GENERAL ELECTRIC COMPANY SNR S* ICE

NPORT-P false 0000810893 XXXXXXXX S000034605 C000106507 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Low Duration Portfolio S000034605 LL5Q39JP4PBVXGSR5E09 2021-03-31 2021-03-31 N 1089741517.650000 95665840.060000 994075677.590000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 3600000.000000 0.000000 0.000000 989021.840000 USD N N/A N/A GENERAL ELECTRIC COMPANY SNR S* ICE 000000000 1.000000 NC USD 38057.810000 0.0038285 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 83457.000000 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 2003185.120000 0.2015123 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 1.654 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 10694.940000 PA USD 10698.660000 0.0010762 Long ABS-CBDO CORP KY N 2 2026-04-25 Floating 1.31775 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 1998041.160000 0.2009949 Long DBT CORP US N 2 2021-07-30 Floating 0.8815 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 N/A BANC OF AMERICA COMMERCIAL MOR BACM 2015 UBS7 A3 06054AAW9 3460304.100000 PA USD 3709915.900000 0.3732026 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.441 N N N N N N N/A N/A US 10YR ULTRA FUT JUN21 XCBT 20210621 000000000 -163.000000 NC USD 786757.810000 0.0791447 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-06-21 -23421062.500000 USD 786757.810000 N N N BANCORP COMMERCIAL MORTGAGE TRUST 2019-CRE5 N/A THE BANCORP COMMERCIAL MORTGAG BANC 2019 CRE5 A 144A 05972MAA2 690163.980000 PA USD 690552.400000 0.0694668 Long ABS-MBS CORP US N 2 2036-03-15 Floating 1.106 N N N N N N N/A N/A US ULTRA BOND CBT JUN21 XCBT 20210621 000000000 -29.000000 NC USD 29210.190000 0.0029384 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-06-21 -5255343.750000 USD 29210.190000 N N N BANK 2017-BNK9 N/A BANK BANK 2017 BNK9 A3 06540RAD6 1700000.000000 PA USD 1808903.530000 0.1819684 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 3331395.900000 0.3351250 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 03/27 VAR 06051GJQ3 6100000.000000 PA USD 6122753.000000 0.6159242 Long DBT CORP US N 2 2027-03-11 Floating 1.658 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 2028758.860000 0.2040850 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 2671782.000000 0.2687705 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 2644860.370000 0.2660623 Long DBT CORP FR N 2 2023-07-20 Floating 1.184 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 05/29 VAR 06738EBD6 1800000.000000 PA USD 2071602.270000 0.2083948 Long DBT CORP GB N 2 2029-05-16 Floating 4.972 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 1622033.100000 0.1631700 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 4549002.480000 0.4576113 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 1000232.780000 0.1006194 Long DBT CORP US N 2 2021-04-11 Fixed 2 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL LLC COMPANY GUAR 144A 08/21 3.4 05565EBC8 1400000.000000 PA USD 1415861.690000 0.1424300 Long DBT CORP US N 2 2021-08-13 Fixed 3.4 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL LLC COMPANY GUAR 144A 08/21 VAR 05565EBD6 600000.000000 PA USD 601047.710000 0.0604630 Long DBT CORP US N 2 2021-08-13 Floating 0.69763 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS SR UNSECURED 144A 01/25 VAR 09659W2G8 3000000.000000 PA USD 3300882.870000 0.3320555 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 2798957.780000 0.2815639 Long DBT CORP SG N 2 2023-09-26 Floating 1.32013 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA COMPANY GUAR 144A 05/22 3 05583JAA0 2000000.000000 PA USD 2058049.980000 0.2070315 Long DBT CORP FR N 2 2022-05-22 Fixed 3 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA SR UNSECURED 144A 01/26 1 05578AAP3 1700000.000000 PA USD 1660022.410000 0.1669916 Long DBT CORP FR N 2 2026-01-20 Fixed 1 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 2330854.040000 0.2344745 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 3026449.230000 0.3044486 Long DBT CORP CA N 2 2023-03-17 Floating 0.85323 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 875851.120000 PA USD 876143.870000 0.0881365 Long ABS-CBDO CORP KY N 2 2028-07-28 Floating 1.2185 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 1033098.410000 0.1039255 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 1991451.880000 PA USD 1994525.610000 0.2006412 Long ABS-CBDO CORP KY N 2 2028-10-25 Floating 1.36775 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 4612678.200000 0.4640168 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 1508909.080000 0.1517902 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 659864.830000 0.0663797 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 806626.660000 0.0811434 Long DBT CORP US N 2 2022-04-25 Floating 1.17775 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 06/24 3.75 172967HT1 450000.000000 PA USD 490753.490000 0.0493678 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 2500073.380000 0.2514973 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 4998316.700000 0.5028105 Long ABS-O CORP KY N 2 2035-08-20 Floating 1.36025 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 345823.960000 0.0347885 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 2081868.200000 0.2094275 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 1155212.700000 0.1162097 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 1161071.270000 PA USD 1234274.030000 0.1241630 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 965431.550000 0.0971185 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 5579495.790000 0.5612748 Long DBT CORP NL N 2 2023-09-26 Floating 1.05513 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 1980367.400000 0.1992170 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 689885.210000 0.0693997 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 783666.280000 0.0788337 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 1486294.070000 0.1495152 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 1531214.520000 0.1540340 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 1017269.310000 0.1023332 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 311246.480000 0.0313101 Long DBT CORP CH N 2 2025-09-11 Floating 2.593 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD 549300PXR5FKNXF0OH19 CRED SUIS GP FUN LTD COMPANY GUAR 09/22 3.8 225433AH4 400000.000000 PA USD 416732.170000 0.0419216 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 4179883.360000 PA USD 4427796.840000 0.4454185 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 2520450.480000 0.2535471 Long DBT CORP US N 2 2022-12-01 Fixed 4.75 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 1340082.900000 0.1348069 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 395328.000000 0.0397684 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 218656.310000 0.0219959 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 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 730796.850000 PA USD 731743.070000 0.0736104 Long ABS-CBDO CORP KY N 2 2027-10-26 Floating 1.26525 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 503780.580000 0.0506783 Long DBT CORP DE N 2 2023-02-27 Floating 1.41975 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 6825326.310000 0.6866003 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 257329.480000 0.0258863 Long DBT MUN US N 2 2021-12-01 Fixed 4.793 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 919973.810000 PA USD 930231.520000 0.0935775 Long ABS-O CORP US N 2 2067-05-25 Floating 1.15863 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 1603042.810000 PA USD 1608744.190000 0.1618332 Long ABS-O CORP US N 2 2068-02-27 Floating 0.85863 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 2586368.680000 PA USD 2585488.280000 0.2600897 Long ABS-O CORP US N 2 2068-09-25 Floating 0.90863 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 3651950.160000 PA USD 3708042.650000 0.3730141 Long ABS-O CORP US N 2 2069-07-25 Floating 1.10863 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 2209190.940000 PA USD 2237874.630000 0.2251212 Long ABS-O CORP US N 2 2070-01-27 Floating 1.10863 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 1451329.740000 0.1459979 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 2084665.350000 PA USD 2085810.410000 0.2098241 Long ABS-CBDO CORP KY N 2 2028-05-28 Floating 1.1105 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC COMPANY GUAR 02/22 VAR 29250NBB0 1800000.000000 PA USD 1805328.760000 0.1816088 Long DBT CORP CA N 2 2022-02-18 Floating 0.68863 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 ENTERGY LOUISIANA LLC 1ST MORTGAGE 11/23 0.62 29364WBF4 2500000.000000 PA USD 2503541.480000 0.2518462 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 2800000.000000 PA USD 2806612.370000 0.2823339 Long DBT CORP US N 2 2021-08-15 Floating 1.06375 N N N N N N EXANTAS CAPITAL CORP 2019-RSO7 N/A EXANTAS CAPITAL CORP XAN 2019 RSO7 A 144A 30069LAA6 1256527.570000 PA USD 1258290.160000 0.1265789 Long ABS-MBS CORP KY N 2 2036-04-15 Floating 1.1075 N N N N N N FANNIE MAE REMICS 2007-50 N/A FANNIE MAE FNR 2007 50 FN 31396V5C8 70367.620000 PA USD 70508.970000 0.0070929 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 0.34863 N N N N N N FANNIE MAE REMICS 2011-15 N/A FANNIE MAE FNR 2011 15 AF 31397QWM6 1291178.420000 PA USD 1307353.790000 0.1315145 Long ABS-MBS USGSE US N 2 2041-03-25 Floating 0.61863 N N N N N N FANNIE MAE REMICS 2016-100 N/A FANNIE MAE FNR 2016 100 WF 3136AUH53 1079695.890000 PA USD 1080972.310000 0.1087415 Long ABS-MBS USGSE US N 2 2047-01-25 Floating 0.62288 N N N N N N FANNIE MAE REMICS 2016-76 N/A FANNIE MAE FNR 2016 76 CF 3136ATY73 1156362.080000 PA USD 1157529.770000 0.1164428 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 0.57288 N N N N N N FANNIE MAE REMICS 2016-88 N/A FANNIE MAE FNR 2016 88 AF 3136AUTX9 1004348.600000 PA USD 1005203.000000 0.1011194 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 0.56288 N N N N N N FANNIE MAE REMICS 2019-33 N/A FANNIE MAE FNR 2019 33 FB 3136B45C8 2765511.880000 PA USD 2799347.360000 0.2816030 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 0.55863 N N N N N N FANNIE MAE REMICS 2020-77 N/A FANNIE MAE FNR 2020 77 DP 3136BCVD9 3111441.980000 PA USD 3074763.060000 0.3093088 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 0.75 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FED HOME LN DISCOUNT NT DISCOUNT NOT 06/21 0.00000 313385HA7 4900000.000000 PA USD 4899893.820000 0.4929095 Long DBT USGSE US N 2 2021-06-18 None 0 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 9107772.300000 0.9162051 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 9026533.540000 0.9080328 Long DBT USGSE US N 2 2026-10-28 Fixed 0.8 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 1Q1534 FH 06/37 FLOATING VAR 3128S5V35 103962.110000 PA USD 111501.950000 0.0112166 Long ABS-MBS USGSE US N 2 2037-06-01 Floating 3.053 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL G08836 FG 09/48 FIXED 4 3128MJ4W7 1431497.940000 PA USD 1535194.460000 0.1544344 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 6060439.180000 PA USD 6502994.270000 0.6541750 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 5670012.250000 PA USD 6173714.420000 0.6210507 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 5505.030000 PA USD 6402.770000 0.0006441 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 293.630000 PA USD 343.720000 0.0000346 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 713187.280000 0.0717438 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 83835.870000 PA USD 87380.210000 0.0087901 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 1.826 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 828031 FN 07/35 FIXED 5.5 31407D4Q5 181.740000 PA USD 203.240000 0.0000204 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 35490.150000 PA USD 40178.240000 0.0040418 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 18299.200000 PA USD 21330.690000 0.0021458 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 13280.190000 PA USD 15246.150000 0.0015337 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 307.800000 PA USD 358.700000 0.0000361 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 15244.020000 PA USD 17853.010000 0.0017959 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 16668.460000 PA USD 19605.440000 0.0019722 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 7386.100000 PA USD 8600.420000 0.0008652 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 27112.850000 PA USD 30409.140000 0.0030590 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 9244.680000 PA USD 10332.300000 0.0010394 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 6031.830000 PA USD 7059.940000 0.0007102 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 10780.100000 PA USD 12555.970000 0.0012631 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 99369.350000 PA USD 105975.530000 0.0106607 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 2.51 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL BK8893 FN 10/48 FIXED 4 3140HN3B6 1765065.130000 PA USD 1895038.280000 0.1906332 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 255433.430000 PA USD 278463.610000 0.0280123 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 4209714.340000 PA USD 4392510.280000 0.4418688 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 1474218.850000 PA USD 1603357.500000 0.1612913 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 MA3897 FN 01/35 FIXED 3 31418DKK7 1721705.120000 PA USD 1818484.250000 0.1829322 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3 N N N N N N FREDDIE MAC REMICS 4637 N/A FREDDIE MAC FHR 4637 WF 3137BTTH4 1420786.800000 PA USD 1439295.670000 0.1447873 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 0.62288 N N N N N N FREDDIE MAC REMICS 4736 N/A FREDDIE MAC FHR 4736 CD 3137FCHE7 1150335.390000 PA USD 1219565.100000 0.1226833 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 5337957.260000 PA USD 5517123.660000 0.5550004 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 5042 N/A FREDDIE MAC FHR 5042 CA 3137F66L6 3917626.060000 PA USD 3974077.880000 0.3997762 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 2168052.250000 PA USD 2197715.540000 0.2210813 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 1108343.220000 PA USD 1119271.040000 0.1125941 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 1163024.790000 PA USD 1163939.710000 0.1170876 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.47288 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 649076.180000 0.0652944 Long DBT CORP US N 2 2025-05-15 Fixed 3.45 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 01/22 VAR 37045XBR6 2600000.000000 PA USD 2626835.170000 0.2642490 Long DBT CORP US N 2 2022-01-14 Floating 1.78375 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 2000297.240000 0.2012218 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 1.174 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 1094769.980000 0.1101294 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 8236665.760000 0.8285753 Long DBT CORP US N 2 2023-11-29 Floating 1.78975 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H16 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H16 FA 38375B4Y5 647764.420000 PA USD 650873.040000 0.0654752 Long ABS-MBS USGSE US N 2 2063-07-20 Floating 0.6595 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H04 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H04 FA 38378U8L4 2059354.160000 PA USD 2083437.690000 0.2095854 Long ABS-MBS USGSE US N 2 2064-12-20 Floating 0.7695 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FD 38375UVD9 1632189.300000 PA USD 1650018.190000 0.1659852 Long ABS-MBS USGSE US N 2 2065-03-20 Floating 0.7195 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H14 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H14 FA 38376RCB0 1365999.220000 PA USD 1377814.160000 0.1386025 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 0.6895 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H15 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H15 FC 38376RDB9 883009.200000 PA USD 891778.540000 0.0897093 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 0.6995 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H22 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H22 FD 38376RHB5 1314863.990000 PA USD 1321006.380000 0.1328879 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 0.61388 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H26 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H26 FA 38376RJR8 1933976.640000 PA USD 1949899.260000 0.1961520 Long ABS-MBS USGSE US N 2 2065-10-20 Floating 0.6395 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H31 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H31 FT 38376RMX1 980931.140000 PA USD 984559.020000 0.0990427 Long ABS-MBS USGSE US N 2 2065-11-20 Floating 0.7695 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FM 38376RRJ7 56635.920000 PA USD 56852.560000 0.0057191 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 0.8895 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB 38376RTJ5 4191033.610000 PA USD 4278523.110000 0.4304022 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 1.0195 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H10 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H10 FA 38376RUH7 3124465.270000 PA USD 3182224.130000 0.3201189 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 0.9995 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H02 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H02 FJ 38375UYN4 1753813.310000 PA USD 1797630.230000 0.1808343 Long ABS-MBS USGSE US N 2 2067-01-20 Floating 1.1195 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H07 FG 38376RY26 1822375.440000 PA USD 1829630.680000 0.1840535 Long ABS-MBS USGSE US N 2 2067-02-20 Floating 0.5795 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H18 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H18 FC 38380LMV2 2325401.650000 PA USD 2328595.820000 0.2342473 Long ABS-MBS USGSE US N 2 2065-08-20 Floating 0.4695 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 2002499.380000 0.2014434 Long ABS-CBDO CORP KY N 2 2037-09-15 Floating 1.286 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 1145973.950000 0.1152804 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 700729.780000 0.0704906 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 5293482.740000 0.5325030 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 638738.740000 0.0642545 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 1120965.970000 0.1127647 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 1040398.320000 0.1046599 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 1254240.360000 0.1261715 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 2620649.510000 0.2636268 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 487409.470000 0.0490314 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 845344.550000 0.0850382 Long ABS-MBS CORP US N 2 2032-10-15 Floating 0.956 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 200255.960000 0.0201449 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 2111907.360000 0.2124494 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 300239.590000 0.0302029 Long DBT CORP US N 2 2021-06-11 Floating 0.65725 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 2429723.550000 0.2444204 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 5353366.750000 0.5385271 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 1187388.620000 0.1194465 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 1525931.390000 0.1535025 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 1230129.270000 0.1237460 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 1201848.520000 0.1209011 Long DBT CORP GB N 2 2021-06-21 Floating 0.98663 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 3673575.830000 0.3695469 Long DBT CORP GB N 2 2028-11-07 Floating 3.574 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/22 2.3 00287YBM0 3500000.000000 PA USD 3602353.340000 0.3623822 Long DBT CORP US N 2 2022-11-21 Fixed 2.3 N N N N N N MF1 2021-FL5 LTD N/A MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A 55282XAA8 5000000.000000 PA USD 5016818.500000 0.5046717 Long ABS-MBS CORP US N 2 2036-07-15 Floating 0.958 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 2110020.000000 0.2122595 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 5304638.200000 0.5336252 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 4019675.960000 0.4043632 Long DBT CORP JP N 2 2024-05-25 Floating 0.8175 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 309820.480000 PA USD 309593.380000 0.0311438 Long ABS-CBDO CORP KY N 2 2027-05-22 Floating 1.30238 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 01/23 VAR 6174468K8 2600000.000000 PA USD 2608295.920000 0.2623840 Long DBT CORP US N 2 2023-01-20 Floating 0.78392 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 04/24 VAR 61744YAQ1 3900000.000000 PA USD 4147387.100000 0.4172104 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 10/23 VAR 61746BEC6 1200000.000000 PA USD 1222227.020000 0.1229511 Long DBT CORP US N 2 2023-10-24 Floating 1.61775 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 12/26 VAR 6174468V4 1700000.000000 PA USD 1660113.480000 0.1670007 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 627398.400000 0.0631137 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 3164037.000000 0.3182893 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 21434.210000 PA USD 21463.500000 0.0021591 Long ABS-CBDO CORP KY N 2 2025-04-18 Floating 1.42338 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 2054744.060000 0.2066990 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 2295933.720000 0.2309617 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 1728412.380000 0.1738713 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 1030957.840000 0.1037102 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 4827395.120000 0.4856165 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 1429293.230000 PA USD 1428965.780000 0.1437482 Long ABS-O CORP US N 2 2067-03-25 Floating 0.48863 N N N N N N NELNET STUDENT LOAN TRUST 2014-2A N/A NELNET STUDENT LOAN TRUST NSLT 2014 2A A2 144A 64033LAB6 516684.600000 PA USD 516952.450000 0.0520033 Long ABS-O CORP US N 2 2030-03-25 Floating 0.70863 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 1589464.040000 0.1598937 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 575000.000000 PA USD 584068.100000 0.0587549 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 1000758.700000 0.1006723 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 2293424.530000 0.2307092 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 2005777.900000 0.2017732 Long DBT CORP US N 2 2022-01-13 Floating 1.1145 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 709300.760000 0.0713528 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 2400444.500000 0.2414750 Long DBT CORP US N 2 2021-09-21 Floating 0.81663 N N N N N N OCEAN TRAILS CLO VI 2016-6A N/A OCEAN TRAILS CLO 07/28 1 67515UAU4 3600000.000000 PA USD 3600000.000000 0.3621455 Long ABS-CBDO CORP KY N 2 2028-07-15 Floating 0.8871 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 562310.000000 PA USD 564038.050000 0.0567400 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 2508237.500000 0.2523186 Long DBT CORP SG N 2 2021-05-17 Floating 0.64763 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 1280813.520000 0.1288447 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 1803606.700000 0.1814356 Long DBT CORP US N 2 2021-11-15 Floating 1.57263 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 849432.410000 0.0854495 Long DBT CORP US N 2 2023-11-15 Fixed 3.85 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC SR SECURED 03/23 1.367 694308JS7 1700000.000000 PA USD 1700675.210000 0.1710811 Long DBT CORP US N 2 2023-03-10 Fixed 1.367 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 AIA GROUP LTD SR UNSECURED 144A 09/21 VAR 00131LAG0 1700000.000000 PA USD 1698334.000000 0.1708455 Long DBT CORP HK N 2 2021-09-20 Floating 0.70663 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 910962.320000 0.0916391 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 3166234.600000 0.3185104 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 3268753.800000 0.3288234 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 2063167.300000 0.2075463 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 3217784.760000 0.3236962 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 1323308.830000 0.1331195 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 4697364.020000 0.4725359 Long DBT NUSS CA N 2 2023-02-13 Fixed 2.625 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 STATE OF QATAR SR UNSECURED REGS 04/23 3.875 M8489SAF4 1200000.000000 PA USD 1280594.400000 0.1288226 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.875 N N N N N N READY CAPITAL MORTGAGE FINANCING 2021-FL5 LLC N/A READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL5 A 144A 75574YAA1 3600000.000000 PA USD 3612200.760000 0.3633728 Long ABS-MBS CORP US N 2 2038-04-25 Floating 1.11 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 1775338.170000 0.1785919 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 01/23 3.571 80281LAF2 1600000.000000 PA USD 1635728.450000 0.1645477 Long DBT CORP GB N 2 2023-01-10 Fixed 3.571 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 SANTANDER UK GROUP HLDGS SR UNSECURED 03/25 VAR 80281LAN5 2900000.000000 PA USD 2904447.240000 0.2921757 Long DBT CORP GB N 2 2025-03-15 Floating 1.089 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 2494651.170000 0.2509518 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.354 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 549826.590000 0.0553103 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 130560.710000 PA USD 130075.170000 0.0130850 Long ABS-O CORP US N 2 2027-03-15 Floating 0.29388 N N N N N N SLC STUDENT LOAN TRUST 2007-1 N/A SLC STUDENT LOAN TRUST SLCLT 2007 1 A4 784424AD5 804901.590000 PA USD 799348.900000 0.0804113 Long ABS-O CORP US N 2 2029-05-15 Floating 0.25375 N N N N N N SLC STUDENT LOAN TRUST 2010-1 N/A SLC STUDENT LOAN TRUST SLCLT 2010 1 A 78444WAA7 287688.870000 PA USD 289402.000000 0.0291127 Long ABS-O CORP US N 2 2042-11-25 Floating 1.0625 N N N N N N SLC STUDENT LOAN TRUST-2006-2 N/A SLC STUDENT LOAN TRUST SLCLT 2006 2 A5 784428AE4 4207.800000 PA USD 4207.230000 0.0004232 Long ABS-O CORP US N 2 2026-09-15 Floating 0.28388 N N N N N N SLM STUDENT LOAN TRUST 2003-10A N/A SLM STUDENT LOAN TRUST SLMA 2003 10A A3 144A 78442GJG2 468077.550000 PA USD 468273.160000 0.0471064 Long ABS-O CORP US N 2 2027-12-15 Floating 0.65388 N N N N N N SLM STUDENT LOAN TRUST 2005-4 N/A SLM STUDENT LOAN TRUST SLMA 2005 4 A3 78442GPG5 227857.130000 PA USD 227398.640000 0.0228754 Long ABS-O CORP US N 2 2027-01-25 Floating 0.33775 N N N N N N SLM STUDENT LOAN TRUST 2005-5 N/A SLM STUDENT LOAN TRUST SLMA 2005 5 A4 78442GPQ3 1497119.740000 PA USD 1489723.520000 0.1498602 Long ABS-O CORP US N 2 2028-10-25 Floating 0.35775 N N N N N N SLM STUDENT LOAN TRUST 2006-8 N/A SLM STUDENT LOAN TRUST SLMA 2006 8 A5 78443HAE3 39278.550000 PA USD 39269.680000 0.0039504 Long ABS-O CORP US N 2 2025-01-27 Floating 0.32775 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 1103836.200000 0.1110415 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 400045.370000 0.0402429 Long DBT CORP FR N 2 2021-04-08 Floating 1.564 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 1345383.630000 0.1353402 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST MORTGAGE 04/23 VAR 842400HA4 4100000.000000 PA USD 4105175.840000 0.4129641 Long DBT CORP US N 2 2023-04-03 Floating 0.65 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 387500.000000 PA USD 391012.690000 0.0393343 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 2423939.280000 0.2438385 Long DBT MUN US N 2 2024-10-01 Fixed 0.802 N N N N N N STEELE CREEK CLO LTD 2015-1A N/A STEELE CREEK CLO LTD STCR 2015 1A AR2 144A 85816BDC1 3000000.000000 PA USD 2999994.000000 0.3017873 Long ABS-CBDO CORP KY N 2 2029-05-21 Floating 1.0483 N N N N N N STUDENT LOAN MARKETING ASSOC 2007-1 N/A SLM STUDENT LOAN TRUST SLMA 2007 1 A5 78443VAE2 554482.060000 PA USD 554392.230000 0.0557696 Long ABS-O CORP US N 2 2026-01-26 Floating 0.30775 N N N N N N SUDBURY MILL CLO LTD 2013-1A N/A SUDBURY MILL CLO LTD SUDSM 2013 1A A1R 144A 864662AM3 74480.220000 PA USD 74580.240000 0.0075025 Long ABS-CBDO CORP KY N 2 2026-01-17 Floating 1.37338 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 1557782.850000 0.1567067 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 3067420.360000 0.3085701 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 910891.760000 0.0916320 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 1769663.450000 0.1780210 Long DBT CORP US N 2 2030-08-15 Fixed 2.294 N N N N N N TELOS CLO LTD 2014-6A N/A TELOS CLO LTD TELOS 2014 6A A1R 144A 87970UAS5 170216.770000 PA USD 170216.770000 0.0171231 Long ABS-CBDO CORP KY N 2 2027-01-17 Floating 1.49338 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 144943.350000 0.0145807 Long DBT CORP US N 2 2022-06-01 Fixed 4.875 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 2243296.660000 0.2256666 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 3499825.000000 0.3520683 Long ABS-O CORP KY N 2 2034-10-15 Floating 1.2575 N N N N N N TRALEE CLO V LTD 2018-5A N/A TRALEE CLO LTD TRAL 2018 5A A1 144A 89300JAA6 846312.290000 PA USD 846523.360000 0.0851568 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.334 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 1789442.870000 0.1800107 Long DBT CORP US N 2 2023-06-15 Fixed 3 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 2918843.100000 0.2936238 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 2240309.600000 0.2253661 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 1664291.400000 0.1674210 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 3511363.200000 0.3532290 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 1546714.310000 0.1555932 Long DBT CORP CH N 2 2023-08-15 Floating 2.859 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE 01F020463 7300000.000000 PA USD 7473333.170000 0.7517871 Long ABS-MBS USGSE US N 2 2036-06-17 Fixed 2 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 1433644.090000 PA USD 1514891.280000 0.1523919 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 1658902.500000 PA USD 1842838.620000 0.1853821 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 07/21 0.00000 912796J26 2200000.000000 PA USD 2199912.620000 0.2213023 Long DBT UST US N 2 2021-07-20 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 04/21 0.00000 9127964Z9 2117000.000000 PA USD 2116991.760000 0.2129608 Long DBT UST US N 2 2021-04-29 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 05/21 0.00000 912796F79 3400000.000000 PA USD 3399961.040000 0.3420224 Long DBT UST US N 2 2021-05-04 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 06/21 0.00000 912796B24 2100000.000000 PA USD 2099948.950000 0.2112464 Long DBT UST US N 2 2021-06-10 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 08/21 0.00000 912796D55 15800000.000000 PA USD 15798870.930000 1.5893026 Long DBT UST US N 2 2021-08-26 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 09/21 0.00000 912796D63 39500000.000000 PA USD 39496620.380000 3.9732006 Long DBT UST US N 2 2021-09-02 None 0 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 2507441.200000 0.2522385 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 1.60069 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 01/23 0.125 91282CBG5 117000000.000000 PA USD 116949726.270000 11.7646703 Long DBT UST US N 2 2023-01-31 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 01/24 0.125 91282CBE0 65000000.000000 PA USD 64680077.800000 6.5065547 Long DBT UST US N 2 2024-01-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 01/28 0.75 91282CBJ9 2400000.000000 PA USD 2301375.000000 0.2315090 Long DBT UST US N 2 2028-01-31 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/23 0.125 91282CBN0 56000000.000000 PA USD 55969374.720000 5.6302931 Long DBT UST US N 2 2023-02-28 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/26 0.5 91282CBQ3 31200000.000000 PA USD 30593062.660000 3.0775386 Long DBT UST US N 2 2026-02-28 Fixed 0.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/28 1.125 91282CBP5 700000.000000 PA USD 687859.380000 0.0691959 Long DBT UST US N 2 2028-02-29 Fixed 1.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 03/26 0.75 91282CBT7 20250000.000000 PA USD 20075185.600000 2.0194826 Long DBT UST US N 2 2026-03-31 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/22 0.125 912828ZR4 33100000.000000 PA USD 33112929.520000 3.3310270 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 50017578.000000 5.0315664 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 4.9500947 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 14000000.000000 1.4083435 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 31400947.310000 3.1588085 Long DBT UST US N 2 2023-10-15 Fixed 0.125 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 250598.050000 0.0252092 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 2577624.140000 0.2592986 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 40132.670000 0.0040372 Long DBT MUN US N 2 2029-05-01 Fixed 6.423 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 1400666.270000 0.1409014 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 1.244 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 5503841.480000 0.5536642 Long ABS-CBDO CORP KY N 2 2031-10-22 Floating 1.87238 N N N N N N VMC FINANCE LLC 2018-FL2 N/A VMC FINANCE LLC VMC 2018 FL2 A 144A 91832YAA6 246475.830000 PA USD 246894.140000 0.0248366 Long ABS-MBS CORP US N 2 2035-10-15 Floating 1.0275 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 4833567.890000 0.4862374 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 778477.680000 0.0783117 Long DBT CORP US N 2 2021-09-24 Fixed 2.5 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 APPLE INC SR UNSECURED 09/22 1.7 037833DL1 2000000.000000 PA USD 2043625.080000 0.2055804 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 2993169.000000 PA USD 2998375.140000 0.3016244 Long ABS-CBDO CORP KY N 2 2028-10-15 Floating 1.31125 N N N N N N WELLFLEET CLO LTD 2017-1A N/A WELLFLEET CLO LTD WELF 2017 1A A1RR 144A 94950GAL1 5100000.000000 PA USD 5099211.030000 0.5129600 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 1.07413 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 09/24 3.3 94974BGA2 2000000.000000 PA USD 2161746.560000 0.2174630 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 4870980.000000 0.4900009 Long DBT CORP US N 2 2023-08-15 Fixed 4.125 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 3011741.400000 0.3029690 Long ABS-MBS CORP US N 2 2036-09-14 Floating 1.12613 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 1359037.940000 0.1367137 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 1054133.100000 0.1060415 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 1297607.400000 0.1305341 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 673420.920000 0.0677434 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.147 N N N N N N N/A N/A J P MORGAN TERM REPO 000000000 3100000.000000 PA USD 3100000.000000 0.3118475 Long RA US N 2 Repurchase N 0.0000000 2021-04-01 3131000.000000 USD 3163568.040000 USD UST N N N N/A N/A CDX IG35 5Y ICE 000000000 1.000000 NC USD 21764.980000 0.0021895 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.35 Y Single Leg Swap 2025-12-21 21894.040000 USD 0.000000 USD 900000.000000 USD -129.060000 N N N N/A N/A CDX IG36 5Y ICE 000000000 1.000000 NC USD 16561.840000 0.0016661 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.36 Y Single Leg Swap 2026-06-21 15368.200000 USD 0.000000 USD 700000.000000 USD 1193.640000 N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 ARROW ELECTRONICS INC SR UNSECURED 03/23 4.5 042735BC3 1800000.000000 PA USD 1911526.540000 0.1922919 Long DBT CORP US N 2 2023-03-01 Fixed 4.5 N N N N N N 2021-05-05 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer