PRUDENTIAL FINANCIAL INC SNR S* ICE

NPORT-P false 0000810893 XXXXXXXX S000034605 C000106507 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Low Duration Portfolio S000034605 LL5Q39JP4PBVXGSR5E09 2020-03-31 2019-12-31 N 1019288550.530000 73164097.990000 946124452.540000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1283677.060000 USD N N/A 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINANCIAL INC SNR S* ICE 000000000 1.000000 NC USD 18124.290000 0.0019156 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 PRUDENTIAL FINANCIAL INC PRUDENTIAL FIN INC MTN Y Single Leg Swap 2021-06-21 33477.110000 USD 0.000000 USD 1400000.000000 USD -15352.820000 N N N N/A 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINANCIAL INC SNR S* ICE 000000000 1.000000 NC USD 36914.670000 0.0039017 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 PRUDENTIAL FINANCIAL INC PRUDENTIAL FINANCIAL INC SR UNSEC Y Single Leg Swap 2024-12-21 24213.230000 USD 0.000000 USD 1600000.000000 USD 12701.440000 N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 ARROW ELECTRONICS INC SR UNSECURED 03/23 4.5 042735BC3 1800000.000000 PA USD 1899933.590000 0.2008122 Long DBT CORP US N 2 2023-03-01 Fixed 4.5 N N N N N N N/A 254900HROIFWPRGM1V77 US 10YR NOTE (CBT)MAR20 XCBT 20200320 000000000 -450.000000 NC USD 498071.820000 0.0526434 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-03-20 -57789843.750000 USD 498071.820000 N N N N/A 254900HROIFWPRGM1V77 US 2YR NOTE (CBT) MAR20 XCBT 20200331 000000000 663.000000 NC USD -71011.820000 -0.0075055 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-03-31 142876500.000000 USD -71011.820000 N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 03/22 3.2 00206RDN9 1000000.000000 PA USD 1024221.290000 0.1082544 Long DBT CORP US N 2 2022-03-01 Fixed 3.2 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 06/22 3 00206RCM2 2500000.000000 PA USD 2555094.980000 0.2700591 Long DBT CORP US N 2 2022-06-30 Fixed 3 N N N N N N AVERY POINT IV CLO LTD 2014-1A N/A AVERY POINT CLO LTD AVERY 2014 1A AR 144A 05363UAS2 478204.120000 PA USD 478359.040000 0.0505598 Long ABS-CBDO CORP KY N 2 2026-04-25 Floating 3.03963 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 AVIATION CAPITAL GROUP SR UNSECURED 144A 07/21 VAR 05369AAE1 2000000.000000 PA USD 2000483.240000 0.2114398 Long DBT CORP US N 2 2021-07-30 Floating 2.6055 N N N N N N B&M CLO LTD 2014-1A N/A B+M CLO LTD BANDM 2014 1A A1R 144A 05509RAJ4 551421.670000 PA USD 551226.170000 0.0582615 Long ABS-CBDO CORP KY N 2 2026-04-16 Floating 2.73088 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 N/A BANC OF AMERICA COMMERCIAL MOR BACM 2015 UBS7 A3 06054AAW9 3530000.000000 PA USD 3708733.780000 0.3919922 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.441 N N N N N N BANCORP COMMERCIAL MORTGAGE TRUST 2018-CRE4 N/A THE BANCORP COMMERCIAL MORTGAG BANC 2018 CRE4 A 144A 05972LAA4 2480856.820000 PA USD 2482894.600000 0.2624279 Long ABS-MBS CORP US N 2 2035-09-15 Floating 2.63975 N N N N N N BANCORP COMMERCIAL MORTGAGE TRUST 2019-CRE5 N/A THE BANCORP COMMERCIAL MORTGAG BANC 2019 CRE5 A 144A 05972MAA2 1931831.980000 PA USD 1934268.990000 0.2044413 Long ABS-MBS CORP US N 2 2036-03-15 Floating 2.73975 N N N N N N BANK 2017-BNK9 N/A BANK BANK 2017 BNK9 A3 06540RAD6 1700000.000000 PA USD 1787691.440000 0.1889489 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 3.279 N N N N N N BANK 2019-BN17 N/A BANK BANK 2019 BN17 ASB 065403BA4 3000000.000000 PA USD 3214708.200000 0.3397765 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.623 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 03/24 VAR 06051GHF9 1700000.000000 PA USD 1765153.610000 0.1865667 Long DBT CORP US N 2 2024-03-05 Floating 3.55 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/23 VAR 06051GGJ2 1000000.000000 PA USD 1011484.510000 0.1069082 Long DBT CORP US N 2 2023-04-24 Floating 2.936 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 05/22 VAR 06051GHH5 2200000.000000 PA USD 2244130.570000 0.2371919 Long DBT CORP US N 2 2022-05-17 Floating 3.499 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 10/25 VAR 06051GGT0 1900000.000000 PA USD 1961416.230000 0.2073106 Long DBT CORP US N 2 2025-10-01 Floating 3.093 N N N N N N BANK OF NEW YORK MELLON CORP (BNY MELLON) WFLLPEPC7FZXENRZV188 BANK OF NY MELLON CORP SR UNSECURED 04/21 2.5 06406FAA1 200000.000000 PA USD 201385.640000 0.0212853 Long DBT CORP US N 2 2021-04-15 Fixed 2.5 N N N N N N BANK OF NEW YORK MELLON CORP (BNY MELLON) WFLLPEPC7FZXENRZV188 BANK OF NY MELLON CORP SR UNSECURED 05/21 2.05 06406FAB9 600000.000000 PA USD 601928.570000 0.0636204 Long DBT CORP US N 2 2021-05-03 Fixed 2.05 N N N N N N BANK OF NEW YORK MELLON CORP (BNY MELLON) WFLLPEPC7FZXENRZV188 BANK OF NY MELLON CORP SR UNSECURED 08/20 2.6 06406HDD8 160000.000000 PA USD 160660.260000 0.0169809 Long DBT CORP US N 2 2020-08-17 Fixed 2.6 N N N N N N BANK OF NEW YORK MELLON CORP (BNY MELLON) WFLLPEPC7FZXENRZV188 BANK OF NY MELLON CORP SR UNSECURED 11/20 2.45 06406HDF3 140000.000000 PA USD 140701.940000 0.0148714 Long DBT CORP US N 2 2020-11-27 Fixed 2.45 N N N N N N BANK-2019-BN21 N/A BANK BANK 2019 BN21 ASB 06540BBA6 2500000.000000 PA USD 2554612.000000 0.2700080 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.808 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 BANQUE FED CRED MUTUEL SR UNSECURED 144A 07/23 VAR 06675FAQ0 2600000.000000 PA USD 2637335.350000 0.2787514 Long DBT CORP FR N 2 2023-07-20 Floating 2.92588 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 01/21 3.25 06738EAL9 3100000.000000 PA USD 3132370.200000 0.3310738 Long DBT CORP GB N 2 2021-01-12 Fixed 3.25 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 01/23 VAR 06738EAT2 500000.000000 PA USD 506554.220000 0.0535399 Long DBT CORP GB N 2 2023-01-10 Floating 3.6345 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 05/24 VAR 06738EBB0 400000.000000 PA USD 421696.630000 0.0445709 Long DBT CORP GB N 2 2024-05-16 Floating 4.338 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 08/21 3.2 06738EAQ8 900000.000000 PA USD 913035.910000 0.0965027 Long DBT CORP GB N 2 2021-08-10 Fixed 3.2 N N N N N N BBCMS MORTGAGE TRUST 2017-C1 N/A BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2017 C1 ASB 07332VBB0 1500000.000000 PA USD 1570678.800000 0.1660119 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.488 N N N N N N BENCHMARK MORTGAGE TRUST 2019-B10 N/A BENCHMARK MORTGAGE TRUST BMARK 2019 B10 ASB 08162VAC2 4100000.000000 PA USD 4371401.960000 0.4620324 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.615 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL LLC COMPANY GUAR 144A 04/21 2 05565EAF2 1000000.000000 PA USD 1001419.770000 0.1058444 Long DBT CORP US N 2 2021-04-11 Fixed 2 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 BNP PARIBAS SR UNSECURED 144A 01/25 VAR 09659W2G8 3000000.000000 PA USD 3248910.540000 0.3433915 Long DBT CORP FR N 2 2025-01-10 Floating 4.705 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 BOC AVIATION LTD SR UNSECURED 144A 09/23 VAR 09681LAH3 2800000.000000 PA USD 2818298.000000 0.2978781 Long DBT CORP SG N 2 2023-09-26 Floating 3.07163 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA COMPANY GUAR 01/20 2.25 05578DAR3 1500000.000000 PA USD 1500083.640000 0.1585504 Long DBT CORP FR N 2 2020-01-27 Fixed 2.25 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA COMPANY GUAR 144A 05/22 3 05583JAA0 2000000.000000 PA USD 2037056.100000 0.2153053 Long DBT CORP FR N 2 2022-05-22 Fixed 3 N N N N N N CALIFORNIA STATE N/A CALIFORNIA ST CAS 03/36 FIXED 7.95 13063BFV9 290000.000000 PA USD 292749.200000 0.0309419 Long DBT MUN US N 2 2036-03-01 Fixed 7.95 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 CANADIAN IMPERIAL BANK SR UNSECURED 03/23 VAR 13607GKW3 3000000.000000 PA USD 3011186.910000 0.3182654 Long DBT CORP CA N 2 2023-03-17 Floating 2.34 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CO SR UNSECURED 05/20 2.5 14040HBP9 2000000.000000 PA USD 2002740.840000 0.2116784 Long DBT CORP US N 2 2020-05-12 Fixed 2.5 N N N N N N CC HOLDINGS GS V LLC/CROWN CASTLE GS III N/A CC HOLDINGS GS V LLC/CRO SR SECURED 04/23 3.849 14987BAE3 970000.000000 PA USD 1016889.530000 0.1074795 Long DBT CORP US N 2 2023-04-15 Fixed 3.849 N N N N N N CENT CLO 2018-27A N/A CENT CLO LP CECLO 2018 27A A1 144A 19736RAC5 2000000.000000 PA USD 1998051.080000 0.2111827 Long ABS-CBDO CORP KY N 2 2028-10-25 Floating 3.08963 N N N N N N CGGS COMMERCIAL MORTGAGE TRUST 2018-WSS N/A CGGS COMMERCIAL MORTGAGE TRUST CGGS 2018 WSS A 144A 12533AAA6 2000000.000000 PA USD 1997680.400000 0.2111435 Long ABS-MBS CORP US N 2 2037-02-15 Floating 2.63975 N N N N N N CGMS COMMERCIAL MORTGAGE TRUST 2017-C4 N/A CITIGROUP COMMERCIAL MORTGAGE CGCMT 2017 C4 AAB 17326FAE7 4258000.000000 PA USD 4453363.850000 0.4706954 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.297 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 N/A CITIGROUP COMMERCIAL MORTGAGE CGCMT 2017 P8 AAB 17326DAE2 1400000.000000 PA USD 1457978.200000 0.1541000 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.268 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 01/26 3.7 172967KG5 600000.000000 PA USD 639757.910000 0.0676188 Long DBT CORP US N 2 2026-01-12 Fixed 3.7 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 03/21 2.7 172967KK6 2000000.000000 PA USD 2019039.880000 0.2134011 Long DBT CORP US N 2 2021-03-30 Fixed 2.7 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 04/22 VAR 172967LH2 2000000.000000 PA USD 2026935.780000 0.2142356 Long DBT CORP US N 2 2022-04-25 Floating 2.89963 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 06/24 3.75 172967HT1 450000.000000 PA USD 478092.290000 0.0505316 Long DBT CORP US N 2 2024-06-16 Fixed 3.75 N N N N N N CLNC 2019-FL1 LTD N/A CLNC 2019 FL1, LTD CLNC 2019 FL1 A 144A 12565DAA1 5000000.000000 PA USD 5006242.000000 0.5291314 Long ABS-O CORP KY N 2 2035-08-20 Floating 2.98325 N N N N N N CNH EQUIPMENT TRUST 2019-A N/A CNH EQUIPMENT TRUST CNH 2019 A A2 12596JAB9 2548069.830000 PA USD 2558658.080000 0.2704357 Long ABS-O CORP US N 2 2022-05-16 Fixed 2.96 N N N N N N COBB-MARIETTA COLISEUM & EXHIB N/A COBB MARIETTA COLISEUM EXHIB COBFAC 01/22 FIXED 2.7 190760HE1 340000.000000 PA USD 345157.800000 0.0364812 Long DBT MUN US N 2 2022-01-01 Fixed 2.7 N N N N N N COMM MORTGAGE TRUST 2017-PANW N/A COMM MORTGAGE TRUST COMM 2017 PANW A 144A 12595HAA6 2000000.000000 PA USD 2061928.000000 0.2179341 Long ABS-MBS CORP US N 2 2029-10-10 Fixed 3.244 N N N N N N COMM MORTGAGE TRUST 2018-COR3 N/A COMM MORTGAGE TRUST COMM 2018 COR3 ASB 12595VAB3 1026000.000000 PA USD 1117902.920000 0.1181560 Long ABS-MBS CORP US N 2 2051-05-10 Fixed 4.181 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-DC2 N/A COMM MORTGAGE TRUST COMM 2016 DC2 ASB 12594CBD1 1200000.000000 PA USD 1248258.240000 0.1319338 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.55 N N N N N N CONTINENTAL AIRLINES 2012-1 PASS THRU TRUSTS N/A CONTL AIRLINES 2012 1 A PASS THRU CE 10/25 4.15 210795PZ7 994954.600000 PA USD 1046696.920000 0.1106299 Long DBT CORP US N 2 2025-10-11 Fixed 4.15 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 COOPERATIEVE RABOBANK UA SR UNSECURED 144A 09/23 VAR 74977RDD3 5500000.000000 PA USD 5529577.570000 0.5844451 Long DBT CORP NL N 2 2023-09-26 Floating 2.80663 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH ANGGYXNX0JLX3X63JN86 CREDIT SUISSE NEW YORK SR UNSECURED 10/21 3 22546QAR8 610000.000000 PA USD 622190.890000 0.0657621 Long DBT CORP CH N 2 2021-10-29 Fixed 3 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG SR UNSECURED 144A 01/23 3.574 225401AB4 1500000.000000 PA USD 1541061.620000 0.1628815 Long DBT CORP CH N 2 2023-01-09 Fixed 3.574 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG SR UNSECURED 144A 09/25 VAR 225401AM0 300000.000000 PA USD 301038.670000 0.0318181 Long DBT CORP CH N 2 2025-09-11 Floating 2.593 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 CRED SUIS GP FUN LTD COMPANY GUAR 04/21 3.45 225433AM3 400000.000000 PA USD 406865.500000 0.0430034 Long DBT CORP GG N 2 2021-04-16 Fixed 3.45 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 CRED SUIS GP FUN LTD COMPANY GUAR 04/26 4.55 225433AR2 700000.000000 PA USD 776978.020000 0.0821222 Long DBT CORP GG N 2 2026-04-17 Fixed 4.55 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 CRED SUIS GP FUN LTD COMPANY GUAR 06/23 3.8 225433AT8 900000.000000 PA USD 942226.330000 0.0995880 Long DBT CORP GG N 2 2023-06-09 Fixed 3.8 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 CRED SUIS GP FUN LTD COMPANY GUAR 12/20 3.125 225433AK7 1400000.000000 PA USD 1412706.410000 0.1493151 Long DBT CORP GG N 2 2020-12-10 Fixed 3.125 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST 2016-C7 N/A CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2016 C7 ASB 12637UAX7 4316000.000000 PA USD 4451731.290000 0.4705228 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.3143 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 12/22 4.75 126650CQ1 2381000.000000 PA USD 2541391.110000 0.2686107 Long DBT CORP US N 2 2022-12-01 Fixed 4.75 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 01/20 2.3 233851CN2 1500000.000000 PA USD 1499974.880000 0.1585389 Long DBT CORP US N 2 2020-01-06 Fixed 2.3 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/21 VAR 233851DA9 1900000.000000 PA USD 1901500.810000 0.2009779 Long DBT CORP US N 2 2021-02-12 Floating 2.33063 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A DELL INT LLC / EMC CORP SR SECURED 144A 06/23 5.45 25272KAG8 200000.000000 PA USD 216932.880000 0.0229286 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DELTA AIR LINES 2007-1 CLASS A PASS THROUGH TRUST N/A DELTA AIR LINES 2007 1 A PASS THRU CE 02/24 6.821 247367BH7 288429.430000 PA USD 313201.020000 0.0331036 Long DBT CORP US N 2 2024-02-10 Fixed 6.821 N N N N N N DENALI CAPITAL CLO X LTD 2013-1A N/A DENALI CAPITAL CLO X LTD DEN10 2013 1A A1LR 144A 24823BAK6 1000000.000000 PA USD 999636.620000 0.1056559 Long ABS-CBDO CORP KY N 2 2027-10-26 Floating 2.98563 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 02/23 VAR 251526BS7 500000.000000 PA USD 490339.520000 0.0518261 Long DBT CORP DE N 2 2023-02-27 Floating 3.14863 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 10/21 4.25 251526BX6 1300000.000000 PA USD 1337018.380000 0.1413153 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25 N N N N N N DISCOVER BANK/GREENWOOD BRANCH X05BVSK68TQ7YTOSNR22 DISCOVER BANK SR UNSECURED 08/23 4.2 25466AAD3 2000000.000000 PA USD 2126749.800000 0.2247854 Long DBT CORP US N 2 2023-08-08 Fixed 4.2 N N N N N N DISTRICT OF COLUMBIA 549300HWFOZXPKGOX654 DIST OF COLUMBIA INCOME TAX SE DISGEN 12/21 FIXED 4.793 25477GCW3 250000.000000 PA USD 263317.500000 0.0278312 Long DBT MUN US N 2 2021-12-01 Fixed 4.793 N N N N N N DLL SECURITIZATION TRUST 2019-MA2 N/A DLL SECURITIZATION TRUST DLL 2019 MA2 A2 144A 23342NAB4 4000000.000000 PA USD 4002970.400000 0.4230913 Long ABS-O CORP US N 2 2022-05-20 Fixed 2.27 N N N N N N DOMINION ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 DOMINION ENERGY GAS HLDG SR UNSECURED 11/20 2.8 257375AK1 350000.000000 PA USD 352504.650000 0.0372577 Long DBT CORP US N 2 2020-11-15 Fixed 2.8 N N N N N N DORIC NIMROD AIR ALPHA 2013-1 CLASS A PASS THROUGH TRUST N/A DORIC NIMROD 2013 1 CL A PASS THRU CE 144A 05/25 5.25 233283AA8 708827.480000 PA USD 729605.690000 0.0771152 Long DBT CORP GG N 2 2025-05-30 Fixed 5.25 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2017-2 N/A ECMC GROUP STUDENT LOAN TRUST ECMC 2017 2A A 144A 26828VAA4 1022170.560000 PA USD 1019229.260000 0.1077268 Long ABS-O CORP US N 2 2067-05-25 Floating 2.842 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-1A N/A ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A 26828HAA5 1800089.800000 PA USD 1770102.640000 0.1870898 Long ABS-O CORP US N 2 2068-02-27 Floating 2.542 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-2A N/A ECMC GROUP STUDENT LOAN TRUST ECMC 2018 2A A 144A 26829GAA6 2914280.470000 PA USD 2867005.600000 0.3030263 Long ABS-O CORP US N 2 2068-09-25 Floating 2.592 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2019-1A N/A ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A 26829XAB7 4404283.860000 PA USD 4383877.930000 0.4633511 Long ABS-O CORP US N 2 2069-07-25 Floating 2.792 N N N N N N EDUCATIONAL ENHANCEMENT FUNDING CORP N/A SOUTH DAKOTA ST EDUCTNL ENHANC EDL 06/22 FIXED 3.539 83754LAS6 2205000.000000 PA USD 2244138.750000 0.2371928 Long DBT MUN US N 2 2022-06-01 Fixed 3.539 N N N N N N EGCLO 2018-1A N/A EVANS GROVE CLO LTD EGCLO 2018 1A A1 144A 29915RAA1 3000000.000000 PA USD 2981388.150000 0.3151159 Long ABS-CBDO CORP KY N 2 2028-05-28 Floating 2.83375 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC COMPANY GUAR 06/20 VAR 29250NAP0 1200000.000000 PA USD 1202088.640000 0.1270540 Long DBT CORP CA N 2 2020-06-15 Floating 2.59363 N N N N N N ENERGY NORTHWEST N/A ENERGY N W WA ELEC REVENUE ENEPWR 07/20 FIXED 2.653 29270CYN9 770000.000000 PA USD 773195.500000 0.0817224 Long DBT MUN US N 2 2020-07-01 Fixed 2.653 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 EQUIFAX INC SR UNSECURED 08/21 VAR 294429AP0 1500000.000000 PA USD 1505843.460000 0.1591591 Long DBT CORP US N 2 2021-08-15 Floating 2.77988 N N N N N N EXANTAS CAPITAL CORP 2019-RSO7 N/A EXANTAS CAPITAL CORP XAN 2019 RSO7 A 144A 30069LAA6 3298886.340000 PA USD 3303293.980000 0.3491395 Long ABS-MBS CORP KY N 2 2036-04-15 Floating 2.73738 N N N N N N FANNIE MAE REMICS 2007-50 N/A FANNIE MAE FNR 2007 50 FN 31396V5C8 93229.030000 PA USD 92327.690000 0.0097585 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 2.032 N N N N N N FANNIE MAE REMICS 2011-15 N/A FANNIE MAE FNR 2011 15 AF 31397QWM6 1502410.200000 PA USD 1496013.090000 0.1581201 Long ABS-MBS USGSE US N 2 2041-03-25 Floating 2.302 N N N N N N FANNIE MAE REMICS 2016-100 N/A FANNIE MAE FNR 2016 100 WF 3136AUH53 1601983.040000 PA USD 1602541.170000 0.1693795 Long ABS-MBS USGSE US N 2 2047-01-25 Floating 2.28138 N N N N N N FANNIE MAE REMICS 2016-76 N/A FANNIE MAE FNR 2016 76 CF 3136ATY73 1591362.040000 PA USD 1591910.110000 0.1682559 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 2.23138 N N N N N N FANNIE MAE REMICS 2016-88 N/A FANNIE MAE FNR 2016 88 AF 3136AUTX9 1443124.840000 PA USD 1442955.130000 0.1525122 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 2.22138 N N N N N N FANNIE MAE REMICS 2019-25 N/A FANNIE MAE FNR 2019 25 FA 3136B4ZA9 3238052.300000 PA USD 3237993.040000 0.3422375 Long ABS-MBS USGSE US N 2 2049-06-25 Floating 2.242 N N N N N N FANNIE MAE REMICS 2019-33 N/A FANNIE MAE FNR 2019 33 FB 3136B45C8 3894875.330000 PA USD 3879044.610000 0.4099931 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 2.242 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 01/22 2 3135G0S38 6200000.000000 PA USD 6248350.330000 0.6604153 Long DBT USGSE US N 2 2022-01-05 Fixed 2 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 10/24 1.625 3135G0W66 15500000.000000 PA USD 15418080.800000 1.6296039 Long DBT USGSE US N 2 2024-10-15 Fixed 1.625 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 1Q1534 FH 06/37 FLOATING VAR 3128S5V35 162309.220000 PA USD 171827.880000 0.0181612 Long ABS-MBS USGSE US N 2 2037-06-01 Floating 4.731 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL G08836 FG 09/48 FIXED 4 3128MJ4W7 4080019.620000 PA USD 4252936.240000 0.4495113 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL G08842 FG 10/48 FIXED 4 3128MJ5C0 17285360.730000 PA USD 18010110.320000 1.9035667 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL G08856 FG 01/49 FIXED 3.5 3128MJ5S5 2022335.260000 PA USD 2080281.250000 0.2198740 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL G08863 FG 02/49 FIXED 4.5 3128MJ5Z9 15458951.500000 PA USD 16276013.360000 1.7202825 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL SD8001 FR 07/49 FIXED 3.5 3132DV3J2 25097506.230000 PA USD 25795381.790000 2.7264259 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL ZT1951 FR 05/49 FIXED 3.5 3132AEEY8 20093372.250000 PA USD 20649751.900000 2.1825619 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.5 N N N N N N FIGUEROA CLO LTD 2013-2A N/A FIGUEROA CLO LTD FIG 2013 2A A1RR 144A 31683VAY6 1349084.480000 PA USD 1348990.620000 0.1425807 Long ABS-CBDO CORP KY N 2 2027-06-20 Floating 2.758 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 256022 FN 12/35 FIXED 5.5 31371MLB1 7967.980000 PA USD 8971.980000 0.0009483 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 357595 FN 07/34 FIXED 5.5 31376KGC4 402.580000 PA USD 452.530000 0.0000478 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 468551 FN 07/21 FIXED 3.98 31381RQC1 710000.000000 PA USD 728874.390000 0.0770379 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 3.98 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 793029 FN 07/34 FLOATING VAR 31405MA64 116408.600000 PA USD 120533.830000 0.0127397 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 3.817 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 828031 FN 07/35 FIXED 5.5 31407D4Q5 191.530000 PA USD 206.070000 0.0000218 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 829245 FN 08/35 FIXED 5.5 31407FHW3 56995.130000 PA USD 63933.430000 0.0067574 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 842123 FN 10/35 FIXED 5.5 31407VSL0 20703.650000 PA USD 23225.280000 0.0024548 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 843342 FN 10/35 FIXED 5.5 31407W5B5 17571.330000 PA USD 19706.590000 0.0020829 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 848092 FN 10/35 FIXED 5.5 31408DF90 403.540000 PA USD 453.180000 0.0000479 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 889584 FN 01/37 FIXED VAR 31410KJ54 21004.580000 PA USD 23651.040000 0.0024998 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 889610 FN 06/38 FIXED VAR 31410KKX1 22384.280000 PA USD 25005.560000 0.0026429 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 985615 FN 04/34 FIXED 5.5 31415P3Y2 9519.060000 PA USD 10620.080000 0.0011225 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 992254 FN 12/38 FIXED 5.5 31415XH79 39281.920000 PA USD 43033.610000 0.0045484 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 AA2965 FN 04/39 FIXED 5.5 31416LJK3 20175.750000 PA USD 21708.400000 0.0022945 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AB0532 FN 12/38 FIXED 5.5 31416VSW5 7316.880000 PA USD 8222.600000 0.0008691 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 AB8152 FN 02/38 FIXED 5.5 31417FBW7 16069.800000 PA USD 18094.860000 0.0019125 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AL7090 FN 10/37 FLOATING VAR 3138EP2Y9 134358.970000 PA USD 141685.190000 0.0149753 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 4.437 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL BK8893 FN 10/48 FIXED 4 3140HN3B6 6308261.890000 PA USD 6560607.880000 0.6934191 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL BN0761 FN 01/49 FIXED 4.5 3140JGZ32 1488111.140000 PA USD 1566459.920000 0.1655659 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL MA3444 FN 08/48 FIXED 4.5 31418CZJ6 3280951.700000 PA USD 3463704.290000 0.3660939 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL MA3466 FN 09/48 FIXED 3.5 31418CZ80 7367508.310000 PA USD 7593490.490000 0.8025890 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL MA3467 FN 09/48 FIXED 4 31418CZ98 6166528.830000 PA USD 6424659.670000 0.6790502 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL MA3615 FN 03/49 FIXED 4 31418DAR3 22871294.370000 PA USD 23768423.180000 2.5121878 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL MA3637 FN 04/49 FIXED 3.5 31418DBF8 3206459.840000 PA USD 3294919.040000 0.3482543 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL MA3871 FN 12/49 FIXED 3 31418DJR4 4986372.000000 PA USD 5056795.930000 0.5344747 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3 N N N N N N FREDDIE MAC REMICS 4637 N/A FREDDIE MAC FHR 4637 WF 3137BTTH4 1844614.800000 PA USD 1844067.130000 0.1949075 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 2.28138 N N N N N N FREDDIE MAC REMICS 4736 N/A FREDDIE MAC FHR 4736 CD 3137FCHE7 1614489.180000 PA USD 1652622.770000 0.1746729 Long ABS-MBS USGSE US N 2 2046-08-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4936 N/A FREDDIE MAC FHR 4936 AP 3137FQHG1 10052185.290000 PA USD 10030773.130000 1.0601960 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 2.5 N N N N N N FREDDIE MAC STRIPS 330 N/A FREDDIEMAC STRIP FHS 330 F4 31351DDT5 1587646.240000 PA USD 1573241.480000 0.1662827 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.13138 N N N N N N GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A N/A GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A 144A 36361UAA8 896574.410000 PA USD 898195.440000 0.0949342 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 3.05088 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY 549300G6UZOB126GBY72 GE CAPITAL INTL FUNDING COMPANY GUAR 11/20 2.342 36164QMS4 3515000.000000 PA USD 3518389.480000 0.3718739 Long DBT CORP IE N 2 2020-11-15 Fixed 2.342 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 GENERAL ELECTRIC CO SR UNSECURED 03/23 VAR 36966THT2 500000.000000 PA USD 502101.500000 0.0530693 Long DBT CORP US N 2 2023-03-15 Floating 2.89363 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 04/21 3.55 37045XCJ3 500000.000000 PA USD 509533.020000 0.0538548 Long DBT CORP US N 2 2021-04-09 Fixed 3.55 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 GEORGIA PACIFIC LLC COMPANY GUAR 144A 11/20 5.4 37331NAB7 700000.000000 PA USD 719488.730000 0.0760459 Long DBT CORP US N 2 2020-11-01 Fixed 5.4 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 03/24 4 38141GVM3 1200000.000000 PA USD 1278584.980000 0.1351392 Long DBT CORP US N 2 2024-03-03 Fixed 4 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR 38141GWL4 1000000.000000 PA USD 1062367.670000 0.1122863 Long DBT CORP US N 2 2028-06-05 Floating 3.691 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 10/22 VAR 38148YAC2 5300000.000000 PA USD 5375142.290000 0.5681221 Long DBT CORP US N 2 2022-10-31 Floating 2.876 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 11/21 VAR 38145GAF7 2000000.000000 PA USD 2015850.800000 0.2130640 Long DBT CORP US N 2 2021-11-15 Floating 3.07988 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H16 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H16 FA 38375B4Y5 910269.440000 PA USD 910280.270000 0.0962115 Long ABS-MBS USGSE US N 2 2063-07-20 Floating 2.31425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H04 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H04 FA 38378U8L4 2418965.390000 PA USD 2420663.020000 0.2558504 Long ABS-MBS USGSE US N 2 2064-12-20 Floating 2.42425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FD 38375UVD9 1883199.000000 PA USD 1881057.990000 0.1988172 Long ABS-MBS USGSE US N 2 2065-03-20 Floating 2.37425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H14 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H14 FA 38376RCB0 1498829.540000 PA USD 1495782.270000 0.1580957 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 2.34425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H15 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H15 FC 38376RDB9 976909.950000 PA USD 975099.830000 0.1030625 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 2.35425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H22 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H22 FD 38376RHB5 1640218.580000 PA USD 1637188.930000 0.1730416 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 2.46725 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H26 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H26 FA 38376RJR8 2170520.750000 PA USD 2168854.880000 0.2292357 Long ABS-MBS USGSE US N 2 2065-10-20 Floating 2.29425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H31 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H31 FT 38376RMX1 1322256.720000 PA USD 1327229.330000 0.1402806 Long ABS-MBS USGSE US N 2 2065-11-20 Floating 2.42425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FM 38376RRJ7 433273.940000 PA USD 433901.190000 0.0458609 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 2.54425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB 38376RTJ5 4752039.480000 PA USD 4800533.570000 0.5073892 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 2.67425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H10 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H10 FA 38376RUH7 3529422.960000 PA USD 3559857.170000 0.3762568 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 2.65425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H02 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H02 FJ 38375UYN4 2044465.850000 PA USD 2073737.690000 0.2191823 Long ABS-MBS USGSE US N 2 2067-01-20 Floating 2.77425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H07 FG 38376RY26 2329607.250000 PA USD 2325243.200000 0.2457650 Long ABS-MBS USGSE US N 2 2067-02-20 Floating 2.23425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H18 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H18 FC 38380LMV2 2746103.790000 PA USD 2734065.420000 0.2889752 Long ABS-MBS USGSE US N 2 2065-08-20 Floating 2.12425 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-23 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2019 23 FL 38381RVE6 14931211.200000 PA USD 14928834.150000 1.5778933 Long ABS-MBS USGSE US N 2 2049-02-20 Floating 2.21463 N N N N N N GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2 N/A GREYSTONE COMMERCIAL REAL ESTA GSTNE 2019 FL2 A 144A 39809LAA2 2000000.000000 PA USD 2003076.600000 0.2117139 Long ABS-CBDO CORP KY N 2 2037-09-15 Floating 3.442 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC18 2014-GC18 N/A GS MORTGAGE SECURITIES TRUST GSMS 2014 GC18 A3 36252RAJ8 1095430.350000 PA USD 1138636.200000 0.1203474 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 3.801 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 GUARDIAN LIFE GLOB FUND SR SECURED 144A 04/21 2 40139LAA1 700000.000000 PA USD 700988.140000 0.0740905 Long DBT CORP US N 2 2021-04-26 Fixed 2 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 02/20 2.15 41283LAF2 250000.000000 PA USD 250007.790000 0.0264244 Long DBT CORP US N 2 2020-02-26 Fixed 2.15 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 06/20 2.4 41283LAN5 1100000.000000 PA USD 1100145.550000 0.1162792 Long DBT CORP US N 2 2020-06-15 Fixed 2.4 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 03/25 VAR 404280BZ1 4900000.000000 PA USD 5142913.430000 0.5435768 Long DBT CORP GB N 2 2025-03-11 Floating 3.803 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 05/23 3.6 404280BA6 600000.000000 PA USD 625935.150000 0.0661578 Long DBT CORP GB N 2 2023-05-25 Fixed 3.6 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 05/24 VAR 404280BS7 1050000.000000 PA USD 1104626.870000 0.1167528 Long DBT CORP GB N 2 2024-05-18 Floating 3.95 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 11/23 VAR 404280BM0 1000000.000000 PA USD 1023257.890000 0.1081526 Long DBT CORP GB N 2 2023-11-22 Floating 3.033 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/20 VAR 44891AAX5 2900000.000000 PA USD 2906438.750000 0.3071941 Long DBT CORP US N 2 2020-09-18 Floating 2.6985 N N N N N N IDAHO ENERGY RESOURCES AUTHORITY N/A IDAHO ENERGY RESOURCES AUTH TR IERPWR 09/23 FIXED 2.297 451174AA4 1200000.000000 PA USD 1215996.000000 0.1285239 Long DBT MUN US N 2 2023-09-01 Fixed 2.297 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/20 2.95 453140AD7 1400000.000000 PA USD 1404078.720000 0.1484032 Long DBT CORP GB N 2 2020-07-21 Fixed 2.95 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 03/22 3.15 456837AG8 2550000.000000 PA USD 2607622.020000 0.2756109 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 10/23 4.1 456837AK9 250000.000000 PA USD 265943.750000 0.0281087 Long DBT CORP NL N 2 2023-10-02 Fixed 4.1 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2017-FL11 N/A JP MORGAN CHASE COMMERCIAL MOR JPMCC 2017 FL11 A 144A 46648PAA3 897949.890000 PA USD 897366.490000 0.0948466 Long ABS-MBS CORP US N 2 2032-10-15 Floating 2.58975 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/21 2.25 46849LSP7 200000.000000 PA USD 200896.330000 0.0212336 Long DBT CORP US N 2 2021-04-29 Fixed 2.25 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SR SECURED 144A 06/21 3.3 46849LTB7 2100000.000000 PA USD 2142385.710000 0.2264380 Long DBT CORP US N 2 2021-06-11 Fixed 3.3 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SR SECURED 144A 06/21 VAR 46849LTA9 300000.000000 PA USD 301189.940000 0.0318341 Long DBT CORP US N 2 2021-06-11 Floating 2.36838 N N N N N N JAMESTOWN CLO VIII LTD 2015-8A N/A JAMESTOWN CLO LTD JTWN 2015 8A A1AR 144A 47048CAK4 2000000.000000 PA USD 1998020.820000 0.2111795 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 2.87088 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 JPN BANK FOR INT L COOP GOVT GUARANT 06/20 2.125 471048BC1 1100000.000000 PA USD 1100946.630000 0.1163638 Long DBT NUSS JP N 2 2020-06-01 Fixed 2.125 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 JPN BANK FOR INT L COOP GOVT GUARANT 07/20 2.125 471048BJ6 1600000.000000 PA USD 1601899.540000 0.1693117 Long DBT NUSS JP N 2 2020-07-21 Fixed 2.125 N N N N N N JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST N/A JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75 477143AH4 2500000.000000 PA USD 2534304.500000 0.2678616 Long DBT CORP US N 2 2033-11-15 Fixed 2.75 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 03/25 VAR 46647PAH9 2400000.000000 PA USD 2487913.800000 0.2629584 Long DBT CORP US N 2 2025-03-01 Floating 3.22 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 06/21 2.4 46625HRT9 200000.000000 PA USD 201323.680000 0.0212788 Long DBT CORP US N 2 2021-06-07 Fixed 2.4 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 07/24 VAR 46647PAU0 5000000.000000 PA USD 5269891.450000 0.5569977 Long DBT CORP US N 2 2024-07-23 Floating 3.797 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 08/21 2.295 46623EKG3 2400000.000000 PA USD 2405525.040000 0.2542504 Long DBT CORP US N 2 2021-08-15 Fixed 2.295 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C7 N/A JPMDB COMMERCIAL MORTGAGE SECU JPMDB 2017 C7 ASB 46648KAV8 1100000.000000 PA USD 1142932.560000 0.1208015 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.2419 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 KINDER MORGAN ENER PART COMPANY GUAR 02/20 6.85 494550BB1 2300000.000000 PA USD 2311674.090000 0.2443309 Long DBT CORP US N 2 2020-02-15 Fixed 6.85 N N N N N N KOREA EXPRESSWAY CORPORATION 988400EZO9DR1OFL5772 KOREA EXPRESSWAY CORP SR UNSECURED 144A 10/21 3.625 50065JAE5 1500000.000000 PA USD 1539769.680000 0.1627449 Long DBT CORP KR N 2 2021-10-22 Fixed 3.625 N N N N N N LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK BRANCH 213800MBWEIJDM5CU638 LLOYDS BANK CORP MKTS/NY CERT OF DEPO 09/20 VAR 53947BAC4 2700000.000000 PA USD 2706147.600000 0.2860245 Long DBT CORP GB N 2 2020-09-24 Floating 2.43475 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC SR UNSECURED 05/25 4.45 53944YAF0 1100000.000000 PA USD 1201446.290000 0.1269861 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC SR UNSECURED 06/21 VAR 53944YAG8 1200000.000000 PA USD 1206894.960000 0.1275620 Long DBT CORP GB N 2 2021-06-21 Floating 2.72775 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC SR UNSECURED 11/28 VAR 539439AQ2 3400000.000000 PA USD 3550518.310000 0.3752697 Long DBT CORP GB N 2 2028-11-07 Floating 3.574 N N N N N N LOOMIS SAYLES CLO II LTD 2015-2A N/A LOOMIS SAYLES LTD LOOM 2015 2A A1R 144A 54347LAN2 1400000.000000 PA USD 1393362.310000 0.1472705 Long ABS-CBDO CORP KY N 2 2028-04-15 Floating 2.90088 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST 2019-A N/A MERCEDES BENZ AUTO LEASE TRUST MBALT 2019 A A2 58772TAB6 2232535.460000 PA USD 2236863.010000 0.2364238 Long ABS-O CORP US N 2 2021-02-16 Fixed 3.01 N N N N N N MERCK KGAA (EMD FINANCE LLC) 529900C8KS5G529A0B76 EMD FINANCE LLC COMPANY GUAR 144A 03/20 2.4 26867LAE0 200000.000000 PA USD 200069.250000 0.0211462 Long DBT CORP US N 2 2020-03-19 Fixed 2.4 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 METLIFE INC SR UNSECURED 03/25 3 59156RBM9 500000.000000 PA USD 520115.370000 0.0549733 Long DBT CORP US N 2 2025-03-01 Fixed 3 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 03/23 3.455 606822AT1 2000000.000000 PA USD 2074595.820000 0.2192730 Long DBT CORP JP N 2 2023-03-02 Fixed 3.455 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 09/26 2.757 606822AJ3 1250000.000000 PA USD 1266644.730000 0.1338772 Long DBT CORP JP N 2 2026-09-13 Fixed 2.757 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 144A 04/26 3.477 60687YAD1 2700000.000000 PA USD 2830303.320000 0.2991470 Long DBT CORP JP N 2 2026-04-12 Fixed 3.477 N N N N N N MONROE CAPITAL BSL CLO LTD 2015-1A N/A MONROE CAPITAL BSL CLO LTD MCBSL 2015 1A AR 144A 610332AU2 822325.360000 PA USD 822515.320000 0.0869352 Long ABS-CBDO CORP KY N 2 2027-05-22 Floating 3.01875 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 04/24 VAR 61744YAQ1 3900000.000000 PA USD 4075966.870000 0.4308066 Long DBT CORP US N 2 2024-04-24 Floating 3.737 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 07/21 5.5 61747WAL3 1900000.000000 PA USD 2001934.540000 0.2115932 Long DBT CORP US N 2 2021-07-28 Fixed 5.5 N N N N N N MORGAN STANLEY CAPITAL I INC 2016-UB11 N/A MORGAN STANLEY CAPITAL I TRUST MSC 2016 UB11 ASB 61767FAY7 600000.000000 PA USD 604454.820000 0.0638875 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.606 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 N/A MORGAN STANLEY CAPITAL I TRUST MSC 2016 BNK2 ASB 61690YBS0 3000000.000000 PA USD 3067284.600000 0.3241946 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 2.86 N N N N N N MOTEL 6 TRUST 2017-MTL6 N/A MOTEL 6 TRUST MOTEL 2017 MTL6 A 144A 61975FAA7 753949.830000 PA USD 755002.950000 0.0797995 Long ABS-MBS CORP US N 2 2034-08-15 Floating 2.65975 N N N N N N MOUNTAIN HAWK III CLO LTD 2014-3A N/A MOUNTAIN HAWK CLO LTD MHAWK 2014 3A AR 144A 62405CAN4 248775.910000 PA USD 248855.860000 0.0263027 Long ABS-CBDO CORP KY N 2 2025-04-18 Floating 3.20325 N N N N N N MUFG UNION BANK NA (AKA: UNION BANK OF CALIFORNIA) OX3PU53ZLPQKJ4700D47 MUFG UNION BANK NA SR UNSECURED 12/22 2.1 90520EAK7 2000000.000000 PA USD 2005312.920000 0.2119502 Long DBT CORP US N 2 2022-12-09 Fixed 2.1 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 08/24 VAR 63861VAC1 1600000.000000 PA USD 1697181.970000 0.1793825 Long DBT CORP GB N 2 2024-08-01 Floating 4.363 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-2A N/A NAVIENT STUDENT LOAN TRUST NAVSL 2018 2A A2 144A 63941DAB7 2495671.750000 PA USD 2491598.810000 0.2633479 Long ABS-O CORP US N 2 2067-03-25 Floating 2.172 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-4A N/A NAVIENT STUDENT LOAN TRUST NAVSL 2018 4A A1 144A 63941NAA7 1046712.670000 PA USD 1044523.470000 0.1104002 Long ABS-O CORP US N 2 2067-06-27 Floating 2.042 N N N N N N NELNET STUDENT LOAN TRUST 2014-2A N/A NELNET STUDENT LOAN TRUST NSLT 2014 2A A2 144A 64033LAB6 701829.610000 PA USD 699528.450000 0.0739362 Long ABS-O CORP US N 2 2030-03-25 Floating 2.392 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FDG SR SECURED 144A 04/21 2 64952WCE1 1000000.000000 PA USD 1003049.230000 0.1060166 Long DBT CORP US N 2 2021-04-13 Fixed 2 N N N N N N NEW YORK STATE DORMITORY AUTHORITY 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NYSHGR 07/21 FIXED 2.756 64990GJU7 1580000.000000 PA USD 1602483.400000 0.1693734 Long DBT MUN US N 2 2021-07-01 Fixed 2.756 N N N N N N NEW YORK STATE URBAN DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 NEW YORK ST URBAN DEV CORP REV NYSDEV 03/22 FIXED 2.1 6500354S4 1685000.000000 PA USD 1688875.500000 0.1785046 Long DBT MUN US N 2 2022-03-15 Fixed 2.1 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 01/20 2.25 654740AT6 1000000.000000 PA USD 999975.060000 0.1056917 Long DBT CORP US N 2 2020-01-13 Fixed 2.25 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 01/22 VAR 654740AW9 2000000.000000 PA USD 2010367.460000 0.2124845 Long DBT CORP US N 2 2022-01-13 Floating 2.89088 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/21 3.15 654740BF5 1100000.000000 PA USD 1110849.330000 0.1174105 Long DBT CORP US N 2 2021-03-15 Fixed 3.15 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/20 2.15 654740BB4 400000.000000 PA USD 399245.680000 0.0421980 Long DBT CORP US N 2 2020-09-28 Fixed 2.15 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/21 3.65 654740BJ7 700000.000000 PA USD 714581.340000 0.0755272 Long DBT CORP US N 2 2021-09-21 Fixed 3.65 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/21 VAR 654740BN8 2400000.000000 PA USD 2402303.710000 0.2539099 Long DBT CORP US N 2 2021-09-21 Floating 2.55775 N N N N N N OHA CREDIT PARTNERS IX LTD 2013-9A N/A OHA CREDIT PARTNERS LTD OAKC 2013 9A A1R 144A 67105VAS3 117753.900000 PA USD 117817.870000 0.0124527 Long ABS-CBDO CORP KY N 2 2025-10-20 Floating 2.97588 N N N N N N OOREDOO INTERNATIONAL FINANCE LTD (QTEL INTERNATIONAL FINANCE LTD) 549300BHXCDJ03WU7N77 OOREDOO INTL FINANCE COMPANY GUAR REGS 02/21 4.75 B4KHMKII5 1300000.000000 PA USD 1341086.500000 0.1417453 Long DBT CORP BM N 2 2021-02-16 Fixed 4.75 N N N N N N OSCAR US FUNDING TRUST XI LLC 2019-2A N/A OSCAR US FUNDING TRUST OSCAR 2019 2A A2 144A 68784EAB4 3500000.000000 PA USD 3506881.490000 0.3706575 Long ABS-O CORP JP N 2 2022-08-10 Fixed 2.49 N N N N N N OVERSEA-CHINESE BANKING CORP 5493007O3QFXCPOGWK22 OVERSEA CHINESE BANKING SR UNSECURED 144A 05/21 VAR ACI12PFS8 2500000.000000 PA USD 2504795.150000 0.2647427 Long DBT CORP SG N 2 2021-05-17 Floating 2.35413 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2018-4A N/A PALMER SQUARE LOAN FUNDING LTD PSTAT 2018 4A A1 144A 69700KAA1 1595741.070000 PA USD 1596776.610000 0.1687703 Long ABS-CBDO CORP KY N 2 2026-11-15 Floating 2.80988 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 PNC BANK NA SR UNSECURED 11/20 2.45 69353REU8 1280000.000000 PA USD 1286116.480000 0.1359352 Long DBT CORP US N 2 2020-11-05 Fixed 2.45 N N N N N N PORT AUTHORITY OF NEW YORK & NEW JERSEY 54930006MR4KZ4W74Z83 PORT AUTH OF NEW YORK NEW JE PORTRN 10/20 FIXED 2.529 73358WUA0 520000.000000 PA USD 522860.000000 0.0552633 Long DBT MUN US N 2 2020-10-15 Fixed 2.529 N N N N N N PORT OF MORROW OR N/A PORT OF MORROW OR TRANSMISSION PTMTRN 09/22 FIXED 1.809 73474TAM2 3100000.000000 PA USD 3093428.000000 0.3269578 Long DBT MUN US N 2 2022-09-01 Fixed 1.809 N N N N N N PRICOA GLOBAL FUNDING I 635400IBXEBMD9ADYA79 PRICOA GLOBAL FUNDING 1 SECURED 144A 11/20 2.55 74153WCG2 1165000.000000 PA USD 1171693.930000 0.1238414 Long DBT CORP US N 2 2020-11-24 Fixed 2.55 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 PRINCIPAL LFE GLB FND II SR SECURED 144A 01/20 2.15 74256LAY5 3500000.000000 PA USD 3499905.680000 0.3699202 Long DBT CORP US N 2 2020-01-10 Fixed 2.15 N N N N N N PROGRESS ENERGY INC 549300FBMTW0JYWMNB26 PROGRESS ENERGY INC SR UNSECURED 01/21 4.4 743263AR6 92000.000000 PA USD 93798.140000 0.0099139 Long DBT CORP US N 2 2021-01-15 Fixed 4.4 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 PROTECTIVE LIFE GLOBAL SR SECURED 144A 08/22 2.615 74368CAH7 2000000.000000 PA USD 2022536.160000 0.2137706 Long DBT CORP US N 2 2022-08-22 Fixed 2.615 N N N N N N PROVINCE OF ONTARIO CANADA C7PVKCRGLG18EBQGZV36 ONTARIO (PROVINCE OF) SR UNSECURED 01/24 3.05 68323AFC3 3000000.000000 PA USD 3135117.270000 0.3313642 Long DBT NUSS CA N 2 2024-01-29 Fixed 3.05 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 PROVINCE OF QUEBEC SR UNSECURED 01/22 2.375 748149AM3 1300000.000000 PA USD 1315623.000000 0.1390539 Long DBT NUSS CA N 2 2022-01-31 Fixed 2.375 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 PROVINCE OF QUEBEC UNSECURED 02/23 2.625 748149AG6 4500000.000000 PA USD 4618715.940000 0.4881721 Long DBT NUSS CA N 2 2023-02-13 Fixed 2.625 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 STATE OF QATAR SR UNSECURED REGS 01/20 5.25 B45GZMII6 640000.000000 PA USD 641509.760000 0.0678040 Long DBT NUSS QA N 2 2020-01-20 Fixed 5.25 N N N N N N QATARI DIAR FINANCE QSC 549300TS2HAOU3GDWY53 QATARI DIAR FINANCE QSC GOVT GUARANT REGS 07/20 5 985BSZII0 2300000.000000 PA USD 2338686.000000 0.2471859 Long DBT CORP QA N 2 2020-07-21 Fixed 5 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 QNB FINANCE LTD COMPANY GUAR REGS 04/20 2.875 ACI05TTK1 1400000.000000 PA USD 1403029.600000 0.1482923 Long DBT CORP KY N 2 2020-04-29 Fixed 2.875 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 REYNOLDS AMERICAN INC COMPANY GUAR 06/20 3.25 761713BE5 1200000.000000 PA USD 1205555.820000 0.1274204 Long DBT CORP US N 2 2020-06-12 Fixed 3.25 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 ROYAL BK SCOTLND GRP PLC SR UNSECURED 05/23 VAR 780097BE0 1000000.000000 PA USD 1024427.240000 0.1082762 Long DBT CORP GB N 2 2023-05-15 Floating 3.498 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 SANTANDER HOLDINGS USA SR UNSECURED 01/23 3.4 80282KAS5 1700000.000000 PA USD 1743067.270000 0.1842323 Long DBT CORP US N 2 2023-01-18 Fixed 3.4 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 SANTANDER UK GROUP HLDGS SR UNSECURED 01/21 3.125 80281LAD7 1000000.000000 PA USD 1009268.870000 0.1066740 Long DBT CORP GB N 2 2021-01-08 Fixed 3.125 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 SANTANDER UK GROUP HLDGS SR UNSECURED 10/20 2.875 80281LAC9 1600000.000000 PA USD 1609016.000000 0.1700639 Long DBT CORP GB N 2 2020-10-16 Fixed 2.875 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 144A 11/22 2.3 00287YBL2 3500000.000000 PA USD 3519044.340000 0.3719431 Long DBT CORP US N 2 2022-11-21 Fixed 2.3 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 ABN AMRO BANK NV SR UNSECURED 144A 06/20 2.45 00084DAJ9 1040000.000000 PA USD 1041922.490000 0.1101253 Long DBT CORP NL N 2 2020-06-04 Fixed 2.45 N N N N N N SENECA PARK CLO LTD 2014-1 N/A SENECA PARK CLO LTD SPARK 2014 1A AR 144A 817176AL4 327341.050000 PA USD 327555.640000 0.0346208 Long ABS-CBDO CORP KY N 2 2026-07-17 Floating 3.12213 N N N N N N SHACKLETON CLO LTD 2016-9A N/A SHACKLETON CLO LTD SHACK 2016 9A AR 144A 81882LAN6 2500000.000000 PA USD 2497832.430000 0.2640068 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 3.09588 N N N N N N SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY 549300XK5HGW68R8K327 SHIRE ACQ INV IRELAND DA COMPANY GUAR 09/21 2.4 82481LAB5 500000.000000 PA USD 502841.510000 0.0531475 Long DBT CORP IE N 2 2021-09-23 Fixed 2.4 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT (2014) LIMITED 549300ZIMV82UUECOQ45 SINOPEC GRP OVERSEA 2014 COMPANY GUAR REGS 04/24 4.375 000000000 500000.000000 PA USD 540315.080000 0.0571082 Long DBT CORP VG N 2 2024-04-10 Fixed 4.375 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT 2017 LTD 5493001IPW8ZGQ181Z16 SINOPEC GRP OVERSEAS DEV COMPANY GUAR REGS 09/20 2.25 G8201NAF9 3200000.000000 PA USD 3200496.000000 0.3382743 Long DBT CORP VG N 2 2020-09-13 Fixed 2.25 N N N N N N SLC STUDENT LOAN TRUST 2004-1 N/A SLC STUDENT LOAN TRUST SLCLT 2004 1 A6 784423AF2 234620.640000 PA USD 234524.420000 0.0247879 Long ABS-O CORP US N 2 2023-05-15 Floating 2.06988 N N N N N N SLC STUDENT LOAN TRUST 2006-1 N/A SLC STUDENT LOAN TRUST SLCLT 2006 1 A5 784427AE6 225106.930000 PA USD 223438.550000 0.0236162 Long ABS-O CORP US N 2 2027-03-15 Floating 2.00363 N N N N N N SLC STUDENT LOAN TRUST 2007-1 N/A SLC STUDENT LOAN TRUST SLCLT 2007 1 A4 784424AD5 1004566.740000 PA USD 983210.150000 0.1039197 Long ABS-O CORP US N 2 2029-05-15 Floating 1.96988 N N N N N N SLC STUDENT LOAN TRUST 2010-1 N/A SLC STUDENT LOAN TRUST SLCLT 2010 1 A 78444WAA7 368142.410000 PA USD 368838.530000 0.0389841 Long ABS-O CORP US N 2 2042-11-25 Floating 2.7845 N N N N N N SLC STUDENT LOAN TRUST-2006-2 N/A SLC STUDENT LOAN TRUST SLCLT 2006 2 A5 784428AE4 79394.890000 PA USD 79195.680000 0.0083705 Long ABS-O CORP US N 2 2026-09-15 Floating 1.99363 N N N N N N SLM CONSOLIDATION STUD LN TRUST 2004-10 N/A SLM STUDENT LOAN TRUST SLMA 2004 10 A6B 144A 78442GNH5 372406.900000 PA USD 372470.950000 0.0393681 Long ABS-O CORP US N 2 2026-04-27 Floating 2.48963 N N N N N N SLM STUDENT LOAN TRUST 2003-10A N/A SLM STUDENT LOAN TRUST SLMA 2003 10A A3 144A 78442GJG2 970830.010000 PA USD 970032.570000 0.1025270 Long ABS-O CORP US N 2 2027-12-15 Floating 2.36363 N N N N N N SLM STUDENT LOAN TRUST 2005-4 N/A SLM STUDENT LOAN TRUST SLMA 2005 4 A3 78442GPG5 337958.460000 PA USD 335319.920000 0.0354414 Long ABS-O CORP US N 2 2027-01-25 Floating 2.05963 N N N N N N SLM STUDENT LOAN TRUST 2005-5 N/A SLM STUDENT LOAN TRUST SLMA 2005 5 A4 78442GPQ3 2118382.580000 PA USD 2097137.110000 0.2216555 Long ABS-O CORP US N 2 2028-10-25 Floating 2.07963 N N N N N N SLM STUDENT LOAN TRUST 2006-6 N/A SLM STUDENT LOAN TRUST SLMA 2006 6 A3 83149FAC8 9488.220000 PA USD 9483.150000 0.0010023 Long ABS-O CORP US N 2 2025-10-27 Floating 2.04963 N N N N N N SLM STUDENT LOAN TRUST 2006-8 N/A SLM STUDENT LOAN TRUST SLMA 2006 8 A5 78443HAE3 149393.440000 PA USD 149036.050000 0.0157523 Long ABS-O CORP US N 2 2025-01-27 Floating 2.04963 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 07/21 2.65 78448TAA0 1100000.000000 PA USD 1107742.000000 0.1170821 Long DBT CORP IE N 2 2021-07-15 Fixed 2.65 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE SR UNSECURED 144A 04/21 VAR 83368RAH5 400000.000000 PA USD 405342.380000 0.0428424 Long DBT CORP FR N 2 2021-04-08 Floating 3.357 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A SPRINT SPECTRUM / SPEC I SR SECURED 144A 03/23 3.36 85208NAA8 1356250.000000 PA USD 1370015.940000 0.1448029 Long DBT CORP US N 2 2023-03-20 Variable 3.36 N N N N N N STATE BANK OF INDIA/LONDON BRANCH 5493001JZ37UBBZF6L49 STATE BANK INDIA/LONDON SR UNSECURED REGS 04/20 VAR ACI0TFDW6 1000000.000000 PA USD 1000900.000000 0.1057895 Long DBT CORP IN N 2 2020-04-06 Floating 2.99313 N N N N N N STUDENT LOAN MARKETING ASSOC 2006-10 N/A SLM STUDENT LOAN TRUST SLMA 2006 10 A5A 78443BAF3 117230.040000 PA USD 117041.510000 0.0123706 Long ABS-O CORP US N 2 2027-04-25 Floating 2.03963 N N N N N N STUDENT LOAN MARKETING ASSOC 2007-1 N/A SLM STUDENT LOAN TRUST SLMA 2007 1 A5 78443VAE2 1719587.560000 PA USD 1714525.440000 0.1812156 Long ABS-O CORP US N 2 2026-01-26 Floating 2.02963 N N N N N N SUDBURY MILL CLO LTD 2013-1A N/A SUDBURY MILL CLO LTD SUDSM 2013 1A A1R 144A 864662AM3 516179.590000 PA USD 516479.790000 0.0545890 Long ABS-CBDO CORP KY N 2 2026-01-17 Floating 3.15213 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 07/24 2.696 86562MBM1 2900000.000000 PA USD 2940969.140000 0.3108438 Long DBT CORP JP N 2 2024-07-16 Fixed 2.696 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 10/21 2.442 86562MAH3 900000.000000 PA USD 908202.140000 0.0959918 Long DBT CORP JP N 2 2021-10-19 Fixed 2.442 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 SVENSKA HANDELSBANKEN AB COMPANY GUAR 10/20 2.4 86960BAJ1 2300000.000000 PA USD 2307717.930000 0.2439127 Long DBT CORP SE N 2 2020-10-01 Fixed 2.4 N N N N N N SYMPHONY CLO XII LTD 2013-12A N/A CALIFORNIA STREET CLO XII, LTD SYMP 2013 12A AR 144A 13080BAA9 494754.770000 PA USD 494900.780000 0.0523082 Long ABS-CBDO CORP KY N 2 2025-10-15 Floating 3.03088 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 SYNCHRONY FINANCIAL SR UNSECURED 02/20 VAR 87165BAF0 900000.000000 PA USD 900718.610000 0.0952009 Long DBT CORP US N 2 2020-02-03 Floating 3.13225 N N N N N N TELOS CLO LTD 2014-6A N/A TELOS CLO LTD TELOS 2014 6A A1R 144A 87970UAS5 770599.570000 PA USD 770714.180000 0.0814601 Long ABS-CBDO CORP KY N 2 2027-01-17 Floating 3.27213 N N N N N N TENNESSEE VALLEY AUTHORITY (TVA) 549300HE1ISW43LNKM54 TENN VALLEY AUTHORITY SR UNSECURED 03/20 2.25 880591EV0 2300000.000000 PA USD 2302905.820000 0.2434041 Long DBT USGA US N 2 2020-03-15 Fixed 2.25 N N N N N N TICP CLO II LTD 2018-IIA N/A TICP CLO LTD TICP 2018 IIA A1 144A 87249TAC8 1000000.000000 PA USD 994764.080000 0.1051409 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 2.80588 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/22 VAR 89236TFD2 100000.000000 PA USD 100327.030000 0.0106040 Long DBT CORP US N 2 2022-05-17 Floating 2.30413 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2019-FL3 N/A TPG REAL ESTATE FINANCE TRTX 2019 FL3 A 144A 87276VAA3 3500000.000000 PA USD 3502618.700000 0.3702070 Long ABS-O CORP KY N 2 2034-10-15 Floating 2.88975 N N N N N N TRALEE CLO V LTD 2018-5A N/A TRALEE CLO LTD TRAL 2018 5A A1 144A 89300JAA6 850000.000000 PA USD 846138.720000 0.0894321 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 3.07588 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 AIA GROUP LTD SR UNSECURED 144A 09/21 VAR 00131LAG0 1700000.000000 PA USD 1701457.500000 0.1798344 Long DBT CORP HK N 2 2021-09-20 Floating 2.428 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 TYSON FOODS INC SR UNSECURED 08/20 VAR 902494BE2 600000.000000 PA USD 600668.870000 0.0634873 Long DBT CORP US N 2 2020-08-21 Floating 2.34463 N N N N N N UBS AG/LONDON BRANCH BFM8T61CT2L1QCEMIK50 UBS AG LONDON SR UNSECURED 144A 12/20 2.45 902674XK1 2250000.000000 PA USD 2258376.890000 0.2386977 Long DBT CORP CH N 2 2020-12-01 Fixed 2.45 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C11 N/A UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 C11 ASB 90276XAS4 2000000.000000 PA USD 2164837.400000 0.2288111 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.1186 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C8 N/A UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 C8 ASB 90276VAC3 1500000.000000 PA USD 1607347.050000 0.1698875 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.903 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2019-C16 N/A UBS COMMERCIAL MORTGAGE TRUST UBSCM 2019 C16 ASB 90276YAC7 3200000.000000 PA USD 3366297.600000 0.3557986 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.4603 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS GROUP AG SR UNSECURED 144A 08/23 VAR 90352JAE3 1500000.000000 PA USD 1524092.730000 0.1610880 Long DBT CORP CH N 2 2023-08-15 Floating 2.859 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS GROUP AG SR UNSECURED 144A 09/20 2.95 90351DAA5 1610000.000000 PA USD 1621427.060000 0.1713757 Long DBT CORP CH N 2 2020-09-24 Fixed 2.95 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE 01F030421 8200000.000000 PA USD 8396736.200000 0.8874875 Long ABS-MBS USGSE US N 2 2035-02-18 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 15 YR 3.5 SINGLE FAMILY MORTGAGE 01F032427 10300000.000000 PA USD 10673832.110000 1.1281636 Long ABS-MBS USGSE US N 2 2035-02-18 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE 01F022626 3000000.000000 PA USD 2963174.340000 0.3131908 Long ABS-MBS USGSE US N 2 2050-02-12 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE 01F030629 6400000.000000 PA USD 6482983.170000 0.6852146 Long ABS-MBS USGSE US N 2 2050-02-12 Fixed 3 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A UNITED AIR 2019 1 A PTT PASS THRU CE 08/31 4.55 90931EAA2 1543318.670000 PA USD 1670293.050000 0.1765405 Long DBT CORP US N 2 2031-08-25 Fixed 4.55 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 03/21 2.25 912828C57 4900000.000000 PA USD 4937901.550000 0.5219082 Long DBT UST US N 2 2021-03-31 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 04/21 2.25 912828WG1 20000000.000000 PA USD 20170390.400000 2.1318961 Long DBT UST US N 2 2021-04-30 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 04/21 2.375 9128284G2 14300000.000000 PA USD 14437768.920000 1.5259905 Long DBT UST US N 2 2021-04-15 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/21 2.125 9128286V7 16000000.000000 PA USD 16115167.360000 1.7032820 Long DBT UST US N 2 2021-05-31 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 07/21 1.75 9128287F1 112500000.000000 PA USD 112767221.250000 11.9188571 Long DBT UST US N 2 2021-07-31 Fixed 1.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/21 1.5 912828YC8 13000000.000000 PA USD 12978734.730000 1.3717788 Long DBT UST US N 2 2021-08-31 Fixed 1.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/21 1.5 912828YT1 72400000.000000 PA USD 72292228.260000 7.6408794 Long DBT UST US N 2 2021-11-30 Fixed 1.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/24 1.5 912828YV6 6000000.000000 PA USD 5946535.980000 0.6285152 Long DBT UST US N 2 2024-11-30 Fixed 1.5 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 UNITED TECHNOLOGIES CORP SR UNSECURED 08/21 VAR 913017CZ0 2100000.000000 PA USD 2100281.480000 0.2219879 Long DBT CORP US N 2 2021-08-16 Floating 2.55413 N N N N N N UNIVERSITY OF ARIZONA N/A ARIZONA BRD OF RGTS UNIV ARIZO AZSHGR 08/35 FIXED 6.423 040484DX2 900000.000000 PA USD 921924.000000 0.0974421 Long DBT MUN US N 2 2035-08-01 Fixed 6.423 N N N N N N UNIVERSITY OF CALIFORNIA N/A UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/21 FIXED 2.3 91412GQC2 250000.000000 PA USD 251817.500000 0.0266157 Long DBT MUN US N 2 2021-05-15 Fixed 2.3 N N N N N N UNIVERSITY OF COLORADO N/A UNIV OF COLORADO CO ENTERPRISE UCOHGR 06/20 FIXED 2.001 91417KM65 485000.000000 PA USD 485397.700000 0.0513038 Long DBT MUN US N 2 2020-06-01 Fixed 2.001 N N N N N N UNIVERSITY OF MASSACHUSETTS BUILDING AUTHORITY 6ILE2573NPR1XO2TR556 UNIV OF MASSACHUSETTS MA BLDG UMAFAC 05/29 FIXED 6.423 914440KJ0 40000.000000 PA USD 40137.600000 0.0042423 Long DBT MUN US N 2 2029-05-01 Fixed 6.423 N N N N N N US BANK NA/CINCINNATI BRANCH 6BYL5QZYBDK8S7L73M02 US BANK NA CINCINNATI SR UNSECURED 04/21 VAR 90331HNQ2 2650000.000000 PA USD 2657036.680000 0.2808337 Long DBT CORP US N 2 2021-04-26 Floating 2.25563 N N N N N N VENTURE CDO LTD 2016-25A N/A VENTURE CDO LTD VENTR 2016 25A AR 144A 92329VAQ5 1400000.000000 PA USD 1398842.240000 0.1478497 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 2.99205 N N N N N N VENTURE CDO LTD 2018-35A N/A VENTURE CDO LTD VENTR 2018 35A AS 144A 92331XAC8 5500000.000000 PA USD 5503867.880000 0.5817277 Long ABS-CBDO CORP KY N 2 2031-10-22 Floating 3.10325 N N N N N N VMC FINANCE LLC 2018-FL2 N/A VMC FINANCE LLC VMC 2018 FL2 A 144A 91832YAA6 1428323.000000 PA USD 1427863.580000 0.1509171 Long ABS-MBS CORP US N 2 2035-10-15 Floating 2.65738 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 VMWARE INC SR UNSECURED 08/20 2.3 928563AA3 1500000.000000 PA USD 1502268.860000 0.1587813 Long DBT CORP US N 2 2020-08-21 Fixed 2.3 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/21 2.5 928668AX0 770000.000000 PA USD 776858.010000 0.0821095 Long DBT CORP US N 2 2021-09-24 Fixed 2.5 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/20 3.875 928668AN2 1700000.000000 PA USD 1727902.080000 0.1826295 Long DBT CORP US N 2 2020-11-13 Fixed 3.875 N N N N N N VOYA CLO LTD 2014-3A N/A VOYA CLO LTD VOYA 2014 3A A1R 144A 92912QAG1 837602.450000 PA USD 836768.190000 0.0884417 Long ABS-CBDO CORP KY N 2 2026-07-25 Floating 2.65963 N N N N N N WAHA AEROSPACE BV 724500LWXEPYZZML5113 WAHA AEROSPACE BV GOVT GUARANT REGS 07/20 3.925 989NPSII9 92000.000000 PA USD 92624.860000 0.0097899 Long DBT CORP NL N 2 2020-07-28 Fixed 3.925 N N N N N N WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC N/A WEA FINANCE LLC/WESTFIEL COMPANY GUAR 144A 10/20 3.25 92890HAE2 400000.000000 PA USD 403250.180000 0.0426213 Long DBT CORP US N 2 2020-10-05 Fixed 3.25 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 01/23 VAR 949746SL6 5300000.000000 PA USD 5371422.060000 0.5677289 Long DBT CORP US N 2 2023-01-24 Floating 3.046 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 04/26 3 949746RW3 1800000.000000 PA USD 1850496.140000 0.1955870 Long DBT CORP US N 2 2026-04-22 Fixed 3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 09/24 3.3 94974BGA2 2000000.000000 PA USD 2098041.660000 0.2217511 Long DBT CORP US N 2 2024-09-09 Fixed 3.3 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 N/A WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 BNK1 ASB 95000GAZ7 1300000.000000 PA USD 1314776.970000 0.1389645 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.514 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 N/A WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C34 ASB 95000DBE0 1000000.000000 PA USD 1020301.000000 0.1078400 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 2.911 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41 N/A WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 C41 ASB 95001ABB1 1200000.000000 PA USD 1257777.120000 0.1329399 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.39 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45 N/A WELLS FARGO COMMERCIAL MORTGAG WFCM 2018 C45 ASB 95001NAW8 600000.000000 PA USD 654529.440000 0.0691801 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.147 N N N N N N WIND RIVER CLO LTD 2015-2A N/A WIND RIVER CLO LTD WINDR 2015 2A A1R 144A 88432GAL1 2570000.000000 PA USD 2569945.440000 0.2716287 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 2.85613 N N N N N N WIND RIVER CLO LTD 2015-2A N/A WIND RIVER CLO LTD WINDR 2015 2A A2R 144A 88432GAN7 1567500.000000 PA USD 1565653.200000 0.1654807 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 2.85613 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 ZIMMER BIOMET HOLDINGS SR UNSECURED 03/21 VAR 98956PAP7 2300000.000000 PA USD 2300240.790000 0.2431224 Long DBT CORP US N 2 2021-03-19 Floating 2.6525 N N N N N N N/A N/A PARIBAS REPO 000000000 31100000.000000 PA USD 31100000.000000 3.2870940 Long RA US N 2 Repurchase N 1.6300000 2020-01-02 28144800.000000 USD 31504035.830000 USD UST N N N AMERICA WEST AIRLINES 2000-1 PASS THROUGH TRUST N/A AMERICA WEST AIR 2000 1 PASS THRU CE 01/22 8.057 023650AG9 79528.840000 PA USD 81890.240000 0.0086553 Long DBT CORP US N 2 2022-01-02 Fixed 8.057 N N N N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 023770AA8 1477272.490000 PA USD 1535253.810000 0.1622676 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N N/A 5493000C01ZX7D35SD85 BERKSHIRE HATHAWAY INC SNR S* ICE 000000000 1.000000 NC USD 17409.270000 0.0018401 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2021-06-21 30288.990000 USD 0.000000 USD 1300000.000000 USD -12879.720000 N N N N/A 5493000C01ZX7D35SD85 BERKSHIRE HATHAWAY INC SNR S* ICE 000000000 1.000000 NC USD 20057.550000 0.0021200 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2021-12-21 27453.050000 USD 0.000000 USD 1150000.000000 USD -7395.500000 N N N N/A 5493000C01ZX7D35SD85 BERKSHIRE HATHAWAY INC SNR S* ICE 000000000 1.000000 NC USD 9392.460000 0.0009927 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2022-06-21 10583.200000 USD 0.000000 USD 450000.000000 USD -1190.740000 N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 AMERICAN INTL GROUP SR UNSECURED 06/22 4.875 026874CU9 138000.000000 PA USD 147309.490000 0.0155698 Long DBT CORP US N 2 2022-06-01 Fixed 4.875 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 AMERICAN TOWER CORP SR UNSECURED 06/23 3 03027XAQ3 1700000.000000 PA USD 1741019.490000 0.1840159 Long DBT CORP US N 2 2023-06-15 Fixed 3 N N N N N N N/A N/A 90DAY EUR FUTR DEC20 XCME 20201214 000000000 264.000000 NC USD -115059.780000 -0.0121612 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long N/A EUOD 2020-12-14 64930800.000000 USD -115059.780000 N N N N/A 3C7474T6CDKPR9K6YT90 GENERAL ELECTRIC COMPANY SNR S* ICE 000000000 1.000000 NC USD 18417.580000 0.0019466 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO Y Single Leg Swap 2024-12-21 0.000000 USD -45399.190000 USD 2600000.000000 USD 63816.770000 N N N APPLE INC HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 09/22 1.7 037833DL1 2000000.000000 PA USD 1998321.620000 0.2112113 Long DBT CORP US N 2 2022-09-11 Fixed 1.7 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2017-FL3 N/A ARBOR REALTY COLLATERALIZED LO ARCLO 2017 FL3 A 144A 03880GAA1 2000000.000000 PA USD 1999543.260000 0.2113404 Long ABS-CBDO CORP KY N 2 2027-12-15 Floating 2.72975 N N N N N N N/A 549300WR7IX8XE0TBO16 KINDER MORGAN INC SNR S* ICE 000000000 1.000000 NC USD 15480.000000 0.0016361 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 KINDER MORGAN INC KINDER MORGAN INC/DELAWA SR UNSEC Y Single Leg Swap 2021-12-21 18812.900000 USD 0.000000 USD 900000.000000 USD -3332.900000 N N N N/A C4BXATY60WC6XEOZDX54 METLIFE INC SNR S* ICE 000000000 1.000000 NC USD 13482.990000 0.0014251 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 METLIFE INC METLIFE INC Y Single Leg Swap 2021-12-21 20369.780000 USD 0.000000 USD 800000.000000 USD -6886.790000 N N N N/A C4BXATY60WC6XEOZDX54 METLIFE INC SNR S* ICE 000000000 1.000000 NC USD 5863.990000 0.0006198 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 METLIFE INC METLIFE INC Y Single Leg Swap 2022-06-21 7494.070000 USD 0.000000 USD 300000.000000 USD -1630.080000 N N N N/A C4BXATY60WC6XEOZDX54 METLIFE INC SNR S* ICE 000000000 1.000000 NC USD 6666.520000 0.0007046 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 METLIFE INC METLIFE INC Y Single Leg Swap 2022-12-21 7135.270000 USD 0.000000 USD 300000.000000 USD -468.750000 N N N N/A C4BXATY60WC6XEOZDX54 METLIFE INC SNR S* ICE 000000000 1.000000 NC USD 78243.340000 0.0082699 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 METLIFE INC METLIFE INC SR UNSEC Y Single Leg Swap 2024-12-21 54768.400000 USD 0.000000 USD 3200000.000000 USD 23474.940000 N N N N/A 254900EGTWEU67VP6075 MEXICO LA SP HUS 000000000 1.000000 NC USD 3511.870000 0.0003712 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) GLOBAL SR NT Y Single Leg Swap 2021-12-21 0.000000 USD -3262.920000 USD 250000.000000 USD 6774.790000 N N N AREIT TRUST 2019-CRE3 N/A AREIT CRE TRUST AREIT 2019 CRE3 A 144A 00217LAA0 3000000.000000 PA USD 3000299.250000 0.3171147 Long ABS-MBS CORP US N 2 2036-09-14 Floating 2.75975 N N N N N N 2020-02-10 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX