NPORT-P false 0000810893 XXXXXXXX S000037098 C000114209 C000114212 C000200464 C000114210 C000114208 C000166287 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Short Asset Investment Fund S000037098 1O6WJSO68YQ4C8FMUN43 2020-03-31 2020-03-31 N 4475020474.260000 427946252.750000 4047074221.510000 0.000000 0.000000 155372743.390000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 USD N ARI FLEET LEASE TRUST 2019-A N/A 04033JAC5 10000000.000000 PA USD 9811907.000000 0.2424445 Long ABS-O CORP US N 2 2027-11-15 Floating 1.18463 N N N N N N N/A N/A 000000000 1.000000 NC USD -5471581.930000 -0.1351985 N/A DIR US N 2 London Clearing house N/A N/A US Federal Funds Effective Rate (continuous series) Y 2022-03-01 88939.040000 USD 0.000000 USD 123200000.000000 USD -5560520.970000 N N N N/A 254900HROIFWPRGM1V77 000000000 820.000000 NC USD 440265.380000 0.0108786 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-06-19 113723750.000000 USD 440265.380000 N N N N/A 254900HROIFWPRGM1V77 000000000 -261.000000 NC USD -2305165.830000 -0.0569588 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-06-19 -40724156.250000 USD -2305165.830000 N N N N/A 254900HROIFWPRGM1V77 000000000 1008.000000 NC USD 3545818.120000 0.0876144 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-06-30 222145874.500000 USD 3545818.120000 N N N AT&T INC 549300Z40J86GGSTL398 00206RCK6 605000.000000 PA USD 601085.490000 0.0148523 Long DBT CORP US N 2 2020-06-30 Floating 2.30463 N N N N N N N/A 254900HROIFWPRGM1V77 000000000 -1145.000000 NC USD -2817521.720000 -0.0696187 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-06-30 -143536484.380000 USD -2817521.720000 N N N AT&T INC 549300Z40J86GGSTL398 00206RFZ0 25400000.000000 PA USD 24667508.700000 0.6095146 Long DBT CORP US N 2 2021-06-01 Floating 2.33038 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDV1 11240000.000000 PA USD 11047981.800000 0.2729869 Long DBT CORP US N 2 2021-07-15 Floating 2.78125 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 05348EBD0 1800000.000000 PA USD 1771713.110000 0.0437776 Long DBT CORP US N 2 2021-01-15 Floating 2.26125 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAD5 3433000.000000 PA USD 3403816.990000 0.0841056 Long DBT CORP US N 2 2021-04-06 Fixed 6.75 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAG6 12800000.000000 PA USD 12223115.780000 0.3020235 Long DBT CORP US N 2 2021-06-01 Floating 2.53038 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAA1 2633000.000000 PA USD 2603861.170000 0.0643393 Long DBT CORP US N 2 2020-10-15 Fixed 7.125 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369BD63 36000000.000000 PA USD 35996015.880000 0.8894331 Long DBT CORP US N 2 2020-04-06 None 0 N N N N N N BAE SYSTEMS HOLDINGS INC MF62XBVMNYTYMC18DL76 1104A2F81 40000000.000000 PA USD 39747383.200000 0.9821264 Long DBT CORP US N 2 2020-06-08 None 0 N N N N N N BANCORP COMMERCIAL MORTGAGE TRUST 2019-CRE6 N/A 05973BAA5 6458743.710000 PA USD 6160021.000000 0.1522092 Long ABS-MBS CORP US N 2 2036-09-15 Floating 1.75463 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 06050TML3 39000000.000000 PA USD 38277727.800000 0.9458123 Long DBT CORP US N 2 2021-05-24 Floating 2.03275 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739FJK8 5327000.000000 PA USD 5220456.220000 0.1289933 Long DBT CORP GB N 2 2021-01-11 Floating 2.30788 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06744CFV8 10000000.000000 PA USD 9961833.800000 0.2461490 Long DBT CORP GB N 2 2020-08-07 Floating 2.39163 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAL9 6733000.000000 PA USD 6736770.480000 0.1664603 Long DBT CORP GB N 2 2021-01-12 Fixed 3.25 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAG0 2500000.000000 PA USD 2489811.750000 0.0615213 Long DBT CORP GB N 2 2020-06-08 Fixed 2.875 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAR6 12500000.000000 PA USD 12075812.880000 0.2983838 Long DBT CORP GB N 2 2021-08-10 Floating 3.84413 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAT2 30900000.000000 PA USD 30395102.030000 0.7510389 Long DBT CORP US N 2 2020-08-14 Floating 2.29375 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAX3 8400000.000000 PA USD 7745024.870000 0.1913734 Long DBT CORP US N 2 2022-08-15 Floating 2.57175 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAA1 1000000.000000 PA USD 1002216.040000 0.0247640 Long DBT CORP US N 2 2021-06-25 Fixed 3.5 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAC7 9195000.000000 PA USD 8902304.850000 0.2199689 Long DBT CORP US N 2 2021-06-25 Floating 1.84563 N N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BR9 2004000.000000 PA USD 1997828.600000 0.0493648 Long DBT CORP US N 2 2020-06-05 Fixed 2.404 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EAV7 1500000.000000 PA USD 1454168.810000 0.0359314 Long DBT CORP US N 2 2021-04-12 Floating 2.25788 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBD6 16200000.000000 PA USD 15578053.000000 0.3849214 Long DBT CORP US N 2 2021-08-13 Floating 2.20725 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 09681MAG3 9390000.000000 PA USD 9402488.700000 0.2323281 Long DBT CORP SG N 2 2021-05-02 Floating 2.81325 N N N N N N BRASS NO 8 PLC 8A N/A 10554MAA8 4289346.840000 PA USD 4195787.610000 0.1036746 Long ABS-MBS CORP GB N 2 2066-11-16 Floating 2.39163 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CF3 8000000.000000 PA USD 7807938.560000 0.1929280 Long DBT CORP US N 2 2022-05-16 Floating 2.07175 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAG8 6200000.000000 PA USD 6097596.580000 0.1506668 Long DBT CORP US N 2 2022-02-01 Floating 2.81325 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135MD29 32800000.000000 PA USD 32795132.810000 0.8103418 Long DBT CORP US N 2 2020-04-02 None 0 N N N N N N CALIFORNIA STATE N/A 13063DAF5 6000000.000000 PA USD 6047880.000000 0.1494383 Long DBT MUN US N 2 2047-04-01 Floating 1.773 N N N N N N CALIFORNIA STATE N/A 13063CHG8 5000000.000000 PA USD 5001200.000000 0.1235757 Long DBT MUN US N 2 2028-12-01 Floating 1.395 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BC2 1000000.000000 PA USD 968301.130000 0.0239260 Long DBT CORP US N 2 2021-03-15 Floating 1.3705 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 13443CD65 16000000.000000 PA USD 15994797.280000 0.3952188 Long DBT CORP US N 2 2020-04-06 None 0 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 13607GKW3 13500000.000000 PA USD 12874678.920000 0.3181231 Long DBT CORP CA N 2 2023-03-17 Floating 2.30234 N N N N N N CARDS II TRUST 2019-1A N/A 14161GBV1 13680000.000000 PA USD 13450091.180000 0.3323411 Long ABS-MBS CORP CA N 2 2024-05-15 Floating 1.09463 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14913Q2K4 600000.000000 PA USD 598486.770000 0.0147881 Long DBT CORP US N 2 2020-05-15 Floating 1.87175 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14913Q2X6 5100000.000000 PA USD 4997310.990000 0.1234796 Long DBT CORP US N 2 2021-05-17 Floating 2.08175 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0SQFL5 13760000.000000 PA USD 13375637.380000 0.3305014 Long DBT CORP JP N 2 2022-03-03 Floating 2.27275 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0M4ZZ7 2000000.000000 PA USD 2017421.180000 0.0498489 Long DBT CORP JP N 2 2021-04-23 Floating 2.87625 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0WD1P5 30100000.000000 PA USD 29886670.460000 0.7384760 Long DBT CORP JP N 2 2020-08-04 Floating 2.29113 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 BYQCJ7II7 1000000.000000 PA USD 993922.130000 0.0245590 Long DBT CORP JP N 2 2020-09-17 Floating 1.61313 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0PMVY1 8000000.000000 PA USD 7810441.280000 0.1929898 Long DBT CORP JP N 2 2021-09-14 Floating 1.5905 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BP8 4900000.000000 PA USD 4762460.090000 0.1176766 Long DBT CORP US N 2 2024-02-01 Floating 3.41325 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AX2 10000000.000000 PA USD 9969526.200000 0.2463391 Long DBT CORP US N 2 2020-07-23 Fixed 3.579 N N N N N N CHESAPEAKE FUNDING II LLC 2018-2A N/A 165183BP8 9651658.050000 PA USD 9473099.480000 0.2340728 Long ABS-O CORP US N 2 2030-08-15 Floating 1.07463 N N N N N N CHESAPEAKE FUNDING II LLC 2019-1A N/A 165183BY9 14181707.960000 PA USD 14126722.640000 0.3490601 Long ABS-O CORP US N 2 2031-04-15 Fixed 2.94 N N N N N N CIFC FUNDING LTD 2015-5A N/A 12547UAL2 3100000.000000 PA USD 3047406.050000 0.0752990 Long ABS-CBDO CORP KY N 2 2027-10-25 Floating 2.65413 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAX6 8550000.000000 PA USD 8264120.320000 0.2041999 Long DBT CORP US N 2 2022-05-20 Floating 2.29463 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KX8 13701000.000000 PA USD 13401315.700000 0.3311359 Long DBT CORP US N 2 2023-09-01 Floating 3.01038 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC38 8000000.000000 PA USD 7518298.320000 0.1857712 Long DBT CORP US N 2 2022-11-04 Floating 2.42944 N N N N N N CK HUTCHISON INTERNATIONAL (17) LIMITED 254900TNOJOSKVTDPK87 G2178XAA0 3136000.000000 PA USD 3138852.690000 0.0775586 Long DBT CORP KY N 2 2020-09-29 Fixed 2.25 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887BW1 27940000.000000 PA USD 27573118.460000 0.6813099 Long DBT CORP US N 2 2020-10-09 Floating 2.378 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAV0 7700000.000000 PA USD 7657561.760000 0.1892123 Long DBT CORP US N 2 2020-11-06 Fixed 2.25 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBA5 3000000.000000 PA USD 2828672.880000 0.0698943 Long DBT CORP US N 2 2021-11-15 Floating 2.39175 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH ANGGYXNX0JLX3X63JN86 22550L2A8 17800000.000000 PA USD 17733258.900000 0.4381748 Long DBT CORP CH N 2 2021-11-12 Fixed 2.1 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AM3 4500000.000000 PA USD 4529845.040000 0.1119289 Long DBT CORP GG N 2 2021-04-16 Fixed 3.45 N N N N N N CRH AMERICA INC 549300RN11MJ182CNF63 12626PAL7 1300000.000000 PA USD 1337038.310000 0.0330372 Long DBT CORP US N 2 2021-01-15 Fixed 5.75 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DA9 4900000.000000 PA USD 4724788.740000 0.1167458 Long DBT CORP US N 2 2021-02-12 Floating 2.14313 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DC5 2000000.000000 PA USD 1931014.000000 0.0477138 Long DBT CORP US N 2 2021-02-22 Floating 2.13275 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DV3 33000000.000000 PA USD 30595086.720000 0.7559804 Long DBT CORP US N 2 2022-02-15 Floating 2.59175 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DK7 10000000.000000 PA USD 9614648.200000 0.2375703 Long DBT CORP US N 2 2021-05-04 Floating 2.30113 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAD3 11065000.000000 PA USD 10987421.850000 0.2714905 Long DBT CORP DK N 2 2020-09-17 Fixed 2.75 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAU5 500000.000000 PA USD 495392.270000 0.0122408 Long DBT CORP DK N 2 2022-09-20 Floating 3.001 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAD5 25723000.000000 PA USD 26007604.160000 0.6426273 Long DBT CORP US N 2 2021-06-15 Fixed 4.42 N N N N N N DNB BANK ASA (AKA: DNB NOR BANK ASA) 549300GKFG0RYRRQ1414 23329PAB6 481000.000000 PA USD 476825.190000 0.0117820 Long DBT CORP NO N 2 2020-10-02 Floating 1.8205 N N N N N N DNB BANK ASA (AKA: DNB NOR BANK ASA) 549300GKFG0RYRRQ1414 23329PAD2 17000000.000000 PA USD 16201233.750000 0.4003197 Long DBT CORP NO N 2 2022-12-02 Floating 2.20038 N N N N N N DOMINION ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 257375AM7 4500000.000000 PA USD 4326064.020000 0.1068936 Long DBT CORP US N 2 2021-06-15 Floating 1.3405 N N N N N N DOOSAN HEAVY INDUSTRIES & CONSTRUCTION CO LTD 988400TK5NA3GLSTN506 25809UAA1 9600000.000000 PA USD 9605038.850000 0.2373329 Long DBT CORP KR N 2 2020-04-27 Fixed 2.125 N N N N N N DRYDEN XXV SENIOR LOAN FUND 2012-25A N/A 26250JAS9 5401270.290000 PA USD 5178285.710000 0.1279513 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 2.73125 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBD6 3700000.000000 PA USD 3607424.190000 0.0891366 Long DBT CORP US N 2 2022-03-11 Floating 1.41813 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 26444HAG6 8300000.000000 PA USD 8002270.370000 0.1977298 Long DBT CORP US N 2 2021-11-26 Floating 1.89663 N N N N N N EMIRATES NBD BANK PJSC 54930029BCN8HF3B1286 ACI0CHWZ2 2500000.000000 PA USD 2499667.500000 0.0617648 Long DBT CORP AE N 2 2020-05-06 Fixed 3 N N N N N N EMIRATES NBD PJSC/LONDON BRANCH 54930029BCN8HF3B1286 ACI1BX644 6000000.000000 PA USD 6010949.820000 0.1485258 Long DBT CORP AE N 2 2020-05-04 Fixed 2.85 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBB0 30000000.000000 PA USD 27890211.300000 0.6891450 Long DBT CORP CA N 2 2022-02-18 Floating 2.19463 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAP0 1000000.000000 PA USD 989270.630000 0.0244441 Long DBT CORP CA N 2 2020-06-15 Floating 1.4405 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29366EE44 6000000.000000 PA USD 5990718.000000 0.1480259 Long DBT CORP US N 2 2020-05-04 None 0 N N N N N N ENTERPRISE FLEET FINANCING 2019-3 LLC N/A 29374WAB2 5400000.000000 PA USD 5384671.560000 0.1330510 Long ABS-O CORP US N 2 2025-05-20 Fixed 2.06 N N N N N N EVERGREEN CREDIT CARD TRUST SERIES 2019-3 N/A 30023JBP2 40000000.000000 PA USD 39146620.000000 0.9672820 Long ABS-MBS CORP CA N 2 2023-10-16 Floating 1.07463 N N N N N N FANNIE MAE 2006-43 N/A 31395DE47 537915.910000 PA USD 530732.530000 0.0131140 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 1.24663 N N N N N N FANNIE MAE 2007-44 N/A 31396VWM6 793672.000000 PA USD 782036.930000 0.0193235 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 1.24663 N N N N N N FANNIE MAE 2010-74 N/A 31398RV36 92464.710000 PA USD 91964.780000 0.0022724 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 1.48663 N N N N N N FANNIE MAE REMICS 2006-27 N/A 31395BZF3 22209.380000 PA USD 22007.040000 0.0005438 Long ABS-MBS USGSE US N 2 2036-04-25 Floating 1.24663 N N N N N N FANNIE MAE REMICS 2011-99 N/A 3136A1KL8 230548.320000 PA USD 228687.240000 0.0056507 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 1.49663 N N N N N N FANNIE MAE REMICS 2012-27 N/A 3136A4CH0 197387.430000 PA USD 196287.170000 0.0048501 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 1.46663 N N N N N N FANNIE MAE REMICS 2012-6 N/A 3136A3RV5 635692.250000 PA USD 631380.600000 0.0156009 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 1.44663 N N N N N N FANNIE MAE REMICS 2012-89 N/A 3136A7W73 296732.660000 PA USD 296040.170000 0.0073149 Long ABS-MBS USGSE US N 2 2039-04-25 Floating 1.39663 N N N N N N FANNIE MAE REMICS 2012-9 N/A 3136A3D24 590355.720000 PA USD 585240.580000 0.0144608 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 1.34663 N N N N N N FANNIE MAE REMICS 2012-93 N/A 3136A8JQ4 840179.640000 PA USD 830721.230000 0.0205265 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 1.24663 N N N N N N FANNIE MAE REMICS 2013-57 N/A 3136AEHA8 286580.150000 PA USD 281974.430000 0.0069674 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 1.29663 N N N N N N FANNIE MAE REMICS 2014-69 N/A 3136ALXW6 4988094.600000 PA USD 4991616.190000 0.1233389 Long ABS-MBS USGSE US N 2 2044-11-25 Floating 2.005 N N N N N N FANNIE MAE REMICS 2014-84 N/A 3136AL2T7 25870169.000000 PA USD 25659482.340000 0.6340255 Long ABS-MBS USGSE US N 2 2044-12-25 Floating 2.005 N N N N N N FANNIE MAE REMICS 2015-64 N/A 3136AP3D2 4584328.050000 PA USD 4572081.930000 0.1129725 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 2.005 N N N N N N FANNIE MAE REMICS 2016-40 N/A 3136ASM60 5082171.600000 PA USD 5087685.760000 0.1257127 Long ABS-MBS USGSE US N 2 2046-07-25 Floating 2.105 N N N N N N FANNIE MAE REMICS 2019-53 N/A 3136B5K95 15180817.800000 PA USD 15184842.230000 0.3752054 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 2.055 N N N N N N FANNIE MAE-2006-56 N/A 31395NWK9 118870.750000 PA USD 117539.610000 0.0029043 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 1.29663 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GVFP8 30476000.000000 PA USD 30485797.120000 0.7532799 Long DBT USGSE US N 2 2025-03-12 Fixed 1.45 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GVJH2 45000000.000000 PA USD 44949548.250000 1.1106678 Long DBT USGSE US N 2 2025-04-03 Fixed 1.5 N N N N N N FIGUEROA CLO LTD 2014-1A N/A 31683YAJ3 2223178.970000 PA USD 2217266.600000 0.0547869 Long ABS-CBDO CORP KY N 2 2027-01-15 Floating 2.73125 N N N N N N FIRST ABU DHABI BANK PJSC 2138002Y3WMK6RZS8H90 ACI1B1WQ6 5500000.000000 PA USD 5292375.000000 0.1307704 Long DBT CORP AE N 2 2022-04-16 Floating 2.79263 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AN8 3200000.000000 PA USD 3190137.180000 0.0788258 Long DBT CORP US N 2 2020-06-01 Fixed 2.7 N N N N N N FLAGSHIP CLO LTD 2014-8A N/A 338422AQ1 631450.990000 PA USD 623377.950000 0.0154032 Long ABS-CBDO CORP KY N 2 2026-01-16 Floating 2.69263 N N N N N N FNMA PASS THRU POOLS N/A 3138ENEW5 5899660.750000 PA USD 5980704.090000 0.1477785 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 4.172 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2019-3 N/A 34528QHB3 7300000.000000 PA USD 6617374.810000 0.1635101 Long ABS-O CORP US N 2 2024-09-15 Floating 1.30463 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZL0 7900000.000000 PA USD 7506242.830000 0.1854733 Long DBT CORP US N 2 2021-01-07 Floating 4.42388 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540RAC0 23700000.000000 PA USD 22516827.980000 0.5563730 Long DBT CORP US N 2 2020-09-24 Floating 2.13413 N N N N N N FREDDIE MAC 2399 N/A 31339MXK9 220494.680000 PA USD 222208.010000 0.0054906 Long ABS-MBS USGSE US N 2 2032-01-15 Floating 1.65463 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF05 N/A 3137BEY73 355855.500000 PA USD 355030.020000 0.0087725 Long ABS-MBS USGSE US N 2 2021-09-25 Floating 1.86525 N N N N N N FREDDIE MAC REMICS 3344 N/A 31397JX82 401284.600000 PA USD 398258.870000 0.0098407 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 1.03463 N N N N N N FREDDIE MAC REMICS 3367 N/A 31397KGG0 658302.120000 PA USD 655613.420000 0.0161997 Long ABS-MBS USGSE US N 2 2037-09-15 Floating 1.25463 N N N N N N FREDDIE MAC REMICS 3382 N/A 31397PHA1 96232.260000 PA USD 96081.450000 0.0023741 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 1.30463 N N N N N N FREDDIE MAC REMICS 3505 N/A 31397YPE5 58548.210000 PA USD 59677.760000 0.0014746 Long ABS-MBS USGSE US N 2 2039-01-15 Floating 1.70463 N N N N N N FREDDIE MAC REMICS 3826 N/A 3137A7Q94 124513.830000 PA USD 123446.360000 0.0030503 Long ABS-MBS USGSE US N 2 2041-03-15 Floating 1.10463 N N N N N N FREDDIE MAC REMICS 3838 N/A 3137A9YG5 196433.820000 PA USD 195365.650000 0.0048273 Long ABS-MBS USGSE US N 2 2040-03-15 Floating 1.10463 N N N N N N FREDDIE MAC REMICS 3957 N/A 3137AHC30 185109.840000 PA USD 183612.150000 0.0045369 Long ABS-MBS USGSE US N 2 2041-11-15 Floating 1.25463 N N N N N N FREDDIE MAC REMICS 4263 N/A 3137B5QC0 507245.300000 PA USD 502456.240000 0.0124153 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 1.10463 N N N N N N FREDDIE MAC REMICS 4419 N/A 3137BFMR9 3346757.250000 PA USD 3345196.990000 0.0826572 Long ABS-MBS USGSE US N 2 2040-06-15 Floating 1.995 N N N N N N FREDDIE MAC REMICS 4521 N/A 3137BLN53 1502688.900000 PA USD 1503453.770000 0.0371492 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 1.985 N N N N N N FREDDIE MAC REMICS 4697 N/A 3137F2BF2 3776520.320000 PA USD 3778516.210000 0.0933641 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 2.005 N N N N N N FREDDIE MAC REMICS 4707 N/A 3137F2N36 5593279.560000 PA USD 5583823.560000 0.1379719 Long ABS-MBS USGSE US N 2 2044-09-15 Floating 2.005 N N N N N N FREDDIE MAC REMICS 4722 N/A 3137FAWH7 1343611.800000 PA USD 1329322.350000 0.0328465 Long ABS-MBS USGSE US N 2 2038-05-15 Floating 1.975 N N N N N N FREDDIE MAC REMICS 4736 N/A 3137FCHA5 9658090.200000 PA USD 9662401.570000 0.2387503 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 2.005 N N N N N N FREDDIE MAC REMICS 4842 N/A 3137FJG52 16045467.750000 PA USD 15858809.220000 0.3918586 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.005 N N N N N N FREDDIE MAC REMICS 4904 N/A 3137FN6L9 11025630.850000 PA USD 10957620.350000 0.2707541 Long ABS-MBS USGSE US N 2 2049-06-15 Floating 1.15463 N N N N N N FREDDIE MAC REMICS 4961 N/A 3137FRK91 16811241.690000 PA USD 17185463.290000 0.4246392 Long ABS-MBS USGSE US N 2 2034-07-25 Fixed 2.5 N N N N N N FREDDIE MAC REMICS-3913 N/A 3137AER98 20239.740000 PA USD 20040.440000 0.0004952 Long ABS-MBS USGSE US N 2 2041-08-15 Floating 1.20463 N N N N N N FREDDIE MAC REMICS-3977 N/A 3137AJZ31 518246.460000 PA USD 516140.200000 0.0127534 Long ABS-MBS USGSE US N 2 2041-12-15 Floating 1.22463 N N N N N N FREDDIE MAC STRIPS 328 N/A 31351DC90 3511807.200000 PA USD 3495979.520000 0.0863829 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 2.005 N N N N N N FREDDIE MAC STRIPS 330 N/A 31351DDT5 11068110.370000 PA USD 10909742.640000 0.2695711 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.005 N N N N N N FREDDIE MAC STRIPS 343 N/A 31351DEC1 9068004.000000 PA USD 9047868.860000 0.2235657 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.005 N N N N N N FREDDIE MAC-2614 N/A 31393QMP4 234630.410000 PA USD 239699.180000 0.0059228 Long ABS-MBS USGSE US N 2 2033-05-15 Floating 2.85575 N N N N N N FREDDIE MAC-3305 N/A 31397GTW0 389299.200000 PA USD 384364.950000 0.0094974 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 1.00463 N N N N N N FREDDIE MAC-3339 N/A 31397JYP3 529691.400000 PA USD 526150.150000 0.0130008 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 1.28463 N N N N N N FRESENIUS MEDICAL CARE US FINANCE INC B8RI7LM5Z25R6H3S2R89 35803QAA5 2550000.000000 PA USD 2615808.670000 0.0646346 Long DBT CORP US N 2 2021-02-15 Fixed 5.75 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448BB8 2400000.000000 PA USD 2353248.380000 0.0581469 Long DBT CORP US N 2 2021-11-05 Floating 2.461 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BB3 272000.000000 PA USD 272005.750000 0.0067210 Long DBT CORP US N 2 2020-05-11 Floating 2.02088 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36966THX3 5500000.000000 PA USD 5483885.220000 0.1355025 Long DBT CORP US N 2 2020-04-15 Floating 2.63125 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G2T0 1200000.000000 PA USD 1203096.000000 0.0297275 Long DBT CORP US N 2 2020-05-04 Fixed 5.55 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 37033LGC4 4000000.000000 PA USD 4019395.000000 0.0993161 Long DBT CORP US N 2 2022-10-15 Fixed 6.61 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAM2 16566000.000000 PA USD 16282271.960000 0.4023220 Long DBT CORP US N 2 2020-08-07 Floating 2.54163 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBF2 3050000.000000 PA USD 2936213.130000 0.0725515 Long DBT CORP US N 2 2021-03-01 Fixed 4.2 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBU9 12945000.000000 PA USD 12892940.000000 0.3185743 Long DBT CORP US N 2 2020-04-13 Floating 2.77788 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCH7 6340000.000000 PA USD 5708298.690000 0.1410475 Long DBT CORP US N 2 2021-04-09 Floating 2.728 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCB0 4700000.000000 PA USD 4561246.320000 0.1127048 Long DBT CORP US N 2 2020-11-06 Fixed 2.45 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCN4 2400000.000000 PA USD 2200790.930000 0.0543798 Long DBT CORP US N 2 2021-11-06 Floating 2.83738 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST 2018-4 N/A 361886BY9 10000000.000000 PA USD 9465347.000000 0.2338812 Long ABS-O CORP US N 2 2023-09-15 Floating 1.11463 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 53962856.200000 PA USD 523925370.800000 12.9457811 Long STIV RF US N 1 N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 51854357.470000 PA USD 509261644.740000 12.5834521 Long STIV RF US N 1 N N N GOLDEN CREDIT CARD TRUST 2018-1A N/A 380881EK4 1500000.000000 PA USD 1502288.700000 0.0371204 Long ABS-MBS CORP CA N 2 2023-01-15 Fixed 2.62 N N N N N N GOLDEN CREDIT CARD TRUST 2019-2A N/A 380881FA5 12700000.000000 PA USD 12411989.400000 0.3066904 Long ABS-MBS CORP CA N 2 2023-10-15 Floating 1.05463 N N N N N N GOLDMAN SACHS BANK USA/NEW YORK BRANCH KD3XUN7C6T14HNAYLU02 3814267X7 27414000.000000 PA USD 26667341.330000 0.6589289 Long DBT CORP US N 2 2021-05-24 Floating 2.16147 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVW1 4700000.000000 PA USD 4671935.080000 0.1154398 Long DBT CORP US N 2 2021-04-23 Floating 3.15413 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAF7 7000000.000000 PA USD 6861837.430000 0.1695506 Long DBT CORP US N 2 2021-11-15 Floating 2.86175 N N N N N N GOSFORTH FUNDING 2018-1 PLC 18-1A N/A 38312RAA1 4130546.600000 PA USD 4046626.280000 0.0999889 Long ABS-MBS CORP GB N 2 2060-08-25 Floating 2.12925 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-146 N/A 38377MWN2 90331.330000 PA USD 90307.740000 0.0022314 Long ABS-MBS USGSE US N 2 2039-06-20 Floating 1.17288 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-15 N/A 38376WXM2 1290857.940000 PA USD 1297455.640000 0.0320591 Long ABS-MBS USGSE US N 2 2040-02-20 Floating 1.51288 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-35 N/A 38376WE68 4233234.580000 PA USD 4246619.220000 0.1049306 Long ABS-MBS USGSE US N 2 2040-03-20 Floating 1.52288 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-37 N/A 38376XJP9 3288097.190000 PA USD 3312573.460000 0.0818511 Long ABS-MBS USGSE US N 2 2040-03-20 Floating 1.57288 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-4 N/A 38376TX98 1463980.870000 PA USD 1464177.920000 0.0361787 Long ABS-MBS USGSE US N 2 2040-01-16 Floating 1.40463 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-50 N/A 38376YGD7 3130283.200000 PA USD 3149597.990000 0.0778241 Long ABS-MBS USGSE US N 2 2040-04-20 Floating 1.54288 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H05 N/A 38375BKD3 355751.030000 PA USD 352476.160000 0.0087094 Long ABS-MBS USGSE US N 2 2060-12-20 Floating 2.16188 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H08 N/A 38375BQS4 711745.240000 PA USD 706279.960000 0.0174516 Long ABS-MBS USGSE US N 2 2062-04-20 Floating 2.23188 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H17 N/A 38375UNP1 54539.960000 PA USD 53630.970000 0.0013252 Long ABS-MBS USGSE US N 2 2064-07-20 Floating 2.16188 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20 N/A 38376RFG6 913011.290000 PA USD 896883.220000 0.0221613 Long ABS-MBS USGSE US N 2 2065-08-20 Floating 2.13188 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29 N/A 38376RMB9 172489.500000 PA USD 172127.630000 0.0042531 Long ABS-MBS USGSE US N 2 2065-10-20 Floating 2.36188 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30 N/A 38376RKZ8 84854.250000 PA USD 84302.570000 0.0020830 Long ABS-MBS USGSE US N 2 2061-08-20 Floating 2.34188 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23 N/A 38376RB54 115130.850000 PA USD 114920.470000 0.0028396 Long ABS-MBS USGSE US N 2 2066-10-20 Floating 2.03188 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23 N/A 38376RC53 5090439.180000 PA USD 5513862.930000 0.1362432 Long ABS-MBS USGSE US N 2 2066-09-20 Variable 4.99306 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-117 N/A 38380ANR4 949755.900000 PA USD 940299.850000 0.0232341 Long ABS-MBS USGSE US N 2 2043-07-20 Floating 2.00113 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A 38376RRJ7 337623.280000 PA USD 337430.090000 0.0083376 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 2.43188 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UXM7 4769287.010000 PA USD 4726644.810000 0.1167917 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 2.46188 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H12 N/A 38376R2V7 253280.830000 PA USD 252012.450000 0.0062270 Long ABS-MBS USGSE US N 2 2066-06-20 Floating 1.86188 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16 N/A 38375UG53 1450907.820000 PA USD 1440656.720000 0.0355975 Long ABS-MBS USGSE US N 2 2067-08-20 Floating 2.41188 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H18 N/A 38376R6V3 1608166.100000 PA USD 1613399.230000 0.0398658 Long ABS-MBS USGSE US N 2 2067-09-20 Floating 2.91588 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H01 N/A 38375U3U2 169102.920000 PA USD 165502.250000 0.0040894 Long ABS-MBS USGSE US N 2 2068-01-20 Floating 2.06188 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-57 N/A 38381VSW1 4415829.020000 PA USD 4365589.690000 0.1078703 Long ABS-MBS USGSE US N 2 2049-05-20 Floating 1.23288 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-78 N/A 38381WUF3 18302196.400000 PA USD 18195597.090000 0.4495988 Long ABS-MBS USGSE US N 2 2049-06-20 Floating 1.22288 N N N N N N GOVT NATL MORTGAGE ASSOC SERIES 2007-26 N/A 38375KCC4 1356302.500000 PA USD 1345932.080000 0.0332569 Long ABS-MBS USGSE US N 2 2037-04-20 Floating 1.08288 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING LLC 2017-1 N/A 39154TAK4 3277266.590000 PA USD 3267688.780000 0.0807420 Long ABS-O CORP US N 2 2023-01-20 Fixed 2.36 N N N N N N HALCYON LOAN ADVISORS FUNDING LTD 2015-1A N/A 40538HAN9 3006854.490000 PA USD 2988658.390000 0.0738474 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 2.74663 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 41283LAT2 2205000.000000 PA USD 2203382.830000 0.0544438 Long DBT CORP US N 2 2021-03-02 Floating 2.52038 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 41284VAA0 3740000.000000 PA USD 3727661.670000 0.0921076 Long DBT CORP US N 2 2020-05-21 Floating 2.196 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 41283LAN5 6000000.000000 PA USD 5860217.280000 0.1448013 Long DBT CORP US N 2 2020-06-15 Fixed 2.4 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 U2465RAA9 1000000.000000 PA USD 996700.980000 0.0246277 Long DBT CORP US N 2 2020-05-21 Floating 2.196 N N N N N N HERTZ FLEET LEASE FUNDING LP 2018-1 N/A 428041BD8 2363430.330000 PA USD 2364330.320000 0.0584207 Long ABS-O CORP US N 2 2032-05-10 Fixed 3.23 N N N N N N HERTZ FLEET LEASE FUNDING LP 2019-1 N/A 428041BJ5 42099357.930000 PA USD 41690838.390000 1.0301476 Long ABS-O CORP US N 2 2033-01-10 Floating 1.33263 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824CBB4 7200000.000000 PA USD 6781724.500000 0.1675710 Long DBT CORP US N 2 2021-10-05 Floating 2.62025 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AZ2 3900000.000000 PA USD 3865963.340000 0.0955249 Long DBT CORP GB N 2 2021-05-25 Floating 3.33925 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BQ1 16631000.000000 PA USD 16292425.600000 0.4025729 Long DBT CORP GB N 2 2021-05-18 Floating 2.29175 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BV0 47133000.000000 PA USD 46092896.760000 1.1389190 Long DBT CORP GB N 2 2021-09-11 Floating 1.43413 N N N N N N HSH PORTFOLIOMANAGEMENT AOER 529900VG6LF49XJYY328 BF3R8YII3 5000000.000000 PA USD 5025069.800000 0.1241655 Long DBT CORP DE N 2 2021-11-19 Floating 2.02175 N N N N N N HUNTINGTON INGALLS INDUSTRIES INC 5TZLZ6WJTBVJ0QWBG121 44641LD60 10500000.000000 PA USD 10498659.470000 0.2594136 Long DBT CORP US N 2 2020-04-06 None 0 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAL1 10450000.000000 PA USD 10450306.810000 0.2582188 Long DBT CORP US N 2 2020-04-03 Fixed 2.55 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAN7 2527000.000000 PA USD 2526803.070000 0.0624353 Long DBT CORP US N 2 2020-04-03 Floating 2.70838 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAX5 11900000.000000 PA USD 11838715.950000 0.2925253 Long DBT CORP US N 2 2020-09-18 Floating 1.68938 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAD9 10000000.000000 PA USD 9997283.300000 0.2470250 Long DBT CORP US N 2 2020-10-30 Fixed 3 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CAT0 3000000.000000 PA USD 2963559.300000 0.0732272 Long DBT CORP US N 2 2021-03-12 Floating 1.60413 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CAN3 4332000.000000 PA USD 4331662.410000 0.1070319 Long DBT CORP US N 2 2020-04-03 Floating 2.70838 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CAV5 717000.000000 PA USD 693815.910000 0.0171436 Long DBT CORP US N 2 2021-07-08 Floating 2.81225 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CAQ6 918000.000000 PA USD 920249.970000 0.0227386 Long DBT CORP US N 2 2020-09-18 Fixed 2.75 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CAP8 1300000.000000 PA USD 1283821.400000 0.0317222 Long DBT CORP US N 2 2020-09-18 Floating 1.88938 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CAD5 911000.000000 PA USD 910752.510000 0.0225040 Long DBT CORP US N 2 2020-10-30 Fixed 3 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 Y3815NAU5 3940000.000000 PA USD 3946646.350000 0.0975185 Long DBT CORP KR N 2 2020-09-29 Fixed 2.625 N N N N N N ICICI BANK LTD/HONG KONG BRANCH R7RX8ER1V4666J8D1I38 44927JAC0 1915000.000000 PA USD 1944651.880000 0.0480508 Long DBT CORP IN N 2 2020-11-16 Fixed 5.75 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AD7 28828000.000000 PA USD 28774593.250000 0.7109974 Long DBT CORP GB N 2 2020-07-21 Fixed 2.95 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 G4721VNS9 12500000.000000 PA USD 12476842.500000 0.3082929 Long DBT CORP GB N 2 2020-07-21 Fixed 2.95 N N N N N N INDUSTRIAL BANK OF KOREA (IBK) 988400RBIWE3YA18PK12 45604GAG4 10000000.000000 PA USD 9856965.900000 0.2435578 Long DBT NUSS KR N 2 2022-10-23 Floating 2.25625 N N N N N N ING BANK NV/AMSTERDAM BRANCH 3TK20IVIUJ8J3ZU0QE75 44987DAH9 200000.000000 PA USD 199002.110000 0.0049172 Long DBT CORP NL N 2 2020-08-17 Floating 2.66175 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GQ2 5851000.000000 PA USD 5403285.870000 0.1335109 Long DBT CORP US N 2 2021-04-15 Fixed 4.625 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GF6 2000000.000000 PA USD 1988769.440000 0.0491409 Long DBT CORP US N 2 2020-12-15 Fixed 8.25 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LTA9 1000000.000000 PA USD 959404.240000 0.0237061 Long DBT CORP US N 2 2021-06-11 Floating 1.24813 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LTD3 7600000.000000 PA USD 7548699.090000 0.1865224 Long DBT CORP US N 2 2020-10-15 Floating 2.13125 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 471048BK3 5000000.000000 PA USD 5001204.000000 0.1235758 Long DBT NUSS JP N 2 2020-07-21 Floating 2.20913 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EUZ0 9800000.000000 PA USD 9492366.440000 0.2345489 Long DBT CORP US N 2 2022-06-13 Floating 1.2625 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRU6 3000000.000000 PA USD 2988721.200000 0.0738489 Long DBT CORP US N 2 2021-06-07 Floating 2.09888 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAG1 4400000.000000 PA USD 4374132.880000 0.1080814 Long DBT CORP US N 2 2021-06-01 Floating 2.26038 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 482466AF6 5200000.000000 PA USD 5149014.000000 0.1272281 Long DBT CORP KR N 2 2022-10-02 Floating 2.1505 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 Y4S96CEX7 15000000.000000 PA USD 15001967.700000 0.3706867 Long DBT CORP KR N 2 2020-04-05 Floating 2.62525 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271JDU8 20000000.000000 PA USD 19949086.600000 0.4929261 Long DBT CORP US N 2 2020-04-28 None 0 N N N N N N KIA MOTORS CORPORATION 988400V8MJK9N7OI5X76 Y47606AD3 1140000.000000 PA USD 1149082.160000 0.0283929 Long DBT CORP KR N 2 2021-04-21 Fixed 2.625 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630CZ9 12900000.000000 PA USD 12522701.960000 0.3094261 Long DBT CORP KR N 2 2023-02-18 Floating 2.04175 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAP1 7100000.000000 PA USD 6716455.230000 0.1659583 Long DBT CORP US N 2 2021-02-10 Floating 2.30413 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAH9 439000.000000 PA USD 435761.800000 0.0107673 Long DBT CORP US N 2 2020-07-02 Fixed 2.8 N N N N N N L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP) 549300UTE50ZMDBG8A20 413875AU9 10000000.000000 PA USD 9986229.200000 0.2467518 Long DBT CORP US N 2 2020-04-30 Floating 2.2495 N N N N N N LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK BRANCH 213800MBWEIJDM5CU638 53947BAE0 5000000.000000 PA USD 4994850.850000 0.1234188 Long DBT CORP GB N 2 2020-10-26 Floating 2.378 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53944VAQ2 4522000.000000 PA USD 4260620.490000 0.1052766 Long DBT CORP GB N 2 2021-05-07 Floating 2.23163 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAG8 16200000.000000 PA USD 15814135.440000 0.3907548 Long DBT CORP GB N 2 2021-06-21 Floating 1.99513 N N N N N N MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 55608RAR1 2200000.000000 PA USD 2205017.780000 0.0544842 Long DBT CORP AU N 2 2020-07-29 Floating 2.91538 N N N N N N MARLETTE FUNDING TRUST 2019-2 N/A 57109HAA0 5667159.590000 PA USD 5448616.350000 0.1346310 Long ABS-O CORP US N 2 2029-07-16 Fixed 3.13 N N N N N N MARLETTE FUNDING TRUST 2019-3 N/A 57109MAA9 2470952.020000 PA USD 2394195.350000 0.0591587 Long ABS-O CORP US N 2 2029-09-17 Fixed 2.69 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903AZ6 6500000.000000 PA USD 6083579.000000 0.1503204 Long DBT CORP US N 2 2020-12-01 Floating 2.18038 N N N N N N MASTER CREDIT CARD TRUST II SERIES 2018-1A N/A 576339BM6 3125000.000000 PA USD 2916228.440000 0.0720577 Long ABS-MBS CORP CA N 2 2024-07-21 Floating 1.41363 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989VAA2 3300000.000000 PA USD 3006102.630000 0.0742784 Long DBT CORP US N 2 2023-01-17 Floating 2.12084 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GEF2 15600000.000000 PA USD 13640906.600000 0.3370560 Long DBT CORP US N 2 2023-01-13 Floating 2.11 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BF0 7000000.000000 PA USD 6417025.790000 0.1585596 Long DBT CORP JP N 2 2022-03-07 Floating 1.69888 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AX2 1951000.000000 PA USD 1870306.330000 0.0462138 Long DBT CORP JP N 2 2021-07-26 Floating 2.44413 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AQ7 3000000.000000 PA USD 2872146.450000 0.0709685 Long DBT CORP JP N 2 2022-07-25 Floating 2.58413 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AF1 15358000.000000 PA USD 15129180.540000 0.3738301 Long DBT CORP JP N 2 2021-09-13 Floating 1.8325 N N N N N N MITSUBISHI UFJ LEASE & FINANCE COMPANY LIMITED 353800MZ3QX9RLMH7B09 ACI0HH3R7 15650000.000000 PA USD 15418771.250000 0.3809856 Long DBT CORP JP N 2 2020-10-21 Fixed 2.75 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBC2 6000000.000000 PA USD 5453612.520000 0.1347544 Long DBT CORP JP N 2 2024-05-25 Floating 2.30925 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAY5 12000000.000000 PA USD 11395747.800000 0.2815799 Long DBT CORP JP N 2 2023-07-16 Floating 2.68263 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAF6 2217000.000000 PA USD 2153353.790000 0.0532077 Long DBT CORP JP N 2 2021-09-13 Floating 1.9125 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBB4 17800000.000000 PA USD 16320826.410000 0.4032747 Long DBT CORP JP N 2 2023-09-13 Floating 1.6225 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468K8 25528000.000000 PA USD 23837425.810000 0.5890039 Long DBT CORP US N 2 2023-01-20 Floating 2.09639 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAJ7 2000000.000000 PA USD 1946851.680000 0.0481052 Long DBT CORP US N 2 2022-07-22 Floating 2.73213 N N N N N N MOTOR 2017-1 PLC 1A N/A 62006FAA8 1625000.000000 PA USD 1624122.500000 0.0401308 Long ABS-O CORP GB N 2 2024-09-25 Floating 1.47663 N N N N N N MOUNTAIN VIEW CLO LTD 2014-1A N/A 62431XAU0 1976406.730000 PA USD 1955904.870000 0.0483289 Long ABS-CBDO CORP KY N 2 2026-10-15 Floating 2.63125 N N N N N N NAVIENT STUDENT LOAN TRUST 2015-AA N/A 63939EAC7 9848938.670000 PA USD 9822285.470000 0.2427009 Long ABS-O CORP US N 2 2028-12-15 Floating 1.90463 N N N N N N NAVIENT STUDENT LOAN TRUST 2015-BA N/A 63939KAB5 1512954.370000 PA USD 1512720.620000 0.0373781 Long ABS-O CORP US N 2 2030-11-15 Floating 1.55463 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-1A N/A 63940DAB8 15496321.060000 PA USD 15310357.460000 0.3783068 Long ABS-O CORP US N 2 2067-03-25 Floating 1.29663 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-BA N/A 63940QAA1 256289.480000 PA USD 256047.390000 0.0063267 Long ABS-O CORP US N 2 2059-12-15 Floating 1.05463 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-DA N/A 63940UAA2 7663902.980000 PA USD 7651344.910000 0.1890587 Long ABS-O CORP US N 2 2059-12-15 Floating 1.00463 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-EA N/A 63890BAA4 1498604.800000 PA USD 1503299.930000 0.0371454 Long ABS-O CORP US N 2 2059-12-15 Fixed 3.43 N N N N N N NAVIENT STUDENT LOAN TRUST 2019-BA N/A 63941LAA1 8834641.430000 PA USD 8773838.780000 0.2167946 Long ABS-O CORP US N 2 2059-12-15 Floating 1.10463 N N N N N N NCUA GUARANTEED NOTES 2010-R2 N/A 62888UAB6 6037837.700000 PA USD 6039463.690000 0.1492304 Long ABS-MBS CORP US N 2 2020-11-05 Floating 1.48625 N N N N N N NCUA GUARANTEED NOTES 2010-R3 N/A 62888WAB2 976538.580000 PA USD 976706.150000 0.0241336 Long ABS-MBS CORP US N 2 2020-12-08 Floating 1.57625 N N N N N N NELNET STUDENT LOAN TRUST 2006-1 N/A 64031QCS8 1352961.450000 PA USD 1349084.940000 0.0333348 Long ABS-O CORP US N 2 2027-08-23 Floating 1.79275 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WDK6 7000000.000000 PA USD 6786212.720000 0.1676819 Long DBT CORP US N 2 2022-01-21 Floating 2.09913 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WDJ9 12500000.000000 PA USD 12011659.500000 0.2967986 Long DBT CORP US N 2 2022-07-12 Floating 2.28788 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBC3 3600000.000000 PA USD 3501626.040000 0.0865224 Long DBT CORP US N 2 2022-02-25 Floating 2.39925 N N N N N N NISSAN MASTER OWNER TRUST RECEIVABLES 2019-B N/A 65474VAS0 45000000.000000 PA USD 42927687.000000 1.0607092 Long ABS-O CORP US N 2 2023-11-15 Floating 1.13463 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BN8 6085000.000000 PA USD 5921524.770000 0.1463162 Long DBT CORP US N 2 2021-09-21 Floating 1.82513 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 U65478BR6 5000000.000000 PA USD 4865673.600000 0.1202269 Long DBT CORP US N 2 2021-09-21 Floating 1.82513 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 ACI0VYM77 33000000.000000 PA USD 32861193.750000 0.8119741 Long DBT CORP JP N 2 2020-06-29 Floating 1.90463 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CT0 20627000.000000 PA USD 16348495.890000 0.4039584 Long DBT CORP US N 2 2021-02-08 Floating 2.68413 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CZ6 11383000.000000 PA USD 9538358.900000 0.2356853 Long DBT CORP US N 2 2021-03-15 Fixed 4.85 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST 2016-1A N/A 68268GAA6 24372.450000 PA USD 24293.570000 0.0006003 Long ABS-O CORP US N 2 2029-02-20 Fixed 3.66 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBA2 1200000.000000 PA USD 1218340.930000 0.0301042 Long DBT CORP US N 2 2021-07-08 Fixed 2.8 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 ACI0LVT02 4000000.000000 PA USD 3972467.840000 0.0981565 Long DBT CORP JP N 2 2021-04-13 Fixed 2.65 N N N N N N OSCAR US FUNDING TRUST VIII LLC 2018-2A N/A 68784XAC0 808150.000000 PA USD 808189.310000 0.0199697 Long ABS-O CORP JP N 2 2021-08-10 Floating 1.33263 N N N N N N OSCAR US FUNDING TRUST XI LLC 2019-2A N/A 68784EAB4 1317232.000000 PA USD 1323343.690000 0.0326988 Long ABS-O CORP JP N 2 2022-08-10 Fixed 2.49 N N N N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902VAC1 2300000.000000 PA USD 2190003.080000 0.0541132 Long DBT CORP US N 2 2023-04-05 Floating 2.08763 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2018-1A N/A 69700EAA5 5574795.900000 PA USD 5493050.610000 0.1357289 Long ABS-CBDO CORP KY N 2 2026-04-15 Floating 2.43125 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2018-2A N/A 69700HAA8 6037355.560000 PA USD 5894566.180000 0.1456501 Long ABS-CBDO CORP KY N 2 2026-07-15 Floating 2.48125 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2018-3A N/A 69700LAA9 2583145.840000 PA USD 2516687.080000 0.0621853 Long ABS-CBDO CORP KY N 2 2026-08-15 Floating 2.54175 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2018-4A N/A 69700KAA1 6472356.730000 PA USD 6322457.530000 0.1562229 Long ABS-CBDO CORP KY N 2 2026-11-15 Floating 2.59175 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2019-2A N/A 69689PAA5 18572175.500000 PA USD 18188973.200000 0.4494351 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 2.78913 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2019-4A N/A 69689HAA3 14273950.020000 PA USD 13897429.340000 0.3433945 Long ABS-CBDO CORP KY N 2 2027-10-24 Floating 2.70088 N N N N N N PENARTH MASTER ISSUER PLC 18-2A N/A 70659PAK7 41000000.000000 PA USD 40581677.000000 1.0027411 Long ABS-MBS CORP GB N 2 2022-09-18 Floating 1.06163 N N N N N N PENNSYLVANIA ELECTRIC COMPANY O1PLQWO3TX952VMBJ146 708696BW8 1580000.000000 PA USD 1580000.000000 0.0390405 Long DBT CORP US N 2 2020-04-01 Fixed 5.2 N N N N N N PFS FINANCING CORP 2019-A N/A 69335PDD4 6000000.000000 PA USD 5706424.200000 0.1410012 Long ABS-O CORP US N 2 2024-04-15 Floating 1.25463 N N N N N N PHEAA STUDENT LOAN TRUST 2016-2A N/A 69343VAA0 5153364.590000 PA USD 5041911.740000 0.1245816 Long ABS-O CORP US N 2 2065-11-25 Floating 1.89663 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFU7 15000000.000000 PA USD 14143446.450000 0.3494734 Long DBT CORP US N 2 2023-02-24 Floating 2.00425 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFQ6 48000000.000000 PA USD 46552079.040000 1.1502650 Long DBT CORP US N 2 2022-07-22 Floating 2.25213 N N N N N N QATARI DIAR FINANCE QSC 549300TS2HAOU3GDWY53 74733WAB4 2000000.000000 PA USD 2008928.000000 0.0496390 Long DBT CORP QA N 2 2020-07-21 Fixed 5 N N N N N N QATARI DIAR FINANCE QSC 549300TS2HAOU3GDWY53 985BSZII0 11710000.000000 PA USD 11762273.440000 0.2906365 Long DBT CORP QA N 2 2020-07-21 Fixed 5 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 ACI1BFTD8 3600000.000000 PA USD 3584199.960000 0.0885627 Long DBT CORP KY N 2 2022-05-02 Floating 2.76325 N N N N N N RELIANCE STANDARD LIFE GLOBAL FUNDING II N/A 75951AAE8 6200000.000000 PA USD 6155649.420000 0.1521012 Long DBT CORP US N 2 2021-01-20 Fixed 3.05 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 G76237AA7 200000.000000 PA USD 188489.250000 0.0046574 Long DBT CORP GB N 2 2020-10-14 Fixed 2.375 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7E8 17000000.000000 PA USD 15872169.850000 0.3921888 Long DBT CORP CA N 2 2023-01-17 Floating 2.19613 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBG3 1400000.000000 PA USD 1395400.090000 0.0344792 Long DBT CORP US N 2 2021-11-19 Fixed 2.15 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBJ7 11700000.000000 PA USD 11312750.120000 0.2795291 Long DBT CORP US N 2 2021-11-19 Floating 2.15288 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAR1 1000000.000000 PA USD 987461.860000 0.0243994 Long DBT CORP NL N 2 2021-01-19 Floating 2.22913 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAS9 5080000.000000 PA USD 4943832.940000 0.1221582 Long DBT CORP NL N 2 2021-08-27 Floating 2.20763 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAY9 5000000.000000 PA USD 4855398.450000 0.1199731 Long DBT CORP GB N 2 2023-01-13 Fixed 2.1 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAU7 6800000.000000 PA USD 6344073.740000 0.1567570 Long DBT CORP GB N 2 2021-06-01 Floating 2.20038 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAQ6 5000000.000000 PA USD 4993201.250000 0.1233780 Long DBT CORP GB N 2 2020-11-03 Floating 2.06325 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAW3 10000000.000000 PA USD 9717340.700000 0.2401078 Long DBT CORP GB N 2 2021-11-15 Floating 2.35175 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BD0 3886000.000000 PA USD 3681554.280000 0.0909683 Long DBT CORP US N 2 2021-01-15 Floating 2.33125 N N N N N N SEMPRA ENERGY GLOBAL ENTERPRISES (AKA: SEMPRA GLOBAL) N/A 81685LDL6 40000000.000000 PA USD 39928822.400000 0.9866096 Long DBT CORP US N 2 2020-04-20 None 0 N N N N N N SEMPRA ENERGY GLOBAL ENTERPRISES (AKA: SEMPRA GLOBAL) N/A 81685LDP7 3000000.000000 PA USD 2993834.070000 0.0739753 Long DBT CORP US N 2 2020-04-23 None 0 N N N N N N SILVERSTONE MASTER ISSUER PLC 2015-1X N/A ACI0BT140 2750000.000000 PA USD 2745413.000000 0.0678370 Long ABS-MBS CORP GB N 2 2070-01-21 Floating 2.36913 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT (2015) LIMITED 5299002Z28NLP3WPFH36 G8201JAB7 2500000.000000 PA USD 2503022.780000 0.0618477 Long DBT CORP VG N 2 2020-04-28 Fixed 2.5 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 83051GAH1 15000000.000000 PA USD 14511528.300000 0.3585684 Long DBT CORP SE N 2 2021-05-17 Floating 2.12175 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 83051GAL2 3000000.000000 PA USD 2782154.340000 0.0687448 Long DBT CORP SE N 2 2022-12-12 Floating 1.42913 N N N N N N SLC STUDENT LOAN TRUST 2005-2 N/A 784420AH4 2552768.390000 PA USD 2541379.720000 0.0627955 Long ABS-O CORP US N 2 2027-03-15 Floating 0.8505 N N N N N N SLC STUDENT LOAN TRUST 2006-1 N/A 784427AE6 1637783.810000 PA USD 1613145.480000 0.0398595 Long ABS-O CORP US N 2 2027-03-15 Floating 0.8505 N N N N N N SLC STUDENT LOAN TRUST-2005-3 N/A 784420AP6 13792860.340000 PA USD 13534811.100000 0.3344345 Long ABS-O CORP US N 2 2029-06-15 Floating 0.8605 N N N N N N SLM STUDENT LOAN TR 2005-3 N/A 78442GPB6 151323.990000 PA USD 151255.850000 0.0037374 Long ABS-O CORP US N 2 2024-10-25 Floating 1.88413 N N N N N N SLM STUDENT LOAN TRUST 2003-10A N/A 78442GJG2 14437802.160000 PA USD 14318823.120000 0.3538068 Long ABS-O CORP US N 2 2027-12-15 Floating 1.2105 N N N N N N SLM STUDENT LOAN TRUST 2003-11 N/A 78442GJS6 2580881.280000 PA USD 2551900.820000 0.0630554 Long ABS-O CORP US N 2 2025-12-15 Floating 1.2905 N N N N N N SLM STUDENT LOAN TRUST 2004-B N/A 78443CBN3 1561133.230000 PA USD 1540232.620000 0.0380579 Long ABS-O CORP US N 2 2024-03-15 Floating 1.0705 N N N N N N SLM STUDENT LOAN TRUST 2005-5 N/A 78442GPQ3 3311374.010000 PA USD 3244925.000000 0.0801795 Long ABS-O CORP US N 2 2028-10-25 Floating 1.93413 N N N N N N SLM STUDENT LOAN TRUST 2005-8 N/A 78442GQR0 3410588.950000 PA USD 3396963.990000 0.0839363 Long ABS-O CORP US N 2 2028-01-25 Floating 2.34413 N N N N N N SLM STUDENT LOAN TRUST 2014-A N/A 78448DAD9 10659120.730000 PA USD 10668126.620000 0.2636010 Long ABS-O CORP US N 2 2032-03-15 Floating 2.20463 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2014-A N/A 784456AB1 690814.070000 PA USD 694546.050000 0.0171617 Long ABS-O CORP US N 2 2026-05-15 Fixed 3.05 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2015-B N/A 78448QAC2 8449321.780000 PA USD 8440563.210000 0.2085596 Long ABS-O CORP US N 2 2027-07-15 Floating 1.90463 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2018-C N/A 78449QAA5 923974.260000 PA USD 923304.100000 0.0228141 Long ABS-O CORP US N 2 2025-09-15 Floating 1.00463 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC 2017-3 N/A 83404JAA4 461137.320000 PA USD 457895.020000 0.0113142 Long ABS-O CORP US N 2 2026-05-25 Fixed 2.77 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC 2017-4 N/A 83405JAA3 1747064.800000 PA USD 1667178.690000 0.0411947 Long ABS-O CORP US N 2 2026-05-26 Fixed 2.5 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC 2019-1 N/A 78472CAA6 1773721.620000 PA USD 1721482.860000 0.0425365 Long ABS-O CORP US N 2 2028-02-25 Fixed 3.24 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC 2019-3 N/A 83405TAA1 3625125.000000 PA USD 3519060.370000 0.0869532 Long ABS-O CORP US N 2 2028-05-25 Fixed 2.9 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-E N/A 78470RAA5 407507.120000 PA USD 404580.000000 0.0099969 Long ABS-O CORP US N 2 2039-07-25 Floating 1.79663 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-F N/A 83401BAA4 328989.510000 PA USD 328700.590000 0.0081219 Long ABS-O CORP US N 2 2041-01-25 Fixed 2.05 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A N/A 83406TAA0 5742910.170000 PA USD 5604711.630000 0.1384880 Long ABS-O CORP US N 2 2046-05-15 Fixed 2.06 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM TRUST 2018-C N/A 78490DAA2 2442968.460000 PA USD 2435213.500000 0.0601722 Long ABS-O CORP US N 2 2048-01-25 Fixed 3.08 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM TRUST 2018-D N/A 83401AAA6 4249721.800000 PA USD 4272497.760000 0.1055700 Long ABS-O CORP US N 2 2048-02-25 Fixed 3.12 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AV2 39900000.000000 PA USD 39274873.130000 0.9704510 Long DBT CORP US N 2 2020-12-20 Floating 1.66575 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BR0 24400000.000000 PA USD 23712532.440000 0.5859179 Long DBT CORP GB N 2 2022-09-10 Floating 2.096 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAF8 25588000.000000 PA USD 23479054.950000 0.5801489 Long DBT CORP IE N 2 2021-05-15 Fixed 4.5 N N N N N N STUDENT LOAN MARKETING ASSOC 2007-1 N/A 78443VAE2 5411348.840000 PA USD 5299232.730000 0.1309398 Long ABS-O CORP US N 2 2026-01-26 Floating 1.88413 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAN1 4300000.000000 PA USD 4242157.050000 0.1048203 Long DBT CORP IE N 2 2020-07-01 Fixed 4.25 N N N N N N SUMITOMO MITSUI BANKING CORP/NEW YORK BRANCH 5U0XI89JRFVHWIBS4F54 86565B6D8 20000000.000000 PA USD 19608426.800000 0.4845087 Long DBT CORP JP N 2 2021-11-05 Floating 2.111 N N N N N N SUMITOMO MITSUI BANKING CORP/NEW YORK BRANCH 5U0XI89JRFVHWIBS4F54 86565B6H9 14000000.000000 PA USD 13732279.820000 0.3393138 Long DBT CORP JP N 2 2021-11-05 Floating 2.08738 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAG5 16518000.000000 PA USD 15774343.450000 0.3897715 Long DBT CORP JP N 2 2021-07-14 Floating 2.94775 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAP5 1800000.000000 PA USD 1713866.170000 0.0423483 Long DBT CORP JP N 2 2022-07-12 Floating 2.61775 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86960BAU6 8700000.000000 PA USD 8473739.360000 0.2093794 Long DBT CORP SE N 2 2021-05-24 Floating 2.15275 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAD6 600000.000000 PA USD 598853.540000 0.0147972 Long DBT CORP NL N 2 2020-04-24 Fixed 3.698 N N N N N N SYNGENTA WILMINGTON INC 5493004J81MPMW9NTR79 8716A2F51 8600000.000000 PA USD 8551044.500000 0.2112895 Long DBT CORP US N 2 2020-06-05 None 0 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAQ4 5500000.000000 PA USD 5335789.250000 0.1318431 Long DBT CORP IE N 2 2020-10-30 Fixed 4.625 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAM3 1000000.000000 PA USD 897718.930000 0.0221819 Long DBT CORP IE N 2 2021-10-01 Fixed 5 N N N N N N TELEFONICA EMISIONES SA 549300Y5MFC4SW5Z3K71 87938WAM5 4000000.000000 PA USD 4006703.240000 0.0990025 Long DBT CORP ES N 2 2020-04-27 Fixed 5.134 N N N N N N TESLA AUTO LEASE TRUST 2019-A N/A 88165GAB6 9100000.000000 PA USD 9136728.510000 0.2257613 Long ABS-O CORP US N 2 2022-04-20 Fixed 2.13 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203BZ3 3400000.000000 PA USD 3400174.390000 0.0840156 Long DBT CORP US N 2 2020-11-10 Floating 2.28413 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 00131LAG0 12500000.000000 PA USD 12418137.380000 0.3068423 Long DBT CORP HK N 2 2021-09-20 Floating 1.63575 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCF3 24100000.000000 PA USD 22584185.190000 0.5580373 Long DBT CORP CA N 2 2023-01-27 Floating 2.01 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY2 N/A 89177HAA0 2847014.730000 PA USD 2809255.910000 0.0694145 Long ABS-MBS CORP US N 2 2058-05-25 Floating 1.94663 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TFR1 20300000.000000 PA USD 20069967.510000 0.4959130 Long DBT CORP US N 2 2021-01-08 Floating 2.41225 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TGS8 20000000.000000 PA USD 19131407.400000 0.4727219 Long DBT CORP US N 2 2021-08-13 Floating 1.83225 N N N N N N TRILLIUM CREDIT CARD TRUST II 2020-1A N/A 89621AAS8 40000000.000000 PA USD 37503836.000000 0.9266901 Long ABS-MBS CORP CA N 2 2024-12-26 Floating 1.29488 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BB8 4000000.000000 PA USD 3990064.720000 0.0985913 Long DBT CORP US N 2 2020-06-02 Floating 2.13038 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BE2 2500000.000000 PA USD 2487005.800000 0.0614519 Long DBT CORP US N 2 2020-08-21 Floating 2.146 N N N N N N UBS AG/LONDON BRANCH BFM8T61CT2L1QCEMIK50 902674XJ4 3000000.000000 PA USD 2971299.030000 0.0734184 Long DBT CORP CH N 2 2020-12-01 Floating 2.06038 N N N N N N UBS AG/LONDON BRANCH BFM8T61CT2L1QCEMIK50 H7220NAE0 9650000.000000 PA USD 9557678.550000 0.2361627 Long DBT CORP CH N 2 2020-12-01 Floating 2.06038 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAE7 8068000.000000 PA USD 7902266.740000 0.1952588 Long DBT CORP CH N 2 2021-04-14 Floating 3.61775 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 G91703AC5 3676000.000000 PA USD 3646188.710000 0.0900944 Long DBT CORP CH N 2 2020-09-24 Floating 2.64413 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 N/A 90349GAC9 13981951.780000 PA USD 14298714.300000 0.3533099 Long ABS-MBS CORP US N 2 2046-04-10 Floating 1.60138 N N N N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAG6 2000000.000000 PA USD 1999527.980000 0.0494068 Long DBT CORP BM N 2 2020-04-15 Fixed 7.625 N N N N N N UNITED OVERSEAS BANK LIMITED IO66REGK3RCBAMA8HR66 91127KAB8 800000.000000 PA USD 773474.450000 0.0191119 Long DBT CORP SG N 2 2021-04-23 Floating 2.28625 N N N N N N UNITED OVERSEAS BANK LIMITED IO66REGK3RCBAMA8HR66 91127LAB6 10045000.000000 PA USD 9711938.540000 0.2399743 Long DBT CORP SG N 2 2021-04-23 Floating 2.28625 N N N N N N UPSTART SECURITIZATION TRUST 2019-1 N/A 91679KAA2 125020.200000 PA USD 124211.220000 0.0030692 Long ABS-O CORP US N 2 2026-04-20 Fixed 3.45 N N N N N N UPSTART SECURITIZATION TRUST 2020-1 N/A 91679UAA0 2000000.000000 PA USD 1889415.800000 0.0466860 Long ABS-O CORP US N 2 2030-04-22 Fixed 2.322 N N N N N N UTAH STATE BOARD OF REGENTS 2016-1 N/A 91754RZD2 2515931.330000 PA USD 2487526.470000 0.0614648 Long ABS-O MUN US N 2 2056-09-25 Floating 1.69663 N N N N N N UTAH STATE BOARD OF REGENTS 2017-1 N/A 91754RZF7 3233844.380000 PA USD 3200277.080000 0.0790763 Long ABS-O MUN US N 2 2057-01-25 Floating 1.69663 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NAJ9 7535000.000000 PA USD 7656784.440000 0.1891931 Long DBT CORP US N 2 2020-09-15 Fixed 7.5 N N N N N N VENTURE CDO LTD 2016-25A N/A 92329VAQ5 14200000.000000 PA USD 13736659.960000 0.3394220 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 3.04913 N N N N N N VENTURE CLO LTD 2014-17A N/A 92329YAL0 6700000.000000 PA USD 6527044.990000 0.1612781 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 2.71125 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AA3 5000000.000000 PA USD 4947085.800000 0.1222386 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 928668AM4 2200000.000000 PA USD 2192645.510000 0.0541785 Long DBT CORP US N 2 2020-05-22 Fixed 2.4 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AW2 800000.000000 PA USD 732872.500000 0.0181087 Long DBT CORP US N 2 2021-09-24 Floating 2.06413 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AN2 13596000.000000 PA USD 13553689.790000 0.3349009 Long DBT CORP US N 2 2020-11-13 Fixed 3.875 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AV4 16500000.000000 PA USD 16293363.410000 0.4025961 Long DBT CORP US N 2 2020-11-13 Floating 2.47725 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 U9273ACD5 200000.000000 PA USD 199376.250000 0.0049264 Long DBT CORP US N 2 2020-11-13 Fixed 3.875 N N N N N N VOLKSWAGEN INTERNATIONAL FINANCE NV 5299004PWNHKYTR23649 928670AB4 1175000.000000 PA USD 1173692.520000 0.0290010 Long DBT CORP NL N 2 2020-08-12 Fixed 4 N N N N N N VOYA CLO LTD 2014-3A N/A 92912QAG1 993942.390000 PA USD 973316.600000 0.0240499 Long ABS-CBDO CORP KY N 2 2026-07-25 Floating 2.51413 N N N N N N VULCAN MATERIALS COMPANY 549300Q8LSNHAVWBNI21 929160AU3 9930000.000000 PA USD 9852034.800000 0.2434360 Long DBT CORP US N 2 2020-06-15 Floating 1.3405 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AP5 6200000.000000 PA USD 6019783.050000 0.1487441 Long DBT CORP US N 2 2021-09-15 Floating 2.0405 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 2546R2FG6 3600000.000000 PA USD 3590544.380000 0.0887195 Long DBT CORP US N 2 2020-06-16 None 0 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FG6 7900000.000000 PA USD 7589822.620000 0.1875385 Long DBT CORP US N 2 2021-09-01 Floating 1.83038 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FH4 10600000.000000 PA USD 10281219.840000 0.2540408 Long DBT CORP US N 2 2022-09-01 Floating 1.97038 N N N N N N ALLY MASTER OWNER TRUST 2018-3 N/A 02005AGZ5 5000000.000000 PA USD 4905113.000000 0.1212015 Long ABS-O CORP US N 2 2022-07-15 Floating 1.02463 N N N N N N WASHINGTON HEALTH CARE FACILITY AUTHORITY 549300ZVPWQIL3N5TL85 93978HRL1 7000000.000000 PA USD 7030170.000000 0.1737099 Long DBT MUN US N 2 2042-01-01 Floating 1.765 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LAW9 359000.000000 PA USD 361324.630000 0.0089280 Long DBT CORP US N 2 2020-06-30 Fixed 4.75 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5W3 42000000.000000 PA USD 41413373.820000 1.0232917 Long DBT CORP US N 2 2022-05-27 Floating 2.25763 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5Z6 7500000.000000 PA USD 7200473.100000 0.1779180 Long DBT CORP US N 2 2022-09-09 Floating 1.65888 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 2012-C7 N/A 92936TAH5 5025000.000000 PA USD 5090128.020000 0.1257730 Long ABS-MBS CORP US N 2 2045-06-15 Floating 2.00013 N N N N N N WHITEHORSE LTD 2014-9A N/A 965249AF2 2967919.830000 PA USD 2952154.210000 0.0729454 Long ABS-CBDO CORP KY N 2 2026-07-17 Floating 2.99613 N N N N N N WOOLWORTHS GROUP LTD (AKA WOOLWORTHS LIMITED) QNWEWQBS7HP85QHXQL92 980888AD3 5000000.000000 PA USD 5061350.600000 0.1250620 Long DBT CORP AU N 2 2020-09-22 Fixed 4 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 9838T2D21 15000000.000000 PA USD 14997904.950000 0.3705864 Long DBT CORP US N 2 2020-04-02 None 0 N N N N N N Z CAPITAL CREDIT PARTNERS CLO LTD 2015-1 N/A 98877EAG8 3100000.000000 PA USD 3020812.640000 0.0746419 Long ABS-CBDO CORP KY N 2 2027-07-16 Floating 2.79263 N N N N N N N/A N/A 000000000 27400000.000000 PA USD 27400000.000000 0.6770323 Long RA US N 2 Repurchase N 0.0000000 2020-04-01 26877600.000000 USD 28082892.380000 USD UST N N N N/A N/A 000000000 115100000.000000 PA USD 115100000.000000 2.8440299 Long RA US N 2 Repurchase N 0.0000000 2020-04-01 107127000.000000 USD 116580121.090000 USD UST N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CE7 10000000.000000 PA USD 9593537.000000 0.2370487 Long DBT CORP US N 2 2022-05-20 Floating 2.31463 N N N N N N N/A N/A 000000000 -88445000.000000 PA USD -88498067.000000 -2.1867172 Short RA US N 2 Reverse repurchase N 1.3500000 2020-04-16 94767355.370000 USD 94687769.420000 USD AMBS N N N N/A N/A 000000000 -66851000.000000 PA USD -66874676.390000 -1.6524203 Short RA US N 2 Reverse repurchase N 0.8500000 2020-06-17 68629009.420000 USD 68495593.230000 USD AMBS N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WDA6 10600000.000000 PA USD 10233459.310000 0.2528607 Long DBT CORP US N 2 2021-06-11 Floating 1.11813 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WCX7 34600000.000000 PA USD 32173618.600000 0.7949846 Long DBT CORP US N 2 2022-06-27 Floating 1.807 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WCN9 10000000.000000 PA USD 9395437.300000 0.2321538 Long DBT CORP US N 2 2021-12-10 Floating 1.186 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 03675LD65 6200000.000000 PA USD 6199488.500000 0.1531845 Long DBT CORP US N 2 2020-04-06 None 0 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2019-FL1 N/A 03879YAA5 5500000.000000 PA USD 4913327.540000 0.1214044 Long ABS-CBDO CORP KY N 2 2037-05-15 Floating 1.85463 N N N N N N 2020-05-04 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer