NPORT-P false 0000810893 XXXXXXXX S000037098 C000114208 C000114212 C000114210 C000200464 C000166287 C000114209 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Short Asset Investment Fund S000037098 1O6WJSO68YQ4C8FMUN43 2021-03-31 2020-06-30 N 4382503129.800000 44702518.370000 4337800611.430000 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 0.000000 USD N ARI FLEET LEASE TRUST 2019-A N/A 04033JAC5 8731271.880000 PA USD 8730127.210000 0.2012570 Long ABS-O CORP US N 2 2027-11-15 Floating 0.66475 N N N N N N N/A N/A 000000000 820.000000 NC USD 235925.480000 0.0054388 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-09-21 114120937.500000 USD 235925.480000 N N N N/A N/A 000000000 -261.000000 NC USD -247079.050000 -0.0056960 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-09-21 -41103421.880000 USD -247079.050000 N N N N/A N/A 000000000 346.000000 NC USD 8466.660000 0.0001952 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-09-30 76406531.600000 USD 8466.660000 N N N N/A N/A 000000000 -1775.000000 NC USD -499516.800000 -0.0115154 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-09-30 -223192383.700000 USD -499516.800000 N N N AT&T INC 549300Z40J86GGSTL398 00206RFZ0 25400000.000000 PA USD 25530987.550000 0.5885699 Long DBT CORP US N 2 2021-06-01 Floating 1.1 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDV1 11240000.000000 PA USD 11333356.740000 0.2612697 Long DBT CORP US N 2 2021-07-15 Floating 2.16888 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2F7 10250000.000000 PA USD 10159600.430000 0.2342109 Long DBT CORP US N 2 2022-07-01 Floating 1.53375 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAD5 3433000.000000 PA USD 3450537.380000 0.0795458 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 12175743.100000 0.2806893 Long DBT CORP US N 2 2021-06-01 Floating 1.3 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 05946KAD3 10480000.000000 PA USD 10557524.650000 0.2433843 Long DBT CORP ES N 2 2020-10-20 Fixed 3 N N N N N N BANCORP COMMERCIAL MORTGAGE TRUST 2019-CRE6 N/A 05973BAA5 6387350.770000 PA USD 6136085.170000 0.1414561 Long ABS-MBS CORP US N 2 2036-09-15 Floating 1.23475 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGU7 15800000.000000 PA USD 15813013.830000 0.3645399 Long DBT CORP US N 2 2021-10-01 Floating 0.94613 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739FJK8 6627000.000000 PA USD 6640744.460000 0.1530901 Long DBT CORP GB N 2 2021-01-11 Floating 1.77138 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06744CFV8 10000000.000000 PA USD 10006146.900000 0.2306733 Long DBT CORP GB N 2 2020-08-07 Floating 1.124 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAL9 6733000.000000 PA USD 6824434.140000 0.1573248 Long DBT CORP GB N 2 2021-01-12 Fixed 3.25 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAR6 22060000.000000 PA USD 22403804.440000 0.5164784 Long DBT CORP GB N 2 2021-08-10 Floating 2.55763 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAT2 30900000.000000 PA USD 30902938.900000 0.7124103 Long DBT CORP US N 2 2020-08-14 Floating 1.014 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAX3 8400000.000000 PA USD 8364038.260000 0.1928175 Long DBT CORP US N 2 2022-08-15 Floating 1.27238 N N N N N N BAYER CORPORATION 54930050NR9YMICYZM28 07273LH35 29000000.000000 PA USD 28990797.430000 0.6683294 Long DBT CORP US N 2 2020-08-03 None 0 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAA1 1000000.000000 PA USD 1024567.860000 0.0236195 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 7195000.000000 PA USD 7187232.350000 0.1656884 Long DBT CORP US N 2 2021-06-25 Floating 0.92688 N N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CF4 5000000.000000 PA USD 5000412.050000 0.1152753 Long DBT CORP US N 2 2020-12-29 Floating 1.181 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EAV7 1500000.000000 PA USD 1495549.740000 0.0344771 Long DBT CORP US N 2 2021-04-12 Floating 1.72138 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBB0 1000000.000000 PA USD 1000504.550000 0.0230648 Long DBT CORP US N 2 2020-08-14 Floating 0.794 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBD6 18900000.000000 PA USD 18805253.920000 0.4335205 Long DBT CORP US N 2 2021-08-13 Floating 0.9335 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 U09513GL7 5000000.000000 PA USD 5044625.600000 0.1162945 Long DBT CORP US N 2 2021-04-11 Fixed 2 N N N N N N BNZ INTERNATIONAL FUNDING LTD/LONDON BRANCH 549300HVMZ89HDMELW08 05579JAD0 3000000.000000 PA USD 3018978.480000 0.0695970 Long DBT CORP NZ N 2 2021-09-14 Floating 1.29338 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 09681MAG3 9390000.000000 PA USD 9310419.750000 0.2146346 Long DBT CORP SG N 2 2021-05-02 Floating 1.60613 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RAS3 5000000.000000 PA USD 5101662.050000 0.1176094 Long DBT CORP US N 2 2021-05-15 Fixed 4.125 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05568TG11 38000000.000000 PA USD 37999867.000000 0.8760169 Long DBT CORP GB N 2 2020-07-01 None 0 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05568TH36 1000000.000000 PA USD 999873.440000 0.0230502 Long DBT CORP GB N 2 2020-08-03 None 0 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05568TK99 5000000.000000 PA USD 4995735.550000 0.1151675 Long DBT CORP GB N 2 2020-10-09 None 0 N N N N N N BRASS NO 8 PLC 8A N/A 10554MAA8 4055088.640000 PA USD 4053196.940000 0.0934390 Long ABS-MBS CORP GB N 2 2066-11-16 Floating 1.08563 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CF3 1000000.000000 PA USD 1002738.020000 0.0231163 Long DBT CORP US N 2 2022-05-16 Floating 0.76563 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAG8 6200000.000000 PA USD 6085970.280000 0.1403008 Long DBT CORP US N 2 2022-02-01 Floating 1.73663 N N N N N N CALIFORNIA STATE N/A 13063DAF5 6000000.000000 PA USD 5990820.000000 0.1381073 Long DBT MUN US N 2 2047-04-01 Floating 0.942 N N N N N N CALIFORNIA STATE N/A 13063CHG8 5000000.000000 PA USD 5000250.000000 0.1152715 Long DBT MUN US N 2 2028-12-01 Floating 0.814 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BC2 1000000.000000 PA USD 1001097.190000 0.0230785 Long DBT CORP US N 2 2021-03-15 Floating 0.94338 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 13607GKW3 13500000.000000 PA USD 13427899.740000 0.3095555 Long DBT CORP CA N 2 2023-03-17 Floating 0.84479 N N N N N N CAPITAL AUTO RECEIVABLES ASSET TRUST 2017-1 N/A 13975WAD5 674915.820000 PA USD 678087.650000 0.0156321 Long ABS-O CORP US N 2 2022-03-21 Fixed 2.22 N N N N N N CARDS II TRUST 2019-1A N/A 14161GBV1 13680000.000000 PA USD 13699775.810000 0.3158231 Long ABS-MBS CORP CA N 2 2024-05-15 Floating 0.57475 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14913Q2X6 25500000.000000 PA USD 25542779.570000 0.5888417 Long DBT CORP US N 2 2021-05-17 Floating 0.77563 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI10JL08 1000000.000000 PA USD 996670.000000 0.0229764 Long DBT CORP JP N 2 2022-02-15 Floating 0.85238 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0SQFL5 13760000.000000 PA USD 13789584.000000 0.3178934 Long DBT CORP JP N 2 2022-03-03 Floating 1.14713 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0LZ657 22368000.000000 PA USD 22547726.880000 0.5197963 Long DBT CORP JP N 2 2021-04-23 Fixed 2.293 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0M4ZZ7 2000000.000000 PA USD 2009267.440000 0.0463200 Long DBT CORP JP N 2 2021-04-23 Floating 2.113 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0MRC24 2000000.000000 PA USD 2008940.000000 0.0463124 Long DBT CORP JP N 2 2021-05-28 Floating 1.37125 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0WD1P5 30100000.000000 PA USD 30118583.440000 0.6943284 Long DBT CORP JP N 2 2020-08-04 Floating 1.014 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 BYQCJ7II7 1000000.000000 PA USD 1000329.260000 0.0230607 Long DBT CORP JP N 2 2020-09-17 Floating 1.069 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0PMVY1 8000000.000000 PA USD 8055287.600000 0.1856998 Long DBT CORP JP N 2 2021-09-14 Floating 1.16338 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0YDH84 6300000.000000 PA USD 6310332.000000 0.1454731 Long DBT CORP JP N 2 2021-11-02 Floating 1.034 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BP8 4900000.000000 PA USD 4918740.740000 0.1133925 Long DBT CORP US N 2 2024-02-01 Floating 2.33663 N N N N N N CHESAPEAKE FUNDING II LLC 2018-2A N/A 165183BP8 8515570.830000 PA USD 8366786.780000 0.1928809 Long ABS-O CORP US N 2 2030-08-15 Floating 0.55475 N N N N N N CHESAPEAKE FUNDING II LLC 2019-1A N/A 165183BY9 12778423.070000 PA USD 12980907.410000 0.2992509 Long ABS-O CORP US N 2 2031-04-15 Fixed 2.94 N N N N N N CHEVRON CORPORATION N/A 16677JGU4 10600000.000000 PA USD 10598697.370000 0.2443334 Long DBT CORP US N 2 2020-07-28 None 0 N N N N N N CIFC FUNDING LTD 2015-5A N/A 12547UAL2 3100000.000000 PA USD 3057020.760000 0.0704740 Long ABS-CBDO CORP KY N 2 2027-10-25 Floating 1.85138 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAX6 41050000.000000 PA USD 41129278.630000 0.9481597 Long DBT CORP US N 2 2022-05-20 Floating 0.97663 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC38 8000000.000000 PA USD 7978757.760000 0.1839356 Long DBT CORP US N 2 2022-11-04 Floating 1.55255 N N N N N N CK HUTCHISON INTERNATIONAL (17) LIMITED 254900TNOJOSKVTDPK87 12563XAA9 2000000.000000 PA USD 2003217.980000 0.0461805 Long DBT CORP KY N 2 2020-09-29 Fixed 2.25 N N N N N N CK HUTCHISON INTERNATIONAL (17) LIMITED 254900TNOJOSKVTDPK87 G2178XAA0 3136000.000000 PA USD 3141045.790000 0.0724110 Long DBT CORP KY N 2 2020-09-29 Fixed 2.25 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2013-CR9 N/A 12625UBF9 6800000.000000 PA USD 7275146.600000 0.1677151 Long ABS-MBS CORP US N 2 2045-07-10 Variable 4.36209 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887BW1 34578000.000000 PA USD 34598781.720000 0.7976112 Long DBT CORP US N 2 2020-10-09 Floating 0.76838 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBA5 3000000.000000 PA USD 3000458.490000 0.0691700 Long DBT CORP US N 2 2021-11-15 Floating 1.09238 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH ANGGYXNX0JLX3X63JN86 22550L2A8 28400000.000000 PA USD 29000550.380000 0.6685543 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 4607056.080000 0.1062072 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 225433AK7 3800000.000000 PA USD 3843948.250000 0.0886151 Long DBT CORP GG N 2 2020-12-10 Fixed 3.125 N N N N N N CRH AMERICA INC 549300RN11MJ182CNF63 12626PAL7 1300000.000000 PA USD 1327800.490000 0.0306100 Long DBT CORP US N 2 2021-01-15 Fixed 5.75 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DD9 7304000.000000 PA USD 7332513.430000 0.1690376 Long DBT CORP US N 2 2021-03-09 Floating 1.03288 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DA9 4900000.000000 PA USD 4880417.980000 0.1125090 Long DBT CORP US N 2 2021-02-12 Floating 0.86463 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DC5 2000000.000000 PA USD 1991884.440000 0.0459192 Long DBT CORP US N 2 2021-02-22 Floating 0.808 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DV3 33000000.000000 PA USD 32615986.260000 0.7519015 Long DBT CORP US N 2 2022-02-15 Floating 1.29238 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DK7 10000000.000000 PA USD 9949249.300000 0.2293616 Long DBT CORP US N 2 2021-05-04 Floating 1.10613 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAE1 24717000.000000 PA USD 25101749.770000 0.5786746 Long DBT CORP DK N 2 2021-03-10 Fixed 2.8 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAD3 11065000.000000 PA USD 11114131.700000 0.2562158 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 508028.810000 0.0117117 Long DBT CORP DK N 2 2022-09-20 Floating 3.001 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636BAD1 1902000.000000 PA USD 1910445.410000 0.0440418 Long DBT CORP DK N 2 2020-09-17 Fixed 2.75 N N N N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 24023LAC0 5100000.000000 PA USD 5100668.510000 0.1175865 Long DBT CORP SG N 2 2022-07-25 Floating 1.61138 N N N N N N DELL EQUIPMENT FINANCE TRUST 2020-1 N/A 24703NAA7 5693452.990000 PA USD 5716781.340000 0.1317899 Long ABS-O CORP US N 2 2021-05-21 Fixed 1.9825 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAD5 38023000.000000 PA USD 39085769.470000 0.9010504 Long DBT CORP US N 2 2021-06-15 Fixed 4.42 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A U2526DAB5 600000.000000 PA USD 616770.420000 0.0142185 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 481414.510000 0.0110981 Long DBT CORP NO N 2 2020-10-02 Floating 0.672 N N N N N N DNB BANK ASA (AKA: DNB NOR BANK ASA) 549300GKFG0RYRRQ1414 23329PAD2 17000000.000000 PA USD 17039709.280000 0.3928191 Long DBT CORP NO N 2 2022-12-02 Floating 0.964 N N N N N N DNB BANK ASA (AKA: DNB NOR BANK ASA) 549300GKFG0RYRRQ1414 R1655VAB4 2000000.000000 PA USD 2016764.300000 0.0464928 Long DBT CORP NO N 2 2021-06-02 Floating 1.414 N N N N N N DOMINION ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 257375AM7 4500000.000000 PA USD 4493976.570000 0.1036003 Long DBT CORP US N 2 2021-06-15 Floating 0.91338 N N N N N N DRYDEN XXV SENIOR LOAN FUND 2012-25A N/A 26250JAS9 5354799.880000 PA USD 5309305.230000 0.1223962 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 2.11888 N N N N N N DT AUTO OWNER TRUST 2020-2A N/A 23343RAA6 1800000.000000 PA USD 1803594.240000 0.0415785 Long ABS-O CORP US N 2 2024-01-16 Fixed 1.14 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBD6 3700000.000000 PA USD 3697915.010000 0.0852486 Long DBT CORP US N 2 2022-03-11 Floating 0.96463 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBA2 5300000.000000 PA USD 5311661.060000 0.1224506 Long DBT CORP US N 2 2021-05-14 Floating 0.924 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 26444HAG6 8800000.000000 PA USD 8797530.020000 0.2028108 Long DBT CORP US N 2 2021-11-26 Floating 0.6095 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBB0 30000000.000000 PA USD 29842174.200000 0.6879563 Long DBT CORP CA N 2 2022-02-18 Floating 0.8805 N N N N N N ENTERPRISE FLEET FINANCING 2019-3 LLC N/A 29374WAB2 4000000.000000 PA USD 4063989.200000 0.0936878 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 40075960.000000 0.9238774 Long ABS-MBS CORP CA N 2 2023-10-16 Floating 0.55475 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2020-2A N/A 30167YAA9 4600000.000000 PA USD 4607204.520000 0.1062106 Long ABS-O CORP US N 2 2023-08-15 Fixed 1.13 N N N N N N EXPORT-IMPORT BANK OF KOREA (KEXIM) 549300APVP4R32PI3Y06 302154CT4 9258000.000000 PA USD 9276743.470000 0.2138582 Long DBT NUSS KR N 2 2021-06-01 Floating 0.925 N N N N N N EXPORT-IMPORT BANK OF KOREA (KEXIM) 549300APVP4R32PI3Y06 ACI0MBM93 2500000.000000 PA USD 2506331.950000 0.0577789 Long DBT NUSS KR N 2 2021-03-17 Floating 1.299 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30229AG29 8400000.000000 PA USD 8399972.450000 0.1936459 Long DBT CORP US N 2 2020-07-02 None 0 N N N N N N FANNIE MAE 2006-43 N/A 31395DE47 510280.820000 PA USD 508775.190000 0.0117289 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 0.4845 N N N N N N FANNIE MAE 2007-44 N/A 31396VWM6 785022.800000 PA USD 783132.070000 0.0180537 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 0.4845 N N N N N N FANNIE MAE 2010-74 N/A 31398RV36 88405.720000 PA USD 88926.560000 0.0020500 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 0.7245 N N N N N N FANNIE MAE REMICS 2006-27 N/A 31395BZF3 20541.320000 PA USD 20492.450000 0.0004724 Long ABS-MBS USGSE US N 2 2036-04-25 Floating 0.4845 N N N N N N FANNIE MAE REMICS 2011-99 N/A 3136A1KL8 212486.050000 PA USD 213607.210000 0.0049243 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 0.7345 N N N N N N FANNIE MAE REMICS 2012-27 N/A 3136A4CH0 183839.130000 PA USD 184882.340000 0.0042621 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 0.7045 N N N N N N FANNIE MAE REMICS 2012-6 N/A 3136A3RV5 582162.930000 PA USD 584572.620000 0.0134762 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 0.6845 N N N N N N FANNIE MAE REMICS 2012-89 N/A 3136A7W73 242948.490000 PA USD 243313.930000 0.0056092 Long ABS-MBS USGSE US N 2 2039-04-25 Floating 0.6345 N N N N N N FANNIE MAE REMICS 2012-9 N/A 3136A3D24 569516.910000 PA USD 570111.880000 0.0131429 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 0.5845 N N N N N N FANNIE MAE REMICS 2012-93 N/A 3136A8JQ4 814168.140000 PA USD 810419.380000 0.0186827 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 0.4845 N N N N N N FANNIE MAE REMICS 2013-57 N/A 3136AEHA8 265353.230000 PA USD 264318.880000 0.0060934 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 0.5345 N N N N N N FANNIE MAE REMICS 2014-69 N/A 3136ALXW6 4740747.400000 PA USD 4747017.510000 0.1094337 Long ABS-MBS USGSE US N 2 2044-11-25 Floating 0.52263 N N N N N N FANNIE MAE REMICS 2014-84 N/A 3136AL2T7 24495016.000000 PA USD 24565000.710000 0.5663008 Long ABS-MBS USGSE US N 2 2044-12-25 Floating 0.52263 N N N N N N FANNIE MAE REMICS 2015-64 N/A 3136AP3D2 4449743.400000 PA USD 4442659.850000 0.1024173 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 0.52263 N N N N N N FANNIE MAE REMICS 2016-40 N/A 3136ASM60 4740863.100000 PA USD 4747280.330000 0.1094398 Long ABS-MBS USGSE US N 2 2046-07-25 Floating 0.62263 N N N N N N FANNIE MAE REMICS 2019-33 N/A 3136B45C8 2098530.350000 PA USD 2100381.670000 0.0484204 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 0.6345 N N N N N N FANNIE MAE REMICS 2019-41 N/A 3136B5SR7 1299128.060000 PA USD 1301098.060000 0.0299944 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 0.6345 N N N N N N FANNIE MAE REMICS 2019-53 N/A 3136B5K95 13537042.200000 PA USD 13540545.590000 0.3121523 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 0.57263 N N N N N N FANNIE MAE-2006-56 N/A 31395NWK9 113851.740000 PA USD 113811.470000 0.0026237 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 0.5345 N N N N N N FANNIE MAE-2020-29 N/A 3136B9TM9 14243768.250000 PA USD 14296068.520000 0.3295695 Long ABS-MBS USGSE US N 2 2050-05-25 Floating 0.97263 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GVJH2 45000000.000000 PA USD 45003323.250000 1.0374687 Long DBT USGSE US N 2 2025-04-03 Fixed 1.5 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GVRM2 13683000.000000 PA USD 13687109.000000 0.3155311 Long DBT USGSE US N 2 2025-05-06 Fixed 0.9 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GVX45 49200000.000000 PA USD 49237025.460000 1.1350689 Long DBT USGSE US N 2 2025-06-30 Fixed 0.9 N N N N N N FIGUEROA CLO LTD 2014-1A N/A 31683YAJ3 1308227.980000 PA USD 1307484.490000 0.0301416 Long ABS-CBDO CORP KY N 2 2027-01-15 Floating 2.11888 N N N N N N FIRST ABU DHABI BANK PJSC 2138002Y3WMK6RZS8H90 ACI1B1WQ6 6900000.000000 PA USD 6911162.200000 0.1593241 Long DBT CORP AE N 2 2022-04-16 Floating 2.12613 N N N N N N FLAGSHIP CLO LTD 2014-8A N/A 338422AQ1 450889.010000 PA USD 448001.720000 0.0103279 Long ABS-CBDO CORP KY N 2 2026-01-16 Floating 2.02613 N N N N N N FLAGSHIP CREDIT AUTO TRUST 2018-4 N/A 33845DAA9 2385873.430000 PA USD 2418409.590000 0.0557520 Long ABS-O CORP US N 2 2023-05-15 Fixed 3.41 N N N N N N FNMA PASS THRU POOLS N/A 3138ENEW5 5574385.000000 PA USD 5897474.960000 0.1359554 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 3.299 N N N N N N FORD CREDIT AUTO LEASE TRUST 2018-A N/A 34531JAE5 6950000.000000 PA USD 6976888.860000 0.1608393 Long ABS-O CORP US N 2 2021-08-15 Fixed 3.05 N N N N N N FORD CREDIT AUTO LEASE TRUST 2019-B N/A 34528DAD5 1000000.000000 PA USD 1016041.000000 0.0234230 Long ABS-O CORP US N 2 2022-10-15 Fixed 2.22 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2019-3 N/A 34528QHB3 7300000.000000 PA USD 7186980.670000 0.1656826 Long ABS-O CORP US N 2 2024-09-15 Floating 0.78475 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZL0 7900000.000000 PA USD 7782698.670000 0.1794158 Long DBT CORP US N 2 2021-01-07 Floating 2.82588 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540RAC0 23700000.000000 PA USD 23510965.720000 0.5420020 Long DBT CORP US N 2 2020-09-24 Floating 1.22663 N N N N N N FREDDIE MAC 2399 N/A 31339MXK9 214875.660000 PA USD 218294.760000 0.0050324 Long ABS-MBS USGSE US N 2 2032-01-15 Floating 1.13475 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF05 N/A 3137BEY73 219722.630000 PA USD 219860.700000 0.0050685 Long ABS-MBS USGSE US N 2 2021-09-25 Floating 0.5325 N N N N N N FREDDIE MAC REMICS 3344 N/A 31397JX82 397404.900000 PA USD 396919.990000 0.0091503 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 0.51475 N N N N N N FREDDIE MAC REMICS 3367 N/A 31397KGG0 638563.910000 PA USD 642891.390000 0.0148207 Long ABS-MBS USGSE US N 2 2037-09-15 Floating 0.73475 N N N N N N FREDDIE MAC REMICS 3382 N/A 31397PHA1 93203.250000 PA USD 94012.960000 0.0021673 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 0.78475 N N N N N N FREDDIE MAC REMICS 3505 N/A 31397YPE5 57146.460000 PA USD 58593.120000 0.0013508 Long ABS-MBS USGSE US N 2 2039-01-15 Floating 1.18475 N N N N N N FREDDIE MAC REMICS 3826 N/A 3137A7Q94 119617.140000 PA USD 119751.640000 0.0027607 Long ABS-MBS USGSE US N 2 2041-03-15 Floating 0.58475 N N N N N N FREDDIE MAC REMICS 3838 N/A 3137A9YG5 185129.220000 PA USD 185395.180000 0.0042739 Long ABS-MBS USGSE US N 2 2040-03-15 Floating 0.58475 N N N N N N FREDDIE MAC REMICS 3957 N/A 3137AHC30 181960.380000 PA USD 182918.950000 0.0042169 Long ABS-MBS USGSE US N 2 2041-11-15 Floating 0.73475 N N N N N N FREDDIE MAC REMICS 4263 N/A 3137B5QC0 485230.200000 PA USD 485807.430000 0.0111994 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 0.58475 N N N N N N FREDDIE MAC REMICS 4419 N/A 3137BFMR9 3071043.150000 PA USD 3072118.020000 0.0708220 Long ABS-MBS USGSE US N 2 2040-06-15 Floating 0.51263 N N N N N N FREDDIE MAC REMICS 4521 N/A 3137BLN53 1405111.550000 PA USD 1407254.060000 0.0324416 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 0.50263 N N N N N N FREDDIE MAC REMICS 4697 N/A 3137F2BF2 3517989.600000 PA USD 3544182.790000 0.0817046 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 0.52263 N N N N N N FREDDIE MAC REMICS 4707 N/A 3137F2N36 5277379.440000 PA USD 5263686.220000 0.1213446 Long ABS-MBS USGSE US N 2 2044-09-15 Floating 0.52263 N N N N N N FREDDIE MAC REMICS 4722 N/A 3137FAWH7 1245568.140000 PA USD 1248153.690000 0.0287739 Long ABS-MBS USGSE US N 2 2038-05-15 Floating 0.49263 N N N N N N FREDDIE MAC REMICS 4736 N/A 3137FCHA5 9102108.600000 PA USD 9179476.520000 0.2116159 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 0.52263 N N N N N N FREDDIE MAC REMICS 4842 N/A 3137FJG52 15203218.000000 PA USD 15150525.170000 0.3492674 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.52263 N N N N N N FREDDIE MAC REMICS 4904 N/A 3137FN6L9 9903300.820000 PA USD 9916902.010000 0.2286159 Long ABS-MBS USGSE US N 2 2049-06-15 Floating 0.63475 N N N N N N FREDDIE MAC REMICS 4961 N/A 3137FRK91 15112643.170000 PA USD 15337413.510000 0.3535758 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 19114.400000 PA USD 19176.390000 0.0004421 Long ABS-MBS USGSE US N 2 2041-08-15 Floating 0.68475 N N N N N N FREDDIE MAC REMICS-3977 N/A 3137AJZ31 502176.360000 PA USD 505233.360000 0.0116472 Long ABS-MBS USGSE US N 2 2041-12-15 Floating 0.70475 N N N N N N FREDDIE MAC STRIPS 328 N/A 31351DC90 3332016.600000 PA USD 3313927.080000 0.0763965 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 0.52263 N N N N N N FREDDIE MAC STRIPS 330 N/A 31351DDT5 10420538.260000 PA USD 10294105.560000 0.2373116 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.52263 N N N N N N FREDDIE MAC STRIPS 343 N/A 31351DEC1 8397080.000000 PA USD 8377030.290000 0.1931170 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.52263 N N N N N N FREDDIE MAC-2614 N/A 31393QMP4 223241.360000 PA USD 229621.550000 0.0052935 Long ABS-MBS USGSE US N 2 2033-05-15 Floating 1.671 N N N N N N FREDDIE MAC-3305 N/A 31397GTW0 381603.000000 PA USD 380695.780000 0.0087762 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 0.48475 N N N N N N FREDDIE MAC-3339 N/A 31397JYP3 525082.740000 PA USD 528954.440000 0.0121941 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 0.76475 N N N N N N FRESENIUS MEDICAL CARE US FINANCE INC B8RI7LM5Z25R6H3S2R89 35803QAA5 2550000.000000 PA USD 2622578.640000 0.0604587 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 2367849.410000 0.0545864 Long DBT CORP US N 2 2021-11-05 Floating 2.461 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 36955DGD6 13500000.000000 PA USD 13497352.920000 0.3111566 Long DBT CORP US N 2 2020-07-13 None 0 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 36955DGL8 27000000.000000 PA USD 26988225.030000 0.6221638 Long DBT CORP US N 2 2020-07-20 None 0 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 58786338.250000 PA USD 586393724.070000 13.5182268 Long STIV RF US N 1 N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 37033LGC4 4000000.000000 PA USD 4071183.000000 0.0938536 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 16562388.610000 0.3818154 Long DBT CORP US N 2 2020-08-07 Floating 1.274 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBR6 1183000.000000 PA USD 1175489.720000 0.0270987 Long DBT CORP US N 2 2022-01-14 Floating 2.86138 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBF2 3050000.000000 PA USD 3090731.320000 0.0712511 Long DBT CORP US N 2 2021-03-01 Fixed 4.2 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCJ3 122000.000000 PA USD 123482.190000 0.0028467 Long DBT CORP US N 2 2021-04-09 Fixed 3.55 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCH7 6340000.000000 PA USD 6302705.080000 0.1452973 Long DBT CORP US N 2 2021-04-09 Floating 1.11838 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCB0 4700000.000000 PA USD 4707621.290000 0.1085255 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 2375467.080000 0.0547620 Long DBT CORP US N 2 2021-11-06 Floating 1.60088 N N N N N N GLAXOSMITHKLINE LLC 549300Y2PZWSSLJYI255 37737PHQ2 25600000.000000 PA USD 25576220.420000 0.5896126 Long DBT CORP US N 2 2020-08-24 None 0 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-2 N/A 36259PAB2 5800000.000000 PA USD 5805311.640000 0.1338308 Long ABS-O CORP US N 2 2022-10-20 Fixed 0.71 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-2 N/A 36259PAC0 500000.000000 PA USD 500196.200000 0.0115311 Long ABS-O CORP US N 2 2022-10-20 Floating 0.57238 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST 2018-3 N/A 361886BQ6 1600000.000000 PA USD 1599093.440000 0.0368642 Long ABS-O CORP US N 2 2022-09-15 Floating 0.50475 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST 2018-4 N/A 361886BY9 10000000.000000 PA USD 9958912.000000 0.2295844 Long ABS-O CORP US N 2 2023-09-15 Floating 0.59475 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 23207879.910000 PA USD 228806487.990000 5.2747120 Long STIV RF US N 1 N N N GOLDEN CREDIT CARD TRUST 2018-1A N/A 380881EK4 1500000.000000 PA USD 1517772.900000 0.0349895 Long ABS-MBS CORP CA N 2 2023-01-15 Fixed 2.62 N N N N N N GOLDEN CREDIT CARD TRUST 2018-3A N/A 380881EL2 1900000.000000 PA USD 1900006.460000 0.0438011 Long ABS-MBS CORP CA N 2 2023-05-15 Floating 0.50475 N N N N N N GOLDEN CREDIT CARD TRUST 2019-2A N/A 380881FA5 12700000.000000 PA USD 12674445.060000 0.2921860 Long ABS-MBS CORP CA N 2 2023-10-15 Floating 0.53475 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVW1 4700000.000000 PA USD 4735988.560000 0.1091795 Long DBT CORP US N 2 2021-04-23 Floating 2.35138 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAF7 7000000.000000 PA USD 7021163.030000 0.1618600 Long DBT CORP US N 2 2021-11-15 Floating 1.56238 N N N N N N GOSFORTH FUNDING 2018-1 PLC 18-1A N/A 38312RAA1 3651296.390000 PA USD 3650872.840000 0.0841641 Long ABS-MBS CORP GB N 2 2060-08-25 Floating 0.8095 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-146 N/A 38377MWN2 63506.820000 PA USD 63619.680000 0.0014666 Long ABS-MBS USGSE US N 2 2039-06-20 Floating 0.59 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-15 N/A 38376WXM2 1221966.920000 PA USD 1234997.120000 0.0284706 Long ABS-MBS USGSE US N 2 2040-02-20 Floating 0.93 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-35 N/A 38376WE68 3969825.610000 PA USD 4013330.130000 0.0925199 Long ABS-MBS USGSE US N 2 2040-03-20 Floating 0.94 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-37 N/A 38376XJP9 3088449.130000 PA USD 3131111.730000 0.0721820 Long ABS-MBS USGSE US N 2 2040-03-20 Floating 0.99 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-4 N/A 38376TX98 1401213.670000 PA USD 1415122.260000 0.0326230 Long ABS-MBS USGSE US N 2 2040-01-16 Floating 0.89513 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-50 N/A 38376YGD7 2916827.650000 PA USD 2954786.660000 0.0681172 Long ABS-MBS USGSE US N 2 2040-04-20 Floating 0.96 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H05 N/A 38375BKD3 333939.870000 PA USD 333879.830000 0.0076970 Long ABS-MBS USGSE US N 2 2060-12-20 Floating 0.80338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H08 N/A 38375BQS4 671463.260000 PA USD 672397.940000 0.0155009 Long ABS-MBS USGSE US N 2 2062-04-20 Floating 0.87338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H17 N/A 38375UNP1 53347.020000 PA USD 53325.890000 0.0012293 Long ABS-MBS USGSE US N 2 2064-07-20 Floating 0.80338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20 N/A 38376RFG6 889587.270000 PA USD 888217.750000 0.0204762 Long ABS-MBS USGSE US N 2 2065-08-20 Floating 0.77338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29 N/A 38376RMB9 126917.400000 PA USD 127222.650000 0.0029329 Long ABS-MBS USGSE US N 2 2065-10-20 Floating 1.00338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30 N/A 38376RKZ8 67534.370000 PA USD 67902.610000 0.0015654 Long ABS-MBS USGSE US N 2 2061-08-20 Floating 0.98338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23 N/A 38376RB54 69205.440000 PA USD 69168.020000 0.0015945 Long ABS-MBS USGSE US N 2 2066-10-20 Floating 0.67338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23 N/A 38376RC53 5039773.920000 PA USD 5473017.080000 0.1261703 Long ABS-MBS USGSE US N 2 2066-09-20 Variable 4.23336 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-117 N/A 38380ANR4 879088.050000 PA USD 880803.850000 0.0203053 Long ABS-MBS USGSE US N 2 2043-07-20 Floating 0.59263 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A 38376RRJ7 253494.090000 PA USD 253860.030000 0.0058523 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 1.07338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UXM7 4676282.700000 PA USD 4720776.590000 0.1088288 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 1.10338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H12 N/A 38376R2V7 176666.840000 PA USD 176204.640000 0.0040621 Long ABS-MBS USGSE US N 2 2066-06-20 Floating 0.50338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16 N/A 38375UG53 1415624.450000 PA USD 1428708.360000 0.0329362 Long ABS-MBS USGSE US N 2 2067-08-20 Floating 1.05338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H18 N/A 38376R6V3 1579912.770000 PA USD 1616400.220000 0.0372631 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 166292.010000 PA USD 165558.880000 0.0038167 Long ABS-MBS USGSE US N 2 2068-01-20 Floating 0.70338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-57 N/A 38381VSW1 3889112.510000 PA USD 3881210.220000 0.0894741 Long ABS-MBS USGSE US N 2 2049-05-20 Floating 0.65 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-78 N/A 38381WUF3 16152910.490000 PA USD 16158223.180000 0.3724981 Long ABS-MBS USGSE US N 2 2049-06-20 Floating 0.64 N N N N N N GOVT NATL MORTGAGE ASSOC SERIES 2007-26 N/A 38375KCC4 1272716.670000 PA USD 1272556.310000 0.0293364 Long ABS-MBS USGSE US N 2 2037-04-20 Floating 0.5 N N N N N N GREATAMERICA LEASING RECEIVABLES FUNDING LLC 2017-1 N/A 39154TAK4 2237345.390000 PA USD 2243098.050000 0.0517105 Long ABS-O CORP US N 2 2023-01-20 Fixed 2.36 N N N N N N GULF STREAM MERIDIAN 2 LTD 2020-IIA N/A 40256TAA1 5000000.000000 PA USD 5028500.000000 0.1159228 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 2.47755 N N N N N N HALCYON LOAN ADVISORS FUNDING LTD 2015-1A N/A 40538HAN9 2462666.860000 PA USD 2437149.370000 0.0561840 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 2.05525 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 41283LAT2 2205000.000000 PA USD 2192432.620000 0.0505425 Long DBT CORP US N 2 2021-03-02 Floating 1.284 N N N N N N HERTZ FLEET LEASE FUNDING LP 2018-1 N/A 428041BD8 2034209.620000 PA USD 2047149.430000 0.0471933 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 36102495.710000 PA USD 35702826.640000 0.8230629 Long ABS-O CORP US N 2 2033-01-10 Floating 0.64663 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824CBB4 7200000.000000 PA USD 7187675.040000 0.1656986 Long DBT CORP US N 2 2021-10-05 Floating 1.02375 N N N N N N HPEFS EQUIPMENT TRUST 2020-2A N/A 40438PAB8 3500000.000000 PA USD 3500022.580000 0.0806866 Long ABS-O CORP US N 2 2030-07-22 Fixed 0.65 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BV0 51133000.000000 PA USD 51157877.230000 1.1793506 Long DBT CORP GB N 2 2021-09-11 Floating 0.96838 N N N N N N HSH PORTFOLIOMANAGEMENT AOER 529900VG6LF49XJYY328 BF3R8YII3 5000000.000000 PA USD 5020255.850000 0.1157327 Long DBT CORP DE N 2 2021-11-19 Floating 0.7105 N N N N N N HYUNDAI AUTO LEASE SECURITIZATION TRUST 2019-B N/A 44935RAB4 1106530.650000 PA USD 1113295.090000 0.0256650 Long ABS-O CORP US N 2 2021-12-15 Fixed 2.08 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAV9 3800000.000000 PA USD 3760323.900000 0.0866873 Long DBT CORP US N 2 2021-07-08 Floating 1.2165 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAP2 400000.000000 PA USD 399335.320000 0.0092059 Long DBT CORP US N 2 2020-09-18 Floating 1.30788 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAX5 13300000.000000 PA USD 13272144.480000 0.3059648 Long DBT CORP US N 2 2020-09-18 Floating 1.10788 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAD9 10000000.000000 PA USD 10046260.800000 0.2315980 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 2975059.350000 0.0685845 Long DBT CORP US N 2 2021-03-12 Floating 1.13838 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CAV5 717000.000000 PA USD 709513.750000 0.0163565 Long DBT CORP US N 2 2021-07-08 Floating 1.2165 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CAQ6 918000.000000 PA USD 920033.330000 0.0212097 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 1297839.790000 0.0299193 Long DBT CORP US N 2 2020-09-18 Floating 1.30788 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CAD5 1611000.000000 PA USD 1618452.610000 0.0373104 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 3949442.290000 0.0910471 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 1940009.900000 0.0447234 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 29428000.000000 PA USD 29456884.170000 0.6790742 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 12512269.000000 0.2884473 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 9940600.000000 0.2291622 Long DBT NUSS KR N 2 2022-10-23 Floating 1.493 N N N N N N ING BANK NV/AMSTERDAM BRANCH 3TK20IVIUJ8J3ZU0QE75 44987DAH9 200000.000000 PA USD 200246.110000 0.0046163 Long DBT CORP NL N 2 2020-08-17 Floating 1.35563 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GQ2 1500000.000000 PA USD 1516194.150000 0.0349531 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 2047466.300000 0.0472006 Long DBT CORP US N 2 2020-12-15 Fixed 8.25 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LSP7 2000000.000000 PA USD 2028762.240000 0.0467694 Long DBT CORP US N 2 2021-04-29 Fixed 2.25 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LTA9 1000000.000000 PA USD 1002680.770000 0.0231150 Long DBT CORP US N 2 2021-06-11 Floating 0.79463 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LTD3 7600000.000000 PA USD 7604740.120000 0.1753133 Long DBT CORP US N 2 2020-10-15 Floating 1.51888 N N N N N N JAMESTOWN CLO IV LTD 2014-4A N/A 470474AQ0 6962607.900000 PA USD 6945058.090000 0.1601055 Long ABS-CBDO CORP KY N 2 2026-07-15 Floating 1.90888 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 471048BK3 5000000.000000 PA USD 5000984.900000 0.1152885 Long DBT NUSS JP N 2 2020-07-21 Floating 1.499 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 BYQRRPII5 4700000.000000 PA USD 4731162.180000 0.1090682 Long DBT CORP JP N 2 2021-04-13 Fixed 2 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EUW7 1500000.000000 PA USD 1504309.110000 0.0346791 Long DBT CORP US N 2 2021-06-07 Floating 0.71763 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 24422EUZ0 9800000.000000 PA USD 9841194.690000 0.2268706 Long DBT CORP US N 2 2022-06-13 Floating 0.80338 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRU6 3000000.000000 PA USD 3024037.530000 0.0697136 Long DBT CORP US N 2 2021-06-07 Floating 1.41763 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAT3 30900000.000000 PA USD 30953544.450000 0.7135769 Long DBT CORP US N 2 2022-06-18 Floating 0.91788 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 482466AF6 5200000.000000 PA USD 5203406.000000 0.1199549 Long DBT CORP KR N 2 2022-10-02 Floating 1.002 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 Y46006AB1 2500000.000000 PA USD 2541075.000000 0.0585798 Long DBT CORP KR N 2 2021-10-18 Fixed 2.125 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 Y4S96CSP9 4200000.000000 PA USD 4202751.000000 0.0968867 Long DBT CORP KR N 2 2022-10-02 Floating 1.002 N N N N N N KIA MOTORS CORPORATION 988400V8MJK9N7OI5X76 Y47606AD3 1140000.000000 PA USD 1148061.600000 0.0264664 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 12741048.140000 0.2937214 Long DBT CORP KR N 2 2023-02-18 Floating 0.73563 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAH9 439000.000000 PA USD 439000.000000 0.0101203 Long DBT CORP US N 2 2020-07-02 Fixed 2.8 N N N N N N LG&E AND KU ENERGY LLC N/A 50188FAD7 1602000.000000 PA USD 1608091.770000 0.0370716 Long DBT CORP US N 2 2020-11-15 Fixed 3.75 N N N N N N LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK BRANCH 213800MBWEIJDM5CU638 53947BAE0 5000000.000000 PA USD 5007379.550000 0.1154359 Long DBT CORP GB N 2 2020-10-26 Floating 0.76838 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53944VAQ2 4522000.000000 PA USD 4531459.260000 0.1044644 Long DBT CORP GB N 2 2021-05-07 Floating 0.964 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAG8 30400000.000000 PA USD 30529884.000000 0.7038102 Long DBT CORP GB N 2 2021-06-21 Floating 1.10638 N N N N N N MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 55608PBB9 4000000.000000 PA USD 4006786.760000 0.0923691 Long DBT CORP AU N 2 2021-08-06 Floating 0.95088 N N N N N N MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 55608RAR1 2200000.000000 PA USD 2202305.970000 0.0507701 Long DBT CORP AU N 2 2020-07-29 Floating 1.96075 N N N N N N MARLETTE FUNDING TRUST 2019-2 N/A 57109HAA0 4578323.770000 PA USD 4620099.140000 0.1065079 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 1978955.500000 PA USD 1991851.560000 0.0459185 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 6471154.890000 0.1491806 Long DBT CORP US N 2 2020-12-01 Floating 0.95 N N N N N N MASTER CREDIT CARD TRUST II SERIES 2018-1A N/A 576339BM6 5125000.000000 PA USD 5093134.290000 0.1174128 Long ABS-MBS CORP CA N 2 2024-07-21 Floating 0.68 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST 2020-A N/A 58770FAB8 14607000.000000 PA USD 14689035.830000 0.3386287 Long ABS-O CORP US N 2 2022-03-15 Fixed 1.82 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989VAA2 3300000.000000 PA USD 3276070.580000 0.0755238 Long DBT CORP US N 2 2023-01-17 Floating 1.56169 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GEF2 15600000.000000 PA USD 15507793.700000 0.3575036 Long DBT CORP US N 2 2023-01-13 Floating 1.69498 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BF0 9000000.000000 PA USD 9014064.390000 0.2078026 Long DBT CORP JP N 2 2022-03-07 Floating 1.01763 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AX2 1951000.000000 PA USD 1958259.160000 0.0451441 Long DBT CORP JP N 2 2021-07-26 Floating 1.64138 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AP9 3000000.000000 PA USD 3118177.950000 0.0718838 Long DBT CORP JP N 2 2022-07-25 Fixed 2.665 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AQ7 3000000.000000 PA USD 3011245.710000 0.0694187 Long DBT CORP JP N 2 2022-07-25 Floating 1.78138 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AF1 16797000.000000 PA USD 16937212.290000 0.3904562 Long DBT CORP JP N 2 2021-09-13 Floating 1.37338 N N N N N N MITSUBISHI UFJ LEASE & FINANCE COMPANY LIMITED 353800MZ3QX9RLMH7B09 ACI0HH3R7 15650000.000000 PA USD 15740044.620000 0.3628577 Long DBT CORP JP N 2 2020-10-21 Fixed 2.75 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAJ8 34646000.000000 PA USD 34870585.770000 0.8038771 Long DBT CORP JP N 2 2022-02-28 Floating 1.31125 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAF6 2217000.000000 PA USD 2237495.540000 0.0515813 Long DBT CORP JP N 2 2021-09-13 Floating 1.45338 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468K8 24528000.000000 PA USD 24472343.270000 0.5641648 Long DBT CORP US N 2 2023-01-20 Floating 1.61437 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAJ7 2000000.000000 PA USD 2010535.360000 0.0463492 Long DBT CORP US N 2 2022-07-22 Floating 2.02763 N N N N N N MOTOR 2017-1 PLC 1A N/A 62006FAA8 625000.000000 PA USD 624882.500000 0.0144055 Long ABS-O CORP GB N 2 2024-09-25 Floating 0.7145 N N N N N N MOUNTAIN VIEW CLO LTD 2014-1A N/A 62431XAU0 1485479.230000 PA USD 1466356.450000 0.0338041 Long ABS-CBDO CORP KY N 2 2026-10-15 Floating 2.01888 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-DA N/A 63941HAA0 8000000.000000 PA USD 8038116.800000 0.1853040 Long ABS-O CORP US N 2 2069-05-15 Fixed 1.69 N N N N N N NAVIENT STUDENT LOAN TRUST 2015-AA N/A 63939EAC7 9039785.250000 PA USD 9016688.600000 0.2078631 Long ABS-O CORP US N 2 2028-12-15 Floating 1.38475 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-1A N/A 63940DAB8 14168824.140000 PA USD 14064231.300000 0.3242249 Long ABS-O CORP US N 2 2067-03-25 Floating 0.5345 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-CA N/A 63940VAA0 173996.620000 PA USD 174365.110000 0.0040197 Long ABS-O CORP US N 2 2042-06-16 Fixed 3.01 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-DA N/A 63940UAA2 3606451.900000 PA USD 3605024.110000 0.0831072 Long ABS-O CORP US N 2 2059-12-15 Floating 0.48475 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-EA N/A 63890BAA4 929688.220000 PA USD 934933.520000 0.0215532 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 6536910.100000 PA USD 6514258.400000 0.1501742 Long ABS-O CORP US N 2 2059-12-15 Floating 0.58475 N N N N N N NAVIENT STUDENT LOAN TRUST 2019-CA N/A 63940YAB2 2665000.000000 PA USD 2752805.350000 0.0634609 Long ABS-O CORP US N 2 2068-02-15 Fixed 3.13 N N N N N N NCUA GUARANTEED NOTES 2010-R2 N/A 62888UAB6 5758585.200000 PA USD 5759508.880000 0.1327749 Long ABS-MBS CORP US N 2 2020-11-05 Floating 0.63588 N N N N N N NCUA GUARANTEED NOTES 2010-R3 N/A 62888WAB2 940190.020000 PA USD 940287.710000 0.0216766 Long ABS-MBS CORP US N 2 2020-12-08 Floating 0.72588 N N N N N N NELNET STUDENT LOAN TRUST 2006-1 N/A 64031QCS8 824236.230000 PA USD 822599.130000 0.0189635 Long ABS-O CORP US N 2 2027-08-23 Floating 0.4695 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WCZ4 15800000.000000 PA USD 15840933.380000 0.3651835 Long DBT CORP US N 2 2021-08-06 Floating 0.82088 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WDK6 7000000.000000 PA USD 7015682.590000 0.1617336 Long DBT CORP US N 2 2022-01-21 Floating 1.389 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WDJ9 12500000.000000 PA USD 12559107.380000 0.2895271 Long DBT CORP US N 2 2022-07-12 Floating 1.75138 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBC3 3600000.000000 PA USD 3620539.800000 0.0834649 Long DBT CORP US N 2 2022-02-25 Floating 1.0795 N N N N N N NISSAN AUTO LEASE TRUST 2019-A N/A 65479PAB5 242542.140000 PA USD 243518.610000 0.0056139 Long ABS-O CORP US N 2 2021-07-15 Fixed 2.71 N N N N N N NISSAN AUTO LEASE TRUST 2020-A N/A 65479NAB0 10000000.000000 PA USD 10089812.000000 0.2326020 Long ABS-O CORP US N 2 2022-05-16 Fixed 1.8 N N N N N N NISSAN MASTER OWNER TRUST RECEIVABLES 2019-B N/A 65474VAS0 45000000.000000 PA USD 44779927.500000 1.0323187 Long ABS-O CORP US N 2 2023-11-15 Floating 0.61475 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AY5 7300000.000000 PA USD 7298160.840000 0.1682457 Long DBT CORP US N 2 2020-07-13 Floating 1.70138 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BC2 2275000.000000 PA USD 2258010.460000 0.0520543 Long DBT CORP US N 2 2020-09-28 Floating 0.696 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BN8 6085000.000000 PA USD 5849246.590000 0.1348436 Long DBT CORP US N 2 2021-09-21 Floating 0.93638 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 U65478BR6 5000000.000000 PA USD 4806283.150000 0.1108000 Long DBT CORP US N 2 2021-09-21 Floating 0.93638 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CT0 20627000.000000 PA USD 20322839.410000 0.4685056 Long DBT CORP US N 2 2021-02-08 Floating 1.39763 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CZ6 11383000.000000 PA USD 11347428.130000 0.2615940 Long DBT CORP US N 2 2021-03-15 Fixed 4.85 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 ACI0LVT02 4540000.000000 PA USD 4594706.860000 0.1059225 Long DBT CORP JP N 2 2021-04-13 Fixed 2.65 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 ACI0FJRM0 10000000.000000 PA USD 10010750.000000 0.2307794 Long DBT CORP JP N 2 2020-07-23 Fixed 2.95 N N N N N N OSCAR US FUNDING TRUST VIII LLC 2018-2A N/A 68784XAC0 124150.000000 PA USD 124074.070000 0.0028603 Long ABS-O CORP JP N 2 2021-08-10 Floating 0.64663 N N N N N N OSCAR US FUNDING TRUST XI LLC 2019-2A N/A 68784EAB4 1051456.000000 PA USD 1057565.370000 0.0243802 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 2275651.120000 0.0524609 Long DBT CORP US N 2 2023-04-05 Floating 0.75375 N N N N N N PALMER SQUARE LOAN FUNDING 2020-3 LTD N/A 69701KAA0 10200000.000000 PA USD 10144960.800000 0.2338734 Long ABS-CBDO CORP KY N 2 2028-07-20 Floating 2.00513 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2018-1A N/A 69700EAA5 4430721.510000 PA USD 4398895.500000 0.1014084 Long ABS-CBDO CORP KY N 2 2026-04-15 Floating 1.81888 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2018-2A N/A 69700HAA8 4722373.110000 PA USD 4686958.240000 0.1080492 Long ABS-CBDO CORP KY N 2 2026-07-15 Floating 1.86888 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2018-3A N/A 69700LAA9 2257360.570000 PA USD 2241986.660000 0.0516849 Long ABS-CBDO CORP KY N 2 2026-08-15 Floating 1.24238 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2018-4A N/A 69700KAA1 6178202.150000 PA USD 6108474.590000 0.1408196 Long ABS-CBDO CORP KY N 2 2026-11-15 Floating 1.29238 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2019-2A N/A 69689PAA5 16987117.960000 PA USD 16812804.310000 0.3875882 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 2.10525 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2019-4A N/A 69689HAA3 13021867.860000 PA USD 12890237.480000 0.2971607 Long ABS-CBDO CORP KY N 2 2027-10-24 Floating 1.92025 N N N N N N PENARTH MASTER ISSUER PLC 18-2A N/A 70659PAK7 41000000.000000 PA USD 40971423.000000 0.9445207 Long ABS-MBS CORP GB N 2 2022-09-18 Floating 0.64375 N N N N N N PFS FINANCING CORP 2019-A N/A 69335PDD4 6000000.000000 PA USD 5986266.000000 0.1380023 Long ABS-O CORP US N 2 2024-04-15 Floating 0.73475 N N N N N N PFS FINANCING CORP 2020 B N/A 69335PDR3 10000000.000000 PA USD 10027867.500000 0.2311740 Long ABS-O CORP US N 2 2024-06-17 Fixed 1.21 N N N N N N PHEAA STUDENT LOAN TRUST 2016-2A N/A 69343VAA0 4975312.120000 PA USD 4841220.990000 0.1116054 Long ABS-O CORP US N 2 2065-11-25 Floating 1.1345 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFU7 15000000.000000 PA USD 14990764.200000 0.3455844 Long DBT CORP US N 2 2023-02-24 Floating 0.6845 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFQ6 47000000.000000 PA USD 47111484.470000 1.0860685 Long DBT CORP US N 2 2022-07-22 Floating 1.54763 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CAL8 5000000.000000 PA USD 5012544.900000 0.1155550 Long DBT CORP US N 2 2021-06-28 Floating 0.826 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBT5 27000000.000000 PA USD 27018806.850000 0.6228688 Long DBT CORP US N 2 2021-05-21 Floating 0.72413 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBG3 1400000.000000 PA USD 1426273.770000 0.0328801 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 11696017.440000 0.2696301 Long DBT CORP US N 2 2021-11-19 Floating 0.8405 N N N N N N QATARI DIAR FINANCE QSC 549300TS2HAOU3GDWY53 74733WAB4 2000000.000000 PA USD 2008704.000000 0.0463070 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 11760961.920000 0.2711273 Long DBT CORP QA N 2 2020-07-21 Fixed 5 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 BD93CFII1 12385000.000000 PA USD 12455966.050000 0.2871493 Long DBT CORP KY N 2 2021-05-31 Floating 1.7125 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 ACI1BFTD8 3600000.000000 PA USD 3565409.830000 0.0821940 Long DBT CORP KY N 2 2022-05-02 Floating 1.55613 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAS9 20330000.000000 PA USD 20435676.360000 0.4711069 Long DBT CORP NL N 2 2021-08-27 Floating 0.93925 N N N N N N RELIANCE STANDARD LIFE GLOBAL FUNDING II N/A 75951AAE8 6200000.000000 PA USD 6264666.810000 0.1444203 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 199595.600000 0.0046013 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 16937544.380000 0.3904639 Long DBT CORP CA N 2 2023-01-17 Floating 1.49488 N N N N N N SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-A N/A 80281MAA1 6054492.140000 PA USD 6092049.370000 0.1404410 Long ABS-O CORP US N 2 2024-10-15 Fixed 1.37 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST 2019-C N/A 80284NAB4 919783.320000 PA USD 928663.640000 0.0214086 Long ABS-O CORP US N 2 2022-09-20 Fixed 1.89 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST 2020-A N/A 80286KAB8 2320000.000000 PA USD 2345453.650000 0.0540701 Long ABS-O CORP US N 2 2023-01-20 Fixed 1.69 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAE5 8200000.000000 PA USD 8394953.360000 0.1935302 Long DBT CORP GB N 2 2021-08-05 Fixed 2.875 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAY9 5000000.000000 PA USD 5163787.050000 0.1190416 Long DBT CORP GB N 2 2023-01-13 Fixed 2.1 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAU7 8300000.000000 PA USD 8327999.640000 0.1919867 Long DBT CORP GB N 2 2021-06-01 Floating 0.97 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAQ6 5000000.000000 PA USD 5004740.350000 0.1153751 Long DBT CORP GB N 2 2020-11-03 Floating 0.85613 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAW3 12000000.000000 PA USD 12066769.080000 0.2781771 Long DBT CORP GB N 2 2021-11-15 Floating 1.05238 N N N N N N SCHLUMBERGER INVESTMENT SA 529900EZ29I5KXPV2J32 80686BKT4 16300000.000000 PA USD 16247574.150000 0.3745579 Long DBT CORP US N 2 2020-10-27 None 0 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BD0 3000000.000000 PA USD 3000547.890000 0.0691721 Long DBT CORP US N 2 2021-01-15 Floating 1.71888 N N N N N N SEVEN & I HOLDINGS CO LTD 52990037G8JRM3TWGY86 81783HAA3 500000.000000 PA USD 513640.760000 0.0118410 Long DBT CORP JP N 2 2021-09-17 Fixed 3.35 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 8225X2H31 40600000.000000 PA USD 40591794.330000 0.9357690 Long DBT CORP US N 2 2020-08-03 None 0 N N N N N N SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY 549300XK5HGW68R8K327 82481LAB5 2000000.000000 PA USD 2040435.840000 0.0470385 Long DBT CORP IE N 2 2021-09-23 Fixed 2.4 N N N N N N SILVERSTONE MASTER ISSUER PLC 2015-1X N/A ACI0BT140 2375000.000000 PA USD 2375705.380000 0.0547675 Long ABS-MBS CORP GB N 2 2070-01-21 Floating 1.659 N N N N N N SINGTEL GROUP TREASURY PTE LTD 2549002FQJ4364A54N70 982WLGII6 1000000.000000 PA USD 1038990.000000 0.0239520 Long DBT CORP SG N 2 2021-09-08 Fixed 4.5 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 83051GAL2 3000000.000000 PA USD 3011748.300000 0.0694303 Long DBT CORP SE N 2 2022-12-12 Floating 0.96338 N N N N N N SLC STUDENT LOAN TRUST 2005-2 N/A 784420AH4 1882901.000000 PA USD 1877760.870000 0.0432883 Long ABS-O CORP US N 2 2027-03-15 Floating 0.42338 N N N N N N SLC STUDENT LOAN TRUST 2006-1 N/A 784427AE6 1495742.610000 PA USD 1479664.270000 0.0341109 Long ABS-O CORP US N 2 2027-03-15 Floating 0.42338 N N N N N N SLC STUDENT LOAN TRUST-2005-3 N/A 784420AP6 12755825.180000 PA USD 12561126.640000 0.2895736 Long ABS-O CORP US N 2 2029-06-15 Floating 0.43338 N N N N N N SLM STUDENT LOAN TRUST 2003-10A N/A 78442GJG2 13023846.270000 PA USD 12923972.900000 0.2979384 Long ABS-O CORP US N 2 2027-12-15 Floating 0.78338 N N N N N N SLM STUDENT LOAN TRUST 2003-11 N/A 78442GJS6 2387146.900000 PA USD 2369653.890000 0.0546280 Long ABS-O CORP US N 2 2025-12-15 Floating 0.86338 N N N N N N SLM STUDENT LOAN TRUST 2004-B N/A 78443CBN3 1417846.770000 PA USD 1397900.640000 0.0322260 Long ABS-O CORP US N 2 2024-03-15 Floating 0.64338 N N N N N N SLM STUDENT LOAN TRUST 2005-5 N/A 78442GPQ3 3078943.860000 PA USD 3014052.350000 0.0694834 Long ABS-O CORP US N 2 2028-10-25 Floating 1.13138 N N N N N N SLM STUDENT LOAN TRUST 2005-8 N/A 78442GQR0 2831781.900000 PA USD 2826656.370000 0.0651634 Long ABS-O CORP US N 2 2028-01-25 Floating 1.54138 N N N N N N SLM STUDENT LOAN TRUST 2014-A N/A 78448DAD9 8452722.030000 PA USD 8486488.960000 0.1956404 Long ABS-O CORP US N 2 2032-03-15 Floating 1.68475 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2014-A N/A 784456AB1 569175.760000 PA USD 574649.520000 0.0132475 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 7445049.820000 PA USD 7437798.340000 0.1714647 Long ABS-O CORP US N 2 2027-07-15 Floating 1.38475 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA N/A 78449VAA4 11703098.730000 PA USD 11618602.360000 0.2678455 Long ABS-O CORP US N 2 2054-09-15 Floating 0.4845 N N N N N N SOFI CONSUMER LOAN PROGRAM LLC 2017-3 N/A 83404JAA4 329489.370000 PA USD 331481.590000 0.0076417 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 1334825.450000 PA USD 1347812.370000 0.0310713 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 1354455.170000 PA USD 1368468.630000 0.0315475 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 2946728.240000 PA USD 2988643.680000 0.0688977 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 330347.620000 PA USD 329410.950000 0.0075940 Long ABS-O CORP US N 2 2039-07-25 Floating 1.0345 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A N/A 83406TAA0 5043815.700000 PA USD 5093889.690000 0.1174302 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 1644674.420000 PA USD 1656676.920000 0.0381916 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 2588853.030000 PA USD 2606982.770000 0.0600992 Long ABS-O CORP US N 2 2048-02-25 Fixed 3.12 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AV2 42400000.000000 PA USD 42402909.060000 0.9775209 Long DBT CORP US N 2 2020-12-20 Floating 0.85638 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAF8 25588000.000000 PA USD 25750379.660000 0.5936276 Long DBT CORP IE N 2 2021-05-15 Fixed 4.5 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAQ4 5800000.000000 PA USD 5825408.350000 0.1342941 Long DBT CORP IE N 2 2020-10-30 Fixed 4.625 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BR0 24400000.000000 PA USD 24462342.000000 0.5639342 Long DBT CORP GB N 2 2022-09-10 Floating 1.50975 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAM3 1000000.000000 PA USD 1011730.570000 0.0233236 Long DBT CORP IE N 2 2021-10-01 Fixed 5 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 00131LAG0 13500000.000000 PA USD 13518090.000000 0.3116347 Long DBT CORP HK N 2 2021-09-20 Floating 0.82638 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 00131MAG8 4300000.000000 PA USD 4305762.000000 0.0992614 Long DBT CORP HK N 2 2021-09-20 Floating 0.82638 N N N N N N STUDENT LOAN MARKETING ASSOC 2007-1 N/A 78443VAE2 4498005.240000 PA USD 4471785.920000 0.1030888 Long ABS-O CORP US N 2 2026-01-26 Floating 1.08138 N N N N N N SUMITOMO MITSUI BANKING CORP/NEW YORK BRANCH 5U0XI89JRFVHWIBS4F54 86565B6D8 20000000.000000 PA USD 20009356.800000 0.4612789 Long DBT CORP JP N 2 2021-11-05 Floating 0.91088 N N N N N N SUMITOMO MITSUI BANKING CORP/NEW YORK BRANCH 5U0XI89JRFVHWIBS4F54 86565B6H9 14000000.000000 PA USD 14002804.480000 0.3228089 Long DBT CORP JP N 2 2021-11-05 Floating 0.89088 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAG5 18518000.000000 PA USD 18665871.230000 0.4303073 Long DBT CORP JP N 2 2021-07-14 Floating 2.42138 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAP5 1800000.000000 PA USD 1804422.170000 0.0415976 Long DBT CORP JP N 2 2022-07-12 Floating 2.09138 N N N N N N SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK) 549300UATVPGSLE43Z27 87166FAC7 5000000.000000 PA USD 5081515.550000 0.1171450 Long DBT CORP US N 2 2021-05-24 Fixed 3.65 N N N N N N TESLA AUTO LEASE TRUST 2019-A N/A 88165GAB6 9100000.000000 PA USD 9204242.320000 0.2121868 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 3389907.270000 0.0781481 Long DBT CORP US N 2 2020-11-10 Floating 0.99763 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCF3 24100000.000000 PA USD 23954063.170000 0.5522168 Long DBT CORP CA N 2 2023-01-27 Floating 1.35775 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114Q3V8 1000000.000000 PA USD 1002544.650000 0.0231118 Long DBT CORP CA N 2 2021-07-30 Floating 1.06013 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY2 N/A 89177HAA0 2651622.460000 PA USD 2642794.150000 0.0609247 Long ABS-MBS CORP US N 2 2058-05-25 Floating 1.1845 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TFR1 20300000.000000 PA USD 20338046.460000 0.4688562 Long DBT CORP US N 2 2021-01-08 Floating 0.8165 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TGS8 20965000.000000 PA USD 20937956.620000 0.4826860 Long DBT CORP US N 2 2021-08-13 Floating 0.5585 N N N N N N TRILLIUM CREDIT CARD TRUST II 2020-1A N/A 89621AAS8 40000000.000000 PA USD 40012848.000000 0.9224225 Long ABS-MBS CORP CA N 2 2024-12-26 Floating 0.5495 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BE2 27420000.000000 PA USD 27423016.200000 0.6321871 Long DBT CORP US N 2 2020-08-21 Floating 0.82413 N N N N N N UBS AG/LONDON BRANCH BFM8T61CT2L1QCEMIK50 H7220NAE0 9650000.000000 PA USD 9664386.700000 0.2227946 Long DBT CORP CH N 2 2020-12-01 Floating 0.83 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAE7 17568000.000000 PA USD 17804728.100000 0.4104552 Long DBT CORP CH N 2 2021-04-14 Floating 3.09138 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 G91703AC5 3676000.000000 PA USD 3687387.480000 0.0850059 Long DBT CORP CH N 2 2020-09-24 Floating 1.73663 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 N/A 90349GAC9 13981951.780000 PA USD 13928368.750000 0.3210929 Long ABS-MBS CORP US N 2 2046-04-10 Floating 0.9805 N N N N N N UNITED OVERSEAS BANK LIMITED IO66REGK3RCBAMA8HR66 91127KAA0 2800000.000000 PA USD 2855221.040000 0.0658219 Long DBT CORP SG N 2 2021-04-23 Fixed 3.2 N N N N N N UNITED OVERSEAS BANK LIMITED IO66REGK3RCBAMA8HR66 91127KAB8 800000.000000 PA USD 798693.940000 0.0184124 Long DBT CORP SG N 2 2021-04-23 Floating 1.523 N N N N N N UNITED OVERSEAS BANK LIMITED IO66REGK3RCBAMA8HR66 91127LAB6 10045000.000000 PA USD 10028600.830000 0.2311909 Long DBT CORP SG N 2 2021-04-23 Floating 1.523 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BE0 3217000.000000 PA USD 3222154.700000 0.0742808 Long DBT CORP US N 2 2021-03-29 Floating 0.736 N N N N N N ALLY AUTO RECEIVABLES TRUST 2019-4 N/A 02007TAC9 13925000.000000 PA USD 14203959.530000 0.3274461 Long ABS-O CORP US N 2 2024-06-17 Fixed 1.84 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NAJ9 7535000.000000 PA USD 7609634.400000 0.1754261 Long DBT CORP US N 2 2020-09-15 Fixed 7.5 N N N N N N ALLY MASTER OWNER TRUST 2018-3 N/A 02005AGZ5 5000000.000000 PA USD 5001695.000000 0.1153049 Long ABS-O CORP US N 2 2022-07-15 Floating 0.50475 N N N N N N UPSTART SECURITIZATION TRUST 2020-1 N/A 91679UAA0 1747883.850000 PA USD 1751378.570000 0.0403748 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 2423042.700000 PA USD 2361352.030000 0.0544366 Long ABS-O MUN US N 2 2056-09-25 Floating 0.9345 N N N N N N UTAH STATE BOARD OF REGENTS 2017-1 N/A 91754RZF7 3116377.130000 PA USD 3051836.960000 0.0703545 Long ABS-O MUN US N 2 2057-01-25 Floating 0.9345 N N N N N N VENTURE CDO LTD 2016-25A N/A 92329VAQ5 14200000.000000 PA USD 13986917.360000 0.3224426 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 2.36525 N N N N N N VENTURE CLO LTD 2014-17A N/A 92329YAL0 6648490.800000 PA USD 6532498.640000 0.1505947 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 2.09888 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDX9 35000000.000000 PA USD 35476335.650000 0.8178415 Long DBT CORP US N 2 2022-03-16 Floating 1.32088 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AW2 800000.000000 PA USD 797339.030000 0.0183812 Long DBT CORP US N 2 2021-09-24 Floating 1.15663 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AN2 13596000.000000 PA USD 13725730.040000 0.3164214 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 16510669.070000 0.3806231 Long DBT CORP US N 2 2020-11-13 Floating 1.2035 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 U9273ACD5 200000.000000 PA USD 201908.820000 0.0046546 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 1178511.800000 0.0271684 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 769687.790000 PA USD 765315.600000 0.0176429 Long ABS-CBDO CORP KY N 2 2026-07-25 Floating 1.71138 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AP5 6200000.000000 PA USD 6200000.000000 0.1429296 Long DBT CORP US N 2 2021-09-15 Floating 1.61338 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 93142WHH9 23000000.000000 PA USD 22981262.590000 0.5297907 Long DBT CORP US N 2 2020-08-17 None 0 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 2546R2GE0 5900000.000000 PA USD 5899731.550000 0.1360074 Long DBT CORP US N 2 2020-07-14 None 0 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 2546R2GF7 9900000.000000 PA USD 9899484.410000 0.2282144 Long DBT CORP US N 2 2020-07-15 None 0 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 2546R2GL4 3200000.000000 PA USD 3199781.340000 0.0737651 Long DBT CORP US N 2 2020-07-20 None 0 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FG6 9147000.000000 PA USD 9140058.340000 0.2107072 Long DBT CORP US N 2 2021-09-01 Floating 0.6 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FH4 10600000.000000 PA USD 10569151.880000 0.2436523 Long DBT CORP US N 2 2022-09-01 Floating 0.74 N N N N N N WASHINGTON HEALTH CARE FACILITY AUTHORITY 549300ZVPWQIL3N5TL85 93978HRL1 7000000.000000 PA USD 6998390.000000 0.1613350 Long DBT MUN US N 2 2042-01-01 Floating 1.222 N N N N N N WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC N/A 92890HAE2 10250000.000000 PA USD 10263412.430000 0.2366041 Long DBT CORP US N 2 2020-10-05 Fixed 3.25 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5W3 42000000.000000 PA USD 42101215.380000 0.9705659 Long DBT CORP US N 2 2022-05-27 Floating 0.98925 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5Z6 7500000.000000 PA USD 7523835.230000 0.1734482 Long DBT CORP US N 2 2022-09-09 Floating 0.97288 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2019-2A N/A 96041LAB8 394822.260000 PA USD 397743.160000 0.0091692 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.57 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 2012-C7 N/A 92936TAH5 5025000.000000 PA USD 4969409.430000 0.1145606 Long ABS-MBS CORP US N 2 2045-06-15 Floating 1.39388 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CE7 18000000.000000 PA USD 18034886.520000 0.4157611 Long DBT CORP US N 2 2022-05-20 Floating 0.99663 N N N N N N WHITEHORSE LTD 2014-9A N/A 965249AF2 1906205.320000 PA USD 1900543.110000 0.0438135 Long ABS-CBDO CORP KY N 2 2026-07-17 Floating 2.29488 N N N N N N WOOLWORTHS GROUP LTD (AKA WOOLWORTHS LIMITED) QNWEWQBS7HP85QHXQL92 980888AD3 5000000.000000 PA USD 5030054.300000 0.1159586 Long DBT CORP AU N 2 2020-09-22 Fixed 4 N N N N N N Z CAPITAL CREDIT PARTNERS CLO LTD 2015-1 N/A 98877EAG8 2544204.600000 PA USD 2512174.850000 0.0579136 Long ABS-CBDO CORP KY N 2 2027-07-16 Floating 2.12613 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAR4 10000000.000000 PA USD 10016032.500000 0.2309012 Long DBT CORP US N 2 2021-08-20 Floating 0.81663 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665JJ35 200000.000000 PA USD 199800.310000 0.0046060 Long DBT CORP US N 2 2020-09-03 None 0 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WDA6 10600000.000000 PA USD 10582068.400000 0.2439501 Long DBT CORP US N 2 2021-06-11 Floating 0.66463 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WCX7 34600000.000000 PA USD 34510632.700000 0.7955790 Long DBT CORP US N 2 2022-06-27 Floating 0.846 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WBJ9 674000.000000 PA USD 674413.060000 0.0155474 Long DBT CORP US N 2 2021-09-09 Floating 0.92288 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WBW0 223000.000000 PA USD 222327.610000 0.0051254 Long DBT CORP US N 2 2021-11-05 Floating 0.89088 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WCN9 10000000.000000 PA USD 9972471.200000 0.2298969 Long DBT CORP US N 2 2021-12-10 Floating 0.59975 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAL4 13118000.000000 PA USD 13448424.710000 0.3100287 Long DBT CORP US N 2 2022-01-15 Fixed 2.25 N N N N N N AOZORA BANK LTD X0XUGKC9FD2CYUQNC010 ACI14SZP4 2980000.000000 PA USD 3069281.780000 0.0707566 Long DBT CORP JP N 2 2021-09-07 Fixed 3.81 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2019-FL1 N/A 03879YAA5 5500000.000000 PA USD 5367450.000000 0.1237367 Long ABS-CBDO CORP KY N 2 2037-05-15 Floating 1.33475 N N N N N N 2020-08-04 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX