NPORT-P false 0000810893 XXXXXXXX S000057874 C000187474 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Short Asset Portfolio S000057874 549300F9QJIJF2GM8419 2021-03-31 2021-03-31 N 8467671796.220000 258404248.160000 8209267548.060000 0.000000 0.000000 1669777.530000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 45557472.187662 0.000000 0.000000 14134997.810000 USD CAD AUD GBP ILS JPY EUR N AT&T INC 549300Z40J86GGSTL398 00206RFY3 16500000.000000 PA USD 16657353.740000 0.2029091 Long DBT CORP US N 2 2023-02-15 Floating 1.08375 N N N N N N N/A N/A 000000000 1.000000 NC -541323.740000 -0.0065941 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 11869077.140000 USD 14901000.000000 AUD 2021-05-17 -541323.740000 N N N AT&T INC 549300Z40J86GGSTL398 00206RMH2 10500000.000000 PA USD 10514019.080000 0.1280750 Long DBT CORP US N 2 2024-03-25 Floating 0.65 N N N N N N N/A N/A 000000000 1.000000 NC -77209.790000 -0.0009405 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4416106.510000 USD 3700000.000000 EUR 2021-04-07 -77209.790000 N N N N/A N/A 000000000 1.000000 NC 491.200000 0.0000060 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1797934.260000 USD 1305000.000000 GBP 2021-04-07 491.200000 N N N N/A N/A 000000000 1.000000 NC -10545.420000 -0.0001285 N/A DFE IL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 548008.000000 USD 1795266.540000 ILS 2021-05-13 -10545.420000 N N N N/A N/A 000000000 1.000000 NC -22909.950000 -0.0002791 N/A DFE IL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 837290.050000 USD 2720244.000000 ILS 2021-05-13 -22909.950000 N N N N/A N/A 000000000 1.000000 NC -19456.580000 -0.0002370 N/A DFE IL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 741360.140000 USD 2411348.000000 ILS 2021-05-13 -19456.580000 N N N N/A N/A 000000000 1.000000 NC -800402.570000 -0.0097500 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 12573111.430000 USD 1300000000.000000 JPY 2021-11-26 -800402.570000 N N N N/A N/A 000000000 1.000000 NC -196984.480000 -0.0023995 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3095047.860000 USD 320000000.000000 JPY 2021-11-29 -196984.480000 N N N N/A N/A 000000000 1.000000 NC 542666.640000 0.0066104 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 14901000.000000 AUD 11868256.090000 USD 2021-04-07 542666.640000 N N N N/A N/A 000000000 1.000000 NC -57469.680000 -0.0007001 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 10387000.000000 CAD 8209369.510000 USD 2021-04-07 -57469.680000 N N N AT&T INC 549300Z40J86GGSTL398 00206RGB2 10000000.000000 PA 8728654.440000 0.1063268 Long DBT CORP US Y 2 2025-11-25 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC 2020116.820000 0.0246078 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 57857000.000000 EUR 69923898.920000 USD 2021-05-17 2020116.820000 N N N N/A N/A 000000000 1.000000 NC 177217.600000 0.0021588 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4163000.000000 EUR 5063116.370000 USD 2021-05-17 177217.600000 N N N N/A N/A 000000000 1.000000 NC 71409.640000 0.0008699 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3600000.000000 EUR 4293038.880000 USD 2021-04-07 71409.640000 N N N N/A N/A 000000000 1.000000 NC 256859.070000 0.0031289 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 24200000.000000 EUR 28635588.960000 USD 2021-04-07 256859.070000 N N N N/A N/A 000000000 1.000000 NC 219501.340000 0.0026738 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 13325000.000000 GBP 18582734.530000 USD 2021-04-07 219501.340000 N N N N/A N/A 000000000 1.000000 NC 102080.440000 0.0012435 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 9768000.000000 GBP 13563398.400000 USD 2021-04-07 102080.440000 N N N N/A N/A 000000000 1.000000 NC -182025.360000 -0.0022173 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 33186000.000000 GBP 45551727.500000 USD 2021-04-07 -182025.360000 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2F7 62521000.000000 PA USD 63202582.060000 0.7698931 Long DBT CORP US N 2 2022-07-01 Floating 1.42425 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AU9 14700000.000000 PA USD 14706674.980000 0.1791472 Long DBT CORP US N 2 2023-03-09 Fixed 0.625 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AV7 27900000.000000 PA USD 27904840.090000 0.3399188 Long DBT CORP US N 2 2023-03-09 Floating 0.56538 N N N N N N ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM N/A 04965KAA8 5000000.000000 PA USD 5005895.000000 0.0609786 Long ABS-MBS CORP US N 2 2035-06-15 Floating 1.056 N N N N N N ATRIUM XII 12A N/A 04965CAJ7 9209634.350000 PA USD 9211946.700000 0.1122140 Long ABS-CBDO CORP KY N 2 2027-04-22 Floating 1.05238 N N N N N N AURIUM CLO II DAC 2A N/A ACI13K0X3 11359497.960000 PA 13330711.580000 0.1623861 Long ABS-CBDO CORP IE N 2 2029-10-13 Floating 0.68 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAJ2 3500000.000000 PA USD 3551040.150000 0.0432565 Long DBT CORP US N 2 2022-01-20 Fixed 2.875 N N N N N N N/A N/A 000000000 1.000000 NC 955.720000 0.0000116 N/A DFE CA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1112529.720000 USD 1399000.000000 CAD 2021-05-17 955.720000 N N N N/A N/A 000000000 1.000000 NC 7195.230000 0.0000876 N/A DFE CA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1034615.930000 USD 1309000.000000 CAD 2021-04-07 7195.230000 N N N N/A N/A 000000000 1.000000 NC -1098.120000 -0.0000134 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 284813.570000 USD 31418355.000000 JPY 2021-04-07 -1098.120000 N N N N/A N/A 000000000 1.000000 NC -1387.610000 -0.0000169 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 253165.700000 USD 27881645.000000 JPY 2021-04-07 -1387.610000 N N N N/A N/A 000000000 1.000000 NC 130838.880000 0.0015938 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 7076000.000000 AUD 5510020.350000 USD 2021-05-17 130838.880000 N N N N/A N/A 000000000 1.000000 NC 13100.190000 0.0001596 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 546000.000000 AUD 428169.870000 USD 2021-05-17 13100.190000 N N N N/A N/A 000000000 1.000000 NC 21853.680000 0.0002662 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1499000.000000 AUD 1161177.120000 USD 2021-04-07 21853.680000 N N N N/A N/A 000000000 1.000000 NC -62605.710000 -0.0007626 N/A DFE CA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 14725000.000000 CAD 11657246.400000 USD 2021-05-17 -62605.710000 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 U05357AD7 500000.000000 PA USD 507291.450000 0.0061795 Long DBT CORP US N 2 2022-01-20 Fixed 2.875 N N N N N N N/A N/A 000000000 1.000000 NC 2030582.800000 0.0247352 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3000000000.000000 JPY 29212887.950000 USD 2021-12-24 2030582.800000 N N N N/A N/A 000000000 1.000000 NC 1104.080000 0.0000134 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 31418355.000000 JPY 284898.800000 USD 2021-05-07 1104.080000 N N N N/A N/A 000000000 1.000000 NC 1390.380000 0.0000169 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 27881645.000000 JPY 253238.820000 USD 2021-05-07 1390.380000 N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAC4 2000000.000000 PA USD 2089633.380000 0.0254546 Long DBT CORP KY N 2 2023-03-15 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC -734419.720000 -0.0089462 N/A DFE JP N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 11588582.160000 USD 1200000000.000000 JPY 2021-09-17 -734419.720000 N N N N/A N/A 000000000 1.000000 NC -306060.050000 -0.0037282 N/A DFE JP N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 4831263.300000 USD 500000000.000000 JPY 2021-10-25 -306060.050000 N N N N/A N/A 000000000 1.000000 NC -61473.610000 -0.0007488 N/A DFE JP N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 965107.500000 USD 100000000.000000 JPY 2021-06-18 -61473.610000 N N N N/A N/A 000000000 1.000000 NC -432188.500000 -0.0052646 N/A DFE JP N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 6764258.820000 USD 700000000.000000 JPY 2021-09-24 -432188.500000 N N N N/A N/A 000000000 1.000000 NC -61723.580000 -0.0007519 N/A DFE JP N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 966815.980000 USD 100000000.000000 JPY 2021-10-28 -61723.580000 N N N N/A N/A 000000000 1.000000 NC 24205.930000 0.0002949 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2510784.150000 USD 3185000.000000 CAD 2021-05-17 24205.930000 N N N N/A N/A 000000000 1.000000 NC -3948.620000 -0.0000481 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 3785189.880000 USD 4751000.000000 CAD 2021-04-07 -3948.620000 N N N N/A N/A 000000000 1.000000 NC -19553.300000 -0.0002382 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2517034.900000 USD 3138000.000000 CAD 2021-04-07 -19553.300000 N N N N/A N/A 000000000 1.000000 NC 424.440000 0.0000052 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1053324.970000 USD 1324000.000000 CAD 2021-04-07 424.440000 N N N N/A N/A 000000000 1.000000 NC 8785.210000 0.0001070 N/A DFE CA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1026658.880000 USD 1301000.000000 CAD 2021-04-07 8785.210000 N N N N/A N/A 000000000 1.000000 NC 470908.520000 0.0057363 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 276176539.710000 USD 200745000.000000 GBP 2021-04-07 470908.520000 N N N N/A N/A 000000000 1.000000 NC -470091.450000 -0.0057264 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 200745000.000000 GBP 276203640.290000 USD 2021-05-05 -470091.450000 N N N AVON FINANCE NO 2 PLC 2A N/A ACI1RJQB0 38285271.200000 PA 52875009.270000 0.6440892 Long ABS-MBS CORP GB N 2 2048-09-20 Floating 0.94852 N N N N N N N/A N/A 000000000 1.000000 NC -122833.070000 -0.0014963 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1935090.490000 USD 200000000.000000 JPY 2021-12-27 -122833.070000 N N N N/A N/A 000000000 1.000000 NC -121861.230000 -0.0014844 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1929129.010000 USD 200000000.000000 JPY 2021-06-18 -121861.230000 N N N N/A N/A 000000000 1.000000 NC -273966.100000 -0.0033373 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 4351545.290000 USD 450000000.000000 JPY 2021-12-27 -273966.100000 N N N N/A N/A 000000000 1.000000 NC -182741.770000 -0.0022260 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 2900764.830000 USD 300000000.000000 JPY 2021-12-20 -182741.770000 N N N BABSON EURO CLO 2015-1A BV N/A ACI0Y8ZQ5 4495692.420000 PA 5267922.090000 0.0641704 Long ABS-CBDO CORP NL N 2 2029-10-25 Floating 0.277 N N N N N N BABSON EURO CLO 2016-1 BV 16-1A N/A ACI13K096 9353503.150000 PA 10969410.050000 0.1336223 Long ABS-CBDO CORP NL N 2 2030-07-27 Floating 0.68 N N N N N N N/A N/A 000000000 1.000000 NC USD -245173.180000 -0.0029865 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2023-01-13 0.000000 USD 0.000000 USD 833000000.000000 USD -245173.180000 N N N N/A N/A 000000000 1.000000 NC USD -190773.100000 -0.0023239 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2023-01-13 0.000000 USD 0.000000 USD 637200000.000000 USD -190773.100000 N N N N/A N/A 000000000 1.000000 NC USD -4474318.730000 -0.0545033 N/A DIR US N 2 London Clearing house N/A N/A US Federal Funds Effective Rate (continuous series) Y 2022-03-01 113717.020000 USD 0.000000 USD 198100000.000000 USD -4588035.750000 N N N N/A N/A 000000000 -2175.000000 NC USD 9081518.360000 0.1106252 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-06-21 -312520312.500000 USD 9081518.360000 N N N N/A N/A 000000000 5889.000000 NC USD -458573.680000 -0.0055860 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-06-30 1299858723.620000 USD -458573.680000 N N N N/A N/A 000000000 -10034.000000 NC USD 11662369.110000 0.1420635 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-06-30 -1238179926.890000 USD 11662369.110000 N N N BANCORP COMMERCIAL MORTGAGE TRUST 2019-CRE6 N/A 05973BAA5 11042064.100000 PA USD 11050294.850000 0.1346076 Long ABS-MBS CORP US N 2 2036-09-15 Floating 1.156 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHB8 2632000.000000 PA USD 2645843.980000 0.0322300 Long DBT CORP US N 2 2026-02-05 Floating 0.96513 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505EZ3 1500000.000000 PA 1216928.540000 0.0148238 Long DBT CORP US Y 2 2023-03-15 Floating 2.604 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHE2 30000000.000000 PA USD 30300863.700000 0.3691056 Long DBT CORP US N 2 2024-03-05 Floating 0.98375 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FJ8 13200000.000000 PA 11023372.730000 0.1342796 Long DBT CORP US Y 2 2024-04-24 Floating 3.301 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505ES9 10000000.000000 PA 8212950.020000 0.1000449 Long DBT CORP US Y 2 2022-06-22 Fixed 3.228 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06053FAA7 3100000.000000 PA USD 3350278.130000 0.0408109 Long DBT CORP US N 2 2023-07-24 Fixed 4.1 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBC8 10356000.000000 PA USD 10507227.740000 0.1279923 Long DBT CORP GB N 2 2024-05-16 Floating 1.57375 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI137384 7500000.000000 PA 5809065.330000 0.0707623 Long DBT CORP GB N 2 2023-06-15 Floating 1.8369 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAX3 37088000.000000 PA USD 37376369.210000 0.4552948 Long DBT CORP US N 2 2022-08-15 Floating 1.07375 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAZ8 3003000.000000 PA USD 3198040.650000 0.0389565 Long DBT CORP US N 2 2024-08-15 Fixed 3.222 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAG8 36000000.000000 PA USD 36511646.400000 0.4447613 Long DBT CORP US N 2 2023-12-15 Floating 1.19388 N N N N N N BENEFIT STREET PARTNERS CLO LTD 2015-VIIA N/A 08180RAL9 605847.780000 PA USD 606028.950000 0.0073823 Long ABS-CBDO CORP KY N 2 2027-07-18 Floating 1.00338 N N N N N N BLACK DIAMOND CLO 2015-1 DESIGNATED ACTIVITY CO 15-1A N/A ACI0ZL547 5508474.780000 PA 6462745.500000 0.0787250 Long ABS-CBDO CORP IE N 2 2029-10-03 Floating 0.65 N N N N N N BLACKROCK EUROPEAN CLO VII DAC 7A N/A ACI1W2WD0 33400000.000000 PA 39145784.330000 0.4768487 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 0.62 N N N N N N BMW CANADA AUTO TRUST 2020-1A N/A 05570XBK1 12027707.340000 PA 9621208.640000 0.1171994 Long ABS-O CORP CA N 2 2022-09-20 Fixed 1.956 N N N N N N BMW CANADA AUTO TRUST 2021-1A N/A 05570XBT2 16600000.000000 PA 13145376.840000 0.1601285 Long ABS-O CORP CA N 2 2024-07-20 Fixed 0.502 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 05600LAD8 30000000.000000 PA USD 30260624.400000 0.3686154 Long DBT CORP NL N 2 2022-08-12 Floating 0.99088 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EAS4 12705000.000000 PA USD 12761183.920000 0.1554485 Long DBT CORP US N 2 2022-04-06 Floating 0.83425 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBG9 18800000.000000 PA USD 18893803.350000 0.2301521 Long DBT CORP US N 2 2022-04-14 Floating 0.76375 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBM6 8000000.000000 PA USD 8509374.560000 0.1036557 Long DBT CORP US N 2 2023-04-06 Fixed 3.8 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 09681LAD2 13600000.000000 PA USD 13877726.960000 0.1690495 Long DBT CORP SG N 2 2022-09-18 Fixed 2.75 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DD4 4690000.000000 PA USD 4714351.420000 0.0574272 Long DBT CORP US N 2 2023-02-04 Fixed 1.167 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DE2 7200000.000000 PA USD 7213267.440000 0.0878674 Long DBT CORP US N 2 2024-02-04 Fixed 1.433 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023BT1 14499000.000000 PA USD 14680548.790000 0.1788290 Long DBT CORP US N 2 2022-03-01 Fixed 2.125 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CG8 2550000.000000 PA USD 2604509.620000 0.0317265 Long DBT CORP US N 2 2022-05-01 Fixed 2.7 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CS2 41459000.000000 PA USD 44423626.950000 0.5411400 Long DBT CORP US N 2 2023-05-01 Fixed 4.508 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023BN4 5564000.000000 PA USD 5624971.650000 0.0685198 Long DBT CORP US N 2 2022-10-30 Fixed 2.2 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AQ0 275000.000000 PA USD 283938.140000 0.0034588 Long DBT CORP US N 2 2022-05-15 Fixed 3.375 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBD1 21603000.000000 PA USD 21720158.470000 0.2645810 Long DBT CORP US N 2 2022-09-19 Floating 0.83963 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAH5 1300000.000000 PA USD 1297822.380000 0.0158092 Long DBT CORP FR N 2 2026-10-06 Floating 1.652 N N N N N N BRASS NO 8 PLC 8A N/A 10554MAA8 7355240.710000 PA USD 7394966.370000 0.0900807 Long ABS-MBS CORP GB N 2 2066-11-16 Floating 0.89375 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CJ5 108000000.000000 PA USD 108385307.280000 1.3202799 Long DBT CORP US N 2 2022-05-16 Floating 0.57375 N N N N N N BRITISH TRANSCO INTERNATIONAL FINANCE 549300GGLD5FF6EQTM03 N1614RAX9 4300000.000000 PA USD 4291168.960000 0.0522723 Long DBT CORP NL N 2 2021-11-04 None 0 N N N N N N BROOKSIDE MILL CLO LTD 2013-1A N/A 114521AL1 4107991.860000 PA USD 4105962.390000 0.0500162 Long ABS-CBDO CORP KY N 2 2028-01-17 Floating 1.04338 N N N N N N BXMT 2020-FL3 LTD N/A 05608XAA0 25000000.000000 PA USD 25106025.000000 0.3058254 Long ABS-MBS CORP KY N 2 2037-03-15 Floating 1.5075 N N N N N N CAIRN CLO IV BV 14-4A N/A ACI1W1H64 24200000.000000 PA 28378142.260000 0.3456842 Long ABS-CBDO CORP NL N 2 2031-04-30 Floating 0.6 N N N N N N CANADIAN PACER AUTO RECEIVABLES TRUST 2020-1A N/A 13645YAC3 9780388.240000 PA USD 9778722.640000 0.1191181 Long ABS-O CORP CA N 2 2022-11-21 Floating 0.31025 N N N N N N CATAMARAN CLO LTD 2016-1A N/A 14900AAJ8 11000000.000000 PA USD 11010676.710000 0.1341250 Long ABS-CBDO CORP KY N 2 2029-01-18 Floating 1.31338 N N N N N N CBAM 2018-5 LTD 8A N/A 12478CAA9 15500000.000000 PA USD 15508478.500000 0.1889143 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 1.344 N N N N N N CBAM LTD 2017-3A N/A 12481HAC9 5000000.000000 PA USD 5003352.700000 0.0609476 Long ABS-CBDO CORP KY N 2 2029-10-17 Floating 1.45338 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAT4 200000.000000 PA USD 203729.880000 0.0024817 Long DBT CORP US N 2 2021-11-01 Fixed 3.6 N N N N N N CENTRAL JAPAN RAILWAY CO LTD 353800YAR3OVUITHTG64 ACI1G3HN1 5167000.000000 PA USD 5394434.340000 0.0657115 Long DBT CORP JP N 2 2024-10-02 Fixed 2.2 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0SQCV6 26500000.000000 PA USD 27060077.500000 0.3296284 Long DBT CORP JP N 2 2022-03-03 Fixed 2.849 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0SQFL5 10500000.000000 PA USD 10552290.000000 0.1285412 Long DBT CORP JP N 2 2022-03-03 Floating 0.99425 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0M4ZZ7 14740000.000000 PA USD 14746574.630000 0.1796333 Long DBT CORP JP N 2 2021-04-23 Floating 1.28775 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0MR1X8 19800000.000000 PA USD 19854054.000000 0.2418493 Long DBT CORP JP N 2 2021-05-28 Fixed 2.362 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0PN1Y2 34967000.000000 PA USD 35228018.510000 0.4291250 Long DBT CORP JP N 2 2021-09-14 Fixed 2.091 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0PMVY1 9000000.000000 PA USD 9024570.000000 0.1099315 Long DBT CORP JP N 2 2021-09-14 Floating 1.03388 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 ACI0YDJX7 10800000.000000 PA USD 10927662.800000 0.1331137 Long DBT CORP JP N 2 2021-11-02 Fixed 2.567 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BM6 23500000.000000 PA USD 23659345.280000 0.2882029 Long DBT CORP US N 2 2024-03-18 Floating 0.51 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BP8 74138000.000000 PA USD 76198659.040000 0.9282029 Long DBT CORP US N 2 2024-02-01 Floating 1.855 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BB9 1400000.000000 PA USD 1460429.800000 0.0177900 Long DBT CORP US N 2 2022-07-23 Fixed 4.464 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AY0 1400000.000000 PA USD 1588708.760000 0.0193526 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N CHESAPEAKE FUNDING II LLC 2017-3A N/A 165183AR5 401456.210000 PA USD 401679.660000 0.0048930 Long ABS-O CORP US N 2 2029-08-15 Fixed 1.91 N N N N N N CHESAPEAKE FUNDING II LLC 2018-2A N/A 165183BP8 6152621.830000 PA USD 6159294.960000 0.0750286 Long ABS-O CORP US N 2 2030-08-15 Floating 0.476 N N N N N N CHESAPEAKE FUNDING II LLC 2019-2A N/A 165183CD4 10031081.820000 PA USD 10173300.490000 0.1239246 Long ABS-O CORP US N 2 2031-09-15 Fixed 1.95 N N N N N N CIFC FUNDING LTD 2015-5A N/A 12547UAL2 14425557.800000 PA USD 14399059.930000 0.1754001 Long ABS-CBDO CORP KY N 2 2027-10-25 Floating 1.07775 N N N N N N CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD) 529900Q5XXSXHRQERC81 935KDNII4 44464256.000000 PA USD 44012824.640000 0.5361358 Long DBT CORP US Y 2 2021-07-09 None 0 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GQ5 3000000.000000 PA USD 3161820.000000 0.0385153 Long DBT CORP US N 2 2022-08-15 Fixed 5 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAY4 500000.000000 PA USD 501597.700000 0.0061101 Long DBT CORP US N 2 2022-05-20 Floating 2.844 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2012-GC8 N/A 17318UAD6 17501078.980000 PA USD 17817062.710000 0.2170360 Long ABS-MBS CORP US N 2 2045-09-10 Fixed 3.024 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LL3 2200000.000000 PA USD 2232381.140000 0.0271934 Long DBT CORP US N 2 2024-05-17 Floating 1.2915 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MA6 47900000.000000 PA USD 48530293.590000 0.5911647 Long DBT CORP US N 2 2024-06-01 Floating 1.2135 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KX8 300000.000000 PA USD 304844.510000 0.0037134 Long DBT CORP US N 2 2023-09-01 Floating 1.6205 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JB8 38571000.000000 PA 31275784.510000 0.3809814 Long DBT CORP US N 2 2021-11-18 Fixed 3.39 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC38 6700000.000000 PA USD 6725182.020000 0.0819218 Long DBT CORP US N 2 2022-11-04 Floating 0.94859 N N N N N N CITIZENS BANK NATIONAL ASSOCIATION PROVIDENCE RHODE ISLAND(AKA: RBS CITIZENS NA) DRMSV1Q0EKMEXLAU1P80 17401QAE1 4337000.000000 PA USD 4339048.150000 0.0528555 Long DBT CORP US N 2 2021-05-13 Fixed 2.55 N N N N N N CK HUTCHISON INTERNATIONAL (19) LIMITED 254900FPY8WXG61CMU70 12564CAA4 4300000.000000 PA USD 4610753.650000 0.0561652 Long DBT CORP KY N 2 2024-04-11 Fixed 3.25 N N N N N N CNH EQUIPMENT TRUST 2019-B N/A 12596TAC5 11760161.290000 PA USD 11977987.700000 0.1459081 Long ABS-O CORP US N 2 2024-08-15 Fixed 2.52 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAF1 2647000.000000 PA USD 2647000.000000 0.0322440 Long DBT CORP US N 2 2021-04-01 Fixed 4.875 N N N N N N COMM MORTGAGE TRUST 2015-CR26 N/A 12593QBC3 1784816.200000 PA USD 1888010.880000 0.0229985 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.373 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2012-CR1 N/A 12624BAC0 1485169.630000 PA USD 1509272.150000 0.0183850 Long ABS-MBS CORP US N 2 2045-05-15 Fixed 3.391 N N N N N N COMMONBOND STUDENT LOAN TRUST 2017-AGS N/A 20267VAA5 453645.830000 PA USD 465517.700000 0.0056706 Long ABS-O CORP US N 2 2041-05-25 Fixed 2.55 N N N N N N COOPERATIEVE RABOBANK UA/NEW YORK BRANCH DG3RU1DBUFHT4ZF9WN62 21688AAJ1 1300000.000000 PA USD 1325250.460000 0.0161433 Long DBT CORP NL N 2 2022-01-10 Fixed 2.75 N N N N N N COOPERATIEVE RABOBANK UA/NEW YORK BRANCH DG3RU1DBUFHT4ZF9WN62 21688AAM4 8900000.000000 PA USD 8951226.350000 0.1090381 Long DBT CORP NL N 2 2023-01-10 Floating 0.70475 N N N N N N COREVEST AMERICAN FINANCE TRUST 2017-1 N/A 21871VAA1 1643754.400000 PA USD 1655347.960000 0.0201644 Long ABS-MBS CORP US N 2 2049-10-15 Fixed 2.968 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AH1 19000000.000000 PA USD 19199994.760000 0.2338819 Long DBT CORP CH N 2 2024-06-12 Floating 1.42413 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD 549300PXR5FKNXF0OH19 225433AM3 500000.000000 PA USD 500465.250000 0.0060963 Long DBT CORP GG N 2 2021-04-16 Fixed 3.45 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD 549300PXR5FKNXF0OH19 225433AP6 15200000.000000 PA USD 15210345.420000 0.1852826 Long DBT CORP GG N 2 2021-04-16 Floating 2.51338 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD 549300PXR5FKNXF0OH19 225433AH4 8750000.000000 PA USD 9115763.480000 0.1110423 Long DBT CORP GG N 2 2022-09-15 Fixed 3.8 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST C1 N/A 126281BA1 3862671.610000 PA USD 4048429.810000 0.0493154 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.3512 N N N N N N DAIMLER CANADA FINANCE INC 549300G6QKWRPOX3M965 23384NBF3 8000000.000000 PA 6536350.690000 0.0796216 Long DBT CORP CA N 2 2022-05-16 Fixed 3.05 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DV3 21500000.000000 PA USD 21646831.890000 0.2636877 Long DBT CORP US N 2 2022-02-15 Floating 1.09375 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DM3 62400000.000000 PA USD 63105170.540000 0.7687065 Long DBT CORP US N 2 2023-05-04 Floating 1.03225 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DP6 9700000.000000 PA USD 9730756.570000 0.1185338 Long DBT CORP US N 2 2021-11-05 Floating 0.86513 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851EB6 7300000.000000 PA USD 7267557.560000 0.0885287 Long DBT CORP US N 2 2024-03-01 Fixed 0.75 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAM3 3615000.000000 PA USD 3690274.060000 0.0449525 Long DBT CORP DK N 2 2022-03-02 Fixed 2.7 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAH4 2320000.000000 PA USD 2336854.500000 0.0284661 Long DBT CORP DK N 2 2021-09-08 Fixed 2 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAU5 1600000.000000 PA USD 1616368.910000 0.0196896 Long DBT CORP DK N 2 2022-09-20 Floating 3.001 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAQ4 4000000.000000 PA USD 4035314.240000 0.0491556 Long DBT CORP DK N 2 2023-09-12 Floating 1.24413 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAZ4 7500000.000000 PA USD 7422165.150000 0.0904120 Long DBT CORP DK N 2 2026-09-11 Floating 1.621 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636BAH2 2700000.000000 PA USD 2719615.150000 0.0331286 Long DBT CORP DK N 2 2021-09-08 Fixed 2 N N N N N N DBCG 2017-BBG MORTGAGE TRUST N/A 233062AA6 9000000.000000 PA USD 9004226.400000 0.1096837 Long ABS-MBS CORP US N 2 2034-06-15 Floating 0.806 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZJ0 5150000.000000 PA USD 5217676.820000 0.0635584 Long DBT CORP US N 2 2022-03-15 Fixed 3.625 N N N N N N DENALI CAPITAL CLO X LTD 2013-1A N/A 24823BAK6 4384781.110000 PA USD 4390458.440000 0.0534817 Long ABS-CBDO CORP KY N 2 2027-10-26 Floating 1.26525 N N N N N N DNB BANK ASA (AKA: DNB NOR BANK ASA) 549300GKFG0RYRRQ1414 23329PAD2 12300000.000000 PA USD 12399091.880000 0.1510377 Long DBT CORP NO N 2 2022-12-02 Floating 0.80838 N N N N N N DNB BANK ASA (AKA: DNB NOR BANK ASA) 549300GKFG0RYRRQ1414 R1655VAB4 3500000.000000 PA USD 3505785.360000 0.0427052 Long DBT CORP NO N 2 2021-06-02 Floating 1.25838 N N N N N N DRYDEN XXV SENIOR LOAN FUND 2012-25A N/A 26250JAS9 12944717.160000 PA USD 12949567.800000 0.1577433 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 1.14125 N N N N N N DRYDEN XXVII-R EURO CLO BV 2017-27A N/A ACI1W43B2 20300000.000000 PA 23804805.290000 0.2899748 Long ABS-CBDO CORP NL N 2 2033-04-15 Floating 0.66 N N N N N N DUQUESNE LIGHT HOLDINGS INC 4CUJ1D8WDXK9X7QI6B93 266233AD7 600000.000000 PA USD 619669.840000 0.0075484 Long DBT CORP US N 2 2021-12-01 Fixed 5.9 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-1A N/A 26828HAA5 15966306.410000 PA USD 16023092.180000 0.1951830 Long ABS-O CORP US N 2 2068-02-27 Floating 0.85863 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBB0 20000000.000000 PA USD 20059208.400000 0.2443483 Long DBT CORP CA N 2 2022-02-18 Floating 0.68863 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAH1 6800000.000000 PA USD 7364038.650000 0.0897040 Long DBT CORP NL N 2 2023-09-14 Fixed 4.25 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 N30707AF5 269000.000000 PA USD 279851.310000 0.0034090 Long DBT CORP NL N 2 2023-04-06 Fixed 2.75 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 N30707AD0 1200000.000000 PA USD 1230948.100000 0.0149946 Long DBT CORP NL N 2 2022-05-25 Fixed 2.875 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 N30707AJ7 200000.000000 PA USD 216589.370000 0.0026384 Long DBT CORP NL N 2 2023-09-14 Fixed 4.25 N N N N N N ENTERPRISE FLEET FINANCING LLC 2020-1 N/A 29373KAB9 24937086.780000 PA USD 25289143.580000 0.3080560 Long ABS-O CORP US N 2 2025-12-22 Fixed 1.78 N N N N N N EUROSAIL PLC 2007-1X N/A B1SJSZII0 3110691.500000 PA 3627681.470000 0.0441901 Long ABS-MBS CORP GB N 2 2045-03-13 Floating 0 N N N N N N EVERGREEN CREDIT CARD TRUST SERIES 2019-3 N/A 30023JBP2 39500000.000000 PA USD 39555252.600000 0.4818366 Long ABS-MBS CORP CA N 2 2023-10-16 Floating 0.476 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 391164AE0 2000000.000000 PA USD 2000000.000000 0.0243627 Long DBT CORP US N 2 2021-06-01 Fixed 4.85 N N N N N N EXANTAS CAPITAL CORP 2019-RSO7 N/A 30069LAA6 7996084.540000 PA USD 8007293.850000 0.0975397 Long ABS-MBS CORP KY N 2 2036-04-15 Floating 1.1075 N N N N N N EXELON GENERATION COMPANY LLC S2PEWKCZFFECR4533P43 3016E2RF2 13800000.000000 PA USD 13799108.800000 0.1680918 Long DBT CORP US N 2 2021-04-15 None 0 N N N N N N EXELON GENERATION COMPANY LLC S2PEWKCZFFECR4533P43 3016E2RN5 60000000.000000 PA USD 59993986.800000 0.7308080 Long DBT CORP US N 2 2021-04-22 None 0 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 ACI0K1G60 8448000.000000 PA USD 8507392.400000 0.1036316 Long DBT CORP IN N 2 2021-07-20 Fixed 3.125 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 ACI0WQLC3 16705000.000000 PA USD 16729389.300000 0.2037866 Long DBT CORP IN N 2 2022-08-21 Floating 1.18238 N N N N N N EXPORT-IMPORT BANK OF KOREA (KEXIM) 549300APVP4R32PI3Y06 302154CX5 2400000.000000 PA USD 2410021.920000 0.0293573 Long DBT NUSS KR N 2 2022-06-25 Floating 0.72563 N N N N N N EXPORT-IMPORT BANK OF KOREA (KEXIM) 549300APVP4R32PI3Y06 ACI15WQ58 1500000.000000 PA 1156035.970000 0.0140821 Long DBT NUSS KR N 2 2023-10-30 Floating 0.96 N N N N N N FANNIE MAE REMICS 2013-96 N/A 3136AGAH5 530644.870000 PA USD 537500.060000 0.0065475 Long ABS-MBS USGSE US N 2 2043-09-25 Floating 0.50863 N N N N N N FANNIE MAE REMICS 2014-42 N/A 3136AKPQ0 2900781.750000 PA USD 2901312.590000 0.0353419 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 0.52288 N N N N N N FANNIE MAE REMICS 2014-47 N/A 3136AKTA1 12718066.450000 PA USD 12666123.320000 0.1542905 Long ABS-MBS USGSE US N 2 2044-08-25 Floating 0.47288 N N N N N N FANNIE MAE REMICS 2014-49 N/A 3136AKWD1 5259099.090000 PA USD 5256785.090000 0.0640348 Long ABS-MBS USGSE US N 2 2044-08-25 Floating 0.44288 N N N N N N FANNIE MAE REMICS 2014-61 N/A 3136ALFX4 42784145.140000 PA USD 42705952.840000 0.5202164 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 0.47288 N N N N N N FANNIE MAE REMICS 2014-69 N/A 3136ALXW6 6198050.570000 PA USD 6205728.720000 0.0755942 Long ABS-MBS USGSE US N 2 2044-11-25 Floating 0.47288 N N N N N N FANNIE MAE REMICS 2014-84 N/A 3136AL2T7 48621076.990000 PA USD 48963656.240000 0.5964437 Long ABS-MBS USGSE US N 2 2044-12-25 Floating 0.47288 N N N N N N FANNIE MAE REMICS 2014-92 N/A 3136AMED7 5930206.800000 PA USD 5846461.610000 0.0712178 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 0.44288 N N N N N N FANNIE MAE REMICS 2015-64 N/A 3136AP3D2 6966526.420000 PA USD 6956157.440000 0.0847354 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 0.47288 N N N N N N FANNIE MAE REMICS 2015-64 N/A 3136AP3B6 6843566.020000 PA USD 6832953.700000 0.0832346 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 0.47288 N N N N N N FANNIE MAE REMICS 2016-40 N/A 3136ASM60 30997245.210000 PA USD 31036264.540000 0.3780637 Long ABS-MBS USGSE US N 2 2046-07-25 Floating 0.57288 N N N N N N FANNIE MAE REMICS 2016-84 N/A 3136AUKR1 3262827.960000 PA USD 3263381.010000 0.0397524 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 0.54288 N N N N N N FANNIE MAE REMICS 2016-88 N/A 3136AUTX9 2761958.650000 PA USD 2764308.250000 0.0336730 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 0.56288 N N N N N N FANNIE MAE REMICS 2017-108 N/A 3136B0SA5 2779019.620000 PA USD 2786475.450000 0.0339430 Long ABS-MBS USGSE US N 2 2048-01-25 Floating 0.40863 N N N N N N FANNIE MAE REMICS 2017-95 N/A 3136AYN82 10284676.800000 PA USD 10267024.180000 0.1250663 Long ABS-MBS USGSE US N 2 2047-11-25 Floating 0.47288 N N N N N N FANNIE MAE REMICS 2018-11 N/A 3136B1CV4 2989865.480000 PA USD 2981336.890000 0.0363167 Long ABS-MBS USGSE US N 2 2048-03-25 Floating 0.42288 N N N N N N FANNIE MAE REMICS 2018-27 N/A 3136B1M35 6351434.770000 PA USD 6329621.400000 0.0771034 Long ABS-MBS USGSE US N 2 2058-05-25 Floating 0.47288 N N N N N N FANNIE MAE REMICS 2018-39 N/A 3136B2CD2 17039838.800000 PA USD 17065931.910000 0.2078862 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 0.42288 N N N N N N FANNIE MAE REMICS 2018-86 N/A 3136B3TA8 8959069.620000 PA USD 8938780.910000 0.1088865 Long ABS-MBS USGSE US N 2 2048-12-25 Floating 0.47288 N N N N N N FANNIE MAE REMICS 2019-18 N/A 3136B4PY8 21979918.910000 PA USD 21970764.270000 0.2676337 Long ABS-MBS USGSE US N 2 2049-05-25 Floating 0.52288 N N N N N N FANNIE MAE REMICS 2019-31 N/A 3136B5MX0 3680328.260000 PA USD 3705582.670000 0.0451390 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 0.55863 N N N N N N FANNIE MAE REMICS 2019-33 N/A 3136B45C8 45828482.610000 PA USD 46389184.930000 0.5650831 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 0.55863 N N N N N N FANNIE MAE REMICS 2019-39 N/A 3136B5YZ2 16746282.220000 PA USD 16618672.200000 0.2024379 Long ABS-MBS USGSE US N 2 2048-12-25 Floating 0.46763 N N N N N N FANNIE MAE REMICS 2019-41 N/A 3136B5E50 28051057.680000 PA USD 28367782.170000 0.3455580 Long ABS-MBS USGSE US N 2 2059-08-25 Floating 0.60863 N N N N N N FANNIE MAE REMICS 2019-41 N/A 3136B5SR7 3620773.850000 PA USD 3654661.030000 0.0445187 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 0.55863 N N N N N N FANNIE MAE REMICS 2019-46 N/A 3136B5XC4 5796654.330000 PA USD 5850591.040000 0.0712681 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 0.50863 N N N N N N FANNIE MAE REMICS 2019-53 N/A 3136B5K95 2286394.650000 PA USD 2287221.870000 0.0278615 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 0.52288 N N N N N N FANNIE MAE REMICS 2019-76 N/A 3136B7WQ0 28509410.130000 PA USD 28760560.930000 0.3503426 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 0.60863 N N N N N N FANNIE MAE REMICS 2019-79 N/A 3136B72K6 620774.610000 PA USD 628419.200000 0.0076550 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 0.60863 N N N N N N FANNIE MAE REMICS 2019-9 N/A 3136B35A4 12441573.740000 PA USD 13088185.970000 0.1594318 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS 2020-49 N/A 3136BAB78 13482220.930000 PA USD 13621842.810000 0.1659325 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 0.50863 N N N N N N FANNIE MAE REMICS 2020-66 N/A 3136BBM58 11723205.110000 PA USD 11788937.120000 0.1436052 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 1.25 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 313385FU5 7500000.000000 PA USD 7500000.000000 0.0913602 Long DBT USGSE US N 2 2021-05-19 None 0 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 313385FW1 5400000.000000 PA USD 5400000.000000 0.0657793 Long DBT USGSE US N 2 2021-05-21 None 0 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 313385HN9 10700000.000000 PA USD 10699732.500000 0.1303372 Long DBT USGSE US N 2 2021-06-30 None 0 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AL5A8 95500000.000000 PA USD 93632034.330000 1.1405650 Long DBT USGSE US N 2 2027-02-26 Fixed 0.9 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130ALED2 100000000.000000 PA USD 98667290.000000 1.2019013 Long DBT USGSE US N 2 2027-02-24 Fixed 1.02 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130ALHH0 53500000.000000 PA USD 53344611.930000 0.6498096 Long DBT USGSE US N 2 2026-03-05 Fixed 0.96 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GWZ82 61000000.000000 PA USD 60293376.000000 0.7344550 Long DBT USGSE US N 2 2025-10-08 Fixed 0.59 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GW5P7 20800000.000000 PA USD 20547771.920000 0.2502997 Long DBT USGSE US N 2 2025-10-27 Fixed 0.6 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GWYS9 51500000.000000 PA USD 50900166.630000 0.6200330 Long DBT USGSE US N 2 2025-10-15 Fixed 0.6 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GWZG4 75000000.000000 PA USD 73894046.250000 0.9001296 Long DBT USGSE US N 2 2025-10-20 Fixed 0.6 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GWZV1 29700000.000000 PA USD 29508761.700000 0.3594567 Long DBT USGSE US N 2 2025-10-22 Fixed 0.65 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GW4C7 71200000.000000 PA USD 69821916.880000 0.8505255 Long DBT USGSE US N 2 2026-10-27 Fixed 0.8 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 3135G06L2 104200000.000000 PA USD 102528897.710000 1.2489409 Long DBT USGSE US N 2 2026-12-18 Fixed 0.875 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AG2 5700000.000000 PA USD 5787702.250000 0.0705021 Long DBT CORP US N 2 2022-07-15 Variable 3.35 N N N N N N FLAGSHIP CLO LTD 2014-8A N/A 338422AQ1 838700.060000 PA USD 840373.110000 0.0102369 Long ABS-CBDO CORP KY N 2 2026-01-16 Floating 1.07338 N N N N N N FORD AUTO SECURITIZATION TRUST 2020-AA N/A 345213JA1 21317396.330000 PA 16987072.220000 0.2069256 Long ABS-O CORP CA N 2 2022-08-15 Fixed 0.516 N N N N N N FORD AUTO SECURITIZATION TRUST 2020-AA N/A 345213JB9 27100000.000000 PA 21644844.410000 0.2636635 Long ABS-O CORP CA N 2 2024-08-15 Fixed 0.887 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2019-3 N/A 34528QHA5 33900000.000000 PA USD 34808804.760000 0.4240184 Long ABS-O CORP US N 2 2024-09-15 Fixed 2.23 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YY3 410000.000000 PA USD 410000.000000 0.0049944 Long DBT CORP US N 2 2021-04-05 Floating 1.04838 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZH9 2000000.000000 PA USD 2024980.000000 0.0246670 Long DBT CORP US N 2 2021-10-12 Fixed 3.813 N N N N N N FREDDIE MAC 3171 N/A 31396TS95 1250440.600000 PA USD 1263280.120000 0.0153885 Long ABS-MBS USGSE US N 2 2036-06-15 Floating 0.536 N N N N N N FREDDIE MAC 4615 N/A 3137BRYG4 1423872.900000 PA USD 1442617.050000 0.0175730 Long ABS-MBS USGSE US N 2 2038-10-15 Floating 0.47288 N N N N N N FREDDIE MAC REMICS 3314 N/A 31397GXE5 669901.200000 PA USD 674908.980000 0.0082213 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 0.506 N N N N N N FREDDIE MAC REMICS 3876 N/A 3137ACKE8 5186127.000000 PA USD 5267969.270000 0.0641710 Long ABS-MBS USGSE US N 2 2041-06-15 Floating 0.656 N N N N N N FREDDIE MAC REMICS 4141 N/A 3137AX2H5 5400795.320000 PA USD 5438605.750000 0.0662496 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 1.5 N N N N N N FREDDIE MAC REMICS 4190 N/A 3137B1CE0 8247451.320000 PA USD 8255987.430000 0.1005691 Long ABS-MBS USGSE US N 2 2038-08-15 Floating 0.47288 N N N N N N FREDDIE MAC REMICS 4263 N/A 3137B5QC0 601297.320000 PA USD 606865.030000 0.0073924 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 0.506 N N N N N N FREDDIE MAC REMICS 4344 N/A 3137BAJK9 2027799.690000 PA USD 2026281.270000 0.0246829 Long ABS-MBS USGSE US N 2 2037-12-15 Floating 0.57288 N N N N N N FREDDIE MAC REMICS 4347 N/A 3137BBVB3 302690.530000 PA USD 303536.310000 0.0036975 Long ABS-MBS USGSE US N 2 2040-01-15 Floating 0.52288 N N N N N N FREDDIE MAC REMICS 4351 N/A 3137BBQ37 3774393.810000 PA USD 3758691.950000 0.0457860 Long ABS-MBS USGSE US N 2 2038-05-15 Floating 0.57288 N N N N N N FREDDIE MAC REMICS 4367 N/A 3137BCL48 40706388.480000 PA USD 40568678.770000 0.4941815 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 0.47288 N N N N N N FREDDIE MAC REMICS 4419 N/A 3137BFMR9 4392724.440000 PA USD 4394236.420000 0.0535278 Long ABS-MBS USGSE US N 2 2040-06-15 Floating 0.46288 N N N N N N FREDDIE MAC REMICS 4474 N/A 3137BJG80 3615794.250000 PA USD 3596252.690000 0.0438072 Long ABS-MBS USGSE US N 2 2036-12-15 Floating 0.47288 N N N N N N FREDDIE MAC REMICS 4521 N/A 3137BLN53 4752475.560000 PA USD 4759370.450000 0.0579756 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 0.45288 N N N N N N FREDDIE MAC REMICS 4579 N/A 3137BPPH6 3917059.560000 PA USD 3925067.600000 0.0478126 Long ABS-MBS USGSE US N 2 2038-01-15 Floating 0.47288 N N N N N N FREDDIE MAC REMICS 4585 N/A 3137BPF46 9024621.250000 PA USD 9113145.560000 0.1110105 Long ABS-MBS USGSE US N 2 2046-05-15 Floating 0.506 N N N N N N FREDDIE MAC REMICS 4620 N/A 3137BSAE3 2238722.270000 PA USD 2263141.360000 0.0275681 Long ABS-MBS USGSE US N 2 2042-11-15 Floating 0.56288 N N N N N N FREDDIE MAC REMICS 4680 N/A 3137BY6F2 11984575.200000 PA USD 12086300.270000 0.1472275 Long ABS-MBS USGSE US N 2 2046-12-15 Floating 0.506 N N N N N N FREDDIE MAC REMICS 4697 N/A 3137F2BF2 2465614.900000 PA USD 2495680.610000 0.0304008 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 0.47288 N N N N N N FREDDIE MAC REMICS 4707 N/A 3137F2N36 16428819.950000 PA USD 16454908.920000 0.2004431 Long ABS-MBS USGSE US N 2 2044-09-15 Floating 0.47288 N N N N N N FREDDIE MAC REMICS 4707 N/A 3137F2ND4 13272174.530000 PA USD 13288480.720000 0.1618717 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.47288 N N N N N N FREDDIE MAC REMICS 4722 N/A 3137FAWH7 4665350.280000 PA USD 4695267.310000 0.0571947 Long ABS-MBS USGSE US N 2 2038-05-15 Floating 0.44288 N N N N N N FREDDIE MAC REMICS 4736 N/A 3137FCHA5 54857335.500000 PA USD 55595857.860000 0.6772329 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 0.47288 N N N N N N FREDDIE MAC REMICS 4779 N/A 3137F4BX9 4709147.530000 PA USD 4744532.540000 0.0577948 Long ABS-MBS USGSE US N 2 2044-07-15 Floating 0.47288 N N N N N N FREDDIE MAC REMICS 4794 N/A 3137F5MJ5 30120050.520000 PA USD 30427341.300000 0.3706462 Long ABS-MBS USGSE US N 2 2043-03-15 Floating 0.47288 N N N N N N FREDDIE MAC REMICS 4842 N/A 3137FJG52 60633324.860000 PA USD 60700621.790000 0.7394158 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.47288 N N N N N N FREDDIE MAC REMICS 4876 N/A 3137FLY73 57325201.210000 PA USD 57906536.080000 0.7053801 Long ABS-MBS USGSE US N 2 2038-08-15 Floating 0.52288 N N N N N N FREDDIE MAC REMICS 4876 N/A 3137FLY81 9543123.540000 PA USD 9650399.700000 0.1175549 Long ABS-MBS USGSE US N 2 2038-09-15 Floating 0.52288 N N N N N N FREDDIE MAC REMICS 4876 N/A 3137FLYA6 43150306.670000 PA USD 43667035.910000 0.5319237 Long ABS-MBS USGSE US N 2 2038-07-15 Floating 0.52288 N N N N N N FREDDIE MAC REMICS 4903 N/A 3137FN4L1 8466924.620000 PA USD 8520505.010000 0.1037913 Long ABS-MBS USGSE US N 2 2048-09-15 Floating 0.556 N N N N N N FREDDIE MAC REMICS 4903 N/A 3137FN4N7 2138141.820000 PA USD 2153391.050000 0.0262312 Long ABS-MBS USGSE US N 2 2049-08-15 Floating 0.556 N N N N N N FREDDIE MAC REMICS 4913 N/A 3137FNJB7 436081.130000 PA USD 437356.140000 0.0053276 Long ABS-MBS USGSE US N 2 2037-01-15 Floating 0.52288 N N N N N N FREDDIE MAC REMICS 4948 N/A 3137FQZF3 4675906.470000 PA USD 4829469.780000 0.0588295 Long ABS-MBS USGSE US N 2 2048-10-25 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 4989 N/A 3137FUKQ6 8070165.600000 PA USD 8102983.740000 0.0987053 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 0.47288 N N N N N N FREDDIE MAC REMICS 5002 N/A 3137FUAH7 9050984.160000 PA USD 9142972.930000 0.1113738 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 0.50863 N N N N N N FREDDIE MAC STRIPS 328 N/A 31351DC90 66840468.960000 PA USD 66156643.510000 0.8058775 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 0.47288 N N N N N N FREDDIE MAC STRIPS 330 N/A 31351DDT5 33456471.340000 PA USD 33481468.340000 0.4078496 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.47288 N N N N N N FREDDIE MAC STRIPS 339 N/A 3132J0FK8 2227869.820000 PA USD 2212612.700000 0.0269526 Long ABS-MBS USGSE US N 2 2044-11-15 Floating 0.556 N N N N N N FREDDIE MAC STRIPS 343 N/A 31351DEC1 64749226.440000 PA USD 65199939.980000 0.7942236 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.47288 N N N N N N FREDDIE MAC-2991 N/A 31395UWP2 624253.400000 PA USD 630728.780000 0.0076831 Long ABS-MBS USGSE US N 2 2035-06-15 Floating 0.506 N N N N N N FREDDIE MAC-3121 N/A 31396JFX8 442475.820000 PA USD 445922.880000 0.0054319 Long ABS-MBS USGSE US N 2 2036-03-15 Floating 0.506 N N N N N N FREDDIE MAC-4832 N/A 3137FHS61 20168470.000000 PA USD 20191103.060000 0.2459550 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 0.47288 N N N N N N GALLATIN CLO IX LTD 2018-1A N/A 36361WAC0 13376826.350000 PA USD 13391728.270000 0.1631294 Long ABS-CBDO CORP KY N 2 2028-01-21 Floating 1.27363 N N N N N N GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A N/A 36361UAA8 26529008.830000 PA USD 26532073.990000 0.3231966 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 1.54125 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448BB8 2000000.000000 PA USD 2006916.820000 0.0244470 Long DBT CORP US N 2 2021-11-05 Floating 0.91513 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAR1 5065000.000000 PA USD 5079026.960000 0.0618694 Long DBT CORP US N 2 2021-09-10 Floating 1.0825 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBR6 881000.000000 PA USD 890092.990000 0.0108425 Long DBT CORP US N 2 2022-01-14 Floating 1.78375 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCJ3 1021000.000000 PA USD 1021361.010000 0.0124416 Long DBT CORP US N 2 2021-04-09 Fixed 3.55 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCH7 3510000.000000 PA USD 3510285.120000 0.0427600 Long DBT CORP US N 2 2021-04-09 Floating 1.07475 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XAW6 2315000.000000 PA USD 2369725.510000 0.0288665 Long DBT CORP US N 2 2022-04-10 Fixed 3.45 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBX3 4100000.000000 PA USD 4144511.810000 0.0504858 Long DBT CORP US N 2 2022-06-30 Floating 1.509 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBM7 12500000.000000 PA USD 12554694.500000 0.1529332 Long DBT CORP US N 2 2021-07-06 Fixed 3.2 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XAQ9 5000000.000000 PA USD 5093048.700000 0.0620402 Long DBT CORP US N 2 2021-09-25 Fixed 4.375 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCU8 2100000.000000 PA USD 2175843.750000 0.0265047 Long DBT CORP US N 2 2022-07-08 Fixed 3.55 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCN4 43700000.000000 PA USD 43926331.480000 0.5350822 Long DBT CORP US N 2 2021-11-06 Floating 1.29263 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BX0 2000000.000000 PA USD 1918649.380000 0.0233717 Long DBT CORP US N 2 2027-10-01 Fixed 1.2 N N N N N N GLG EURO CLO III DAC A N/A ACI1VVSK6 3600000.000000 PA 4220789.290000 0.0514149 Long ABS-CBDO CORP IE N 2 2030-10-15 Floating 0.68 N N N N N N GLS AUTO RECEIVABLES TRUST 2020-3A N/A 36260CAA0 6965149.390000 PA USD 6974766.870000 0.0849621 Long ABS-O CORP US N 2 2023-10-16 Fixed 0.69 N N N N N N GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2020-1A N/A 36252MBS8 7389504.720000 PA 5888079.690000 0.0717248 Long ABS-O CORP CA N 2 2022-07-20 Fixed 0.561 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST 2020-1 N/A 361886CH5 3100000.000000 PA USD 3109632.320000 0.0378795 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.68 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST 2020-2 N/A 361886CM4 3000000.000000 PA USD 3010701.000000 0.0366744 Long ABS-O CORP US N 2 2025-10-15 Fixed 0.69 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXV1 16500000.000000 PA USD 16494389.840000 0.2009240 Long DBT CORP US N 2 2023-03-08 Floating 0.44 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVY7 37000000.000000 PA 30030922.050000 0.3658173 Long DBT CORP US Y 2 2023-04-26 Floating 2.433 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWM2 21100000.000000 PA USD 21727012.660000 0.2646644 Long DBT CORP US N 2 2023-07-24 Floating 2.905 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWN0 17000000.000000 PA USD 17127414.490000 0.2086351 Long DBT CORP US N 2 2023-07-24 Floating 1.21775 N N N N N N GOSFORTH FUNDING 2017-1 PLC 17-1A N/A 383121AA8 275040.000000 PA USD 275217.400000 0.0033525 Long ABS-MBS CORP GB N 2 2059-12-19 Floating 0.65963 N N N N N N GOSFORTH FUNDING 2018-1 PLC 18-1A N/A 38312RAA1 11340537.920000 PA USD 11365056.160000 0.1384418 Long ABS-MBS CORP GB N 2 2060-08-25 Floating 0.6375 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2007-9 N/A 38375JMU6 1483435.050000 PA USD 1487788.640000 0.0181233 Long ABS-MBS USGSE US N 2 2037-03-20 Floating 0.41088 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H11 N/A 38375BLQ3 1114728.090000 PA USD 1119986.490000 0.0136430 Long ABS-MBS USGSE US N 2 2061-04-20 Floating 0.6195 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H18 N/A 38375BUN0 3395319.850000 PA USD 3397630.370000 0.0413877 Long ABS-MBS USGSE US N 2 2062-08-20 Variable 0.96638 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 N/A 38375UUZ1 8329396.240000 PA USD 8416729.960000 0.1025272 Long ABS-MBS USGSE US N 2 2065-03-20 Floating 0.7495 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UXM7 5039373.050000 PA USD 5126387.900000 0.0624463 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 0.9195 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H09 N/A 38375UYW4 4771089.300000 PA USD 4840657.510000 0.0589658 Long ABS-MBS USGSE US N 2 2067-04-20 Floating 1.90388 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H12 N/A 38376R2V7 59065.360000 PA USD 59021.230000 0.0007190 Long ABS-MBS USGSE US N 2 2066-06-20 Floating 0.3195 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R4Z6 3916464.730000 PA USD 3972606.860000 0.0483917 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 1.5855 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R5D4 470768.220000 PA USD 473241.970000 0.0057647 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 0.5895 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R4U7 954518.840000 PA USD 970533.760000 0.0118224 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 1.5855 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15 N/A 38376R6F8 7579549.370000 PA USD 7719801.350000 0.0940376 Long ABS-MBS USGSE US N 2 2067-07-20 Floating 1.4375 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16 N/A 38375UG53 2156244.260000 PA USD 2181870.360000 0.0265781 Long ABS-MBS USGSE US N 2 2067-08-20 Floating 0.8695 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H18 N/A 38376R6V3 14463015.980000 PA USD 14732800.400000 0.1794655 Long ABS-MBS USGSE US N 2 2067-09-20 Floating 1.24863 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25 N/A 38375UZ78 1314060.930000 PA USD 1335449.240000 0.0162676 Long ABS-MBS USGSE US N 2 2067-11-20 Floating 1.08013 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-129 N/A 38381Y7T5 21749500.020000 PA USD 21638329.630000 0.2635842 Long ABS-MBS USGSE US N 2 2046-02-20 Floating 0.4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-44 N/A 38381TQQ1 10630218.990000 PA USD 10703736.520000 0.1303860 Long ABS-MBS USGSE US N 2 2049-04-20 Floating 0.56088 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-48 N/A 38381R6U8 32605251.720000 PA USD 32523846.190000 0.3961845 Long ABS-MBS USGSE US N 2 2043-02-20 Floating 0.51513 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-85 N/A 38381XKL9 2780836.040000 PA USD 2814511.960000 0.0342846 Long ABS-MBS USGSE US N 2 2049-07-20 Floating 0.82088 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17 N/A 38382CP47 3195123.540000 PA USD 3345385.730000 0.0407513 Long ABS-MBS USGSE US N 2 2049-10-20 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21 N/A 38382DMC0 5496936.480000 PA USD 5762094.400000 0.0701901 Long ABS-MBS USGSE US N 2 2049-01-20 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H07 N/A 38380L8G1 21676839.200000 PA USD 22224660.620000 0.2707265 Long ABS-MBS USGSE US N 2 2070-04-20 Floating 0.81088 N N N N N N GOVT NATL MORTGAGE ASSOC SERIES 2007-26 N/A 38375KCC4 1611550.780000 PA USD 1616416.370000 0.0196901 Long ABS-MBS USGSE US N 2 2037-04-20 Floating 0.42088 N N N N N N GPMT LLC 2018-FL1 N/A 36255CAA7 632823.680000 PA USD 634377.290000 0.0077276 Long ABS-MBS CORP KY N 2 2035-11-21 Floating 1.01025 N N N N N N GS MORTGAGE SECURITIES CORP II 2011-GC5 N/A 36191YBB3 15502734.290000 PA USD 15527389.840000 0.1891446 Long ABS-MBS CORP US N 2 2044-08-10 Variable 3.707 N N N N N N GS MORTGAGE SECURITIES CORP II 2017-SLP N/A 36255MAA5 24000000.000000 PA USD 24549489.600000 0.2990460 Long ABS-MBS CORP US N 2 2032-10-10 Variable 3.419 N N N N N N HALCYON LOAN ADVISORS FUNDING LTD 2015-1A N/A 40538HAN9 4060090.640000 PA USD 4052214.150000 0.0493615 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 1.14338 N N N N N N HANWHA ENERGY USA HOLDINGS CORPORATION 549300VVIE7XDIYNIT55 41135WAA9 10000000.000000 PA USD 10236649.800000 0.1246963 Long DBT CORP US N 2 2022-07-30 Fixed 2.375 N N N N N N HARBEN FINANCE 2017-1 PLC 17-1X N/A ACI12FW02 3038577.990000 PA 4194640.170000 0.0510964 Long ABS-MBS CORP GB N 2 2056-08-20 Floating 0.86013 N N N N N N HARVEST CLO XIV DAC 14A N/A ACI0Y8QZ5 6894492.950000 PA 8094510.050000 0.0986021 Long ABS-CBDO CORP IE N 2 2029-11-18 Floating 0.63 N N N N N N HARVEST CLO XVI DAC 16A N/A ACI1VVSJ9 21400000.000000 PA 25084291.480000 0.3055607 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 0.64 N N N N N N HARVEST CLO XXI DAC 21A N/A ACI1WSV44 17050000.000000 PA 19993691.140000 0.2435502 Long ABS-CBDO CORP IE N 2 2031-07-15 Floating 0.76 N N N N N N HARVEST CLO XXI DAC 21A N/A ACI1WSV36 250000.000000 PA 293162.630000 0.0035711 Long ABS-CBDO CORP IE N 2 2031-07-15 Fixed 1.04 N N N N N N HAWKSMOOR MORTGAGES 19-1A N/A ACI1DHFV7 54039950.870000 PA 74754792.470000 0.9106146 Long ABS-MBS CORP GB N 2 2053-05-25 Floating 1.09892 N N N N N N HAWKSMOOR MORTGAGES 19-1X N/A ACI1DHG20 11271189.750000 PA 15591713.860000 0.1899282 Long ABS-MBS CORP GB N 2 2053-05-25 Floating 1.09892 N N N N N N HERA COMMERCIAL MORTGAGE 2021-FL1 N/A 42704RAA9 4000000.000000 PA USD 4003419.200000 0.0487671 Long ABS-CBDO CORP KY N 2 2038-02-18 Floating 1.17 N N N N N N HERTZ FLEET LEASE FUNDING LP 2018-1 N/A 428041BC0 1706700.080000 PA USD 1707054.220000 0.0207942 Long ABS-O CORP US N 2 2032-05-10 Floating 0.606 N N N N N N HERTZ FLEET LEASE FUNDING LP 2019-1 N/A 428041BJ5 3509366.280000 PA USD 3517050.040000 0.0428424 Long ABS-O CORP US N 2 2033-01-10 Floating 0.576 N N N N N N HPEFS EQUIPMENT TRUST 2019-1A N/A 40438DAC3 2700000.000000 PA USD 2718239.580000 0.0331118 Long ABS-O CORP US N 2 2029-09-20 Fixed 2.21 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CA5 10000000.000000 PA USD 10199622.200000 0.1242452 Long DBT CORP GB N 2 2025-03-11 Floating 1.40725 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BA6 6700000.000000 PA USD 7131869.200000 0.0868758 Long DBT CORP GB N 2 2023-05-25 Fixed 3.6 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BR9 60325000.000000 PA USD 60969084.600000 0.7426860 Long DBT CORP GB N 2 2024-05-18 Floating 1.18863 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BW8 5000000.000000 PA USD 5157050.000000 0.0628199 Long DBT CORP GB N 2 2026-09-12 Floating 1.56413 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 ACI0YTRJ4 14850000.000000 PA 11319696.230000 0.1378892 Long DBT CORP GB N 2 2024-02-16 Floating 1.1103 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAY3 4000000.000000 PA USD 4107161.760000 0.0500308 Long DBT CORP US N 2 2022-02-01 Fixed 3.95 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABE6 11000000.000000 PA USD 11298254.660000 0.1376280 Long DBT CORP US N 2 2023-02-10 Fixed 2.375 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABU0 45000000.000000 PA USD 44927588.250000 0.5472789 Long DBT CORP US N 2 2023-04-03 Fixed 0.8 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAV9 3316000.000000 PA USD 3319792.610000 0.0404396 Long DBT CORP US N 2 2021-07-08 Floating 1.174 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABQ9 2500000.000000 PA USD 2514467.630000 0.0306296 Long DBT CORP US N 2 2022-11-10 Fixed 1.15 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CBE2 3674000.000000 PA USD 3773617.060000 0.0459678 Long DBT CORP US N 2 2023-02-10 Fixed 2.375 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CAV5 6000000.000000 PA USD 6006862.380000 0.0731717 Long DBT CORP US N 2 2021-07-08 Floating 1.174 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CAR4 273000.000000 PA USD 282914.950000 0.0034463 Long DBT CORP US N 2 2022-09-20 Fixed 3.25 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 Y3815NAY7 545000.000000 PA USD 561676.900000 0.0068420 Long DBT CORP KR N 2 2022-08-29 Fixed 3 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AE5 12500000.000000 PA USD 12917429.630000 0.1573518 Long DBT CORP GB N 2 2022-07-21 Fixed 3.75 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAA1 1010000.000000 PA USD 1068100.770000 0.0130109 Long DBT CORP GB N 2 2024-07-26 Fixed 3.125 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAB9 9100000.000000 PA USD 9733021.120000 0.1185614 Long DBT CORP GB N 2 2026-07-26 Fixed 3.5 N N N N N N INDUSTRIAL BANK OF KOREA (IBK) 988400RBIWE3YA18PK12 45604GAF6 1600000.000000 PA USD 1685138.140000 0.0205273 Long DBT NUSS KR N 2 2024-10-23 Fixed 2.125 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AL7 9975000.000000 PA USD 10135134.760000 0.1234597 Long DBT CORP NL N 2 2023-10-02 Floating 1.19425 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GK5 1100000.000000 PA USD 1167394.770000 0.0142204 Long DBT CORP US N 2 2022-01-15 Fixed 8.625 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GN9 6015000.000000 PA USD 6433806.650000 0.0783725 Long DBT CORP US N 2 2022-08-15 Fixed 5.875 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 977UCSII1 178400000.000000 PA 56317735.250000 0.6860263 Long DBT NUSS IL N 2 2022-01-31 Fixed 5.5 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1VWZN0 169200000.000000 PA 50633669.000000 0.6167867 Long DBT NUSS IL N 2 2021-11-30 Floating 0.05 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1MBY72 33900000.000000 PA 10144689.000000 0.1235761 Long DBT MUN IL N 2 2021-05-05 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1WD5H7 8000000.000000 PA 2394026.900000 0.0291625 Long DBT MUN IL N 2 2021-10-06 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1VRHK7 145000000.000000 PA 43409094.310000 0.5287816 Long DBT NUSS IL N 2 2021-11-30 None 0 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-LAQ N/A 46649VAA9 11770264.790000 PA USD 11787910.770000 0.1435927 Long ABS-MBS CORP US N 2 2032-06-15 Floating 1.106 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 ACI01FOX2 2000000000.000000 PA 18094830.470000 0.2204195 Long DBT NUSS JP N 2 2021-07-28 Fixed 1.149 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 ACI0CBWL6 5796000.000000 PA USD 5903052.120000 0.0719072 Long DBT NUSS JP N 2 2022-04-21 Fixed 2 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 ACI0TM823 3200000.000000 PA USD 3276372.540000 0.0399107 Long DBT NUSS JP N 2 2022-04-20 Fixed 2.625 N N N N N N JOHN DEERE CREDIT INC CWQ698NK2DINVLMZRZ97 47788ZAB7 8600000.000000 PA 6982533.700000 0.0850567 Long DBT CORP CA Y 2 2022-01-14 Fixed 2.99 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCA2 9700000.000000 PA USD 9734496.010000 0.1185793 Long DBT CORP US N 2 2024-03-16 Floating 0.600001 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRW2 70000000.000000 PA USD 71114958.600000 0.8662765 Long DBT CORP US N 2 2023-10-24 Floating 1.44775 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2012-HSBC N/A 46637YAA7 5462134.850000 PA USD 5594515.150000 0.0681488 Long ABS-MBS CORP US N 2 2032-07-05 Fixed 3.0934 N N N N N N JUBILEE CLO 2014-XI BV 14-11A N/A ACI1W2T93 15300000.000000 PA 17941552.750000 0.2185524 Long ABS-CBDO CORP NL N 2 2030-04-15 Floating 0.61 N N N N N N JUBILEE CLO 2014-XII BV 14-12A N/A ACI1W2W65 9900000.000000 PA 11609240.020000 0.1414163 Long ABS-CBDO CORP NL N 2 2030-04-15 Floating 0.6 N N N N N N JUBILEE CLO 2015-XVI BV 15-16A N/A ACI0YWRZ1 8284917.880000 PA 9700740.180000 0.1181682 Long ABS-CBDO CORP NL N 2 2029-12-15 Floating 0.258 N N N N N N JUBILEE CLO 2016-XVII BV 16-17A N/A ACI1W2TB8 22200000.000000 PA 26032841.250000 0.3171153 Long ABS-CBDO CORP NL N 2 2031-04-15 Floating 0.65 N N N N N N JUBILEE CLO 2016-XVII BV 16-17A N/A ACI1W2W24 7400000.000000 PA 8677613.750000 0.1057051 Long ABS-CBDO CORP NL N 2 2031-04-15 Floating 0.65 N N N N N N KANSAI INTERNATIONAL AIRPORT N/A ACI0BH492 100000000.000000 PA 909899.300000 0.0110838 Long DBT CORP JP N 2 2021-12-20 Fixed 1.112 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 482466AF6 16400000.000000 PA USD 16482000.000000 0.2007731 Long DBT CORP KR N 2 2022-10-02 Floating 0.89425 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAN1 17502000.000000 PA USD 17777241.000000 0.2165509 Long DBT CORP US N 2 2023-01-15 Floating 1.52125 N N N N N N KOOKMIN BANK 549300XXMOJSIW8P4769 BFMGMKII0 3000000.000000 PA USD 3022110.000000 0.0368134 Long DBT CORP KR N 2 2023-04-03 Floating 0.97425 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630CX4 750000.000000 PA USD 752782.700000 0.0091699 Long DBT CORP KR N 2 2022-10-01 Floating 0.67663 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630DD7 1700000.000000 PA USD 1701377.560000 0.0207251 Long DBT CORP KR N 2 2023-10-27 Fixed 0.5 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 ACI10GXY7 5100000.000000 PA USD 5144667.020000 0.0626690 Long DBT CORP KR N 2 2022-10-30 Floating 1.0115 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAQ9 45266000.000000 PA USD 45355583.220000 0.5524924 Long DBT CORP US N 2 2022-08-10 Floating 1.01538 N N N N N N KT CORPORATION 9884005ACF8449EANY26 ACI1JF2H0 800000000.000000 PA 7225916.760000 0.0880215 Long DBT CORP KR N 2 2021-07-06 Fixed 0.38 N N N N N N LCM XX LP 20A N/A 50188WAE8 5636798.550000 PA USD 5638199.290000 0.0686809 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 1.264 N N N N N N LEHMAN XS TRUST 2005-7N N/A 525221EM5 513659.500000 PA USD 506092.320000 0.0061649 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.64863 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53944VAQ2 4008000.000000 PA USD 4009674.940000 0.0488433 Long DBT CORP GB N 2 2021-05-07 Floating 0.68263 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53944VAS8 1900000.000000 PA USD 1948166.240000 0.0237313 Long DBT CORP GB N 2 2022-08-14 Fixed 2.25 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAC7 1300000.000000 PA USD 1325629.200000 0.0161480 Long DBT CORP GB N 2 2022-01-11 Fixed 3 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAK9 22000000.000000 PA USD 22468632.340000 0.2736984 Long DBT CORP GB N 2 2023-03-17 Floating 2.858 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAG8 7800000.000000 PA USD 7812015.350000 0.0951609 Long DBT CORP GB N 2 2021-06-21 Floating 0.98663 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 19700000.000000 PA USD 20411883.730000 0.2486444 Long DBT CORP GB N 2 2023-11-07 Floating 2.907 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI12SMB1 500000.000000 PA 407384.420000 0.0049625 Long DBT CORP GB N 2 2023-11-23 Fixed 3.9 N N N N N N 280 PARK AVENUE 2017-280P MORTGAGE TRUST N/A 90205FAA8 15000000.000000 PA USD 15022431.000000 0.1829936 Long ABS-MBS CORP US N 2 2034-09-15 Floating 0.986 N N N N N N MARATHON CLO V LTD 2013-5A N/A 56576QAN8 6293551.680000 PA USD 6297440.030000 0.0767114 Long ABS-CBDO CORP KY N 2 2027-11-21 Floating 1.05238 N N N N N N MASTER CREDIT CARD TRUST II SERIES 2018-1A N/A 576339BM6 10000000.000000 PA USD 10063406.000000 0.1225859 Long ABS-MBS CORP CA N 2 2024-07-21 Floating 0.60088 N N N N N N A10 BRIDGE ASSET FINANCING 2020-C LLC N/A 66981EAA1 21845152.920000 PA USD 21991953.440000 0.2678918 Long ABS-MBS CORP US N 2 2040-08-15 Fixed 2.021 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCS6 8965000.000000 PA USD 9172909.470000 0.1117385 Long DBT CORP US N 2 2022-03-15 Fixed 3.45 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAU3 2700000.000000 PA USD 2701262.280000 0.0329050 Long DBT CORP US N 2 2021-05-14 Fixed 2.3 N N N N N N METROPOLIS OF TOKYO JAPAN 353800FABE4GGB1BMO18 ACI017I41 200000000.000000 PA 1814339.250000 0.0221011 Long DBT NUSS JP N 2 2021-09-17 Fixed 0.99 N N N N N N MF1 2019-FL2 LTD N/A 55282LAA4 17976724.830000 PA USD 18055284.920000 0.2199378 Long ABS-MBS CORP KY N 2 2034-12-25 Floating 1.23863 N N N N N N MF1 2020-FL4 LTD N/A 58003UAA6 26300000.000000 PA USD 26484100.000000 0.3226122 Long ABS-CBDO CORP US N 2 2035-11-15 Floating 1.806 N N N N N N MFA 2020-NQM2 TRUST N/A 552751AA7 21950989.810000 PA USD 22159467.140000 0.2699323 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.381 N N N N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017AN4 4800000.000000 PA USD 4827895.680000 0.0588103 Long DBT CORP US N 2 2021-06-01 Fixed 3.922 N N N N N N MIDOCEAN CREDIT CLO VI 2016-6A N/A 59802XAJ2 10000000.000000 PA USD 10010980.600000 0.1219473 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 1.474 N N N N N N MITSUBISHI CORPORATION KVIPTY4PULAPGC1VVD26 ACI0W6YP4 6500000.000000 PA USD 6677645.000000 0.0813428 Long DBT CORP JP N 2 2022-07-14 Fixed 2.625 N N N N N N MITSUBISHI HC CAPITAL INC 353800MZ3QX9RLMH7B09 60682LAE2 5000000.000000 PA USD 5347467.650000 0.0651394 Long DBT CORP JP N 2 2024-02-28 Fixed 3.559 N N N N N N MITSUBISHI HC CAPITAL INC 353800MZ3QX9RLMH7B09 60682LAA0 28341000.000000 PA USD 29130460.660000 0.3548485 Long DBT CORP JP N 2 2022-09-19 Fixed 2.652 N N N N N N MITSUBISHI HC CAPITAL INC 353800MZ3QX9RLMH7B09 ACI0PLHS2 9648000.000000 PA USD 9716211.360000 0.1183566 Long DBT CORP JP N 2 2021-09-07 Fixed 2.25 N N N N N N MITSUBISHI HC CAPITAL INC 353800MZ3QX9RLMH7B09 J4706DGT1 9759000.000000 PA USD 10030844.560000 0.1221893 Long DBT CORP JP N 2 2022-09-19 Fixed 2.652 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BF0 29450000.000000 PA USD 29599618.660000 0.3605635 Long DBT CORP JP N 2 2022-03-07 Floating 0.8755 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AT1 37900000.000000 PA USD 39979342.190000 0.4870025 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 606822AS3 56900000.000000 PA USD 57343706.770000 0.6985240 Long DBT CORP JP N 2 2023-03-02 Floating 0.92838 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AZ7 18500000.000000 PA USD 18729933.910000 0.2281560 Long DBT CORP JP N 2 2023-07-26 Floating 1.07525 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAQ2 5700000.000000 PA USD 5764679.550000 0.0702216 Long DBT CORP JP N 2 2023-03-05 Floating 0.98375 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBC2 93199000.000000 PA USD 93657444.950000 1.1408746 Long DBT CORP JP N 2 2024-05-25 Floating 0.8175 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAY5 32031000.000000 PA USD 32247101.310000 0.3928134 Long DBT CORP JP N 2 2023-07-16 Floating 1.06338 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBG3 43800000.000000 PA USD 44377898.950000 0.5405829 Long DBT CORP JP N 2 2024-07-10 Floating 1.21438 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBM0 11800000.000000 PA USD 11840624.570000 0.1442348 Long DBT CORP JP N 2 2024-09-08 Floating 0.7855 N N N N N N MONARCH GROVE CLO 2018-1A N/A 60909GAA8 18394948.120000 PA USD 18388380.570000 0.2239954 Long ABS-CBDO CORP KY N 2 2028-01-25 Floating 1.09775 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468K8 15700000.000000 PA USD 15750094.620000 0.1918575 Long DBT CORP US N 2 2023-01-20 Floating 0.78392 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAG3 9600000.000000 PA USD 9752991.260000 0.1188046 Long DBT CORP US N 2 2024-05-08 Floating 1.41263 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAJ7 15979000.000000 PA USD 16015727.890000 0.1950933 Long DBT CORP US N 2 2022-07-22 Floating 1.15238 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEC6 39200000.000000 PA USD 39926082.780000 0.4863538 Long DBT CORP US N 2 2023-10-24 Floating 1.61775 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ACI1QR8K3 3100000.000000 PA USD 3113888.000000 0.0379314 Long DBT NUSS AE N 2 2023-09-02 Fixed 0.75 N N N N N N MOUNTAIN VIEW CLO LTD 15-10A N/A 62432CAQ4 3041952.350000 PA USD 3042454.940000 0.0370612 Long ABS-CBDO CORP KY N 2 2027-10-13 Floating 1.0445 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAD9 500000.000000 PA USD 515888.290000 0.0062842 Long DBT CORP GB N 2 2023-04-26 Floating 3.622 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BF7 80803000.000000 PA USD 81751366.230000 0.9958424 Long DBT CORP GB N 2 2023-05-15 Floating 1.66375 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BH3 180000.000000 PA USD 183955.930000 0.0022408 Long DBT CORP GB N 2 2024-06-25 Floating 1.75063 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-A N/A 63941FAA4 2050046.150000 PA USD 2050339.310000 0.0249759 Long ABS-O CORP US N 2 2068-11-15 Floating 0.456 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA N/A 63941TAA4 9702050.260000 PA USD 9868312.350000 0.1202094 Long ABS-O CORP US N 2 2069-05-15 Fixed 1.69 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA N/A 63935BAA1 28425947.040000 PA USD 28631523.490000 0.3487707 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.6 N N N N N N NAVIENT STUDENT LOAN TRUST 2014-AA N/A 63939CAC1 2359269.850000 PA USD 2375382.250000 0.0289354 Long ABS-O CORP US N 2 2029-02-15 Floating 1.356 N N N N N N NAVIENT STUDENT LOAN TRUST 2016-6 N/A 63940LAB0 1402094.920000 PA USD 1406126.640000 0.0171285 Long ABS-O CORP US N 2 2066-03-25 Floating 0.85863 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-1A N/A 63940DAB8 11823292.420000 PA USD 11813998.130000 0.1439105 Long ABS-O CORP US N 2 2067-03-25 Floating 0.45863 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-2A N/A 63941DAB7 8099328.310000 PA USD 8097472.750000 0.0986382 Long ABS-O CORP US N 2 2067-03-25 Floating 0.48863 N N N N N N NAVIENT STUDENT LOAN TRUST 2019-2A N/A 63941RAA8 1229128.440000 PA USD 1230611.750000 0.0149905 Long ABS-O CORP US N 2 2068-02-27 Floating 0.37863 N N N N N N NAVIENT STUDENT LOAN TRUST 2020-IA N/A 63942AAB2 7462236.040000 PA USD 7497877.170000 0.0913343 Long ABS-O CORP US N 2 2069-04-15 Floating 1.106 N N N N N N NELNET STUDENT LOAN TRUST 2012-4A N/A 64033AAA2 17407516.700000 PA USD 17365287.810000 0.2115327 Long ABS-O CORP US N 2 2038-09-27 Floating 0.80863 N N N N N N NELNET STUDENT LOAN TRUST 2017-3A N/A 64032KAA1 10472801.070000 PA USD 10482243.350000 0.1276879 Long ABS-O CORP US N 2 2066-02-25 Floating 0.95863 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1 N/A 64829VAA4 6155559.230000 PA USD 6447422.610000 0.0785383 Long ABS-MBS CORP US N 2 2057-12-25 Variable 3.5 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBC3 16109000.000000 PA USD 16191052.160000 0.1972289 Long DBT CORP US N 2 2022-02-25 Floating 0.9075 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBF6 3700000.000000 PA USD 3793635.680000 0.0462116 Long DBT CORP US N 2 2022-04-01 Fixed 2.9 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KAS9 4700000.000000 PA USD 4740681.180000 0.0577479 Long DBT CORP US N 2 2021-09-01 Fixed 2.403 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AW9 11400000.000000 PA USD 11432934.030000 0.1392686 Long DBT CORP US N 2 2022-01-13 Floating 1.1145 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BA6 11415000.000000 PA USD 11408145.520000 0.1389667 Long DBT CORP US N 2 2022-07-13 Floating 0.8745 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BD0 413000.000000 PA USD 423188.220000 0.0051550 Long DBT CORP US N 2 2022-09-28 Fixed 2.6 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BE8 67025000.000000 PA USD 67011369.800000 0.8162893 Long DBT CORP US N 2 2022-09-28 Floating 0.883 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BL2 4000000.000000 PA USD 4267438.400000 0.0519832 Long DBT CORP US N 2 2023-09-21 Fixed 3.875 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 U65478BB1 3094000.000000 PA USD 3102938.410000 0.0377980 Long DBT CORP US N 2 2022-01-13 Floating 1.1145 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 U65478BF2 4511000.000000 PA USD 4508291.230000 0.0549171 Long DBT CORP US N 2 2022-07-13 Floating 0.8745 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 U65478BJ4 835000.000000 PA USD 855598.460000 0.0104223 Long DBT CORP US N 2 2022-09-28 Fixed 2.6 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AA9 8000000.000000 PA USD 8374250.080000 0.1020097 Long DBT CORP JP N 2 2023-09-15 Fixed 3.043 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAP4 9000000.000000 PA USD 9310801.050000 0.1134182 Long DBT CORP JP N 2 2025-01-16 Fixed 2.648 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAR0 22200000.000000 PA USD 22162469.350000 0.2699689 Long DBT CORP JP N 2 2025-07-16 Fixed 1.851 N N N N N N NRW BANK 52990002O5KK6XOGJ020 ACI10CCY9 50800000.000000 PA USD 50838128.450000 0.6192773 Long DBT CORP DE N 2 2022-02-01 Floating 0.325 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAB1 6700000.000000 PA USD 6677394.600000 0.0813397 Long DBT CORP JP N 2 2024-03-01 Fixed 0.583 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAW8 500000.000000 PA USD 522219.700000 0.0063613 Long DBT CORP NL N 2 2022-09-01 Fixed 3.875 N N N N N N OAK HILL EUROPEAN CREDIT PARTNERS IV DESIGNATED ACTIVITY CO 15-4A N/A ACI0ZJQQ0 3700000.000000 PA 4326186.590000 0.0526988 Long ABS-CBDO CORP IE N 2 2032-01-20 Floating 0.73 N N N N N N OCP CLO 2015-9 N/A 67091YAJ3 2003918.750000 PA USD 2004419.350000 0.0244165 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 1.04125 N N N N N N OCP CLO LTD 2015-10A N/A 67092DAL3 8867101.900000 PA USD 8875954.730000 0.1081212 Long ABS-CBDO CORP KY N 2 2027-10-26 Floating 1.03525 N N N N N N OCTAGON INVESTMENT PARTNERS LTD 2015-1A N/A 67590WCE2 4992235.690000 PA USD 4991590.340000 0.0608043 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 1.09125 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAA3 1235000.000000 PA USD 1269792.270000 0.0154678 Long DBT CORP IE N 2 2022-05-26 Fixed 3.5 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 686330AH4 37548000.000000 PA USD 38705940.140000 0.4714908 Long DBT CORP JP N 2 2022-07-18 Fixed 2.9 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 ACI0RXMB5 6000000.000000 PA USD 6125040.000000 0.0746113 Long DBT CORP JP N 2 2022-01-19 Fixed 3.2 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 ACI0LVT02 26630000.000000 PA USD 26642516.100000 0.3245419 Long DBT CORP JP N 2 2021-04-13 Fixed 2.65 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAP6 9600000.000000 PA USD 10043663.900000 0.1223454 Long DBT CORP IE N 2 2022-07-01 Fixed 4.625 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HG5 5300000.000000 PA USD 5633699.710000 0.0686261 Long DBT CORP US N 2 2024-02-15 Fixed 3.75 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAM3 2960000.000000 PA USD 3024398.350000 0.0368413 Long DBT CORP IE N 2 2021-10-01 Fixed 5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JE8 47500000.000000 PA USD 47573793.150000 0.5795132 Long DBT CORP US N 2 2022-06-16 Fixed 1.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JD0 27400000.000000 PA USD 27437084.260000 0.3342209 Long DBT CORP US N 2 2022-06-16 Floating 1.6695 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HC4 1400000.000000 PA USD 1457271.060000 0.0177515 Long DBT CORP US N 2 2023-06-15 Fixed 3.25 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAH8 4900000.000000 PA USD 5013401.340000 0.0610700 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JB4 800000.000000 PA USD 852959.660000 0.0103902 Long DBT CORP US N 2 2023-08-01 Fixed 4.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HK6 1200000.000000 PA USD 1270879.000000 0.0154810 Long DBT CORP US N 2 2024-08-15 Fixed 3.4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HE0 5300000.000000 PA USD 5621370.220000 0.0684759 Long DBT CORP US N 2 2023-11-15 Fixed 3.85 N N N N N N PENNSYLVANIA HIGHER EDUCATION-2006-2 N/A 709163GH6 1121083.890000 PA USD 1101475.010000 0.0134175 Long ABS-O CORP US N 2 2036-10-25 Floating 0.34775 N N N N N N PENSKE TRUCK LEASING CANADA INC N/A 70960AAC2 10000000.000000 PA 8194432.630000 0.0998193 Long DBT CORP CA Y 2 2022-12-07 Fixed 2.85 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BF0 16700000.000000 PA USD 18000602.850000 0.2192717 Long DBT CORP US N 2 2024-07-01 Fixed 3.45 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448DQ8 1900000.000000 PA 1561832.890000 0.0190252 Long DBT CORP US Y 2 2024-05-06 Fixed 2.15 N N N N N N AICHI PREFECTURE N/A ACI02RTI3 200000000.000000 PA 1824792.090000 0.0222284 Long DBT MUN JP N 2 2022-05-30 Fixed 0.891 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBE3 10896000.000000 PA USD 11143187.530000 0.1357391 Long DBT CORP US N 2 2022-01-15 Fixed 3.5 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAD4 2700000.000000 PA USD 2771885.390000 0.0337653 Long DBT CORP US N 2 2023-01-15 Fixed 2.25 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAX2 2500000.000000 PA USD 2576170.900000 0.0313813 Long DBT CORP US N 2 2023-01-15 Fixed 2.75 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAS3 3225000.000000 PA USD 3239802.400000 0.0394652 Long DBT CORP US N 2 2021-06-01 Fixed 3.375 N N N N N N PFP 2019-6 LTD N/A 69346WAA5 15019363.900000 PA USD 15075793.150000 0.1836436 Long ABS-MBS CORP KY N 2 2037-04-14 Floating 1.15613 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFQ6 3100000.000000 PA USD 3104224.220000 0.0378137 Long DBT CORP US N 2 2022-07-22 Floating 0.67238 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CAR5 14700000.000000 PA USD 14895936.010000 0.1814527 Long DBT CORP US N 2 2023-06-09 Fixed 1.082 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CAH7 13900000.000000 PA USD 14338629.370000 0.1746639 Long DBT CORP US N 2 2022-08-22 Fixed 2.615 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051EE3 7700000.000000 PA USD 8274978.940000 0.1008005 Long DBT NUSS CA N 2 2023-11-01 Fixed 3.35 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 M81805AT6 6900000.000000 PA USD 7131564.000000 0.0868721 Long DBT NUSS QA N 2 2022-01-20 Fixed 4.5 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 M8489SAB3 15880000.000000 PA USD 15939931.120000 0.1941700 Long DBT NUSS QA N 2 2021-06-02 Fixed 2.375 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 ACI1V8415 8500000.000000 PA USD 8298252.500000 0.1010840 Long DBT CORP KY N 2 2026-01-26 Fixed 1.375 N N N N N N RECKITT BENCKISER TREASURY SERVICES PLC 213800LAXWIUOOBZ3908 75625QAC3 17300000.000000 PA USD 17692617.790000 0.2155201 Long DBT CORP GB N 2 2022-06-24 Fixed 2.375 N N N N N N RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32A N/A ACI1PKR28 1921771.270000 PA 2673848.140000 0.0325711 Long ABS-MBS CORP GB N 2 2070-06-20 Floating 1.29852 N N N N N N RIPON MORTGAGES PLC 1X N/A ACI0WLGW6 4366081.310000 PA 6026623.860000 0.0734124 Long ABS-MBS CORP GB N 2 2056-08-20 Floating 0.86013 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 775109AV3 3748000.000000 PA 3095404.200000 0.0377062 Long DBT CORP CA N 2 2022-06-06 Fixed 4 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NAY6 11561000.000000 PA USD 11915399.450000 0.1451457 Long DBT CORP US N 2 2022-02-13 Fixed 4.125 N N N N N N ROSSLYN PORTFOLIO TRUST 2017-ROSS N/A 77846EAA3 12370874.540000 PA USD 12387844.910000 0.1509007 Long ABS-MBS CORP US N 2 2033-06-15 Floating 1.939 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBL3 600000.000000 PA USD 608912.590000 0.0074174 Long DBT CORP US N 2 2023-10-02 Fixed 1.45 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AH9 10750000.000000 PA USD 11166585.080000 0.1360241 Long DBT CORP US N 2 2022-03-15 Fixed 6.25 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST 2019-C N/A 80284NAB4 5149034.720000 PA USD 5173136.320000 0.0630158 Long ABS-O CORP US N 2 2022-09-20 Fixed 1.89 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAH8 4000000.000000 PA USD 4182672.320000 0.0509506 Long DBT CORP GB N 2 2024-01-05 Floating 3.373 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAN5 13000000.000000 PA USD 12994104.890000 0.1582858 Long DBT CORP GB N 2 2025-03-15 Floating 1.089 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAZ6 12000000.000000 PA USD 12278760.000000 0.1495719 Long DBT CORP GB N 2 2023-02-12 Fixed 1.625 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAT0 3200000.000000 PA USD 3215285.440000 0.0391665 Long DBT CORP GB N 2 2021-06-01 Fixed 3.4 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAU7 31488000.000000 PA USD 31519643.550000 0.3839520 Long DBT CORP GB N 2 2021-06-01 Floating 0.8105 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ NV TAFO772JB70PDRN5VS48 82620KAX1 9700000.000000 PA USD 9697839.710000 0.1181328 Long DBT CORP NL N 2 2024-03-11 Fixed 0.65 N N N N N N SILVER ARROW CANADA 2019-1A N/A 827314AJ4 20528511.410000 PA 16396524.790000 0.1997319 Long ABS-O CORP CA N 2 2023-01-15 Fixed 2.361 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT (2016) LIMITED 5299002BJODD4TLAOX51 82939CAG2 500000.000000 PA USD 502795.000000 0.0061247 Long DBT CORP VG N 2 2021-09-29 Fixed 2 N N N N N N SK TELECOM CO LTD 9884003WEA1PHW006037 Y4935NAM6 725000.000000 PA USD 769899.510000 0.0093784 Long DBT CORP KR N 2 2023-04-16 Fixed 3.75 N N N N N N SLC STUDENT LOAN TRUST 2006-1 N/A 784427AE6 2637326.370000 PA USD 2627518.420000 0.0320067 Long ABS-O CORP US N 2 2027-03-15 Floating 0.29388 N N N N N N SLC STUDENT LOAN TRUST-2005-3 N/A 784420AP6 1571166.280000 PA USD 1564838.090000 0.0190618 Long ABS-O CORP US N 2 2029-06-15 Floating 0.30388 N N N N N N SLC STUDENT LOAN TRUST-2006-2 N/A 784428AE4 73017.530000 PA USD 73007.670000 0.0008893 Long ABS-O CORP US N 2 2026-09-15 Floating 0.28388 N N N N N N SLM CONSOLIDATION STUD LN TRUST 2004-10 N/A 78442GNJ1 31114017.390000 PA USD 31073846.080000 0.3785215 Long ABS-O CORP US N 2 2029-10-25 Floating 0.81775 N N N N N N SLM STUDENT LOAN TRUST 2003-11 N/A 78442GJS6 1824452.680000 PA USD 1824825.780000 0.0222289 Long ABS-O CORP US N 2 2025-12-15 Floating 0.73388 N N N N N N SLM STUDENT LOAN TRUST 2005-4 N/A 78442GPG5 2607698.290000 PA USD 2602451.080000 0.0317014 Long ABS-O CORP US N 2 2027-01-25 Floating 0.33775 N N N N N N SLM STUDENT LOAN TRUST 2005-8 N/A 78442GQR0 1472029.510000 PA USD 1472571.510000 0.0179379 Long ABS-O CORP US N 2 2028-01-25 Floating 0.76775 N N N N N N SLM STUDENT LOAN TRUST 2008-1 N/A 784439AD3 1201421.450000 PA USD 1166727.160000 0.0142123 Long ABS-O CORP US N 2 2022-01-25 Floating 0.86775 N N N N N N SLM STUDENT LOAN TRUST 2012-3 N/A 78447AAA2 11277348.330000 PA USD 11342896.790000 0.1381718 Long ABS-O CORP US N 2 2038-12-27 Floating 0.75863 N N N N N N SLM STUDENT LOAN TRUST 2013-2 N/A 78446CAA9 20634749.670000 PA USD 20460445.880000 0.2492359 Long ABS-O CORP US N 2 2043-06-25 Floating 0.55863 N N N N N N SLM STUDENT LOAN TRUST 2013-6 N/A 78448CAG4 11919229.840000 PA USD 12014941.260000 0.1463583 Long ABS-O CORP US N 2 2055-06-25 Floating 0.75863 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2014-A N/A 784456AC9 1761169.380000 PA USD 1763829.100000 0.0214858 Long ABS-O CORP US N 2 2026-05-15 Floating 1.256 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2015-C N/A 78448RAB2 232570.420000 PA USD 235837.780000 0.0028728 Long ABS-O CORP US N 2 2027-07-15 Fixed 2.75 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2016-A N/A 78449FAB7 5708322.140000 PA USD 5879314.930000 0.0716180 Long ABS-O CORP US N 2 2031-05-15 Fixed 2.7 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2016-B N/A 78449GAB5 5819149.170000 PA USD 5961224.280000 0.0726158 Long ABS-O CORP US N 2 2032-02-17 Fixed 2.43 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2016-C N/A 78449KAB6 5078840.070000 PA USD 5215448.170000 0.0635312 Long ABS-O CORP US N 2 2034-09-15 Fixed 2.34 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2020-B N/A 78449XAA0 19383696.510000 PA USD 19445644.870000 0.2368743 Long ABS-O CORP US N 2 2053-07-15 Fixed 1.29 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2020-B N/A 78449XAB8 2370058.960000 PA USD 2413814.750000 0.0294035 Long ABS-O CORP US N 2 2053-07-15 Floating 1.206 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAA0 2000000.000000 PA USD 2006973.580000 0.0244477 Long DBT CORP IE N 2 2021-07-15 Fixed 2.65 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM 2016-B LLC 2016-B N/A 83402JAA6 403065.640000 PA USD 405687.100000 0.0049418 Long ABS-O CORP US N 2 2033-06-25 Floating 1.30863 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-C N/A 83402DAC5 525161.770000 PA USD 531206.590000 0.0064708 Long ABS-O CORP US N 2 2032-12-27 Fixed 2.36 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-A N/A 83404FAA2 316385.360000 PA USD 316658.720000 0.0038573 Long ABS-O CORP US N 2 2040-03-26 Floating 0.80863 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2019-C N/A 83401CAA2 1884181.470000 PA USD 1891657.530000 0.0230430 Long ABS-O CORP US N 2 2048-11-16 Fixed 2.13 N N N N N N SOUND POINT CLO XII LTD 2016-2A N/A 83610CAW1 20700000.000000 PA USD 20727756.220000 0.2524922 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.274 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HA4 48000000.000000 PA USD 48060595.200000 0.5854432 Long DBT CORP US N 2 2023-04-03 Floating 0.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GX5 36100000.000000 PA USD 36122648.060000 0.4400228 Long DBT CORP US N 2 2021-12-03 Floating 0.45425 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAA8 1175000.000000 PA USD 1185651.380000 0.0144428 Long DBT CORP US N 2 2023-03-20 Variable 3.36 N N N N N N ST PAULS CLO 4A N/A BF2T19II2 5250000.000000 PA 6165136.470000 0.0750997 Long ABS-CBDO CORP IE N 2 2030-04-25 Floating 0.85 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BQ2 9000000.000000 PA USD 9080604.180000 0.1106141 Long DBT CORP GB N 2 2022-09-10 Floating 2.744 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BR0 66570000.000000 PA USD 66851175.700000 0.8143379 Long DBT CORP GB N 2 2022-09-10 Floating 1.3825 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 N/A 85573MAA7 4671354.600000 PA USD 4726890.470000 0.0575799 Long ABS-MBS CORP US N 2 2065-04-25 Fixed 1.486 N N N N N N STRATTON MORTGAGE FUNDING 21-2A N/A ACI1W61K9 9850000.000000 PA 13569529.250000 0.1652952 Long ABS-MBS CORP GB N 2 2060-07-20 Floating 0.94868 N N N N N N STRATTON MORTGAGE FUNDING PLC 18-1 N/A ACI12J4X3 4521804.630000 PA 6235738.560000 0.0759597 Long ABS-MBS CORP GB N 2 2044-03-12 Floating 0.8795 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CD9 19600000.000000 PA USD 20090906.500000 0.2447345 Long DBT CORP US N 2 2022-05-20 Fixed 2.75 N N N N N N STRUCTURED ASSET SEC CORP 2005-WF2 N/A 86359DDB0 3850007.390000 PA USD 3844635.090000 0.0468329 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.67863 N N N N N N STUDENT LOAN MARKETING ASSOC 2007-1 N/A 78443VAE2 4866058.060000 PA USD 4865269.760000 0.0592656 Long ABS-O CORP US N 2 2026-01-26 Floating 0.30775 N N N N N N SUMITOMO MITSUI BANKING CORP/NEW YORK BRANCH 549300MS3WYYVQ4HXM15 86565B4S7 14300000.000000 PA USD 14327379.640000 0.1745269 Long DBT CORP JP N 2 2021-10-12 Floating 0.60438 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAL4 4354000.000000 PA USD 4382639.650000 0.0533865 Long DBT CORP JP N 2 2022-01-11 Floating 1.19438 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 ACI0T9LW1 2000000.000000 PA 1532413.040000 0.0186669 Long DBT CORP JP N 2 2022-03-29 Floating 1.3002 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAP5 22400000.000000 PA USD 22574184.640000 0.2749842 Long DBT CORP JP N 2 2022-07-12 Floating 1.00438 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAT7 5300000.000000 PA USD 5341471.920000 0.0650664 Long DBT CORP JP N 2 2022-10-18 Floating 0.96338 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VAU3 32000000.000000 PA USD 32003240.320000 0.3898428 Long DBT CORP JP N 2 2024-03-25 Fixed 0.85 N N N N N N SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED 549300MJAANHLHOVTO40 87124VAD1 2300000.000000 PA USD 2434177.310000 0.0296516 Long DBT CORP AU N 2 2023-03-22 Fixed 3.9 N N N N N N SYMPHONY CLO XVII LTD 2016-17A N/A 87165UAN1 6184675.200000 PA USD 6194591.710000 0.0754585 Long ABS-CBDO CORP KY N 2 2028-04-15 Floating 1.12125 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAQ6 3400000.000000 PA USD 3492224.860000 0.0425400 Long DBT CORP US N 2 2022-07-25 Fixed 2.85 N N N N N N TAURUS 2021-1 UK DAC 21-UK1A N/A ACI1W1MF8 15900000.000000 PA 21969493.590000 0.2676182 Long ABS-MBS CORP IE N 2 2031-05-17 Floating 0.89892 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAR4 300000.000000 PA USD 323547.860000 0.0039413 Long DBT CORP ES N 2 2023-04-27 Fixed 4.57 N N N N N N TELOS CLO LTD 2014-5A N/A 87974KAQ7 9982958.290000 PA USD 9982849.180000 0.1216046 Long ABS-CBDO CORP KY N 2 2028-04-17 Floating 1.17338 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WCX7 1700000.000000 PA USD 1709725.240000 0.0208268 Long DBT CORP US N 2 2022-06-27 Floating 0.733 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 891145T79 200000.000000 PA 170650.510000 0.0020788 Long DBT CORP CA N 2 2024-07-24 Fixed 3.226 N N N N N N TOWD POINT MORTGAGE 20-FUNDING 2020 - AUBURN 14 PLC 20-A14X N/A ACI1NPPB1 21729810.000000 PA 30062629.470000 0.3662036 Long ABS-MBS CORP GB N 2 2045-05-20 Floating 0.94888 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC 19-GR4X N/A ACI19VH80 754411.900000 PA 1046373.960000 0.0127463 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 1.05838 N N N N N N TOWD POINT MORTGAGE TRUST 2017-5 N/A 89169EAA7 2299790.630000 PA USD 2300940.530000 0.0280286 Long ABS-MBS CORP US N 2 2057-02-25 Floating 0.70863 N N N N N N TOWD POINT MORTGAGE TRUST 2019-4 N/A 89178BAA2 9628645.200000 PA USD 10073197.820000 0.1227052 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.9 N N N N N N TOWD POINT MORTGAGE TRUST 2020-1 N/A 89178WAU2 26109888.630000 PA USD 26968465.320000 0.3285124 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.71 N N N N N N TOWD POINT MORTGAGE TRUST 2020-2 N/A 89176UAN4 74550085.410000 PA USD 75180480.930000 0.9158001 Long ABS-MBS CORP US N 2 2060-04-25 Variable 1.636 N N N N N N TOWER BRIDGE FUNDING NO 2 N/A ACI128Z88 663879.700000 PA 915455.230000 0.0111515 Long ABS-MBS CORP GB N 2 2056-03-20 Floating 0.9835 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TFD2 7500000.000000 PA USD 7523417.550000 0.0916454 Long DBT CORP US N 2 2022-05-17 Floating 0.5915 N N N N N N TRALEE CLO III LTD 2014-3A N/A 89300ABA4 11565243.220000 PA USD 11569013.030000 0.1409263 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 1.254 N N N N N N TRINITY SQUARE 2021-1 PLC A N/A ACI1WK7V8 33600000.000000 PA 46307616.620000 0.5640895 Long ABS-MBS CORP GB N 2 2059-07-15 Floating 0.89832 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 254687CD6 6500000.000000 PA 5454548.230000 0.0664438 Long DBT CORP US Y 2 2024-10-07 Fixed 2.758 N N N N N N TWIN BRIDGES 2019-1 PLC 19-1 N/A ACI1BXTK3 1088779.220000 PA 1504945.810000 0.0183323 Long ABS-MBS CORP GB N 2 2052-12-12 Floating 1.0295 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2012-C1 N/A 90269GAC5 19895665.970000 PA USD 20209719.060000 0.2461818 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 3.4 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAA1 1200000.000000 PA USD 1238693.840000 0.0150890 Long DBT CORP CH N 2 2023-05-23 Fixed 3.491 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAD5 21200000.000000 PA USD 21397671.340000 0.2606526 Long DBT CORP CH N 2 2023-08-15 Floating 1.14375 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 H4209UAB2 1043000.000000 PA USD 1054991.930000 0.0128512 Long DBT CORP CH N 2 2023-05-23 Floating 1.39525 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 H4209UAF3 3600000.000000 PA USD 3633566.830000 0.0442618 Long DBT CORP CH N 2 2023-08-15 Floating 1.14375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796H85 883000.000000 PA USD 882981.160000 0.0107559 Long DBT UST US N 2 2021-07-06 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9127964Z9 271000.000000 PA USD 270998.680000 0.0033011 Long DBT UST US N 2 2021-04-29 None 0 N N N N N N AMMC CLO 16 LTD 2015-16A N/A 00176JAT3 600000.000000 PA USD 600661.220000 0.0073169 Long ABS-CBDO CORP KY N 2 2029-04-14 Floating 1.16663 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CBJ9 251300000.000000 PA USD 240776812.500000 2.9329878 Long DBT UST US N 2 2028-01-31 Fixed 0.75 N N N N N N UTAH ACQUISITION SUB INC 254900JOFV74IJ7H9933 62854AAM6 15790000.000000 PA USD 15840032.190000 0.1929531 Long DBT CORP US N 2 2021-06-15 Fixed 3.15 N N N N N N VENTURE CLO LTD 2014-16A N/A 92329XAQ1 10297744.350000 PA USD 10298953.410000 0.1254552 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 1.09125 N N N N N N VENTURE CLO LTD 2014-17A N/A 92329YAL0 7591650.380000 PA USD 7601138.050000 0.0925922 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 1.12125 N N N N N N VENTURE CLO LTD 2018-33A N/A 92330YAN3 7850000.000000 PA USD 7852314.180000 0.0956518 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 1.399 N N N N N N VENTURE XXVI CLO LTD 2017-26A N/A 92331MAE8 13500000.000000 PA USD 13512139.470000 0.1645962 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 1.324 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEP5 16100000.000000 PA USD 16468574.400000 0.2006095 Long DBT CORP US N 2 2025-05-15 Floating 1.29763 N N N N N N VERUS SECURITIZATION TRUST 2021-R1 N/A 92538BAC7 1128912.240000 PA USD 1129949.480000 0.0137643 Long ABS-MBS CORP US N 2 2063-10-25 Variable 1.262 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AB1 3600000.000000 PA USD 3713342.360000 0.0452335 Long DBT CORP US N 2 2022-08-21 Fixed 2.95 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 ACI0ZDJN8 700000.000000 PA 535332.030000 0.0065211 Long DBT CORP GB N 2 2022-12-13 Floating 1.0869 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BC5 10815000.000000 PA USD 11104007.080000 0.1352618 Long DBT CORP US N 2 2022-05-13 Fixed 2.9 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AQ5 46927000.000000 PA USD 47173040.140000 0.5746315 Long DBT CORP US N 2 2021-11-12 Floating 1.14088 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 U9273ACS2 1500000.000000 PA USD 1505634.800000 0.0183407 Long DBT CORP US N 2 2021-09-24 Floating 1.0505 N N N N N N VOYA CLO LTD 2014-3A N/A 92912QAG1 1412146.110000 PA USD 1412217.040000 0.0172027 Long ABS-CBDO CORP KY N 2 2026-07-25 Floating 0.93775 N N N N N N VOYA EURO CLO I DAC #N/A FIELD NOT APPLICABLE-1A N/A ACI11VRL8 1450000.000000 PA 1700899.970000 0.0207193 Long ABS-CBDO CORP IE N 2 2030-10-15 Floating 0.75 N N N N N N VW CREDIT CANADA INC 5493008EKOD7VIY3LM85 918423AS3 12000000.000000 PA 9996069.620000 0.1217657 Long DBT CORP CA Y 2 2022-11-14 Fixed 3.7 N N N N N N VW CREDIT CANADA INC 5493008EKOD7VIY3LM85 918423AU8 8926000.000000 PA 7274223.420000 0.0886099 Long DBT CORP CA Y 2 2022-06-27 Fixed 2.65 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2K8 12800000.000000 PA USD 13201349.380000 0.1608103 Long DBT CORP US N 2 2026-02-11 Floating 2.164 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SQ5 41119000.000000 PA 33249495.900000 0.4050239 Long DBT CORP US Y 2 2022-04-25 Fixed 2.094 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SG7 29400000.000000 PA 24302855.430000 0.2960417 Long DBT CORP US Y 2 2023-10-27 Fixed 2.509 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5Z6 650000.000000 PA USD 652190.330000 0.0079446 Long DBT CORP US N 2 2022-09-09 Floating 0.84538 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5U7 800000.000000 PA USD 801940.190000 0.0097687 Long DBT CORP US N 2 2021-10-22 Floating 0.73238 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-HSDB N/A 95001EAA6 5000000.000000 PA USD 4923431.500000 0.0599741 Long ABS-MBS CORP US N 2 2031-12-13 Floating 0.956 N N N N N N AREIT TRUST 2020-CRE4 N/A 04002RAA8 20900000.000000 PA USD 21221657.270000 0.2585085 Long ABS-MBS CORP KY N 2 2037-04-15 Floating 2.7275 N N N N N N ARES EUROPEAN CLO 7A N/A ACI1WSXP5 21300000.000000 PA 24977455.790000 0.3042592 Long ABS-CBDO CORP IE N 2 2030-10-15 Floating 0.66 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A 92937EAC8 98959.410000 PA USD 100960.340000 0.0012298 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 2.695 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 2014-C21 N/A 92939FBE8 11372838.270000 PA USD 11316505.190000 0.1378504 Long ABS-MBS CORP US N 2 2047-08-15 Floating 0.6675 N N N N N N WHITEHORSE LTD 2014-9A N/A 965249AF2 144844.890000 PA USD 145040.080000 0.0017668 Long ABS-CBDO CORP KY N 2 2026-07-17 Floating 1.38338 N N N N N N WHITEHORSE X LTD 2015-10A N/A 96525WAN3 1064135.110000 PA USD 1065102.430000 0.0129744 Long ABS-CBDO CORP KY N 2 2027-04-17 Floating 1.15338 N N N N N N WIND RIVER CLO LTD 2015-2A N/A 88432GAL1 3076372.210000 PA USD 3081119.420000 0.0375322 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 1.11125 N N N N N N WOOLWORTHS GROUP LTD (AKA WOOLWORTHS LIMITED) QNWEWQBS7HP85QHXQL92 980888AF8 1000000.000000 PA USD 1000761.730000 0.0121906 Long DBT CORP AU N 2 2021-04-12 Fixed 4.55 N N N N N N WOORI BANK 549300VUVMRL6RE7R376 98105HAB6 350000.000000 PA USD 350393.750000 0.0042683 Long DBT CORP KR N 2 2021-04-13 Fixed 5.875 N N N N N N WORLD OMNI SELECT AUTO TRUST 2020-A N/A 98163DAB4 4364591.870000 PA USD 4368291.300000 0.0532117 Long ABS-O CORP US N 2 2024-06-17 Fixed 0.47 N N N N N N Z CAPITAL CREDIT PARTNERS CLO LTD 2015-1 N/A 98877EAG8 7716075.420000 PA USD 7721070.960000 0.0940531 Long ABS-CBDO CORP KY N 2 2027-07-16 Floating 1.17338 N N N N N N ZAIS CLO 1 LTD 2014-1A N/A 98886MBA1 17162705.740000 PA USD 17185376.130000 0.2093412 Long ABS-CBDO CORP KY N 2 2028-04-15 Floating 1.39125 N N N N N N N/A N/A 000000000 10183000.000000 PA USD 10183000.000000 0.1240427 Long RA US N 2 Repurchase N 0.0000001 2021-04-01 10315600.000000 USD 10386750.720000 USD UST N N N N/A N/A 000000000 71258053.000000 PA USD 71258053.000000 0.8680196 Long RA US N 2 Repurchase N 0.1200000 2021-04-14 19955780.000000 GBP 51559750.980000 GBP N N N N/A N/A 000000000 242984665.000000 PA USD 242984665.000000 2.9598824 Long RA US N 2 Repurchase N 0.1200000 2021-04-16 90048900.000000 GBP 176622579.110000 GBP N N N N/A N/A 000000000 20400000.000000 PA USD 20400000.000000 0.2484996 Long RA US N 2 Repurchase N 0.0200000 2021-04-01 19087488.000000 USD 20794356.270000 USD UST N N N N/A N/A 000000000 100000000.000000 PA USD 100000000.000000 1.2181355 Long RA US N 2 Repurchase N 0.0100000 2021-04-01 102000000.000000 USD 101966132.940000 USD UST N N N N/A N/A 000000000 -1669819.280000 PA USD -1669777.530000 -0.0203402 Short RA US N 2 Reverse repurchase N -0.1000000 2023-03-23 1700000.000000 USD 1719211.380000 USD CDS N N N N/A N/A 000000000 1.000000 NC -3151787.280000 -0.0383930 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 75941468.150000 USD 62020000.000000 EUR 2021-05-17 -3151787.280000 N N N N/A N/A 000000000 1.000000 NC -5459929.670000 -0.0665093 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 204574141.980000 USD 144466000.000000 GBP 2021-05-17 -5459929.670000 N N N N/A N/A 000000000 1.000000 NC -16896.070000 -0.0002058 N/A DFE IL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 885620.000000 USD 2901766.700000 ILS 2021-05-13 -16896.070000 N N N N/A N/A 000000000 1.000000 NC 103674.170000 0.0012629 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 7279000.000000 AUD 5637176.420000 USD 2021-05-17 103674.170000 N N N N/A N/A 000000000 1.000000 NC -3194519.240000 -0.0389136 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 379551000.000000 CAD 298895911.100000 USD 2021-05-17 -3194519.240000 N N N N/A N/A 000000000 1.000000 NC -4271.130000 -0.0000520 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3860000.000000 CAD 3067838.170000 USD 2021-04-07 -4271.130000 N N N N/A N/A 000000000 1.000000 NC 3149357.680000 0.0383634 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 62020000.000000 EUR 75878648.090000 USD 2021-04-07 3149357.680000 N N N N/A N/A 000000000 1.000000 NC 357743.060000 0.0043578 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 20300000.000000 EUR 24163041.280000 USD 2021-04-07 357743.060000 N N N N/A N/A 000000000 1.000000 NC 5463862.380000 0.0665572 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 144466000.000000 GBP 204553006.600000 USD 2021-04-07 5463862.380000 N N N N/A N/A 000000000 1.000000 NC 148407.240000 0.0018078 N/A DFE IL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 33903390.000000 ILS 10296969.530000 USD 2021-05-05 148407.240000 N N N N/A N/A 000000000 1.000000 NC 25003.210000 0.0003046 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 59300000.000000 JPY 560693.140000 USD 2021-05-17 25003.210000 N N N N/A N/A 000000000 1.000000 NC -115620.280000 -0.0014084 N/A DFE AU N 2 BNP Paribas S.A. N/A 20849178.750000 USD 27279000.000000 AUD 2021-04-07 -115620.280000 N N N N/A N/A 000000000 1.000000 NC -1695279.730000 -0.0206508 N/A DFE CA N 2 BNP Paribas S.A. N/A 311857086.660000 USD 389692000.000000 CAD 2021-05-17 -1695279.730000 N N N N/A N/A 000000000 1.000000 NC -10354.800000 -0.0001261 N/A DFE CA N 2 BNP Paribas S.A. N/A 1452495.230000 USD 1812000.000000 CAD 2021-04-07 -10354.800000 N N N N/A N/A 000000000 1.000000 NC 308352.180000 0.0037561 N/A DFE CA N 2 BNP Paribas S.A. N/A 80710595.540000 USD 101797530.000000 CAD 2021-04-07 308352.180000 N N N N/A N/A 000000000 1.000000 NC -1914105.810000 -0.0233164 N/A DFE JP N 2 BNP Paribas S.A. N/A 29096410.960000 USD 3000000000.000000 JPY 2021-12-24 -1914105.810000 N N N N/A N/A 000000000 1.000000 NC -23380.160000 -0.0002848 N/A DFE JP N 2 BNP Paribas S.A. N/A 559070.090000 USD 59300000.000000 JPY 2021-05-17 -23380.160000 N N N N/A N/A 000000000 1.000000 NC 114874.780000 0.0013993 N/A DFE AU N 2 BNP Paribas S.A. N/A 27279000.000000 AUD 20851361.070000 USD 2021-05-04 114874.780000 N N N N/A N/A 000000000 1.000000 NC 1711649.460000 0.0208502 N/A DFE CA N 2 BNP Paribas S.A. N/A 389692000.000000 CAD 311860979.970000 USD 2021-04-07 1711649.460000 N N N N/A N/A 000000000 1.000000 NC -307693.750000 -0.0037481 N/A DFE CA N 2 BNP Paribas S.A. N/A 101797530.000000 CAD 80714224.040000 USD 2021-05-04 -307693.750000 N N N N/A N/A 000000000 1.000000 NC 695968.820000 0.0084778 N/A DFE N/A N 2 BNP Paribas S.A. N/A 21428000.000000 EUR 25824044.200000 USD 2021-04-07 695968.820000 N N N N/A N/A 000000000 1.000000 NC 688350.990000 0.0083850 N/A DFE N/A N 2 BNP Paribas S.A. N/A 33400000.000000 EUR 39855688.940000 USD 2021-04-07 688350.990000 N N N N/A N/A 000000000 1.000000 NC 677283.520000 0.0082502 N/A DFE N/A N 2 BNP Paribas S.A. N/A 39138000.000000 EUR 46573429.410000 USD 2021-04-07 677283.520000 N N N N/A N/A 000000000 1.000000 NC 104284.600000 0.0012703 N/A DFE JP N 2 BNP Paribas S.A. N/A 200000000.000000 JPY 1913311.670000 USD 2021-09-17 104284.600000 N N N N/A N/A 000000000 1.000000 NC 365212.500000 0.0044488 N/A DFE JP N 2 BNP Paribas S.A. N/A 700000000.000000 JPY 6697282.820000 USD 2021-09-24 365212.500000 N N N N/A N/A 000000000 1.000000 NC 98229.100000 0.0011966 N/A DFE JP N 2 BNP Paribas S.A. N/A 200000000.000000 JPY 1905496.880000 USD 2021-06-18 98229.100000 N N N N/A N/A 000000000 1.000000 NC 148538.500000 0.0018094 N/A DFE JP N 2 BNP Paribas S.A. N/A 300000000.000000 JPY 2866561.560000 USD 2021-12-20 148538.500000 N N N N/A N/A 000000000 1.000000 NC 95893.720000 0.0011681 N/A DFE JP N 2 BNP Paribas S.A. N/A 200000000.000000 JPY 1908151.140000 USD 2021-12-27 95893.720000 N N N N/A N/A 000000000 1.000000 NC 339226.480000 0.0041322 N/A DFE JP N 2 BNP Paribas S.A. N/A 800000000.000000 JPY 7569671.730000 USD 2021-07-06 339226.480000 N N N N/A N/A 000000000 1.000000 NC 186140.200000 0.0022674 N/A DFE JP N 2 BNP Paribas S.A. N/A 320000000.000000 JPY 3084203.580000 USD 2021-11-29 186140.200000 N N N N/A N/A 000000000 1.000000 NC 291450.810000 0.0035503 N/A DFE JP N 2 BNP Paribas S.A. N/A 500000000.000000 JPY 4816654.060000 USD 2021-10-25 291450.810000 N N N N/A N/A 000000000 1.000000 NC 261359.410000 0.0031837 N/A DFE JP N 2 BNP Paribas S.A. N/A 450000000.000000 JPY 4338938.600000 USD 2021-12-27 261359.410000 N N N N/A N/A 000000000 1.000000 NC 62008.550000 0.0007553 N/A DFE JP N 2 BNP Paribas S.A. N/A 100000000.000000 JPY 965642.440000 USD 2021-06-18 62008.550000 N N N N/A N/A 000000000 1.000000 NC 62371.780000 0.0007598 N/A DFE JP N 2 BNP Paribas S.A. N/A 100000000.000000 JPY 967464.180000 USD 2021-10-28 62371.780000 N N N N/A N/A 000000000 1.000000 NC 92138.880000 0.0011224 N/A DFE JP N 2 BNP Paribas S.A. N/A 200000000.000000 JPY 1909264.130000 USD 2022-05-31 92138.880000 N N N N/A N/A 000000000 1.000000 NC 23343.210000 0.0002844 N/A DFE JP N 2 BNP Paribas S.A. N/A 59300000.000000 JPY 558836.750000 USD 2021-04-07 23343.210000 N N N N/A N/A 000000000 1.000000 NC -207918.810000 -0.0025327 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 29350775.310000 USD 36617000.000000 CAD 2021-04-07 -207918.810000 N N N N/A N/A 000000000 1.000000 NC 472204.560000 0.0057521 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 196930292.970000 USD 248029470.000000 CAD 2021-04-07 472204.560000 N N N N/A N/A 000000000 1.000000 NC 132380.410000 0.0016126 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10879000.000000 AUD 8401025.980000 USD 2021-04-07 132380.410000 N N N ASHFORD HOSPITALITY TRUST 2018-ASHF N/A 04410RAA4 6063103.840000 PA USD 6060509.440000 0.0738252 Long ABS-MBS CORP US N 2 2035-04-15 Floating 1.006 N N N N N N N/A N/A 000000000 1.000000 NC -469355.470000 -0.0057174 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 248029470.000000 CAD 196940378.620000 USD 2021-05-04 -469355.470000 N N N N/A N/A 000000000 1.000000 NC 1684729.710000 0.0205223 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 144466000.000000 GBP 200798942.020000 USD 2021-05-17 1684729.710000 N N N N/A N/A 000000000 1.000000 NC 429745.380000 0.0052349 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 28088060.000000 ILS 8883004.430000 USD 2022-01-31 429745.380000 N N N N/A N/A 000000000 1.000000 NC 551154.410000 0.0067138 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 37746800.000000 ILS 11911265.380000 USD 2022-01-31 551154.410000 N N N N/A N/A 000000000 1.000000 NC 429484.790000 0.0052317 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 27979560.000000 ILS 8850090.150000 USD 2022-01-31 429484.790000 N N N N/A N/A 000000000 1.000000 NC 540503.030000 0.0065841 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 52087140.000000 ILS 16216419.680000 USD 2022-01-31 540503.030000 N N N N/A N/A 000000000 1.000000 NC 568566.150000 0.0069259 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 52202900.000000 ILS 16279321.420000 USD 2022-01-31 568566.150000 N N N N/A N/A 000000000 1.000000 NC 906337.540000 0.0110404 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 108021600.000000 ILS 33375538.770000 USD 2021-11-30 906337.540000 N N N N/A N/A 000000000 1.000000 NC 411033.300000 0.0050069 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 61215300.000000 ILS 18811167.110000 USD 2021-11-30 411033.300000 N N N N/A N/A 000000000 1.000000 NC 1028611.550000 0.0125299 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 145023200.000000 ILS 44619777.240000 USD 2021-11-30 1028611.550000 N N N N/A N/A 000000000 1.000000 NC 16275.910000 0.0001983 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8002400.000000 ILS 2419032.070000 USD 2021-10-06 16275.910000 N N N N/A N/A 000000000 1.000000 NC 675979.660000 0.0082343 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1200000000.000000 JPY 11530142.100000 USD 2021-09-17 675979.660000 N N N N/A N/A 000000000 1.000000 NC 731376.610000 0.0089092 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1300000000.000000 JPY 12504085.470000 USD 2021-11-26 731376.610000 N N N N/A N/A 000000000 1.000000 NC 56270.150000 0.0006854 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 100000000.000000 JPY 962277.840000 USD 2021-12-20 56270.150000 N N N N/A N/A 000000000 1.000000 NC 1311775.500000 0.0159792 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2000000000.000000 JPY 19392152.970000 USD 2021-07-28 1311775.500000 N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 045167CU5 25840000.000000 PA USD 25845843.970000 0.3148374 Long DBT CORP N/A N 2 2021-12-15 Floating 0.19388 N N N N N N 2021-05-05 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer