NPORT-P
    false
    
      
      
        
          0000810893
          XXXXXXXX
        
      
      
      
      
        S000009710
        C000026658
        C000066771
        C000217563
        C000026659
        C000217562
      
      
      
    
  
  
    
      PIMCO Funds
      811-05028
      0000810893
      5493003B5Y5GR0Y25Y76
      650 Newport Center Drive
      Newport Beach
      
      92660
      (888) 877-4626
      PIMCO Total Return ESG Fund
      S000009710
      L5PKZHI2VYFXFVFBIX10
      2022-03-31
      2022-03-31
      N
    
    
      4279362373.540000
      1778114948.870000
      2501247424.670000
      0.000000
      0.000000
      394241755.440000
      0.000000
      0.000000
      0.000000
      0.000000
      0.000000
      0.000000
      0.000000
      0.000000
      0.000000
      0.000000
      24307923.330000
      
        
          USD
          
          
        
        
          ZAR
          
          
        
        
          CAD
          
          
        
        
          AUD
          
          
        
        
          GBP
          
          
        
        
          IDR
          
          
        
        
          JPY
          
          
        
        
          MXN
          
          
        
        
          SEK
          
          
        
        
          EUR
          
          
        
        
          BRL
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC
        549300ITBBGKJ651R879
        ATLANTICA SUSTAIN INFRA COMPANY GUAR 144A 06/28 4.125
        04916WAA2
        
          
        
        8300000.000000
        PA
        USD
        8015144.000000
        0.3204459
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-06-15
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD GBP/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        92440.170000
        0.0036958
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1970000.000000
            GBP
            2679718.110000
            USD
            2022-05-18
            92440.170000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ZAR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -320538.130000
        -0.0128151
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
              1VUV7VQFKUOQSJ21A208
            
            49801000.000000
            ZAR
            3069415.160000
            USD
            2022-05-16
            -320538.130000
          
        
        
          N
          N
          N
        
      
      
        AUTODESK INC
        FRKKVKAIQEF3FCSTPG55
        AUTODESK INC SR UNSECURED 12/22 3.6
        052769AB2
        
          
        
        2000000.000000
        PA
        USD
        2015857.340000
        0.0805941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-15
          Fixed
          3.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTODESK INC
        FRKKVKAIQEF3FCSTPG55
        AUTODESK INC SR UNSECURED 12/31 2.4
        052769AH9
        
          
        
        5000000.000000
        PA
        USD
        4466707.650000
        0.1785792
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          2.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVALONBAY COMMUNITIES INC
        K9G90K85RBWD2LAGQX17
        AVALONBAY COMMUNITIES SR UNSECURED 01/32 2.05
        053484AB7
        
          
        
        11800000.000000
        PA
        USD
        10686835.080000
        0.4272602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.05
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVALONBAY COMMUNITIES INC
        K9G90K85RBWD2LAGQX17
        AVALONBAY COMMUNITIES SR UNSECURED 12/28 1.9
        053484AC5
        
          
        
        7300000.000000
        PA
        USD
        6635380.260000
        0.2652828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          1.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)
        549300OX0Q38NLSKPB49
        AVANGRID INC SR UNSECURED 04/25 3.2
        05351WAC7
        
          
        
        6300000.000000
        PA
        USD
        6287148.880000
        0.2513605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)
        549300OX0Q38NLSKPB49
        AVANGRID INC SR UNSECURED 06/29 3.8
        05351WAB9
        
          
        
        5800000.000000
        PA
        USD
        5892476.480000
        0.2355815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          3.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)
        549300OX0Q38NLSKPB49
        AVANGRID INC SR UNSECURED 12/24 3.15
        05351WAA1
        
          
        
        12130000.000000
        PA
        USD
        12118431.380000
        0.4844955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          3.15
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IMM EUR FUT OPT DEC23P 96.5 EXP 12/18/2023
        000000000
        
          
        
        -496.000000
        NC
        USD
        -679162.880000
        -0.0271530
        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
            -188308.310000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO-BUND FUTURE  JUN22 XEUR 20220608
        000000000
        
          
        
        -1539.000000
        NC
        
        6528251.420000
        0.2609998
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex
              N/A
            
            Short
            
              
                N/A
                GERMANY GOVT
                
                  
                
              
            
            2022-06-08
            -270121565.790000
            EUR
            6528251.420000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO-BUXL 30Y BND JUN22 XEUR 20220608
        000000000
        
          
        
        -67.000000
        NC
        
        579537.340000
        0.0231699
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex
              N/A
            
            Short
            
              
                N/A
                GERMANY GOVT
                
                  
                
              
            
            2022-06-08
            -13800908.230000
            EUR
            579537.340000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OEK2P131.5 MAY22 131.5 PUT FSO
        000000000
        
          
        
        -152.000000
        NC
        
        -387691.560000
        -0.0154999
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex
              N/A
            
            Put
            Written
            
              
                
                  
                    Eurex
                    N/A
                  
                  
                    N/A
                    529900AQBND3S6YJLY83
                    FIN FUT EURO-BOBL 5Y EUX 06/08/22
                    000000000
                    
                      
                    
                    0.000000
                    NC
                    
                    0.000000
                    0.000000
                    DIR
                    
                    DE
                  
                  N/A
                  
                    
                      N/A
                      FIN FUT EURO-BOBL 5Y EUX 06/08/22
                      
                        
                      
                    
                  
                  2022-06-09
                  N/A
                  EUR
                
              
            
            N/A
            131.500000
            EUR
            2022-04-22
            XXXX
            -387691.560000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        11629.230000
        0.0004649
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            1441892.850000
            USD
            1312000.000000
            EUR
            2022-05-18
            11629.230000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        10727.440000
        0.0004289
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            2936000.000000
            EUR
            3263426.240000
            USD
            2022-05-18
            10727.440000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ZAR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -52786.620000
        -0.0021104
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            12095960.060000
            ZAR
            753525.000000
            USD
            2022-11-08
            -52786.620000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        11776.160000
        0.0004708
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            2205066.580000
            USD
            2001000.000000
            EUR
            2022-05-18
            11776.160000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        7420.800000
        0.0002967
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            1443885.540000
            USD
            1310000.000000
            EUR
            2022-05-18
            7420.800000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT JPY/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -1552278.860000
        -0.0620602
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            29911342.890000
            USD
            3449196594.000000
            JPY
            2022-05-18
            -1552278.860000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT NOK/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        51941.290000
        0.0020766
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            5270745.890000
            USD
            46880000.000000
            NOK
            2022-05-18
            51941.290000
          
        
        
          N
          N
          N
        
      
      
        AZURE POWER ENERGY LTD
        54930051LQDFHGQMHF47
        AZURE POWER ENERGY LTD SR SECURED 144A 08/26 3.575
        05502VAA1
        
          
        
        5589460.000000
        PA
        USD
        5328851.430000
        0.2130478
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-08-19
          Fixed
          3.575
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AZURE POWER SOLAR ENERGY PRIVATE LIMITED
        549300N77HEXIINE3X94
        AZURE POWER SOLAR ENERGY SR SECURED 144A 12/24 5.65
        05502TAA6
        
          
        
        4208000.000000
        PA
        USD
        4323720.000000
        0.1728625
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2024-12-24
          Fixed
          5.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AZURE POWER SOLAR ENERGY PRIVATE LIMITED
        549300N77HEXIINE3X94
        AZURE POWER SOLAR ENERGY SR SECURED REGS 12/24 5.65
        V04008AA2
        
          
        
        3551000.000000
        PA
        USD
        3648652.500000
        0.1458733
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2024-12-24
          Fixed
          5.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD IDR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -23995.880000
        -0.0009594
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            46842544460.000000
            IDR
            3237218.000000
            USD
            2022-05-20
            -23995.880000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD IDR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        9354.640000
        0.0003740
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            44644083729.000000
            IDR
            3117510.000000
            USD
            2022-05-20
            9354.640000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD JPY/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        5500.950000
        0.0002199
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            834400000.000000
            JPY
            6865882.020000
            USD
            2022-05-18
            5500.950000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD JPY/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -149951.090000
        -0.0059951
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            1227100000.000000
            JPY
            9939183.150000
            USD
            2022-05-18
            -149951.090000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD JPY/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -3252.750000
        -0.0001300
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            692700000.000000
            JPY
            5692080.390000
            USD
            2022-05-18
            -3252.750000
          
        
        
          N
          N
          N
        
      
      
        BALL CORPORATION
        0BGI85ALH27ZJP15DY16
        BALL CORP COMPANY GUAR 09/31 3.125
        058498AX4
        
          
        
        3400000.000000
        PA
        USD
        3046060.000000
        0.1217816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          3.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX
        N/A
        BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A
        05493LAA4
        
          
        
        6000000.000000
        PA
        USD
        5897204.400000
        0.2357705
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          1.447
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT NOK/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        189550.620000
        0.0075782
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            17194336.610000
            USD
            153110000.000000
            NOK
            2022-05-18
            189550.620000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD IDR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        3778.870000
        0.0001511
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            47108934033.000000
            IDR
            3283539.000000
            USD
            2022-05-20
            3778.870000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD IDR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        6200.630000
        0.0002479
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            57321996716.000000
            IDR
            3996513.750000
            USD
            2022-05-24
            6200.630000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD BRL/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -767726.770000
        -0.0306938
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            53512000.000000
            BRL
            10471810.730000
            USD
            2022-04-04
            -767726.770000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        211368.690000
        0.0084505
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            6924000.000000
            EUR
            7882242.830000
            USD
            2022-05-18
            211368.690000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD IDR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        23987.350000
        0.0009590
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            81694570599.000000
            IDR
            5709712.790000
            USD
            2022-05-31
            23987.350000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ZAR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -3574.320000
        -0.0001429
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            505000.000000
            ZAR
            30801.020000
            USD
            2022-05-16
            -3574.320000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD CAD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -231530.880000
        -0.0092566
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            11759469.060000
            CAD
            9174864.000000
            USD
            2022-04-04
            -231530.880000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U130O3 PIMCO SWAPTION 2.15 PUT USD 20220613
        000000000
        
          
        
        -40000000.000000
        NC
        USD
        -556212.000000
        -0.0222374
        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
            -404212.000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U131O2 PIMCO SWAPTION 1.45 CALL USD 2022061
        000000000
        
          
        
        -40000000.000000
        NC
        USD
        -30692.000000
        -0.0012271
        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
            121308.000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U132O1 PIMCO SWAPTION 1.5 CALL USD 20220613
        000000000
        
          
        
        -40000000.000000
        NC
        USD
        -7880.000000
        -0.0003150
        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
            64120.000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U133O0 PIMCO SWAPTION 2.2 PUT USD 20220613
        000000000
        
          
        
        -40000000.000000
        NC
        USD
        -296976.000000
        -0.0118731
        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
            -224976.000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U258O9 PIMCO SWAPTION 2.436 PUT USD 2022060
        000000000
        
          
        
        7100000.000000
        NC
        USD
        46492.220000
        0.0018588
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    N/A
                    N/A
                    OIS USD R SOFR/2.436 06/08/22 LCH
                    000000000
                    
                      
                    
                    0.000000
                    NC
                    USD
                    0.000000
                    0.000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      OIS USD R SOFR/2.436 06/08/22 LCH
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2032-06-08
                  0.000000
                  USD
                  0.000000
                  USD
                  N/A
                  USD
                
              
            
            N/A
            2.440000
            USD
            2022-06-06
            XXXX
            -22022.780000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U675I7 PIMCO SWAPTION 1.7875 PUT USD 202204
        000000000
        
          
        
        -20000000.000000
        NC
        USD
        -463712.000000
        -0.0185392
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            Put
            Written
            
              
                
                  
                    Citibank, National Association
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    N/A
                    N/A
                    OIS USD R SOFR/1.7875 05/03/22 LCH
                    000000000
                    
                      
                    
                    0.000000
                    NC
                    USD
                    0.000000
                    0.000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      OIS USD R SOFR/1.7875 05/03/22 LCH
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2027-05-03
                  0.000000
                  USD
                  0.000000
                  USD
                  N/A
                  USD
                
              
            
            N/A
            1.790000
            USD
            2022-04-28
            XXXX
            -394462.000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U676I6 PIMCO SWAPTION 1.2875 CALL USD 20220
        000000000
        
          
        
        -20000000.000000
        NC
        USD
        -452.000000
        -0.0000181
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            Call
            Written
            
              
                
                  
                    Citibank, National Association
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    N/A
                    N/A
                    OIS USD R SOFR/1.2875 05/03/22 LCH
                    000000000
                    
                      
                    
                    0.000000
                    NC
                    USD
                    0.000000
                    0.000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      OIS USD R SOFR/1.2875 05/03/22 LCH
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2027-05-03
                  0.000000
                  USD
                  0.000000
                  USD
                  N/A
                  USD
                
              
            
            N/A
            1.290000
            USD
            2022-04-28
            XXXX
            68798.000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U743Z7 PIMCO SWAPTION 1.27 PUT USD 20221102
        000000000
        
          
        
        -204500000.000000
        NC
        USD
        -3372920.750000
        -0.1348495
        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
            -2965510.750000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U744Z6 PIMCO SWAPTION 0.87 CALL USD 2022110
        000000000
        
          
        
        -204500000.000000
        NC
        USD
        -7771.000000
        -0.0003107
        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
            399639.000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U911I1 PIMCO SWAPTION 0.5 CALL EUR 20220516
        000000000
        
          
        
        -17100000.000000
        NC
        
        -9422.490000
        -0.0003767
        N/A
        DIR
        
        US
        
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            Call
            Written
            
              
                
                  
                    Citibank, National Association
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    N/A
                    N/A
                    IRS EUR R 0.50000 05/18/22-5Y LCH
                    000000000
                    
                      
                    
                    0.000000
                    NC
                    
                    0.000000
                    0.000000
                    DIR
                    
                  
                  
                    
                      N/A
                      IRS EUR R 0.50000 05/18/22-5Y LCH
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2027-05-18
                  0.000000
                  EUR
                  0.000000
                  EUR
                  N/A
                  EUR
                
              
            
            N/A
            0.500000
            EUR
            2022-05-16
            XXXX
            60642.010000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317U912I0 PIMCO SWAPTION 1.0 PUT EUR 20220516
        000000000
        
          
        
        -17100000.000000
        NC
        
        -150765.570000
        -0.0060276
        N/A
        DIR
        
        US
        
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            Put
            Written
            
              
                
                  
                    Citibank, National Association
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    N/A
                    N/A
                    IRS EUR R 1.00000 05/18/22-5Y LCH
                    000000000
                    
                      
                    
                    0.000000
                    NC
                    
                    0.000000
                    0.000000
                    DIR
                    
                  
                  
                    
                      N/A
                      IRS EUR R 1.00000 05/18/22-5Y LCH
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2027-05-18
                  0.000000
                  EUR
                  0.000000
                  EUR
                  N/A
                  EUR
                
              
            
            N/A
            1.000000
            EUR
            2022-05-16
            XXXX
            -80701.070000
          
        
        
          N
          N
          N
        
      
      
        BANCO DE SABADELL SA
        SI5RG2M0WQQLZCXKRM20
        BANCO DE SABADELL SA SR UNSECURED REGS 03/27 VAR
        ACI1R1PF1
        
          
        
        2400000.000000
        PA
        
        2584461.390000
        0.1033269
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-03-11
          Floating
          1.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DO BRASIL /CAYMAN BRANCH
        QE0Q0253K88YAGNPE356
        BANCO DO BRASIL (CAYMAN) SR UNSECURED 144A 01/29 4.875
        05959LAH6
        
          
        
        12500000.000000
        PA
        USD
        12585062.500000
        0.5031514
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2029-01-11
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS EUR 0.25000 09/15/21-15Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        1662472.750000
        0.0664657
        N/A
        DIR
        
        N/A
        
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                Euribor 6 Month ACT/360
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2036-09-15
            498357.380000
            EUR
            0.000000
            EUR
            10920000.000000
            EUR
            1164115.370000
          
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER SA SR UNSECURED REGS 06/27 1.125
        ACI1N6392
        
          
        
        4500000.000000
        PA
        
        4854920.320000
        0.1941000
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-06-23
          Fixed
          1.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS EUR 0.75000 06/15/22-10Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        -7434262.500000
        -0.2972222
        N/A
        DIR
        
        N/A
        
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                Euribor 6 Month ACT/360
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2032-06-15
            0.000000
            EUR
            -5444534.390000
            EUR
            145310000.000000
            EUR
            -1989728.110000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS JPY 0.00000 04/07/21-1Y (WHT) LCH
        000000000
        
          
        
        1.000000
        NC
        
        -123.000000
        -0.0000049
        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
            64000000.000000
            JPY
            -123.000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS JPY 0.00000 06/18/18-4Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        2136.940000
        0.0000854
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                JPY-LIBOR-BBA-Bloomberg 6M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2022-06-20
            0.000000
            JPY
            0.000000
            JPY
            900000000.000000
            JPY
            2136.940000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS JPY 0.00000 06/20/19-3Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        -159.710000
        -0.0000064
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                JPY-LIBOR-BBA-Bloomberg 6M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2022-06-20
            0.000000
            JPY
            0.000000
            JPY
            67300000.000000
            JPY
            -159.710000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS JPY 0.00000 10/22/18-3Y* LCH
        000000000
        
          
        
        1.000000
        NC
        
        -280.950000
        -0.0000112
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                JPY-LIBOR-BBA-Bloomberg 6M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2022-04-22
            0.000000
            JPY
            0.000000
            JPY
            100000000.000000
            JPY
            -280.950000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS JPY 0.00000 10/31/18-3Y* LCH
        000000000
        
          
        
        1.000000
        NC
        
        -799.890000
        -0.0000320
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                JPY-LIBOR-BBA-Bloomberg 6M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2022-04-28
            0.000000
            JPY
            0.000000
            JPY
            290000000.000000
            JPY
            -799.890000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS JPY 0.00000 11/12/18-3Y* LCH
        000000000
        
          
        
        1.000000
        NC
        
        -366.560000
        -0.0000147
        N/A
        DIR
        
        JP
        N
        
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                JPY-LIBOR-BBA-Bloomberg 6M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2022-05-12
            0.000000
            JPY
            0.000000
            JPY
            150000000.000000
            JPY
            -366.560000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP SR UNSECURED 05/24 VAR
        06051GJC4
        
          
        
        7700000.000000
        PA
        USD
        7591834.870000
        0.3035219
        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 09/25 VAR
        06051GJG5
        
          
        
        12700000.000000
        PA
        USD
        12047480.100000
        0.4816589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-25
          Floating
          0.981
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP SR UNSECURED 10/25 VAR
        06051GHW2
        
          
        
        4300000.000000
        PA
        USD
        4227712.270000
        0.1690242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-22
          Floating
          2.456
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP SR UNSECURED 12/25 VAR
        06051GKE8
        
          
        
        17000000.000000
        PA
        USD
        16269129.880000
        0.6504406
        Long
        DBT
        CORP
        US
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        -2253820.400000
        -0.0901079
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                USD-SOFR-COMPOUND
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-12-09
            56695.860000
            USD
            0.000000
            USD
            183500000.000000
            USD
            -2310516.260000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA MTGE SECS-2007-2
        N/A
        BANC OF AMERICA MORTGAGE SECUR BOAMS 2007 2 A13
        05952FAN3
        
          
        
        1430960.760000
        PA
        USD
        1290297.890000
        0.0515862
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Fixed
          6
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT CAD/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        40394.110000
        0.0016150
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            59893716.000000
            USD
            74927038.720000
            CAD
            2022-04-04
            40394.110000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT CAD/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -29691.760000
        -0.0011871
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            33535817.000000
            USD
            41887912.220000
            CAD
            2022-04-04
            -29691.760000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD AUD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -552268.660000
        -0.0220797
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            18014888.000000
            AUD
            12928276.280000
            USD
            2022-04-04
            -552268.660000
          
        
        
          N
          N
          N
        
      
      
        BANKINTER SA
        VWMYAEQSTOPNV0SUGU82
        BANKINTER SA SR UNSECURED REGS 10/27 0.625
        ACI1JGLL8
        
          
        
        3100000.000000
        PA
        
        3216379.240000
        0.1285910
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-10-06
          Fixed
          0.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD CAD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -1047005.020000
        -0.0418593
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            51830663.210000
            CAD
            40412323.000000
            USD
            2022-04-04
            -1047005.020000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD CAD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -601961.590000
        -0.0240665
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            52971859.610000
            CAD
            41770209.000000
            USD
            2022-04-04
            -601961.590000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD CAD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -41157.320000
        -0.0016455
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            74939017.460000
            CAD
            59893716.000000
            USD
            2022-05-03
            -41157.320000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD CAD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        29543.710000
        0.0011812
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            41894260.550000
            CAD
            33535817.000000
            USD
            2022-05-03
            29543.710000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT NOK/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        118688.540000
        0.0047452
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            10921270.570000
            USD
            97235337.340000
            NOK
            2022-05-18
            118688.540000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        BARCLAYS BANK PLC SUBORDINATED 11/22 7.625
        06740L8C2
        
          
        
        805000.000000
        PA
        USD
        825398.560000
        0.0329995
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-11-21
          Fixed
          7.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD MXN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -311633.560000
        -0.0124591
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            214590000.000000
            MXN
            10393780.880000
            USD
            2022-05-18
            -311633.560000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        31750JDY8 OTC EPUT FN 3.0 99.59375
        000000000
        
          
        
        -5000000.000000
        NC
        USD
        -109863.000000
        -0.0043923
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CITIGROUP INC.
              6SHGI4ZSSLCXXQSBB395
            
            Put
            Written
            
              
                UMBS PASS THRU POOLS
                FNMA TBA 3.0% MAY 30YR
                
                  
                
              
            
            N/A
            99.590000
            USD
            2022-05-05
            XXXX
            -90331.750000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3175157A6 OTC EPUT FN 2.5 98.484375
        000000000
        
          
        
        -3000000.000000
        NC
        USD
        -91402.200000
        -0.0036543
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CITIGROUP INC.
              6SHGI4ZSSLCXXQSBB395
            
            Put
            Written
            
              
                UMBS PASS THRU POOLS
                FNMA TBA 2.5% APR 30YR
                
                  
                
              
            
            N/A
            98.480000
            USD
            2022-04-06
            XXXX
            -80035.010000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317533OW2 OTC EPUT FN 2.5 98.53125
        000000000
        
          
        
        -4000000.000000
        NC
        USD
        -123744.400000
        -0.0049473
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CITIGROUP INC.
              6SHGI4ZSSLCXXQSBB395
            
            Put
            Written
            
              
                UMBS PASS THRU POOLS
                FNMA TBA 2.5% APR 30YR
                
                  
                
              
            
            N/A
            98.530000
            USD
            2022-04-06
            XXXX
            -108275.650000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317534EW1 OTC EPUT FN 3.0 99.04687
        000000000
        
          
        
        -18000000.000000
        NC
        USD
        -318340.800000
        -0.0127273
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CITIGROUP INC.
              6SHGI4ZSSLCXXQSBB395
            
            Put
            Written
            
              
                UMBS PASS THRU POOLS
                FNMA TBA 3.0% MAY 30YR
                
                  
                
              
            
            N/A
            99.050000
            USD
            2022-05-05
            XXXX
            -233965.800000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317539IT3 OTC EPUT FN 2.5 97.65625
        000000000
        
          
        
        -6400000.000000
        NC
        USD
        -142058.240000
        -0.0056795
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CITIGROUP INC.
              6SHGI4ZSSLCXXQSBB395
            
            Put
            Written
            
              
                UMBS PASS THRU POOLS
                FNMA TBA 2.5% APR 30YR
                
                  
                
              
            
            N/A
            97.660000
            USD
            2022-04-06
            XXXX
            -117808.240000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317541RZ5 OTC EPUT FN 3.0 98.914062
        000000000
        
          
        
        -5000000.000000
        NC
        USD
        -83551.000000
        -0.0033404
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                UMBS PASS THRU POOLS
                FNMA TBA 3.0% MAY 30YR
                
                  
                
              
            
            N/A
            98.910000
            USD
            2022-05-05
            XXXX
            -56988.500000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317555A75 OTC ECAL FN 3.5 101
        000000000
        
          
        
        -5000000.000000
        NC
        USD
        -8203.500000
        -0.0003280
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CITIGROUP INC.
              6SHGI4ZSSLCXXQSBB395
            
            Call
            Written
            
              
                UMBS PASS THRU POOLS
                FNMA TBA 3.5% MAY 30YR
                
                  
                
              
            
            N/A
            101.000000
            USD
            2022-05-05
            XXXX
            -391.000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC JR SUBORDINA REGS 12/49 VAR
        ACI0G5LH6
        
          
        
        2200000.000000
        PA
        
        2950098.390000
        0.1179451
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-09-15
          Floating
          7.875
          N
          N
          N
          N
          Y
          
            
              BARCLAYS PLC
              BARCLAYS PLC
              GBP
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317582591 OTC EPUT FN 2.5 98.40625
        000000000
        
          
        
        -6300000.000000
        NC
        USD
        -187023.690000
        -0.0074772
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CITIGROUP INC.
              6SHGI4ZSSLCXXQSBB395
            
            Put
            Written
            
              
                UMBS PASS THRU POOLS
                FNMA TBA 2.5% APR 30YR
                
                  
                
              
            
            N/A
            98.410000
            USD
            2022-04-06
            XXXX
            -161429.940000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317586QS7 OTC EPUT FN 3.5 JUN22 98.328125 PUT
        000000000
        
          
        
        -14500000.000000
        NC
        USD
        -59399.250000
        -0.0023748
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CITIGROUP INC.
              6SHGI4ZSSLCXXQSBB395
            
            Put
            Written
            
              
                UMBS PASS THRU POOLS
                FNMA TBA 3.5% JUN 30YR
                
                  
                
              
            
            N/A
            98.330000
            USD
            2022-06-06
            XXXX
            9702.310000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317591I72 OTC EPUT FN 2.0 96.19921
        000000000
        
          
        
        -9000000.000000
        NC
        USD
        -303243.300000
        -0.0121237
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CITIGROUP INC.
              6SHGI4ZSSLCXXQSBB395
            
            Put
            Written
            
              
                UMBS PASS THRU POOLS
                FNMA TBA 2.0% APR 30YR
                
                  
                
              
            
            N/A
            96.200000
            USD
            2022-04-06
            XXXX
            -262110.490000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        317595EG7 OTC ECAL FN 2.5 98.507812
        000000000
        
          
        
        -6000000.000000
        NC
        USD
        -4380.600000
        -0.0001751
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CITIGROUP INC.
              6SHGI4ZSSLCXXQSBB395
            
            Call
            Written
            
              
                UMBS PASS THRU POOLS
                FNMA TBA 2.5% MAY 30YR
                
                  
                
              
            
            N/A
            98.510000
            USD
            2022-05-05
            XXXX
            24681.900000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LONG GILT FUTURE  JUN22 IFLL 20220628
        000000000
        
          
        
        -201.000000
        NC
        
        304789.290000
        0.0121855
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            Short
            
              
                N/A
                UNITED KINGDOM GOVT
                
                  
                
              
            
            2022-06-28
            -32010002.130000
            GBP
            304789.290000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 10YR NOTE (CBT)JUN22 XCBT 20220621
        000000000
        
          
        
        -507.000000
        NC
        USD
        -476744.270000
        -0.0190603
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                N/A
                UNITED STATES GOVT
                
                  
                
              
            
            2022-06-21
            -62230289.320000
            USD
            -476744.270000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 2YR NOTE (CBT) JUN22 XCBT 20220630
        000000000
        
          
        
        -669.000000
        NC
        USD
        290531.980000
        0.0116155
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                N/A
                UNITED STATES GOVT
                
                  
                
              
            
            2022-06-30
            -141689495.590000
            USD
            290531.980000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 5YR NOTE (CBT) JUN22 XCBT 20220630
        000000000
        
          
        
        -1382.000000
        NC
        USD
        1992038.190000
        0.0796418
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                N/A
                UNITED STATES GOVT
                
                  
                
              
            
            2022-06-30
            -158309179.340000
            USD
            1992038.190000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US LONG BOND(CBT) JUN22 XCBT 20220621
        000000000
        
          
        
        -287.000000
        NC
        USD
        1321916.540000
        0.0528503
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                N/A
                UNITED STATES GOVT
                
                  
                
              
            
            2022-06-21
            -43090359.380000
            USD
            1321916.540000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        VALEO SA SNR SE ICE
        000000000
        
          
        
        1.000000
        NC
        
        -224041.620000
        -0.0089572
        N/A
        DCR
        
        FR
        N
        
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                VALEO SA
                VALEO SA SR UNSEC EMTN
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2026-06-23
            0.000000
            EUR
            -138081.260000
            EUR
            5000000.000000
            EUR
            -85960.360000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC SR UNSECURED REGS 11/23 VAR
        ACI0YRKM8
        
          
        
        8000000.000000
        PA
        
        8883362.560000
        0.3551573
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-11-14
          Floating
          0.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCAP LLC TRUST 2011-RR5
        N/A
        BCAP LLC TRUST BCAP 2011 RR5 12A1 144A
        05534AAN1
        
          
        
        111327.630000
        PA
        USD
        112542.580000
        0.0044995
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-26
          Floating
          4.7921
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCP TRUST 2021-330N
        N/A
        BCP TRUST BCP 2021 330N A 144A
        05553BAA3
        
          
        
        6000000.000000
        PA
        USD
        5880320.400000
        0.2350955
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Floating
          1.196
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS  STRUC PROD INC 2007-R6
        N/A
        BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1
        07402FAC9
        
          
        
        357471.330000
        PA
        USD
        306926.030000
        0.0122709
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-12-26
          Floating
          2.33951
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ASSET BACKED SECU 2005-TC1
        N/A
        BEAR STEARNS ASSET BACKED SECU BSABS 2005 TC1 M2
        073879VG0
        
          
        
        1441345.820000
        PA
        USD
        1436426.070000
        0.0574284
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Floating
          1.43157
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ASSETBACK SEC 2006-HE7
        N/A
        BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE7 2A2
        07388HAP4
        
          
        
        257746.840000
        PA
        USD
        250799.630000
        0.0100270
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Floating
          0.77657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUEHUB LOAN FUND INC
        N/A
        BLUEHUB LOAN FUND SR UNSECURED 01/27 2.89
        095623AA2
        
          
        
        1300000.000000
        PA
        USD
        1255942.420000
        0.0502126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-01
          Fixed
          2.89
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUEHUB LOAN FUND INC
        N/A
        BLUEHUB LOAN FUND SR UNSECURED 01/30 3.099
        095623AB0
        
          
        
        3400000.000000
        PA
        USD
        3349969.580000
        0.1339320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-01
          Fixed
          3.099
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS SR UNSECURED 144A 06/27 VAR
        09659W2Q6
        
          
        
        10000000.000000
        PA
        USD
        9158439.400000
        0.3661549
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-06-30
          Floating
          1.675
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOISE CASCADE LLC
        549300Z8B8LSRHC7XA55
        BOISE CASCADE COMPANY COMPANY GUAR 144A 07/30 4.875
        09739DAD2
        
          
        
        3600000.000000
        PA
        USD
        3502890.000000
        0.1400457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON PROPERTIES LP
        BVHHEFJI6SHNOKQT2572
        BOSTON PROPERTIES LP SR UNSECURED 04/32 2.55
        10112RBE3
        
          
        
        6300000.000000
        PA
        USD
        5691934.960000
        0.2275639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          2.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON PROPERTIES LP
        BVHHEFJI6SHNOKQT2572
        BOSTON PROPERTIES LP SR UNSECURED 06/29 3.4
        10112RBB9
        
          
        
        9400000.000000
        PA
        USD
        9329105.860000
        0.3729781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-21
          Fixed
          3.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON PROPERTIES LP
        BVHHEFJI6SHNOKQT2572
        BOSTON PROPERTIES LP SR UNSECURED 12/28 4.5
        10112RBA1
        
          
        
        500000.000000
        PA
        USD
        527882.510000
        0.0211048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD FINANCE INC
        549300XH8D8K6OYWGD17
        BROOKFIELD FINANCE INC COMPANY GUAR 04/31 2.724
        11271LAH5
        
          
        
        17900000.000000
        PA
        USD
        16548204.710000
        0.6615981
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-04-15
          Fixed
          2.724
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSREP COMMERCIAL MORTGAGE TRUST 2021-DC
        N/A
        BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC A 144A
        05591UAA5
        
          
        
        20395000.000000
        PA
        USD
        20091516.280000
        0.8032598
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-08-15
          Floating
          1.347
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSST 2021-1818 MORTGAGE TRUST
        N/A
        BSST MORTGAGE TRUST BSST 2021 1818 A 144A
        07403PAA0
        
          
        
        7500000.000000
        PA
        USD
        7392450.750000
        0.2955506
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-15
          Floating
          1.447
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA ENDOWMENT/THE
        54930046FICHFANLFV69
        CALIFORNIA ENDOWMENT/THE UNSECURED 04/51 2.498
        1301ETAA0
        
          
        
        9200000.000000
        PA
        USD
        7612142.190000
        0.3043338
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.498
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY
        5493007RI8BUDOGHZ546
        CALIFORNIA ST HLTH FACS FING A CASMED 06/25 FIXED 2.211
        13032UVC9
        
          
        
        3000000.000000
        PA
        USD
        2942850.300000
        0.1176553
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-06-01
          Fixed
          2.211
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY
        5493007RI8BUDOGHZ546
        CALIFORNIA ST HLTH FACS FING A CASMED 06/28 FIXED 2.534
        13032UVF2
        
          
        
        4000000.000000
        PA
        USD
        3819373.200000
        0.1526987
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-06-01
          Fixed
          2.534
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY
        5493007RI8BUDOGHZ546
        CALIFORNIA ST HLTH FACS FING A CASMED 06/37 FIXED 4.19
        13032UD88
        
          
        
        2000000.000000
        PA
        USD
        2042710.200000
        0.0816677
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-06-01
          Fixed
          4.19
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA MUNICIPAL FINANCE AUTHORITY
        5493000UQOV6R4ZWS346
        CALIFORNIA ST MUNI FIN AUTH RE CASFIN 11/35 FIXED 2.877
        13048VQC5
        
          
        
        4100000.000000
        PA
        USD
        3821900.690000
        0.1527998
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-11-01
          Fixed
          2.877
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)
        2IGI19DL77OX0HC3ZE78
        CANADIAN IMPERIAL BANK SR UNSECURED 10/25 0.95
        13607GRR7
        
          
        
        12300000.000000
        PA
        USD
        11329691.130000
        0.4529616
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-10-23
          Fixed
          0.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANTOR FITZGERALD LP
        549300RLUEEVQEMX0450
        CANTOR FITZGERALD LP UNSECURED 144A 06/22 6.5
        138616AC1
        
          
        
        2800000.000000
        PA
        USD
        2824605.980000
        0.1129279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-17
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHANEL CERES PLC
        549300FLG0WWSVNA4480
        CHANEL CERES PLC COMPANY GUAR REGS 07/31 1
        ACI1RSVG3
        
          
        
        7800000.000000
        PA
        
        7878124.690000
        0.3149678
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-07-31
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILEAN GOVT
        549300FLZTJM5YJF8D34
        REPUBLIC OF CHILE SR UNSECURED 01/27 2.75
        168863DX3
        
          
        
        5100000.000000
        PA
        USD
        4996062.000000
        0.1997428
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2027-01-31
          Fixed
          2.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILEAN GOVT
        549300FLZTJM5YJF8D34
        REPUBLIC OF CHILE SR UNSECURED 01/32 2.55
        168863DN5
        
          
        
        4700000.000000
        PA
        USD
        4427964.000000
        0.1770302
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2032-01-27
          Fixed
          2.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILEAN GOVT
        549300FLZTJM5YJF8D34
        REPUBLIC OF CHILE SR UNSECURED 01/34 3.5
        000000000
        
          
        
        5100000.000000
        PA
        USD
        5043849.000000
        0.2016533
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2034-01-31
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILEAN GOVT
        549300FLZTJM5YJF8D34
        REPUBLIC OF CHILE SR UNSECURED 01/51 1.25
        ACI1V83H1
        
          
        
        4200000.000000
        PA
        
        3459380.800000
        0.1383062
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2051-01-22
          Fixed
          1.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILEAN GOVT
        549300FLZTJM5YJF8D34
        REPUBLIC OF CHILE SR UNSECURED 01/61 3.1
        168863DQ8
        
          
        
        5000000.000000
        PA
        USD
        4130250.000000
        0.1651276
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2061-01-22
          Fixed
          3.1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILEAN GOVT
        549300FLZTJM5YJF8D34
        REPUBLIC OF CHILE SR UNSECURED 03/42 4.34
        168863DY1
        
          
        
        12800000.000000
        PA
        USD
        13164096.000000
        0.5263012
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2042-03-07
          Fixed
          4.34
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILEAN GOVT
        549300FLZTJM5YJF8D34
        REPUBLIC OF CHILE SR UNSECURED 07/31 0.83
        ACI1CXLV6
        
          
        
        4000000.000000
        PA
        
        4042638.140000
        0.1616249
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2031-07-02
          Fixed
          0.83
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FARM CREDIT BANK OF TEXAS
        V1EBJIOLRNYDHDF63Z33
        FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR
        30767EAD1
        
          
        
        4900000.000000
        NS
        USD
        5145000.000000
        0.2056974
        Long
        EP
        USGSE
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC SR UNSECURED 01/26 VAR
        17327CAN3
        
          
        
        6500000.000000
        PA
        USD
        6262251.450000
        0.2503651
        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 01/26 VAR
        17327CAP8
        
          
        
        6500000.000000
        PA
        USD
        6398267.920000
        0.2558031
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-01-25
          Floating
          0.804553
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC SR UNSECURED 05/24 VAR
        172967MR9
        
          
        
        11500000.000000
        PA
        USD
        11411930.240000
        0.4562496
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Floating
          1.678
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC SR UNSECURED 10/24 VAR
        172967MT5
        
          
        
        13800000.000000
        PA
        USD
        13338659.100000
        0.5332803
        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
        
          
        
        12300000.000000
        PA
        USD
        11716001.170000
        0.4684063
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-03
          Floating
          1.281
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE
        N/A
        SAN FRANCISCO CITY   CNTY CA P SFOWTR 11/24 FIXED 2.082
        79765R4P1
        
          
        
        520000.000000
        PA
        USD
        511834.910000
        0.0204632
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-11-01
          Fixed
          2.082
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE
        N/A
        SAN FRANCISCO CITY   CNTY CA P SFOWTR 11/27 FIXED 2.483
        79765R4S5
        
          
        
        850000.000000
        PA
        USD
        826123.330000
        0.0330285
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-11-01
          Fixed
          2.483
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE
        N/A
        SAN FRANCISCO CITY   CNTY CA P SFOWTR 11/28 FIXED 2.533
        79765R4T3
        
          
        
        1000000.000000
        PA
        USD
        964230.200000
        0.0385500
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-11-01
          Fixed
          2.533
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OPERATING LLC
        549300Z3NFMM54NWBB87
        CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 01/32 3.75
        18539UAE5
        
          
        
        200000.000000
        PA
        USD
        184390.000000
        0.0073719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OPERATING LLC
        549300Z3NFMM54NWBB87
        CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75
        18539UAD7
        
          
        
        10500000.000000
        PA
        USD
        9841335.000000
        0.3934571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OPERATING LLC
        549300Z3NFMM54NWBB87
        CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 03/28 4.75
        18539UAC9
        
          
        
        4000000.000000
        PA
        USD
        4024180.000000
        0.1608869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLGATE-PALMOLIVE COMPANY
        YMEGZFW4SBUSS5BQXF88
        COLGATE PALMOLIVE CO SR UNSECURED 11/29 0.3
        ACI21LMB5
        
          
        
        2200000.000000
        PA
        
        2270379.170000
        0.0907699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-10
          Fixed
          0.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLLEGE AVE STUDENT LOANS LLC 2018-A
        N/A
        COLLEGE AVE STUDENT LOANS CASL 2018 A A1 144A
        19423DAA8
        
          
        
        1196618.930000
        PA
        USD
        1186434.150000
        0.0474337
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-12-26
          Floating
          1.65657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMUNITY PRESERVATION CORP
        254900CWS66ZXCS6P481
        COMMUNITY PRESERVATION C SR UNSECURED 02/30 2.867
        20402CAA3
        
          
        
        15000000.000000
        PA
        USD
        14272010.100000
        0.5705957
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          2.867
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL WIND LLC
        N/A
        CONTINENTAL WIND SR SECURED 144A 02/33 6
        212168AA6
        
          
        
        5273716.500000
        PA
        USD
        5840312.840000
        0.2334960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-28
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINUUM ENERGY LEVANTER PTE LTD
        254900MFSMO37F3WJ232
        CONTINUUM ENERGY LEVANTE SR SECURED 144A 02/27 4.5
        21218MAB1
        
          
        
        9566625.000000
        PA
        USD
        9220313.180000
        0.3686286
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2027-02-09
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)
        DG3RU1DBUFHT4ZF9WN62
        COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/27 VAR
        74977RDK7
        
          
        
        8200000.000000
        PA
        USD
        7509068.250000
        0.3002129
        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
        
          
        
        10800000.000000
        PA
        USD
        9955537.310000
        0.3980229
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-09-24
          Floating
          1.004
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPORACION INMOBILIARIA VESTA SAB DE CV
        4469000001BIRIFZJ959
        CORPORACION INMOBILIARIA COMPANY GUAR 144A 05/31 3.625
        21989DAA0
        
          
        
        10000000.000000
        PA
        USD
        9095550.000000
        0.3636406
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-05-13
          Fixed
          3.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ASSET BACKED CERTS 2006-21
        N/A
        COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 2A4
        12667LAE2
        
          
        
        2199094.750000
        PA
        USD
        2115111.100000
        0.0845622
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Floating
          0.68657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPI PROPERTY GROUP SA
        222100CO2ZOTEPGJO223
        CPI PROPERTY GROUP SA SR UNSECURED REGS 01/28 2.75
        ACI1J42H5
        
          
        
        10000000.000000
        PA
        
        12238418.470000
        0.4892926
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-22
          Fixed
          2.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPI PROPERTY GROUP SA
        222100CO2ZOTEPGJO223
        CPI PROPERTY GROUP SA SR UNSECURED REGS 04/27 1.625
        ACI1G7W13
        
          
        
        3900000.000000
        PA
        
        3979689.170000
        0.1591082
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-04-23
          Fixed
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPI PROPERTY GROUP SA
        222100CO2ZOTEPGJO223
        CPI PROPERTY GROUP SA SR UNSECURED REGS 05/26 2.75
        ACI1M88D5
        
          
        
        3600000.000000
        PA
        
        3991575.240000
        0.1595834
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-05-12
          Fixed
          2.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA/LONDON BRANCH
        969500TJ5KRTCJQWXH05
        CREDIT AGRICOLE LONDON SR UNSECURED 144A 04/23 3.75
        22535WAE7
        
          
        
        10300000.000000
        PA
        USD
        10442637.280000
        0.4174972
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-04-24
          Fixed
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA/LONDON BRANCH
        969500TJ5KRTCJQWXH05
        CREDIT AGRICOLE LONDON SR UNSECURED 144A 04/23 VAR
        22535WAF4
        
          
        
        4600000.000000
        PA
        USD
        4624716.950000
        0.1848964
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-04-24
          Floating
          1.27886
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE MORTGAGE CAP CERT 2007-3
        N/A
        CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 2A4
        12638PAW9
        
          
        
        2533357.520000
        PA
        USD
        614101.060000
        0.0245518
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Floating
          1.05657
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        CTP BV
        3157000YTVO4TN65UM14
        CTP NV SR UNSECURED REGS 09/26 0.625
        ACI20LM91
        
          
        
        6500000.000000
        PA
        
        6548687.710000
        0.2618169
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-09-27
          Fixed
          0.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DC OFFICE TRUST 2019-MTC
        N/A
        DC OFFICE TRUST DCOT 2019 MTC A 144A
        23312BAA8
        
          
        
        13400000.000000
        PA
        USD
        12697393.780000
        0.5076425
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-09-15
          Fixed
          2.965
          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
        
          
        
        267000.000000
        PA
        USD
        275203.690000
        0.0110027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          5.45
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGITAL DUTCH FINCO BV
        549300ONZ5IS6B6IMJ70
        DIGITAL DUTCH FINCO BV COMPANY GUAR REGS 01/32 1
        ACI1RH4P7
        
          
        
        4700000.000000
        PA
        
        4404654.770000
        0.1760983
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2032-01-15
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGITAL DUTCH FINCO BV
        549300ONZ5IS6B6IMJ70
        DIGITAL DUTCH FINCO BV COMPANY GUAR REGS 03/30 1.5
        BKMG43II7
        
          
        
        4300000.000000
        PA
        
        4388477.860000
        0.1754516
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-03-15
          Fixed
          1.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOLP TRUST 2021-NYC
        N/A
        DOLP TRUST DOLP 2021 NYC A 144A
        23345LAA7
        
          
        
        8600000.000000
        PA
        USD
        8117391.220000
        0.3245337
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-05-10
          Fixed
          2.956
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        DOMINION ENERGY INC SR UNSECURED 08/31 2.25
        25746UDL0
        
          
        
        5800000.000000
        PA
        USD
        5232623.350000
        0.2092005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          2.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DORIS DUKE CHARITABLE FOUNDATION
        HFI2KJN5A6RHAGMWK984
        DORIS DUKE CHARITABLE UNSECURED 07/50 2.345
        258261AA4
        
          
        
        12500000.000000
        PA
        USD
        9931989.750000
        0.3970815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.345
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DROP MORTGAGE TRUST 2021-FILE
        N/A
        DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A
        26210YAA4
        
          
        
        12850000.000000
        PA
        USD
        12730651.770000
        0.5089721
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-04-15
          Floating
          1.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)
        9N0FWODEJVKHC2DYLO03
        DTE ELECTRIC CO GENL REF MOR 04/28 1.9
        23338VAN6
        
          
        
        12000000.000000
        PA
        USD
        11178599.160000
        0.4469210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          1.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)
        9N0FWODEJVKHC2DYLO03
        DTE ELECTRIC CO GENL REF MOR 05/48 4.05
        23338VAH9
        
          
        
        3200000.000000
        PA
        USD
        3388124.580000
        0.1354574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-05-15
          Fixed
          4.05
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS LLC
        MWIUSDMN17TCR56VW396
        DUKE ENERGY CAROLINAS 1ST MORTGAGE 03/32 2.85
        26442CBG8
        
          
        
        6500000.000000
        PA
        USD
        6290125.010000
        0.2514795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.85
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS LLC
        MWIUSDMN17TCR56VW396
        DUKE ENERGY CAROLINAS 1ST MORTGAGE 11/28 3.95
        26442CAX2
        
          
        
        3000000.000000
        PA
        USD
        3119712.150000
        0.1247263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          3.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)
        7MOHLM3DKE63RX2ZCN83
        DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/29 2.5
        26444HAH4
        
          
        
        9900000.000000
        PA
        USD
        9322045.230000
        0.3726958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)
        7MOHLM3DKE63RX2ZCN83
        DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/31 2.4
        26444HAK7
        
          
        
        8500000.000000
        PA
        USD
        7853343.290000
        0.3139771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          2.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE REALTY LIMITED PARTNERSHIP
        2549009GZDBNY1KE9O81
        DUKE REALTY LP SR UNSECURED 01/32 2.25
        264414AX1
        
          
        
        10000000.000000
        PA
        USD
        9005172.200000
        0.3600272
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE REALTY LIMITED PARTNERSHIP
        2549009GZDBNY1KE9O81
        DUKE REALTY LP SR UNSECURED 02/31 1.75
        26441YBF3
        
          
        
        10300000.000000
        PA
        USD
        8946595.970000
        0.3576854
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          1.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDP FINANCE BV
        5299007L43AQDFOW5739
        EDP FINANCE BV SR UNSECURED 144A 01/28 1.71
        26835PAH3
        
          
        
        9000000.000000
        PA
        USD
        7952936.670000
        0.3179588
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-01-24
          Fixed
          1.71
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELECTRICITE DE FRANCE SA (EDF)
        549300X3UK4GG3FNMO06
        ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/25 3.625
        268317AS3
        
          
        
        3600000.000000
        PA
        USD
        3611048.510000
        0.1443699
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-10-13
          Fixed
          3.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPRESA GENERADORA DE ELECTRICIDAD HAINA S A
        549300Y36L5LRW5RH373
        EMPRESA GEN ELEC HAINA SR UNSECURED 144A 11/28 5.625
        29249FAA4
        
          
        
        5000000.000000
        PA
        USD
        4640750.000000
        0.1855374
        Long
        DBT
        CORP
        DO
        N
        
        2
        
          2028-11-08
          Fixed
          5.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTERNATIONAL NV
        0YQH6LCEF474UTUV4B96
        ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375
        29278GAM0
        
          
        
        5600000.000000
        PA
        USD
        5148330.320000
        0.2058305
        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 07/28 1.875
        29278GAN8
        
          
        
        2700000.000000
        PA
        USD
        2439033.500000
        0.0975127
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-07-12
          Fixed
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTERNATIONAL NV
        0YQH6LCEF474UTUV4B96
        ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.25
        29278GAP3
        
          
        
        500000.000000
        PA
        USD
        443631.590000
        0.0177364
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-07-12
          Fixed
          2.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTERNATIONAL NV
        0YQH6LCEF474UTUV4B96
        ENEL FINANCE INTL NV COMPANY GUAR 144A 09/24 2.65
        29278GAL2
        
          
        
        10800000.000000
        PA
        USD
        10646943.050000
        0.4256653
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-09-10
          Fixed
          2.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        EQUINIX INC SR UNSECURED 03/28 1.55
        29444UBL9
        
          
        
        18100000.000000
        PA
        USD
        16014141.160000
        0.6402462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          1.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        EQUINIX INC SR UNSECURED 03/33 1
        ACI1W3KX7
        
          
        
        5200000.000000
        PA
        
        4858761.770000
        0.1942535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        EQUINIX INC SR UNSECURED 05/31 2.5
        29444UBS4
        
          
        
        1500000.000000
        PA
        USD
        1347747.870000
        0.0538830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
        635400B4JJBON4TCHF02
        EQUITABLE FINANCIAL LIFE SECURED 144A 07/26 1.3
        29449W7M3
        
          
        
        8300000.000000
        PA
        USD
        7633920.190000
        0.3052045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-12
          Fixed
          1.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERP OPERATING LP
        DX5HQV5MLU50FEWZ5072
        ERP OPERATING LP SR UNSECURED 08/31 1.85
        26884ABN2
        
          
        
        3000000.000000
        PA
        USD
        2666339.220000
        0.1066004
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          1.85
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERP OPERATING LP
        DX5HQV5MLU50FEWZ5072
        ERP OPERATING LP SR UNSECURED 12/28 4.15
        26884ABK8
        
          
        
        1900000.000000
        PA
        USD
        1967025.450000
        0.0786418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          4.15
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT (EBRD)
        549300HTGDOVDU6OGK19
        EUROPEAN BK RECON + DEV SR UNSECURED 09/24 1.625
        29874QAY0
        
          
        
        13300000.000000
        PA
        USD
        13018642.090000
        0.5204860
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2024-09-27
          Fixed
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK (EIB)
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK SR UNSECURED 02/28 3.3
        ACI0WH721
        
          
        
        3400000.000000
        PA
        
        2545217.370000
        0.1017579
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2028-02-03
          Fixed
          3.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK (EIB)
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK SR UNSECURED 05/27 2.375
        298785HM1
        
          
        
        10000000.000000
        PA
        USD
        9940700.700000
        0.3974297
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2027-05-24
          Fixed
          2.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK (EIB)
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK SR UNSECURED 10/29 1.625
        298785JA5
        
          
        
        13150000.000000
        PA
        USD
        12410200.200000
        0.4961604
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2029-10-09
          Fixed
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK (EIB)
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK SR UNSECURED 144A 06/25 2.875
        29878TDB7
        
          
        
        10500000.000000
        PA
        USD
        10606305.360000
        0.4240406
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2025-06-13
          Fixed
          2.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN UNION (EU)
        529900FZRK8FGMPEOM08
        EUROPEAN UNION SR UNSECURED REGS 02/37 0.4
        ACI212XM1
        
          
        
        10500000.000000
        PA
        
        10344292.580000
        0.4135653
        Long
        DBT
        NUSS
        N/A
        
        N
        
        2
        
          2037-02-04
          Fixed
          0.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMERICA TRUST 2021-ESH
        N/A
        EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A
        30227FAA8
        
          
        
        11429656.070000
        PA
        USD
        11308746.310000
        0.4521243
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Floating
          1.477
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMERICA TRUST 2021-ESH
        N/A
        EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A
        30227FAC4
        
          
        
        8547394.970000
        PA
        USD
        8476512.280000
        0.3388914
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Floating
          1.477
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2006-5
        N/A
        FANNIE MAE FNR 2006 5 3A2
        31394VL73
        
          
        
        26032.260000
        PA
        USD
        26275.400000
        0.0010505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-25
          Floating
          1.95911
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2007-14
        N/A
        FANNIE MAE FNR 2007 14 F
        31396PZS3
        
          
        
        9484.230000
        PA
        USD
        9497.120000
        0.0003797
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-25
          Floating
          0.81657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2007-42
        N/A
        FANNIE MAE FNR 2007 42 AF
        31396VN53
        
          
        
        4057.380000
        PA
        USD
        4041.980000
        0.0001616
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-25
          Floating
          0.70657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE 2007-73
        N/A
        FANNIE MAE FNR 2007 73 A1
        31396V4Q8
        
          
        
        129590.210000
        PA
        USD
        126819.010000
        0.0050702
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-25
          Floating
          0.24686
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2015-38
        N/A
        FANNIE MAE FNR 2015 38 DF
        3136APAH5
        
          
        
        934401.760000
        PA
        USD
        938911.930000
        0.0375377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2055-06-25
          Floating
          0.41629
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE-ACES 2017-M15
        N/A
        FANNIEMAE ACES FNA 2017 M15 A2
        3136AY6X6
        
          
        
        10000000.000000
        PA
        USD
        10159672.000000
        0.4061842
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-09-25
          Variable
          2.95941
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE-ACES 2019-M9
        N/A
        FANNIEMAE ACES FNA 2019 M9 A2
        3136B4VT2
        
          
        
        12500000.000000
        PA
        USD
        12697327.500000
        0.5076398
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-25
          Fixed
          2.937
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE-ACES 2020-M1
        N/A
        FANNIEMAE ACES FNA 2020 M1 A2
        3136B75M9
        
          
        
        14800000.000000
        PA
        USD
        14450372.200000
        0.5777266
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Fixed
          2.444
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE-ACES 2020-M33
        N/A
        FANNIEMAE ACES FNA 2020 M33 X2
        3136BBAR3
        
          
        
        46097660.890000
        PA
        USD
        5753608.090000
        0.2300295
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          2.25081
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIEMAE WHOLE LOAN 2004-W8
        N/A
        FANNIEMAE WHOLE LOAN FNW 2004 W8 2A
        31394ALL8
        
          
        
        25053.530000
        PA
        USD
        27128.520000
        0.0010846
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-25
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL REALTY INVESTMENT TRUST
        549300LI6XZ51GOCJ427
        FEDERAL REALTY INVESTMEN SR UNSECURED 02/26 1.25
        313747BB2
        
          
        
        4400000.000000
        PA
        USD
        4054960.360000
        0.1621175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          1.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHF TRUST 2020-1A
        N/A
        FHF TRUST 2020 1 FHF 2020 1A B 144A
        30260YAC1
        
          
        
        5100000.000000
        PA
        USD
        5084129.310000
        0.2032637
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          3.1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KSJ1
        N/A
        FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1
        3137FXLY2
        
          
        
        61214560.060000
        PA
        USD
        4800935.520000
        0.1919416
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Variable
          1.15543
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 1B0797 FH 04/33 FLOATING VAR
        31336SNN4
        
          
        
        319.180000
        PA
        USD
        318.930000
        0.0000128
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Floating
          2.283
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 1J1035 FH 04/38 FLOATING VAR
        3128NHEG4
        
          
        
        5700.220000
        PA
        USD
        5897.220000
        0.0002358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Floating
          2.12
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL 787239 FH 07/30 FLOATING VAR
        31295LBG6
        
          
        
        1990.050000
        PA
        USD
        1994.400000
        0.0000797
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Floating
          2.455
          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
        0.0000494
        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 A11312 FG 07/33 FIXED 6
        31296KN58
        
          
        
        6855.810000
        PA
        USD
        7417.690000
        0.0002966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL A16224 FG 11/33 FIXED 6
        31296Q4H0
        
          
        
        1404.420000
        PA
        USD
        1559.600000
        0.0000624
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL A54678 FG 06/36 FIXED 6
        3128KHFT8
        
          
        
        24560.920000
        PA
        USD
        26666.560000
        0.0010661
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL A57029 FG 01/37 FIXED 6
        3128KKY29
        
          
        
        27755.470000
        PA
        USD
        30150.710000
        0.0012054
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL A62706 FG 06/37 FIXED 6
        3128KTAF7
        
          
        
        3368.550000
        PA
        USD
        3669.470000
        0.0001467
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL A80378 FG 12/36 FIXED 5.5
        312926M39
        
          
        
        1047.600000
        PA
        USD
        1117.400000
        0.0000447
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL A82256 FG 02/37 FIXED 6
        312928QH0
        
          
        
        8737.980000
        PA
        USD
        9344.320000
        0.0003736
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL A89332 FG 10/39 FIXED 5
        312936LM7
        
          
        
        12709.550000
        PA
        USD
        13780.760000
        0.0005510
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C00836 FG 07/29 FIXED 7
        31292G4V5
        
          
        
        343.640000
        PA
        USD
        374.720000
        0.0000150
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-01
          Fixed
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C01754 FG 01/34 FIXED 5.5
        31292H5P5
        
          
        
        10111.420000
        PA
        USD
        11092.150000
        0.0004435
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C03475 FG 04/40 FIXED 6
        31292K2G1
        
          
        
        325880.260000
        PA
        USD
        363482.980000
        0.0145321
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C91093 FG 09/27 FIXED 6
        3128P7GA5
        
          
        
        288.030000
        PA
        USD
        307.760000
        0.0000123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-09-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C91236 FG 02/29 FIXED 4.5
        3128P7LR2
        
          
        
        118475.260000
        PA
        USD
        122981.460000
        0.0049168
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C91291 FG 03/30 FIXED 4.5
        3128P7NG4
        
          
        
        12927.220000
        PA
        USD
        13422.080000
        0.0005366
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C91302 FG 05/30 FIXED 4.5
        3128P7NT6
        
          
        
        99634.930000
        PA
        USD
        103434.320000
        0.0041353
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C91325 FG 08/30 FIXED 4
        3128P7PJ6
        
          
        
        2232.460000
        PA
        USD
        2299.510000
        0.0000919
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL C91370 FG 05/31 FIXED 4.5
        3128P7QX4
        
          
        
        6487.030000
        PA
        USD
        6751.650000
        0.0002699
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL D63351 FG 09/25 FIXED 7.5
        3128F2WL5
        
          
        
        2160.800000
        PA
        USD
        2197.450000
        0.0000879
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-01
          Fixed
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G02744 FG 03/37 FIXED 6
        3128M4LZ4
        
          
        
        29133.090000
        PA
        USD
        32574.810000
        0.0013023
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G02826 FG 05/37 FIXED 6
        3128M4PK3
        
          
        
        144076.450000
        PA
        USD
        161194.830000
        0.0064446
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G02929 FG 04/37 FIXED 6
        3128M4SS3
        
          
        
        3388.950000
        PA
        USD
        3787.780000
        0.0001514
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G03392 FG 10/37 FIXED 6
        3128M5C57
        
          
        
        75494.750000
        PA
        USD
        84464.550000
        0.0033769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G03400 FG 03/37 FIXED 5.5
        3128M5DD9
        
          
        
        11520.160000
        PA
        USD
        12684.520000
        0.0005071
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G03432 FG 11/37 FIXED 5.5
        3128M5ED8
        
          
        
        6662.220000
        PA
        USD
        7351.670000
        0.0002939
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G03581 FG 11/37 FIXED 6
        3128M5J27
        
          
        
        94421.430000
        PA
        USD
        105641.680000
        0.0042236
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G03926 FG 02/38 FIXED 6
        3128M5VT4
        
          
        
        1718.640000
        PA
        USD
        1922.830000
        0.0000769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-02-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G03931 FG 02/38 FIXED 6
        3128M5VY3
        
          
        
        82260.640000
        PA
        USD
        92002.890000
        0.0036783
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-02-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G04576 FG 09/38 FIXED 6
        3128M6MZ8
        
          
        
        47501.770000
        PA
        USD
        53086.730000
        0.0021224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-09-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G04598 FG 10/34 FIXED 5.5
        3128M6NP9
        
          
        
        10404.710000
        PA
        USD
        11308.900000
        0.0004521
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G04614 FG 02/34 FIXED 6
        3128M6N79
        
          
        
        5966.570000
        PA
        USD
        6615.100000
        0.0002645
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G04624 FG 02/33 FIXED 6
        3128M6PH5
        
          
        
        1485.000000
        PA
        USD
        1628.040000
        0.0000651
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G04625 FG 06/36 FIXED 6
        3128M6PJ1
        
          
        
        39316.020000
        PA
        USD
        43291.520000
        0.0017308
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G04626 FG 05/31 FIXED 6
        3128M6PK8
        
          
        
        760.210000
        PA
        USD
        816.030000
        0.0000326
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G04628 FG 05/33 FIXED 6
        3128M6PM4
        
          
        
        1302.300000
        PA
        USD
        1402.560000
        0.0000561
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G04731 FG 04/38 FIXED 5.5
        3128M6SU3
        
          
        
        35142.070000
        PA
        USD
        38788.390000
        0.0015508
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G04877 FG 10/38 FIXED 6
        3128M6XE3
        
          
        
        5064.360000
        PA
        USD
        5665.120000
        0.0002265
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-10-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G05122 FG 01/39 FIXED 5.5
        3128M7AX4
        
          
        
        20154.430000
        PA
        USD
        22239.150000
        0.0008891
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-01-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G05956 FG 07/38 FIXED 5.5
        3128M75R3
        
          
        
        176820.660000
        PA
        USD
        195168.170000
        0.0078028
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G06849 FG 09/35 FIXED 4
        3128M85J9
        
          
        
        127001.240000
        PA
        USD
        132967.080000
        0.0053160
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G06954 FG 05/40 FIXED 6
        3128M9BX9
        
          
        
        15698.280000
        PA
        USD
        17550.460000
        0.0007017
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G08039 FG 02/35 FIXED 4.5
        3128MJBH2
        
          
        
        10789.190000
        PA
        USD
        11499.560000
        0.0004598
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G08200 FG 05/37 FIXED 6
        3128MJGJ3
        
          
        
        106668.470000
        PA
        USD
        119309.420000
        0.0047700
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G30409 FG 06/28 FIXED 6
        3128CUN28
        
          
        
        2685.160000
        PA
        USD
        2869.900000
        0.0001147
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G61409 FG 05/48 FIXED 3.5
        31335BR65
        
          
        
        11655315.690000
        PA
        USD
        11816288.190000
        0.4724158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL G61453 FG 05/48 FIXED 3.5
        31335BTJ5
        
          
        
        4165381.600000
        PA
        USD
        4215680.170000
        0.1685431
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL Q53208 FG 12/47 FIXED 3.5
        3132XVR62
        
          
        
        7388019.660000
        PA
        USD
        7482968.790000
        0.2991695
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL Q56466 FG 06/48 FIXED 4
        3132Y0FG0
        
          
        
        577391.780000
        PA
        USD
        598916.040000
        0.0239447
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL RA2970 FR 07/50 FIXED 2.5
        3133KJJP8
        
          
        
        10227422.560000
        PA
        USD
        9810474.270000
        0.3922233
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL SB0257 FR 11/33 FIXED 4
        3132CWJA3
        
          
        
        217124.300000
        PA
        USD
        223288.490000
        0.0089271
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL WN2000 FR 08/23 FIXED 2.7
        3132XGGJ9
        
          
        
        28301163.180000
        PA
        USD
        28275622.510000
        1.1304608
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-08-01
          Fixed
          2.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL ZK2607 FR 10/25 FIXED 3.5
        3131X53Q3
        
          
        
        3403.050000
        PA
        USD
        3477.810000
        0.0001390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-10-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL ZK2702 FR 11/25 FIXED 3.5
        3131X6AB6
        
          
        
        7890.890000
        PA
        USD
        8064.920000
        0.0003224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC PASS THRU POOLS
        N/A
        FED HM LN PC POOL ZK2703 FR 11/25 FIXED 3.5
        3131X6AC4
        
          
        
        8520.360000
        PA
        USD
        8709.330000
        0.0003482
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC STRUCTURED P/T SECURITIES E3
        N/A
        FHLMC STRUCTURED PASS THROUGH FSPC E3 A
        3133TCE95
        
          
        
        6642.100000
        PA
        USD
        6684.490000
        0.0002672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-15
          Floating
          3.742
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTMAC MORTGAGE FUNDING TRUST 2018-1
        N/A
        FIRSTMAC MORTGAGE FUNDING TRUS FMACB 2018 1 A1B
        ACI11DPY2
        
          
        
        3300000.000000
        PA
        
        2477468.650000
        0.0990493
        Long
        ABS-MBS
        CORP
        AU
        N
        
        2
        
          2049-03-08
          Floating
          1.315
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 128776 FN 02/31 FLOATING VAR
        31365H6M3
        
          
        
        183.150000
        PA
        USD
        187.780000
        0.0000075
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-01
          Floating
          5.951
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 252211 FN 01/29 FIXED 6
        31371HDQ8
        
          
        
        1713.850000
        PA
        USD
        1863.280000
        0.0000745
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 254954 FN 10/23 FIXED 4.5
        31371LE39
        
          
        
        232.190000
        PA
        USD
        240.580000
        0.0000096
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-10-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 256436 FN 10/36 FIXED 6
        31371MY92
        
          
        
        48824.610000
        PA
        USD
        54514.180000
        0.0021795
        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 256714 FN 05/27 FIXED 5.5
        31371NDT9
        
          
        
        11725.370000
        PA
        USD
        12468.060000
        0.0004985
        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 257075 FN 02/28 FIXED 5.5
        31371NQ40
        
          
        
        29261.320000
        PA
        USD
        31375.700000
        0.0012544
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257125 FN 03/28 FIXED 5.5
        31371NSN6
        
          
        
        300435.490000
        PA
        USD
        319577.590000
        0.0127767
        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 257204 FN 05/28 FIXED 5.5
        31371NU52
        
          
        
        39385.200000
        PA
        USD
        41951.720000
        0.0016772
        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 257233 FN 06/23 FIXED 4.5
        31371NV28
        
          
        
        755.090000
        PA
        USD
        773.260000
        0.0000309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-06-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257422 FN 10/28 FIXED 6
        31371N4F9
        
          
        
        80419.810000
        PA
        USD
        85878.520000
        0.0034334
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 257424 FN 10/28 FIXED 5.5
        31371N4H5
        
          
        
        7277.940000
        PA
        USD
        7752.790000
        0.0003100
        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 303647 FN 06/25 FIXED VAR
        31373UHY6
        
          
        
        4.240000
        PA
        USD
        4.280000
        0.0000002
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-06-01
          Fixed
          9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 323867 FN 07/29 FIXED VAR
        31374TW47
        
          
        
        43996.990000
        PA
        USD
        47159.360000
        0.0018854
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 329673 FN 01/26 FIXED 6.5
        31375BFN2
        
          
        
        65.150000
        PA
        USD
        71.670000
        0.0000029
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-01-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 357628 FN 10/34 FIXED 5.5
        31376KHD1
        
          
        
        26084.630000
        PA
        USD
        28568.340000
        0.0011422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 357937 FN 07/35 FIXED 6
        31376KS23
        
          
        
        90752.020000
        PA
        USD
        96933.160000
        0.0038754
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 424943 FN 02/27 FIXED 7.5
        31379PBL5
        
          
        
        17816.700000
        PA
        USD
        17989.150000
        0.0007192
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-02-01
          Fixed
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 430877 FN 09/28 FIXED 6.5
        31379VUA5
        
          
        
        426.490000
        PA
        USD
        458.020000
        0.0000183
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-09-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 437434 FN 09/28 FIXED 6
        31380D4T0
        
          
        
        825.930000
        PA
        USD
        881.550000
        0.0000352
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-09-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 453268 FN 11/28 FIXED 6
        31380XQV7
        
          
        
        749.250000
        PA
        USD
        800.750000
        0.0000320
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-11-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 457752 FN 01/29 FIXED 6.5
        31381DQD0
        
          
        
        2030.610000
        PA
        USD
        2185.250000
        0.0000874
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 481473 FN 02/29 FIXED 6
        31382F2E8
        
          
        
        293.490000
        PA
        USD
        313.570000
        0.0000125
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 484203 FN 02/29 FIXED 6
        31382J3L3
        
          
        
        5369.760000
        PA
        USD
        5734.520000
        0.0002293
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 535126 FN 12/28 FIXED VAR
        31384VPK2
        
          
        
        707.100000
        PA
        USD
        768.270000
        0.0000307
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 545993 FN 11/32 FIXED VAR
        31385JRN0
        
          
        
        896.060000
        PA
        USD
        966.590000
        0.0000386
        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 555285 FN 03/33 FIXED VAR
        31385W2S7
        
          
        
        20459.040000
        PA
        USD
        22385.800000
        0.0008950
        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 555531 FN 06/33 FIXED VAR
        31385XEC7
        
          
        
        7458.060000
        PA
        USD
        8170.030000
        0.0003266
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 555668 FN 07/33 FIXED VAR
        31385XJM0
        
          
        
        22996.360000
        PA
        USD
        25159.360000
        0.0010059
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 555880 FN 11/33 FIXED VAR
        31385XQ91
        
          
        
        3738.100000
        PA
        USD
        4059.670000
        0.0001623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 656245 FN 09/32 FIXED 6
        31390UBN5
        
          
        
        659.350000
        PA
        USD
        704.220000
        0.0000282
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 674952 FN 12/32 FIXED 5.5
        31391RZR6
        
          
        
        174188.860000
        PA
        USD
        187958.640000
        0.0075146
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 681846 FN 03/33 FLOATING VAR
        31400AP77
        
          
        
        1880.290000
        PA
        USD
        1882.940000
        0.0000753
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Floating
          2.301
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 725425 FN 04/34 FIXED VAR
        31402C4J8
        
          
        
        14919.660000
        PA
        USD
        16348.320000
        0.0006536
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 725613 FN 06/34 FIXED VAR
        31402DDS6
        
          
        
        12489.800000
        PA
        USD
        13687.580000
        0.0005472
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 725706 FN 08/32 FIXED VAR
        31402DGP9
        
          
        
        2986.500000
        PA
        USD
        3118.220000
        0.0001247
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 725975 FN 09/34 FLOATING VAR
        31402DQ45
        
          
        
        22186.750000
        PA
        USD
        23076.090000
        0.0009226
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Floating
          1.861
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 735227 FN 02/35 FIXED VAR
        31402QYY1
        
          
        
        154976.700000
        PA
        USD
        169798.820000
        0.0067886
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 735502 FN 04/35 FIXED VAR
        31402RDF3
        
          
        
        137355.490000
        PA
        USD
        150266.390000
        0.0060077
        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 735805 FN 07/35 FLOATING VAR
        31402RNW5
        
          
        
        115994.870000
        PA
        USD
        118414.460000
        0.0047342
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Floating
          1.817
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 735886 FN 08/35 FLOATING VAR
        31402RRF8
        
          
        
        211920.240000
        PA
        USD
        212405.530000
        0.0084920
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Floating
          1.884
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 745093 FN 12/35 FIXED VAR
        31403CXW6
        
          
        
        9308.810000
        PA
        USD
        10197.770000
        0.0004077
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 745418 FN 04/36 FIXED VAR
        31403DDX4
        
          
        
        87874.530000
        PA
        USD
        95176.780000
        0.0038052
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 745423 FN 04/36 FIXED VAR
        31403DD48
        
          
        
        5547.090000
        PA
        USD
        6201.080000
        0.0002479
        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 745516 FN 05/36 FIXED VAR
        31403DGZ6
        
          
        
        12515.480000
        PA
        USD
        13710.510000
        0.0005481
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 745933 FN 09/36 FIXED VAR
        31403DV22
        
          
        
        64568.170000
        PA
        USD
        72059.030000
        0.0028809
        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 749219 FN 10/33 FIXED 5.5
        31403HK82
        
          
        
        3739.380000
        PA
        USD
        3977.790000
        0.0001590
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 755505 FN 12/33 FIXED 5.5
        31403RKS6
        
          
        
        65446.230000
        PA
        USD
        69625.770000
        0.0027836
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 756226 FN 01/34 FIXED 5.5
        31403SD78
        
          
        
        1209.200000
        PA
        USD
        1324.760000
        0.0000530
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 758322 FN 12/33 FIXED 5.5
        31403UPF2
        
          
        
        22160.920000
        PA
        USD
        24272.790000
        0.0009704
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 762626 FN 01/34 FIXED 5.5
        31404AHB3
        
          
        
        53114.020000
        PA
        USD
        56938.630000
        0.0022764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 763703 FN 04/34 FIXED 5.5
        31404BNU2
        
          
        
        2278.480000
        PA
        USD
        2495.710000
        0.0000998
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 769612 FN 03/34 FIXED 5.5
        31404JAM7
        
          
        
        6556.220000
        PA
        USD
        6974.620000
        0.0002788
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 780895 FN 05/34 FIXED 5.5
        31404WRQ1
        
          
        
        7424.550000
        PA
        USD
        8134.570000
        0.0003252
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 781629 FN 12/34 FIXED 5.5
        31404XLJ1
        
          
        
        18523.420000
        PA
        USD
        20289.630000
        0.0008112
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 784039 FN 07/34 FLOATING VAR
        31405BBG5
        
          
        
        1529.090000
        PA
        USD
        1542.480000
        0.0000617
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Floating
          1.967
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 790746 FN 09/34 FIXED 5.5
        31405JP73
        
          
        
        88841.660000
        PA
        USD
        94531.540000
        0.0037794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 790907 FN 09/34 FIXED 5.5
        31405JU85
        
          
        
        83206.460000
        PA
        USD
        88571.330000
        0.0035411
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 794277 FN 09/34 FIXED 5.5
        31405NM28
        
          
        
        236814.460000
        PA
        USD
        256266.800000
        0.0102456
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 795297 FN 07/44 FLOATING VAR
        31405PRS1
        
          
        
        31840.120000
        PA
        USD
        32537.920000
        0.0013009
        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 797443 FN 01/35 FIXED 5.5
        31405R5C6
        
          
        
        43808.240000
        PA
        USD
        47966.680000
        0.0019177
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 797491 FN 03/35 FIXED 5.5
        31405R7C4
        
          
        
        25429.590000
        PA
        USD
        27841.410000
        0.0011131
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 801686 FN 12/34 FIXED 5.5
        31405WUK9
        
          
        
        3061.480000
        PA
        USD
        3251.710000
        0.0001300
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 801773 FN 12/36 FIXED 6
        31405WXA8
        
          
        
        234.340000
        PA
        USD
        250.630000
        0.0000100
        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 804565 FN 01/35 FLOATING VAR
        31406AZ62
        
          
        
        43476.660000
        PA
        USD
        44230.710000
        0.0017683
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Floating
          1.598
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 813110 FN 02/35 FIXED 5.5
        31406LKX5
        
          
        
        222865.820000
        PA
        USD
        240988.730000
        0.0096347
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 814915 FN 03/35 FIXED 5.5
        31406NK45
        
          
        
        5124.230000
        PA
        USD
        5611.060000
        0.0002243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 817777 FN 07/36 FIXED 6
        31406RQ65
        
          
        
        240.400000
        PA
        USD
        257.800000
        0.0000103
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 822393 FN 04/35 FIXED 5.5
        31406WUS1
        
          
        
        4530.260000
        PA
        USD
        4813.260000
        0.0001924
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 829907 FN 07/35 FIXED 6
        31407GAG3
        
          
        
        46570.000000
        PA
        USD
        49729.990000
        0.0019882
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 832446 FN 08/35 FLOATING VAR
        31407JZK1
        
          
        
        61461.530000
        PA
        USD
        61706.110000
        0.0024670
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Floating
          1.711
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 832802 FN 09/35 FLOATING VAR
        31407KGK9
        
          
        
        8497.660000
        PA
        USD
        8514.510000
        0.0003404
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Floating
          1.957
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 843935 FN 11/35 FIXED 5.5
        31407XSY8
        
          
        
        14355.780000
        PA
        USD
        15590.590000
        0.0006233
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 878201 FN 09/36 FIXED 6
        31409TU22
        
          
        
        52008.980000
        PA
        USD
        58085.100000
        0.0023222
        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 885413 FN 06/36 FIXED 6
        31410CVE9
        
          
        
        892.710000
        PA
        USD
        997.210000
        0.0000399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 885418 FN 06/36 FIXED 6
        31410CVK5
        
          
        
        566.570000
        PA
        USD
        632.700000
        0.0000253
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 888434 FN 11/35 FIXED VAR
        31410GBB8
        
          
        
        728.700000
        PA
        USD
        805.200000
        0.0000322
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 888757 FN 09/37 FLOATING VAR
        31410GME0
        
          
        
        5293.780000
        PA
        USD
        5357.160000
        0.0002142
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Floating
          2.094
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 888967 FN 12/37 FIXED VAR
        31410GTY9
        
          
        
        45570.110000
        PA
        USD
        50923.500000
        0.0020359
        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 889176 FN 03/38 FIXED VAR
        31410G2H5
        
          
        
        105219.990000
        PA
        USD
        116067.400000
        0.0046404
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 889380 FN 04/38 FLOATING VAR
        31410KCR3
        
          
        
        34927.770000
        PA
        USD
        36104.560000
        0.0014435
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Floating
          2.257
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 889692 FN 05/38 FIXED VAR
        31410KNH3
        
          
        
        5441.030000
        PA
        USD
        6003.520000
        0.0002400
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 889982 FN 11/38 FIXED VAR
        31410KXK5
        
          
        
        6295.950000
        PA
        USD
        6946.990000
        0.0002777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-11-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 893040 FN 11/36 FIXED 6
        31410PEM1
        
          
        
        19634.630000
        PA
        USD
        21055.090000
        0.0008418
        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 893923 FN 10/36 FIXED 6
        31410QD40
        
          
        
        11011.520000
        PA
        USD
        11916.010000
        0.0004764
        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 894881 FN 09/36 FIXED 6
        31410RFW4
        
          
        
        24162.350000
        PA
        USD
        25815.290000
        0.0010321
        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 895082 FN 08/36 FIXED 6
        31410RM71
        
          
        
        1048.030000
        PA
        USD
        1119.280000
        0.0000447
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 897160 FN 09/36 FIXED 6
        31410TWV3
        
          
        
        50851.650000
        PA
        USD
        54637.990000
        0.0021844
        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 899892 FN 11/36 FIXED 6
        31410WXV5
        
          
        
        1124.430000
        PA
        USD
        1219.280000
        0.0000487
        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 900134 FN 09/36 FIXED 6
        31410XBB1
        
          
        
        29.540000
        PA
        USD
        31.560000
        0.0000013
        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 902745 FN 11/36 FIXED 6
        31411A5E1
        
          
        
        5084.820000
        PA
        USD
        5553.320000
        0.0002220
        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 917138 FN 06/37 FIXED 6
        31411W4X2
        
          
        
        427.050000
        PA
        USD
        468.580000
        0.0000187
        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 932024 FN 01/36 FIXED 5.5
        31412QPH6
        
          
        
        11556.430000
        PA
        USD
        12656.950000
        0.0005060
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 932626 FN 03/40 FIXED 5
        31412RD79
        
          
        
        19962.720000
        PA
        USD
        21624.240000
        0.0008645
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-03-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 935533 FN 08/39 FIXED 4.5
        31412UY61
        
          
        
        9003.290000
        PA
        USD
        9585.820000
        0.0003832
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-08-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 938574 FN 09/36 FIXED 5.5
        31412YFP2
        
          
        
        1664.620000
        PA
        USD
        1822.740000
        0.0000729
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 941820 FN 03/23 FIXED 4.5
        31413CYR4
        
          
        
        1094.440000
        PA
        USD
        1120.780000
        0.0000448
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-03-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 952393 FN 12/37 FIXED 6
        31413QRN0
        
          
        
        6655.900000
        PA
        USD
        7216.860000
        0.0002885
        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 962064 FN 03/38 FIXED 5.5
        31414CJH2
        
          
        
        13838.220000
        PA
        USD
        15265.270000
        0.0006103
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 972952 FN 02/38 FIXED 5
        31414QL96
        
          
        
        25174.300000
        PA
        USD
        26525.720000
        0.0010605
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-02-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 974767 FN 04/38 FLOATING VAR
        31414SMQ3
        
          
        
        9237.670000
        PA
        USD
        9249.390000
        0.0003698
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Floating
          2.302
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 974781 FN 04/38 FLOATING VAR
        31414SM67
        
          
        
        12307.160000
        PA
        USD
        12865.660000
        0.0005144
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Floating
          2.027
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 985616 FN 04/34 FIXED 5.5
        31415P3Z9
        
          
        
        2474756.440000
        PA
        USD
        2712613.700000
        0.1084504
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 985719 FN 06/38 FIXED 5.5
        31415QAU0
        
          
        
        1731.060000
        PA
        USD
        1899.840000
        0.0000760
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 986946 FN 09/38 FIXED 6
        31415RL36
        
          
        
        250.210000
        PA
        USD
        268.400000
        0.0000107
        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 988957 FN 08/23 FIXED 5.5
        31415TTN0
        
          
        
        1983.930000
        PA
        USD
        1995.820000
        0.0000798
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-08-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 992944 FN 12/38 FIXED 5.5
        31415YBM0
        
          
        
        30582.860000
        PA
        USD
        32555.470000
        0.0013016
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-12-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 995069 FN 10/38 FIXED VAR
        31416BMS4
        
          
        
        5085.280000
        PA
        USD
        5685.360000
        0.0002273
        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 995112 FN 07/36 FIXED VAR
        31416BN53
        
          
        
        15001.310000
        PA
        USD
        16441.360000
        0.0006573
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL 995938 FN 01/39 FIXED VAR
        31416CLT1
        
          
        
        22503.980000
        PA
        USD
        25158.730000
        0.0010058
        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 AA4236 FN 04/39 FIXED 4.5
        31416MV68
        
          
        
        36927.160000
        PA
        USD
        38805.930000
        0.0015515
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-04-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AA7171 FN 05/39 FIXED 4.5
        31416Q6H3
        
          
        
        24574.370000
        PA
        USD
        26152.320000
        0.0010456
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-05-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AB0194 FN 01/39 FIXED 5.5
        31416VGC2
        
          
        
        53695.970000
        PA
        USD
        59206.910000
        0.0023671
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-01-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AB1775 FN 11/25 FIXED 3.5
        31416W6M9
        
          
        
        33478.370000
        PA
        USD
        34221.470000
        0.0013682
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AB1776 FN 11/25 FIXED 3.5
        31416W6N7
        
          
        
        28799.270000
        PA
        USD
        29424.610000
        0.0011764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AC2754 FN 08/39 FIXED 5.5
        31417MBY8
        
          
        
        244407.850000
        PA
        USD
        265670.640000
        0.0106215
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-08-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AC3321 FN 10/24 FIXED 4
        31417MVP5
        
          
        
        5990.220000
        PA
        USD
        6158.080000
        0.0002462
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-10-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AD0490 FN 08/37 FIXED VAR
        31418MRL8
        
          
        
        13367.520000
        PA
        USD
        14649.780000
        0.0005857
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AD0570 FN 08/37 FIXED VAR
        31418MT44
        
          
        
        821057.020000
        PA
        USD
        899740.060000
        0.0359717
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AD0643 FN 06/39 FIXED VAR
        31418MWD0
        
          
        
        347660.600000
        PA
        USD
        383668.320000
        0.0153391
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AD0662 FN 01/25 FIXED VAR
        31418MWY4
        
          
        
        49249.470000
        PA
        USD
        50224.330000
        0.0020080
        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 AD0847 FN 06/39 FIXED VAR
        31418M5H1
        
          
        
        449864.480000
        PA
        USD
        494665.390000
        0.0197767
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AD0915 FN 12/38 FIXED VAR
        31418NAR1
        
          
        
        22067.550000
        PA
        USD
        24348.840000
        0.0009735
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-12-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AD2132 FN 04/25 FIXED 4.5
        31418PLN3
        
          
        
        18105.230000
        PA
        USD
        18566.430000
        0.0007423
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-04-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AD8695 FN 06/40 FIXED 5
        31418WUV0
        
          
        
        95518.670000
        PA
        USD
        102624.500000
        0.0041029
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AE0728 FN 09/39 FIXED VAR
        31419AY27
        
          
        
        236343.060000
        PA
        USD
        264234.750000
        0.0105641
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-01
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AE5486 FN 10/25 FIXED 3.5
        31419GCY8
        
          
        
        8083.180000
        PA
        USD
        8257.170000
        0.0003301
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-10-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AE8417 FN 11/25 FIXED 3.5
        31419KK79
        
          
        
        9893.720000
        PA
        USD
        10104.420000
        0.0004040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AH0101 FN 11/30 FIXED 4
        3138A1DF5
        
          
        
        4673.770000
        PA
        USD
        4810.260000
        0.0001923
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AH5585 FN 02/41 FIXED 5
        3138A7F37
        
          
        
        37448.300000
        PA
        USD
        40597.070000
        0.0016231
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AI5364 FN 04/31 FIXED 4.5
        3138AJ6A5
        
          
        
        12532.290000
        PA
        USD
        13004.340000
        0.0005199
        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 AL0520 FN 07/41 FIXED VAR
        3138EGSJ4
        
          
        
        1228391.350000
        PA
        USD
        1354614.350000
        0.0541576
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AL3019 FN 12/38 FIXED VAR
        3138EKK95
        
          
        
        18951.180000
        PA
        USD
        20761.380000
        0.0008300
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-12-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AL3799 FN 05/28 FIXED VAR
        3138ELGH0
        
          
        
        2222181.110000
        PA
        USD
        2224489.220000
        0.0889352
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-05-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AM0359 FN 08/22 FIXED 2.31
        3138L0MH1
        
          
        
        189463.590000
        PA
        USD
        189310.230000
        0.0075686
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-08-01
          Fixed
          2.31
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AO8051 FN 06/42 FIXED 4.5
        3138LY5M5
        
          
        
        30266.140000
        PA
        USD
        31441.360000
        0.0012570
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL AS7736 FN 08/46 FIXED 3
        3138WHS29
        
          
        
        6178938.990000
        PA
        USD
        6132414.730000
        0.2451743
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BE5205 FN 03/47 FIXED 3.5
        3140FQYB7
        
          
        
        1041640.920000
        PA
        USD
        1052461.850000
        0.0420775
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BL1004 FN 12/28 FIXED 4.01
        3140HSDJ7
        
          
        
        9008777.370000
        PA
        USD
        9488293.960000
        0.3793425
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-01
          Fixed
          4.01
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL BM2003 FN 10/47 FIXED VAR
        3140J6GM3
        
          
        
        24871.770000
        PA
        USD
        25676.680000
        0.0010266
        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 CA0241 FN 08/47 FIXED 4
        3140Q7HT7
        
          
        
        2616897.740000
        PA
        USD
        2691926.660000
        0.1076234
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL CA3437 FN 04/34 FIXED 3
        3140QAZB9
        
          
        
        3633197.880000
        PA
        USD
        3670152.630000
        0.1467329
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL CA3537 FN 02/49 FIXED 5.5
        3140QA4X5
        
          
        
        140773.720000
        PA
        USD
        149950.920000
        0.0059950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL MA0142 FN 08/29 FIXED 4
        31417YEQ6
        
          
        
        1024.470000
        PA
        USD
        1048.650000
        0.0000419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL MA0534 FN 10/30 FIXED 4
        31417YSY4
        
          
        
        26944.870000
        PA
        USD
        27734.820000
        0.0011088
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA PASS THRU POOLS
        N/A
        FNMA POOL MA0563 FN 11/30 FIXED 4
        31417YTV9
        
          
        
        17937.840000
        PA
        USD
        18463.720000
        0.0007382
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC 1935
        N/A
        FREDDIE MAC FHR 1935 JZ
        3133T8ZJ9
        
          
        
        115301.930000
        PA
        USD
        122902.450000
        0.0049136
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-02-15
          Fixed
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC 2449
        N/A
        FREDDIE MAC FHR 2449 ZA
        31392KS23
        
          
        
        1040067.000000
        PA
        USD
        1131440.420000
        0.0452350
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-05-15
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P003
        N/A
        FREDDIE MAC MULTICLASS CERTIFI FHMR 2020 P003 A1
        3137FWHY9
        
          
        
        1429926.840000
        PA
        USD
        1287508.700000
        0.0514747
        Long
        ABS-MBS
        MUN
        US
        N
        
        2
        
          2031-02-25
          Fixed
          0.82638
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2020-P003
        N/A
        FREDDIE MAC MULTICLASS CERTIFI FHMR 2020 P003 A2
        3137FWHZ6
        
          
        
        15000000.000000
        PA
        USD
        13503952.500000
        0.5398887
        Long
        ABS-MBS
        MUN
        US
        N
        
        2
        
          2034-06-25
          Fixed
          1.78283
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG01
        N/A
        FHLMC MULTIFAMILY STRUCTURED P FHMS KG01 A10
        3137FMCZ3
        
          
        
        9500000.000000
        PA
        USD
        9592739.000000
        0.3835182
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-25
          Fixed
          2.939
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG01
        N/A
        FHLMC MULTIFAMILY STRUCTURED P FHMS KG01 A7
        3137FMD25
        
          
        
        9500000.000000
        PA
        USD
        9522148.300000
        0.3806960
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-04-25
          Fixed
          2.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG02
        N/A
        FHLMC MULTIFAMILY STRUCTURED P FHMS KG02 X1
        3137FPHS7
        
          
        
        25500000.000000
        PA
        USD
        1548704.250000
        0.0619173
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-25
          Variable
          1.02497
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 3376
        N/A
        FREDDIE MAC FHR 3376 FD
        31397KZG9
        
          
        
        6979.650000
        PA
        USD
        7100.500000
        0.0002839
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-15
          Floating
          1.10657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 4678
        N/A
        FREDDIE MAC FHR 4678 AF
        3137BWWX8
        
          
        
        3706401.730000
        PA
        USD
        3721814.430000
        0.1487983
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-15
          Floating
          0.50629
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAP INC
        T2ZG1WRWZ4BUCMQL9224
        GAP INC/THE COMPANY GUAR 144A 10/29 3.625
        364760AP3
        
          
        
        3500000.000000
        PA
        USD
        3125412.500000
        0.1249542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          3.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCT COMMERCIAL MORTGAGE TRUST 2021-GCT
        N/A
        GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT A 144A
        36167RAA1
        
          
        
        8100000.000000
        PA
        USD
        7971262.650000
        0.3186915
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-02-15
          Floating
          1.197
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEMGARTO 2021-1 PLC 21 -1A
        N/A
        GEMGARTO GMG 2021 1A A 144A
        ACI1VNV95
        
          
        
        7943055.640000
        PA
        
        10395447.640000
        0.4156105
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2067-12-16
          Floating
          1.19517
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MILLS INC
        2TGYMUGI08PO8X8L6150
        GENERAL MILLS INC SR UNSECURED 10/23 VAR
        370334CC6
        
          
        
        600000.000000
        PA
        USD
        607465.670000
        0.0242865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-17
          Floating
          1.24914
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MILLS INC
        2TGYMUGI08PO8X8L6150
        GENERAL MILLS INC SR UNSECURED 10/31 2.25
        370334CQ5
        
          
        
        6200000.000000
        PA
        USD
        5570780.910000
        0.2227201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-14
          Fixed
          2.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA POWER COMPANY
        D981X4Z4RWS7PDMJUZ03
        GEORGIA POWER CO SR UNSECURED 03/51 3.25
        373334KP5
        
          
        
        7400000.000000
        PA
        USD
        6441300.030000
        0.2575235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-15
          Fixed
          3.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL SWITCH FINANCE BV
        635400GVJAKOJNEUMF33
        GLOBAL SWITCH FINANCE COMPANY GUAR REGS 10/30 1.375
        ACI1RX6M7
        
          
        
        4600000.000000
        PA
        
        4690325.290000
        0.1875194
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-10-07
          Fixed
          1.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBALWORTH REAL ESTATE INVESTMENTS LIMITED
        213800R3E823B1UBIA81
        GLOBALWORTH REAL ESTATE SR UNSECURED REGS 07/26 2.95
        ACI1PGPM5
        
          
        
        4700000.000000
        PA
        
        5162962.650000
        0.2064155
        Long
        DBT
        CORP
        GG
        
        N
        
        2
        
          2026-07-29
          Fixed
          2.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA I TBA 30 YR 4 SINGLE FAMILY MORTGAGE
        01N040645
        
          
        
        2000000.000000
        PA
        USD
        2057968.760000
        0.0822777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-21
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA I TBA 30 YR 5 SINGLE FAMILY MORTGAGE
        01N050644
        
          
        
        3000000.000000
        PA
        USD
        3237304.680000
        0.1294276
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-21
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 003202 G2 02/32 FIXED 7
        36202DRX1
        
          
        
        3191.780000
        PA
        USD
        3517.000000
        0.0001406
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-20
          Fixed
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008280 G2 09/23 FLOATING VAR
        36202KFV2
        
          
        
        5179.400000
        PA
        USD
        5189.270000
        0.0002075
        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 008358 G2 01/24 FLOATING VAR
        36202KJB2
        
          
        
        14395.200000
        PA
        USD
        14507.340000
        0.0005800
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-01-20
          Floating
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008528 G2 10/24 FLOATING VAR
        36202KPM1
        
          
        
        3495.270000
        PA
        USD
        3527.540000
        0.0001410
        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 008542 G2 11/24 FLOATING VAR
        36202KP33
        
          
        
        5627.360000
        PA
        USD
        5678.910000
        0.0002270
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-11-20
          Floating
          1.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 008684 G2 08/25 FLOATING VAR
        36202KUH6
        
          
        
        4851.520000
        PA
        USD
        4937.160000
        0.0001974
        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 008710 G2 10/25 FLOATING VAR
        36202KVB8
        
          
        
        7476.700000
        PA
        USD
        7580.950000
        0.0003031
        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 008717 G2 10/25 FLOATING VAR
        36202KVJ1
        
          
        
        3449.000000
        PA
        USD
        3495.980000
        0.0001398
        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 008788 G2 01/26 FLOATING VAR
        36202KXR1
        
          
        
        1483.600000
        PA
        USD
        1501.810000
        0.0000600
        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 008996 G2 06/22 FLOATING VAR
        36202K7H2
        
          
        
        616.840000
        PA
        USD
        617.180000
        0.0000247
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-06-20
          Floating
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080022 G2 12/26 FLOATING VAR
        36225CAY2
        
          
        
        1197.370000
        PA
        USD
        1219.140000
        0.0000487
        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 080095 G2 07/27 FLOATING VAR
        36225CC95
        
          
        
        1925.340000
        PA
        USD
        1958.620000
        0.0000783
        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 080107 G2 08/27 FLOATING VAR
        36225CDM5
        
          
        
        4493.710000
        PA
        USD
        4594.140000
        0.0001837
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-08-20
          Floating
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 080578 G2 02/32 FLOATING VAR
        36225CUC8
        
          
        
        113504.720000
        PA
        USD
        117461.170000
        0.0046961
        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 679639 G2 06/48 FIXED 4
        36295TBG8
        
          
        
        1436965.890000
        PA
        USD
        1494920.990000
        0.0597670
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-20
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 748939 G2 09/40 FIXED 4
        3620C5BG1
        
          
        
        20622.320000
        PA
        USD
        21306.660000
        0.0008518
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-20
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL 784346 G2 07/47 FIXED 3.5
        3622A2ZK1
        
          
        
        1492389.050000
        PA
        USD
        1556412.880000
        0.0622255
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-20
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL AX3359 G2 07/48 FIXED 4
        36196EWU7
        
          
        
        2170858.100000
        PA
        USD
        2244175.620000
        0.0897223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-20
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BD3919 G2 05/48 FIXED 4
        3617BKK83
        
          
        
        1813197.050000
        PA
        USD
        1876809.100000
        0.0750349
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-20
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BE6839 G2 03/48 FIXED 4
        3617G1S41
        
          
        
        2013514.620000
        PA
        USD
        2063136.180000
        0.0824843
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-20
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BF3083 G2 07/48 FIXED 4
        3617G9M81
        
          
        
        3623822.300000
        PA
        USD
        3729913.140000
        0.1491221
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-20
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BG3076 G2 05/48 FIXED 4
        3617GMMZ2
        
          
        
        2190574.960000
        PA
        USD
        2278009.920000
        0.0910750
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-20
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BG6247 G2 05/48 FIXED 4
        3617GQ5G4
        
          
        
        3083068.490000
        PA
        USD
        3173466.000000
        0.1268753
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-20
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BG6260 G2 06/48 FIXED 4
        3617GQ5V1
        
          
        
        1120448.610000
        PA
        USD
        1165197.320000
        0.0465846
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-20
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BH0394 G2 06/48 FIXED 4
        3617GWNK2
        
          
        
        540436.940000
        PA
        USD
        558184.850000
        0.0223163
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-20
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BH3888 G2 05/48 FIXED 4
        3617H1J99
        
          
        
        1608510.450000
        PA
        USD
        1665849.680000
        0.0666008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-20
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BH6692 G2 06/48 FIXED 4
        3617H4NH0
        
          
        
        2166154.300000
        PA
        USD
        2242356.490000
        0.0896495
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-20
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BH9386 G2 06/48 FIXED 4
        3617H7NB6
        
          
        
        2645217.800000
        PA
        USD
        2744149.160000
        0.1097112
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-20
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BM1355 G2 07/49 FIXED 3.5
        3617JRQG6
        
          
        
        1119941.290000
        PA
        USD
        1135080.230000
        0.0453806
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-20
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BM1356 G2 07/49 FIXED 3.5
        3617JRQH4
        
          
        
        2057857.180000
        PA
        USD
        2075448.380000
        0.0829765
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-20
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BM8966 G2 06/49 FIXED 3.5
        3617K06B6
        
          
        
        1994241.480000
        PA
        USD
        2019813.640000
        0.0807523
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-20
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BM9250 G2 05/49 FIXED 3.5
        3617K1H30
        
          
        
        982534.770000
        PA
        USD
        991524.500000
        0.0396412
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-20
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BO7890 G2 07/49 FIXED 3.5
        3617KPXT2
        
          
        
        1896670.570000
        PA
        USD
        1910769.030000
        0.0763926
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-20
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA II POOL BP1523 G2 08/49 FIXED 3.5
        3617L7VQ9
        
          
        
        3950534.980000
        PA
        USD
        3988678.900000
        0.1594676
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-20
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA POOL 597767 GN 03/33 FIXED 5
        36200DCC5
        
          
        
        5343.520000
        PA
        USD
        5776.750000
        0.0002310
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-15
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA POOL 610978 GN 05/34 FIXED 5
        36202VXF3
        
          
        
        2443.940000
        PA
        USD
        2653.560000
        0.0001061
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-15
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA POOL 614517 GN 06/33 FIXED 5
        36290QVJ1
        
          
        
        6520.970000
        PA
        USD
        7046.380000
        0.0002817
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-15
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA POOL 647668 GN 04/37 FIXED 6
        36292FQV2
        
          
        
        32246.600000
        PA
        USD
        34502.420000
        0.0013794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-15
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA POOL 716305 GN 06/39 FIXED 5
        3620A1YA0
        
          
        
        5664.490000
        PA
        USD
        6213.030000
        0.0002484
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-15
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA POOL 774311 GN 05/42 FIXED 5
        36176SAL4
        
          
        
        30396.520000
        PA
        USD
        32844.520000
        0.0013131
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-15
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA POOL 782468 GN 11/38 FIXED 5
        36241KW53
        
          
        
        169966.810000
        PA
        USD
        187216.540000
        0.0074849
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-11-15
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA POOL 783677 GN 09/40 FIXED 5
        3622A2CN0
        
          
        
        64044.550000
        PA
        USD
        70562.320000
        0.0028211
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-15
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA POOL 784544 GN 09/47 FIXED 3.5
        3622A3BM1
        
          
        
        4026198.730000
        PA
        USD
        4145054.250000
        0.1657195
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-15
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA PASS THRU POOLS
        N/A
        GNMA POOL AI7205 GN 08/45 FIXED 3.5
        36198UAE9
        
          
        
        2919480.480000
        PA
        USD
        2964090.700000
        0.1185045
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-15
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-3CS
        N/A
        GOODLEAP SUSTAINABLE HOME IMPR GOOD 2021 3CS A 144A
        382371AA0
        
          
        
        10354507.430000
        PA
        USD
        9568605.490000
        0.3825533
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-05-20
          Fixed
          2.1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-1GS
        N/A
        GOODLEAP SUSTAINABLE HOME IMPR GOOD 2022 1GS A 144A
        38237JAA1
        
          
        
        4893520.230000
        PA
        USD
        4588432.730000
        0.1834458
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-01-20
          Fixed
          2.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H12
        N/A
        GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H12 FB
        38376RBH8
        
          
        
        784980.510000
        PA
        USD
        784846.440000
        0.0313782
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2065-05-20
          Floating
          0.70629
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H08
        N/A
        GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H08 FT
        38376RTW6
        
          
        
        726018.770000
        PA
        USD
        726344.680000
        0.0290393
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2066-02-20
          Floating
          0.82629
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H13
        N/A
        GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H13 FT
        38376RUS3
        
          
        
        344741.930000
        PA
        USD
        344384.810000
        0.0137685
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2066-05-20
          Floating
          0.68629
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H21
        N/A
        GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H21 AF
        38376RYX8
        
          
        
        3289592.160000
        PA
        USD
        3308119.800000
        0.1322588
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2066-09-20
          Floating
          0.90629
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-182
        N/A
        GOVERNMENT NATIONAL MORTGAGE A GNR 2017 182 FW
        38380UAY9
        
          
        
        492630.300000
        PA
        USD
        494748.760000
        0.0197801
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-20
          Floating
          0.58057
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10
        N/A
        GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB
        38375UZZ6
        
          
        
        1504202.500000
        PA
        USD
        1498612.730000
        0.0599146
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2067-04-20
          Floating
          1.029
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14
        N/A
        GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE
        38376R5H5
        
          
        
        1917059.620000
        PA
        USD
        1925089.220000
        0.0769652
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2067-06-20
          Floating
          1.03113
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14
        N/A
        GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FG
        38376R4U7
        
          
        
        3205765.970000
        PA
        USD
        3222112.170000
        0.1288202
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2067-06-20
          Floating
          1.03113
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25
        N/A
        GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB
        38375UZ78
        
          
        
        1714438.270000
        PA
        USD
        1709093.340000
        0.0683296
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2067-11-20
          Floating
          1.11725
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38
        N/A
        GOVERNMENT NATIONAL MORTGAGE A GNR 2018 38 WF
        38380V2S9
        
          
        
        1497386.520000
        PA
        USD
        1494325.110000
        0.0597432
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-20
          Floating
          0.53057
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENKO POWER II LIMITED
        254900YYA4B6O2O4JM12
        GREENKO POWER II LTD SR SECURED 144A 12/28 4.3
        39530MAA6
        
          
        
        6000000.000000
        PA
        USD
        5626500.000000
        0.2249478
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2028-12-13
          Fixed
          4.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENKO POWER II LIMITED
        254900YYA4B6O2O4JM12
        GREENKO POWER II LTD SR SECURED REGS 12/28 4.3
        V3855MAA5
        
          
        
        6800000.000000
        PA
        USD
        6376700.000000
        0.2549408
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2028-12-13
          Fixed
          4.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENKO SOLAR (MAURITIUS) LIMITED
        2138007S1PL541B3KP92
        GREENKO SOLAR MAURITIUS SR SECURED 144A 01/25 5.55
        39530VAA6
        
          
        
        3800000.000000
        PA
        USD
        3838000.000000
        0.1534434
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2025-01-29
          Fixed
          5.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENKO SOLAR (MAURITIUS) LIMITED
        2138007S1PL541B3KP92
        GREENKO SOLAR MAURITIUS SR SECURED 144A 07/26 5.95
        39530VAB4
        
          
        
        3800000.000000
        PA
        USD
        3866500.000000
        0.1545829
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-07-29
          Fixed
          5.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENKO SOLAR (MAURITIUS) LIMITED
        2138007S1PL541B3KP92
        GREENKO SOLAR MAURITIUS SR SECURED REGS 07/26 5.95
        V3855GAB6
        
          
        
        6600000.000000
        PA
        USD
        6715500.000000
        0.2684860
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-07-29
          Fixed
          5.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE SECURITIES CORP TRUST 2017-GPTX
        N/A
        GS MORTGAGE SECURITIES TRUST GSMS 2017 GPTX A 144A
        36257CAA5
        
          
        
        5300000.000000
        PA
        USD
        5285291.970000
        0.2113062
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-05-10
          Fixed
          2.85555
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAMP TRUST 2007-FM1
        N/A
        GSAMP TRUST GSAMP 2007 FM1 A2A
        3622MAAB7
        
          
        
        269753.870000
        PA
        USD
        159340.130000
        0.0063704
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Floating
          0.52657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSMPS MORTGAGE LOAN TRUST 2006-RP2
        N/A
        GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP2 1AF1 144A
        36298XAA0
        
          
        
        1283115.380000
        PA
        USD
        1133212.090000
        0.0453059
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Floating
          0.85657
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR MORTGAGE LOAN TRUST 2007-AR1
        N/A
        GSR MORTGAGE LOAN TRUST GSR 2007 AR1 2A1
        362290AC2
        
          
        
        1087120.030000
        PA
        USD
        816850.900000
        0.0326577
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-25
          Floating
          2.74124
          Y
          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 06/26 3.375
        418751AE3
        
          
        
        8110000.000000
        PA
        USD
        7715732.350000
        0.3084754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.375
          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 09/30 3.75
        418751AD5
        
          
        
        8475000.000000
        PA
        USD
        7643856.750000
        0.3056018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HANWHA ENERGY USA HOLDINGS CORPORATION
        549300VVIE7XDIYNIT55
        HANWHA ENERGY USA HOLDN COMPANY GUAR 144A 07/22 2.375
        41135WAA9
        
          
        
        6400000.000000
        PA
        USD
        6411065.540000
        0.2563147
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-30
          Fixed
          2.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHPEAK PROPERTIES INC
        PZ9HF5U52KPF0MH0QN75
        HEALTHPEAK PROPERTIES SR UNSECURED 12/28 2.125
        42250PAD5
        
          
        
        17500000.000000
        PA
        USD
        16108217.300000
        0.6440074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          2.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERO FUTURE ENERGIES (CLEAN RENEWABLE POWER MAURITIUS PTE LTD)
        2138003P9CSDW7P4MT75
        CLEAN RENEWABLE POWER SR SECURED 144A 03/27 4.25
        18452NAB0
        
          
        
        7938000.000000
        PA
        USD
        7618892.400000
        0.3046037
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2027-03-25
          Fixed
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONDA MOTOR CO LTD
        549300P7ZYCQJ36CCS16
        HONDA MOTOR CO LTD SR UNSECURED 03/25 2.271
        438127AA0
        
          
        
        12600000.000000
        PA
        USD
        12395541.820000
        0.4955744
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-03-10
          Fixed
          2.271
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONG KONG GOVT
        549300DSMAD69T7GGN13
        HONG KONG SR UNSECURED 144A 05/24 2.5
        43858AAB6
        
          
        
        9300000.000000
        PA
        USD
        9299607.630000
        0.3717988
        Long
        DBT
        NUSS
        HK
        N
        
        2
        
          2024-05-28
          Fixed
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOST HOTELS & RESORTS LP
        FXB7X4WXVA8QPMNOGS12
        HOST HOTELS + RESORTS LP SR UNSECURED 09/30 3.5
        44107TAZ9
        
          
        
        3100000.000000
        PA
        USD
        2960288.120000
        0.1183525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOST HOTELS & RESORTS LP
        FXB7X4WXVA8QPMNOGS12
        HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375
        44107TAY2
        
          
        
        18500000.000000
        PA
        USD
        17650611.540000
        0.7056724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOST HOTELS & RESORTS LP
        FXB7X4WXVA8QPMNOGS12
        HOST HOTELS + RESORTS LP SR UNSECURED 12/31 2.9
        44107TBA3
        
          
        
        6800000.000000
        PA
        USD
        6085246.760000
        0.2432885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          2.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC SR UNSECURED 11/23 VAR
        404280BM0
        
          
        
        1000000.000000
        PA
        USD
        1002808.120000
        0.0400923
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-11-22
          Floating
          3.033
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSI ASSET LOAN OBLIGATION 2007-WF1
        N/A
        HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1
        40431KAA8
        
          
        
        211778.030000
        PA
        USD
        76479.700000
        0.0030577
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Floating
          0.51657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL SERVICES
        549300MALMDAGL2ZJJ27
        HYUNDAI CAPITAL SERVICES SR UNSECURED 144A 02/26 1.25
        44920UAP3
        
          
        
        8500000.000000
        PA
        USD
        7808073.990000
        0.3121672
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-02-08
          Fixed
          1.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIA CLEAN ENERGY HOLDINGS
        254900XQFJ9593DCY022
        INDIA CLEAN ENERGY HLDG SR SECURED 144A 04/27 4.5
        45409MAA1
        
          
        
        9600000.000000
        PA
        USD
        8808000.000000
        0.3521443
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2027-04-18
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIA GREEN ENERGY HOLDINGS
        2549005BFUXXT5HWAG36
        INDIA GREEN ENERGY HLDNG SR SECURED 144A 04/24 5.375
        45410FAA3
        
          
        
        4700000.000000
        PA
        USD
        4734863.710000
        0.1893001
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2024-04-29
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIA GREEN POWER HOLDINGS
        254900I7N0GT4VVL6V29
        INDIA GREEN POWER HOLD SECURED 144A 02/27 4
        45410LAA0
        
          
        
        2900000.000000
        PA
        USD
        2676700.000000
        0.1070146
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2027-02-22
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVT
        529900FWX0GRR7WG5W79
        PERUSAHAAN PENERBIT SBSN SR UNSECURED 144A 06/25 2.3
        71567PAN0
        
          
        
        6200000.000000
        PA
        USD
        6108550.000000
        0.2442201
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-06-23
          Fixed
          2.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDYMAC ARM TRUST 2001-H2
        N/A
        INDYMAC ARM TRUST INARM 2001 H2 A2
        45660UAT6
        
          
        
        1673.830000
        PA
        USD
        1671.730000
        0.0000668
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-01-25
          Floating
          1.54377
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDYMAC INDX MORTGAGE LOAN TR 2005-AR31
        N/A
        INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 1A1
        45660LV97
        
          
        
        520703.740000
        PA
        USD
        502092.070000
        0.0200737
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Floating
          2.97393
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING GROEP NV SR UNSECURED 144A 01/26 4.625
        45685NAA4
        
          
        
        5300000.000000
        PA
        USD
        5483059.460000
        0.2192130
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-01-06
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING GROEP NV SR UNSECURED 144A 07/26 VAR
        456837AU7
        
          
        
        6300000.000000
        PA
        USD
        5835131.130000
        0.2332888
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-07-01
          Floating
          1.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL FINANCE CORPORATION (IFC)
        QKL54NQY28TCDAI75F60
        INTL FINANCE CORP SR UNSECURED 10/23 8
        ACI15CRP7
        
          
        
        150000000000.000000
        PA
        
        10965535.250000
        0.4384027
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2023-10-09
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL FLAVORS & FRAGRANCES INC
        BZLRL03D3GPGMOGFO832
        INTL FLAVOR + FRAGRANCES SR UNSECURED 05/23 3.2
        459506AC5
        
          
        
        1100000.000000
        PA
        USD
        1103636.570000
        0.0441234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          3.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERSTATE POWER AND LIGHT COMPANY
        EF9UQIIO4KY2BWOK3P26
        INTERSTATE POWER + LIGHT SR UNSECURED 04/29 3.6
        461070AQ7
        
          
        
        6000000.000000
        PA
        USD
        6001857.180000
        0.2399546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERSTATE POWER AND LIGHT COMPANY
        EF9UQIIO4KY2BWOK3P26
        INTERSTATE POWER + LIGHT SR UNSECURED 09/28 4.1
        461070AP9
        
          
        
        3500000.000000
        PA
        USD
        3610523.280000
        0.1443489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-26
          Fixed
          4.1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM)
        5493007YYYNZ4NMEOD64
        JAPAN FIN ORG MUNICIPAL SR UNSECURED 144A 09/23 3.375
        471068AN6
        
          
        
        1200000.000000
        PA
        USD
        1217584.670000
        0.0486791
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2023-09-27
          Fixed
          3.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN INTERNATIONAL COOPERATION AGENCY
        254900XEIG78M2AJB031
        JAPAN INT L COOP AGENCY GOVT GUARANT 04/27 2.75
        47109LAB0
        
          
        
        4500000.000000
        PA
        USD
        4496938.110000
        0.1797878
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2027-04-27
          Fixed
          2.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHN D AND CATHERINE T MACARTHUR FOUNDATION
        UJ37UD5B4O5WRVV6NV96
        MACARTHUR FOUNDATION UNSECURED 12/30 1.299
        477854AA1
        
          
        
        13400000.000000
        PA
        USD
        11552472.990000
        0.4618685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          1.299
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE + CO SR UNSECURED 02/25 VAR
        46647PBY1
        
          
        
        13300000.000000
        PA
        USD
        12719142.450000
        0.5085120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-16
          Floating
          0.563
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE + CO SR UNSECURED 08/25 VAR
        46647PCM6
        
          
        
        8300000.000000
        PA
        USD
        7874246.270000
        0.3148128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-09
          Floating
          0.768
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE + CO SR UNSECURED 09/24 VAR
        46647PBS4
        
          
        
        12600000.000000
        PA
        USD
        12258107.690000
        0.4900798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-16
          Floating
          0.653
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH
        N/A
        JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH A 144A
        46654EAA9
        
          
        
        12100000.000000
        PA
        USD
        11843175.080000
        0.4734907
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Floating
          1.157
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC
        N/A
        JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 MHC A 144A
        466330AA5
        
          
        
        10771824.120000
        PA
        USD
        10613044.200000
        0.4243101
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-04-15
          Floating
          1.197
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN MORTGAGE TRUST 2006-S2
        N/A
        JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A10
        46628YBM1
        
          
        
        2130332.530000
        PA
        USD
        1189529.110000
        0.0475574
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Fixed
          6.5
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN MTGE ACQUIS CORP 2005-FRE1
        N/A
        JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 FRE1 M1
        46626LCC2
        
          
        
        2035862.080000
        PA
        USD
        2025196.400000
        0.0809675
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Floating
          1.07157
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        JSW HYDRO ENERGY LIMITED
        3358006ZP5KO7VUH2790
        JSW HYDRO ENERGY LTD SR SECURED REGS 05/31 4.125
        Y4S71YAA2
        
          
        
        6851500.000000
        PA
        USD
        6386043.350000
        0.2553143
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2031-05-18
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KBC GROEP NV
        213800X3Q9LSAKRUWY91
        KBC GROUP NV SR UNSECURED REGS 06/27 VAR
        ACI1MZS50
        
          
        
        4700000.000000
        PA
        
        4976372.720000
        0.1989556
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2027-06-16
          Floating
          0.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
        6RPK2YDJN6L35AS0M510
        HANA BANK 03/27 3.25
        48723RAC9
        
          
        
        3700000.000000
        PA
        USD
        3690163.550000
        0.1475329
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2027-03-30
          Fixed
          3.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIA CORPORATION
        988400V8MJK9N7OI5X76
        KIA CORP SR UNSECURED 144A 04/24 1
        49374JAB9
        
          
        
        9800000.000000
        PA
        USD
        9367619.880000
        0.3745179
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2024-04-16
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KILROY REALTY LP
        5493008CT3N3JR7P1552
        KILROY REALTY LP COMPANY GUAR 11/32 2.5
        49427RAQ5
        
          
        
        6000000.000000
        PA
        USD
        5224749.420000
        0.2088857
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-15
          Fixed
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KILROY REALTY LP
        5493008CT3N3JR7P1552
        KILROY REALTY LP COMPANY GUAR 11/33 2.65
        49427RAR3
        
          
        
        12000000.000000
        PA
        USD
        10420314.600000
        0.4166047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-11-15
          Fixed
          2.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KILROY REALTY LP
        5493008CT3N3JR7P1552
        KILROY REALTY LP COMPANY GUAR 12/28 4.75
        49427RAN2
        
          
        
        6600000.000000
        PA
        USD
        6930583.770000
        0.2770851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIMCO REALTY CORPORATION
        549300EA7I6T15IBYS12
        KIMCO REALTY CORP SR UNSECURED 10/30 2.7
        49446RAW9
        
          
        
        10700000.000000
        PA
        USD
        10040300.060000
        0.4014117
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOMATSU FINANCE AMERICA INC
        549300SRAAFEEQ8Z4D68
        KOMATSU FINANCE AMERICA COMPANY GUAR REGS 09/22 2.437
        ACI0XK426
        
          
        
        2800000.000000
        PA
        USD
        2801162.000000
        0.1119906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-11
          Fixed
          2.437
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOOKMIN BANK
        549300XXMOJSIW8P4769
        KOOKMIN BANK SUBORDINATED 144A 11/30 2.5
        50050GAN8
        
          
        
        9300000.000000
        PA
        USD
        8319906.020000
        0.3326303
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2030-11-04
          Fixed
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA DEVELOPMENT BANK
        549300ML2LNRZUCS7149
        KOREA DEVELOPMENT BANK SR UNSECURED 10/23 0.5
        500630DD7
        
          
        
        9300000.000000
        PA
        USD
        9012924.250000
        0.3603372
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2023-10-27
          Fixed
          0.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA DEVELOPMENT BANK
        549300ML2LNRZUCS7149
        KOREA DEVELOPMENT BANK SR UNSECURED 144A 06/23 4.8
        ACI1YDN36
        
          
        
        185000000000.000000
        PA
        
        12928353.230000
        0.5168762
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2023-06-10
          Fixed
          4.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREDITANSTALT FUER WIEDERAUFBAU (KFW)
        549300GDPG70E3MBBU98
        KFW GOVT GUARANT 09/22 2
        500769HP2
        
          
        
        23500000.000000
        PA
        USD
        23602782.190000
        0.9436404
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-09-29
          Fixed
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2021-CHIP
        N/A
        KREST COMMERCIAL MORTGAGE SECU KREST 2021 CHIP A 144A
        50085PAA5
        
          
        
        5800000.000000
        PA
        USD
        5296771.700000
        0.2117652
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-11-05
          Fixed
          2.55844
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM XX LP 20A
        N/A
        LCM LTD PARTNERSHIP LCM 20A AR 144A
        50188WAE8
        
          
        
        1466187.780000
        PA
        USD
        1460765.220000
        0.0584015
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2027-10-20
          Floating
          1.294
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEEWARD RENEWABLE ENERGY OPERATIONS LLC
        254900EVJU1A57NUX379
        LEEWARD RENEWABL COMPANY GUAR 144A 07/29 4.25
        524590AA4
        
          
        
        8900000.000000
        PA
        USD
        8358835.500000
        0.3341867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEHMAN MORTGAGE TRUST 2007-8
        N/A
        LEHMAN MORTGAGE TRUST LMT 2007 8 1A1
        52521YAA4
        
          
        
        617377.270000
        PA
        USD
        604975.210000
        0.0241869
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-25
          Fixed
          6
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        LEHMAN XS TRUST 2005-10
        N/A
        LEHMAN XS TRUST LXS 2005 10 2A4A
        525221GC5
        
          
        
        3111855.330000
        PA
        USD
        3030164.150000
        0.1211461
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Variable
          5.03035
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY UTILITIES FINANCE GP1
        N/A
        LIBERTY UTILITIES FIN COMPANY GUAR 144A 09/30 2.05
        531546AB5
        
          
        
        13600000.000000
        PA
        USD
        11940691.610000
        0.4773895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          2.05
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOANPAL SOLAR LOAN 2021-2GS LTD
        N/A
        LOANPAL SOLAR LOAN LTD. LPSLT 2021 2GS A 144A
        53948QAA4
        
          
        
        13134912.890000
        PA
        USD
        12210150.660000
        0.4881624
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-03-20
          Fixed
          2.22
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCAL INITIATIVES SUPPORT CORP
        549300V1ATNB9BHB6146
        LOCAL INITIATIVES SUPPOR UNSECURED 03/27 3.782
        539565AC5
        
          
        
        5000000.000000
        PA
        USD
        4971909.700000
        0.1987772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          3.782
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOW INCOME INVESTMENT FUND
        N/A
        LOW INCOME INVESTMENT UNSECURED 07/26 3.386
        54750AAA4
        
          
        
        1700000.000000
        PA
        USD
        1699388.320000
        0.0679416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.386
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOW INCOME INVESTMENT FUND
        N/A
        LOW INCOME INVESTMENT UNSECURED 07/29 3.711
        54750AAB2
        
          
        
        4300000.000000
        PA
        USD
        4414806.650000
        0.1765042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          3.711
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MANULIFE FINANCIAL CORPORATION
        5493007GBX87QOZACS27
        MANULIFE FINANCIAL CORP SR UNSECURED 03/32 3.703
        56501RAN6
        
          
        
        12500000.000000
        PA
        USD
        12629550.380000
        0.5049301
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-03-16
          Fixed
          3.703
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSSETTS HIGHER EDUCATION ASSISTANCE CORPORATION
        N/A
        MASSACHUSETTS HIGHER EDU UNSECURED 07/31 2.673
        575674AA4
        
          
        
        4400000.000000
        PA
        USD
        4159969.970000
        0.1663158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-01
          Fixed
          2.673
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATHER FOUNDATION
        N/A
        MATHER FOUNDATION UNSECURED 10/31 2.675
        576722AA0
        
          
        
        9600000.000000
        PA
        USD
        8940639.260000
        0.3574472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          2.675
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDIOBANCA BANCA DI CREDITO FINANZIARIO SPA
        PSNL19R2RXX5U3QWHI44
        MEDIOBANCA DI CRED FIN SR UNSECURED REGS 09/27 1
        ACI1R01F9
        
          
        
        2700000.000000
        PA
        
        2853089.260000
        0.1140667
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2027-09-08
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO GOVT
        254900EGTWEU67VP6075
        UNITED MEXICAN STATES SR UNSECURED 09/27 1.35
        ACI1RHCD5
        
          
        
        7800000.000000
        PA
        
        8370052.290000
        0.3346351
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2027-09-18
          Fixed
          1.35
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGIC INVESTMENT CORPORATION
        254900S8483WM4M98R28
        MGIC INVESTMENT CORP SR UNSECURED 08/23 5.75
        552848AF0
        
          
        
        2400000.000000
        PA
        USD
        2465880.000000
        0.0985860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-15
          Fixed
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICRON TECHNOLOGY INC
        B3DXGBC8GAIYWI2Z0172
        MICRON TECHNOLOGY INC SR UNSECURED 04/32 2.703
        595112BS1
        
          
        
        12000000.000000
        PA
        USD
        10882380.000000
        0.4350781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          2.703
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDAMERICAN ENERGY COMPANY
        NINLOILYRTLIMK26MZ18
        MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/29 3.65
        595620AT2
        
          
        
        6000000.000000
        PA
        USD
        6174568.500000
        0.2468596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDAMERICAN ENERGY COMPANY
        NINLOILYRTLIMK26MZ18
        MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/50 3.15
        595620AV7
        
          
        
        7900000.000000
        PA
        USD
        7289879.600000
        0.2914498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          3.15
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP INC
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL GROUP SR UNSECURED 07/23 VAR
        ACI13W744
        
          
        
        5000000.000000
        PA
        
        3771270.810000
        0.1507756
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-07-19
          Floating
          1.465
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI GREEN ENERGY UP LTD / PRAYATNA DEVELOPERS PVT LTD / PARAMPUJYA SOLAR ENERG
        N/A
        ADANI GREEN ENERGY UP SR SECURED 144A 12/24 6.25
        00654AAA4
        
          
        
        11750000.000000
        PA
        USD
        12046687.500000
        0.4816272
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2024-12-10
          Fixed
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI RENEWABLE ENERGY RJ LTD/KODANGAL SOLAR PARKS PVT LTD/WARDHA SOLAR MAHARASH
        N/A
        ADANIREN KODSOPAR WARSOM SR SECURED 144A 10/39 4.625
        00654CAA0
        
          
        
        2980000.000000
        PA
        USD
        2609946.580000
        0.1043458
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2039-10-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP INC
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL GROUP SR UNSECURED 09/24 VAR
        60687YAS8
        
          
        
        2900000.000000
        PA
        USD
        2934483.060000
        0.1173208
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-09-11
          Floating
          3.922
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP INC
        353800CI5L6DDAN5XZ33
        MIZUHO FINANCIAL GROUP SR UNSECURED REGS 10/24 0.956
        BZ0YKLII1
        
          
        
        2200000.000000
        PA
        
        2442399.010000
        0.0976472
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-10-16
          Fixed
          0.956
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY SR UNSECURED 10/25 VAR
        6174468R3
        
          
        
        9400000.000000
        PA
        USD
        8859766.020000
        0.3542139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Floating
          0.864
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY ABS CAPITAL I 2006-NC4
        N/A
        MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2C
        61748LAD4
        
          
        
        613042.390000
        PA
        USD
        557766.930000
        0.0222996
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Floating
          0.75657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY ABS CAPITAL I 2007-HE2
        N/A
        MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C
        61753EAC4
        
          
        
        2856164.710000
        PA
        USD
        1626417.570000
        0.0650243
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          0.58657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY ABS CAPITAL I 2007-HE7
        N/A
        MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 A2C
        61756YAD5
        
          
        
        400000.000000
        PA
        USD
        388027.480000
        0.0155134
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Floating
          1.70657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C21
        N/A
        MORGAN STANLEY BAML TRUST MSBAM 2015 C21 ASB
        61764XBG9
        
          
        
        2545051.860000
        PA
        USD
        2557263.020000
        0.1022395
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          3.15
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY IXIS RE CAP TR 2006-2
        N/A
        MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A3
        617463AC8
        
          
        
        8417117.030000
        PA
        USD
        3543565.870000
        0.1416719
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Floating
          0.60657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY MTGE LN TR 2007-7AX
        N/A
        MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3
        61754HAD4
        
          
        
        283989.740000
        PA
        USD
        109931.210000
        0.0043951
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Floating
          1.17657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORTGAGEIT TRUST 2006-1
        N/A
        MORTGAGEIT TRUST MHL 2006 1 1A1
        61915RBY1
        
          
        
        669903.660000
        PA
        USD
        646828.290000
        0.0258602
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Floating
          0.91657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOSAIC SOLAR LOAN TRUST 2022-1A
        N/A
        MOSAIC SOLAR LOANS LLC MSAIC 2022 1A A 144A
        61946QAA9
        
          
        
        12500000.000000
        PA
        USD
        11815573.750000
        0.4723872
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-20
          Fixed
          2.64
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALIA BANK LTD/NEW YORK BRANCH
        549300E2IPL06NDXMZ63
        NATIONAL AUSTRALIA BK/NY SR UNSECURED 06/23 3.625
        63254ABA5
        
          
        
        8300000.000000
        PA
        USD
        8437401.350000
        0.3373277
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2023-06-20
          Fixed
          3.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION
        4NYF266XZC35SCTGX023
        NATIONAL RURAL UTIL COOP COLLATERAL T 03/31 1.35
        637432NW1
        
          
        
        9100000.000000
        PA
        USD
        7659916.810000
        0.3062439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          1.35
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATURA COSMETICOS SA
        N/A
        NATURA COSMETICOS SA COMPANY GUAR 144A 05/28 4.125
        63883KAB1
        
          
        
        3600000.000000
        PA
        USD
        3473190.000000
        0.1388583
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2028-05-03
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATURA COSMETICOS SA
        N/A
        NATURA COSMETICOS SA COMPANY GUAR REGS 05/28 4.125
        P7088CAC0
        
          
        
        2800000.000000
        PA
        USD
        2701370.000000
        0.1080009
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2028-05-03
          Fixed
          4.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP PLC SR UNSECURED 05/24 VAR
        780097BN0
        
          
        
        11500000.000000
        PA
        USD
        11413365.670000
        0.4563069
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-22
          Floating
          2.359
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK)
        JLP5FSPH9WPSHY3NIM24
        NEDER WATERSCHAPSBANK SR UNSECURED 144A 03/26 2.375
        63983TBB0
        
          
        
        11000000.000000
        PA
        USD
        10894116.860000
        0.4355473
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2026-03-24
          Fixed
          2.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW CENTURY HOME EQUITY LOAN TRUST 2003-2
        N/A
        NEW CENTURY HOME EQUITY LOAN T NCHET 2003 2 M2
        64352VCS8
        
          
        
        808904.420000
        PA
        USD
        741334.370000
        0.0296386
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-01-25
          Floating
          3.45657
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
        N/A
        AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/22 4.625
        00772BAP6
        
          
        
        325000.000000
        PA
        USD
        326824.380000
        0.0130665
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2022-07-01
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK CITY HOUSING DEVELOPMENT CORP
        549300SQWVHKBRF8D702
        NEW YORK CITY NY HSG DEV CORP NYCMFH 05/27 FIXED 1.377
        64972EUC1
        
          
        
        200000.000000
        PA
        USD
        184802.060000
        0.0073884
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-05-01
          Fixed
          1.377
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK CITY HOUSING DEVELOPMENT CORP
        549300SQWVHKBRF8D702
        NEW YORK CITY NY HSG DEV CORP NYCMFH 05/28 FIXED 1.577
        64972EUE7
        
          
        
        500000.000000
        PA
        USD
        460973.950000
        0.0184298
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-05-01
          Fixed
          1.577
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK CITY HOUSING DEVELOPMENT CORP
        549300SQWVHKBRF8D702
        NEW YORK CITY NY HSG DEV CORP NYCMFH 11/27 FIXED 1.477
        64972EUD9
        
          
        
        300000.000000
        PA
        USD
        276786.120000
        0.0110659
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-11-01
          Fixed
          1.477
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK CITY HOUSING DEVELOPMENT CORP
        549300SQWVHKBRF8D702
        NEW YORK CITY NY HSG DEV CORP NYCMFH 11/28 FIXED 1.677
        64972EUF4
        
          
        
        875000.000000
        PA
        USD
        806918.790000
        0.0322607
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-11-01
          Fixed
          1.677
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL HOLDINGS INC
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY CAPITAL COMPANY GUAR 06/28 1.9
        65339KBW9
        
          
        
        17300000.000000
        PA
        USD
        15974717.070000
        0.6386700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          1.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL HOLDINGS INC
        UMI46YPGBLUE4VGNNT48
        NEXTERA ENERGY CAPITAL COMPANY GUAR 12/26 2.2
        ACI1H0BK8
        
          
        
        10300000.000000
        PA
        
        7180677.770000
        0.2870839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-02
          Fixed
          2.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES CORPORATION
        2NUNNB7D43COUIRE5295
        AES CORP/THE SR UNSECURED 01/26 1.375
        00130HCE3
        
          
        
        2000000.000000
        PA
        USD
        1841743.220000
        0.0736330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIAGARA MOHAWK POWER CORPORATION
        3T97Y9RR5EN5Y18QHB56
        NIAGARA MOHAWK POWER SR UNSECURED 144A 06/30 1.96
        65364UAN6
        
          
        
        14500000.000000
        PA
        USD
        12903613.800000
        0.5158871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-27
          Fixed
          1.96
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES CORPORATION
        2NUNNB7D43COUIRE5295
        AES CORP/THE SR UNSECURED 01/31 2.45
        00130HCG8
        
          
        
        9500000.000000
        PA
        USD
        8510961.270000
        0.3402687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.45
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NONGHYUP BANK
        988400GSDJCW3LKJBD20
        NONGHYUP BANK SR UNSECURED 144A 07/24 0.875
        65540JAF5
        
          
        
        5200000.000000
        PA
        USD
        4960790.330000
        0.1983327
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2024-07-28
          Fixed
          0.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NONGHYUP BANK
        988400GSDJCW3LKJBD20
        NONGHYUP BANK SR UNSECURED 144A 07/25 1.25
        65540JAE8
        
          
        
        12000000.000000
        PA
        USD
        11311690.680000
        0.4522420
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2025-07-20
          Fixed
          1.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NONGHYUP BANK
        988400GSDJCW3LKJBD20
        NONGHYUP BANK SR UNSECURED 144A 07/26 1.25
        65540JAG3
        
          
        
        6000000.000000
        PA
        USD
        5568509.700000
        0.2226293
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-07-28
          Fixed
          1.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORINCHUKIN BANK LTD
        5493007VSMFZCPV1NB83
        NORINCHUKIN BANK SR UNSECURED 144A 09/31 2.08
        656029AH8
        
          
        
        12000000.000000
        PA
        USD
        10788618.480000
        0.4313295
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2031-09-22
          Fixed
          2.08
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN STATES POWER COMPANY OF MINNESOTA
        3S1GHB0TEH85KX44SB51
        NORTHERN STATES PWR MINN 1ST MORTGAGE 03/50 2.9
        665772CR8
        
          
        
        3985000.000000
        PA
        USD
        3526475.060000
        0.1409887
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          2.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN STATES POWER COMPANY OF MINNESOTA
        3S1GHB0TEH85KX44SB51
        NORTHERN STATES PWR MINN 1ST MORTGAGE 06/51 2.6
        665772CS6
        
          
        
        4900000.000000
        PA
        USD
        4164520.090000
        0.1664977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NSTAR ELECTRIC COMPANY
        54930080R72Y2Z31UR68
        NSTAR ELECTRIC CO SR UNSECURED 05/29 3.25
        67021CAN7
        
          
        
        7800000.000000
        PA
        USD
        7726819.460000
        0.3089186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          3.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV / NXP FUNDING LLC / NXP USA INC
        N/A
        NXP BV/NXP FDG/NXP USA COMPANY GUAR 144A 05/30 3.4
        62954HAD0
        
          
        
        11700000.000000
        PA
        USD
        11357717.670000
        0.4540821
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-05-01
          Fixed
          3.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE NEW YORK PLAZA TRUST 2020-1NYP
        N/A
        ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A
        68249DAA7
        
          
        
        9600000.000000
        PA
        USD
        9467324.160000
        0.3785041
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-15
          Floating
          1.347
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)
        5493008I795YYBFWFU90
        ONEMAIN FINANCE CORP COMPANY GUAR 01/27 3.5
        682691AB6
        
          
        
        8600000.000000
        PA
        USD
        7966352.000000
        0.3184952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPTION ONE MORTGAGE LOAN TRUST 2006-3
        N/A
        OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 3 2A4
        68389BAP8
        
          
        
        3782697.620000
        PA
        USD
        2299165.600000
        0.0919208
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Floating
          0.67657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORIX CORPORATION
        35380016EMHNBOVYE123
        ORIX CORP SR UNSECURED 01/24 4.05
        686330AL5
        
          
        
        3500000.000000
        PA
        USD
        3569396.250000
        0.1427046
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-01-16
          Fixed
          4.05
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFE GLOBAL FUNDING II
        6354003EUPCHXTWUU869
        PACIFIC LIFE GF II SECURED 144A 04/26 1.375
        6944PL2E8
        
          
        
        9100000.000000
        PA
        USD
        8474718.710000
        0.3388197
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-14
          Fixed
          1.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE EQUITIES INC
        MGCJBT4MKTQBVLNUIS88
        ALEXANDRIA REAL ESTATE E COMPANY GUAR 03/34 2.95
        015271AY5
        
          
        
        12400000.000000
        PA
        USD
        11684516.900000
        0.4671476
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-03-15
          Fixed
          2.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARAGUAY GOVT
        529900UXKJTJPCU0HK83
        REPUBLIC OF PARAGUAY SR UNSECURED 144A 04/31 4.95
        699149AJ9
        
          
        
        1500000.000000
        PA
        USD
        1573140.000000
        0.0628942
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2031-04-28
          Fixed
          4.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE EQUITIES INC
        MGCJBT4MKTQBVLNUIS88
        ALEXANDRIA REAL ESTATE E COMPANY GUAR 05/32 2
        015271AW9
        
          
        
        13400000.000000
        PA
        USD
        11733899.740000
        0.4691219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-18
          Fixed
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PATTERN ENERGY OPERATIONS LP / PATTERN ENERGY OPERATIONS INC
        N/A
        PATTERN ENERGY OP LP/PAT COMPANY GUAR 144A 08/28 4.5
        70339PAA7
        
          
        
        3000000.000000
        PA
        USD
        2954880.000000
        0.1181363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIEDMONT OPERATING PARTNERSHIP LP
        549300WKGDPAS39FBD10
        PIEDMONT OPERATING PARTN COMPANY GUAR 08/30 3.15
        720198AE0
        
          
        
        12400000.000000
        PA
        USD
        11618865.220000
        0.4645228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          3.15
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL LIFE GLOBAL FUNDING II
        635400WSLKBQWSOIIT41
        PRINCIPAL LFE GLB FND II SR SECURED 144A 08/26 1.25
        74256LEP0
        
          
        
        5800000.000000
        PA
        USD
        5312490.050000
        0.2123936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-16
          Fixed
          1.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROLOGIS INTERNATIONAL FUNDING II SA
        213800JNRWW2C9DWI388
        PROLOGIS INTL FUND II COMPANY GUAR REGS 03/28 1.75
        BFX1K5II6
        
          
        
        4800000.000000
        PA
        
        5334180.570000
        0.2132608
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-03-15
          Fixed
          1.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF ONTARIO CANADA
        C7PVKCRGLG18EBQGZV36
        ONTARIO (PROVINCE OF) SR UNSECURED 02/25 2.65
        68323AER1
        
          
        
        24325000.000000
        PA
        
        19476560.030000
        0.7786739
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2025-02-05
          Fixed
          2.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF ONTARIO CANADA
        C7PVKCRGLG18EBQGZV36
        ONTARIO (PROVINCE OF) SR UNSECURED 11/29 1.55
        68333ZAR8
        
          
        
        33500000.000000
        PA
        
        24220262.050000
        0.9683273
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2029-11-01
          Fixed
          1.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF QUEBEC
        549300WN65YFEQH74Y36
        PROVINCE OF QUEBEC SR UNSECURED 02/27 1.85
        748148SA2
        
          
        
        8000000.000000
        PA
        
        6134026.540000
        0.2452387
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-02-13
          Fixed
          1.85
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF QUEBEC
        549300WN65YFEQH74Y36
        PROVINCE OF QUEBEC SR UNSECURED 03/23 2.45
        748148BY8
        
          
        
        5000000.000000
        PA
        
        4024072.710000
        0.1608826
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2023-03-01
          Fixed
          2.45
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF QUEBEC
        549300WN65YFEQH74Y36
        PROVINCE OF QUEBEC UNSECURED 07/25 2.6
        748148RX3
        
          
        
        19600000.000000
        PA
        
        15657509.740000
        0.6259880
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2025-07-06
          Fixed
          2.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE COMPANY OF COLORADO
        5BANEF6PGSEK0SNMQF44
        PUBLIC SERVICE COLORADO 1ST MORTGAGE 01/51 2.7
        744448CU3
        
          
        
        4000000.000000
        PA
        USD
        3405320.960000
        0.1361449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-15
          Fixed
          2.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE COMPANY OF OKLAHOMA
        F3TJNSIZRGXRH8GEIK79
        PUBLIC SERVICE OKLAHOMA SR UNSECURED 08/31 2.2
        744533BM1
        
          
        
        5800000.000000
        PA
        USD
        5200249.900000
        0.2079063
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          2.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ELECTRIC AND GAS COMPANY
        549300RUHPVD434XUK18
        PUBLIC SERVICE ELECTRIC 1ST MORTGAGE 03/32 3.1
        74456QCJ3
        
          
        
        8400000.000000
        PA
        USD
        8308574.900000
        0.3321772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORPORATION
        549300CUWDAUZSH43859
        REALTY INCOME CORP SR UNSECURED 07/27 1.125
        ACI1Z4F18
        
          
        
        3600000.000000
        PA
        
        4367676.390000
        0.1746199
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-13
          Fixed
          1.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGENCY CENTERS LP
        5493008PTR2GAOYBXW28
        REGENCY CENTERS LP COMPANY GUAR 06/30 3.7
        75884RBA0
        
          
        
        1600000.000000
        PA
        USD
        1602731.630000
        0.0640773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          3.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STANDARD LIFE GLOBAL FUNDING II
        N/A
        RELIANCE STAND LIFE II SECURED 144A 09/23 3.85
        75951AAJ7
        
          
        
        2800000.000000
        PA
        USD
        2838756.230000
        0.1134936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-19
          Fixed
          3.85
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENAISSANCE HOME EQUITY LOAN TR 2006-4
        N/A
        RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF2
        75970HAE0
        
          
        
        3381172.230000
        PA
        USD
        1501950.520000
        0.0600481
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Variable
          5.285
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENEW POWER PRIVATE LIMITED
        335800BITJZHVZ1CN475
        RENEW POWER PVT LTD SR SECURED 144A 03/27 5.875
        75975AAA8
        
          
        
        7100000.000000
        PA
        USD
        7009120.000000
        0.2802250
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-03-05
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES
        N/A
        10 RENEW POWER SUBSIDIAR SR SECURED 144A 07/28 4.5
        75973PAA7
        
          
        
        4500000.000000
        PA
        USD
        4090971.920000
        0.1635573
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2028-07-14
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES
        N/A
        10 RENEW POWER SUBSIDIAR SR SECURED REGS 07/28 4.5
        Y7280PAA1
        
          
        
        6600000.000000
        PA
        USD
        6000092.140000
        0.2398840
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2028-07-14
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENEWABLE ENERGY GROUP INC
        549300HPU3BD8ZI0X358
        RENEWABLE ENERGY GROUP I SR SECURED 144A 06/28 5.875
        75972AAD5
        
          
        
        6700000.000000
        PA
        USD
        7207960.500000
        0.2881746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL ACCREDIT LOANS 2006-QA6
        N/A
        RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1
        74922MAA9
        
          
        
        995045.610000
        PA
        USD
        1008844.600000
        0.0403337
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Floating
          0.83657
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        REXFORD INDUSTRIAL REALTY LP
        549300028US163ELJN70
        REXFORD INDUSTRIAL REALT COMPANY GUAR 09/31 2.15
        76169XAB0
        
          
        
        6200000.000000
        PA
        USD
        5392122.830000
        0.2155773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          2.15
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)
        Y6X4K52KMJMZE7I7MY94
        S+P GLOBAL INC COMPANY GUAR 144A 03/29 2.7
        78409VBB9
        
          
        
        14500000.000000
        PA
        USD
        14066753.340000
        0.5623895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          2.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO GAS & ELECTRIC COMPANY
        KNIRVXKVNJJ4P8OTMS63
        SAN DIEGO G + E 1ST MORTGAGE 08/51 2.95
        797440CA0
        
          
        
        5900000.000000
        PA
        USD
        5210314.430000
        0.2083086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SATO OYJ
        7437009ELUGUOA45V564
        SATO OYJ SR UNSECURED REGS 02/28 1.375
        ACI1RM3M4
        
          
        
        4700000.000000
        PA
        
        4839941.150000
        0.1935011
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2028-02-24
          Fixed
          1.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOME MORTGAGE ASSETS 2007-3
        N/A
        AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1
        026935AH9
        
          
        
        941317.600000
        PA
        USD
        884099.230000
        0.0353463
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-25
          Variable
          6.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERBIA GOVT
        254900W94OCY91V32O78
        REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1
        ACI20JHB7
        
          
        
        10300000.000000
        PA
        
        9629936.270000
        0.3850053
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2028-09-23
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE EXPERTS ISSUER 2021-1A LLC
        N/A
        SERVICE EXPERTS ISSUER SE 2021 1A A 144A
        81758VAA3
        
          
        
        7729851.640000
        PA
        USD
        7407688.430000
        0.2961598
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-02-02
          Fixed
          2.67
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SFO COMMERCIAL MORTGAGE TRUST 2021-555
        N/A
        SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A
        78432WAA1
        
          
        
        23500000.000000
        PA
        USD
        23100086.400000
        0.9235426
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-05-15
          Floating
          1.547
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHINHAN FINANCIAL GROUP CO LTD
        988400EB8A6G49E5KO54
        SHINHAN FINANCIAL GROUP SUBORDINATED 144A 02/30 VAR
        82460P2A2
        
          
        
        6400000.000000
        PA
        USD
        6309556.220000
        0.2522564
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2030-02-05
          Floating
          3.34
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHRIRAM TRANSPORT FINANCE COMPANY LIMITED
        335800TM2YO24B76XL26
        SHRIRAM TRANSPORT FIN SR SECURED 144A 03/24 4.4
        825547AD4
        
          
        
        8200000.000000
        PA
        USD
        8034360.000000
        0.3212141
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2024-03-13
          Fixed
          4.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHRIRAM TRANSPORT FINANCE COMPANY LIMITED
        335800TM2YO24B76XL26
        SHRIRAM TRANSPORT FIN SR SECURED 144A 07/23 5.1
        825547AC6
        
          
        
        900000.000000
        PA
        USD
        902425.500000
        0.0360790
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2023-07-16
          Fixed
          5.1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        SK HYNIX INC SR UNSECURED 144A 01/31 2.375
        78392BAC1
        
          
        
        9200000.000000
        PA
        USD
        8028588.930000
        0.3209834
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2031-01-19
          Fixed
          2.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLG OFFICE TRUST 2021-OVA
        N/A
        SLG OFFICE TRUST SLG 2021 OVA X 144A
        78449RAC9
        
          
        
        156136500.000000
        PA
        USD
        2966250.000000
        0.1185908
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-07-15
          Variable
          0.257999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST 2005-4
        N/A
        SLM STUDENT LOAN TRUST SLMA 2005 4 A3
        78442GPG5
        
          
        
        515604.490000
        PA
        USD
        513437.200000
        0.0205272
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-25
          Floating
          0.37771
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMALL BUSINESS ADMIN PART CERT 2004-20F
        N/A
        SMALL BUSINESS ADMINISTRATION SBAP 2004 20F 1
        83162CNU3
        
          
        
        81482.960000
        PA
        USD
        82664.310000
        0.0033049
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          5.52
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMALL BUSINESS ADMIN PART CERTS 2003-20I
        N/A
        SMALL BUSINESS ADMINISTRATION SBAP 2003 20I 1
        83162CNF6
        
          
        
        8135.960000
        PA
        USD
        8197.050000
        0.0003277
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          5.13
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLAR STAR FUNDING LLC
        N/A
        SOLAR STAR FUNDING LLC SR SECURED 144A 06/35 5.375
        83416WAA1
        
          
        
        5530762.900000
        PA
        USD
        6100104.500000
        0.2438825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-06-30
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTH KOREA GOVT
        549300O0QCVSQGPGDT58
        REPUBLIC OF KOREA SR UNSECURED 06/24 2
        50064FAR5
        
          
        
        9400000.000000
        PA
        USD
        9281955.830000
        0.3710931
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2024-06-19
          Fixed
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIFORNIA EDISON COMPANY
        9R1Z5I36FERIBVKW4P77
        SOUTHERN CAL EDISON 1ST MORTGAGE 02/32 2.75
        842400HM8
        
          
        
        14700000.000000
        PA
        USD
        13659767.000000
        0.5461182
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIFORNIA EDISON COMPANY
        9R1Z5I36FERIBVKW4P77
        SOUTHERN CAL EDISON 1ST MORTGAGE 06/31 2.5
        842400HD8
        
          
        
        100000.000000
        PA
        USD
        91140.220000
        0.0036438
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIFORNIA EDISON COMPANY
        9R1Z5I36FERIBVKW4P77
        SOUTHERN CAL EDISON 1ST MORTGAGE 06/51 3.65
        842400HF3
        
          
        
        1900000.000000
        PA
        USD
        1777906.860000
        0.0710808
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
        5493006ORUSIL88JOE18
        AMERICAN TOWER CORP SR UNSECURED 02/24 5
        03027XAD2
        
          
        
        3000000.000000
        PA
        USD
        3104508.150000
        0.1241184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN POWER COMPANY
        5LADC78JBG2BMZD5XF57
        SOUTHERN POWER CO SR UNSECURED 01/26 0.9
        843646AW0
        
          
        
        10000000.000000
        PA
        USD
        9173313.400000
        0.3667495
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN PUBLIC SERVICE COMPANY
        OL6FE7QD5EQ3DOYEO258
        SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 05/50 3.15
        845743BU6
        
          
        
        7150000.000000
        PA
        USD
        6431198.920000
        0.2571197
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.15
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        STANDARD CHARTERED PLC SR UNSECURED 144A 03/25 1.214
        853254CB4
        
          
        
        12500000.000000
        PA
        USD
        11939685.630000
        0.4773492
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-23
          Floating
          1.214
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARWOOD PROPERTY TRUST INC
        BUGSFQZERKRBFWIG5267
        STARWOOD PROPERTY TRUST SR UNSECURED 144A 01/27 4.375
        85571BAY1
        
          
        
        6300000.000000
        PA
        USD
        6119473.500000
        0.2446569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          4.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARWOOD PROPERTY TRUST INC
        BUGSFQZERKRBFWIG5267
        STARWOOD PROPERTY TRUST SR UNSECURED 144A 12/24 3.75
        85571BAW5
        
          
        
        8200000.000000
        PA
        USD
        7965111.000000
        0.3184455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-31
          Fixed
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSET MTG INV INC 2007-AR2
        N/A
        STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1
        86363DAH4
        
          
        
        652510.490000
        PA
        USD
        251752.840000
        0.0100651
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Floating
          0.71657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSET SECUR CORP 2005-GEL1
        N/A
        STRUCTURED ASSET SECURITIES CO SASC 2005 GEL1 M2
        86359BX22
        
          
        
        99079.990000
        PA
        USD
        98931.150000
        0.0039553
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-25
          Floating
          1.80657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STWD 2021-HTS MORTGAGE TRUST 2021-HTS
        N/A
        STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS A 144A
        78486DAA8
        
          
        
        11500000.000000
        PA
        USD
        11358196.950000
        0.4541013
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-15
          Floating
          1.44657
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMIT 2022-BVUE MORTGAGE TRUST
        N/A
        SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A
        865592AA7
        
          
        
        10200000.000000
        PA
        USD
        9720559.200000
        0.3886285
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-02-12
          Fixed
          2.789
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMIT 2022-BVUE MORTGAGE TRUST
        N/A
        SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE B 144A
        865592AE9
        
          
        
        1700000.000000
        PA
        USD
        1590892.980000
        0.0636040
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-02-12
          Fixed
          2.85
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINANCIAL GROUP INC
        35380028MYWPB6AUO129
        SUMITOMO MITSUI FINL GRP SR UNSECURED 01/24 0.508
        86562MCC2
        
          
        
        4000000.000000
        PA
        USD
        3848892.960000
        0.1538789
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-01-12
          Fixed
          0.508
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINANCIAL GROUP INC
        35380028MYWPB6AUO129
        SUMITOMO MITSUI FINL GRP SR UNSECURED 01/29 2.472
        86562MCN8
        
          
        
        7000000.000000
        PA
        USD
        6516605.970000
        0.2605342
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2029-01-14
          Fixed
          2.472
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINANCIAL GROUP INC
        35380028MYWPB6AUO129
        SUMITOMO MITSUI FINL GRP SR UNSECURED REGS 10/24 0.934
        ACI0Y4108
        
          
        
        10000000.000000
        PA
        
        11092919.450000
        0.4434955
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-10-11
          Fixed
          0.934
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI TRUST BANK LIMITED
        5493006GGLR4BTEL8O61
        SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/27 2.8
        86563VBA6
        
          
        
        13000000.000000
        PA
        USD
        12549812.470000
        0.5017421
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-03-10
          Fixed
          2.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNNOVA ENERGY CORPORATION
        549300TH3GCD8YQUDR46
        SUNNOVA ENERGY CORP COMPANY GUAR 144A 09/26 5.875
        86745GAF0
        
          
        
        7100000.000000
        PA
        USD
        6802439.000000
        0.2719619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNNOVA HELIOS VIII ISSUER 2022-A
        N/A
        HELIOS ISSUER, LLC SNVA 2022 A A 144A
        86745AAA4
        
          
        
        13699818.220000
        PA
        USD
        13145071.480000
        0.5255406
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-02-22
          Fixed
          2.79
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNRUN DEMETER ISSUER 2021-2A
        N/A
        SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A
        86772HAA5
        
          
        
        16676596.240000
        PA
        USD
        15227701.870000
        0.6088043
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-01-30
          Fixed
          2.27
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDEN GOVT
        ERE94C0BSULG2RM19605
        KINGDOM OF SWEDEN SR UNSECURED 144A 09/30 0.125
        ACI1R0MP4
        
          
        
        155000000.000000
        PA
        
        15106993.960000
        0.6039784
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2030-09-09
          Fixed
          0.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELUS CORPORATION
        L2TEUTQ8OSHMJWVLCE40
        TELUS CORP SR UNSECURED 05/32 3.4
        87971MBW2
        
          
        
        11000000.000000
        PA
        USD
        10776668.760000
        0.4308518
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-05-13
          Fixed
          3.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY (TVA)
        549300HE1ISW43LNKM54
        TENN VALLEY AUTHORITY SR UNSECURED 09/31 1.5
        880591EX6
        
          
        
        11800000.000000
        PA
        USD
        10611716.640000
        0.4242570
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2031-09-15
          Fixed
          1.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        BANK OF NOVA SCOTIA SR UNSECURED 01/23 2.375
        064159QD1
        
          
        
        5300000.000000
        PA
        USD
        5322826.620000
        0.2128069
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-01-18
          Fixed
          2.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        BANK OF NOVA SCOTIA SR UNSECURED 07/24 0.65
        0641596E1
        
          
        
        11500000.000000
        PA
        USD
        10946939.700000
        0.4376592
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-07-31
          Fixed
          0.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE FORD FOUNDATION
        54930013YZ3DULPNNT44
        FORD FOUNDATION/THE UNSECURED 06/70 2.815
        34531XAC8
        
          
        
        10200000.000000
        PA
        USD
        8448239.960000
        0.3377611
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2070-06-01
          Fixed
          2.815
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THORNBURG MORTGAGE SECURITIES TR 2006-5
        N/A
        THORNBURG MORTGAGE SECURITIES TMST 2006 5 A1
        88522RAA2
        
          
        
        470264.040000
        PA
        USD
        473071.700000
        0.0189134
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-10-25
          Floating
          2.88627
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE FUNDING 19-A13A
        N/A
        TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A
        ACI1G4F01
        
          
        
        9034196.000000
        PA
        
        11880093.900000
        0.4749668
        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
        
          
        
        3679657.840000
        PA
        
        4853454.570000
        0.1940414
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2051-10-20
          Floating
          1.23625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICOLOR AUTO SECURITIZATION TRUST 2021-1A
        N/A
        TRICOLOR AUTO SECURITIZATION T TAST 2021 1A A 144A
        89615BAA3
        
          
        
        5230032.200000
        PA
        USD
        5214649.110000
        0.2084819
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.74
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TUCSON ELECTRIC POWER COMPANY
        YLF139GXSRKPBBTNZL03
        TUCSON ELECTRIC POWER CO SR UNSECURED 08/30 1.5
        898813AS9
        
          
        
        4600000.000000
        PA
        USD
        3941224.800000
        0.1575704
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          1.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UDR INC
        P3CH2EG5X6Z1XWU1OO74
        UDR INC COMPANY GUAR 11/34 3.1
        90265EAS9
        
          
        
        10500000.000000
        PA
        USD
        9706899.620000
        0.3880823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-11-01
          Fixed
          3.1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS PASS THRU POOLS
        N/A
        FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
        01F022659
        
          
        
        -7300000.000000
        PA
        USD
        -6950789.390000
        -0.2778929
        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
        01F030652
        
          
        
        90200000.000000
        PA
        USD
        88048713.760000
        3.5201921
        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
        
          
        
        270000000.000000
        PA
        USD
        263179392.300000
        10.5219256
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-13
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS PASS THRU POOLS
        N/A
        FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
        01F032658
        
          
        
        104400000.000000
        PA
        USD
        104268306.710000
        4.1686522
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-12
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS PASS THRU POOLS
        N/A
        FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
        01F032666
        
          
        
        54100000.000000
        PA
        USD
        53900732.930000
        2.1549541
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-13
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION ELECTRIC COMPANY
        QMPJLLDULY5C1M8PNY21
        UNION ELECTRIC CO 1ST MORTGAGE 03/51 2.625
        906548CS9
        
          
        
        4300000.000000
        PA
        USD
        3576580.690000
        0.1429919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-15
          Fixed
          2.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIPOL GRUPPO SPA
        8156005CE5E7340CCA86
        UNIPOL GRUPPO SPA SR UNSECURED REGS 09/30 3.25
        BMZ1C1II7
        
          
        
        6400000.000000
        PA
        
        7268616.690000
        0.2905997
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2030-09-23
          Fixed
          3.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        CASH MGMT BILL 06/22 0.00000
        912796W21
        
          
        
        12237000.000000
        PA
        USD
        12224747.720000
        0.4887460
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-21
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 04/22 0.00000
        912796G45
        
          
        
        311000.000000
        PA
        USD
        310979.700000
        0.0124330
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-21
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 04/22 0.00000
        912796U23
        
          
        
        552000.000000
        PA
        USD
        551951.610000
        0.0220671
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-26
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 05/22 0.00000
        912796H44
        
          
        
        625000.000000
        PA
        USD
        624796.530000
        0.0249794
        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
        912796U72
        
          
        
        505000.000000
        PA
        USD
        504942.770000
        0.0201876
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-03
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 02/41 1.875
        912810SW9
        
          
        
        10400000.000000
        PA
        USD
        9268390.660000
        0.3705507
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-02-15
          Fixed
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 02/42 2.375
        912810TF5
        
          
        
        34900000.000000
        PA
        USD
        33673046.880000
        1.3462501
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          2.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 02/43 3.125
        912810QZ4
        
          
        
        12100000.000000
        PA
        USD
        13035150.440000
        0.5211460
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-02-15
          Fixed
          3.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 02/44 3.625
        912810RE0
        
          
        
        2200000.000000
        PA
        USD
        2560980.470000
        0.1023881
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-02-15
          Fixed
          3.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 02/45 2.5
        912810RK6
        
          
        
        1900000.000000
        PA
        USD
        1852351.570000
        0.0740571
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 02/50 2
        912810SL3
        
          
        
        9200000.000000
        PA
        USD
        8298328.150000
        0.3317676
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 02/52 2.25
        912810TD0
        
          
        
        10000000.000000
        PA
        USD
        9593750.000000
        0.3835586
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 05/42 3
        912810QW1
        
          
        
        700000.000000
        PA
        USD
        742082.030000
        0.0296685
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-05-15
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 05/43 2.875
        912810RB6
        
          
        
        3900000.000000
        PA
        USD
        4041298.830000
        0.1615713
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          Fixed
          2.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 05/44 3.375
        912810RG5
        
          
        
        1500000.000000
        PA
        USD
        1686005.870000
        0.0674066
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-05-15
          Fixed
          3.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 05/45 3
        912810RM2
        
          
        
        22700000.000000
        PA
        USD
        24139587.920000
        0.9651020
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-05-15
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 07/22 1.875
        9128282P4
        
          
        
        2229000.000000
        PA
        USD
        2237134.940000
        0.0894408
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-31
          Fixed
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 08/41 1.75
        912810TA6
        
          
        
        24400000.000000
        PA
        USD
        21163187.500000
        0.8461053
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 08/44 3.125
        912810RH3
        
          
        
        3200000.000000
        PA
        USD
        3463124.990000
        0.1384559
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-08-15
          Fixed
          3.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 08/45 2.875
        912810RN0
        
          
        
        1500000.000000
        PA
        USD
        1565097.660000
        0.0625727
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-08-15
          Fixed
          2.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 08/50 1.375
        912810SP4
        
          
        
        21800000.000000
        PA
        USD
        16803031.250000
        0.6717860
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-08-15
          Fixed
          1.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC
        N/A
        ARDAGH METAL PACKAGING SR UNSECURED 144A 09/29 3
        ACI1W6BY8
        
          
        
        9100000.000000
        PA
        
        9001817.790000
        0.3598931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 11/40 1.375
        912810ST6
        
          
        
        75800000.000000
        PA
        USD
        62025718.750000
        2.4797914
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          Fixed
          1.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 11/41 2
        912810TC2
        
          
        
        4000000.000000
        PA
        USD
        3620625.000000
        0.1447528
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 11/42 2.75
        912810QY7
        
          
        
        1600000.000000
        PA
        USD
        1626531.250000
        0.0650288
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-11-15
          Fixed
          2.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 11/43 3.75
        912810RD2
        
          
        
        7600000.000000
        PA
        USD
        8996648.430000
        0.3596865
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-11-15
          Fixed
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        US TREASURY N/B 11/44 3
        912810RJ9
        
          
        
        2100000.000000
        PA
        USD
        2227886.720000
        0.0890710
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-11-15
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSITY OF MICHIGAN
        N/A
        UNIV OF MICHIGAN MI UNVHGR 04/52 FIXED 3.504
        914455UK4
        
          
        
        3100000.000000
        PA
        USD
        3152207.100000
        0.1260254
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.504
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USAA CAPITAL CORPORATION
        5493007XLF4LU3U2W757
        USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.125
        90327QD55
        
          
        
        6000000.000000
        PA
        USD
        5539641.600000
        0.2214752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALEO SA
        5493006IH2N2WMIBB742
        VALEO SA SR UNSECURED REGS 08/28 1
        ACI1ZHZK5
        
          
        
        2500000.000000
        PA
        
        2415465.920000
        0.0965705
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-08-03
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VASA TRUST 2021-VASA
        N/A
        VASA TRUST VASA 2021 VASA A 144A
        92230AAA4
        
          
        
        16400000.000000
        PA
        USD
        16072803.600000
        0.6425915
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-07-15
          Floating
          1.297
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERALLIA SA
        5299007YZU978DE0ZY32
        VERALLIA SA COMPANY GUAR REGS 05/28 1.625
        ACI1XN790
        
          
        
        5800000.000000
        PA
        
        5994251.930000
        0.2396505
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-05-14
          Fixed
          1.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS SR UNSECURED 02/29 3.875
        92343VES9
        
          
        
        8000000.000000
        PA
        USD
        8331932.560000
        0.3331111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-08
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS SR UNSECURED 09/30 1.5
        92343VFL3
        
          
        
        14000000.000000
        PA
        USD
        12175473.800000
        0.4867761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-18
          Fixed
          1.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS SR UNSECURED 09/41 2.85
        92343VGL2
        
          
        
        10800000.000000
        PA
        USD
        9538200.140000
        0.3813377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-03
          Fixed
          2.85
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)
        213800MRR46ECNGZ7L69
        VMED O2 UK FINAN SR SECURED 144A 07/31 4.75
        92858RAB6
        
          
        
        10000000.000000
        PA
        USD
        9439950.000000
        0.3774097
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-07-15
          Fixed
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        VISA INC SR UNSECURED 08/27 0.75
        92826CAP7
        
          
        
        9900000.000000
        PA
        USD
        8978817.870000
        0.3589736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          0.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WABTEC TRANSPORTATION NETHERLANDS BV
        213800W8WKL7DR8NFE48
        WABTEC TRANSPORTATION COMPANY GUAR 12/27 1.25
        ACI1Y2G20
        
          
        
        10000000.000000
        PA
        
        10535590.820000
        0.4212135
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-12-03
          Fixed
          1.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU MTGE P/T CERT 2007-HY3
        N/A
        WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY3 4A1
        933634AJ6
        
          
        
        580035.570000
        PA
        USD
        567045.150000
        0.0226705
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Floating
          2.85158
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON MUTUAL 2006-AR16
        N/A
        WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3
        92925GAJ2
        
          
        
        561904.140000
        PA
        USD
        546498.250000
        0.0218490
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Floating
          3.04137
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        WEIR GROUP PLC
        549300KDR56WHY9I3D10
        WEIR GROUP PLC (THE) SR UNSECURED 144A 05/26 2.2
        94876QAA4
        
          
        
        19000000.000000
        PA
        USD
        17771293.560000
        0.7104972
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-13
          Fixed
          2.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        WELLTOWER INC SR UNSECURED 06/32 3.85
        95040QAR5
        
          
        
        6500000.000000
        PA
        USD
        6553448.530000
        0.2620072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-15
          Fixed
          3.85
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEST AFRICAN DEVELOPMENT BANK (AKA: BANQUE OUEST AFRICAINE DE DEVELOPPEMENT)
        529900LIZJABE4JJS826
        BANQUE OUEST AFRICAINE D SR UNSECURED 144A 01/33 2.75
        ACI1V4M48
        
          
        
        10000000.000000
        PA
        
        10248408.380000
        0.4097319
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2033-01-22
          Fixed
          2.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WIPRO IT SERVICES LLC
        549300S6XZZ65F0EJS98
        WIPRO IT SERVICE COMPANY GUAR 144A 06/26 1.5
        97654MAA4
        
          
        
        6550000.000000
        PA
        USD
        6059937.710000
        0.2422766
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-23
          Fixed
          1.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD)
        ZTMSNXROF84AHWJNKQ93
        INTL BK RECON + DEVELOP SR UNSECURED 01/23 2.25
        459058GG2
        
          
        
        12600000.000000
        PA
        
        10135030.200000
        0.4051990
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2023-01-17
          Fixed
          2.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD)
        ZTMSNXROF84AHWJNKQ93
        INTL BK RECON + DEVELOP SR UNSECURED 02/26 5.31
        ACI1VGLL4
        
          
        
        126000000.000000
        PA
        
        8088529.670000
        0.3233798
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2026-02-05
          Fixed
          5.31
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP CAREY INC SR UNSECURED 02/32 2.45
        92936UAJ8
        
          
        
        7600000.000000
        PA
        USD
        6727457.000000
        0.2689641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.45
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XYLEM INC
        549300DF5MV96DRYLQ48
        XYLEM INC SR UNSECURED 01/28 1.95
        98419MAM2
        
          
        
        5500000.000000
        PA
        USD
        5100506.620000
        0.2039185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-30
          Fixed
          1.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XYLEM INC
        549300DF5MV96DRYLQ48
        XYLEM INC SR UNSECURED 01/31 2.25
        98419MAL4
        
          
        
        5500000.000000
        PA
        USD
        5003536.450000
        0.2000416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-30
          Fixed
          2.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZF FINANCE GMBH
        5493001N9T6QDCCXB426
        ZF FINANCE GMBH COMPANY GUAR REGS 05/27 2
        ACI1XFRX2
        
          
        
        6100000.000000
        PA
        
        6096288.530000
        0.2437299
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-05-06
          Fixed
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FIXED INC CLEARING CORP.REPO
        000000000
        
          
        
        1413000.000000
        PA
        USD
        1413000.000000
        0.0564918
        Long
        RA
        
        US
        N
        
        2
        
          Repurchase
          
          N
          0.0100000
          2022-04-01
          
            
              1445300.000000
              USD
              1441309.530000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CITIGROUP REVERSE REPO
        000000000
        
          
        
        -2556337.500000
        PA
        USD
        -2556486.620000
        -0.1022085
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.1500000
          2024-03-17
          
            
              3000000.000000
              USD
              2697154.620000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO ROYAL BANK OF CAN
        000000000
        
          
        
        -3374095.520000
        PA
        USD
        -3374193.930000
        -0.1349004
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.1500000
          2024-03-24
          
            
              3600000.000000
              USD
              3473190.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF AMERICA REVERSE REPO
        000000000
        
          
        
        -6291811.250000
        PA
        USD
        -6292643.160000
        -0.2515802
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3400000
          2022-04-08
          
            
              5733000.000000
              USD
              6211664.650000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF AMERICA REVERSE REPO
        000000000
        
          
        
        -1525875.000000
        PA
        USD
        -1525997.070000
        -0.0610094
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3200000
          2022-04-13
          
            
              1300000.000000
              USD
              1538900.390000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF AMERICA REVERSE REPO
        000000000
        
          
        
        -21842867.740000
        PA
        USD
        -21846581.000000
        -0.8734274
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3400000
          2022-04-13
          
            
              21741386.010000
              USD
              22156091.400000
              USD
              AMBS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO DEUTSCHE REVERSE REPO
        000000000
        
          
        
        -14895323.750000
        PA
        USD
        -14897843.550000
        -0.5956165
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.2900000
          2022-04-11
          
            
              17443000.000000
              USD
              14494795.160000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO DEUTSCHE REVERSE REPO
        000000000
        
          
        
        -23436927.840000
        PA
        USD
        -23440912.130000
        -0.9371689
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3400000
          2022-04-13
          
            
              22961236.510000
              USD
              23553559.000000
              USD
              AMBS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WOOD GUNDY REVERSE REPO
        000000000
        
          
        
        -96996533.290000
        PA
        USD
        -97013022.690000
        -3.8785856
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3400000
          2022-04-13
          
            
              96776361.070000
              USD
              98235314.490000
              USD
              AMBS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WOOD GUNDY REVERSE REPO
        000000000
        
          
        
        -26905487.120000
        PA
        USD
        -26909792.000000
        -1.0758549
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3600000
          2022-04-14
          
            
              29800000.000000
              USD
              27954324.700000
              USD
              AMBS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WOOD GUNDY REVERSE REPO
        000000000
        
          
        
        -12518917.550000
        PA
        USD
        -12520371.140000
        -0.5005651
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3800000
          2022-04-21
          
            
              13128445.080000
              USD
              13157352.420000
              USD
              AMBS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO NOMURA
        000000000
        
          
        
        -53145005.000000
        PA
        USD
        -53149522.320000
        -2.1249206
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3400000
          2022-04-06
          
            
              62064000.000000
              USD
              54084367.430000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO NOMURA
        000000000
        
          
        
        -11006826.600000
        PA
        USD
        -11007597.080000
        -0.4400843
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.1800000
          2024-03-17
          
            
              11508000.000000
              USD
              11586311.940000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO NOMURA
        000000000
        
          
        
        -4180356.250000
        PA
        USD
        -4180730.160000
        -0.1671458
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.2300000
          2024-03-17
          
            
              4700000.000000
              USD
              4427964.000000
              USD
              
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
        000000000
        
          
        
        -29214750.000000
        PA
        USD
        -29218888.760000
        -1.1681727
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3400000
          2022-04-07
          
            
              30500000.000000
              USD
              28724921.890000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -48598225.000000
        PA
        USD
        -48614221.920000
        -1.9435991
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.1500000
          2022-04-12
          
            
              46616000.000000
              USD
              44542063.070000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO THE BANK OF NOVA REVERSE REPO
        000000000
        
          
        
        -29006500.000000
        PA
        USD
        -29011874.260000
        -1.1598962
        Short
        RA
        
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.2300000
          2022-04-06
          
            
              33100000.000000
              USD
              27432609.380000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        AUST 10Y BOND FUT JUN22 XSFE 20220615
        000000000
        
          
        
        -60.000000
        NC
        
        236103.840000
        0.0094394
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX - SYDNEY FUTURES EXCHANGE LIMITED
              N/A
            
            Short
            
              
                N/A
                AUSTRALIA GOVT
                
                  
                
              
            
            2022-06-15
            -5690510.360000
            AUD
            236103.840000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT AUD/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -671.070000
        -0.0000268
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            2905624.970000
            USD
            3882070.000000
            AUD
            2022-04-04
            -671.070000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -10149.570000
        -0.0004058
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            1830375.770000
            USD
            1643000.000000
            EUR
            2022-05-18
            -10149.570000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -21628.630000
        -0.0008647
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            1271927.410000
            USD
            952000.000000
            GBP
            2022-05-18
            -21628.630000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -3358.570000
        -0.0001343
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            1964173.780000
            USD
            1493000.000000
            GBP
            2022-05-18
            -3358.570000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -877.920000
        -0.0000351
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            1010835.660000
            USD
            769000.000000
            GBP
            2022-05-18
            -877.920000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -6856.150000
        -0.0002741
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            1031260.620000
            USD
            780000.000000
            GBP
            2022-05-18
            -6856.150000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -6034.420000
        -0.0002413
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            1018618.830000
            USD
            771000.000000
            GBP
            2022-05-18
            -6034.420000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT MXN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        25033.090000
        0.0010008
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            476566.650000
            USD
            10105000.000000
            MXN
            2022-06-15
            25033.090000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD AUD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        551.750000
        0.0000221
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            3882070.000000
            AUD
            2906506.200000
            USD
            2022-05-03
            551.750000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        48444.780000
        0.0019368
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            1643000.000000
            EUR
            1868670.980000
            USD
            2022-05-18
            48444.780000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD GBP/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        1200457.890000
        0.0479944
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            30768000.000000
            GBP
            41609274.020000
            USD
            2022-05-18
            1200457.890000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD GBP/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        395802.780000
        0.0158242
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            8113000.000000
            GBP
            11050922.560000
            USD
            2022-05-18
            395802.780000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD GBP/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        53086.160000
        0.0021224
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            2946000.000000
            GBP
            3922183.020000
            USD
            2022-05-18
            53086.160000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD IDR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        12.770000
        0.0000005
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            183357996.000000
            IDR
            12774.000000
            USD
            2022-05-31
            12.770000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD JPY/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        7220.000000
        0.0002887
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            612600000.000000
            JPY
            5043976.290000
            USD
            2022-05-18
            7220.000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD SEK/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        49135.160000
        0.0019644
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            155227589.970000
            SEK
            16573845.780000
            USD
            2022-05-18
            49135.160000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ZAR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -583709.380000
        -0.0233367
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            243089000.000000
            ZAR
            15901294.220000
            USD
            2022-06-15
            -583709.380000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT BRL/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        15206.090000
        0.0006079
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            11224331.410000
            USD
            53512000.000000
            BRL
            2022-04-04
            15206.090000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -35058.880000
        -0.0014017
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            1024003.190000
            USD
            753000.000000
            GBP
            2022-05-18
            -35058.880000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -23028.750000
        -0.0009207
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            1136740.270000
            USD
            848000.000000
            GBP
            2022-05-18
            -23028.750000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT GBP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -9928.180000
        -0.0003969
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            2687826.520000
            USD
            2039000.000000
            GBP
            2022-05-18
            -9928.180000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD BRL/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -12475.360000
        -0.0004988
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            53512000.000000
            BRL
            11137196.140000
            USD
            2022-05-03
            -12475.360000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT AUD/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -30536.760000
        -0.0012209
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            11935245.210000
            USD
            15909000.000000
            AUD
            2022-04-04
            -30536.760000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT CLP/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        498.680000
        0.0000199
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            17554.650000
            USD
            14377610.000000
            CLP
            2022-06-15
            498.680000
          
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK SR UNSECURED 01/25 6.55
        ACI22XG58
        
          
        
        192000000.000000
        PA
        
        13126731.680000
        0.5248074
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2025-01-26
          Fixed
          6.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK SR UNSECURED 02/26 6
        ACI1VFRX4
        
          
        
        54800000.000000
        PA
        
        10084544.380000
        0.4031806
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2026-02-05
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK SR UNSECURED 03/24 4.7
        ACI1W7BZ3
        
          
        
        215000000.000000
        PA
        
        9985501.510000
        0.3992209
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2024-03-12
          Fixed
          4.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        3386.140000
        0.0001354
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            1502205.710000
            USD
            1359000.000000
            EUR
            2022-05-18
            3386.140000
          
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK SR UNSECURED 05/28 1.5
        045167FD0
        
          
        
        14000000.000000
        PA
        
        10376898.770000
        0.4148689
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2028-05-04
          Fixed
          1.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        549300X0MVH42CY8Q105
        ASIAN DEVELOPMENT BANK SR UNSECURED 08/22 1.875
        045167EB5
        
          
        
        5200000.000000
        PA
        USD
        5210604.460000
        0.2083202
        Long
        DBT
        CORP
        N/A
        
        N
        
        2
        
          2022-08-10
          Fixed
          1.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD AUD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -103395.960000
        -0.0041338
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            4994000.000000
            AUD
            3633615.420000
            USD
            2022-04-04
            -103395.960000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD CAD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -3461.260000
        -0.0001384
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            315000.000000
            CAD
            248507.120000
            USD
            2022-04-04
            -3461.260000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        4454247.010000
        0.1780810
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            166771001.000000
            EUR
            189214408.580000
            USD
            2022-05-18
            4454247.010000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        75708.560000
        0.0030268
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            2521000.000000
            EUR
            2868642.370000
            USD
            2022-05-18
            75708.560000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD IDR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        9006.550000
        0.0003601
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            81431766838.000000
            IDR
            5677655.000000
            USD
            2022-05-24
            9006.550000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD ZAR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -48142.280000
        -0.0019247
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            9987034.420000
            ZAR
            631675.000000
            USD
            2022-05-16
            -48142.280000
          
        
        
          N
          N
          N
        
      
    
    
      
      
      
      
      
      
      
      
    
    
      2022-05-12
      PIMCO Funds
      /s/ Jason Nagler
      Jason Nagler
      Assistant Treasurer