            Written
            
              
                
                  
                    Goldman Sachs Bank USA
                    KD3XUN7C6T14HNAYLU02
                  
                  
                    N/A
                    N/A
                    OIS USD R SOFR/2.2 06/15/22 LCH
                    000000000
                    
                      
                    
                    0.000000
                    NC
                    USD
                    0.000000
                    0.000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      OIS USD R SOFR/2.2 06/15/22 LCH
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2024-06-15
                  0.000000
                  USD
                  0.000000
                  USD
                  N/A
                  USD
                
              
            
            N/A
            2.200000
            USD
            2022-06-13
            XXXX
            -845909.760000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U743Z7 PIMCO SWAPTION 1.27 PUT USD 20221102
        000000000
        
          
        
        -766900000.000000
        NC
        USD
        -12648865.150000
        -0.1413304
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Put
            Written
            
              
                
                  
                    Goldman Sachs Bank USA
                    KD3XUN7C6T14HNAYLU02
                  
                  
                    N/A
                    N/A
                    IRS USD R 1.27000 11/04/22-1Y (RED) LCH
                    000000000
                    
                      
                    
                    0.000000
                    NC
                    USD
                    0.000000
                    0.000000
                    DIR
                    
                    US
                  
                  
                    
                      IRS USD R 1.27000 11/04/22-1Y (RED) LCH
                      N/A
                      N/A
                    
                  
                  
                  
                    
                      
                    
                  
                  2023-11-04
                  0.000000
                  USD
                  0.000000
                  USD
                  N/A
                  USD
                
              
            
            N/A
            1.270000
            USD
            2022-11-02
            XXXX
            -11121065.150000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U744Z6 PIMCO SWAPTION 0.87 CALL USD 2022110
        000000000
        
          
        
        -766900000.000000
        NC
        USD
        -29142.200000
        -0.0003256
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            Call
            Written
            
              
                
                  
                    Goldman Sachs Bank USA
                    KD3XUN7C6T14HNAYLU02
                  
                  
                    N/A
                    N/A
                    IRS USD R 0.87000 11/04/22-1Y (RED) LCH
                    000000000
                    
                      
                    
                    0.000000
                    NC
                    USD
                    0.000000
                    0.000000
                    DIR
                    
                    US
                  
                  
                    
                      IRS USD R 0.87000 11/04/22-1Y (RED) LCH
                      N/A
                      N/A
                    
                  
                  
                    
                      
                    
                  
                  
                  2023-11-04
                  0.000000
                  USD
                  0.000000
                  USD
                  N/A
                  USD
                
              
            
            N/A
            0.870000
            USD
            2022-11-02
            XXXX
            1498657.800000
          
        
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)
        K8MS7FD7N5Z2WQ51AZ71
        BANCO BILBAO VIZCAYA ARG SR UNSECURED 09/23 0.875
        05946KAH4
        
          
        
        20600000.000000
        PA
        USD
        20024703.590000
        0.2237434
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-09-18
          Fixed
          0.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER SA SR UNSECURED 03/25 3.496
        05964HAP0
        
          
        
        23000000.000000
        PA
        USD
        23024621.040000
        0.2572626
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-03-24
          Fixed
          3.496
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS JPY 0.00000 04/07/21-1Y (WHT) LCH
        000000000
        
          
        
        1.000000
        NC
        
        -931.510000
        -0.0000104
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                JPY-LIBOR-BBA-Bloomberg 6M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2022-04-07
            0.000000
            JPY
            0.000000
            JPY
            485000000.000000
            JPY
            -931.510000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP SR UNSECURED 02/25 VAR
        06051GKG3
        
          
        
        46500000.000000
        PA
        USD
        45485700.620000
        0.5082285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-04
          Floating
          1.843
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP SR UNSECURED 04/23 VAR
        06051GGK9
        
          
        
        11550000.000000
        PA
        USD
        11553608.340000
        0.1290927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-24
          Floating
          2.881
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP SR UNSECURED 05/24 VAR
        06051GJC4
        
          
        
        25300000.000000
        PA
        USD
        24944600.270000
        0.2787152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-19
          Floating
          1.486
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP SR UNSECURED 10/24 VAR
        06051GJH3
        
          
        
        4600000.000000
        PA
        USD
        4452917.120000
        0.0497541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-24
          Floating
          0.81
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP SR UNSECURED REGS 09/26 VAR
        ACI20HJH6
        
          
        
        14100000.000000
        PA
        
        15687015.280000
        0.1752768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-22
          Floating
          0.513
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS GBP SONIO/0.50000 09/16/20-10Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        3659455.320000
        0.0408884
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                SONIA O/N Deposit Rates Swap
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2030-09-16
            378145.380000
            GBP
            0.000000
            GBP
            30500000.000000
            GBP
            3281309.940000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS GBP SONIO/0.75000 09/21/22-30Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        5166679.050000
        0.0577292
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                SONIA O/N Deposit Rates Swap
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2052-09-23
            5066922.890000
            GBP
            0.000000
            GBP
            23900000.000000
            GBP
            99756.160000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS GBP SONIO/0.80000 03/10/22-10Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        -2523101.570000
        -0.0281915
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                SONIA O/N Deposit Rates Swap
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2032-03-10
            0.000000
            GBP
            -668784.050000
            GBP
            24850000.000000
            GBP
            -1854317.520000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS GBP SONIO/0.80000 03/11/22-10Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        -2523906.350000
        -0.0282005
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                SONIA O/N Deposit Rates Swap
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2032-03-11
            0.000000
            GBP
            0.000000
            GBP
            24850000.000000
            GBP
            -2523906.350000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS GBP SONIO/0.90000 03/10/22-30Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        1560493.200000
        0.0174360
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                SONIA O/N Deposit Rates Swap
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2052-03-11
            686707.450000
            GBP
            0.000000
            GBP
            9200000.000000
            GBP
            873785.750000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS GBP SONIO/0.90000 03/11/22-30Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        1561109.000000
        0.0174428
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                SONIA O/N Deposit Rates Swap
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2052-03-11
            0.000000
            GBP
            0.000000
            GBP
            9200000.000000
            GBP
            1561109.000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS JPY MUT+5.89/0.00000 04/07/21-1Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        -606.860000
        -0.0000068
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                BOJ Overnight Call Rate TONAR
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-04-07
            0.000000
            JPY
            0.000000
            JPY
            485000000.000000
            JPY
            -606.860000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA MTGE SEC 2003-D
        N/A
        BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A4
        05948XBV2
        
          
        
        5259.250000
        PA
        USD
        5500.810000
        0.0000615
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-05-25
          Floating
          3.67501
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS JPY MUT+5.89/0.30000 03/18/19-7Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        -32452.310000
        -0.0003626
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                BOJ Overnight Call Rate TONAR
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-03-18
            0.000000
            JPY
            -37307.490000
            JPY
            650000000.000000
            JPY
            4855.180000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS JPY MUT+5.89/0.3500 03/17/21-30Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        1149322.980000
        0.0128418
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                BOJ Overnight Call Rate TONAR
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-03-17
            624684.630000
            JPY
            0.000000
            JPY
            1135000000.000000
            JPY
            524638.350000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS JPY MUT+5.89/0.5375 03/15/21-30Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        821344.720000
        0.0091772
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                BOJ Overnight Call Rate TONAR
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-03-15
            0.000000
            JPY
            -29279.970000
            JPY
            1369000000.000000
            JPY
            850624.690000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS JPY MUT+5.89/0.557* 03/17/21-30Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        1720037.980000
        0.0192186
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                BOJ Overnight Call Rate TONAR
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-03-17
            2391.870000
            JPY
            0.000000
            JPY
            3082000000.000000
            JPY
            1717646.110000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS JPY MUT+5.89/0.5650 03/19/21-30Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        641499.370000
        0.0071677
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                BOJ Overnight Call Rate TONAR
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-03-20
            992.510000
            JPY
            0.000000
            JPY
            1186000000.000000
            JPY
            640506.860000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS JPY MUT+5.89/0.570* 03/19/21-30Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        579427.000000
        0.0064742
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                BOJ Overnight Call Rate TONAR
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-03-20
            916.350000
            JPY
            0.000000
            JPY
            1095000000.000000
            JPY
            578510.650000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS JPY MUT+5.89/0.5720 04/07/21-30Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        246274.590000
        0.0027517
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                BOJ Overnight Call Rate TONAR
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2051-04-07
            379.080000
            JPY
            0.000000
            JPY
            485000000.000000
            JPY
            245895.510000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS JPY MUT+5.89/0.7500 03/20/19-19Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        -1279160.160000
        -0.0142925
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                BOJ Overnight Call Rate TONAR
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2038-03-22
            0.000000
            JPY
            -123035.030000
            JPY
            4960000000.000000
            JPY
            -1156125.130000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS JPY MUTKCALM/0.00000 03/17/21-3Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        -291031.420000
        -0.0032518
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                BOJ Overnight Call Rate TONAR
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-03-18
            724640.050000
            JPY
            0.000000
            JPY
            49140000000.000000
            JPY
            -1015671.470000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS JPY MUTKCALM/0.2000 12/15/21-20Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        1023977.630000
        0.0114413
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                BOJ Overnight Call Rate TONAR
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2041-12-16
            958551.790000
            JPY
            0.000000
            JPY
            1690000000.000000
            JPY
            65425.840000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS JPY MUTKCALM/0.8000 06/15/22-30Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        -79471.900000
        -0.0008880
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                BOJ Overnight Call Rate TONAR
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2052-06-17
            421307.910000
            JPY
            0.000000
            JPY
            1350000000.000000
            JPY
            -500779.810000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA MTGE SEC 2005-H
        N/A
        BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 H 2A5
        05949CGA8
        
          
        
        1315895.210000
        PA
        USD
        1278085.720000
        0.0142805
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Floating
          2.77124
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS USD SOFR/1.40000 12/07/23-1Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        -17175708.160000
        -0.1919105
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                USD-SOFR-COMPOUND
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-12-09
            583440.450000
            USD
            0.000000
            USD
            1398400000.000000
            USD
            -17759148.610000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ZCS BRL 11.212 01/05/22-01/02/25 CME
        000000000
        
          
        
        1.000000
        NC
        
        -212619.190000
        -0.0023757
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                Brazil Cetip DI Interbank Deposit Rate
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.000000
            BRL
            0.000000
            BRL
            654700000.000000
            BRL
            -212619.190000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA MTGE SECURITIES 2005-A
        N/A
        BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 A 2A2
        05949AH94
        
          
        
        66489.770000
        PA
        USD
        68325.100000
        0.0007634
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Floating
          2.55565
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT CAD/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -10488.750000
        -0.0001172
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            11846685.000000
            USD
            14797101.900000
            CAD
            2022-04-04
            -10488.750000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD AUD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -695990.420000
        -0.0077766
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            22703062.000000
            AUD
            16292716.230000
            USD
            2022-04-04
            -695990.420000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD CAD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -168400.350000
        -0.0018816
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            14819018.530000
            CAD
            11685327.000000
            USD
            2022-04-04
            -168400.350000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD CAD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        10436.450000
        0.0001166
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            14799344.480000
            CAD
            11846685.000000
            USD
            2022-05-03
            10436.450000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT AUD/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -33502.420000
        -0.0003743
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            8207646.930000
            USD
            10919855.000000
            AUD
            2022-05-03
            -33502.420000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT NOK/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        371317.690000
        0.0041489
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            34167249.440000
            USD
            304201237.770000
            NOK
            2022-05-18
            371317.690000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        BARCLAYS BANK PLC SUBORDINATED 11/22 7.625
        06740L8C2
        
          
        
        1683000.000000
        PA
        USD
        1725646.920000
        0.0192813
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-11-21
          Fixed
          7.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD AUD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        33859.900000
        0.0003783
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            10919855.000000
            AUD
            8205189.970000
            USD
            2022-04-04
            33859.900000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD JPY/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        2318348.100000
        0.0259038
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            5788168844.000000
            JPY
            49947825.930000
            USD
            2022-06-13
            2318348.100000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ZAR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -1839842.490000
        -0.0205572
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            503051000.000000
            ZAR
            32274401.870000
            USD
            2022-06-15
            -1839842.490000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC/ NEW YORK BRANCH
        G5GSEF7VJP5I7OUK5573
        BARCLAYS BANK PLC
        000000000
        
          
        
        23000000.000000
        PA
        USD
        23011905.260000
        0.2571205
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-21
          Fixed
          1.13
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LONG GILT FUTURE  JUN22 IFLL 20220628
        000000000
        
          
        
        -582.000000
        NC
        
        1013715.260000
        0.0113266
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            Short
            
              
                N/A
                UNITED KINGDOM GOVT
                
                  
                
              
            
            2022-06-28
            -92685677.800000
            GBP
            1013715.260000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 10YR NOTE (CBT)JUN22 XCBT 20220621
        000000000
        
          
        
        -4023.000000
        NC
        USD
        15520669.640000
        0.1734182
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                N/A
                UNITED STATES GOVT
                
                  
                
              
            
            2022-06-21
            -493791822.320000
            USD
            15520669.640000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 2YR NOTE (CBT) JUN22 XCBT 20220630
        000000000
        
          
        
        9846.000000
        NC
        USD
        -27040898.190000
        -0.3021379
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                N/A
                UNITED STATES GOVT
                
                  
                
              
            
            2022-06-30
            2085313562.930000
            USD
            -27040898.190000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 5YR NOTE (CBT) JUN22 XCBT 20220630
        000000000
        
          
        
        -693.000000
        NC
        USD
        -296204.820000
        -0.0033096
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                N/A
                UNITED STATES GOVT
                
                  
                
              
            
            2022-06-30
            -79383691.230000
            USD
            -296204.820000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US LONG BOND(CBT) JUN22 XCBT 20220621
        000000000
        
          
        
        -666.000000
        NC
        USD
        3014251.400000
        0.0336793
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                N/A
                UNITED STATES GOVT
                
                  
                
              
            
            2022-06-21
            -99993656.250000
            USD
            3014251.400000
          
        
        
          N
          N
          N
        
      
      
        BARRY CALLEBAUT SERVICES NV
        213800R1F1EJYM4ICO85
        BARRY CALLEBAUT SVCS NV COMPANY GUAR 144A 06/23 5.5
        B0R9M3AC3
        
          
        
        2600000.000000
        PA
        USD
        2665566.250000
        0.0297834
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2023-06-15
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYER US FINANCE II LLC
        529900XWNEXYNJ3X6T40
        BAYER US FINANCE II LLC COMPANY GUAR 144A 12/23 VAR
        07274NAG8
        
          
        
        3800000.000000
        PA
        USD
        3818801.070000
        0.0426689
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-15
          Floating
          1.836
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS 2019-FL4 LTD
        N/A
        BDS LTD BDS 2019 FL4 A 144A
        05492KAA7
        
          
        
        7548431.110000
        PA
        USD
        7527056.970000
        0.0841026
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-08-15
          Floating
          1.54143
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS 2021-FL10 LTD
        N/A
        BDS LTD BDS 2021 FL10 A 144A
        07335YAA4
        
          
        
        23000000.000000
        PA
        USD
        22773353.400000
        0.2544551
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-12-16
          Floating
          1.81757
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS  STRUC PROD INC 2007-R6
        N/A
        BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1
        07402FAA3
        
          
        
        2319975.630000
        PA
        USD
        1998517.950000
        0.0223302
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-26
          Floating
          2.72768
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ADJ RATE MTGE TR 2003-6
        N/A
        BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 1A2
        07384MWX6
        
          
        
        47251.440000
        PA
        USD
        48375.960000
        0.0005405
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          3.32297
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ADJ RATE MTGE TR 2003-6
        N/A
        BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 2A1
        07384MXB3
        
          
        
        212977.310000
        PA
        USD
        211437.510000
        0.0023625
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          2.39622
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ADJ RATE MTGE TR 2005-6
        N/A
        BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 6 1A1
        07387ADG7
        
          
        
        775514.170000
        PA
        USD
        693353.790000
        0.0077471
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Floating
          2.42339
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ADJ RATE MTGE TR 2006-4
        N/A
        BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 4 1A1
        073882AA0
        
          
        
        202443.090000
        PA
        USD
        196086.320000
        0.0021909
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-25
          Floating
          2.96239
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ADJUST RT MTGE TR 2000-
        N/A
        BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1
        07384MAA0
        
          
        
        8869.160000
        PA
        USD
        8756.570000
        0.0000978
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-11-25
          Floating
          2.77891
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8
        N/A
        BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1
        07384MZS4
        
          
        
        5293.870000
        PA
        USD
        5220.020000
        0.0000583
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Floating
          2.08981
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10
        N/A
        BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1
        07384M4E9
        
          
        
        271178.850000
        PA
        USD
        273944.030000
        0.0030609
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Floating
          2.7105
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10
        N/A
        BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 22A1
        07384M4J8
        
          
        
        1272.400000
        PA
        USD
        1289.030000
        0.0000144
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Floating
          4.56416
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4
        N/A
        BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 4 3A1
        07387ABR5
        
          
        
        5349439.530000
        PA
        USD
        5245822.490000
        0.0586135
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Floating
          2.82843
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ALT-A TR 2005-3
        N/A
        BEAR STEARNS ALT A TRUST BALTA 2005 3 4A3
        07386HSN2
        
          
        
        1835979.110000
        PA
        USD
        1855160.500000
        0.0207284
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-04-25
          Floating
          2.48303
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ALT-A TRUST 2004-9
        N/A
        BEAR STEARNS ALT A TRUST BALTA 2004 9 6A1
        07386HLE9
        
          
        
        172927.070000
        PA
        USD
        188762.810000
        0.0021091
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Floating
          3.35249
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ALT-A TRUST 2005-4
        N/A
        BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1
        07386HSY8
        
          
        
        299264.480000
        PA
        USD
        297745.110000
        0.0033268
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Floating
          2.62686
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ALT-A TRUST 2005-4
        N/A
        BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2
        07386HSZ5
        
          
        
        28961.080000
        PA
        USD
        28864.160000
        0.0003225
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Floating
          2.62686
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ALT-A TRUST 2005-7
        N/A
        BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1
        07386HVS7
        
          
        
        1110727.260000
        PA
        USD
        820387.260000
        0.0091665
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Floating
          2.87412
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ARM 2003-1
        N/A
        BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1
        07384MTN2
        
          
        
        167014.650000
        PA
        USD
        175362.010000
        0.0019594
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-04-25
          Floating
          2.51168
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ARM TRUST 2002-11
        N/A
        BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1
        07384MSH6
        
          
        
        27601.110000
        PA
        USD
        28280.230000
        0.0003160
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-02-25
          Floating
          2.49998
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ARM TRUST 2002-11
        N/A
        BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2
        07384MSJ2
        
          
        
        60000.240000
        PA
        USD
        54950.760000
        0.0006140
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-02-25
          Floating
          2.83814
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1
        N/A
        BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1
        07384YGX8
        
          
        
        234195.650000
        PA
        USD
        229854.080000
        0.0025682
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-11-25
          Floating
          1.45657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-2
        N/A
        BEAR STEARNS ASSET BACKED SECU BSABS 2003 2 M1
        07384YJU1
        
          
        
        1286978.140000
        PA
        USD
        1285762.720000
        0.0143663
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-03-25
          Floating
          2.25657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7
        N/A
        BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 1A1
        07387VAA7
        
          
        
        1217248.730000
        PA
        USD
        1215999.950000
        0.0135868
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-25
          Floating
          1.45657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENEFIT STREET PARTNERS CLO XII LTD 2017-12A
        N/A
        BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A
        08179HAE0
        
          
        
        25400000.000000
        PA
        USD
        25187061.640000
        0.2814243
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2030-10-15
          Floating
          1.19129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENEFIT STREET PARTNERS CLO XIX LTD 2019-19A
        N/A
        BENEFIT STREET PARTNERS CLO LT BSP 2019 19A A 144A
        08182RAA1
        
          
        
        15900000.000000
        PA
        USD
        15836067.690000
        0.1769422
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2033-01-15
          Floating
          1.59129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        BERRY GLOBAL INC SR SECURED 01/26 1.57
        08576PAH4
        
          
        
        1900000.000000
        PA
        USD
        1772462.990000
        0.0198044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.57
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACK DIAMOND CLO 2017-2 DAC
        N/A
        BLACK DIAMOND CLO BLACK 2017 2A A1 144A
        ACI1XBRF0
        
          
        
        4918000.000000
        PA
        
        5424137.060000
        0.0606059
        Long
        ABS-CBDO
        CORP
        IE
        
        N
        
        2
        
          2032-01-20
          Floating
          0.86
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW FINANCE NV
        5299006ZHG3IXU0PNJ56
        BMW FINANCE NV COMPANY GUAR 144A 08/22 2.25
        05600LAA4
        
          
        
        28900000.000000
        PA
        USD
        28967992.160000
        0.3236701
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-08-12
          Fixed
          2.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US CAPITAL LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US CAPITAL LLC COMPANY GUAR 144A 04/23 3.45
        05565EAW5
        
          
        
        1000000.000000
        PA
        USD
        1013890.000000
        0.0113286
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-12
          Fixed
          3.45
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US CAPITAL LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US CAPITAL LLC COMPANY GUAR 144A 04/24 0.8
        05565EBQ7
        
          
        
        2700000.000000
        PA
        USD
        2590511.680000
        0.0289447
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-01
          Fixed
          0.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNPAM-2018-1A
        N/A
        BNPP IP EURO CLO BNPAM 2018 1A AR 144A
        ACI1W1J88
        
          
        
        300000.000000
        PA
        
        329071.860000
        0.0036768
        Long
        ABS-CBDO
        CORP
        IE
        
        N
        
        2
        
          2031-04-15
          Floating
          0.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO/THE
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO SR UNSECURED 02/23 1.167
        097023DD4
        
          
        
        27600000.000000
        PA
        USD
        27392353.060000
        0.3060649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-04
          Fixed
          1.167
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO/THE
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO SR UNSECURED 02/24 1.95
        097023CZ6
        
          
        
        22500000.000000
        PA
        USD
        22012236.230000
        0.2459508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          1.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON PROPERTIES LP
        BVHHEFJI6SHNOKQT2572
        BOSTON PROPERTIES LP SR UNSECURED 10/26 2.75
        10112RAY0
        
          
        
        3000000.000000
        PA
        USD
        2924550.840000
        0.0326771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          2.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA SR UNSECURED 144A 09/23 4
        05583JAF9
        
          
        
        350000.000000
        PA
        USD
        355070.100000
        0.0039673
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-09-12
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC SR UNSECURED 144A 04/34 3.469
        11135FBL4
        
          
        
        5400000.000000
        PA
        USD
        5012396.530000
        0.0560054
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-04-15
          Fixed
          3.469
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC SR UNSECURED 144A 11/35 3.137
        11135FBP5
        
          
        
        5004000.000000
        PA
        USD
        4418963.140000
        0.0493747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          3.137
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD US HOLDINGS INC
        N/A
        BROOKFIELD US HLDGS INC
        11289RD48
        
          
        
        38650000.000000
        PA
        USD
        38648321.040000
        0.4318319
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-04-04
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPDF 2021-FL1 LTD
        N/A
        BSPDF 2021 FL1 ISSUER LTD BSPDF 2021 FL1 A 144A
        055731AA1
        
          
        
        10000000.000000
        PA
        USD
        9935365.000000
        0.1110115
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-10-15
          Floating
          1.59657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019-ATL
        N/A
        BX TRUST BX 2019 ATL A 144A
        056058AA8
        
          
        
        10100000.000000
        PA
        USD
        9996095.240000
        0.1116901
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.4836
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMDEN PROPERTY TRUST
        5493002MYX22OHYJBD89
        CAMDEN PROPERTY TRUST SR UNSECURED 09/24 3.5
        133131AV4
        
          
        
        200000.000000
        PA
        USD
        200906.050000
        0.0022448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)
        2IGI19DL77OX0HC3ZE78
        CANADIAN IMPERIAL BANK SR UNSECURED 04/25 3.3
        13607HR46
        
          
        
        21400000.000000
        PA
        USD
        21390259.580000
        0.2390013
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-04-07
          Fixed
          3.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPE LOOKOUT RE LTD
        N/A
        CAPE LOOKOUT RE LTD UNSECURED 144A 03/29 VAR
        13947LAD4
        
          
        
        7700000.000000
        PA
        USD
        7728105.000000
        0.0863490
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2029-03-28
          Floating
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CORPORATION
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CO SR UNSECURED 03/26 VAR
        14040HCM5
        
          
        
        27200000.000000
        PA
        USD
        26644200.640000
        0.2977055
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-03
          Floating
          2.636
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLYLE EURO CLO 2019-2 DAC 19-2A
        N/A
        CARLYLE EURO CLO CGMSE 2019 2A A1R 144A
        ACI1ZPM05
        
          
        
        8900000.000000
        PA
        
        9760177.020000
        0.1090541
        Long
        ABS-CBDO
        CORP
        IE
        
        N
        
        2
        
          2032-08-15
          Floating
          0.89
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A
        N/A
        CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A
        ACI1XGH29
        
          
        
        250000.000000
        PA
        
        274158.130000
        0.0030633
        Long
        ABS-CBDO
        CORP
        IE
        
        N
        
        2
        
          2031-11-15
          Floating
          0.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLYLE US CLO LTD 2017-1A
        N/A
        CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A
        14314BAL1
        
          
        
        19700000.010000
        PA
        USD
        19571950.010000
        0.2186846
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-04-20
          Floating
          1.254
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA AUTO RECEIVABLES TRUST 2022-P1
        N/A
        CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P1 A2
        14688DAB7
        
          
        
        22000000.000000
        PA
        USD
        21956365.200000
        0.2453266
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-05-12
          Fixed
          2.57
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATAMARAN CLO LTD 2014-1A
        N/A
        CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A
        14889DAJ7
        
          
        
        6267847.380000
        PA
        USD
        6242562.570000
        0.0697505
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2030-04-22
          Floating
          1.35886
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY RESOURCES CORP
        2JADVB0458J06WCD4N56
        CENTERPOINT ENERGY RES SR UNSECURED 03/23 VAR
        15189WAN0
        
          
        
        9660000.000000
        PA
        USD
        9632265.370000
        0.1076249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-02
          Floating
          1.00429
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTEX HOME EQUITY 2004-D
        N/A
        CENTEX HOME EQUITY CXHE 2004 D MV1
        152314LQ1
        
          
        
        1235160.530000
        PA
        USD
        1212709.260000
        0.0135500
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Floating
          1.38657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMM OPT LLC/CAP SR SECURED 07/22 4.464
        161175BB9
        
          
        
        27700000.000000
        PA
        USD
        27803548.690000
        0.3106593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-23
          Fixed
          4.464
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE CORPUS CHRISTI HOLDINGS LLC
        549300I7CIEWU1BBLQ53
        CHENIERE CORP CHRISTI HD SR SECURED 06/24 7
        16412XAD7
        
          
        
        3900000.000000
        PA
        USD
        4151636.970000
        0.0463878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-30
          Fixed
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVY CHASE MTGE FUNDING CORP 2004-1A
        N/A
        CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A
        16678RAS6
        
          
        
        172030.130000
        PA
        USD
        171900.730000
        0.0019207
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Floating
          0.73657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC FUNDING LTD 2017-4A
        N/A
        CIFC FUNDING LTD CIFC 2017 4A A1R 144A
        12551JAL0
        
          
        
        21000000.000000
        PA
        USD
        20880599.880000
        0.2333066
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2030-10-24
          Floating
          1.20886
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORPORATION
        549300VIWYMSIGT1U456
        CIGNA CORP COMPANY GUAR 07/23 VAR
        125523AC4
        
          
        
        2300000.000000
        PA
        USD
        2317174.330000
        0.0258906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Floating
          1.13129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC SR UNSECURED 01/26 VAR
        17327CAN3
        
          
        
        23900000.000000
        PA
        USD
        23025816.870000
        0.2572759
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-01-25
          Floating
          2.014
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC SR UNSECURED 03/26 VAR
        172967NL1
        
          
        
        39000000.000000
        PA
        USD
        38895914.460000
        0.4345984
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-03-17
          Floating
          3.29
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC SR UNSECURED 10/22 VAR
        172967LR0
        
          
        
        25400000.000000
        PA
        USD
        25473342.500000
        0.2846230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-27
          Floating
          0.95757
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC SR UNSECURED 10/24 VAR
        172967MT5
        
          
        
        20800000.000000
        PA
        USD
        20104645.600000
        0.2246366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-30
          Floating
          0.776
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC SR UNSECURED 11/25 VAR
        172967ND9
        
          
        
        1400000.000000
        PA
        USD
        1333528.590000
        0.0149000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-03
          Floating
          1.281
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP MORTGAGE LOAN TR 2004-HYB2
        N/A
        CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A
        17307GEC8
        
          
        
        274615.030000
        PA
        USD
        278985.200000
        0.0031172
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-03-25
          Floating
          2.32897
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP MTGE LOAN TR INC 2006-AR2
        N/A
        CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR2 1A2
        17307G6L7
        
          
        
        1360944.860000
        PA
        USD
        1311697.030000
        0.0146561
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Floating
          2.55004
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP MTGE LOAN TRUST INC 2005-6
        N/A
        CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1
        17307GXP8
        
          
        
        11605.230000
        PA
        USD
        11988.660000
        0.0001340
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Floating
          2.19
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITRIX SYSTEMS INC
        HCTKJGUQOPZ5NBK7NP58
        CITRIX SYSTEMS INC SR UNSECURED 03/26 1.25
        177376AG5
        
          
        
        1300000.000000
        PA
        USD
        1265509.140000
        0.0141400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          1.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR
        N/A
        COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A
        12564NAA0
        
          
        
        8800000.000000
        PA
        USD
        8682380.960000
        0.0970114
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          1.526
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2021-2400 MORTGAGE TRUST
        N/A
        COMM MORTGAGE TRUST COMM 2021 2400 A 144A
        20048FAA6
        
          
        
        23572900.000000
        PA
        USD
        23292809.160000
        0.2602591
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-12-15
          Floating
          1.697
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2012-CR2
        N/A
        COMM MORTGAGE TRUST COMM 2012 CR2 A4
        12624KAD8
        
          
        
        21651202.370000
        PA
        USD
        21618643.290000
        0.2415531
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-08-15
          Fixed
          3.147
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        COMMONSPIRIT HEALTH SR SECURED 10/25 1.547
        20268JAE3
        
          
        
        15500000.000000
        PA
        USD
        14551342.960000
        0.1625875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          1.547
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH BANK OF AUSTRALIA
        MSFSBD3QN1GSN7Q6C537
        COMMONWEALTH BANK AUST SR UNSECURED 144A 03/25 2.296
        2027A0KH1
        
          
        
        22500000.000000
        PA
        USD
        22052944.580000
        0.2464057
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2025-03-14
          Fixed
          2.296
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION ENERGY GENERATION LLC
        S2PEWKCZFFECR4533P43
        CONSTELLATION EN GEN LLC SR UNSECURED 06/25 3.25
        30161MAS2
        
          
        
        6300000.000000
        PA
        USD
        6280532.750000
        0.0701747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          3.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES INC
        XXRTID9RYWOZ0UPIVR53
        CONTINENTAL RESOURCES COMPANY GUAR 144A 11/26 2.268
        212015AU5
        
          
        
        1200000.000000
        PA
        USD
        1122000.000000
        0.0125365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          2.268
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)
        DG3RU1DBUFHT4ZF9WN62
        COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/27 VAR
        74977RDK7
        
          
        
        4300000.000000
        PA
        USD
        3937682.130000
        0.0439972
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-02-24
          Floating
          1.106
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)
        DG3RU1DBUFHT4ZF9WN62
        COOPERATIEVE RABOBANK UA SR UNSECURED 144A 09/26 VAR
        74977RDJ0
        
          
        
        24300000.000000
        PA
        USD
        22399958.940000
        0.2502830
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-09-24
          Floating
          1.004
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ALTERNATIVE LN TR 2006-14CB
        N/A
        COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 14CB A2
        021468AB9
        
          
        
        384276.010000
        PA
        USD
        181557.810000
        0.0020286
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Floating
          0.85657
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ASSET BACKED CERT 2006-BC2
        N/A
        COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC2 M1
        22237JAF4
        
          
        
        2952440.020000
        PA
        USD
        2935518.410000
        0.0327996
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-01-25
          Floating
          0.87657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ASSET-BACKED CERT 2004-1
        N/A
        COUNTRYWIDE ASSET BACKED CERTI CWL 2004 1 M1
        126671Z25
        
          
        
        335407.060000
        PA
        USD
        331638.830000
        0.0037055
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-03-25
          Floating
          1.20657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ASSET-BACKED CERT 2004-4
        N/A
        COUNTRYWIDE ASSET BACKED CERTI CWL 2004 4 M1
        1266715K8
        
          
        
        996699.400000
        PA
        USD
        986263.560000
        0.0110199
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-07-25
          Floating
          1.17657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE HOME LOANS 2005-HYB9
        N/A
        COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1
        126670LE6
        
          
        
        4740352.130000
        PA
        USD
        4709328.900000
        0.0526191
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-20
          Floating
          1.99063
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA/LONDON BRANCH
        969500TJ5KRTCJQWXH05
        CREDIT AGRICOLE LONDON SR UNSECURED 144A 06/26 VAR
        22535WAG2
        
          
        
        17200000.000000
        PA
        USD
        16255394.920000
        0.1816275
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-16
          Floating
          1.907
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE AG/ ZURICH BRANCH
        ANGGYXNX0JLX3X63JN86
        CREDIT SUISSE AG SUBORDINATED 144A 08/23 6.5
        22546DAA4
        
          
        
        800000.000000
        PA
        USD
        822248.000000
        0.0091873
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-08-08
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A
        N/A
        CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A
        22540VK43
        
          
        
        245906.460000
        PA
        USD
        235220.670000
        0.0026282
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-03-25
          Floating
          0.419662
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG SR UNSECURED 04/26 4.55
        225433AR2
        
          
        
        7000000.000000
        PA
        USD
        7127972.460000
        0.0796435
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-04-17
          Fixed
          4.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD
        549300PXR5FKNXF0OH19
        CRED SUIS GP FUN LTD COMPANY GUAR 09/22 3.8
        225433AH4
        
          
        
        8095000.000000
        PA
        USD
        8180336.680000
        0.0914019
        Long
        DBT
        CORP
        GG
        
        N
        
        2
        
          2022-09-15
          Fixed
          3.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRH AMERICA INC
        549300RN11MJ182CNF63
        CRH AMERICA INC COMPANY GUAR 144A 05/25 3.875
        12626PAM5
        
          
        
        2775000.000000
        PA
        USD
        2818924.640000
        0.0314969
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-18
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTERNATIONAL CORP (CCI)
        54930012H97VSM0I2R19
        CROWN CASTLE
        22823QE56
        
          
        
        36200000.000000
        PA
        USD
        36162870.020000
        0.4040611
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-05
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRSNT TRUST 2021-MOON
        N/A
        CRSNT TRUST CRSNT 2021 MOON A 144A
        22877LAA5
        
          
        
        25400000.000000
        PA
        USD
        25047155.900000
        0.2798611
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-15
          Floating
          1.22
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CS FIRST BOSTON MTGE SEC CORP 2002-AR21
        N/A
        CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR21 2A1
        22540V4S8
        
          
        
        35237.100000
        PA
        USD
        36149.510000
        0.0004039
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-06-25
          Floating
          4.97403
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CS FIRST BOSTON MTGE SEC CORP 2003-AR24
        N/A
        CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR24 2A4
        22541QUN0
        
          
        
        31506.310000
        PA
        USD
        31086.480000
        0.0003473
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Floating
          2.54709
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMCM TRUST 2018-SP2
        N/A
        CSMCM TRUST CERTIFICATES CSMCM 2018 SP2 CERT 144A
        12638SAA1
        
          
        
        25405880.540000
        PA
        USD
        25927559.810000
        0.2896982
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Fixed
          2.93249
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FUNDING LLC
        635400SZTPQL3Y1P2C76
        DAE FUNDING LLC COMPANY GUAR 144A 02/24 1.625
        23371DAH7
        
          
        
        4300000.000000
        PA
        USD
        4120089.890000
        0.0460353
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-15
          Fixed
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NORTH AMERICA LLC
        549300423Z16BB673J12
        DAIMLER FINANCE NA LLC COMPANY GUAR 144A 03/24 0.75
        233851EB6
        
          
        
        16700000.000000
        PA
        USD
        16035731.280000
        0.1791731
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-01
          Fixed
          0.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NORTH AMERICA LLC
        549300423Z16BB673J12
        DAIMLER FINANCE NA LLC COMPANY GUAR 144A 08/22 2.55
        233851DU5
        
          
        
        25100000.000000
        PA
        USD
        25191699.340000
        0.2814761
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-15
          Fixed
          2.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
        5493003HSDTSCZRXBA58
        DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 06/23 VAR
        233853AA8
        
          
        
        28000000.000000
        PA
        USD
        27920547.480000
        0.3119666
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-14
          Floating
          0.757411
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
        5493003HSDTSCZRXBA58
        DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/23 1.125
        233853AB6
        
          
        
        25000000.000000
        PA
        USD
        24257936.250000
        0.2710429
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-14
          Fixed
          1.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
        5493003HSDTSCZRXBA58
        DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/23 VAR
        233853AC4
        
          
        
        22000000.000000
        PA
        USD
        21960588.540000
        0.2453738
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-14
          Floating
          0.857411
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
        5493003HSDTSCZRXBA58
        DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/24 VAR
        233853AE0
        
          
        
        23000000.000000
        PA
        USD
        22823590.000000
        0.2550164
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-13
          Floating
          1.00741
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DALLAS FORT WORTH INTERNATIONAL AIRPORT
        N/A
        DALLAS FORT WORTH TX INTERNATI DALAPT 11/24 FIXED 1.229
        2350366L9
        
          
        
        1100000.000000
        PA
        USD
        1059548.050000
        0.0118387
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-11-01
          Fixed
          1.229
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANAHER CORPORATION
        S4BKK9OTCEWQ3YHPFM11
        DANAHER CORPORATION
        23585MD78
        
          
        
        23000000.000000
        PA
        USD
        22997473.220000
        0.2569592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-07
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANONE SA
        969500KMUQ2B6CBAF162
        DANONE SA SR UNSECURED 144A 11/26 2.947
        23636TAE0
        
          
        
        6251000.000000
        PA
        USD
        6223717.140000
        0.0695399
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-11-02
          Fixed
          2.947
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        DANSKE BANK A/S SR UNSECURED 144A 03/25 VAR
        23636ABD2
        
          
        
        22000000.000000
        PA
        USD
        22056782.660000
        0.2464486
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2025-03-28
          Floating
          3.773
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        DANSKE BANK A/S SR UNSECURED 144A 09/26 VAR
        23636AAZ4
        
          
        
        500000.000000
        PA
        USD
        462918.900000
        0.0051724
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2026-09-11
          Floating
          1.621
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBWF-2018-GLKS
        N/A
        DBWF MORTGAGE TRUST DBWF 2018 GLKS A 144A
        23307GAA4
        
          
        
        10558306.000000
        PA
        USD
        10475329.330000
        0.1170447
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-12-19
          Floating
          1.479
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL EQUIPMENT FINANCE TRUST 2022-1
        N/A
        DELL EQUIPMENT FINANCE TRUST DEFT 2022 1 A1 144A
        24703WAA7
        
          
        
        11600000.000000
        PA
        USD
        11597801.800000
        0.1295865
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-03-22
          Fixed
          1.21686
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL EQUIPMENT FINANCE TRUST 2022-1
        N/A
        DELL EQUIPMENT FINANCE TRUST DEFT 2022 1 A2 144A
        24703WAB5
        
          
        
        11700000.000000
        PA
        USD
        11655978.750000
        0.1302365
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-23
          Fixed
          2.11
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INTERNATIONAL LLC / EMC CORP
        N/A
        DELL INT LLC / EMC CORP SR UNSECURED 06/23 5.45
        24703TAA4
        
          
        
        133000.000000
        PA
        USD
        137086.480000
        0.0015317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          5.45
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG SR UNSECURED REGS 02/24 3.875
        BJDQTKII3
        
          
        
        5100000.000000
        PA
        
        6774423.230000
        0.0756931
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-02-12
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG/NEW YORK BRANCH
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK NY SR UNSECURED 02/23 3.95
        251526BR9
        
          
        
        600000.000000
        PA
        USD
        606098.150000
        0.0067722
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-02-27
          Fixed
          3.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG/NEW YORK BRANCH
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK NY SR UNSECURED 11/22 3.3
        251526BL2
        
          
        
        28400000.000000
        PA
        USD
        28600030.570000
        0.3195587
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-11-16
          Fixed
          3.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG/NEW YORK BRANCH
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK NY SR UNSECURED 11/23 VAR
        251526CL1
        
          
        
        23000000.000000
        PA
        USD
        22858050.440000
        0.2554014
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-11-08
          Floating
          0.625179
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG/NEW YORK BRANCH
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK NY SR UNSECURED 11/25 VAR
        251526CB3
        
          
        
        29300000.000000
        PA
        USD
        29304274.280000
        0.3274275
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-11-26
          Floating
          3.961
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG/NEW YORK BRANCH
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK NY SR UNSECURED 11/27 VAR
        251526CN7
        
          
        
        19000000.000000
        PA
        USD
        18420849.030000
        0.2058229
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-11-16
          Floating
          1.35941
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS (MAGALLANES INC)
        549300DXR29GD4N0A520
        MAGALLANES INC COMPANY GUAR 144A 03/24 3.528
        55903VAB9
        
          
        
        20000000.000000
        PA
        USD
        19996843.800000
        0.2234321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.528
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS (MAGALLANES INC)
        549300DXR29GD4N0A520
        MAGALLANES INC COMPANY GUAR 144A 03/25 3.638
        55903VAE3
        
          
        
        9700000.000000
        PA
        USD
        9769273.520000
        0.1091557
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.638
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        DOMINION RESOURCES
        2574P1D74
        
          
        
        7800000.000000
        PA
        USD
        7799143.090000
        0.0871427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-07
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DROP MORTGAGE TRUST 2021-FILE
        N/A
        DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A
        26210YAA4
        
          
        
        23100000.000000
        PA
        USD
        22885451.820000
        0.2557076
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-04-15
          Floating
          1.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRYDEN 36 SENIOR LOAN FUND 2014-36A
        N/A
        DRYDEN SENIOR LOAN FUND DRSLF 2014 36A AR3 144A
        26249KAZ4
        
          
        
        23920356.040000
        PA
        USD
        23851912.490000
        0.2665062
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2029-04-15
          Floating
          1.26129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORPORATION
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP
        26244JDC0
        
          
        
        18400000.000000
        PA
        USD
        18396197.270000
        0.2055475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-12
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORPORATION
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP
        26244JDJ5
        
          
        
        23000000.000000
        PA
        USD
        22991800.500000
        0.2568959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-18
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORPORATION
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP
        26244JDM8
        
          
        
        6700000.000000
        PA
        USD
        6697025.740000
        0.0748283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-21
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDUCATIONAL SERVICES OF AMERICA INC 2012-1
        N/A
        EDUCATIONAL SERVICES OF AMERIC EDUSA 2012 1 A1 144A
        281380AA3
        
          
        
        2321680.360000
        PA
        USD
        2329663.460000
        0.0260302
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-09-25
          Floating
          1.60657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMF-NL BV 2008-APRX
        N/A
        EMF NL BV EMFNL 2008 APRX A3 REGS
        B39M0QII0
        
          
        
        3000000.000000
        PA
        
        2888346.320000
        0.0322726
        Long
        ABS-MBS
        CORP
        NL
        N
        
        2
        
          2041-04-17
          Floating
          0.282
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE (US) INC
        5493003FRODSVHJWFS32
        ENBRIDGE (US) INC
        29251VDM5
        
          
        
        14800000.000000
        PA
        USD
        14791841.500000
        0.1652747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-21
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC COMPANY GUAR 02/23 VAR
        29250NBD6
        
          
        
        900000.000000
        PA
        USD
        899265.470000
        0.0100478
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-02-17
          Floating
          0.54226
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTERNATIONAL NV
        0YQH6LCEF474UTUV4B96
        ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375
        29278GAM0
        
          
        
        3200000.000000
        PA
        USD
        2941903.040000
        0.0328710
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-07-12
          Fixed
          1.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTERNATIONAL NV
        0YQH6LCEF474UTUV4B96
        ENEL FINANCE INTL NV COMPANY GUAR 144A 09/24 2.65
        29278GAL2
        
          
        
        11700000.000000
        PA
        USD
        11534188.300000
        0.1288757
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-09-10
          Fixed
          2.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP SR UNSECURED 03/23 4.25
        29278NAL7
        
          
        
        300000.000000
        PA
        USD
        303382.160000
        0.0033898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY CORPORATION
        4XM3TW50JULSLG8BNC79
        ENTERGY CORPORATION
        29366GD65
        
          
        
        9700000.000000
        PA
        USD
        9699217.500000
        0.1083729
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-06
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPERATING LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODS OPER LLC
        29380DDE7
        
          
        
        27000000.000000
        PA
        USD
        26992870.380000
        0.3016013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-14
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUIFIRST MORTGAGE LOAN TRUST 2004-1
        N/A
        EQUIFIRST MORTGAGE LOAN TRUST EMLT 2004 1 1A1
        29445FAR9
        
          
        
        211131.540000
        PA
        USD
        201660.790000
        0.0022532
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Floating
          0.93657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        EQUINIX INC SR UNSECURED 11/24 2.625
        29444UBC9
        
          
        
        9246000.000000
        PA
        USD
        9121681.520000
        0.1019199
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-18
          Fixed
          2.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
        635400B4JJBON4TCHF02
        EQUITABLE FINANCIAL LIFE SECURED 144A 08/24 0.8
        29449WAJ6
        
          
        
        5400000.000000
        PA
        USD
        5127594.790000
        0.0572925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-12
          Fixed
          0.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROSAIL PLC 2006-4X
        N/A
        EUROSAIL PLC ESAIL 2006 4X A3C REGS
        B1KNN2II7
        
          
        
        50217.280000
        PA
        
        65846.650000
        0.0007357
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2044-12-10
          Floating
          1.1448
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROSAIL PLC 2007-1X
        N/A
        EUROSAIL PLC ESAIL 2007 1X A3C REGS
        B1SW63II6
        
          
        
        354772.600000
        PA
        
        462040.740000
        0.0051626
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2045-03-13
          Floating
          1.1821
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROSAIL-UK 2007-4BL PLC 4X
        N/A
        EUROSAIL PLC ESAIL 2007 4X A3 REGS
        BTGD2JII9
        
          
        
        4728960.000000
        PA
        
        6182907.190000
        0.0690839
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2045-06-13
          Floating
          1.9721
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERGREEN CREDIT CARD TRUST SERIES 2019-2
        N/A
        EVERGREEN CREDIT CARD TRUST EVGRN 2019 2 A 144A
        30023JBH0
        
          
        
        23600000.000000
        PA
        USD
        23646449.520000
        0.2642105
        Long
        ABS-MBS
        CORP
        CA
        N
        
        2
        
          2024-09-15
          Fixed
          1.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        EVERSOURCE ENERGY SR UNSECURED 08/25 0.8
        30040WAJ7
        
          
        
        2300000.000000
        PA
        USD
        2118846.850000
        0.0236747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        EXPEDIA GROUP INC COMPANY GUAR 12/23 3.6
        30212PBJ3
        
          
        
        11050000.000000
        PA
        USD
        11148218.260000
        0.1245632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          3.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 1993-119
        N/A
        FANNIE MAE FNR 1993 119 H
        31359BZL4
        
          
        
        121.150000
        PA
        USD
        124.040000
        0.0000014
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-25
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2001-29
        N/A
        FANNIE MAE FNR 2001 29 Z
        313920GP9
        
          
        
        325322.020000
        PA
        USD
        352979.730000
        0.0039440
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-25
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2002-22
        N/A
        FANNIE MAE FNR 2002 22 ZA
        31392CDG6
        
          
        
        455863.700000
        PA
        USD
        506269.010000
        0.0056567
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-25
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2002-60
        N/A
        FANNIE MAE FNR 2002 60 F1
        31392EVN7
        
          
        
        4700.030000
        PA
        USD
        4712.270000
        0.0000527
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-25
          Floating
          0.85657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2003-35
        N/A
        FANNIE MAE FNR 2003 35 UN
        31393BM69
        
          
        
        201291.460000
        PA
        USD
        205118.130000
        0.0022919
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-25
          Fixed
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2004-37
        N/A
        FANNIE MAE FNR 2004 37 FB
        31393YM51
        
          
        
        87351.800000
        PA
        USD
        86614.420000
        0.0009678
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-25
          Floating
          0.57657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2004-65
        N/A
        FANNIE MAE FNR 2004 65 YA
        31394AQD1
        
          
        
        577232.480000
        PA
        USD
        613853.260000
        0.0068588
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-25
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2006-118
        N/A
        FANNIE MAE FNR 2006 118 A1
        31396L4R8
        
          
        
        276060.820000
        PA
        USD
        274234.730000
        0.0030641
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-25
          Floating
          0.24686
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2006-129
        N/A
        FANNIE MAE FNR 2006 129 FM
        31396L5K2
        
          
        
        4246.770000
        PA
        USD
        4230.890000
        0.0000473
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-25
          Floating
          0.70657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2007-14
        N/A
        FANNIE MAE FNR 2007 14 F
        31396PZS3
        
          
        
        23484.750000
        PA
        USD
        23516.670000
        0.0002628
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-25
          Floating
          0.81657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2007-20
        N/A
        FANNIE MAE FNR 2007 20 FP
        31396PZ95
        
          
        
        499157.540000
        PA
        USD
        498424.980000
        0.0055691
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-25
          Floating
          0.75657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2007-21
        N/A
        FANNIE MAE FNR 2007 21 FC
        31396P3U3
        
          
        
        213689.000000
        PA
        USD
        213872.790000
        0.0023897
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-25
          Floating
          0.80657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2007-64
        N/A
        FANNIE MAE FNR 2007 64 FA
        31396WVQ6
        
          
        
        7148.800000
        PA
        USD
        7186.420000
        0.0000803
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-25
          Floating
          0.92657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2007-65
        N/A
        FANNIE MAE FNR 2007 65 KF
        31396WLX2
        
          
        
        541533.880000
        PA
        USD
        542792.080000
        0.0060648
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-25
          Floating
          0.83657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2007-68
        N/A
        FANNIE MAE FNR 2007 68 FA
        31396WL20
        
          
        
        163502.040000
        PA
        USD
        163641.360000
        0.0018284
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-25
          Floating
          0.80657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2007-84
        N/A
        FANNIE MAE FNR 2007 84 FN
        31396XLZ5
        
          
        
        23791.560000
        PA
        USD
        23977.730000
        0.0002679
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-25
          Floating
          0.95657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2008-12
        N/A
        FANNIE MAE FNR 2008 12 FA
        31396YMD1
        
          
        
        26711.340000
        PA
        USD
        27121.650000
        0.0003030
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-25
          Floating
          1.12657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2009-106
        N/A
        FANNIE MAE FNR 2009 106 FA
        31398GUJ6
        
          
        
        13755.780000
        PA
        USD
        13982.470000
        0.0001562
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-25
          Floating
          1.20657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2009-111
        N/A
        FANNIE MAE FNR 2009 111 FC
        31398GQS1
        
          
        
        269730.430000
        PA
        USD
        275150.610000
        0.0030744
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-25
          Floating
          1.20657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2009-87
        N/A
        FANNIE MAE FNR 2009 87 FX
        31398FM57
        
          
        
        49928.790000
        PA
        USD
        50662.230000
        0.0005661
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-25
          Floating
          1.20657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2010-1
        N/A
        FANNIE MAE FNR 2010 1 FT
        31398GM97
        
          
        
        158841.450000
        PA
        USD
        162765.450000
        0.0018186
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-25
          Floating
          1.30657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2010-117
        N/A
        FANNIE MAE FNR 2010 117 FE
        31398NQ80
        
          
        
        4095.380000
        PA
        USD
        4108.780000
        0.0000459
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-25
          Floating
          0.85657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2010-135
        N/A
        FANNIE MAE FNR 2010 135 LF
        31398SD83
        
          
        
        12372.540000
        PA
        USD
        12426.660000
        0.0001388
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-25
          Floating
          0.90657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2012-114
        N/A
        FANNIE MAE FNR 2012 114 SB
        3136A9LP1
        
          
        
        12713166.750000
        PA
        USD
        2073315.360000
        0.0231659
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-25
          Floating
          5.59343
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2012-146
        N/A
        FANNIE MAE FNR 2012 146 QA
        3136ABFP3
        
          
        
        466341.570000
        PA
        USD
        421663.390000
        0.0047114
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-25
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2012-84
        N/A
        FANNIE MAE FNR 2012 84 SJ
        3136A7P48
        
          
        
        1562970.090000
        PA
        USD
        246631.680000
        0.0027557
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-25
          Floating
          6.19343
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2013-39
        N/A
        FANNIE MAE FNR 2013 39 MI
        3136AEEH6
        
          
        
        5085157.960000
        PA
        USD
        239588.740000
        0.0026770
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-05-25
          Fixed
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2013-84
        N/A
        FANNIE MAE FNR 2013 84 PS
        3136AF5D2
        
          
        
        14750334.280000
        PA
        USD
        2032218.460000
        0.0227067
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-25
          Floating
          5.69343
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE-1996-39
        N/A
        FANNIE MAE FNR 1996 39 H
        31359KRY5
        
          
        
        279.300000
        PA
        USD
        286.190000
        0.0000032
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-25
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE-2005-75
        N/A
        FANNIE MAE FNR 2005 75 AF
        31394FAF2
        
          
        
        83809.940000
        PA
        USD
        84053.790000
        0.0009392
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-25
          Floating
          0.85657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIEMAE WHOLE LOAN 2003-W1
        N/A
        FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1
        31392GVX0
        
          
        
        742118.100000
        PA
        USD
        756161.050000
        0.0084489
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-25
          Fixed
          4.96867
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIEMAE WHOLE LOAN 2004-W2
        N/A
        FANNIEMAE WHOLE LOAN FNW 2004 W2 5AF
        31393XGV3
        
          
        
        45701.680000
        PA
        USD
        45569.760000
        0.0005092
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-25
          Floating
          0.80657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC NOTES 08/25 0.68
        3134GWJN7
        
          
        
        32300000.000000
        PA
        USD
        30335599.600000
        0.3389508
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-08-06
          Fixed
          0.68
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC NOTES 10/25 0.65
        3134GW5R3
        
          
        
        62200000.000000
        PA
        USD
        57936441.910000
        0.6473452
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-10-27
          Fixed
          0.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC NOTES 10/26 0.8
        3134GW6C5
        
          
        
        83100000.000000
        PA
        USD
        76524421.650000
        0.8550356
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2026-10-28
          Fixed
          0.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL REALTY INVESTMENT TRUST
        549300LI6XZ51GOCJ427
        FEDERAL REALTY INVS TRST SR UNSECURED 01/24 3.95
        313747AU1
        
          
        
        18600000.000000
        PA
        USD
        18851037.880000
        0.2106296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          3.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHA-CITIBANK 99
        N/A
        FHA INS PROJ MTG SER PL 99
        3039959H9
        
          
        
        1017.830000
        PA
        USD
        1021.160000
        0.0000114
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-10-01
          Fixed
          7.43
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 1B2800 FH 03/35 FLOATING VAR
        3128JNAA3
        
          
        
        86921.590000
        PA
        USD
        87090.640000
        0.0009731
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Floating
          2.113
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 1B3413 FH 05/37 FLOATING VAR
        3128JNVF9
        
          
        
        12032.330000
        PA
        USD
        12043.420000
        0.0001346
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Floating
          2.204
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 1G0134 FH 03/35 FLOATING VAR
        3128NCEF7
        
          
        
        73103.840000
        PA
        USD
        73191.410000
        0.0008178
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Floating
          2.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 1G0198 FH 04/35 FLOATING VAR
        3128NCGF5
        
          
        
        184543.420000
        PA
        USD
        184689.830000
        0.0020636
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Floating
          2.073
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 1G0205 FH 04/35 FLOATING VAR
        3128NCGN8
        
          
        
        158864.110000
        PA
        USD
        159273.710000
        0.0017796
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Floating
          1.975
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 1G0536 FH 04/35 FLOATING VAR
        3128NCSZ8
        
          
        
        216205.460000
        PA
        USD
        216452.980000
        0.0024185
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Floating
          2.29
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR
        3128QJ4L7
        
          
        
        3932.720000
        PA
        USD
        3965.880000
        0.0000443
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Floating
          2.05
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 1G1744 FH 08/35 FLOATING VAR
        3128QJ5D4
        
          
        
        305469.950000
        PA
        USD
        313074.500000
        0.0034981
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 1J1219 FH 10/35 FLOATING VAR
        3128NHK85
        
          
        
        454827.370000
        PA
        USD
        472431.540000
        0.0052787
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 1Q0196 FH 02/37 FLOATING VAR
        3128S4GD3
        
          
        
        6954.690000
        PA
        USD
        7328.500000
        0.0000819
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Floating
          2.521
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 608945 FH 10/23 FLOATING VAR
        31354Q5E5
        
          
        
        2396.400000
        PA
        USD
        2395.500000
        0.0000268
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-10-01
          Floating
          2.365
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 609011 FH 11/23 FLOATING VAR
        31354RAL1
        
          
        
        1438.030000
        PA
        USD
        1437.700000
        0.0000161
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-01
          Floating
          2.365
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 786190 FH 07/27 FLOATING VAR
        31348S2X1
        
          
        
        4219.690000
        PA
        USD
        4220.280000
        0.0000472
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-07-01
          Floating
          2.395
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 786404 FH 10/27 FLOATING VAR
        31295KDH4
        
          
        
        2812.760000
        PA
        USD
        2812.060000
        0.0000314
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-10-01
          Floating
          2.151
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 845496 FH 09/23 FLOATING VAR
        31288VC98
        
          
        
        357.780000
        PA
        USD
        357.640000
        0.0000040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-09-01
          Floating
          2.608
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 845613 FH 01/24 FLOATING VAR
        31288VGW3
        
          
        
        1290.780000
        PA
        USD
        1289.780000
        0.0000144
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-01-01
          Floating
          2.497
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 845898 FH 06/24 FLOATING VAR
        31288VRT8
        
          
        
        489.140000
        PA
        USD
        488.860000
        0.0000055
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-06-01
          Floating
          2.364
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 846101 FH 12/22 FLOATING VAR
        31288VX61
        
          
        
        1234.600000
        PA
        USD
        1234.740000
        0.0000138
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-12-01
          Floating
          2.344
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C00109 FG 04/22 FIXED 8
        31292GDN3
        
          
        
        1.360000
        PA
        USD
        1.360000
        0.0000000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-04-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C00180 FG 11/22 FIXED 8
        31292GFV3
        
          
        
        30.350000
        PA
        USD
        30.560000
        0.0000003
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-11-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C00358 FG 08/24 FIXED 8.5
        31292GMF0
        
          
        
        316.100000
        PA
        USD
        330.800000
        0.0000037
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-01
          Fixed
          8.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C00373 FG 11/24 FIXED 8.5
        31292GMW3
        
          
        
        1761.710000
        PA
        USD
        1842.540000
        0.0000206
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-11-01
          Fixed
          8.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C55740 FG 01/30 FIXED 7
        31298SLV4
        
          
        
        1407.400000
        PA
        USD
        1497.300000
        0.0000167
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-01
          Fixed
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C65574 FG 04/32 FIXED 7
        31287RFP9
        
          
        
        5720.380000
        PA
        USD
        6188.720000
        0.0000691
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C80297 FG 05/25 FIXED 8.5
        31335GKJ3
        
          
        
        9844.260000
        PA
        USD
        10381.320000
        0.0001160
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-01
          Fixed
          8.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL D54886 FG 07/24 FIXED 8.5
        31356HNB9
        
          
        
        5047.370000
        PA
        USD
        5119.810000
        0.0000572
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-01
          Fixed
          8.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL D58030 FG 12/24 FIXED 8
        31356L4P0
        
          
        
        3533.360000
        PA
        USD
        3547.550000
        0.0000396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G00591 FG 12/24 FIXED 8.5
        31283GUQ8
        
          
        
        561.160000
        PA
        USD
        566.550000
        0.0000063
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-01
          Fixed
          8.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G00653 FG 11/25 FIXED 8.5
        31283GWN3
        
          
        
        8028.630000
        PA
        USD
        8112.540000
        0.0000906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-01
          Fixed
          8.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G01183 FG 02/31 FIXED 7
        31283HJ48
        
          
        
        38.980000
        PA
        USD
        41.830000
        0.0000005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-01
          Fixed
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G61040 FG 06/47 FIXED 3.5
        31335BEM4
        
          
        
        2964674.790000
        PA
        USD
        3015020.330000
        0.0336879
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL Q46244 FG 02/47 FIXED 3.5
        3132WK5E4
        
          
        
        878243.930000
        PA
        USD
        890291.460000
        0.0099476
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL QD8806 FR 03/52 FIXED 3
        3133B6YB0
        
          
        
        4445442.000000
        PA
        USD
        4354795.530000
        0.0486577
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL QD8810 FR 03/52 FIXED 3
        3133B6YF1
        
          
        
        8506300.000000
        PA
        USD
        8337807.630000
        0.0931614
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL QD9433 FR 03/52 FIXED 3
        3133B7PS1
        
          
        
        6267536.000000
        PA
        USD
        6153607.240000
        0.0687565
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL QD9434 FR 03/52 FIXED 3
        3133B7PT9
        
          
        
        2666373.000000
        PA
        USD
        2618563.010000
        0.0292582
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL QD9717 FR 04/52 FIXED 3
        3133B7YN2
        
          
        
        5023611.000000
        PA
        USD
        4933537.150000
        0.0551242
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL SD0883 FR 02/52 FIXED 3
        3132DM6U4
        
          
        
        1997088.830000
        PA
        USD
        1961282.230000
        0.0219141
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL V83093 FG 04/47 FIXED 3.5
        3132L8NJ2
        
          
        
        4972738.590000
        PA
        USD
        5055812.170000
        0.0564905
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC STRUCTURED P/T SECURITIES E3
        N/A
        FHLMC STRUCTURED PASS THROUGH FSPC E3 A
        3133TCE95
        
          
        
        6642.100000
        PA
        USD
        6684.490000
        0.0000747
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-15
          Floating
          3.742
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC STRUCTURED PASS THRU SEC T-32
        N/A
        FHLMC STRUCTURED PASS THROUGH FSPC T 32 A1
        3133TSQG1
        
          
        
        548917.230000
        PA
        USD
        537886.460000
        0.0060100
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-25
          Floating
          0.71657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC STRUCTURED PASS THRU SEC T-35
        N/A
        FHLMC STRUCTURED PASS THROUGH FSPC T 35 A
        313398VT3
        
          
        
        938877.210000
        PA
        USD
        932949.510000
        0.0104242
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-25
          Floating
          0.73657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC STRUCTURED PASS THRU SEC T-57
        N/A
        FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1
        31394JD87
        
          
        
        7553483.100000
        PA
        USD
        8437841.880000
        0.0942791
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-25
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC STRUCTURED PASS THRU SEC T-61
        N/A
        FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1
        31395A3J2
        
          
        
        1372604.270000
        PA
        USD
        1410716.550000
        0.0157625
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-07-25
          Floating
          1.54113
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATIONAL INFORMATION SERVICES INC
        6WQI0GK1PRFVBA061U48
        FIDELITY NATL INFO SERV SR UNSECURED 03/23 0.375
        31620MBP0
        
          
        
        6400000.000000
        PA
        USD
        6288182.140000
        0.0702602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          0.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATIONAL INFORMATION SERVICES INC
        6WQI0GK1PRFVBA061U48
        FIDELITY NATL INFO SERV SR UNSECURED 03/24 0.6
        31620MBQ8
        
          
        
        12000000.000000
        PA
        USD
        11496290.760000
        0.1284523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-01
          Fixed
          0.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST FRANKLIN MTG LN ABS CERT 2004-FF3
        N/A
        FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF3 M1
        36228FU61
        
          
        
        1265264.240000
        PA
        USD
        1241427.040000
        0.0138709
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-05-25
          Floating
          1.28157
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST HORIZON ALT MTGE SEC 2004-AA3
        N/A
        FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA3 A1
        32051D6B3
        
          
        
        46290.530000
        PA
        USD
        45466.080000
        0.0005080
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Floating
          2.37063
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST HORIZON ALT MTGE SEC 2005-AA7
        N/A
        FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA7 2A1
        32051GSQ9
        
          
        
        179142.540000
        PA
        USD
        172885.430000
        0.0019317
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Floating
          2.44321
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 060679 FN 01/28 FLOATING VAR
        31362GM40
        
          
        
        2400.540000
        PA
        USD
        2456.410000
        0.0000274
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-01
          Floating
          4.485
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 060680 FN 02/28 FLOATING VAR
        31362GM57
        
          
        
        416.160000
        PA
        USD
        422.940000
        0.0000047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-01
          Floating
          4.516
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 190317 FN 08/31 FIXED VAR
        31368HK69
        
          
        
        201017.000000
        PA
        USD
        226105.130000
        0.0025264
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 190371 FN 07/36 FIXED VAR
        31368HMU4
        
          
        
        1891.800000
        PA
        USD
        2074.080000
        0.0000232
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 190930 FN 04/24 FLOATING VAR
        31368JA74
        
          
        
        5622.240000
        PA
        USD
        5619.360000
        0.0000628
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-04-01
          Floating
          2.594
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 253516 FN 11/30 FIXED 8
        31371JSD7
        
          
        
        3102.890000
        PA
        USD
        3413.200000
        0.0000381
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 254144 FN 11/31 FIXED 8
        31371KHV6
        
          
        
        5039.690000
        PA
        USD
        5395.120000
        0.0000603
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 254846 FN 07/23 FIXED 4.5
        31371LBP3
        
          
        
        1003.510000
        PA
        USD
        1039.750000
        0.0000116
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 255267 FN 06/34 FIXED 6
        31371LQU6
        
          
        
        1323.830000
        PA
        USD
        1468.000000
        0.0000164
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 255459 FN 11/34 FIXED 6
        31371LWU9
        
          
        
        5087.480000
        PA
        USD
        5657.700000
        0.0000632
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 255810 FN 08/25 FIXED 5
        31371MDP9
        
          
        
        7347.030000
        PA
        USD
        7732.710000
        0.0000864
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-08-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 255884 FN 08/35 FLOATING VAR
        31371MFZ5
        
          
        
        173666.150000
        PA
        USD
        181766.620000
        0.0020309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 255892 FN 09/25 FIXED 5
        31371MF93
        
          
        
        4187.010000
        PA
        USD
        4406.870000
        0.0000492
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 256045 FN 12/25 FIXED 5
        31371ML21
        
          
        
        3399.400000
        PA
        USD
        3578.060000
        0.0000400
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 256086 FN 12/25 FIXED 5
        31371MNB9
        
          
        
        119426.270000
        PA
        USD
        125643.850000
        0.0014039
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 256395 FN 09/26 FIXED 6
        31371MXY8
        
          
        
        153627.530000
        PA
        USD
        163908.990000
        0.0018314
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-09-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 256600 FN 02/27 FIXED 5.5
        31371M7M3
        
          
        
        799882.910000
        PA
        USD
        850547.910000
        0.0095035
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 256713 FN 05/27 FIXED 5
        31371NDS1
        
          
        
        21807.560000
        PA
        USD
        22953.350000
        0.0002565
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 256714 FN 05/27 FIXED 5.5
        31371NDT9
        
          
        
        102707.540000
        PA
        USD
        109213.090000
        0.0012203
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 256866 FN 08/27 FIXED 5
        31371NJK2
        
          
        
        1730.350000
        PA
        USD
        1820.540000
        0.0000203
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-08-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 256930 FN 10/22 FIXED 6
        31371NLK9
        
          
        
        4661.300000
        PA
        USD
        4683.660000
        0.0000523
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-10-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257101 FN 02/28 FIXED 5
        31371NRW7
        
          
        
        14155.360000
        PA
        USD
        14980.310000
        0.0001674
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257125 FN 03/28 FIXED 5.5
        31371NSN6
        
          
        
        282491.100000
        PA
        USD
        300489.880000
        0.0033575
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257132 FN 03/28 FIXED 5
        31371NSV8
        
          
        
        35500.010000
        PA
        USD
        37378.370000
        0.0004176
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257203 FN 05/28 FIXED 5
        31371NU45
        
          
        
        7023.670000
        PA
        USD
        7395.390000
        0.0000826
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257204 FN 05/28 FIXED 5.5
        31371NU52
        
          
        
        85385.970000
        PA
        USD
        90950.120000
        0.0010162
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257238 FN 06/28 FIXED 5
        31371NV77
        
          
        
        4597.540000
        PA
        USD
        4842.460000
        0.0000541
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257281 FN 07/28 FIXED 5
        31371NXJ9
        
          
        
        2303.300000
        PA
        USD
        2425.390000
        0.0000271
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-07-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257363 FN 09/23 FIXED 6
        31371NZ40
        
          
        
        21428.580000
        PA
        USD
        21771.260000
        0.0002433
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-09-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257424 FN 10/28 FIXED 5.5
        31371N4H5
        
          
        
        87174.710000
        PA
        USD
        92862.420000
        0.0010376
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257451 FN 11/28 FIXED 5.5
        31371N5L5
        
          
        
        224465.110000
        PA
        USD
        239105.140000
        0.0026716
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-11-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257536 FN 01/29 FIXED 5
        31371PBD1
        
          
        
        2231.270000
        PA
        USD
        2349.700000
        0.0000263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257537 FN 01/29 FIXED 5.5
        31371PBE9
        
          
        
        173776.010000
        PA
        USD
        185127.240000
        0.0020685
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257774 FN 08/37 FIXED 6
        31371PJT8
        
          
        
        69088.120000
        PA
        USD
        73786.840000
        0.0008244
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 258338 FN 04/35 FIXED 5
        31371P4X5
        
          
        
        40169.980000
        PA
        USD
        42313.420000
        0.0004728
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 291719 FN 03/24 FLOATING VAR
        31373FAU4
        
          
        
        6048.920000
        PA
        USD
        6057.640000
        0.0000677
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-03-01
          Floating
          2.784
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 303309 FN 04/25 FIXED VAR
        31373T3S7
        
          
        
        11073.750000
        PA
        USD
        11616.650000
        0.0001298
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-04-01
          Fixed
          8.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 303324 FN 01/24 FLOATING VAR
        31373T4H0
        
          
        
        3501.380000
        PA
        USD
        3499.280000
        0.0000391
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-01-01
          Floating
          2.585
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 313175 FN 11/25 FIXED VAR
        31374F2G3
        
          
        
        8567.460000
        PA
        USD
        9075.310000
        0.0001014
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-01
          Fixed
          9.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 313221 FN 07/25 FIXED VAR
        31374F4E6
        
          
        
        6037.120000
        PA
        USD
        6403.450000
        0.0000715
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          9.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 323115 FN 11/27 FLOATING VAR
        31374S3Y5
        
          
        
        4331.500000
        PA
        USD
        4335.170000
        0.0000484
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-01
          Floating
          2.095
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 323238 FN 02/28 FLOATING VAR
        31374TBF5
        
          
        
        16385.550000
        PA
        USD
        16389.060000
        0.0001831
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-01
          Floating
          2.34
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 323919 FN 08/29 FLOATING VAR
        31374TYQ6
        
          
        
        107661.770000
        PA
        USD
        108245.460000
        0.0012095
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Floating
          2.127
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 406605 FN 05/24 FIXED 6
        31378RU64
        
          
        
        160.340000
        PA
        USD
        170.860000
        0.0000019
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-05-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 535401 FN 07/30 FIXED VAR
        31384VX64
        
          
        
        336.250000
        PA
        USD
        359.070000
        0.0000040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 535428 FN 08/30 FIXED VAR
        31384VYZ9
        
          
        
        37.640000
        PA
        USD
        40.780000
        0.0000005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 535597 FN 10/30 FIXED VAR
        31384V7J5
        
          
        
        1200.630000
        PA
        USD
        1301.670000
        0.0000145
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 536330 FN 04/30 FIXED 8
        31384WY38
        
          
        
        3709.760000
        PA
        USD
        3932.100000
        0.0000439
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 544860 FN 09/34 FLOATING VAR
        31385HJD5
        
          
        
        4595.600000
        PA
        USD
        4877.160000
        0.0000545
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Floating
          4.992
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 544861 FN 12/36 FLOATING VAR
        31385HJE3
        
          
        
        7453.800000
        PA
        USD
        7966.060000
        0.0000890
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Floating
          4.009
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 545993 FN 11/32 FIXED VAR
        31385JRN0
        
          
        
        630.460000
        PA
        USD
        680.090000
        0.0000076
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 545998 FN 11/32 FIXED VAR
        31385JRT7
        
          
        
        5515.980000
        PA
        USD
        6110.490000
        0.0000683
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 546990 FN 07/30 FIXED 8
        31385KUP8
        
          
        
        240.020000
        PA
        USD
        240.930000
        0.0000027
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 548027 FN 08/30 FIXED 8
        31385NYY9
        
          
        
        65.820000
        PA
        USD
        66.180000
        0.0000007
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 555417 FN 05/33 FIXED VAR
        31385XAS6
        
          
        
        1605.810000
        PA
        USD
        1776.260000
        0.0000198
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 559797 FN 10/30 FLOATING VAR
        31386C3E0
        
          
        
        95796.260000
        PA
        USD
        96696.490000
        0.0010804
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-01
          Floating
          1.542
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 559821 FN 11/39 FLOATING VAR
        31386C4E9
        
          
        
        127616.370000
        PA
        USD
        130107.330000
        0.0014537
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-01
          Floating
          1.542
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 563869 FN 01/31 FIXED 8
        31386HMS7
        
          
        
        755.690000
        PA
        USD
        762.360000
        0.0000085
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 591219 FN 08/31 FIXED 8
        31387QYQ7
        
          
        
        1137.470000
        PA
        USD
        1146.580000
        0.0000128
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 597220 FN 09/31 FIXED 8
        31387XPD1
        
          
        
        5481.570000
        PA
        USD
        5559.370000
        0.0000621
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 630252 FN 03/32 FIXED 6
        31389NEZ4
        
          
        
        3798.620000
        PA
        USD
        4065.180000
        0.0000454
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 654952 FN 07/42 FLOATING VAR
        31390STH4
        
          
        
        7914.190000
        PA
        USD
        8070.150000
        0.0000902
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Floating
          1.342
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 668556 FN 12/32 FIXED 6
        31391JWR7
        
          
        
        1521.570000
        PA
        USD
        1666.940000
        0.0000186
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 670337 FN 09/32 FLOATING VAR
        31391LV69
        
          
        
        153623.600000
        PA
        USD
        153813.890000
        0.0017186
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-01
          Floating
          2.086
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 679708 FN 09/41 FLOATING VAR
        31391XDM8
        
          
        
        20898.480000
        PA
        USD
        21270.340000
        0.0002377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Floating
          1.392
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 686323 FN 03/33 FIXED 6
        31400FPG6
        
          
        
        180.120000
        PA
        USD
        192.420000
        0.0000021
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 722083 FN 07/33 FIXED 4.5
        31401YFY6
        
          
        
        15624.360000
        PA
        USD
        16205.490000
        0.0001811
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 725689 FN 08/34 FIXED VAR
        31402DF62
        
          
        
        374.660000
        PA
        USD
        415.960000
        0.0000046
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 735207 FN 04/34 FIXED VAR
        31402QYC9
        
          
        
        11173.250000
        PA
        USD
        12223.900000
        0.0001366
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 735362 FN 03/35 FLOATING VAR
        31402Q5X5
        
          
        
        732419.740000
        PA
        USD
        754273.530000
        0.0084278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Floating
          1.718
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 735503 FN 04/35 FIXED VAR
        31402RDG1
        
          
        
        1223.300000
        PA
        USD
        1327.300000
        0.0000148
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 735561 FN 04/34 FLOATING VAR
        31402RFA2
        
          
        
        142689.030000
        PA
        USD
        142845.730000
        0.0015961
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Floating
          2.027
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 735754 FN 07/35 FLOATING VAR
        31402RMB2
        
          
        
        436349.780000
        PA
        USD
        440000.210000
        0.0049163
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Floating
          1.866
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 735813 FN 07/35 FLOATING VAR
        31402RN62
        
          
        
        78761.600000
        PA
        USD
        78805.930000
        0.0008805
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Floating
          1.952
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 735861 FN 09/33 FIXED VAR
        31402RQN2
        
          
        
        26888.560000
        PA
        USD
        28602.510000
        0.0003196
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 753275 FN 12/33 FIXED 5
        31403M2G3
        
          
        
        130359.480000
        PA
        USD
        137293.140000
        0.0015340
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 754031 FN 12/33 FLOATING VAR
        31403NVY0
        
          
        
        42561.960000
        PA
        USD
        42660.710000
        0.0004767
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Floating
          2.273
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 783403 FN 11/34 FIXED 6.5
        31405AKQ5
        
          
        
        115376.010000
        PA
        USD
        128127.590000
        0.0014316
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 788586 FN 07/34 FIXED 6.5
        31405GCX6
        
          
        
        152.720000
        PA
        USD
        170.320000
        0.0000019
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 794808 FN 10/34 FLOATING VAR
        31405PAH3
        
          
        
        50211.930000
        PA
        USD
        50241.710000
        0.0005614
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Floating
          1.465
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 795297 FN 07/44 FLOATING VAR
        31405PRS1
        
          
        
        186648.950000
        PA
        USD
        190739.520000
        0.0021312
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-07-01
          Floating
          1.342
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 797807 FN 04/35 FIXED 5
        31405SKU7
        
          
        
        4187.860000
        PA
        USD
        4534.090000
        0.0000507
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 799940 FN 11/34 FLOATING VAR
        31405UV97
        
          
        
        86189.740000
        PA
        USD
        86238.940000
        0.0009636
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Floating
          1.565
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 804850 FN 01/35 FLOATING VAR
        31406BEX4
        
          
        
        576412.530000
        PA
        USD
        591556.520000
        0.0066097
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Floating
          1.693
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 813586 FN 03/35 FLOATING VAR
        31406L2T4
        
          
        
        52114.210000
        PA
        USD
        52056.540000
        0.0005816
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Floating
          2.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 815195 FN 05/35 FLOATING VAR
        31406NUU6
        
          
        
        34615.680000
        PA
        USD
        34664.040000
        0.0003873
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Floating
          1.815
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 817229 FN 06/35 FLOATING VAR
        31406Q4N4
        
          
        
        162296.020000
        PA
        USD
        162867.470000
        0.0018198
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Floating
          2.008
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 821109 FN 05/35 FLOATING VAR
        31406VGS9
        
          
        
        209868.150000
        PA
        USD
        210839.170000
        0.0023558
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Floating
          1.921
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 828982 FN 08/35 FLOATING VAR
        31407E6T5
        
          
        
        594550.880000
        PA
        USD
        609553.490000
        0.0068108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 832803 FN 09/35 FLOATING VAR
        31407KGL7
        
          
        
        6144.550000
        PA
        USD
        6159.780000
        0.0000688
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Floating
          1.955
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 834681 FN 10/35 FLOATING VAR
        31407MJ22
        
          
        
        335126.240000
        PA
        USD
        338193.110000
        0.0037788
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Floating
          2.145
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 835058 FN 06/35 FLOATING VAR
        31407MWT8
        
          
        
        43595.360000
        PA
        USD
        43690.240000
        0.0004882
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Floating
          2.404
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 835288 FN 09/35 FIXED 5
        31407M6Z3
        
          
        
        77357.430000
        PA
        USD
        81483.020000
        0.0009104
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 836795 FN 11/35 FIXED 6.5
        31407PUU0
        
          
        
        19792.390000
        PA
        USD
        21273.800000
        0.0002377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 839109 FN 11/35 FLOATING VAR
        31407SGS5
        
          
        
        7190.010000
        PA
        USD
        7198.040000
        0.0000804
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Floating
          2.162
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 841772 FN 09/35 FLOATING VAR
        31407VFM2
        
          
        
        161840.260000
        PA
        USD
        162097.650000
        0.0018112
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Floating
          1.89
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 841978 FN 03/35 FLOATING VAR
        31407VM36
        
          
        
        68015.040000
        PA
        USD
        67018.370000
        0.0007488
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Floating
          0.441
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 865420 FN 02/36 FIXED 6.5
        31409APD5
        
          
        
        9110.870000
        PA
        USD
        9792.370000
        0.0001094
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 878095 FN 04/36 FIXED 6
        31409TRQ3
        
          
        
        33157.900000
        PA
        USD
        36136.300000
        0.0004038
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 878476 FN 02/36 FIXED 6
        31409T6M5
        
          
        
        7415.240000
        PA
        USD
        7920.130000
        0.0000885
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 880423 FN 04/36 FIXED 6
        31409WD40
        
          
        
        40533.720000
        PA
        USD
        43407.800000
        0.0004850
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 885766 FN 06/36 FIXED 6.5
        31410DCB4
        
          
        
        70412.780000
        PA
        USD
        75629.530000
        0.0008450
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 890653 FN 01/32 FIXED VAR
        31410LQE5
        
          
        
        237219.840000
        PA
        USD
        246577.390000
        0.0027551
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 895323 FN 09/36 FIXED 6
        31410RVQ9
        
          
        
        1840.580000
        PA
        USD
        1965.720000
        0.0000220
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 896541 FN 09/36 FIXED 6
        31410TBJ3
        
          
        
        79414.780000
        PA
        USD
        88676.460000
        0.0009908
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 899862 FN 11/37 FIXED 6.5
        31410WWX2
        
          
        
        409.530000
        PA
        USD
        441.040000
        0.0000049
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 900652 FN 09/36 FIXED 6
        31410XTH9
        
          
        
        1166.910000
        PA
        USD
        1248.660000
        0.0000140
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 900883 FN 01/37 FIXED 6
        31410X2Q8
        
          
        
        13990.750000
        PA
        USD
        15283.390000
        0.0001708
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 901486 FN 11/36 FIXED 6
        31410YRF3
        
          
        
        828.390000
        PA
        USD
        896.030000
        0.0000100
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 902067 FN 12/36 FIXED 6
        31411AFG5
        
          
        
        2684.890000
        PA
        USD
        2866.670000
        0.0000320
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 902486 FN 11/36 FIXED 6
        31411AUK9
        
          
        
        1860.580000
        PA
        USD
        1987.510000
        0.0000222
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 902684 FN 10/36 FIXED 6
        31411A2R5
        
          
        
        363.030000
        PA
        USD
        387.820000
        0.0000043
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 902974 FN 12/36 FIXED 6
        31411BFP3
        
          
        
        25530.010000
        PA
        USD
        28507.320000
        0.0003185
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 904568 FN 11/36 FIXED 6
        31411C6D8
        
          
        
        2107.630000
        PA
        USD
        2251.400000
        0.0000252
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 905783 FN 11/36 FIXED 6
        31411EJ40
        
          
        
        53437.210000
        PA
        USD
        58034.220000
        0.0006484
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 905882 FN 12/36 FIXED 6
        31411EM79
        
          
        
        43668.300000
        PA
        USD
        46636.320000
        0.0005211
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 906073 FN 01/37 FIXED 6
        31411ET64
        
          
        
        1843.860000
        PA
        USD
        1969.430000
        0.0000220
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 910434 FN 01/37 FIXED 6
        31411KPT4
        
          
        
        3211.560000
        PA
        USD
        3433.020000
        0.0000384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 912134 FN 03/32 FIXED 6
        31411NLP0
        
          
        
        26626.520000
        PA
        USD
        28443.040000
        0.0003178
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 919173 FN 05/37 FIXED 6.5
        31412AFN9
        
          
        
        60676.620000
        PA
        USD
        65182.930000
        0.0007283
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 923913 FN 02/37 FIXED 6.5
        31412FN66
        
          
        
        13599.450000
        PA
        USD
        14607.030000
        0.0001632
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 928130 FN 02/27 FIXED 5.5
        31412LEB2
        
          
        
        84442.120000
        PA
        USD
        89752.810000
        0.0010028
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 928637 FN 09/22 FIXED 6
        31412LV64
        
          
        
        751.900000
        PA
        USD
        756.860000
        0.0000085
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-09-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 929192 FN 03/38 FIXED 6.5
        31412MKD9
        
          
        
        86069.720000
        PA
        USD
        96640.370000
        0.0010798
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 929397 FN 05/23 FIXED 4.5
        31412MRS9
        
          
        
        6411.400000
        PA
        USD
        6565.710000
        0.0000734
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 929541 FN 06/28 FIXED 5.5
        31412MWA2
        
          
        
        63037.450000
        PA
        USD
        67130.340000
        0.0007501
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 929838 FN 08/38 FIXED 6
        31412NBF2
        
          
        
        4521.250000
        PA
        USD
        5049.960000
        0.0000564
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-08-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 929880 FN 09/23 FIXED 6
        31412NCR5
        
          
        
        46780.900000
        PA
        USD
        47573.860000
        0.0005316
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-09-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 929970 FN 09/28 FIXED 5.5
        31412NFK7
        
          
        
        19125.840000
        PA
        USD
        20343.870000
        0.0002273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 929971 FN 09/28 FIXED 5.5
        31412NFL5
        
          
        
        113247.310000
        PA
        USD
        120393.520000
        0.0013452
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 931706 FN 08/29 FIXED 5.5
        31412QDK2
        
          
        
        33484.190000
        PA
        USD
        35601.850000
        0.0003978
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 932621 FN 01/30 FIXED 5.5
        31412RD20
        
          
        
        905.790000
        PA
        USD
        962.530000
        0.0000108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 933999 FN 08/23 FIXED 6
        31412TDC4
        
          
        
        5544.350000
        PA
        USD
        5578.520000
        0.0000623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-08-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 936970 FN 05/27 FIXED 5.5
        31412WMT0
        
          
        
        13086.520000
        PA
        USD
        13903.880000
        0.0001554
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 937937 FN 06/37 FIXED 6
        31412XPW8
        
          
        
        26975.350000
        PA
        USD
        28809.620000
        0.0003219
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 941341 FN 08/37 FIXED 6
        31413CHS1
        
          
        
        52406.640000
        PA
        USD
        56023.660000
        0.0006260
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 945766 FN 09/37 FIXED 6.5
        31413HFF0
        
          
        
        48137.020000
        PA
        USD
        51716.790000
        0.0005779
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 959940 FN 11/22 FIXED 6
        31413Y4Z1
        
          
        
        4809.230000
        PA
        USD
        4847.110000
        0.0000542
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-11-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 966879 FN 12/37 FIXED 6
        31414HUC9
        
          
        
        48450.710000
        PA
        USD
        51741.930000
        0.0005781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 968650 FN 01/23 FIXED 5.5
        31414KTF7
        
          
        
        69.400000
        PA
        USD
        70.020000
        0.0000008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-01-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 975083 FN 05/23 FIXED 4.5
        31414SXL2
        
          
        
        18991.640000
        PA
        USD
        19448.670000
        0.0002173
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 981307 FN 06/38 FIXED 6
        31415AU82
        
          
        
        48535.610000
        PA
        USD
        52251.060000
        0.0005838
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 984845 FN 07/38 FIXED 6
        31415PBN7
        
          
        
        17217.620000
        PA
        USD
        18815.750000
        0.0002102
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 986946 FN 09/38 FIXED 6
        31415RL36
        
          
        
        560.470000
        PA
        USD
        601.210000
        0.0000067
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-09-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 988451 FN 10/23 FIXED 6
        31415TBU3
        
          
        
        4397.370000
        PA
        USD
        4424.130000
        0.0000494
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-10-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 988934 FN 08/38 FIXED 5
        31415TSX9
        
          
        
        54647.970000
        PA
        USD
        57585.680000
        0.0006434
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-08-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 991932 FN 12/23 FIXED 6
        31415W4R1
        
          
        
        2517.640000
        PA
        USD
        2534.670000
        0.0000283
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-12-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 992141 FN 10/38 FIXED 6
        31415XEN7
        
          
        
        32209.870000
        PA
        USD
        35834.100000
        0.0004004
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-10-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 992144 FN 10/38 FIXED 6
        31415XER8
        
          
        
        57578.710000
        PA
        USD
        62953.240000
        0.0007034
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-10-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 994150 FN 12/23 FIXED 4.5
        31416AL73
        
          
        
        22212.850000
        PA
        USD
        22757.040000
        0.0002543
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-12-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 995069 FN 10/38 FIXED VAR
        31416BMS4
        
          
        
        730.820000
        PA
        USD
        817.060000
        0.0000091
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-10-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 995199 FN 05/37 FIXED VAR
        31416BRU4
        
          
        
        14688.320000
        PA
        USD
        16344.670000
        0.0001826
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 995460 FN 12/23 FIXED VAR
        31416BZZ4
        
          
        
        986.570000
        PA
        USD
        999.260000
        0.0000112
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-12-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIMCO FUNDS
        549300F9QJIJF2GM8419
        PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND
        000000000
        
          
        
        37721566.410000
        PA
        USD
        371859201.630000
        4.1549200
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 995938 FN 01/39 FIXED VAR
        31416CLT1
        
          
        
        1642790.250000
        PA
        USD
        1836587.090000
        0.0205209
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-01-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AA8966 FN 07/24 FIXED 4.5
        31416S6C0
        
          
        
        21460.360000
        PA
        USD
        21996.870000
        0.0002458
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AB0090 FN 03/29 FIXED 4.5
        31416VC44
        
          
        
        155960.260000
        PA
        USD
        161592.400000
        0.0018055
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AB1720 FN 11/30 FIXED 4.5
        31416W4E9
        
          
        
        169652.310000
        PA
        USD
        176402.780000
        0.0019710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AB3000 FN 05/31 FIXED 4.5
        31416YKN7
        
          
        
        46440.380000
        PA
        USD
        48354.910000
        0.0005403
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AD0662 FN 01/25 FIXED VAR
        31418MWY4
        
          
        
        32441.110000
        PA
        USD
        33083.260000
        0.0003697
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-01-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AD0890 FN 05/24 FIXED VAR
        31418M7C0
        
          
        
        594.760000
        PA
        USD
        598.450000
        0.0000067
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-05-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AD7079 FN 06/25 FIXED 4.5
        31418U2M5
        
          
        
        14671.160000
        PA
        USD
        15086.860000
        0.0001686
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AD9151 FN 08/40 FIXED 5
        31418XEZ7
        
          
        
        48583.890000
        PA
        USD
        52607.160000
        0.0005878
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AE0212 FN 12/27 FIXED VAR
        31419AGW1
        
          
        
        161787.960000
        PA
        USD
        172006.010000
        0.0019219
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AI9163 FN 11/30 FIXED 4.5
        3138APFD5
        
          
        
        48348.990000
        PA
        USD
        50155.300000
        0.0005604
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AL1313 FN 05/25 FIXED VAR
        3138EHN73
        
          
        
        167235.440000
        PA
        USD
        169570.120000
        0.0018947
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AL2645 FN 01/27 FIXED VAR
        3138EJ5F1
        
          
        
        1279.700000
        PA
        USD
        1315.430000
        0.0000147
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-01-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AL4182 FN 05/26 FIXED VAR
        3138ELUG6
        
          
        
        3508.690000
        PA
        USD
        3595.890000
        0.0000402
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-05-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AL8356 FN 07/34 FIXED VAR
        3138ETJA5
        
          
        
        59680.250000
        PA
        USD
        62035.760000
        0.0006931
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AL9109 FN 01/34 FIXED VAR
        3138ERDP2
        
          
        
        11885.410000
        PA
        USD
        12321.210000
        0.0001377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIMCO FUNDS
        LWVQWTQCFH3YG7CVH718
        PIMCO PRV SHORT TERM FLT III MUTUAL FUND
        000000000
        
          
        
        14877.230000
        PA
        USD
        144457.930000
        0.0016141
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AS7958 FN 08/46 FIXED 4.5
        3138WHZY1
        
          
        
        34521.920000
        PA
        USD
        36381.890000
        0.0004065
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AW7006 FN 06/44 FIXED 4.5
        3138XWYC6
        
          
        
        43102.230000
        PA
        USD
        44724.830000
        0.0004997
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BD2723 FN 08/46 FIXED 4.5
        3140FAAZ5
        
          
        
        88975.600000
        PA
        USD
        92286.960000
        0.0010312
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BD7814 FN 09/46 FIXED 4.5
        3140FFVG3
        
          
        
        275954.070000
        PA
        USD
        287807.620000
        0.0032158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BE2239 FN 02/47 FIXED 3.5
        3140FMPZ3
        
          
        
        751359.750000
        PA
        USD
        761125.380000
        0.0085043
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BE3614 FN 05/47 FIXED 3.5
        3140FPAQ2
        
          
        
        8406515.910000
        PA
        USD
        8536252.490000
        0.0953787
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BH9044 FN 11/47 FIXED 4
        3140GYBN8
        
          
        
        859204.240000
        PA
        USD
        882827.690000
        0.0098642
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BJ9169 FN 05/48 FIXED 4
        3140HBFK9
        
          
        
        1119.330000
        PA
        USD
        1148.610000
        0.0000128
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BK1462 FN 04/48 FIXED 4
        3140HETU6
        
          
        
        1060426.800000
        PA
        USD
        1087043.930000
        0.0121459
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BK8702 FN 07/48 FIXED 4
        3140HNU42
        
          
        
        2420993.530000
        PA
        USD
        2483556.550000
        0.0277497
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BK8835 FN 08/48 FIXED 4
        3140HNY97
        
          
        
        6257326.810000
        PA
        USD
        6494587.620000
        0.0725664
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BK8838 FN 08/48 FIXED 4
        3140HNZC9
        
          
        
        4177455.330000
        PA
        USD
        4338495.270000
        0.0484756
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BM1447 FN 07/47 FIXED VAR
        3140J5TD1
        
          
        
        4423066.520000
        PA
        USD
        4498710.640000
        0.0502658
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BM2003 FN 10/47 FIXED VAR
        3140J6GM3
        
          
        
        323332.850000
        PA
        USD
        333796.680000
        0.0037296
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BU9251 FN 04/52 FIXED 3
        3140MBH54
        
          
        
        856658.000000
        PA
        USD
        841298.050000
        0.0094001
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BV0592 FN 04/52 FIXED 3
        3140MDUS5
        
          
        
        659112.000000
        PA
        USD
        646397.540000
        0.0072224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BV1252 FN 04/52 FIXED 3
        3140MEMA1
        
          
        
        1257256.000000
        PA
        USD
        1234712.050000
        0.0137959
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BV5376 FN 04/52 FIXED 3
        3140MJ6N0
        
          
        
        146418220.000000
        PA
        USD
        143463104.990000
        1.6029662
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BV5386 FN 04/52 FIXED 3
        3140MJ6Y6
        
          
        
        8708686.000000
        PA
        USD
        8541774.190000
        0.0954404
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL CA0384 FN 09/47 FIXED 3.5
        3140Q7NA1
        
          
        
        33185010.740000
        PA
        USD
        33686208.600000
        0.3763884
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL CA0541 FN 10/47 FIXED 3.5
        3140Q7S73
        
          
        
        50048705.350000
        PA
        USD
        50743657.650000
        0.5669776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL CA0694 FN 11/47 FIXED 3.5
        3140Q7XY8
        
          
        
        48029362.980000
        PA
        USD
        48715985.470000
        0.5443217
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL CA0860 FN 12/47 FIXED 3.5
        3140Q75W3
        
          
        
        41746280.600000
        PA
        USD
        42317835.190000
        0.4728328
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL CB2894 FN 02/52 FIXED 3
        3140QNGC0
        
          
        
        69895746.180000
        PA
        USD
        68642542.710000
        0.7669684
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL CB3004 FN 02/52 FIXED 3
        3140QNKS0
        
          
        
        68322918.600000
        PA
        USD
        67097913.950000
        0.7497097
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL CB3242 FN 04/52 FIXED 3
        3140QNS86
        
          
        
        48137033.000000
        PA
        USD
        47154974.470000
        0.5268799
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL MA0058 FN 04/29 FIXED 5.5
        31417YB48
        
          
        
        6531.980000
        PA
        USD
        6947.670000
        0.0000776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL MA0096 FN 06/29 FIXED 4.5
        31417YDA2
        
          
        
        745.220000
        PA
        USD
        772.960000
        0.0000086
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL MA0130 FN 07/29 FIXED 5
        31417YEC7
        
          
        
        5923.800000
        PA
        USD
        6297.510000
        0.0000704
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL MA0217 FN 10/29 FIXED 5.5
        31417YG35
        
          
        
        309268.500000
        PA
        USD
        329500.730000
        0.0036816
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL MA0268 FN 12/29 FIXED 5
        31417YJN8
        
          
        
        21807.030000
        PA
        USD
        23185.250000
        0.0002591
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-12-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL MA0383 FN 04/30 FIXED 4.5
        31417YM95
        
          
        
        28178.570000
        PA
        USD
        29229.650000
        0.0003266
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL MA0575 FN 11/30 FIXED 4.5
        31417YT98
        
          
        
        17556.880000
        PA
        USD
        18256.990000
        0.0002040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL MA0603 FN 11/25 FIXED 4.5
        31417YU54
        
          
        
        60040.600000
        PA
        USD
        62183.990000
        0.0006948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL MA0706 FN 04/31 FIXED 4.5
        31417YYC5
        
          
        
        18400.670000
        PA
        USD
        19180.090000
        0.0002143
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL MA0844 FN 08/31 FIXED 4.5
        31417Y5E3
        
          
        
        6166.170000
        PA
        USD
        6420.580000
        0.0000717
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL MA2594 FN 03/46 FIXED 4.5
        31418B3C8
        
          
        
        8909.020000
        PA
        USD
        9439.150000
        0.0001055
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL MA2724 FN 08/46 FIXED 4.5
        31418CA20
        
          
        
        13669.660000
        PA
        USD
        14412.130000
        0.0001610
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT CANADA COMPANY
        549300BIUBSSCG5CXL88
        FORD CREDIT CANADA CO COMPANY GUAR 06/22 2.766
        34527ABU3
        
          
        
        2000000.000000
        PA
        
        1601903.770000
        0.0178987
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2022-06-22
          Fixed
          2.766
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 01/23 3.087
        345397A29
        
          
        
        9400000.000000
        PA
        USD
        9422325.000000
        0.1052791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-09
          Fixed
          3.087
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 01/24 3.81
        345397YG2
        
          
        
        2000000.000000
        PA
        USD
        2000020.000000
        0.0223470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-09
          Fixed
          3.81
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 02/23 VAR
        345397ZC0
        
          
        
        9750000.000000
        PA
        USD
        9677585.870000
        0.1081312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Floating
          1.74143
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 05/23 3.096
        345397XZ1
        
          
        
        20800000.000000
        PA
        USD
        20800000.000000
        0.2324061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-04
          Fixed
          3.096
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 07/24 1.744
        ACI1K2ZL2
        
          
        
        5700000.000000
        PA
        
        6203705.830000
        0.0693163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-19
          Fixed
          1.744
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 08/22 VAR
        345397YP2
        
          
        
        500000.000000
        PA
        USD
        498340.030000
        0.0055681
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-03
          Floating
          1.38271
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 09/22 4.25
        345397WF6
        
          
        
        2082000.000000
        PA
        USD
        2097261.060000
        0.0234335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-20
          Fixed
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 10/22 3.55
        34540XAB9
        
          
        
        16300000.000000
        PA
        USD
        16328525.000000
        0.1824446
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-07
          Fixed
          3.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 11/22 3.35
        345397ZU0
        
          
        
        7300000.000000
        PA
        USD
        7325039.000000
        0.0818454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          3.35
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC 2103
        N/A
        FREDDIE MAC FHR 2103 TE
        3133THKP1
        
          
        
        514.300000
        PA
        USD
        554.080000
        0.0000062
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC 2135
        N/A
        FREDDIE MAC FHR 2135 KZ
        3133TJWR0
        
          
        
        228737.300000
        PA
        USD
        244944.440000
        0.0027369
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-15
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC 2174
        N/A
        FREDDIE MAC FHR 2174 PN
        3133TLMU9
        
          
        
        17502.180000
        PA
        USD
        18582.760000
        0.0002076
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-15
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC 2241
        N/A
        FREDDIE MAC FHR 2241 PH
        3133TPF87
        
          
        
        32833.870000
        PA
        USD
        36783.590000
        0.0004110
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-15
          Fixed
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC 2266
        N/A
        FREDDIE MAC FHR 2266 F
        3133TQFM4
        
          
        
        547.290000
        PA
        USD
        548.780000
        0.0000061
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-15
          Floating
          0.84657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC 2395
        N/A
        FREDDIE MAC FHR 2395 FT
        31339LMA5
        
          
        
        21148.800000
        PA
        USD
        21224.910000
        0.0002372
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-15
          Floating
          0.84657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC 2461
        N/A
        FREDDIE MAC FHR 2461 Z
        31392MK43
        
          
        
        275994.670000
        PA
        USD
        306526.500000
        0.0034249
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-15
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC 2826
        N/A
        FREDDIE MAC FHR 2826 YT
        31395CZM6
        
          
        
        384834.230000
        PA
        USD
        409762.480000
        0.0045784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-15
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC 3181
        N/A
        FREDDIE MAC FHR 3181 PS
        31396URJ1
        
          
        
        1077667.500000
        PA
        USD
        156183.010000
        0.0017451
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-15
          Floating
          6.07343
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC 3200
        N/A
        FREDDIE MAC FHR 3200 SB
        31397AJC8
        
          
        
        2966778.870000
        PA
        USD
        468695.880000
        0.0052369
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-15
          Floating
          6.75343
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC 3404
        N/A
        FREDDIE MAC FHR 3404 AF
        31397PST8
        
          
        
        1998514.970000
        PA
        USD
        2047445.410000
        0.0228769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-15
          Floating
          1.25157
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC 3439
        N/A
        FREDDIE MAC FHR 3439 FN
        31397TAL6
        
          
        
        24555.160000
        PA
        USD
        24553.940000
        0.0002744
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-15
          Floating
          0.72657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 3984
        N/A
        FREDDIE MAC FHR 3984 DF
        3137AKEE7
        
          
        
        17256.440000
        PA
        USD
        17446.220000
        0.0001949
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-15
          Floating
          0.94657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 4024
        N/A
        FREDDIE MAC FHR 4024 IO
        3137ANKV6
        
          
        
        3469508.460000
        PA
        USD
        166020.840000
        0.0018550
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 4039
        N/A
        FREDDIE MAC FHR 4039 QI
        3137AQQL5
        
          
        
        4428604.090000
        PA
        USD
        224869.020000
        0.0025125
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STRIPS 309
        N/A
        FREDDIEMAC STRIP FHS 309 S6
        31325USH0
        
          
        
        24200861.000000
        PA
        USD
        3998289.830000
        0.0446744
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-15
          Floating
          5.55343
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STRIPS 332
        N/A
        FREDDIEMAC STRIP FHS 332 V1
        3132HUCJ0
        
          
        
        6404847.730000
        PA
        USD
        7457609.410000
        0.0833266
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-15
          Floating
          9.04549
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STRIPS-246
        N/A
        FREDDIEMAC STRIP FHS 246 F14
        3128HWUY1
        
          
        
        7768.980000
        PA
        USD
        7817.460000
        0.0000873
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-15
          Floating
          0.79657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC-1654
        N/A
        FREDDIE MAC FHR 1654 B
        3133T3LZ9
        
          
        
        38667.380000
        PA
        USD
        1044.780000
        0.0000117
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-01-15
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC-2304
        N/A
        FREDDIE MAC FHR 2304 PZ
        3133TSMD2
        
          
        
        154211.100000
        PA
        USD
        171325.630000
        0.0019143
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-15
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC-2340
        N/A
        FREDDIE MAC FHR 2340 PZ
        313398EE5
        
          
        
        188623.600000
        PA
        USD
        209538.940000
        0.0023413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-15
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC-3203
        N/A
        FREDDIE MAC FHR 3203 CF
        31397APT4
        
          
        
        15455.180000
        PA
        USD
        15620.350000
        0.0001745
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-15
          Floating
          0.91657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC-3271
        N/A
        FREDDIE MAC FHR 3271 FA
        31397FFJ6
        
          
        
        43312.090000
        PA
        USD
        43329.680000
        0.0004841
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-15
          Floating
          0.73657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMONT HOME LOAN TRUST 2006-E
        N/A
        FREMONT HOME LOAN TRUST FHLT 2006 E 2A1
        35729NAB1
        
          
        
        191383.110000
        PA
        USD
        104217.020000
        0.0011645
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          0.51657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA GLOBAL FUNDING TRUST
        54930029I8ROQ4OROZ88
        GA GLOBAL FUNDING TRUST SR SECURED 144A 12/23 1.25
        36143L2F1
        
          
        
        28000000.000000
        PA
        USD
        27048364.560000
        0.3022214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-08
          Fixed
          1.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALLATIN CLO IX LTD 2018-1A
        N/A
        GALLATIN FUNDING LTD GALL 2018 1A A 144A
        36361WAC0
        
          
        
        12902193.360000
        PA
        USD
        12855129.130000
        0.1436351
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2028-01-21
          Floating
          1.30514
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A
        N/A
        GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A
        36361UAL4
        
          
        
        28000000.000000
        PA
        USD
        27843376.400000
        0.3111043
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-07-15
          Floating
          1.17739
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATX CORPORATION
        549300IHYHCQP2PIR591
        GATX CORP SR UNSECURED 06/22 4.75
        361448AN3
        
          
        
        400000.000000
        PA
        USD
        402252.360000
        0.0044945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MILLS INC
        2TGYMUGI08PO8X8L6150
        GENERAL MILLS INC UNSECURED 10/22 6.41
        37033LGD2
        
          
        
        20600000.000000
        PA
        USD
        21064418.970000
        0.2353605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-15
          Fixed
          6.41
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS COMPANY
        54930070NSV60J38I987
        GENERAL MOTORS CO SR UNSECURED 10/23 5.4
        37045VAW0
        
          
        
        15600000.000000
        PA
        USD
        16147772.160000
        0.1804250
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-10-02
          Fixed
          5.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINANCIAL COMPANY INC
        5493008B6JBRUJ90QL97
        GENERAL MOTORS FINL CO SR UNSECURED 07/22 3.55
        37045XCU8
        
          
        
        1200000.000000
        PA
        USD
        1206278.350000
        0.0134782
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-08
          Fixed
          3.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINANCIAL COMPANY INC
        5493008B6JBRUJ90QL97
        GENERAL MOTORS FINL CO SR UNSECURED 11/23 VAR
        37045XDC7
        
          
        
        20700000.000000
        PA
        USD
        20776147.020000
        0.2321396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Floating
          1.34226
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        GLOBAL PAYMENTS INC SR UNSECURED 02/25 2.65
        37940XAA0
        
          
        
        3650000.000000
        PA
        USD
        3575019.840000
        0.0399450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          2.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2
        37940XAE2
        
          
        
        3300000.000000
        PA
        USD
        3044607.520000
        0.0340185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          1.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS AUTO RECEIVABLES TRUST 2022-1A
        N/A
        GLS AUTO RECEIVABLES TRUST GCAR 2022 1A A 144A
        36263XAA1
        
          
        
        23000000.000000
        PA
        USD
        22965495.400000
        0.2566019
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          1.98
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008041 G2 08/22 FLOATING VAR
        36202J5A2
        
          
        
        2987.090000
        PA
        USD
        2988.880000
        0.0000334
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-08-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008047 G2 09/22 FLOATING VAR
        36202J5G9
        
          
        
        1296.240000
        PA
        USD
        1296.940000
        0.0000145
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-09-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008146 G2 02/23 FLOATING VAR
        36202KBP9
        
          
        
        4590.090000
        PA
        USD
        4617.880000
        0.0000516
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-02-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008157 G2 03/23 FLOATING VAR
        36202KB20
        
          
        
        488.860000
        PA
        USD
        490.460000
        0.0000055
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-03-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008175 G2 04/23 FLOATING VAR
        36202KCL7
        
          
        
        17906.060000
        PA
        USD
        17977.190000
        0.0002009
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-04-20
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008216 G2 06/23 FLOATING VAR
        36202KDV4
        
          
        
        2333.880000
        PA
        USD
        2349.740000
        0.0000263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-06-20
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008228 G2 07/23 FLOATING VAR
        36202KD93
        
          
        
        12789.600000
        PA
        USD
        12802.550000
        0.0001430
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008247 G2 07/23 FLOATING VAR
        36202KEU5
        
          
        
        1066.480000
        PA
        USD
        1066.470000
        0.0000119
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008248 G2 07/23 FLOATING VAR
        36202KEV3
        
          
        
        8299.690000
        PA
        USD
        8291.460000
        0.0000926
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008259 G2 08/23 FLOATING VAR
        36202KE84
        
          
        
        1923.860000
        PA
        USD
        1926.240000
        0.0000215
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-08-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008269 G2 08/23 FLOATING VAR
        36202KFJ9
        
          
        
        17020.100000
        PA
        USD
        17012.010000
        0.0001901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-08-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008280 G2 09/23 FLOATING VAR
        36202KFV2
        
          
        
        10876.740000
        PA
        USD
        10897.470000
        0.0001218
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-09-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008302 G2 10/23 FLOATING VAR
        36202KGK5
        
          
        
        1064.160000
        PA
        USD
        1066.120000
        0.0000119
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-10-20
          Floating
          1.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008303 G2 10/23 FLOATING VAR
        36202KGL3
        
          
        
        1204.800000
        PA
        USD
        1207.350000
        0.0000135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-10-20
          Floating
          1.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008324 G2 11/23 FLOATING VAR
        36202KG90
        
          
        
        3765.420000
        PA
        USD
        3777.150000
        0.0000422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-20
          Floating
          1.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008327 G2 11/23 FLOATING VAR
        36202KHC2
        
          
        
        2260.450000
        PA
        USD
        2258.190000
        0.0000252
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-20
          Floating
          1.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008340 G2 12/23 FLOATING VAR
        36202KHR9
        
          
        
        64287.000000
        PA
        USD
        64535.930000
        0.0007211
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-12-20
          Floating
          1.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008348 G2 12/23 FLOATING VAR
        36202KHZ1
        
          
        
        13408.960000
        PA
        USD
        13393.180000
        0.0001496
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-12-20
          Floating
          1.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008443 G2 06/24 FLOATING VAR
        36202KLY9
        
          
        
        1675.040000
        PA
        USD
        1689.460000
        0.0000189
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-06-20
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008482 G2 08/24 FLOATING VAR
        36202KM77
        
          
        
        2463.550000
        PA
        USD
        2473.560000
        0.0000276
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008505 G2 09/24 FLOATING VAR
        36202KNW1
        
          
        
        32007.810000
        PA
        USD
        32269.260000
        0.0003606
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008528 G2 10/24 FLOATING VAR
        36202KPM1
        
          
        
        3971.900000
        PA
        USD
        4008.580000
        0.0000448
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-10-20
          Floating
          1.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008580 G2 01/25 FLOATING VAR
        36202KQ99
        
          
        
        27948.390000
        PA
        USD
        28338.120000
        0.0003166
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-01-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008592 G2 02/25 FLOATING VAR
        36202KRM9
        
          
        
        422.380000
        PA
        USD
        424.550000
        0.0000047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-02-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008595 G2 02/25 FLOATING VAR
        36202KRQ0
        
          
        
        17056.610000
        PA
        USD
        17270.790000
        0.0001930
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-02-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008639 G2 06/25 FLOATING VAR
        36202KS48
        
          
        
        14805.000000
        PA
        USD
        15071.290000
        0.0001684
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-06-20
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008682 G2 08/25 FLOATING VAR
        36202KUF0
        
          
        
        3562.020000
        PA
        USD
        3577.910000
        0.0000400
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-08-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008717 G2 10/25 FLOATING VAR
        36202KVJ1
        
          
        
        14620.550000
        PA
        USD
        14819.710000
        0.0001656
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-10-20
          Floating
          1.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008781 G2 01/26 FLOATING VAR
        36202KXJ9
        
          
        
        5058.460000
        PA
        USD
        5115.930000
        0.0000572
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-01-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008814 G2 02/26 FLOATING VAR
        36202KYK5
        
          
        
        8432.530000
        PA
        USD
        8525.170000
        0.0000953
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-02-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008818 G2 02/26 FLOATING VAR
        36202KYP4
        
          
        
        8023.060000
        PA
        USD
        8025.090000
        0.0000897
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-02-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008830 G2 03/26 FLOATING VAR
        36202KY33
        
          
        
        8965.740000
        PA
        USD
        9120.810000
        0.0001019
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-03-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008847 G2 04/26 FLOATING VAR
        36202KZL2
        
          
        
        2367.350000
        PA
        USD
        2399.610000
        0.0000268
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-04-20
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008865 G2 05/26 FLOATING VAR
        36202KZ65
        
          
        
        2121.920000
        PA
        USD
        2157.840000
        0.0000241
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-05-20
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008911 G2 07/26 FLOATING VAR
        36202K3U7
        
          
        
        1533.290000
        PA
        USD
        1564.070000
        0.0000175
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008913 G2 07/26 FLOATING VAR
        36202K3W3
        
          
        
        752.220000
        PA
        USD
        765.580000
        0.0000086
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008927 G2 07/26 FLOATING VAR
        36202K4L6
        
          
        
        1357.660000
        PA
        USD
        1385.060000
        0.0000155
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008943 G2 08/26 FLOATING VAR
        36202K5C5
        
          
        
        6562.590000
        PA
        USD
        6573.110000
        0.0000734
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-08-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008947 G2 08/26 FLOATING VAR
        36202K5G6
        
          
        
        5915.740000
        PA
        USD
        5980.430000
        0.0000668
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-08-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008968 G2 09/26 FLOATING VAR
        36202K6D2
        
          
        
        578.660000
        PA
        USD
        586.170000
        0.0000065
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-09-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008970 G2 05/22 FLOATING VAR
        36202K6F7
        
          
        
        268.570000
        PA
        USD
        268.670000
        0.0000030
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-05-20
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008974 G2 05/22 FLOATING VAR
        36202K6K6
        
          
        
        326.340000
        PA
        USD
        326.260000
        0.0000036
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-05-20
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008978 G2 05/22 FLOATING VAR
        36202K6P5
        
          
        
        146.570000
        PA
        USD
        146.640000
        0.0000016
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-05-20
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080015 G2 11/26 FLOATING VAR
        36225CAR7
        
          
        
        1998.020000
        PA
        USD
        1997.320000
        0.0000223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-11-20
          Floating
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080023 G2 12/26 FLOATING VAR
        36225CAZ9
        
          
        
        2038.640000
        PA
        USD
        2092.570000
        0.0000234
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-12-20
          Floating
          1.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080031 G2 01/27 FLOATING VAR
        36225CA97
        
          
        
        150945.120000
        PA
        USD
        154072.570000
        0.0017215
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-01-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080046 G2 02/27 FLOATING VAR
        36225CBQ8
        
          
        
        146608.280000
        PA
        USD
        148150.170000
        0.0016553
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-02-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080054 G2 03/27 FLOATING VAR
        36225CBY1
        
          
        
        18860.990000
        PA
        USD
        19103.310000
        0.0002134
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080059 G2 04/27 FLOATING VAR
        36225CB54
        
          
        
        772.590000
        PA
        USD
        786.960000
        0.0000088
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-04-20
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080076 G2 05/27 FLOATING VAR
        36225CCN4
        
          
        
        8302.290000
        PA
        USD
        8431.800000
        0.0000942
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-20
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080086 G2 06/27 FLOATING VAR
        36225CCY0
        
          
        
        34132.050000
        PA
        USD
        34719.370000
        0.0003879
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-20
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080094 G2 07/27 FLOATING VAR
        36225CC87
        
          
        
        6017.210000
        PA
        USD
        6101.400000
        0.0000682
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-07-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080095 G2 07/27 FLOATING VAR
        36225CC95
        
          
        
        90095.510000
        PA
        USD
        91652.990000
        0.0010241
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-07-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080147 G2 12/27 FLOATING VAR
        36225CEV4
        
          
        
        37063.720000
        PA
        USD
        37027.190000
        0.0004137
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080285 G2 05/29 FLOATING VAR
        36225CJ72
        
          
        
        130.790000
        PA
        USD
        132.240000
        0.0000015
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-20
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080408 G2 05/30 FLOATING VAR
        36225CN28
        
          
        
        12549.770000
        PA
        USD
        12902.580000
        0.0001442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-20
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080428 G2 07/30 FLOATING VAR
        36225CPN0
        
          
        
        1753.080000
        PA
        USD
        1801.150000
        0.0000201
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080484 G2 01/31 FLOATING VAR
        36225CRE8
        
          
        
        1850.360000
        PA
        USD
        1864.610000
        0.0000208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080493 G2 02/31 FLOATING VAR
        36225CRP3
        
          
        
        6579.690000
        PA
        USD
        6613.160000
        0.0000739
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080569 G2 01/32 FLOATING VAR
        36225CT30
        
          
        
        150424.230000
        PA
        USD
        155722.050000
        0.0017399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080579 G2 02/32 FLOATING VAR
        36225CUD6
        
          
        
        294302.610000
        PA
        USD
        304524.680000
        0.0034026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080968 G2 07/34 FLOATING VAR
        36225DCE2
        
          
        
        9973.610000
        PA
        USD
        10266.500000
        0.0001147
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL MA5399 G2 08/48 FIXED 4.5
        36179T7L3
        
          
        
        1168822.810000
        PA
        USD
        1213648.430000
        0.0135605
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-20
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA POOL 422649 GN 04/26 FIXED 7
        36206VQA8
        
          
        
        42.920000
        PA
        USD
        43.520000
        0.0000005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-04-15
          Fixed
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC SR UNSECURED 01/25 VAR
        38141GZH0
        
          
        
        16000000.000000
        PA
        USD
        15608596.960000
        0.1744006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-24
          Floating
          1.757
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC SR UNSECURED 02/23 VAR
        38141GWU4
        
          
        
        7000000.000000
        PA
        USD
        7014341.040000
        0.0783738
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-23
          Floating
          1.21386
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC SR UNSECURED 03/24 3
        38141GZP2
        
          
        
        21800000.000000
        PA
        USD
        21783335.640000
        0.2433932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC SR UNSECURED 05/26 VAR
        38141GXD1
        
          
        
        200000.000000
        PA
        USD
        201178.740000
        0.0022478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Floating
          1.67643
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC SR UNSECURED 11/23 VAR
        38141EB81
        
          
        
        17700000.000000
        PA
        USD
        17933731.860000
        0.2003802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-29
          Floating
          2.10786
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC SR UNSECURED 12/23 1.217
        38141GZE7
        
          
        
        23200000.000000
        PA
        USD
        22651726.460000
        0.2530961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-06
          Fixed
          1.217
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC SR UNSECURED 12/23 VAR
        38141GZF4
        
          
        
        23200000.000000
        PA
        USD
        23108520.780000
        0.2582000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-06
          Floating
          0.802956
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08
        N/A
        GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FD
        38375UVD9
        
          
        
        7645343.930000
        PA
        USD
        7647921.940000
        0.0854531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2065-03-20
          Floating
          0.70629
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09
        N/A
        GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB
        38376RTJ5
        
          
        
        3756681.910000
        PA
        USD
        3787070.840000
        0.0423143
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2066-04-20
          Floating
          1.00629
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11
        N/A
        GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F
        38375UXM7
        
          
        
        2711963.110000
        PA
        USD
        2726372.850000
        0.0304628
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2066-05-20
          Floating
          0.90629
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H14
        N/A
        GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FH
        38380QGA4
        
          
        
        20218827.980000
        PA
        USD
        20973044.850000
        0.2343396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2070-08-20
          Floating
          1.69857
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GPMT LLC 2021-FL3
        N/A
        GPMT LTD. GPMT 2021 FL3 A 144A
        36264BAA8
        
          
        
        18919665.060000
        PA
        USD
        18868117.490000
        0.2108204
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2035-07-16
          Floating
          1.71757
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GPMT LTD 2021-FL4
        N/A
        GPMT LTD. GPMT 2021 FL4 A 144A
        36262TAA1
        
          
        
        22182000.000000
        PA
        USD
        21961785.980000
        0.2453871
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-12-15
          Floating
          1.79657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT HALL MORTGAGES PLC 2007-1
        N/A
        GREAT HALL MORTGAGES PLC GHM 2007 1 A2B REGS
        B1S70QII6
        
          
        
        422772.600000
        PA
        
        463560.210000
        0.0051795
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2039-03-18
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT HALL MORTGAGES PLC 2007-2X
        N/A
        GREAT HALL MORTGAGES PLC GHM 2007 2X AC REGS
        B1Z97QII7
        
          
        
        4698513.050000
        PA
        USD
        4624605.440000
        0.0516724
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2039-06-18
          Floating
          1.07814
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE SECURITIES CORP II 2012-GCJ9
        N/A
        GS MORTGAGE SECURITIES TRUST GSMS 2012 GCJ9 XA
        36192PAQ9
        
          
        
        9789239.780000
        PA
        USD
        29613.430000
        0.0003309
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-11-10
          Variable
          1.91484
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ3
        N/A
        GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ3 A4 144A
        362924AE2
        
          
        
        24000000.000000
        PA
        USD
        22178438.400000
        0.2478079
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-26
          Variable
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAMP TRUST 2004-OPT
        N/A
        GSAMP TRUST GSAMP 2004 OPT M1
        36242DNU3
        
          
        
        1509178.830000
        PA
        USD
        1493392.670000
        0.0166862
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-25
          Floating
          1.32657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAMP TRUST 2007-FM1
        N/A
        GSAMP TRUST GSAMP 2007 FM1 A2A
        3622MAAB7
        
          
        
        1483646.270000
        PA
        USD
        876370.710000
        0.0097920
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Floating
          0.52657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR MORTGAGE LOAN TRUST 2005-AR4
        N/A
        GSR MORTGAGE LOAN TRUST GSR 2005 AR4 2A1
        362341FH7
        
          
        
        618069.460000
        PA
        USD
        421561.380000
        0.0047103
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Floating
          2.63704
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR MORTGAGE LOAN TRUST 2005-AR6
        N/A
        GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1
        362341RT8
        
          
        
        1592263.210000
        PA
        USD
        1600934.360000
        0.0178878
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Floating
          2.76557
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR MORTGAGE LOAN TRUST 2005-AR6
        N/A
        GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1
        362341RX9
        
          
        
        223548.000000
        PA
        USD
        226108.180000
        0.0025264
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Floating
          2.91023
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR MORTGAGE LOAN TRUST 2005-AR6
        N/A
        GSR MORTGAGE LOAN TRUST GSR 2005 AR6 4A5
        362341SF7
        
          
        
        19278.790000
        PA
        USD
        19235.230000
        0.0002149
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Floating
          2.64505
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR MTGE LOAN TRUST 2003-2F
        N/A
        GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1
        36228FNB8
        
          
        
        25361.190000
        PA
        USD
        26120.260000
        0.0002919
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-03-25
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)
        N/A
        HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 04/25 6
        418751AB9
        
          
        
        4000000.000000
        PA
        USD
        4105080.000000
        0.0458676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARBORVIEW MORTGAGE LOAN TR 2005-4
        N/A
        HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1
        41161PMX8
        
          
        
        1753198.530000
        PA
        USD
        1440891.810000
        0.0160996
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-19
          Floating
          2.66505
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        HASBRO INC
        549300NUB6D2R1ITYR45
        HASBRO INC SR UNSECURED 11/26 3.55
        418056AY3
        
          
        
        5800000.000000
        PA
        USD
        5771862.340000
        0.0644911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-19
          Fixed
          3.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        URBI DESARROLLOS URBANOS SA DE CV (AKA: URBIMM)
        N/A
        URBI DESARROLLOS URBANOS SAB COMMON STOCK
        B0126X906
        
          
        
        572.000000
        NS
        
        194.410000
        0.0000022
        Long
        EC
        CORP
        MX
        N
        
        1
        
          N
          N
          N
        
      
      
        HAWKSMOOR MORTGAGES 19-1A
        N/A
        HAWKSMOOR MORTGAGES PLC HWKSM 2019 1A A 144A
        ACI1DHFV7
        
          
        
        64942021.560000
        PA
        
        85448488.720000
        0.9547475
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2053-05-25
          Floating
          1.5828
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ VEHICLE FINANCING LLC 2022-3A
        N/A
        HERTZ VEHICLE FINANCING LLC HERTZ 2022 3A A 144A
        42806MAS8
        
          
        
        22500000.000000
        PA
        USD
        22505371.880000
        0.2514608
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-25
          Fixed
          3.37
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ VEHICLE FINANCING LLC 2022-4A
        N/A
        HERTZ VEHICLE FINANCING LLC 09/26 3.73
        42806MBA6
        
          
        
        22500000.000000
        PA
        USD
        22542903.000000
        0.2518802
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-25
          Fixed
          3.73
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME EQUITY ASSET TRUST 2006-4
        N/A
        HOME EQUITY ASSET TRUST HEAT 2006 4 2A4
        437084VN3
        
          
        
        8392898.530000
        PA
        USD
        8318394.770000
        0.0929445
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Floating
          1.01657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2
        N/A
        HOMEWARD OPPORTUNITIES FUND I HOF 2020 2 A1 144A
        43789XAA2
        
          
        
        2943250.920000
        PA
        USD
        2927447.430000
        0.0327094
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOPS HILL NO. 1 PLC 1
        N/A
        HOPS HILL HOPSH 1 A REGS
        ACI1V4YD5
        
          
        
        2457705.500000
        PA
        
        3235677.360000
        0.0361534
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2054-05-27
          Floating
          1.64053
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC SR UNSECURED 03/26 VAR
        404280DA4
        
          
        
        9600000.000000
        PA
        USD
        9418914.140000
        0.1052410
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-10
          Floating
          2.999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSI ASSET SEC CORP TRUST 2006-HE1
        N/A
        HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A1
        44328AAB6
        
          
        
        31656.590000
        PA
        USD
        15404.060000
        0.0001721
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-25
          Floating
          0.55657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        HUMANA INC.
        44486JD71
        
          
        
        23000000.000000
        PA
        USD
        22997875.720000
        0.2569637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-07
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/24 0.8
        44891ABR7
        
          
        
        1500000.000000
        PA
        USD
        1432771.320000
        0.0160089
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-08
          Fixed
          0.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 04/23 0.8
        44891ABU0
        
          
        
        20000000.000000
        PA
        USD
        19632378.800000
        0.2193598
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-03
          Fixed
          0.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/24 1
        44891ABY2
        
          
        
        22000000.000000
        PA
        USD
        20710665.800000
        0.2314079
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-17
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/22 1.15
        44891ABQ9
        
          
        
        24800000.000000
        PA
        USD
        24635761.500000
        0.2752644
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-10
          Fixed
          1.15
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHPT-2018-STAY
        N/A
        INTOWN HOTEL PORTFOLIO TRUST IHPT 2018 STAY A 144A
        46117MAA2
        
          
        
        5220000.000000
        PA
        USD
        5200072.650000
        0.0581023
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-01-15
          Floating
          1.497
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
        2138008L3B3MCG1DFS50
        IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 02/23 3.5
        453140AB1
        
          
        
        500000.000000
        PA
        USD
        502569.270000
        0.0056154
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-02-11
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDYMAC INDX MORTGAGE LOAN TR 2006-AR4
        N/A
        INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A
        45661EAV6
        
          
        
        1168174.500000
        PA
        USD
        1119623.420000
        0.0125100
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-05-25
          Floating
          0.87657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING GROEP NV SR UNSECURED 03/26 3.869
        456837BA0
        
          
        
        12700000.000000
        PA
        USD
        12769953.000000
        0.1426834
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-03-28
          Floating
          3.869
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING GROEP NV SR UNSECURED 10/23 VAR
        456837AL7
        
          
        
        13200000.000000
        PA
        USD
        13282532.080000
        0.1484106
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-10-02
          Floating
          1.96157
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL FLAVORS & FRAGRANCES INC
        BZLRL03D3GPGMOGFO832
        INTERNAL FLV&FGR INC
        4595A3F36
        
          
        
        5600000.000000
        PA
        USD
        5588809.970000
        0.0624458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-03
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL FLAVORS & FRAGRANCES INC
        BZLRL03D3GPGMOGFO832
        INTERNAL FLV+FGR INC
        4595A3DE4
        
          
        
        18600000.000000
        PA
        USD
        18595088.480000
        0.2077698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-14
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL FLAVORS & FRAGRANCES INC
        BZLRL03D3GPGMOGFO832
        INTERNAL FLV+FGR INC
        4595A3EP8
        
          
        
        22900000.000000
        PA
        USD
        22864330.730000
        0.2554716
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-23
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL FLAVORS & FRAGRANCES INC
        BZLRL03D3GPGMOGFO832
        INTL FLAVOR + FRAGRANCES SR UNSECURED 144A 09/22 0.697
        459506AM3
        
          
        
        6900000.000000
        PA
        USD
        6868587.410000
        0.0767453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          0.697
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL GOVT
        213800T8ZHTFZIBYPE21
        ISRAEL FIXED BOND BONDS 07/22 0.75
        BJGTFKII9
        
          
        
        80400000.000000
        PA
        
        25373958.820000
        0.2835126
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2022-07-31
          Fixed
          0.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL GOVT
        213800T8ZHTFZIBYPE21
        ISRAEL FIXED BOND BONDS 11/22 1.25
        ACI0Y1P99
        
          
        
        12100000.000000
        PA
        
        3830661.840000
        0.0428014
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2022-11-30
          Fixed
          1.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL GOVT
        213800T8ZHTFZIBYPE21
        ISRAEL MAKAM BILL BILLS 01/23 0.00000
        ACI22SVD5
        
          
        
        98600000.000000
        PA
        
        30793381.590000
        0.3440658
        Long
        DBT
        MUN
        IL
        N
        
        2
        
          2023-01-04
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL GOVT
        213800T8ZHTFZIBYPE21
        ISRAEL MAKAM BILL BILLS 04/22 0.00000
        ACI1WZJ67
        
          
        
        30100000.000000
        PA
        
        9431540.850000
        0.1053821
        Long
        DBT
        MUN
        IL
        N
        
        2
        
          2022-04-06
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL GOVT
        213800T8ZHTFZIBYPE21
        ISRAEL MAKAM BILL BILLS 07/22 0.00000
        ACI1Z3H18
        
          
        
        75000000.000000
        PA
        
        23495816.490000
        0.2625274
        Long
        DBT
        MUN
        IL
        N
        
        2
        
          2022-07-06
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL GOVT
        213800T8ZHTFZIBYPE21
        ISRAEL MAKAM BILL BILLS 09/22 0.00000
        ACI20VV73
        
          
        
        168600000.000000
        PA
        
        52808028.580000
        0.5900436
        Long
        DBT
        MUN
        IL
        N
        
        2
        
          2022-09-07
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL GOVT
        213800T8ZHTFZIBYPE21
        ISRAEL MAKAM BILL BILLS 10/22 0.00000
        ACI20YST3
        
          
        
        258600000.000000
        PA
        
        80956848.740000
        0.9045607
        Long
        DBT
        MUN
        IL
        N
        
        2
        
          2022-10-07
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL GOVT
        213800T8ZHTFZIBYPE21
        ISRAEL MAKAM BILL BILLS 11/22 0.00000
        ACI21KLL6
        
          
        
        72000000.000000
        PA
        
        22532292.940000
        0.2517616
        Long
        DBT
        MUN
        IL
        N
        
        2
        
          2022-11-02
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL GOVT
        213800T8ZHTFZIBYPE21
        ISRAEL MAKAM BILL BILLS 12/22 0.00000
        ACI229M05
        
          
        
        29000000.000000
        PA
        
        9062784.000000
        0.1012618
        Long
        DBT
        MUN
        IL
        N
        
        2
        
          2022-12-07
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVT
        353800WZS8AXZXFUC241
        JAPAN TREASURY DISC BILL BILLS 06/22 0.00000
        ACI241CD3
        
          
        
        6350000000.000000
        PA
        
        52170043.540000
        0.5829151
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2022-06-13
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN GOVT
        353800WZS8AXZXFUC241
        JAPAN TREASURY DISC BILL BILLS 06/22 0.00000
        ACI247BC3
        
          
        
        78221400000.000000
        PA
        
        642658772.340000
        7.1806634
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2022-06-20
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JERSEY CENTRAL POWER & LIGHT COMPANY
        549300W9UGH9ZPLNPF79
        JERSEY CENTRAL PWR + LT SR UNSECURED 144A 04/24 4.7
        476556DB8
        
          
        
        1700000.000000
        PA
        USD
        1738918.640000
        0.0194296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE + CO SR UNSECURED 01/25 3.125
        46625HKC3
        
          
        
        1800000.000000
        PA
        USD
        1810428.680000
        0.0202286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-23
          Fixed
          3.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE + CO SR UNSECURED 02/26 VAR
        46647PCV6
        
          
        
        22300000.000000
        PA
        USD
        21885679.830000
        0.2445368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-24
          Floating
          2.595
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE + CO SR UNSECURED 03/24 VAR
        46647PBZ8
        
          
        
        7260000.000000
        PA
        USD
        7125549.810000
        0.0796164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-16
          Floating
          0.697
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE + CO SR UNSECURED 07/24 VAR
        46647PAU0
        
          
        
        1900000.000000
        PA
        USD
        1922273.680000
        0.0214783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-23
          Floating
          3.797
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE + CO SR UNSECURED 09/24 VAR
        46647PBS4
        
          
        
        8000000.000000
        PA
        USD
        7782925.520000
        0.0869615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-16
          Floating
          0.653
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR
        46647PCQ7
        
          
        
        19100000.000000
        PA
        USD
        18603176.150000
        0.2078601
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-22
          Floating
          1.05224
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2012-C6
        N/A
        JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 C6 XA
        46634SAE5
        
          
        
        8592912.530000
        PA
        USD
        85.930000
        0.0000010
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-05-15
          Variable
          1.43375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2012-LC9
        N/A
        JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 LC9 A5
        46639EAE1
        
          
        
        5048885.720000
        PA
        USD
        5058592.710000
        0.0565215
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-15
          Fixed
          2.84
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN MORTGAGE TRUST 2007-A1
        N/A
        JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 4A2
        46630GAN5
        
          
        
        37774.070000
        PA
        USD
        37839.650000
        0.0004228
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Floating
          2.3223
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN MORTGAGE TRUST 2007-A2
        N/A
        JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 1A1
        46630PAA3
        
          
        
        182820.390000
        PA
        USD
        166173.900000
        0.0018567
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Floating
          2.40839
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN MORTGAGE TRUST-2005-A6
        N/A
        JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 7A1
        466247UG6
        
          
        
        1189148.590000
        PA
        USD
        1095857.270000
        0.0122444
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Floating
          3.10803
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7 ELEVEN INC SR UNSECURED 144A 02/23 0.625
        817826AA8
        
          
        
        13200000.000000
        PA
        USD
        12999886.280000
        0.1452525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-10
          Fixed
          0.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7 ELEVEN INC SR UNSECURED 144A 02/24 0.8
        817826AB6
        
          
        
        9600000.000000
        PA
        USD
        9228177.020000
        0.1031098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-10
          Fixed
          0.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        A10 BRIDGE ASSET FINANCING 2020-C LLC
        N/A
        A10 SECURITIZATION A10 2020 C A 144A
        66981EAA1
        
          
        
        7725678.280000
        PA
        USD
        7717501.040000
        0.0862305
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-08-15
          Fixed
          2.021
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        LAS VEGAS SANDS CORP SR UNSECURED 08/24 3.2
        517834AG2
        
          
        
        600000.000000
        PA
        USD
        573257.890000
        0.0064052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-08
          Fixed
          3.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM LP 13A
        N/A
        LCM LTD PARTNERSHIP LCM 13A AR3 144A
        50184KBL1
        
          
        
        20526976.570000
        PA
        USD
        20399996.690000
        0.2279367
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2027-07-19
          Floating
          1.118
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM XXV LTD 25A
        N/A
        LCM LTD PARTNERSHIP LCM 25A AR 144A
        50189PAY8
        
          
        
        25000000.000000
        PA
        USD
        24876500.000000
        0.2779543
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2030-07-20
          Floating
          1.37514
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC SR UNSECURED 11/22 3.2
        00287YAP4
        
          
        
        3200000.000000
        PA
        USD
        3223866.370000
        0.0360214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-06
          Fixed
          3.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LFT CRE 2021-FL1 LTD
        N/A
        LFT CRE 2021 FL1, LLC LMNT 2021 FL1 A 144A
        50203JAA6
        
          
        
        21000000.000000
        PA
        USD
        20779980.900000
        0.2321824
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2039-06-15
          Floating
          1.56657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFESTORAGE LP
        N/A
        LIFESTORAGE LP COMPANY GUAR 07/26 3.5
        84610WAB1
        
          
        
        7000000.000000
        PA
        USD
        7051140.180000
        0.0787850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        LLOYDS BANKING GROUP PLC SR UNSECURED 03/26 VAR
        53944YAR4
        
          
        
        9900000.000000
        PA
        USD
        9858474.650000
        0.1101524
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-18
          Floating
          3.511
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOANCORE ISSUER LTD 2021-CRE4
        N/A
        LOANCORE 2018 CRE1 ISSUER, LTD LNCR 2021 CRE4 A 144A
        53946CAA7
        
          
        
        18948671.970000
        PA
        USD
        18787775.010000
        0.2099227
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-15
          Floating
          0.96415
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOANCORE ISSUER LTD 2021-CRE5
        N/A
        LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A
        53947XAA0
        
          
        
        13800000.000000
        PA
        USD
        13671271.530000
        0.1527542
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-07-15
          Floating
          1.69657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO MORTGAGE GROUP 2003-13
        N/A
        ABN AMRO MORTGAGE CORP AMAC 2003 13 A3
        000780NZ5
        
          
        
        37919.170000
        PA
        USD
        37458.160000
        0.0004185
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUXE TRUST 2021-TRIP
        N/A
        LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP A 144A
        55066WAA2
        
          
        
        28350000.000000
        PA
        USD
        27911164.680000
        0.3118617
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-10-15
          Floating
          1.447
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PARK FUNDING XXIII LTD 2017-23A
        N/A
        MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A
        55820TAJ7
        
          
        
        5700000.000000
        PA
        USD
        5662341.810000
        0.0632674
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-07-27
          Floating
          1.23757
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNETITE VII LTD 2012-7A
        N/A
        MAGNETITE CLO LTD MAGNE 2012 7A A1R2 144A
        55951PBA4
        
          
        
        997592.220000
        PA
        USD
        991493.890000
        0.0110783
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2028-01-15
          Floating
          1.04129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNETITE VIII CLO LTD 2014-8A
        N/A
        MAGNETITE CLO LTD MAGNE 2014 8A AR2 144A
        55952YAP2
        
          
        
        1000000.000000
        PA
        USD
        995152.040000
        0.0111192
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-04-15
          Floating
          1.22129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNETITE XVIII LTD 2016-18A
        N/A
        MAGNETITE CLO LTD MAGNE 2016 18A AR2 144A
        55953TAS6
        
          
        
        23855695.230000
        PA
        USD
        23688030.250000
        0.2646751
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2028-11-15
          Floating
          1.38643
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH & MCLENNAN COMPANIES INC
        549300XMP3KDCKJXIU47
        MARSH + MCLENNAN CO
        57174WDJ5
        
          
        
        23000000.000000
        PA
        USD
        22991455.500000
        0.2568920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-18
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH & MCLENNAN COMPANIES INC
        549300XMP3KDCKJXIU47
        MARSH + MCLENNAN CO
        57174WDM8
        
          
        
        20000000.000000
        PA
        USD
        19990771.600000
        0.2233643
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-21
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH & MCLENNAN COMPANIES INC
        549300XMP3KDCKJXIU47
        MARSH + MCLENNAN CO
        57174WDN6
        
          
        
        20300000.000000
        PA
        USD
        20289988.650000
        0.2267075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-22
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS EDUC FINANCING AUTH 2008-1
        N/A
        MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1
        57563NAA6
        
          
        
        1622692.080000
        PA
        USD
        1624446.530000
        0.0181505
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-04-25
          Floating
          1.20771
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR ADJUSTABLE RATE MTGES TRU 2004-13
        N/A
        MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7
        576433UM6
        
          
        
        63099.610000
        PA
        USD
        62991.110000
        0.0007038
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-21
          Floating
          2.75866
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MDPKE 14A
        N/A
        MADISON PARK EURO FUNDING MDPKE 14A A1R 144A
        ACI2289F9
        
          
        
        5000000.000000
        PA
        
        5472176.600000
        0.0611426
        Long
        ABS-CBDO
        CORP
        IE
        
        N
        
        2
        
          2032-07-15
          Floating
          0.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METROPOLITAN LIFE GLOBAL FUNDING I
        635400MMSOCXNNNZDZ82
        MET LIFE GLOB FUNDING I SECURED 144A 07/25 0.95
        59217GEJ4
        
          
        
        20500000.000000
        PA
        USD
        19179847.360000
        0.2143035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-02
          Fixed
          0.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 2022-FL8 LTD
        N/A
        MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A
        55284JAA7
        
          
        
        23000000.000000
        PA
        USD
        22842608.700000
        0.2552289
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2037-02-19
          Floating
          1.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MID-STATE TRUST-11
        N/A
        MID STATE TRUST MDST 11 A1
        59549WAA1
        
          
        
        127851.430000
        PA
        USD
        128750.630000
        0.0014386
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-15
          Fixed
          4.864
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDWEST CONNECTOR CAPITAL COMPANY LLC
        N/A
        MIDWEST CONNECTOR CAPIT COMPANY GUAR 144A 04/22 3.625
        59833CAB8
        
          
        
        7300000.000000
        PA
        USD
        7300000.000000
        0.0815656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          3.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FIN GRP SR UNSECURED 03/23 VAR
        606822AS3
        
          
        
        29800000.000000
        PA
        USD
        29866042.760000
        0.3337043
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-03-02
          Floating
          1.24429
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO BANK LTD/NEW YORK BRANCH
        RB0PEZSDGCO3JS6CEU02
        MIZUHO BANK LTD
        60689GGF7
        
          
        
        23000000.000000
        PA
        USD
        22931465.060000
        0.2562217
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-07-15
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP INC
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL GROUP SR UNSECURED 03/23 VAR
        60687YAQ2
        
          
        
        12500000.000000
        PA
        USD
        12545348.250000
        0.1401738
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-03-05
          Floating
          1.37314
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP INC
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL GROUP SR UNSECURED 07/23 VAR
        ACI13W744
        
          
        
        28800000.000000
        PA
        
        21722519.860000
        0.2427137
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-07-19
          Floating
          1.465
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP INC
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL GROUP SR UNSECURED 09/24 VAR
        60687YBJ7
        
          
        
        5700000.000000
        PA
        USD
        5528225.770000
        0.0617689
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-09-08
          Floating
          0.849
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP INC
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL GROUP SR UNSECURED 09/25 VAR
        60687YAZ2
        
          
        
        300000.000000
        PA
        USD
        294089.040000
        0.0032860
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-09-13
          Floating
          2.555
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY SR UNSECURED 02/26 VAR
        61747YEM3
        
          
        
        72700000.000000
        PA
        USD
        71367129.110000
        0.7974112
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-18
          Floating
          2.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY SR UNSECURED 10/23 VAR
        61746BEC6
        
          
        
        2000000.000000
        PA
        USD
        2011234.820000
        0.0224723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-24
          Floating
          1.65886
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY ABS CAPITAL I 2005-HE1
        N/A
        MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 M2
        61744CKP0
        
          
        
        441300.650000
        PA
        USD
        427644.420000
        0.0047782
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-25
          Floating
          1.16157
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY IXIS RE CAP TR 2006-2
        N/A
        MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1
        617463AA2
        
          
        
        14441.750000
        PA
        USD
        6018.260000
        0.0000672
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Floating
          0.50657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY MORTGAGE LOAN TRUST 2005-2AR
        N/A
        MORGAN STANLEY MORTGAGE LOAN T MSM 2005 2AR A
        61745M4E0
        
          
        
        1378791.330000
        PA
        USD
        1362924.340000
        0.0152285
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-04-25
          Floating
          0.71657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY MORTGAGE TRUST 2005-7
        N/A
        MORGAN STANLEY MORTGAGE LOAN T MSM 2005 7 7A5
        61748HPQ8
        
          
        
        1160058.920000
        PA
        USD
        1179677.720000
        0.0131810
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY MORTGAGE TRUST-2004-11AR
        N/A
        MORGAN STANLEY MORTGAGE LOAN T MSM 2004 11AR 1A1
        61748HGR6
        
          
        
        292683.960000
        PA
        USD
        289624.100000
        0.0032361
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Floating
          0.77657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY MORTGAGE TRUST-2004-6AR
        N/A
        MORGAN STANLEY MORTGAGE LOAN T MSM 2004 6AR 5A
        61748HBS9
        
          
        
        86605.320000
        PA
        USD
        88853.120000
        0.0009928
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Floating
          2.47448
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORTGAGEIT TRUST 2005-1
        N/A
        MORTGAGEIT TRUST MHL 2005 1 1A1
        61913PAP7
        
          
        
        206138.450000
        PA
        USD
        205932.000000
        0.0023010
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Floating
          1.09657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORTIMER BTL 2020-1 PLC 20-1
        N/A
        MORTIMER BTL MORTI 2020 1 A REGS
        ACI1Z2703
        
          
        
        4507032.170000
        PA
        
        5937968.910000
        0.0663471
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2052-06-21
          Floating
          1.71966
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOUNTAIN VIEW CLO LTD 15-10A
        N/A
        MOUNTAIN VIEW CLO LTD MVW 2015 10A AR 144A
        62432CAQ4
        
          
        
        796098.940000
        PA
        USD
        793622.150000
        0.0088674
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2027-10-13
          Floating
          1.06443
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MP CLO VII LTD 2015-1A
        N/A
        MP CLO VII, LTD MP7 2015 1A AR3 144A
        55320RAQ0
        
          
        
        2559778.220000
        PA
        USD
        2547104.190000
        0.0284597
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2028-10-18
          Floating
          1.13129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NASSAU LTD 2017-IA
        N/A
        NASSAU LTD NCC 2017 IA A1AS 144A
        631707AL0
        
          
        
        2499627.210000
        PA
        USD
        2501779.160000
        0.0279533
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2029-10-15
          Floating
          1.39129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP PLC SR UNSECURED 05/23 VAR
        780097BF7
        
          
        
        26100000.000000
        PA
        USD
        26127076.920000
        0.2919275
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-05-15
          Floating
          1.97643
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEGIS ASSET BACKED SECURITIES TR 2005-4
        N/A
        AEGIS ASSET BACKED SECURITIES AABST 2005 4 M1
        00764MGG6
        
          
        
        726369.170000
        PA
        USD
        726077.530000
        0.0081127
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Floating
          1.13157
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP PLC SR UNSECURED 05/24 VAR
        780097BN0
        
          
        
        10800000.000000
        PA
        USD
        10718639.060000
        0.1197633
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-22
          Floating
          2.359
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP PLC SR UNSECURED REGS 03/23 2.5
        ACI0LCK78
        
          
        
        1300000.000000
        PA
        
        1474091.540000
        0.0164706
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-03-22
          Fixed
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKETS PLC
        RR3QWICWWIPCS8A4S074
        NATWEST MARKETS PLC SR UNSECURED 144A 03/25 3.479
        63906YAG3
        
          
        
        19000000.000000
        PA
        USD
        18941978.370000
        0.2116457
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-22
          Fixed
          3.479
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETAPP INC
        QTX3D84DZDD5JYOCYH15
        NETAPP INC SR UNSECURED 06/25 1.875
        64110DAL8
        
          
        
        5800000.000000
        PA
        USD
        5552891.810000
        0.0620445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-22
          Fixed
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW CENTURY HOME EQUITY LN TRUST 2005-D
        N/A
        NEW CENTURY HOME EQUITY LOAN T NCHET 2005 D A2D
        64352VPP0
        
          
        
        1612980.080000
        PA
        USD
        1611563.560000
        0.0180066
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Floating
          1.11657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW CENTURY HOME EQUITY LOAN TR 2005-1
        N/A
        NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M2
        64352VKB6
        
          
        
        2002281.240000
        PA
        USD
        1982898.760000
        0.0221557
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-03-25
          Floating
          1.17657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWGATE FUNDING PLC 2007-3X
        N/A
        NEWGATE FUNDING PLC NGATE 2007 3X A2B REGS
        B2NDQDII7
        
          
        
        1172466.500000
        PA
        
        1267106.770000
        0.0141579
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2050-12-15
          Floating
          0.098
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL HOLDINGS INC
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY CAPITAL COMPANY GUAR 02/23 VAR
        65339KBT6
        
          
        
        20800000.000000
        PA
        USD
        20731465.040000
        0.2316403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-22
          Floating
          0.74957
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES CORPORATION
        2NUNNB7D43COUIRE5295
        AES CORP/THE SR UNSECURED 01/26 1.375
        00130HCE3
        
          
        
        22500000.000000
        PA
        USD
        20719611.230000
        0.2315079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE COMPANY LLC
        7D6DIU2QXTUJRFNNJA49
        NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/24 1.05
        654740BQ1
        
          
        
        15600000.000000
        PA
        USD
        14806825.640000
        0.1654421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Fixed
          1.05
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE COMPANY LLC
        7D6DIU2QXTUJRFNNJA49
        NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/22 2.65
        654740AZ2
        
          
        
        800000.000000
        PA
        USD
        801489.010000
        0.0089553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-13
          Fixed
          2.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE COMPANY LLC
        7D6DIU2QXTUJRFNNJA49
        NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/22 VAR
        654740BA6
        
          
        
        5950000.000000
        PA
        USD
        5943551.810000
        0.0664095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-13
          Floating
          0.89443
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE COMPANY LLC
        7D6DIU2QXTUJRFNNJA49
        NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/22 VAR
        654740BE8
        
          
        
        1900000.000000
        PA
        USD
        1896408.540000
        0.0211893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-28
          Floating
          1.65557
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE COMPANY LLC
        7D6DIU2QXTUJRFNNJA49
        NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/24 1.125
        65480CAB1
        
          
        
        4500000.000000
        PA
        USD
        4212412.250000
        0.0470668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          1.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE COMPANY LLC
        7D6DIU2QXTUJRFNNJA49
        NISSAN MTR ACCP CP
        65475MD15
        
          
        
        23300000.000000
        PA
        USD
        23299468.070000
        0.2603335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO LTD
        353800DRBDH1LUTNAY26
        NISSAN MOTOR CO SR UNSECURED 144A 09/23 3.043
        654744AA9
        
          
        
        24300000.000000
        PA
        USD
        24258061.600000
        0.2710443
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-09-15
          Fixed
          3.043
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOMURA HOME EQUITY LOAN INC 2005-FM1
        N/A
        NOMURA HOME EQUITY LOAN INC NHELI 2005 FM1 M2
        65536HAG3
        
          
        
        376418.630000
        PA
        USD
        376235.390000
        0.0042038
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Floating
          1.19157
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIB GROUP PLC (AKA: ALLIED IRISH BANKS)
        635400AKJBGNS5WNQL34
        AIB GROUP PLC SR UNSECURED 144A 10/23 4.75
        00135TAA2
        
          
        
        500000.000000
        PA
        USD
        508907.100000
        0.0056862
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-10-12
          Fixed
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORINCHUKIN BANK LTD
        5493007VSMFZCPV1NB83
        NORINCHUKIN BANK SR UNSECURED 144A 09/26 1.284
        656029AG0
        
          
        
        11900000.000000
        PA
        USD
        10973456.240000
        0.1226105
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-09-22
          Fixed
          1.284
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVASTAR HOME EQUITY LOAN 2006-1
        N/A
        NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A
        669884AA6
        
          
        
        2393112.270000
        PA
        USD
        2355822.560000
        0.0263225
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Floating
          0.77657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTT FINANCE CORPORATION
        3538007PR116187GD960
        NTT FINANCE CORP COMPANY GUAR 144A 03/23 0.373
        62954WAA3
        
          
        
        21300000.000000
        PA
        USD
        20990405.780000
        0.2345335
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-03-03
          Fixed
          0.373
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FUNDING LLC
        N/A
        NXP BV/NXP FUNDING LLC COMPANY GUAR 144A 03/24 4.875
        62947QAZ1
        
          
        
        13150000.000000
        PA
        USD
        13517988.680000
        0.1510415
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-03-01
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OAKTREE CLO LTD 2019-4A
        N/A
        OAKTREE CLO LTD OAKCL 2019 4A A1R 144A
        67402CAQ9
        
          
        
        20100000.000000
        PA
        USD
        19923113.970000
        0.2226083
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2032-10-20
          Floating
          1.374
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP EURO CLO 2020-4 DAC 20-4A
        N/A
        OCP EURO CLO OCPE 2020 4A AR 144A
        ACI1ZTQK9
        
          
        
        3200000.000000
        PA
        
        3499385.410000
        0.0390999
        Long
        ABS-CBDO
        CORP
        IE
        
        N
        
        2
        
          2034-09-22
          Floating
          0.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONSLOW BAY MORTGAGE LOAN TRUST 2021-INV2
        N/A
        ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A11 144A
        67114KAL1
        
          
        
        6171533.920000
        PA
        USD
        6062049.670000
        0.0677335
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Floating
          0.999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2
        N/A
        ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A
        67114WAA9
        
          
        
        24674266.870000
        PA
        USD
        23623925.280000
        0.2639588
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-25
          Variable
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5
        N/A
        OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1APT
        68383NCU5
        
          
        
        2338654.030000
        PA
        USD
        2288760.250000
        0.0255732
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Floating
          1.01657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPTION ONE MORTGAGE LOAN TRUST 2005-3
        N/A
        OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 3 M2
        68389FHT4
        
          
        
        676847.870000
        PA
        USD
        675833.070000
        0.0075513
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Floating
          1.19157
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSCAR US FUNDING XIV LLC 2022-1A
        N/A
        OSCAR US FUNDING TRUST OSCAR 2022 1A A4 144A
        68784HAD3
        
          
        
        23000000.000000
        PA
        USD
        21987640.740000
        0.2456760
        Long
        ABS-O
        CORP
        JP
        N
        
        3
        
          2029-04-10
          Fixed
          2.82
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/24 3.75
        694308HG5
        
          
        
        3500000.000000
        PA
        USD
        3514027.720000
        0.0392635
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/22 VAR
        694308JD0
        
          
        
        16500000.000000
        PA
        USD
        16497702.870000
        0.1843349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-16
          Floating
          2.36471
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/23 3.25
        694308HC4
        
          
        
        5600000.000000
        PA
        USD
        5593288.740000
        0.0624959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/23 4.25
        694308JB4
        
          
        
        5400000.000000
        PA
        USD
        5455106.350000
        0.0609519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4
        694308HK6
        
          
        
        4100000.000000
        PA
        USD
        4065332.080000
        0.0454235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          3.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/22 VAR
        694308JX6
        
          
        
        15000000.000000
        PA
        USD
        15005659.500000
        0.1676638
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-14
          Floating
          1.19934
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/23 3.85
        694308HE0
        
          
        
        7600000.000000
        PA
        USD
        7641740.340000
        0.0853840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          3.85
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC SR SECURED 03/23 1.367
        694308JS7
        
          
        
        21900000.000000
        PA
        USD
        21525395.240000
        0.2405112
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-10
          Fixed
          1.367
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PALMER SQUARE CLO LTD 2013-2A
        N/A
        PALMER SQUARE CLO LTD PLMRS 2013 2A A1A3 144A
        69688AAL5
        
          
        
        12200000.000000
        PA
        USD
        12014645.520000
        0.1342441
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-10-17
          Floating
          1.248
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PALMER SQUARE LOAN FUNDING LTD 2019-2A
        N/A
        PALMER SQUARE LOAN FUNDING LTD PSTAT 2019 2A A1 144A
        69689PAA5
        
          
        
        255132.750000
        PA
        USD
        254372.010000
        0.0028422
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2027-04-20
          Floating
          1.224
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANASONIC HOLDINGS CORP
        254900GE1G59KGWPHX32
        PANASONIC CORP SR UNSECURED 144A 07/22 2.536
        69832AAA4
        
          
        
        18215000.000000
        PA
        USD
        18241597.360000
        0.2038201
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-07-19
          Fixed
          2.536
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARKER-HANNIFIN CORPORATION
        5493002CONDB4N2HKI23
        PARKER HANNIFIN CORP
        70109MEG5
        
          
        
        22700000.000000
        PA
        USD
        22678941.890000
        0.2534002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-16
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARKER-HANNIFIN CORPORATION
        5493002CONDB4N2HKI23
        PARKER HANNIFIN CORP
        70109MEJ9
        
          
        
        7800000.000000
        PA
        USD
        7792210.370000
        0.0870652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-18
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
        N/A
        PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7
        709599BM5
        
          
        
        11100000.000000
        PA
        USD
        10315240.990000
        0.1152560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          1.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU GOVT
        254900STKLK2DBJJZ530
        REPUBLIC OF PERU SR UNSECURED 144A 08/26 8.2
        715638AX0
        
          
        
        33600000.000000
        PA
        
        9882766.720000
        0.1104238
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-08-12
          Fixed
          8.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU GOVT
        254900STKLK2DBJJZ530
        REPUBLIC OF PERU SR UNSECURED REGS 08/26 8.2
        715638AY8
        
          
        
        129900000.000000
        PA
        
        38207482.060000
        0.4269063
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-08-12
          Fixed
          8.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP III LTD 2021-7
        N/A
        PFP III PFP 2021 7 A 144A
        69290LAA5
        
          
        
        22456465.200000
        PA
        USD
        22177080.950000
        0.2477927
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2038-04-14
          Floating
          1.24657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP III LTD 2021-8
        N/A
        PFP III PFP 2021 8 A 144A
        69357XAA9
        
          
        
        693000.000000
        PA
        USD
        684784.690000
        0.0076514
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2037-08-09
          Floating
          1.43057
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        PHILLIPS 66 COMPANY GUAR 02/24 0.9
        718546AY0
        
          
        
        5200000.000000
        PA
        USD
        5035370.080000
        0.0562620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME MORTGAGE TRUST 2004-CL1
        N/A
        PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2
        74160MDL3
        
          
        
        211113.530000
        PA
        USD
        207826.030000
        0.0023221
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-02-25
          Floating
          0.85657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF BUENOS AIRES ARGENTINA
        549300L6AYROPOTQ4L07
        PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
        P1910WRC5
        
          
        
        28931000.000000
        PA
        
        158163.990000
        0.0017672
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2025-04-12
          Floating
          45.6875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QORVO INC
        254900YAUJV2EUEVBR11
        QORVO INC COMPANY GUAR 144A 12/24 1.75
        74739DAA2
        
          
        
        2725000.000000
        PA
        USD
        2602511.250000
        0.0290788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          1.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAAC 2004-SP1
        N/A
        RAAC SERIES RAAC 2004 SP1 AII
        7609855V9
        
          
        
        93558.260000
        PA
        USD
        94323.990000
        0.0010539
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-03-25
          Floating
          1.15657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        READY CAPITAL MORTGAGE FINANCING 2021-FL5 LLC
        N/A
        READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL5 A 144A
        75574YAA1
        
          
        
        25308007.970000
        PA
        USD
        25271744.130000
        0.2823705
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-04-25
          Floating
          1.45657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC
        N/A
        READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A
        75574PAA0
        
          
        
        23000000.000000
        PA
        USD
        23032163.200000
        0.2573469
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          1.75634
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STEEL & ALUMINUM CO
        549300E287ZOFT3C5Z56
        RELIANCE STEEL + ALUM SR UNSECURED 08/25 1.3
        759509AF9
        
          
        
        2200000.000000
        PA
        USD
        2058740.860000
        0.0230031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          1.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENAISSANCE HOME EQUITY LOAN TRUST 2002-2
        N/A
        RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A
        759950AG3
        
          
        
        39700.210000
        PA
        USD
        38246.550000
        0.0004273
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-08-25
          Floating
          1.15657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENESAS ELECTRONICS CORPORATION
        5299000EPC47VJQOFB81
        RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543
        75972BAA9
        
          
        
        24200000.000000
        PA
        USD
        23064769.530000
        0.2577112
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-11-26
          Fixed
          1.543
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32A
        N/A
        RESIDENTIAL MORTGAGE SECURITIE RMS 32A A 144A
        ACI1PKR28
        
          
        
        18276989.960000
        PA
        
        24183750.050000
        0.2702140
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2070-06-20
          Floating
          1.89966
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIMAC BASTILLE TRUST SERIES 2021-2NCA
        N/A
        RESIMAC RESI 2021 2NCA A1A 144A
        76120BAA8
        
          
        
        82562779.370000
        PA
        USD
        82151327.760000
        0.9179071
        Long
        ABS-MBS
        CORP
        AU
        N
        
        2
        
          2053-02-03
          Floating
          0.01102
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RIPON MORTGAGES PLC 1RA
        N/A
        RIPON MORTGAGES PLC RIPON 1RA A 144A
        ACI23KYX4
        
          
        
        48700000.000000
        PA
        
        63747625.580000
        0.7122757
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2056-08-28
          Floating
          0.8217
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RIPON MORTGAGES PLC 1RA
        N/A
        RIPON MORTGAGES PLC RIPON 1RA B 144A
        ACI23KHN5
        
          
        
        15435000.000000
        PA
        
        20051341.140000
        0.2240410
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2056-08-28
          Floating
          1.41881
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RIPON MORTGAGES PLC 1RA
        N/A
        RIPON MORTGAGES PLC RIPON 1RA D 144A
        ACI23M4M7
        
          
        
        1792000.000000
        PA
        
        2332753.030000
        0.0260647
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2056-08-28
          Floating
          2.01881
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RIPON MORTGAGES PLC 1RA
        N/A
        RIPON MORTGAGES PLC RIPON 1RA R 144A
        ACI23M348
        
          
        
        25996000.000000
        PA
        
        26787895.890000
        0.2993110
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2056-08-28
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RIPON MORTGAGES PLC 1RA
        N/A
        RIPON MORTGAGES PLC RIPON 1RA X 144A
        ACI23KYP1
        
          
        
        3273000.000000
        PA
        
        4281054.740000
        0.0478338
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2056-08-28
          Floating
          3.51881
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RMAC 2018-1 PLC 18-1
        N/A
        RMAC PLC RMAC 2018 1 A REGS
        ACI11M5K4
        
          
        
        4699569.930000
        PA
        
        6171850.950000
        0.0689604
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2046-06-12
          Floating
          1.48063
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS INC
        54930030NVF3Y2OL0A78
        ROGERS COMMUNICATIONS
        77511MDS7
        
          
        
        22500000.000000
        PA
        USD
        22485846.150000
        0.2512426
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-04-26
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS INC
        54930030NVF3Y2OL0A78
        ROGERS COMMUNICATIONS
        77511MEK3
        
          
        
        22500000.000000
        PA
        USD
        22468272.530000
        0.2510463
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-05-19
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS INC
        54930030NVF3Y2OL0A78
        ROGERS COMMUNICATIONS
        77511MEL1
        
          
        
        900000.000000
        PA
        USD
        898697.500000
        0.0100415
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-05-20
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS INC
        54930030NVF3Y2OL0A78
        ROGERS COMMUNICATIONS IN COMPANY GUAR 144A 03/25 2.95
        775109CA7
        
          
        
        38200000.000000
        PA
        USD
        37964727.730000
        0.4241939
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-03-15
          Fixed
          2.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RR 3 LTD 2018-3A
        N/A
        RRAM RRAM 2018 3A A1R2 144A
        74988LAA2
        
          
        
        1400000.000000
        PA
        USD
        1391844.550000
        0.0155516
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2030-01-15
          Floating
          1.33129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA INC
        549300SMVCQN2P0O6I58
        SANTANDER HOLDINGS USA SR UNSECURED 06/25 3.45
        80282KBB1
        
          
        
        8250000.000000
        PA
        USD
        8199764.180000
        0.0916190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-02
          Fixed
          3.45
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA INC
        549300SMVCQN2P0O6I58
        SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244
        80282KAZ9
        
          
        
        3100000.000000
        PA
        USD
        3026367.340000
        0.0338147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-05
          Fixed
          3.244
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SARANAC CLO II LTD 2014-3A
        N/A
        SARANAC CLO LTD SRANC 2014 3A ALR 144A
        803169AN1
        
          
        
        1481887.680000
        PA
        USD
        1482479.160000
        0.0165643
        Long
        ABS-CBDO
        CORP
        JE
        
        N
        
        2
        
          2030-06-22
          Floating
          2.534
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)
        5586006WD91QHB7J4X50
        SAUDI ARABIAN OIL CO SR UNSECURED 144A 04/22 2.75
        80414L2A2
        
          
        
        3600000.000000
        PA
        USD
        3601731.600000
        0.0402435
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2022-04-16
          Fixed
          2.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS COMPANY
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS CO SR UNSECURED 03/25 2.25
        025816CQ0
        
          
        
        15200000.000000
        PA
        USD
        14941425.200000
        0.1669461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-04
          Fixed
          2.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAXON ASSET SECURITIES TRUST 2004-1
        N/A
        SAXON ASSET SECURITIES TRUST SAST 2004 1 M1
        805564PN5
        
          
        
        483597.700000
        PA
        USD
        468385.410000
        0.0052334
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-03-25
          Floating
          1.25157
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-BR5
        N/A
        SECURITIZED ASSET BACKED RECEI SABR 2007 BR5 A2A
        81379EAA0
        
          
        
        438786.190000
        PA
        USD
        361774.340000
        0.0040422
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Floating
          0.58657
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1
        N/A
        SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A
        81377JAB9
        
          
        
        2988529.320000
        PA
        USD
        889589.250000
        0.0099397
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Floating
          0.57657
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOME MTGE ASSETS 2005-1
        N/A
        AMERICAN HOME MORTGAGE ASSETS AHMA 2005 1 3A11
        02660VAE8
        
          
        
        431917.000000
        PA
        USD
        424776.720000
        0.0047462
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Floating
          0.99657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        SK HYNIX INC SR UNSECURED 144A 01/24 1
        78392BAA5
        
          
        
        11200000.000000
        PA
        USD
        10759173.260000
        0.1202162
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2024-01-19
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOME MTGE INV TRUST 2004-4
        N/A
        AMERICAN HOME MORTGAGE INVESTM AHM 2004 4 4A
        02660TCS0
        
          
        
        1171368.280000
        PA
        USD
        1172763.260000
        0.0131037
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-02-25
          Floating
          2.82871
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYWORKS SOLUTIONS INC
        549300WZ3ORQ2BVKBD96
        SKYWORKS SOLUTIONS INC SR UNSECURED 06/23 0.9
        83088MAJ1
        
          
        
        200000.000000
        PA
        USD
        195620.550000
        0.0021857
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          0.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLC STUDENT LOAN TRUST 2006-1
        N/A
        SLC STUDENT LOAN TRUST SLCLT 2006 1 A5
        784427AE6
        
          
        
        1761921.570000
        PA
        USD
        1757314.150000
        0.0196351
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Floating
          0.936
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST 2003-7X
        N/A
        SLM STUDENT LOAN TR 03 7 SLM STUDENT LOAN TR 03 7 REGS
        763369II8
        
          
        
        761974.360000
        PA
        
        821030.460000
        0.0091737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-12-15
          Floating
          0.048
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST 2005-4
        N/A
        SLM STUDENT LOAN TRUST SLMA 2005 4 A3
        78442GPG5
        
          
        
        1613547.380000
        PA
        USD
        1606764.990000
        0.0179530
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-25
          Floating
          0.37771
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST 2005-7
        N/A
        SLM STUDENT LOAN TRUST SLMA 2005 7 A4
        78442GQJ8
        
          
        
        10535484.000000
        PA
        USD
        10473131.850000
        0.1170202
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-10-25
          Floating
          0.40771
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY
        549300OD7VKRVNWB2J98
        SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 07/22 3
        78448TAB8
        
          
        
        1100000.000000
        PA
        USD
        1101666.070000
        0.0123093
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2022-07-15
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUND POINT CLO IX LTD 2015-2A
        N/A
        SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A
        83609GBN4
        
          
        
        23000000.000000
        PA
        USD
        22927922.140000
        0.2561821
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2032-07-20
          Floating
          1.464
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUND POINT CLO XVI LTD 2017-2A
        N/A
        SOUND POINT CLO LTD SNDPT 2017 2A AR 144A
        83610KAJ2
        
          
        
        30600000.000000
        PA
        USD
        30640986.860000
        0.3423630
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2030-07-25
          Floating
          1.23771
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUND POINT CLO XVII 2017-3A
        N/A
        SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A
        83611GAL5
        
          
        
        28200000.000000
        PA
        USD
        27973807.800000
        0.3125617
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2030-10-20
          Floating
          1.234
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1
        N/A
        SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A
        83611DAA6
        
          
        
        1197605.700000
        PA
        USD
        454978.790000
        0.0050836
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Floating
          0.51657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTH AFRICA GOVT
        378900AAFB4F17004C49
        REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5
        614878II9
        
          
        
        1499600000.000000
        PA
        
        112000864.570000
        1.2514270
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2026-12-21
          Fixed
          10.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTH CAROLINA STUDENT LOAN CORP 2008-1
        N/A
        SOUTH CAROLINA STUDENT LOAN CO SCSLC 2008 1 A4
        83715AAH2
        
          
        
        557948.030000
        PA
        USD
        558943.300000
        0.0062453
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-03
          Floating
          1.523
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIFORNIA EDISON COMPANY
        9R1Z5I36FERIBVKW4P77
        SOUTHERN CAL EDISON 1ST MORTGAGE 12/22 VAR
        842400HL0
        
          
        
        23000000.000000
        PA
        USD
        23005435.360000
        0.2570482
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-02
          Floating
          0.64557
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        SOUTHERN CO SR UNSECURED 02/24 0.6
        842587DG9
        
          
        
        13800000.000000
        PA
        USD
        13274025.280000
        0.1483156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-26
          Fixed
          0.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        SOUTHERN CO SR UNSECURED 05/23 VAR
        842587DK0
        
          
        
        22500000.000000
        PA
        USD
        22441011.080000
        0.2507417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-10
          Floating
          0.500548
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN NATURAL GAS COMPANY
        N/A
        SOUTHERN NATURAL GAS SR UNSECURED 144A 04/23 0.625
        84346LAC4
        
          
        
        8700000.000000
        PA
        USD
        8532468.970000
        0.0953364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-28
          Fixed
          0.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN POWER COMPANY
        5LADC78JBG2BMZD5XF57
        SOUTHERN POWER CO SR UNSECURED 01/26 0.9
        843646AW0
        
          
        
        4290000.000000
        PA
        USD
        3935351.450000
        0.0439711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
        5493006ORUSIL88JOE18
        AMERICAN TOWER CORP SR UNSECURED 05/24 3.375
        03027XAT7
        
          
        
        500000.000000
        PA
        USD
        501855.010000
        0.0056074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          3.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CORP (SPRINT COMMUNICATIONS INC)
        549300JKU50UT08ZWD77
        SPRINT COMMUNICATIONS COMPANY GUAR 11/22 6
        852061AS9
        
          
        
        1200000.000000
        PA
        USD
        1228488.000000
        0.0137263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SSE PLC
        549300KI75VYLLMSK856
        SSE PLC SR UNSECURED REGS 04/25 1.25
        ACI1LMP95
        
          
        
        2600000.000000
        PA
        
        2887780.250000
        0.0322662
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-04-16
          Fixed
          1.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHARTERED PLC SR UNSECURED 144A 01/25 VAR
        853254BY5
        
          
        
        5500000.000000
        PA
        USD
        5257874.710000
        0.0587482
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-01-12
          Floating
          0.991
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHARTERED PLC SR UNSECURED 144A 10/23 VAR
        853254BV1
        
          
        
        19900000.000000
        PA
        USD
        19717994.600000
        0.2203164
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-10-14
          Floating
          1.319
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR
        853254CE8
        
          
        
        5000000.000000
        PA
        USD
        4754829.400000
        0.0531275
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-11-23
          Floating
          1.822
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR
        853254CF5
        
          
        
        24000000.000000
        PA
        USD
        23738077.920000
        0.2652343
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-11-23
          Floating
          1.07827
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRATTON MORTGAGE FUNDING 21-2A
        N/A
        STRATTON MORTGAGE FUNDING PLC STRA 2021 2A A 144A
        ACI1W61K9
        
          
        
        25683664.940000
        PA
        
        33747518.160000
        0.3770735
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2060-07-20
          Floating
          1.32534
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRATUS CLO 2021-3A LTD
        N/A
        STRATUS CLO STRAS 2021 3A A 144A
        86315WAA6
        
          
        
        3500000.000000
        PA
        USD
        3476640.300000
        0.0388458
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2029-12-29
          Floating
          1.04296
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ADJUSTABLE RATE MTG LN 2004-1
        N/A
        STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2
        86359BGG0
        
          
        
        18863.800000
        PA
        USD
        18839.250000
        0.0002105
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-02-25
          Floating
          2.4593
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSEET MTGE INV INC 2002-AR3
        N/A
        STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1
        86358HNX3
        
          
        
        393102.080000
        PA
        USD
        389403.810000
        0.0043510
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-09-19
          Floating
          1.10857
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSET INVEST LN TR 2003-BC11
        N/A
        STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC11 M1
        86358EEM4
        
          
        
        414962.160000
        PA
        USD
        413511.080000
        0.0046203
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Floating
          1.43157
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSET INVESTMENT LN TR 2004-2
        N/A
        STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4
        86358EGW0
        
          
        
        2854031.130000
        PA
        USD
        2766263.390000
        0.0309085
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-03-25
          Floating
          1.16157
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSET INVST LN TR 2004-8
        N/A
        STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 M1
        86358ELZ7
        
          
        
        104484.120000
        PA
        USD
        103270.100000
        0.0011539
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Floating
          1.35657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSET MTG INV INC 2005-AR8
        N/A
        STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A
        86359LRW1
        
          
        
        1469575.710000
        PA
        USD
        1402927.070000
        0.0156754
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Floating
          1.01657
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSET MTG INV INC 2007-AR2
        N/A
        STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1
        86363DAH4
        
          
        
        46607.900000
        PA
        USD
        17982.350000
        0.0002009
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Floating
          0.71657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSET MTGE INV 1999-1
        N/A
        STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A
        86358HGW3
        
          
        
        30701.930000
        PA
        USD
        32155.730000
        0.0003593
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-06-25
          Floating
          3.96745
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSET SEC CORP 2005-WF1
        N/A
        STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M1
        86359BV73
        
          
        
        311558.610000
        PA
        USD
        310944.870000
        0.0034743
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Floating
          1.11657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSET SECURITIES CRP 2003-22A
        N/A
        STRUCTURED ASSET SECURITIES CO SASC 2003 22A 2A1
        86359AYX5
        
          
        
        14584.690000
        PA
        USD
        14300.890000
        0.0001598
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-06-25
          Floating
          2.2551
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINANCIAL GROUP INC
        35380028MYWPB6AUO129
        SUMITOMO MITSUI FINL GRP SR UNSECURED 07/25 1.474
        86562MCA6
        
          
        
        23100000.000000
        PA
        USD
        21760036.450000
        0.2431329
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-07-08
          Fixed
          1.474
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI TRUST BANK LIMITED
        5493006GGLR4BTEL8O61
        SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/25 2.55
        86563VAZ2
        
          
        
        15100000.000000
        PA
        USD
        14786172.020000
        0.1652114
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-03-10
          Fixed
          2.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMMC CLO 20 LTD 2017-20A
        N/A
        AMERICAN MONEY MANAGEMENT CORP AMMC 2017 20A AR 144A
        00177TAJ2
        
          
        
        9300726.850000
        PA
        USD
        9295693.390000
        0.1038642
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2029-04-17
          Floating
          1.11129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI TRUST BANK LIMITED
        5493006GGLR4BTEL8O61
        SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/23 0.8
        86563VAQ2
        
          
        
        13100000.000000
        PA
        USD
        12756413.990000
        0.1425321
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-09-12
          Fixed
          0.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNTRUST ADJR MRTG LN TR 2007-S1
        N/A
        SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A
        855541AA6
        
          
        
        733058.820000
        PA
        USD
        620303.960000
        0.0069309
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          2.40026
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDBANK AB
        M312WZV08Y7LYUC71685
        SWEDBANK AB SR UNSECURED 144A 04/25 3.356
        87020PAQ0
        
          
        
        22000000.000000
        PA
        USD
        22082522.000000
        0.2467362
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2025-04-04
          Fixed
          3.356
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYMPHONY STATIC CLO 2021-1A
        N/A
        SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A
        87190TAA1
        
          
        
        4100000.000000
        PA
        USD
        4066637.070000
        0.0454380
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2029-10-25
          Floating
          0.95911
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T MOBILE USA INC SR SECURED 04/25 3.5
        87264ABB0
        
          
        
        19800000.000000
        PA
        USD
        19951325.260000
        0.2229235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TCI-SYMPHONY CLO LTD 2016-1A
        N/A
        TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A
        87229WAQ4
        
          
        
        23000000.000000
        PA
        USD
        22809599.100000
        0.2548601
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2032-10-13
          Floating
          1.26443
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD SYNNEX CORPORATION
        5493004HI6PFLF46NS53
        TD SYNNEX CORP SR UNSECURED 144A 08/24 1.25
        87162WAC4
        
          
        
        9900000.000000
        PA
        USD
        9413926.830000
        0.1051853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-09
          Fixed
          1.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELOS CLO LTD 2014-5A
        N/A
        TELOS CLO LTD TELOS 2014 5A A1R 144A
        87974KAQ7
        
          
        
        146515.740000
        PA
        USD
        146737.850000
        0.0016396
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2028-04-17
          Floating
          1.19129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELSTRA CORPORATION LIMITED
        PCTXNQGRJVR3OG33JG65
        TELSTRA CORP LTD COMPANY GUAR 144A 04/25 3.125
        87969NAD7
        
          
        
        200000.000000
        PA
        USD
        199845.300000
        0.0022329
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2025-04-07
          Fixed
          3.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEMASEK FINANCIAL (I) LIMITED
        549300XMGMDF3VRJMF12
        TEMASEK FINANCIAL I LTD COMPANY GUAR 144A 01/23 2.375
        87973PAC8
        
          
        
        4500000.000000
        PA
        USD
        4510328.450000
        0.0503956
        Long
        DBT
        CORP
        SG
        N
        
        2
        
          2023-01-23
          Fixed
          2.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THARALDSON HOTEL PORTFOLIO TRUST 2018
        N/A
        THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL A 144A
        88327HAA1
        
          
        
        4431139.030000
        PA
        USD
        4374488.250000
        0.0488778
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-11
          Floating
          1.34
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANCHORAGE CAPITAL CLO LTD 2016-9A
        N/A
        ANCHORAGE CAPITAL CLO LTD ANCHC 2016 9A AR2 144A
        03328WAS7
        
          
        
        22000000.000000
        PA
        USD
        21641172.300000
        0.2418048
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2032-07-15
          Floating
          1.38129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        BANK OF NOVA SCOTIA SR UNSECURED 03/24 2.44
        06418BAC2
        
          
        
        23000000.000000
        PA
        USD
        22906820.560000
        0.2559464
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-03-11
          Fixed
          2.44
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        BANK OF NOVA SCOTIA SR UNSECURED 07/24 0.65
        0641596E1
        
          
        
        8300000.000000
        PA
        USD
        7900834.740000
        0.0882789
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-07-31
          Fixed
          0.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGEL OAK MORTGAGE TRUST 2021-8
        N/A
        ANGEL OAK MORTGAGE TRUST AOMT 2021 8 A1 144A
        03465MAA1
        
          
        
        11440093.780000
        PA
        USD
        10761357.590000
        0.1202406
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-11-25
          Variable
          1.82
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THL CREDIT WIND RIVER 2019-3 CLO LTD
        N/A
        WIND RIVER CLO LTD WINDR 2019 3A AR 144A
        97314JAA3
        
          
        
        23000000.000000
        PA
        USD
        22837371.370000
        0.2551704
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-04-15
          Floating
          1.32129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THORNBURG MORTGAGE SEC TRUST 2005-3
        N/A
        THORNBURG MORTGAGE SECURITIES TMST 2005 3 A1
        885220HZ9
        
          
        
        2148325.840000
        PA
        USD
        2106367.750000
        0.0235352
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-10-25
          Floating
          1.98326
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THORNBURG MORTGAGE SEC TRUST 2005-4
        N/A
        THORNBURG MORTGAGE SECURITIES TMST 2005 4 A1
        885220JN4
        
          
        
        1127509.920000
        PA
        USD
        1127436.410000
        0.0125973
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-12-25
          Floating
          2.44327
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        TICP CLO I-2 LTD
        N/A
        TICP CLO LTD TICP 2018 IA A1 144A
        87248VAC4
        
          
        
        6696140.280000
        PA
        USD
        6694785.520000
        0.0748033
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2028-04-26
          Floating
          1.09714
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TICP CLO II LTD 2018-IIA
        N/A
        TICP CLO LTD TICP 2018 IIA A1 144A
        87249TAC8
        
          
        
        12843010.010000
        PA
        USD
        12808554.650000
        0.1431147
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2028-04-20
          Floating
          1.094
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIKEHAU CLO BV
        N/A
        TIKEHAU TIKEH 2015 1A ARR 144A
        ACI1ZJMY5
        
          
        
        2400000.000000
        PA
        
        2633485.080000
        0.0294249
        Long
        ABS-CBDO
        CORP
        IE
        
        N
        
        2
        
          2034-08-04
          Floating
          0.87
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        TORONTO DOMINION BANK SR UNSECURED 03/24 2.35
        89114TZR6
        
          
        
        47600000.000000
        PA
        USD
        47348632.970000
        0.5290437
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-03-08
          Fixed
          2.35
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT HE TRUST 2021-HE1
        N/A
        TOWD POINT ASSET FUNDING, LLC TPHT 2021 HE1 A1 144A
        89180DAA4
        
          
        
        10383007.610000
        PA
        USD
        10214067.770000
        0.1141255
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-02-25
          Variable
          0.918
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE 20-FUNDING 2020 - AUBURN 14 PLC 20-A14X
        N/A
        TOWD POINT MORTGAGE FUNDING TPMF 2020 A14X A REGS
        ACI1NPPB1
        
          
        
        40636132.000000
        PA
        
        53408110.810000
        0.5967485
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2045-05-20
          Floating
          1.42518
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE FUNDING 19-A13A
        N/A
        TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A
        ACI1G4F01
        
          
        
        41050296.290000
        PA
        
        53981712.850000
        0.6031576
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2045-07-20
          Floating
          1.32534
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC
        N/A
        TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A
        ACI19VH23
        
          
        
        24860294.000000
        PA
        
        32790632.360000
        0.3663818
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2051-10-20
          Floating
          1.23625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST 2019-4
        N/A
        TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A
        89178BAA2
        
          
        
        3244374.040000
        PA
        USD
        3191163.710000
        0.0356560
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          2.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST 2019-HY2
        N/A
        TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A
        89177HAA0
        
          
        
        6763432.590000
        PA
        USD
        6770194.670000
        0.0756459
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-05-25
          Floating
          1.45657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CORPORATION
        5493006W3QUS5LMH6R84
        TOYOTA MOTOR CORP SR UNSECURED 03/24 0.681
        892331AL3
        
          
        
        25400000.000000
        PA
        USD
        24535500.330000
        0.2741442
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-03-25
          Fixed
          0.681
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPG REAL ESTATE FINANCE ISSUER LTD 2019-FL3
        N/A
        TPG REAL ESTATE FINANCE TRTX 2019 FL3 A 144A
        87276VAA3
        
          
        
        11309108.730000
        PA
        USD
        11184618.060000
        0.1249699
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2034-10-15
          Floating
          1.31448
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPG REAL ESTATE FINANCE ISSUER LTD 2021-FL4
        N/A
        TPG REAL ESTATE FINANCE TRTX 2021 FL4 A 144A
        87276WAA1
        
          
        
        20800000.000000
        PA
        USD
        20599846.380000
        0.2301697
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2038-03-15
          Floating
          1.64143
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5
        N/A
        TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A
        87277JAA9
        
          
        
        23000000.000000
        PA
        USD
        22858237.200000
        0.2554035
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2039-02-15
          Floating
          1.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINITY SQUARE 2021-1 PLC A
        N/A
        TRINITY SQUARE TRINI 2021 1A A 144A
        ACI1WK7V8
        
          
        
        18103555.090000
        PA
        
        23768778.880000
        0.2655773
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2059-07-15
          Floating
          1.26682
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        UBS AG SUBORDINATED REGS 05/24 5.125
        BMJ6SQII2
        
          
        
        6500000.000000
        PA
        USD
        6661226.000000
        0.0744283
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-05-15
          Fixed
          5.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG / STAMFORD BRANCH
        BFM8T61CT2L1QCEMIK50
        UBS AG STAMFORD CT SUBORDINATED 08/22 7.625
        90261AAB8
        
          
        
        2800000.000000
        PA
        USD
        2842390.100000
        0.0317591
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2022-08-17
          Fixed
          7.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC (AKA: WELLPOINT INC)
        8MYN82XMYQH89CTMTH67
        ANTHEM INC SR UNSECURED 01/25 2.375
        036752AJ2
        
          
        
        2650000.000000
        PA
        USD
        2615379.180000
        0.0292226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          2.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG SR UNSECURED 144A 05/23 3.491
        90352JAA1
        
          
        
        19300000.000000
        PA
        USD
        19328971.040000
        0.2159697
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-05-23
          Fixed
          3.491
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG SR UNSECURED 144A 08/23 VAR
        90352JAD5
        
          
        
        20100000.000000
        PA
        USD
        20133100.680000
        0.2249546
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-08-15
          Floating
          1.45643
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG SR UNSECURED 144A 08/23 VAR
        90352JAE3
        
          
        
        20700000.000000
        PA
        USD
        20735049.650000
        0.2316804
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-08-15
          Floating
          2.859
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG SR UNSECURED 144A 09/25 4.125
        90351DAB3
        
          
        
        7700000.000000
        PA
        USD
        7850400.560000
        0.0877154
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-09-24
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC (AKA: WELLPOINT INC)
        8MYN82XMYQH89CTMTH67
        ANTHEM INC SR UNSECURED 03/23 0.45
        036752AQ6
        
          
        
        28000000.000000
        PA
        USD
        27551399.680000
        0.3078419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.45
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS PASS THRU POOLS
        N/A
        FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE
        01F042442
        
          
        
        50000.000000
        PA
        USD
        51207.030000
        0.0005722
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-18
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC (AKA: WELLPOINT INC)
        8MYN82XMYQH89CTMTH67
        ANTHEM INC SR UNSECURED 12/24 3.35
        036752AC7
        
          
        
        4800000.000000
        PA
        USD
        4840252.420000
        0.0540819
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          3.35
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS PASS THRU POOLS
        N/A
        FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
        01F020646
        
          
        
        -33000000.000000
        PA
        USD
        -30637148.520000
        -0.3423202
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-13
          Fixed
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS PASS THRU POOLS
        N/A
        FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
        01F022659
        
          
        
        -24000000.000000
        PA
        USD
        -22851910.320000
        -0.2553328
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-12
          Fixed
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS PASS THRU POOLS
        N/A
        FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
        01F030637
        
          
        
        35500000.000000
        PA
        USD
        34759077.020000
        0.3883760
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-25
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS PASS THRU POOLS
        N/A
        FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
        01F030645
        
          
        
        59627053.000000
        PA
        USD
        58332027.940000
        0.6517653
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-13
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS PASS THRU POOLS
        N/A
        FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
        01F030645
        
          
        
        -303800000.000000
        PA
        USD
        -297201843.750000
        -3.3207458
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-13
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS PASS THRU POOLS
        N/A
        FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
        01F030652
        
          
        
        229000000.000000
        PA
        USD
        223538308.780000
        2.4976759
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-12
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS PASS THRU POOLS
        N/A
        FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
        01F030660
        
          
        
        426372947.000000
        PA
        USD
        415602122.540000
        4.6436758
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-13
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UNICREDIT SPA SR UNSECURED 144A 12/23 7.83
        904678AG4
        
          
        
        49200000.000000
        PA
        USD
        52309181.700000
        0.5844698
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2023-12-04
          Fixed
          7.83
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APIDOS CLO XV 2013-15A
        N/A
        APIDOS CLO APID 2013 15A A1RR 144A
        03764QBC5
        
          
        
        4500000.000000
        PA
        USD
        4486304.120000
        0.0501271
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-04-20
          Floating
          1.264
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        CASH MGMT BILL 05/22 0.00000
        912796U98
        
          
        
        263700000.000000
        PA
        USD
        263625871.290000
        2.9455891
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-17
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        CASH MGMT BILL 05/22 0.00000
        912796V22
        
          
        
        157200000.000000
        PA
        USD
        157132885.030000
        1.7557037
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-24
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APIDOS CLO XXVI LLC 2017-26A
        N/A
        APIDOS CLO APID 2017 26A A1AR 144A
        03766GAL6
        
          
        
        14000000.000000
        PA
        USD
        13878896.780000
        0.1550740
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2029-07-18
          Floating
          1.14129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 04/22 0.00000
        912796P37
        
          
        
        82600000.000000
        PA
        USD
        82593727.360000
        0.9228502
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-28
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 04/22 0.00000
        912796T82
        
          
        
        51510000.000000
        PA
        USD
        51507875.210000
        0.5755165
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-12
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 05/22 0.00000
        912796H44
        
          
        
        1900000.000000
        PA
        USD
        1899381.440000
        0.0212225
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-19
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 05/22 0.00000
        912796P45
        
          
        
        224100000.000000
        PA
        USD
        224069840.630000
        2.5036149
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-05
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 05/22 0.00000
        912796Q36
        
          
        
        84300000.000000
        PA
        USD
        84263616.120000
        0.9415085
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-26
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 05/22 0.00000
        912796U80
        
          
        
        294300000.000000
        PA
        USD
        294243008.810000
        3.2876856
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-10
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 05/22 0.00000
        912796V30
        
          
        
        179600000.000000
        PA
        USD
        179500471.070000
        2.0056249
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-31
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 06/22 0.00000
        912796Q44
        
          
        
        152500000.000000
        PA
        USD
        152415562.280000
        1.7029953
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-02
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 06/22 0.00000
        912796R35
        
          
        
        100000000.000000
        PA
        USD
        99929083.000000
        1.1165445
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-09
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL2
        N/A
        ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL2 A 144A
        03881EAA5
        
          
        
        7600000.000000
        PA
        USD
        7528866.280000
        0.0841228
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-05-15
          Floating
          1.49657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        US BANCORP SR UNSECURED 05/25 1.45
        91159HHZ6
        
          
        
        2500000.000000
        PA
        USD
        2392287.480000
        0.0267299
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-12
          Fixed
          1.45
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AREIT TRUST 2022-CRE6
        N/A
        AREIT CRE TRUST AREIT 2022 CRE6 A 144A
        04002VAA9
        
          
        
        24000000.000000
        PA
        USD
        23762224.800000
        0.2655041
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2024-11-17
          Floating
          1.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UWM-2021-INV4
        N/A
        UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV4 A9 144A
        918307AM1
        
          
        
        21831631.060000
        PA
        USD
        21478670.350000
        0.2399891
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-25
          Floating
          1.049
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENDEE MORTGAGE TRUST 1999-2
        N/A
        VENDEE MORTGAGE TRUST VENDE 1999 2 1Z
        911760MV5
        
          
        
        4132720.660000
        PA
        USD
        4398459.140000
        0.0491456
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS REALTY LP
        32SXKSJ72K64GM3HOU64
        VENTAS RLTY LTD PARTNERSHIP
        92276YD48
        
          
        
        6250000.000000
        PA
        USD
        6249634.750000
        0.0698295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-04
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS REALTY LP
        32SXKSJ72K64GM3HOU64
        VENTAS RLTY LTD PARTNERSHIP
        92276YD55
        
          
        
        18500000.000000
        PA
        USD
        18498640.810000
        0.2066921
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-05
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS REALTY LP
        32SXKSJ72K64GM3HOU64
        VENTAS RLTY LTD PARTNERSHIP
        92276YDE6
        
          
        
        3500000.000000
        PA
        USD
        3499081.250000
        0.0390965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-14
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE 36 CLO LTD
        N/A
        VENTURE CDO LTD VENTR 2019 36A A1AR 144A
        92332LAU3
        
          
        
        22000000.000000
        PA
        USD
        21883618.460000
        0.2445137
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2032-04-20
          Floating
          1.384
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE CDO LTD 2016-25A
        N/A
        VENTURE CDO LTD VENTR 2016 25A ARR 144A
        92329VAS1
        
          
        
        15270052.470000
        PA
        USD
        15277664.900000
        0.1707030
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2029-04-20
          Floating
          1.274
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE CLO LTD 2014-17A
        N/A
        VENTURE CDO LTD VENTR 2014 17A ARR 144A
        92329YAL0
        
          
        
        1114883.960000
        PA
        USD
        1114710.500000
        0.0124551
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2027-04-15
          Floating
          1.12129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS SR UNSECURED 144A 03/32 2.355
        92343VGM0
        
          
        
        32183000.000000
        PA
        USD
        29122385.760000
        0.3253952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.355
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGINIA ELECTRIC AND POWER COMPANY
        CQKUMNNZVDJLRYV2PT43
        VIRGINIA ELECT.+ PWR
        92780KDJ4
        
          
        
        6600000.000000
        PA
        USD
        6598548.000000
        0.0737280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-18
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMC FINANCE 2021-FL4 LLC
        N/A
        VMC FINANCE LLC VMC 2021 FL4 A 144A
        91835RAA8
        
          
        
        20862588.390000
        PA
        USD
        20685805.070000
        0.2311301
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-16
          Floating
          1.56757
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES XXXIX CLO LTD 2016-39A
        N/A
        ARES CLO LTD ARES 2016 39A A1R2 144A
        04015WBA1
        
          
        
        23200000.000000
        PA
        USD
        22828086.370000
        0.2550666
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-04-18
          Floating
          1.29129
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN FINANCIAL SERVICES NV
        529900ZTQC8D1TW6BL41
        VOLKSWAGEN FIN SERV NV COMPANY GUAR REGS 12/24 1.875
        ACI1H3WP8
        
          
        
        1800000.000000
        PA
        
        2305217.660000
        0.0257570
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-12-03
          Fixed
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/23 3.125
        928668BD3
        
          
        
        19600000.000000
        PA
        USD
        19744985.510000
        0.2206180
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-12
          Fixed
          3.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTERNATIONAL FINANCE NV
        5299004PWNHKYTR23649
        VOLKSWAGEN INTL FIN NV COMPANY GUAR REGS 11/24 VAR
        ACI16BV24
        
          
        
        3500000.000000
        PA
        
        3983178.920000
        0.0445055
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-11-16
          Floating
          1.034
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN LEASING GESELLSCHAFT MIT BESCHRAENKTER HAFTUNG
        5299004GLEUX88BSNB74
        VOLKSWAGEN LEASING GMBH COMPANY GUAR REGS 02/23 1
        ACI14DQT9
        
          
        
        3050000.000000
        PA
        
        3399019.700000
        0.0379785
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-02-16
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VW CREDIT INC
        549300UUPJ2NXDB68M19
        VW CR INC
        91842KDB9
        
          
        
        22450000.000000
        PA
        USD
        22445678.380000
        0.2507938
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-11
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VW CREDIT INC
        549300UUPJ2NXDB68M19
        VW CR INC
        91842KDS2
        
          
        
        23000000.000000
        PA
        USD
        22985531.620000
        0.2568258
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-26
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VW CREDIT INC
        549300UUPJ2NXDB68M19
        VW CR INC
        91842KDT0
        
          
        
        20650000.000000
        PA
        USD
        20636262.590000
        0.2305766
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-27
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)
        06BTX5UWZD0GQ5N5Y745
        WESTINGHOUSE AIR BRAKE COMPANY GUAR 03/24 4.4
        960386AN0
        
          
        
        2000000.000000
        PA
        USD
        2038268.280000
        0.0227743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Variable
          4.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAIKIKI BEACH HOTEL TRUST 2019-WBM
        N/A
        WAIKIKI BEACH HOTEL TRUST WBHT 2019 WBM A 144A
        93065PAA9
        
          
        
        10699000.000000
        PA
        USD
        10566080.970000
        0.1180587
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-15
          Floating
          1.447
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON MUTUAL 2002-AR6
        N/A
        WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A
        929227QB5
        
          
        
        204410.600000
        PA
        USD
        199871.990000
        0.0022332
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-06-25
          Floating
          1.61876
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON MUTUAL 2004-AR13
        N/A
        WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A
        92922FB72
        
          
        
        1767724.390000
        PA
        USD
        1698185.650000
        0.0189745
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-25
          Floating
          1.19657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON MUTUAL 2004-CB1
        N/A
        WAMU MORTGAGE PASS THROUGH CER WAMU 2004 CB1 6A
        92922FRL4
        
          
        
        581974.850000
        PA
        USD
        590143.570000
        0.0065939
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-25
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON MUTUAL 2005-AR13
        N/A
        WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1
        92922F4M7
        
          
        
        33294.770000
        PA
        USD
        32954.500000
        0.0003682
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-10-25
          Floating
          1.03657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON MUTUAL 2005-AR18
        N/A
        WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR18 1A1
        92922F8K7
        
          
        
        96708.720000
        PA
        USD
        97510.220000
        0.0010895
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Floating
          2.82029
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON MUTUAL 2006-AR9
        N/A
        WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A
        93363DAA5
        
          
        
        27209.590000
        PA
        USD
        27192.080000
        0.0003038
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-08-25
          Floating
          1.14113
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1
        N/A
        WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A
        939336PL1
        
          
        
        4291.040000
        PA
        USD
        4282.360000
        0.0000478
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-02-25
          Floating
          1.975
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLFLEET CLO LTD 2015-1
        N/A
        WELLFLEET CLO LTD WELF 2015 1A AR4 144A
        949496BJ1
        
          
        
        22059138.420000
        PA
        USD
        21939562.010000
        0.2451388
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2029-07-20
          Floating
          1.144
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO + COMPANY SR UNSECURED 06/24 VAR
        95000U2R3
        
          
        
        23400000.000000
        PA
        USD
        23128267.500000
        0.2584207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-02
          Floating
          1.654
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO + COMPANY SR UNSECURED 10/23 2.509
        949746SG7
        
          
        
        12300000.000000
        PA
        
        9755743.400000
        0.1090045
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-10-27
          Fixed
          2.509
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5
        N/A
        WELLS FARGO COMMERCIAL MORTGAG WFCM 2012 LC5 XA 144A
        94988HAK7
        
          
        
        66307190.640000
        PA
        USD
        208880.910000
        0.0023339
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-10-15
          Variable
          1.70134
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        WELLTOWER INC SR UNSECURED 04/26 4.25
        95040QAC8
        
          
        
        4300000.000000
        PA
        USD
        4424686.890000
        0.0494387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WRKCO INC
        549300JEB576INN13W07
        WRKCO INC COMPANY GUAR 03/25 3.75
        96145DAF2
        
          
        
        3600000.000000
        PA
        USD
        3640533.520000
        0.0406770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FIXED INC CLEARING CORP.REPO
        000000000
        
          
        
        641000.000000
        PA
        USD
        641000.000000
        0.0071621
        Long
        RA
        
        US
        N
        
        2
        
          Repurchase
          
          N
          0.0100000
          2022-04-01
          
            
              655700.000000
              USD
              653889.610000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO TORONTO DOMINIO
        000000000
        
          
        
        -473769.820000
        PA
        USD
        -473781.660000
        -0.0052937
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.1000000
          2024-03-22
          
            
              500000.000000
              USD
              498473.110000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT BRL/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        6663340.500000
        0.0744520
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Banco Santander, S.A.
              N/A
            
            58826414.910000
            USD
            311800000.000000
            BRL
            2022-04-04
            6663340.500000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT BRL/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        16067074.580000
        0.1795233
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Banco Santander, S.A.
              N/A
            
            171873912.310000
            USD
            918477000.000000
            BRL
            2022-07-05
            16067074.580000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT BRL/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        14507375.680000
        0.1620963
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Banco Santander, S.A.
              N/A
            
            150275059.530000
            USD
            805300000.000000
            BRL
            2022-07-05
            14507375.680000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD BRL/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -857851.020000
        -0.0095851
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Banco Santander, S.A.
              N/A
            
            29100000.000000
            BRL
            5096661.420000
            USD
            2022-07-05
            -857851.020000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD BRL/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -1967472.890000
        -0.0219833
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Banco Santander, S.A.
              N/A
            
            68100000.000000
            BRL
            11967313.940000
            USD
            2022-07-05
            -1967472.890000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD BRL/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -27742714.060000
        -0.3099796
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Banco Santander, S.A.
              N/A
            
            1219300000.000000
            BRL
            221753403.230000
            USD
            2022-07-05
            -27742714.060000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD BRL/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -9253697.830000
        -0.1033950
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Banco Santander, S.A.
              N/A
            
            407277000.000000
            BRL
            74084307.720000
            USD
            2022-07-05
            -9253697.830000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT AUD/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -1872.400000
        -0.0000209
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            9863402.070000
            USD
            13174036.000000
            AUD
            2022-05-03
            -1872.400000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        1691.620000
        0.0000189
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            1090665.670000
            USD
            986000.000000
            EUR
            2022-05-18
            1691.620000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -17074.500000
        -0.0001908
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            3079220.100000
            USD
            2764000.000000
            EUR
            2022-05-18
            -17074.500000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -802874.890000
        -0.0089708
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            24835666.310000
            USD
            18299000.000000
            GBP
            2022-05-18
            -802874.890000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -18675.130000
        -0.0002087
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            1098239.840000
            USD
            822000.000000
            GBP
            2022-05-18
            -18675.130000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -17414.540000
        -0.0001946
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            1317620.210000
            USD
            990000.000000
            GBP
            2022-05-18
            -17414.540000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -4134.660000
        -0.0000462
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            2418051.850000
            USD
            1838000.000000
            GBP
            2022-05-18
            -4134.660000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -7838.250000
        -0.0000876
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            1277837.120000
            USD
            967000.000000
            GBP
            2022-05-18
            -7838.250000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -7458.890000
        -0.0000833
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            1259071.010000
            USD
            953000.000000
            GBP
            2022-05-18
            -7458.890000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD AUD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        2277.310000
        0.0000254
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            13174036.000000
            AUD
            9860411.560000
            USD
            2022-04-04
            2277.310000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD GBP/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        10986908.990000
        0.1227608
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            281596895.030000
            GBP
            380819109.780000
            USD
            2022-05-18
            10986908.990000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD GBP/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        2986277.050000
        0.0333668
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            71926000.000000
            GBP
            97449502.120000
            USD
            2022-05-18
            2986277.050000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD GBP/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        162671.710000
        0.0018176
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            3386000.000000
            GBP
            4609637.760000
            USD
            2022-05-18
            162671.710000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD GBP/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        63843.950000
        0.0007134
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            3543000.000000
            GBP
            4717004.230000
            USD
            2022-05-18
            63843.950000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD SEK/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        1023.990000
        0.0000114
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            3235000.000000
            SEK
            345405.030000
            USD
            2022-05-18
            1023.990000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ZAR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -638469.130000
        -0.0071339
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            265894000.000000
            ZAR
            17393048.330000
            USD
            2022-06-15
            -638469.130000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -35384.800000
        -0.0003954
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            1033522.480000
            USD
            760000.000000
            GBP
            2022-05-18
            -35384.800000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT JPY/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        35591.950000
        0.0003977
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            1780633.100000
            USD
            220900000.000000
            JPY
            2022-05-18
            35591.950000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD JPY/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        196366.300000
        0.0021941
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            457500000.000000
            JPY
            3957900.740000
            USD
            2022-05-18
            196366.300000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT AUD/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -101904.340000
        -0.0011386
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            39829163.870000
            USD
            53090000.000000
            AUD
            2022-04-04
            -101904.340000
          
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK SR UNSECURED 01/25 6.55
        ACI22XG58
        
          
        
        262000000.000000
        PA
        
        17912519.280000
        0.2001432
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2025-01-26
          Fixed
          6.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        6283.910000
        0.0000702
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            2787757.770000
            USD
            2522000.000000
            EUR
            2022-05-18
            6283.910000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD AUD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -53085.150000
        -0.0005931
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            2564000.000000
            AUD
            1865556.660000
            USD
            2022-04-04
            -53085.150000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD BRL/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -7795534.870000
        -0.0871024
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            205800000.000000
            BRL
            35430224.150000
            USD
            2022-04-04
            -7795534.870000
          
        
        
          N
          N
          N
        
      
      
        ASSET BACKED SEC CORP HEQ LN 2001-HE2
        N/A
        ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1
        04541GBN1
        
          
        
        3827.570000
        PA
        USD
        3700.460000
        0.0000413
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-06-15
          Floating
          0.91657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        1759172.570000
        0.0196559
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            65864998.000000
            EUR
            74728859.140000
            USD
            2022-05-18
            1759172.570000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD MXN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -5705.000000
        -0.0000637
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            3378000.000000
            MXN
            161492.350000
            USD
            2022-07-01
            -5705.000000
          
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT+T INC
        0020A3DJ6
        
          
        
        23000000.000000
        PA
        USD
        22991455.500000
        0.2568920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-18
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT+T INC
        0020A3DK3
        
          
        
        23000000.000000
        PA
        USD
        22990786.660000
        0.2568845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-19
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDX IG35 5Y ICE
        000000000
        
          
        
        1.000000
        NC
        USD
        26044.140000
        0.0002910
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                N/A
                CDX.NA.IG.35
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2025-12-21
            29273.220000
            USD
            0.000000
            USD
            1400000.000000
            USD
            -3229.080000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDX IG36 5Y ICE
        000000000
        
          
        
        1.000000
        NC
        USD
        84864.140000
        0.0009482
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                N/A
                CDX.NA.IG.36
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2026-06-21
            100252.440000
            USD
            0.000000
            USD
            4600000.000000
            USD
            -15388.300000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDX IG37 5Y ICE
        000000000
        
          
        
        1.000000
        NC
        USD
        693830.540000
        0.0077524
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                N/A
                CDX.NA.IG.37
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2026-12-22
            900915.120000
            USD
            0.000000
            USD
            39800000.000000
            USD
            -207084.580000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDX IG38 5Y ICE
        000000000
        
          
        
        1.000000
        NC
        USD
        891620.830000
        0.0099624
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                N/A
                CDX.NA.IG.38
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2027-06-22
            776654.740000
            USD
            0.000000
            USD
            54500000.000000
            USD
            114966.090000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT DKK/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -6241.740000
        -0.0000697
        N/A
        DFE
        
        DK
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            106767.000000
            USD
            675941.880000
            DKK
            2022-04-01
            -6241.740000
          
        
        
          N
          N
          N
        
      
    
    
      
      
      
      
      
      
      
      
    
    
      2022-05-12
      PIMCO Funds
      /s/ Jason Nagler
      Jason Nagler
      Assistant Treasurer
Serious News for Serious Traders! Try StreetInsider.com Premium Free!
Create E-mail Alert Related Categories

SEC Filings
Related Entities

Pacific Investment Management Company, LLC (PIMCO)
Sign up for StreetInsider Free!

Receive full access to all new and archived articles, unlimited portfolio tracking, e-mail alerts, custom newswires and RSS feeds - and more!
Form NPORT-P PIMCO FUNDS For: Mar 31

You May Also Be Interested In

Create E-mail Alert Related Categories

Related Entities

Sign up for StreetInsider Free!

Free News Feed
