ARROW ELECTRONICS INC SR UNSECURED 03/23 4.5

NPORT-P false 0000810893 XXXXXXXX S000034605 C000106507 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Low Duration Portfolio S000034605 LL5Q39JP4PBVXGSR5E09 2021-03-31 2020-12-31 N 1219848247.880000 345297618.470000 874550629.410000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1400000.000000 0.000000 0.000000 0.000000 USD N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 ARROW ELECTRONICS INC SR UNSECURED 03/23 4.5 042735BC3 1800000.000000 PA USD 1929213.220000 0.2205948 Long DBT CORP US N 2 2023-03-01 Fixed 4.5 N N N N N N ATLAS SENIOR LOAN FUND LTD 2019-14A N/A ATLAS SENIOR LOAN FUND LTD ATCLO 2019 14A A 144A 04942CAC0 2000000.000000 PA USD 1997093.680000 0.2283566 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 1.64838 N N N N N N AVERY POINT IV CLO LTD 2014-1A N/A AVERY POINT CLO LTD AVERY 2014 1A AR 144A 05363UAS2 103138.160000 PA USD 103114.910000 0.0117906 Long ABS-CBDO CORP KY N 2 2026-04-25 Floating 1.31475 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 AVIATION CAPITAL GROUP SR UNSECURED 144A 07/21 VAR 05369AAE1 2000000.000000 PA USD 1981503.620000 0.2265739 Long DBT CORP US N 2 2021-07-30 Floating 0.88438 N N N N N N N/A N/A US 10YR NOTE (CBT)MAR21 XCBT 20210322 000000000 -380.000000 NC USD 8570.140000 0.0009799 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-03-22 -52469687.500000 USD 8570.140000 N N N N/A N/A US 10YR ULTRA FUT MAR21 XCBT 20210322 000000000 -163.000000 NC USD -18398.470000 -0.0021038 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-03-22 -25486578.130000 USD -18398.470000 N N N N/A N/A US 2YR NOTE (CBT) MAR21 XCBT 20210331 000000000 619.000000 NC USD 68170.280000 0.0077949 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-03-31 136784491.880000 USD 68170.280000 N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 N/A BANC OF AMERICA COMMERCIAL MOR BACM 2015 UBS7 A3 06054AAW9 3460304.100000 PA USD 3766177.680000 0.4306415 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.441 N N N N N N BANCORP COMMERCIAL MORTGAGE TRUST 2018-CRE4 N/A THE BANCORP COMMERCIAL MORTGAG BANC 2018 CRE4 A 144A 05972LAA4 101181.250000 PA USD 100867.160000 0.0115336 Long ABS-MBS CORP US N 2 2035-09-15 Floating 1.05863 N N N N N N BANCORP COMMERCIAL MORTGAGE TRUST 2019-CRE5 N/A THE BANCORP COMMERCIAL MORTGAG BANC 2019 CRE5 A 144A 05972MAA2 762776.850000 PA USD 760162.430000 0.0869203 Long ABS-MBS CORP US N 2 2036-03-15 Floating 1.15863 N N N N N N BANK 2017-BNK9 N/A BANK BANK 2017 BNK9 A3 06540RAD6 1700000.000000 PA USD 1901367.890000 0.2174108 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 3.279 N N N N N N BANK 2019-BN17 N/A BANK BANK 2019 BN17 ASB 065403BA4 3000000.000000 PA USD 3452022.600000 0.3947196 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.623 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 03/24 VAR 06051GHE2 5000000.000000 PA USD 5038955.000000 0.5761765 Long DBT CORP US N 2 2024-03-05 Floating 1.01538 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/23 VAR 06051GGJ2 1000000.000000 PA USD 1010506.000000 0.1155457 Long DBT CORP US N 2 2023-04-24 Floating 1.21475 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 10/25 VAR 06051GGT0 1900000.000000 PA USD 2057525.160000 0.2352666 Long DBT CORP US N 2 2025-10-01 Floating 3.093 N N N N N N BANK-2019-BN21 N/A BANK BANK 2019 BN21 ASB 06540BBA6 2500000.000000 PA USD 2775898.750000 0.3174086 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.808 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 BANQUE FED CRED MUTUEL SR UNSECURED 144A 07/23 VAR 06675FAQ0 2600000.000000 PA USD 2644314.400000 0.3023626 Long DBT CORP FR N 2 2023-07-20 Floating 1.17838 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 01/21 3.25 06738EAL9 3100000.000000 PA USD 3101688.070000 0.3546608 Long DBT CORP GB N 2 2021-01-12 Fixed 3.25 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 01/23 VAR 06738EAT2 500000.000000 PA USD 504312.710000 0.0576654 Long DBT CORP GB N 2 2023-01-10 Floating 1.84913 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 05/24 VAR 06738EBB0 400000.000000 PA USD 433045.300000 0.0495163 Long DBT CORP GB N 2 2024-05-16 Floating 4.338 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 08/21 3.2 06738EAQ8 900000.000000 PA USD 914971.200000 0.1046219 Long DBT CORP GB N 2 2021-08-10 Fixed 3.2 N N N N N N BBCMS MORTGAGE TRUST 2017-C1 N/A BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2017 C1 ASB 07332VBB0 1500000.000000 PA USD 1648404.900000 0.1884859 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.488 N N N N N N BENCHMARK MORTGAGE TRUST 2019-B10 N/A BENCHMARK MORTGAGE TRUST BMARK 2019 B10 ASB 08162VAC2 4100000.000000 PA USD 4710351.420000 0.5386025 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.615 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL LLC COMPANY GUAR 144A 04/21 2 05565EAF2 1000000.000000 PA USD 1003057.720000 0.1146941 Long DBT CORP US N 2 2021-04-11 Fixed 2 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS SR UNSECURED 144A 01/25 VAR 09659W2G8 3000000.000000 PA USD 3336675.780000 0.3815303 Long DBT CORP FR N 2 2025-01-10 Floating 4.705 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 BOC AVIATION LTD SR UNSECURED 144A 09/23 VAR 09681LAH3 2800000.000000 PA USD 2781112.800000 0.3180048 Long DBT CORP SG N 2 2023-09-26 Floating 1.376 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA COMPANY GUAR 144A 05/22 3 05583JAA0 2000000.000000 PA USD 2069857.920000 0.2366767 Long DBT CORP FR N 2 2022-05-22 Fixed 3 N N N N N N CALIFORNIA EARTHQUAKE AUTHORITY N/A CALIFORNIA ST EARTHQUAKE AUTH CASGEN 07/22 FIXED 1.327 13017HAJ5 2300000.000000 PA USD 2307268.000000 0.2638233 Long DBT MUN US N 2 2022-07-01 Fixed 1.327 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 CANADIAN IMPERIAL BANK SR UNSECURED 03/23 VAR 13607GKW3 3000000.000000 PA USD 3029015.550000 0.3463511 Long DBT CORP CA N 2 2023-03-17 Floating 0.88484 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-3A N/A CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 3A A1R 144A 14311MAN6 900000.000000 PA USD 897867.330000 0.1026661 Long ABS-CBDO CORP KY N 2 2028-07-28 Floating 1.22225 N N N N N N CC HOLDINGS GS V LLC/CROWN CASTLE GS III N/A CC HOLDINGS GS V LLC/CRO SR SECURED 04/23 3.849 14987BAE3 970000.000000 PA USD 1041366.900000 0.1190745 Long DBT CORP US N 2 2023-04-15 Fixed 3.849 N N N N N N CENT CLO 2018-27A N/A CENT CLO LP CECLO 2018 27A A1 144A 19736RAC5 2000000.000000 PA USD 1998063.040000 0.2284674 Long ABS-CBDO CORP KY N 2 2028-10-25 Floating 1.36475 N N N N N N CGMS COMMERCIAL MORTGAGE TRUST 2017-C4 N/A CITIGROUP COMMERCIAL MORTGAGE CGCMT 2017 C4 AAB 17326FAE7 4258000.000000 PA USD 4709405.060000 0.5384943 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.297 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 N/A CITIGROUP COMMERCIAL MORTGAGE CGCMT 2017 P8 AAB 17326DAE2 1400000.000000 PA USD 1536723.720000 0.1757158 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.268 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 01/26 3.7 172967KG5 600000.000000 PA USD 682611.100000 0.0780528 Long DBT CORP US N 2 2026-01-12 Fixed 3.7 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 04/22 VAR 172967LH2 800000.000000 PA USD 807278.220000 0.0923078 Long DBT CORP US N 2 2022-04-25 Floating 1.17475 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 06/24 3.75 172967HT1 450000.000000 PA USD 497931.010000 0.0569356 Long DBT CORP US N 2 2024-06-16 Fixed 3.75 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 06/31 VAR 172967MS7 2500000.000000 PA USD 2665397.750000 0.3047734 Long DBT CORP US Y 2 2031-06-03 Floating 2.572 N N N N N N CLNC 2019-FL1 LTD N/A CLNC 2019 FL1, LTD CLNC 2019 FL1 A 144A 12565DAA1 5000000.000000 PA USD 4971527.050000 0.5684665 Long ABS-O CORP KY N 2 2035-08-20 Floating 1.40163 N N N N N N COBB-MARIETTA COLISEUM & EXHIB N/A COBB MARIETTA COLISEUM EXHIB COBFAC 01/22 FIXED 2.7 190760HE1 340000.000000 PA USD 347602.400000 0.0397464 Long DBT MUN US N 2 2022-01-01 Fixed 2.7 N N N N N N COMM MORTGAGE TRUST 2017-PANW N/A COMM MORTGAGE TRUST COMM 2017 PANW A 144A 12595HAA6 2000000.000000 PA USD 2101703.600000 0.2403181 Long ABS-MBS CORP US N 2 2029-10-10 Fixed 3.244 N N N N N N COMM MORTGAGE TRUST 2018-COR3 N/A COMM MORTGAGE TRUST COMM 2018 COR3 ASB 12595VAB3 1026000.000000 PA USD 1182692.460000 0.1352343 Long ABS-MBS CORP US N 2 2051-05-10 Fixed 4.181 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-DC2 N/A COMM MORTGAGE TRUST COMM 2016 DC2 ASB 12594CBD1 1200000.000000 PA USD 1285377.840000 0.1469758 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.55 N N N N N N CONTINENTAL AIRLINES 2012-1 PASS THRU TRUSTS N/A CONTL AIRLINES 2012 1 A PASS THRU CE 10/25 4.15 210795PZ7 922947.620000 PA USD 930889.220000 0.1064420 Long DBT CORP US N 2 2025-10-11 Fixed 4.15 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 COOPERATIEVE RABOBANK UA SR UNSECURED 144A 09/23 VAR 74977RDD3 5500000.000000 PA USD 5572514.260000 0.6371860 Long DBT CORP NL N 2 2023-09-26 Floating 1.111 N N N N N N COUNTY OF MIAMI DADE FLORIDA 549300QG0NBD9HULR263 MIAMI DADE CNTY FL SPL OBLIG MIAGEN 10/25 FIXED 1.154 59333NS87 2000000.000000 PA USD 2027360.000000 0.2318173 Long DBT MUN US N 2 2025-10-01 Fixed 1.154 N N N N N N COUNTY OF MIAMI DADE FLORIDA 549300QG0NBD9HULR263 MIAMI DADE CNTY FL SPL OBLIG MIAGEN 10/26 FIXED 1.471 59333NS95 700000.000000 PA USD 709037.000000 0.0810744 Long DBT MUN US N 2 2026-10-01 Fixed 1.471 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG SR UNSECURED 04/26 4.55 225433AR2 700000.000000 PA USD 823950.550000 0.0942142 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG SR UNSECURED 06/23 3.8 225433AT8 1400000.000000 PA USD 1508575.030000 0.1724972 Long DBT CORP CH N 2 2023-06-09 Fixed 3.8 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG SR UNSECURED 144A 01/23 3.574 225401AB4 1500000.000000 PA USD 1545961.550000 0.1767721 Long DBT CORP CH N 2 2023-01-09 Fixed 3.574 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG SR UNSECURED 144A 06/26 VAR 225401AQ1 1000000.000000 PA USD 1045941.630000 0.1195976 Long DBT CORP CH N 2 2026-06-05 Floating 2.193 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG SR UNSECURED 144A 09/25 VAR 225401AM0 300000.000000 PA USD 315795.220000 0.0361094 Long DBT CORP CH N 2 2025-09-11 Floating 2.593 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 CRED SUIS GP FUN LTD COMPANY GUAR 09/22 3.8 225433AH4 400000.000000 PA USD 422601.530000 0.0483221 Long DBT CORP GG N 2 2022-09-15 Fixed 3.8 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST 2016-C7 N/A CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2016 C7 ASB 12637UAX7 4315936.890000 PA USD 4591689.000000 0.5250341 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.3143 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 12/22 4.75 126650CQ1 2381000.000000 PA USD 2550023.810000 0.2915810 Long DBT CORP US N 2 2022-12-01 Fixed 4.75 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/21 VAR 233851DA9 1900000.000000 PA USD 1900653.890000 0.2173292 Long DBT CORP US N 2 2021-02-12 Floating 0.64363 N N N N N N DALLAS AREA RAPID TRANSIT 75YWM81F2R6UQGJIEW47 DALLAS TX AREA RAPID TRANSIT S DALTRN 12/26 FIXED 1.147 235241VJ2 1350000.000000 PA USD 1362771.000000 0.1558253 Long DBT MUN US N 2 2026-12-01 Fixed 1.147 N N N N N N DALLAS AREA RAPID TRANSIT 75YWM81F2R6UQGJIEW47 DALLAS TX AREA RAPID TRANSIT S DALTRN 12/27 FIXED 1.347 235241VK9 400000.000000 PA USD 405092.000000 0.0463200 Long DBT MUN US N 2 2027-12-01 Fixed 1.347 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A DELL INT LLC / EMC CORP SR SECURED 144A 06/23 5.45 25272KAG8 200000.000000 PA USD 221263.360000 0.0253002 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DELTA AIR LINES 2007-1 CLASS A PASS THROUGH TRUST N/A DELTA AIR LINES 2007 1 A PASS THRU CE 02/24 6.821 247367BH7 256560.880000 PA USD 263106.260000 0.0300847 Long DBT CORP US N 2 2024-02-10 Fixed 6.821 N N N N N N DENALI CAPITAL CLO X LTD 2013-1A N/A DENALI CAPITAL CLO X LTD DEN10 2013 1A A1LR 144A 24823BAK6 848750.410000 PA USD 848302.830000 0.0969987 Long ABS-CBDO CORP KY N 2 2027-10-26 Floating 1.26475 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 02/23 VAR 251526BS7 500000.000000 PA USD 498943.770000 0.0570514 Long DBT CORP DE N 2 2023-02-27 Floating 1.463 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 10/21 4.25 251526BX6 6700000.000000 PA USD 6871878.580000 0.7857611 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25 N N N N N N DISTRICT OF COLUMBIA 549300HWFOZXPKGOX654 DIST OF COLUMBIA INCOME TAX SE DISGEN 12/21 FIXED 4.793 25477GCW3 250000.000000 PA USD 260200.000000 0.0297524 Long DBT MUN US N 2 2021-12-01 Fixed 4.793 N N N N N N DLL SECURITIZATION TRUST 2019-MA2 N/A DLL SECURITIZATION TRUST DLL 2019 MA2 A2 144A 23342NAB4 678086.500000 PA USD 679753.510000 0.0777260 Long ABS-O CORP US N 2 2022-05-20 Fixed 2.27 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2017-2 N/A ECMC GROUP STUDENT LOAN TRUST ECMC 2017 2A A 144A 26828VAA4 926251.690000 PA USD 931406.470000 0.1065011 Long ABS-O CORP US N 2 2067-05-25 Floating 1.198 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-1A N/A ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A 26828HAA5 1621146.160000 PA USD 1603191.800000 0.1833161 Long ABS-O CORP US N 2 2068-02-27 Floating 0.898 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-2A N/A ECMC GROUP STUDENT LOAN TRUST ECMC 2018 2A A 144A 26829GAA6 2620707.610000 PA USD 2611865.080000 0.2986522 Long ABS-O CORP US N 2 2068-09-25 Floating 0.948 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2019-1A N/A ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A 26829XAB7 3716539.930000 PA USD 3728711.970000 0.4263575 Long ABS-O CORP US N 2 2069-07-25 Floating 1.148 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2020-3A N/A ECMC GROUP STUDENT LOAN TRUST ECMC 2020 3A A1B 144A 26833BAB9 2300000.000000 PA USD 2332142.270000 0.2666675 Long ABS-O CORP US N 2 2070-01-27 Floating 1.17388 N N N N N N EDUCATIONAL ENHANCEMENT FUNDING CORP N/A SOUTH DAKOTA ST EDUCTNL ENHANC EDL 06/22 FIXED 3.539 83754LAS6 1430000.000000 PA USD 1459186.300000 0.1668498 Long DBT MUN US N 2 2022-06-01 Fixed 3.539 N N N N N N EGCLO 2018-1A N/A EVANS GROVE CLO LTD EGCLO 2018 1A A1 144A 29915RAA1 2536117.080000 PA USD 2525175.280000 0.2887397 Long ABS-CBDO CORP KY N 2 2028-05-28 Floating 1.14438 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC COMPANY GUAR 02/22 VAR 29250NBB0 1800000.000000 PA USD 1801223.280000 0.2059599 Long DBT CORP CA N 2 2022-02-18 Floating 0.72038 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 ENTERGY LOUISIANA LLC 1ST MORTGAGE 11/23 0.62 29364WBF4 2500000.000000 PA USD 2508574.550000 0.2868415 Long DBT CORP US N 2 2023-11-17 Fixed 0.62 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 EQUIFAX INC SR UNSECURED 08/21 VAR 294429AP0 1500000.000000 PA USD 1504792.880000 0.1720647 Long DBT CORP US N 2 2021-08-15 Floating 1.091 N N N N N N EXANTAS CAPITAL CORP 2019-RSO7 N/A EXANTAS CAPITAL CORP XAN 2019 RSO7 A 144A 30069LAA6 1859814.940000 PA USD 1843110.550000 0.2107494 Long ABS-MBS CORP KY N 2 2036-04-15 Floating 1.1525 N N N N N N FANNIE MAE REMICS 2007-50 N/A FANNIE MAE FNR 2007 50 FN 31396V5C8 74308.430000 PA USD 74267.630000 0.0084921 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 0.388 N N N N N N FANNIE MAE REMICS 2011-15 N/A FANNIE MAE FNR 2011 15 AF 31397QWM6 1325583.990000 PA USD 1339054.310000 0.1531134 Long ABS-MBS USGSE US N 2 2041-03-25 Floating 0.658 N N N N N N FANNIE MAE REMICS 2016-100 N/A FANNIE MAE FNR 2016 100 WF 3136AUH53 1173414.690000 PA USD 1174601.720000 0.1343092 Long ABS-MBS USGSE US N 2 2047-01-25 Floating 0.64913 N N N N N N FANNIE MAE REMICS 2016-76 N/A FANNIE MAE FNR 2016 76 CF 3136ATY73 1241236.680000 PA USD 1242598.070000 0.1420842 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 0.59913 N N N N N N FANNIE MAE REMICS 2016-88 N/A FANNIE MAE FNR 2016 88 AF 3136AUTX9 1068448.840000 PA USD 1069443.030000 0.1222849 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 0.58913 N N N N N N FANNIE MAE REMICS 2019-33 N/A FANNIE MAE FNR 2019 33 FB 3136B45C8 3014104.210000 PA USD 3039942.320000 0.3476005 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 0.598 N N N N N N FANNIE MAE REMICS 2020-77 N/A FANNIE MAE FNR 2020 77 DP 3136BCVD9 3168452.770000 PA USD 3155550.510000 0.3608196 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 0.75 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NOTES 10/25 0.65 3134GW5R3 9200000.000000 PA USD 9204030.980000 1.0524297 Long DBT USGSE US N 2 2025-10-27 Fixed 0.65 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NOTES 10/26 0.8 3134GW6C5 9200000.000000 PA USD 9204544.800000 1.0524885 Long DBT USGSE US N 2 2026-10-28 Fixed 0.8 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE UNSECURED 10/27 0.75 3135G05Y5 8700000.000000 PA USD 8740063.150000 0.9993776 Long DBT USGSE US N 2 2027-10-08 Fixed 0.75 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 1Q1534 FH 06/37 FLOATING VAR 3128S5V35 107174.180000 PA USD 113369.620000 0.0129632 Long ABS-MBS USGSE US N 2 2037-06-01 Floating 3.228 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL G08836 FG 09/48 FIXED 4 3128MJ4W7 1779983.340000 PA USD 1898581.440000 0.2170922 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL G08842 FG 10/48 FIXED 4 3128MJ5C0 7530075.300000 PA USD 8036448.690000 0.9189232 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL G08863 FG 02/49 FIXED 4.5 3128MJ5Z9 6832681.500000 PA USD 7404632.900000 0.8466786 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 256022 FN 12/35 FIXED 5.5 31371MLB1 6303.950000 PA USD 7397.800000 0.0008459 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 357595 FN 07/34 FIXED 5.5 31376KGC4 338.840000 PA USD 396.750000 0.0000454 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 468551 FN 07/21 FIXED 3.98 31381RQC1 710000.000000 PA USD 716419.250000 0.0819186 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 3.98 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 793029 FN 07/34 FLOATING VAR 31405MA64 96339.480000 PA USD 99906.300000 0.0114237 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 1.985 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 828031 FN 07/35 FIXED 5.5 31407D4Q5 183.870000 PA USD 205.680000 0.0000235 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 829245 FN 08/35 FIXED 5.5 31407FHW3 35898.890000 PA USD 40471.720000 0.0046277 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 842123 FN 10/35 FIXED 5.5 31407VSL0 18527.120000 PA USD 21677.260000 0.0024787 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 843342 FN 10/35 FIXED 5.5 31407W5B5 13534.870000 PA USD 15588.190000 0.0017824 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 848092 FN 10/35 FIXED 5.5 31408DF90 311.270000 PA USD 364.210000 0.0000416 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 889584 FN 01/37 FIXED VAR 31410KJ54 16324.690000 PA USD 19195.870000 0.0021949 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 889610 FN 06/38 FIXED VAR 31410KKX1 17635.240000 PA USD 20736.630000 0.0023711 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 985615 FN 04/34 FIXED 5.5 31415P3Y2 7796.860000 PA USD 9077.410000 0.0010380 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 992254 FN 12/38 FIXED 5.5 31415XH79 38152.160000 PA USD 43616.610000 0.0049873 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AA2965 FN 04/39 FIXED 5.5 31416LJK3 9347.630000 PA USD 10445.370000 0.0011944 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AB0532 FN 12/38 FIXED 5.5 31416VSW5 6105.340000 PA USD 7179.420000 0.0008209 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AB8152 FN 02/38 FIXED 5.5 31417FBW7 11823.060000 PA USD 13812.410000 0.0015794 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AL7090 FN 10/37 FLOATING VAR 3138EP2Y9 107389.530000 PA USD 113180.380000 0.0129415 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 2.632 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL BK8893 FN 10/48 FIXED 4 3140HN3B6 2183764.720000 PA USD 2332374.820000 0.2666941 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL BN0761 FN 01/49 FIXED 4.5 3140JGZ32 451653.100000 PA USD 491164.980000 0.0561620 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL CA5452 FN 03/50 FIXED 3 3140QDBW3 4857636.780000 PA USD 5094528.670000 0.5825310 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL MA3444 FN 08/48 FIXED 4.5 31418CZJ6 1744212.200000 PA USD 1898510.850000 0.2170842 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL MA3467 FN 09/48 FIXED 4 31418CZ98 1834802.690000 PA USD 1959041.440000 0.2240055 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL MA3897 FN 01/35 FIXED 3 31418DKK7 2072828.540000 PA USD 2175302.840000 0.2487338 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL MA4078 FN 07/50 FIXED 2.5 31418DQ88 9383607.100000 PA USD 9901784.800000 1.1322140 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 4637 N/A FREDDIE MAC FHR 4637 WF 3137BTTH4 1482287.000000 PA USD 1497073.700000 0.1711821 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 0.64913 N N N N N N FREDDIE MAC REMICS 4736 N/A FREDDIE MAC FHR 4736 CD 3137FCHE7 1249515.640000 PA USD 1324872.680000 0.1514918 Long ABS-MBS USGSE US N 2 2046-08-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4936 N/A FREDDIE MAC FHR 4936 AP 3137FQHG1 6599335.760000 PA USD 6815910.120000 0.7793614 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 4961 N/A FREDDIE MAC FHR 4961 A 3137FRK59 919490.730000 PA USD 920347.600000 0.1052366 Long ABS-MBS USGSE US N 2 2034-07-25 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 5042 N/A FREDDIE MAC FHR 5042 CA 3137F66L6 4304656.680000 PA USD 4358423.130000 0.4983614 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 1 N N N N N N FREDDIE MAC REMICS 5050 N/A FREDDIE MAC FHR 5050 YA 3137F7TN5 2405930.500000 PA USD 2432994.810000 0.2781994 Long ABS-MBS USGSE US N 2 2046-01-15 Fixed 1 N N N N N N FREDDIE MAC REMICS 5051 N/A FREDDIE MAC FHR 5051 MA 3137F7YY5 1178761.430000 PA USD 1193107.660000 0.1364252 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 1 N N N N N N FREDDIE MAC STRIPS 330 N/A FREDDIEMAC STRIP FHS 330 F4 31351DDT5 1240576.910000 PA USD 1243343.110000 0.1421694 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.49913 N N N N N N GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A N/A GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A 144A 36361UAA8 2423144.290000 PA USD 2419210.460000 0.2766233 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 1.53688 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 GE CAPITAL FUNDING LLC COMPANY GUAR 144A 05/25 3.45 36166NAA1 600000.000000 PA USD 662627.090000 0.0757677 Long DBT CORP US N 2 2025-05-15 Fixed 3.45 N N N N N N GOLDENTTREE LOAN MANAGEMENT US CLO 1 LTD 2017-1A N/A GOLDENTREE LOAN MANAGEMENT US GLM 2017 1A AR 144A 38136FAU7 2000000.000000 PA USD 2000008.640000 0.2286899 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 1.16838 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR 38141GWL4 1000000.000000 PA USD 1153365.580000 0.1318809 Long DBT CORP US N 2 2028-06-05 Floating 3.691 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 11/23 VAR 38141EB81 8000000.000000 PA USD 8276430.480000 0.9463638 Long DBT CORP US N 2 2023-11-29 Floating 1.82438 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H16 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H16 FA 38375B4Y5 706049.020000 PA USD 708174.370000 0.0809758 Long ABS-MBS USGSE US N 2 2063-07-20 Floating 0.68025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H04 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H04 FA 38378U8L4 2133829.610000 PA USD 2151434.560000 0.2460046 Long ABS-MBS USGSE US N 2 2064-12-20 Floating 0.79025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FD 38375UVD9 1657210.910000 PA USD 1668907.670000 0.1908303 Long ABS-MBS USGSE US N 2 2065-03-20 Floating 0.74025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H14 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H14 FA 38376RCB0 1403738.160000 PA USD 1411141.190000 0.1613561 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 0.71025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H15 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H15 FC 38376RDB9 888847.080000 PA USD 894362.020000 0.1022653 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 0.72025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H22 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H22 FD 38376RHB5 1375646.990000 PA USD 1378656.630000 0.1576417 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 0.61 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H26 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H26 FA 38376RJR8 1976637.020000 PA USD 1986354.560000 0.2271286 Long ABS-MBS USGSE US N 2 2065-10-20 Floating 0.66025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H31 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H31 FT 38376RMX1 1028584.300000 PA USD 1032979.130000 0.1181154 Long ABS-MBS USGSE US N 2 2065-11-20 Floating 0.79025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FM 38376RRJ7 82364.620000 PA USD 82589.850000 0.0094437 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 0.91025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB 38376RTJ5 4340164.980000 PA USD 4417220.270000 0.5050846 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 1.04025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H10 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H10 FA 38376RUH7 3238183.650000 PA USD 3288835.320000 0.3760600 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 1.02025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H02 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H02 FJ 38375UYN4 1821664.790000 PA USD 1861786.590000 0.2128849 Long ABS-MBS USGSE US N 2 2067-01-20 Floating 1.14025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H07 FG 38376RY26 1917869.710000 PA USD 1921211.410000 0.2196798 Long ABS-MBS USGSE US N 2 2067-02-20 Floating 0.60025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H18 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H18 FC 38380LMV2 2406456.440000 PA USD 2404521.170000 0.2749436 Long ABS-MBS USGSE US N 2 2065-08-20 Floating 0.49025 N N N N N N GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2 N/A GREYSTONE COMMERCIAL REAL ESTA GSTNE 2019 FL2 A 144A 39809LAA2 2000000.000000 PA USD 1985088.060000 0.2269838 Long ABS-CBDO CORP KY N 2 2037-09-15 Floating 1.33863 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC18 2014-GC18 N/A GS MORTGAGE SECURITIES TRUST GSMS 2014 GC18 A3 36252RAJ8 1088592.290000 PA USD 1134037.750000 0.1296709 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 3.801 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 GUARDIAN LIFE GLOB FUND SR SECURED 144A 04/21 2 40139LAA1 700000.000000 PA USD 703871.800000 0.0804838 Long DBT CORP US N 2 2021-04-26 Fixed 2 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 03/25 VAR 404280BZ1 4900000.000000 PA USD 5352579.480000 0.6120377 Long DBT CORP GB N 2 2025-03-11 Floating 3.803 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 05/23 3.6 404280BA6 600000.000000 PA USD 645551.280000 0.0738152 Long DBT CORP GB N 2 2023-05-25 Fixed 3.6 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 05/24 VAR 404280BS7 1050000.000000 PA USD 1132919.870000 0.1295431 Long DBT CORP GB N 2 2024-05-18 Floating 3.95 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 11/23 VAR 404280BM0 1000000.000000 PA USD 1051302.150000 0.1202106 Long DBT CORP GB N 2 2023-11-22 Floating 3.033 N N N N N N IDAHO ENERGY RESOURCES AUTHORITY N/A IDAHO ENERGY RESOURCES AUTH TR IERPWR 09/23 FIXED 2.297 451174AA4 1200000.000000 PA USD 1258428.000000 0.1438942 Long DBT MUN US N 2 2023-09-01 Fixed 2.297 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 03/22 3.15 456837AG8 2550000.000000 PA USD 2637595.590000 0.3015944 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 10/23 4.1 456837AK9 450000.000000 PA USD 494604.510000 0.0565553 Long DBT CORP NL N 2 2023-10-02 Fixed 4.1 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2017-FL11 N/A JP MORGAN CHASE COMMERCIAL MOR JPMCC 2017 FL11 A 144A 46648PAA3 853421.420000 PA USD 826630.730000 0.0945206 Long ABS-MBS CORP US N 2 2032-10-15 Floating 1.00863 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/21 2.25 46849LSP7 200000.000000 PA USD 201269.790000 0.0230141 Long DBT CORP US N 2 2021-04-29 Fixed 2.25 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SR SECURED 144A 06/21 3.3 46849LTB7 2100000.000000 PA USD 2127578.860000 0.2432768 Long DBT CORP US N 2 2021-06-11 Fixed 3.3 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SR SECURED 144A 06/21 VAR 46849LTA9 300000.000000 PA USD 300603.280000 0.0343723 Long DBT CORP US N 2 2021-06-11 Floating 0.70063 N N N N N N JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST N/A JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75 477143AH4 2408553.570000 PA USD 2417484.000000 0.2764258 Long DBT CORP US N 2 2033-11-15 Fixed 2.75 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 07/24 VAR 46647PAU0 5000000.000000 PA USD 5428601.050000 0.6207303 Long DBT CORP US N 2 2024-07-23 Floating 3.797 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C7 N/A JPMDB COMMERCIAL MORTGAGE SECU JPMDB 2017 C7 ASB 46648KAV8 1100000.000000 PA USD 1211676.070000 0.1385484 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.2419 N N N N N N KOREA EXPRESSWAY CORPORATION 988400EZO9DR1OFL5772 KOREA EXPRESSWAY CORP SR UNSECURED 144A 10/21 3.625 50065JAE5 1500000.000000 PA USD 1538503.730000 0.1759193 Long DBT CORP KR N 2 2021-10-22 Fixed 3.625 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC SR UNSECURED 05/25 4.45 53944YAF0 1100000.000000 PA USD 1261770.710000 0.1442765 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC SR UNSECURED 06/21 VAR 53944YAG8 1200000.000000 PA USD 1204072.970000 0.1376790 Long DBT CORP GB N 2 2021-06-21 Floating 1.03863 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC SR UNSECURED 11/28 VAR 539439AQ2 3400000.000000 PA USD 3840209.390000 0.4391066 Long DBT CORP GB N 2 2028-11-07 Floating 3.574 N N N N N N LOOMIS SAYLES CLO II LTD 2015-2A N/A LOOMIS SAYLES LTD LOOM 2015 2A A1R 144A 54347LAN2 1177694.030000 PA USD 1173934.780000 0.1342329 Long ABS-CBDO CORP KY N 2 2028-04-15 Floating 1.13688 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 03/23 3.455 606822AT1 2000000.000000 PA USD 2132203.200000 0.2438056 Long DBT CORP JP N 2 2023-03-02 Fixed 3.455 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 07/24 2.801 606822BJ2 5000000.000000 PA USD 5364263.400000 0.6133737 Long DBT CORP JP N 2 2024-07-18 Fixed 2.801 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 05/24 VAR 60687YBC2 4000000.000000 PA USD 4008372.120000 0.4583351 Long DBT CORP JP N 2 2024-05-25 Floating 0.8365 N N N N N N MONROE CAPITAL BSL CLO LTD 2015-1A N/A MONROE CAPITAL BSL CLO LTD MCBSL 2015 1A AR 144A 610332AU2 442429.200000 PA USD 442317.600000 0.0505766 Long ABS-CBDO CORP KY N 2 2027-05-22 Floating 1.33263 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 01/23 VAR 6174468K8 2600000.000000 PA USD 2610445.680000 0.2984899 Long DBT CORP US N 2 2023-01-20 Floating 0.78903 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 04/24 VAR 61744YAQ1 3900000.000000 PA USD 4197506.860000 0.4799616 Long DBT CORP US N 2 2024-04-24 Floating 3.737 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 12/26 VAR 6174468V4 1700000.000000 PA USD 1713340.530000 0.1959110 Long DBT CORP US N 2 2026-12-10 Floating 0.985 N N N N N N MORGAN STANLEY CAPITAL I INC 2016-UB11 N/A MORGAN STANLEY CAPITAL I TRUST MSC 2016 UB11 ASB 61767FAY7 600000.000000 PA USD 635389.680000 0.0726533 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.606 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 N/A MORGAN STANLEY CAPITAL I TRUST MSC 2016 BNK2 ASB 61690YBS0 3000000.000000 PA USD 3199875.000000 0.3658879 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 2.86 N N N N N N MOUNTAIN HAWK III CLO LTD 2014-3A N/A MOUNTAIN HAWK CLO LTD MHAWK 2014 3A AR 144A 62405CAN4 75917.160000 PA USD 75992.090000 0.0086893 Long ABS-CBDO CORP KY N 2 2025-04-18 Floating 1.41775 N N N N N N MUFG UNION BANK NA (AKA: UNION BANK OF CALIFORNIA) OX3PU53ZLPQKJ4700D47 MUFG UNION BANK NA SR UNSECURED 12/22 2.1 90520EAK7 2000000.000000 PA USD 2064647.180000 0.2360809 Long DBT CORP US N 2 2022-12-09 Fixed 2.1 N N N N N N NATIONAL SECURITIES CLEARING CORPORATION 549300RYC9NELN2ICA34 NATIONAL SECS CLEARING SR UNSECURED 144A 12/23 0.4 637639AC9 2300000.000000 PA USD 2305609.380000 0.2636336 Long DBT CORP US N 2 2023-12-07 Fixed 0.4 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 08/24 VAR 63861VAC1 1600000.000000 PA USD 1739812.140000 0.1989378 Long DBT CORP GB N 2 2024-08-01 Floating 4.363 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NATWEST GROUP PLC SR UNSECURED 05/23 VAR 780097BE0 1000000.000000 PA USD 1038428.360000 0.1187385 Long DBT CORP GB N 2 2023-05-15 Floating 3.498 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NATWEST GROUP PLC SR UNSECURED 09/23 3.875 780097BD2 4500000.000000 PA USD 4884846.800000 0.5585551 Long DBT CORP GB N 2 2023-09-12 Fixed 3.875 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-2A N/A NAVIENT STUDENT LOAN TRUST NAVSL 2018 2A A2 144A 63941DAB7 1590525.020000 PA USD 1587759.100000 0.1815514 Long ABS-O CORP US N 2 2067-03-25 Floating 0.528 N N N N N N NELNET STUDENT LOAN TRUST 2014-2A N/A NELNET STUDENT LOAN TRUST NSLT 2014 2A A2 144A 64033LAB6 544345.710000 PA USD 541678.470000 0.0619379 Long ABS-O CORP US N 2 2030-03-25 Floating 0.748 N N N N N N NEW YORK STATE DORMITORY AUTHORITY 549300C8XO7EXTX2XU71 NEW YORK ST DORM AUTH REVENUES NYSHGR 07/21 FIXED 2.756 64990GJU7 1580000.000000 PA USD 1598881.000000 0.1828231 Long DBT MUN US N 2 2021-07-01 Fixed 2.756 N N N N N N NEW YORK STATE URBAN DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 NEW YORK ST URBAN DEV CORP REV NYSDEV 03/22 FIXED 2.1 6500354S4 1135000.000000 PA USD 1147689.300000 0.1312319 Long DBT MUN US N 2 2022-03-15 Fixed 2.1 N N N N N N NEW YORK STATE URBAN DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 NEW YORK ST URBAN DEV CORP REV NYSDEV 03/25 FIXED 1.115 650036AT3 1000000.000000 PA USD 1013540.000000 0.1158927 Long DBT MUN US N 2 2025-03-15 Fixed 1.115 N N N N N N NEW YORK STATE URBAN DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 NEW YORK ST URBAN DEV CORP REV NYSDEV 03/26 FIXED 1.346 650036AU0 2300000.000000 PA USD 2348576.000000 0.2685466 Long DBT MUN US N 2 2026-03-15 Fixed 1.346 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 01/22 VAR 654740AW9 2000000.000000 PA USD 1996059.820000 0.2282383 Long DBT CORP US N 2 2022-01-13 Floating 1.11413 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/21 3.15 654740BF5 1100000.000000 PA USD 1104926.780000 0.1263422 Long DBT CORP US N 2 2021-03-15 Fixed 3.15 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/21 3.65 654740BJ7 700000.000000 PA USD 712369.360000 0.0814555 Long DBT CORP US N 2 2021-09-21 Fixed 3.65 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/21 VAR 654740BN8 2400000.000000 PA USD 2394259.220000 0.2737702 Long DBT CORP US N 2 2021-09-21 Floating 0.86863 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/22 2.3 00287YBM0 3500000.000000 PA USD 3629838.280000 0.4150518 Long DBT CORP US N 2 2022-11-21 Fixed 2.3 N N N N N N OOREDOO INTERNATIONAL FINANCE LTD (QTEL INTERNATIONAL FINANCE LTD) 549300BHXCDJ03WU7N77 OOREDOO INTL FINANCE COMPANY GUAR REGS 02/21 4.75 B4KHMKII5 1300000.000000 PA USD 1307519.200000 0.1495075 Long DBT CORP BM N 2 2021-02-16 Fixed 4.75 N N N N N N OSCAR US FUNDING TRUST XI LLC 2019-2A N/A OSCAR US FUNDING TRUST OSCAR 2019 2A A2 144A 68784EAB4 1136100.000000 PA USD 1142017.720000 0.1305834 Long ABS-O CORP JP N 2 2022-08-10 Fixed 2.49 N N N N N N OVERSEA-CHINESE BANKING CORP 5493007O3QFXCPOGWK22 OVERSEA CHINESE BANKING SR UNSECURED 144A 05/21 VAR ACI12PFS8 2500000.000000 PA USD 2502093.380000 0.2861005 Long DBT CORP SG N 2 2021-05-17 Floating 0.672 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/23 4.25 694308JB4 1200000.000000 PA USD 1289111.930000 0.1474028 Long DBT CORP US N 2 2023-08-01 Fixed 4.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/21 VAR 694308JR9 1800000.000000 PA USD 1801218.940000 0.2059594 Long DBT CORP US N 2 2021-11-15 Floating 1.6 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/23 3.85 694308HE0 800000.000000 PA USD 850880.200000 0.0972934 Long DBT CORP US N 2 2023-11-15 Fixed 3.85 N N N N N N PETRONAS CAPITAL LIMITED 549300G7YFX3540OYR85 PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/30 3.5 716743AP4 850000.000000 PA USD 978736.260000 0.1119130 Long DBT CORP MY N 2 2030-04-21 Fixed 3.5 N N N N N N PORT OF MORROW OR N/A PORT OF MORROW OR TRANSMISSION PTMTRN 09/22 FIXED 1.809 73474TAM2 3100000.000000 PA USD 3176477.000000 0.3632125 Long DBT MUN US N 2 2022-09-01 Fixed 1.809 N N N N N N PORT OF OAKLAND N/A PORT OF OAKLAND CA PTOTRN 05/23 FIXED 0.821 735000TK7 3250000.000000 PA USD 3268265.000000 0.3737079 Long DBT MUN US N 2 2023-05-01 Fixed 0.821 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 PROTECTIVE LIFE GLOBAL SR SECURED 144A 08/22 2.615 74368CAH7 2000000.000000 PA USD 2073584.900000 0.2371029 Long DBT CORP US N 2 2022-08-22 Fixed 2.615 N N N N N N PROVINCE OF ONTARIO CANADA C7PVKCRGLG18EBQGZV36 ONTARIO (PROVINCE OF) SR UNSECURED 01/24 3.05 68323AFC3 3000000.000000 PA USD 3248530.980000 0.3714514 Long DBT NUSS CA N 2 2024-01-29 Fixed 3.05 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 PROVINCE OF QUEBEC SR UNSECURED 01/22 2.375 748149AM3 1300000.000000 PA USD 1329734.320000 0.1520477 Long DBT NUSS CA N 2 2022-01-31 Fixed 2.375 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 PROVINCE OF QUEBEC UNSECURED 02/23 2.625 748149AG6 4500000.000000 PA USD 4724272.400000 0.5401943 Long DBT NUSS CA N 2 2023-02-13 Fixed 2.625 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 SANTANDER HOLDINGS USA SR UNSECURED 01/23 3.4 80282KAS5 1700000.000000 PA USD 1786067.940000 0.2042269 Long DBT CORP US N 2 2023-01-18 Fixed 3.4 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 SANTANDER UK GROUP HLDGS SR UNSECURED 01/21 3.125 80281LAD7 1000000.000000 PA USD 1000220.440000 0.1143696 Long DBT CORP GB N 2 2021-01-08 Fixed 3.125 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 AIA GROUP LTD SR UNSECURED 144A 09/21 VAR 00131LAG0 1700000.000000 PA USD 1699779.000000 0.1943603 Long DBT CORP HK N 2 2021-09-20 Floating 0.75863 N N N N N N SENECA PARK CLO LTD 2014-1 N/A SENECA PARK CLO LTD SPARK 2014 1A AR 144A 817176AL4 14874.190000 PA USD 14891.600000 0.0017028 Long ABS-CBDO CORP KY N 2 2026-07-17 Floating 1.33775 N N N N N N SHACKLETON CLO LTD 2016-9A N/A SHACKLETON CLO LTD SHACK 2016 9A AR 144A 81882LAN6 2496009.050000 PA USD 2496004.060000 0.2854042 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.34838 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT (2014) LIMITED 549300ZIMV82UUECOQ45 SINOPEC GRP OVERSEA 2014 COMPANY GUAR REGS 04/24 4.375 000000000 500000.000000 PA USD 548990.340000 0.0627740 Long DBT CORP VG N 2 2024-04-10 Fixed 4.375 N N N N N N SLC STUDENT LOAN TRUST 2006-1 N/A SLC STUDENT LOAN TRUST SLCLT 2006 1 A5 784427AE6 148924.580000 PA USD 148134.450000 0.0169384 Long ABS-O CORP US N 2 2027-03-15 Floating 0.3265 N N N N N N SLC STUDENT LOAN TRUST 2007-1 N/A SLC STUDENT LOAN TRUST SLCLT 2007 1 A4 784424AD5 842344.000000 PA USD 828992.260000 0.0947907 Long ABS-O CORP US N 2 2029-05-15 Floating 0.281 N N N N N N SLC STUDENT LOAN TRUST 2010-1 N/A SLC STUDENT LOAN TRUST SLCLT 2010 1 A 78444WAA7 301475.960000 PA USD 302723.470000 0.0346147 Long ABS-O CORP US N 2 2042-11-25 Floating 1.0815 N N N N N N SLC STUDENT LOAN TRUST-2006-2 N/A SLC STUDENT LOAN TRUST SLCLT 2006 2 A5 784428AE4 18204.130000 PA USD 18201.900000 0.0020813 Long ABS-O CORP US N 2 2026-09-15 Floating 0.3165 N N N N N N SLM STUDENT LOAN TRUST 2003-10A N/A SLM STUDENT LOAN TRUST SLMA 2003 10A A3 144A 78442GJG2 557343.930000 PA USD 557361.040000 0.0637311 Long ABS-O CORP US N 2 2027-12-15 Floating 0.6865 N N N N N N SLM STUDENT LOAN TRUST 2005-4 N/A SLM STUDENT LOAN TRUST SLMA 2005 4 A3 78442GPG5 248908.130000 PA USD 247541.850000 0.0283050 Long ABS-O CORP US N 2 2027-01-25 Floating 0.33475 N N N N N N SLM STUDENT LOAN TRUST 2005-5 N/A SLM STUDENT LOAN TRUST SLMA 2005 5 A4 78442GPQ3 1612204.360000 PA USD 1603361.740000 0.1833355 Long ABS-O CORP US N 2 2028-10-25 Floating 0.35475 N N N N N N SLM STUDENT LOAN TRUST 2006-8 N/A SLM STUDENT LOAN TRUST SLMA 2006 8 A5 78443HAE3 60626.230000 PA USD 60562.910000 0.0069250 Long ABS-O CORP US N 2 2025-01-27 Floating 0.32475 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 07/21 2.65 78448TAA0 1100000.000000 PA USD 1111679.110000 0.1271143 Long DBT CORP IE N 2 2021-07-15 Fixed 2.65 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE SR UNSECURED 144A 04/21 VAR 83368RAH5 400000.000000 PA USD 401325.280000 0.0458893 Long DBT CORP FR N 2 2021-04-08 Floating 1.55975 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A SPRINT SPECTRUM / SPEC I SR SECURED 144A 03/23 3.36 85208NAA8 581250.000000 PA USD 587623.410000 0.0671915 Long DBT CORP US N 2 2023-03-20 Variable 3.36 N N N N N N STATE OF HAWAII N/A HAWAII ST HIS 10/24 FIXED 0.802 419792ZK5 2400000.000000 PA USD 2432856.000000 0.2781836 Long DBT MUN US N 2 2024-10-01 Fixed 0.802 N N N N N N STUDENT LOAN MARKETING ASSOC 2007-1 N/A SLM STUDENT LOAN TRUST SLMA 2007 1 A5 78443VAE2 774952.670000 PA USD 774641.990000 0.0885760 Long ABS-O CORP US N 2 2026-01-26 Floating 0.30475 N N N N N N SUDBURY MILL CLO LTD 2013-1A N/A SUDBURY MILL CLO LTD SUDSM 2013 1A A1R 144A 864662AM3 157565.340000 PA USD 157659.660000 0.0180275 Long ABS-CBDO CORP KY N 2 2026-01-17 Floating 1.36775 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 01/25 2.348 86562MBV1 1500000.000000 PA USD 1592275.970000 0.1820679 Long DBT CORP JP N 2 2025-01-15 Fixed 2.348 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 07/24 2.696 86562MBM1 2900000.000000 PA USD 3097245.270000 0.3541528 Long DBT CORP JP N 2 2024-07-16 Fixed 2.696 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 10/21 2.442 86562MAH3 900000.000000 PA USD 914935.570000 0.1046178 Long DBT CORP JP N 2 2021-10-19 Fixed 2.442 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 SUTTER HEALTH UNSECURED 08/30 2.294 86944BAG8 1800000.000000 PA USD 1885022.320000 0.2155418 Long DBT CORP US N 2 2030-08-15 Fixed 2.294 N N N N N N SYMPHONY CLO XII LTD 2013-12A N/A CALIFORNIA STREET CLO XII, LTD SYMP 2013 12A AR 144A 13080BAA9 288311.970000 PA USD 288418.640000 0.0329791 Long ABS-CBDO CORP KY N 2 2025-10-15 Floating 1.26688 N N N N N N TELOS CLO LTD 2014-6A N/A TELOS CLO LTD TELOS 2014 6A A1R 144A 87970UAS5 211695.130000 PA USD 211812.260000 0.0242196 Long ABS-CBDO CORP KY N 2 2027-01-17 Floating 1.48775 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/24 FIXED 1.497 88880LAF0 2200000.000000 PA USD 2209592.000000 0.2526546 Long DBT MUN US N 2 2024-06-01 Fixed 1.497 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2019-FL3 N/A TPG REAL ESTATE FINANCE TRTX 2019 FL3 A 144A 87276VAA3 3500000.000000 PA USD 3497840.890000 0.3999586 Long ABS-O CORP KY N 2 2034-10-15 Floating 1.3025 N N N N N N TRALEE CLO V LTD 2018-5A N/A TRALEE CLO LTD TRAL 2018 5A A1 144A 89300JAA6 850000.000000 PA USD 850013.170000 0.0971943 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.32838 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C3 N/A UBS COMMERCIAL MORTGAGE TRUST UBSCM 2017 C3 ASB 90276GAQ5 2700000.000000 PA USD 2967174.720000 0.3392799 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.215 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C11 N/A UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 C11 ASB 90276XAS4 2000000.000000 PA USD 2297004.000000 0.2626496 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.1186 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C8 N/A UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 C8 ASB 90276VAC3 1500000.000000 PA USD 1700347.800000 0.1944253 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.903 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2019-C16 N/A UBS COMMERCIAL MORTGAGE TRUST UBSCM 2019 C16 ASB 90276YAC7 3200000.000000 PA USD 3622350.400000 0.4141956 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.4603 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS GROUP AG SR UNSECURED 144A 08/23 VAR 90352JAE3 1500000.000000 PA USD 1555573.500000 0.1778712 Long DBT CORP CH N 2 2023-08-15 Floating 2.859 N N N N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 023770AA8 1381186.330000 PA USD 1299727.550000 0.1486166 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE 01F020430 7300000.000000 PA USD 7615720.260000 0.8708153 Long ABS-MBS USGSE US N 2 2036-03-16 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE 01F020638 8300000.000000 PA USD 8592110.280000 0.9824600 Long ABS-MBS USGSE US N 2 2051-03-11 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE 01F022634 93100000.000000 PA USD 97820339.440000 11.1852117 Long ABS-MBS USGSE US N 2 2051-03-11 Fixed 2.5 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A UNITED AIR 2019 1 A PTT PASS THRU CE 08/31 4.55 90931EAA2 1472863.110000 PA USD 1447558.000000 0.1655202 Long DBT CORP US N 2 2031-08-25 Fixed 4.55 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 90931GAA7 1700000.000000 PA USD 1841467.880000 0.2105616 Long DBT CORP US N 2 2029-04-15 Fixed 5.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 05/21 0.00000 912796F79 3400000.000000 PA USD 3399150.000000 0.3886739 Long DBT UST US N 2 2021-05-04 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 01/21 0.00000 912796A74 2800000.000000 PA USD 2799965.000000 0.3201604 Long DBT UST US N 2 2021-01-19 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 02/21 0.00000 9127964D8 36900000.000000 PA USD 36897463.130000 4.2190197 Long DBT UST US N 2 2021-02-18 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 02/21 0.00000 912796B81 50700000.000000 PA USD 50696366.340000 5.7968475 Long DBT UST US N 2 2021-02-16 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 02/21 0.00000 912796XE4 58000000.000000 PA USD 57995182.520000 6.6314265 Long DBT UST US N 2 2021-02-25 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 04/21 0.00000 9127964P1 28700000.000000 PA USD 28695144.820000 3.2811302 Long DBT UST US N 2 2021-04-01 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 04/21 0.00000 9127964Z9 11600000.000000 PA USD 11597220.870000 1.3260777 Long DBT UST US N 2 2021-04-29 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/22 0.125 912828ZR4 33100000.000000 PA USD 33109697.310000 3.7859097 Long DBT UST US N 2 2022-05-31 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 06/22 0.125 912828ZX1 50000000.000000 PA USD 50009765.500000 5.7183385 Long DBT UST US N 2 2022-06-30 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/22 0.125 91282CAG6 49200000.000000 PA USD 49207687.500000 5.6266254 Long DBT UST US N 2 2022-08-31 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 10/22 0.125 91282CAR2 14000000.000000 PA USD 14002734.340000 1.6011348 Long DBT UST US N 2 2022-10-31 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 10/23 0.125 91282CAP6 31500000.000000 PA USD 31477851.720000 3.5993173 Long DBT UST US N 2 2023-10-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/27 0.625 91282CAY7 10200000.000000 PA USD 10195218.750000 1.1657666 Long DBT UST US N 2 2027-11-30 Fixed 0.625 N N N N N N UNIVERSITY OF CALIFORNIA N/A UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/21 FIXED 2.3 91412GQC2 250000.000000 PA USD 251862.500000 0.0287991 Long DBT MUN US N 2 2021-05-15 Fixed 2.3 N N N N N N UNIVERSITY OF CALIFORNIA N/A UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/27 FIXED 1.316 91412HGF4 2600000.000000 PA USD 2643134.000000 0.3022277 Long DBT MUN US N 2 2027-05-15 Fixed 1.316 N N N N N N UNIVERSITY OF MASSACHUSETTS BUILDING AUTHORITY 6ILE2573NPR1XO2TR556 UNIV OF MASSACHUSETTS MA BLDG UMAFAC 05/29 FIXED 6.423 914440KJ0 40000.000000 PA USD 40153.200000 0.0045913 Long DBT MUN US N 2 2029-05-01 Fixed 6.423 N N N N N N US BANK NA/CINCINNATI BRANCH 6BYL5QZYBDK8S7L73M02 US BANK NA CINCINNATI SR UNSECURED 04/21 VAR 90331HNQ2 2650000.000000 PA USD 2651926.100000 0.3032330 Long DBT CORP US N 2 2021-04-26 Floating 0.53475 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 AMERICAN INTL GROUP SR UNSECURED 06/22 4.875 026874CU9 138000.000000 PA USD 146438.810000 0.0167445 Long DBT CORP US N 2 2022-06-01 Fixed 4.875 N N N N N N VENTURE CDO LTD 2016-25A N/A VENTURE CDO LTD VENTR 2016 25A AR 144A 92329VAQ5 1400000.000000 PA USD 1398724.570000 0.1599364 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 1.44838 N N N N N N VENTURE CDO LTD 2016-25A N/A VENTURE CDO LTD VENTR 2016 25A ARR 144A 92329VAS1 1400000.000000 PA USD 1400064.330000 0.1600896 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 1.25638 N N N N N N VENTURE CDO LTD 2018-35A N/A VENTURE CDO LTD VENTR 2018 35A AS 144A 92331XAC8 5500000.000000 PA USD 5506947.550000 0.6296888 Long ABS-CBDO CORP KY N 2 2031-10-22 Floating 1.36575 N N N N N N VMC FINANCE LLC 2018-FL2 N/A VMC FINANCE LLC VMC 2018 FL2 A 144A 91832YAA6 478040.620000 PA USD 474518.990000 0.0542586 Long ABS-MBS CORP US N 2 2035-10-15 Floating 1.0725 N N N N N N VNO 2012-6AVE MORTGAGE TRUST N/A VNO MORTGAGE TRUST VNDO 2012 6AVE A 144A 91830CAA6 4700000.000000 PA USD 4865427.780000 0.5563346 Long ABS-MBS CORP US N 2 2030-11-15 Fixed 2.9956 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/21 2.5 928668AX0 770000.000000 PA USD 781579.520000 0.0893693 Long DBT CORP US N 2 2021-09-24 Fixed 2.5 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 AMERICAN TOWER CORP SR UNSECURED 06/23 3 03027XAQ3 1700000.000000 PA USD 1801733.200000 0.2060182 Long DBT CORP US N 2 2023-06-15 Fixed 3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 09/24 3.3 94974BGA2 2000000.000000 PA USD 2192379.340000 0.2506864 Long DBT CORP US N 2 2024-09-09 Fixed 3.3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SUBORDINATED 08/23 4.125 94974BFN5 4500000.000000 PA USD 4918402.130000 0.5623919 Long DBT CORP US N 2 2023-08-15 Fixed 4.125 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 N/A WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 BNK1 ASB 95000GAZ7 1300000.000000 PA USD 1365214.890000 0.1561047 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.514 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 N/A WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C34 ASB 95000DBE0 1000000.000000 PA USD 1064311.000000 0.1216980 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 2.911 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41 N/A WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 C41 ASB 95001ABB1 1200000.000000 PA USD 1323552.240000 0.1513408 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.39 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45 N/A WELLS FARGO COMMERCIAL MORTGAG WFCM 2018 C45 ASB 95001NAW8 600000.000000 PA USD 691673.520000 0.0790890 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.147 N N N N N N ANCHORAGE CAPITAL CLO LTD 2020-16A N/A ANCHORAGE CAPITAL CLO LTD ANCHC 2020 16A A 144A 03330WAA2 2500000.000000 PA USD 2500091.380000 0.2858715 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 1.60069 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 ZIMMER BIOMET HOLDINGS SR UNSECURED 03/21 VAR 98956PAP7 1022000.000000 PA USD 1022023.740000 0.1168627 Long DBT CORP US N 2 2021-03-19 Floating 0.98863 N N N N N N N/A N/A FIXED INC CLEARING CORP.REPO 000000000 574000.000000 PA USD 574000.000000 0.0656337 Long RA US N 2 Repurchase N 0.0000001 2021-01-04 586200.000000 USD 585518.250000 USD UST N N N APPLE INC HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 09/22 1.7 037833DL1 2000000.000000 PA USD 2051144.720000 0.2345370 Long DBT CORP US N 2 2022-09-11 Fixed 1.7 N N N N N N APRES STATIC CDO LTD 2019-1A N/A APRES STATIC CLO 1, LTD APRES 2019 1A A1R 144A 03835JBA0 3300000.000000 PA USD 3295478.310000 0.3768196 Long ABS-CBDO CORP KY N 2 2028-10-15 Floating 3.1188 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2017-FL3 N/A ARBOR REALTY COLLATERALIZED LO ARCLO 2017 FL3 A 144A 03880GAA1 1998155.840000 PA USD 1996769.320000 0.2283195 Long ABS-CBDO CORP KY N 2 2027-12-15 Floating 1.14863 N N N N N N AREIT TRUST 2019-CRE3 N/A AREIT CRE TRUST AREIT 2019 CRE3 A 144A 00217LAA0 3000000.000000 PA USD 2960679.000000 0.3385372 Long ABS-MBS CORP US N 2 2036-09-14 Floating 1.17313 N N N N N N N/A N/A CDX IG35 5Y ICE 000000000 1.000000 NC USD 39824.270000 0.0045537 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.35 Y Single Leg Swap 2025-12-21 38922.740000 USD 0.000000 USD 1600000.000000 USD 901.530000 N N N N/A N/A GENERAL ELECTRIC COMPANY SNR S* ICE 000000000 1.000000 NC USD 25136.900000 0.0028743 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2024-12-21 0.000000 USD -45399.190000 USD 2600000.000000 USD 70536.090000 N N N 2021-02-01 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX