SOLD GBP/BOUGHT USD

NPORT-P false 0000810893 XXXXXXXX S000032049 C000099804 C000099802 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Total Return Fund IV S000032049 PY0CUOITINQ307GVTQ46 2022-03-31 2021-06-30 N 541798033.070000 175012414.790000 366785618.280000 0.000000 0.000000 5542062.550000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 JPY PEN ILS USD AUD EUR GBP N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC 685029.590000 0.1867657 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 22514000.000000 GBP 31828645.180000 USD 2021-07-02 685029.590000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC -17056.800000 -0.0046503 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 30460722.600000 USD 22008000.000000 GBP 2021-07-02 -17056.800000 N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC 16574.070000 0.0045187 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 22008000.000000 GBP 30463143.480000 USD 2021-08-03 16574.070000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC -11385.570000 -0.0031041 N/A DFE IL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3905000.000000 ILS 1190276.610000 USD 2022-01-31 -11385.570000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 5250.160000 0.0014314 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 26404161.000000 JPY 243011.630000 USD 2021-08-17 5250.160000 N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 06/31 2.75 00206RJY9 1300000.000000 PA USD 1352682.460000 0.3687938 Long DBT CORP US N 2 2031-06-01 Fixed 2.75 N N N N N N N/A N/A CDX ITRAXX MAIN34 5Y ICE 000000000 1.000000 NC 39309.130000 0.0107172 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 34 Y Single Leg Swap 2025-12-21 31755.470000 EUR 0.000000 EUR 1200000.000000 EUR 7553.660000 N N N N/A N/A CDX ITRAXX MAIN35 5Y ICE 000000000 1.000000 NC 79830.020000 0.0217648 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 35 Y Single Leg Swap 2026-06-21 76036.230000 EUR 0.000000 EUR 2500000.000000 EUR 3793.790000 N N N N/A N/A BOUGHT EUR/SOLD USD 000000000 1.000000 NC -7780.590000 -0.0021213 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 361134.130000 USD 298000.000000 EUR 2021-07-02 -7780.590000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC 3339.930000 0.0009106 N/A DFE IL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2267119.000000 ILS 700203.530000 USD 2021-11-30 3339.930000 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 ATMOS ENERGY CORP SR UNSECURED 01/31 1.5 049560AT2 1400000.000000 PA USD 1329155.870000 0.3623795 Long DBT CORP US N 2 2031-01-15 Fixed 1.5 N N N N N N N/A N/A ROLLS-ROYCE PLC SNR SE ICE 000000000 1.000000 NC -40630.920000 -0.0110776 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC Y Single Leg Swap 2024-12-21 0.000000 EUR -153756.120000 EUR 1100000.000000 EUR 113125.200000 N N N N/A N/A RUSSIA EM SP GST 000000000 1.000000 NC USD 14856.350000 0.0040504 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 RUSSIAN GOVT RUSSIAN FEDERATION SR UNSEC REGS Y Single Leg Swap 2024-12-21 6406.880000 USD 0.000000 USD 1000000.000000 USD 8449.470000 N N N N/A N/A SIMON PROPERTY GROUP LP SNR S* ICE 000000000 1.000000 NC USD 27979.170000 0.0076282 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 SIMON PROPERTY GROUP LP SIMON PROPERTY GROUP LP SR UNSECURED Y Single Leg Swap 2022-06-21 16905.780000 USD 0.000000 USD 3500000.000000 USD 11073.390000 N N N N/A N/A SOUTH AFRICA EM SP GST 000000000 1.000000 NC USD -17773.240000 -0.0048457 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2024-06-21 0.000000 USD -129847.600000 USD 3100000.000000 USD 112074.360000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC -7434.870000 -0.0020270 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 707384.660000 USD 506000.000000 GBP 2021-07-02 -7434.870000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 228097.800000 0.0621883 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 6066000.000000 EUR 7420858.080000 USD 2021-07-02 228097.800000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 831.970000 0.0002268 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 5768000.000000 EUR 6844756.280000 USD 2021-08-03 831.970000 N N N N/A N/A BOUGHT PEN/SOLD USD 000000000 1.000000 NC 12564.840000 0.0034257 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 362074.360000 USD 1441237.000000 PEN 2021-07-13 12564.840000 N N N N/A N/A SOLD PEN/BOUGHT USD 000000000 1.000000 NC -13151.550000 -0.0035856 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1441237.000000 PEN 362383.900000 USD 2021-09-22 -13151.550000 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5 05369AAH4 1000000.000000 PA USD 1131231.440000 0.3084176 Long DBT CORP US N 2 2024-12-15 Fixed 5.5 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 02/26 2.125 05401AAM3 1200000.000000 PA USD 1196049.220000 0.3260895 Long DBT CORP KY N 2 2026-02-21 Fixed 2.125 N N N N N N N/A N/A IRS JPY 0.10000 03/20/19-5Y LCH 000000000 1.000000 NC 58911.860000 0.0160617 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2024-03-21 81623.800000 JPY 0.000000 JPY 1720000000.000000 JPY -22711.940000 N N N N/A N/A IRS JPY 0.25000 09/17/29-1Y* (GLD) LCH 000000000 1.000000 NC 9862.970000 0.0026890 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2031-03-17 0.000000 JPY -908.730000 JPY 2580000000.000000 JPY 10771.700000 N N N N/A N/A IRS JPY 0.30000 09/20/17-10Y LCH 000000000 1.000000 NC -29115.010000 -0.0079379 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2027-09-21 0.000000 JPY -34973.080000 JPY 170040000.000000 JPY 5858.070000 N N N N/A N/A IRS JPY 0.35000 03/17/21-30Y LCH 000000000 1.000000 NC 7920.720000 0.0021595 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2051-03-17 10958.220000 JPY 0.000000 JPY 20000000.000000 JPY -3037.500000 N N N N/A N/A IRS JPY 0.45000 03/20/19-10Y LCH 000000000 1.000000 NC 2997.630000 0.0008173 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2029-03-21 3492.050000 JPY 0.000000 JPY 10000000.000000 JPY -494.420000 N N N N/A N/A IRS JPY 0.52000 03/16/21-30Y LCH 000000000 1.000000 NC -638.200000 -0.0001740 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2051-03-16 0.000000 JPY 0.000000 JPY 14000000.000000 JPY -638.200000 N N N N/A N/A IRS JPY 0.53750 03/15/21-30Y LCH 000000000 1.000000 NC -5751.620000 -0.0015681 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2051-03-15 0.000000 JPY -579.870000 JPY 63000000.000000 JPY -5171.750000 N N N N/A N/A IRS JPY 0.55675 03/17/21-30Y LCH 000000000 1.000000 NC -6900.220000 -0.0018813 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2051-03-17 0.000000 JPY 0.000000 JPY 49000000.000000 JPY -6900.220000 N N N N/A N/A IRS JPY 0.57034 03/19/21-30Y LCH 000000000 1.000000 NC -3161.210000 -0.0008619 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2051-03-20 0.000000 JPY 0.000000 JPY 18000000.000000 JPY -3161.210000 N N N N/A N/A IRS JPY 0.57200 04/07/21-30Y LCH 000000000 1.000000 NC -1754.620000 -0.0004784 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2051-04-07 0.000000 JPY 0.000000 JPY 10000000.000000 JPY -1754.620000 N N N N/A N/A IRS JPY 0.75000 03/20/18-20Y LCH 000000000 1.000000 NC -60491.440000 -0.0164923 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2038-03-22 0.000000 JPY -71438.000000 JPY 81900000.000000 JPY 10946.560000 N N N N/A N/A IRS JPY 1.00000 03/21/18-30Y LCH 000000000 1.000000 NC -86652.410000 -0.0236248 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2048-03-23 0.000000 JPY -111417.140000 JPY 68700000.000000 JPY 24764.730000 N N N N/A N/A IRS USD 0.20000 12/11/20-1Y* (WHT) CME 000000000 1.000000 NC USD -12358.590000 -0.0033694 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2022-03-11 4052.220000 USD 0.000000 USD 15000000.000000 USD -16410.810000 N N N BANC OF AMERICA FUNDING CORP 2005-D N/A BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1 06051GDM8 882044.190000 PA USD 893917.390000 0.2437166 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.85224 N N N N N N N/A N/A OIS GBP SONIO/0.75000 09/15/21-30Y LCH 000000000 1.000000 NC 163969.640000 0.0447045 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2051-09-15 277624.680000 GBP 0.000000 GBP 5900000.000000 GBP -113655.040000 N N N N/A N/A LONG GILT FUTURE SEP21 IFLL 20210928 000000000 3.000000 NC 5184.010000 0.0014134 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Long N/A UNITED KINGDOM GOVT 2021-09-28 531602.180000 GBP 5184.010000 N N N N/A N/A US 10YR NOTE (CBT)SEP21 XCBT 20210921 000000000 568.000000 NC USD 419427.780000 0.1143523 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-09-21 75211187.220000 USD 419427.780000 N N N N/A N/A US 5YR NOTE (CBT) SEP21 XCBT 20210930 000000000 -72.000000 NC USD 17061.190000 0.0046515 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-09-30 -8883281.230000 USD 17061.190000 N N N N/A N/A US LONG BOND(CBT) SEP21 XCBT 20210921 000000000 -24.000000 NC USD -106346.590000 -0.0289942 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-09-21 -3853125.000000 USD -106346.590000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 03/27 VAR 06051GJQ3 1400000.000000 PA USD 1411797.270000 0.3849107 Long DBT CORP US N 2 2027-03-11 Floating 1.658 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 10/26 VAR 06051GJK6 1400000.000000 PA USD 1388180.320000 0.3784719 Long DBT CORP US N 2 2026-10-24 Floating 1.197 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 07274NAL7 1200000.000000 PA USD 1376137.850000 0.3751886 Long DBT CORP US N 2 2028-12-15 Fixed 4.375 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1 07384MSH6 17695.290000 PA USD 18326.300000 0.0049965 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.50941 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS SR UNSECURED 144A 04/32 VAR 09659W2P8 1200000.000000 PA USD 1233215.510000 0.3362224 Long DBT CORP FR N 2 2032-04-19 Floating 2.871 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 BOSTON GAS COMPANY SR UNSECURED 144A 08/29 3.001 100743AL7 1200000.000000 PA USD 1264660.580000 0.3447956 Long DBT CORP US N 2 2029-08-01 Fixed 3.001 N N N N N N BRANDYWINE OPERATING PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 BRANDYWINE OPER PARTNERS COMPANY GUAR 02/23 3.95 105340AM5 900000.000000 PA USD 938827.680000 0.2559609 Long DBT CORP US N 2 2023-02-15 Fixed 3.95 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 BROADCOM INC SR UNSECURED 144A 04/34 3.469 11135FBL4 1200000.000000 PA USD 1270536.000000 0.3463974 Long DBT CORP US N 2 2034-04-15 Fixed 3.469 N N N N N N CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK 549300C1OG9RDIM8ET06 CALIFORNIA ST INFRASTRUCTURE CASDEV 01/50 ADJUSTABLE VAR 13034AK90 1200000.000000 PA USD 1200000.000000 0.3271666 Long DBT MUN US N 2 2050-01-01 Variable 0.45 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 CANTOR FITZGERALD LP UNSECURED 144A 06/22 6.5 138616AC1 3500000.000000 PA USD 3692002.410000 1.0065832 Long DBT CORP US N 2 2022-06-17 Fixed 6.5 N N N N N N CARLYLE FINANCE SUBSIDIARY LLC N/A CARLYLE FINANCE SUB LLC COMPANY GUAR 144A 09/29 3.5 14314DAA1 1200000.000000 PA USD 1291188.110000 0.3520280 Long DBT CORP US N 2 2029-09-19 Fixed 3.5 N N N N N N CD MORTGAGE TRUST 2016-CD2 N/A CD COMMERCIAL MORTGAGE TRUST CD 2016 CD2 ASB 12515ABC3 2300000.000000 PA USD 2459659.560000 0.6705987 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.348 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 4A1 161630AN8 8002.890000 PA USD 8396.850000 0.0022893 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.369 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 07/26 VAR 172967MB4 1000000.000000 PA USD 1029353.940000 0.2806418 Long DBT CORP US N 2 2026-07-01 Floating 1.39488 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 CITRIX SYSTEMS INC SR UNSECURED 03/26 1.25 177376AG5 1200000.000000 PA USD 1185868.260000 0.3233137 Long DBT CORP US N 2 2026-03-01 Fixed 1.25 N N N N N N COCA-COLA FEMSA SAB DE CV (AKA: COCA COLA FEMSA SA DE CV) 5493008KEVFYPMGTXO33 COCA COLA FEMSA SAB CV COMPANY GUAR 09/32 1.85 191241AJ7 1500000.000000 PA USD 1451437.500000 0.3957182 Long DBT CORP MX N 2 2032-09-01 Fixed 1.85 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-6 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A1 126673AW2 2015804.860000 PA USD 1967339.670000 0.5363732 Long ABS-MBS CORP US N 2 2034-12-25 Floating 0.6315 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2003-AR22 N/A CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR22 3A1 22541QRL8 2567.840000 PA USD 2664.750000 0.0007265 Long ABS-MBS CORP US N 2 2033-09-25 Floating 3.18984 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S SR UNSECURED 144A 09/26 VAR 23636AAZ4 1200000.000000 PA USD 1202326.790000 0.3278010 Long DBT CORP DK N 2 2026-09-11 Floating 1.621 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A DELL INT LLC / EMC CORP SR SECURED 06/23 5.45 24703TAA4 1400000.000000 PA USD 1519209.030000 0.4141954 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST N/A DELTA AIR LINES 2020 AA PASS THRU CE 12/29 2 247361ZV3 1128247.280000 PA USD 1136929.830000 0.3099712 Long DBT CORP US N 2 2029-12-10 Fixed 2 N N N N N N DELTA FNDG HOME EQ LN TR 1999-2 N/A DELTA FUNDING HOME EQUITY LOAN DELHE 1999 2 A7F 24763LFN5 7303.790000 PA USD 7359.790000 0.0020066 Long ABS-MBS CORP US N 2 2030-08-15 Fixed 7.03 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 02/23 3.95 251526BR9 200000.000000 PA USD 210093.400000 0.0572796 Long DBT CORP DE N 2 2023-02-27 Fixed 3.95 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 11/22 3.3 251526BL2 2900000.000000 PA USD 3005261.940000 0.8193511 Long DBT CORP DE N 2 2022-11-16 Fixed 3.3 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 11/25 VAR 251526CB3 2800000.000000 PA USD 3028947.430000 0.8258087 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DRIVER AUSTRALIA-5 N/A DRIVER AUSTRALIA DAOT 5 A REGS BD6SPWII8 867222.710000 PA 651199.930000 0.1775424 Long ABS-O CORP AU N 2 2026-07-21 Floating 0.9424 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 DUKE ENERGY CAROLINAS 1ST MORTGAGE 04/31 2.55 26442CBB9 1200000.000000 PA USD 1247010.100000 0.3399834 Long DBT CORP US N 2 2031-04-15 Fixed 2.55 N N N N N N EASTERN ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 EASTERN ENERGY GAS SR UNSECURED 11/24 2.5 257375AN5 1100000.000000 PA USD 1156775.080000 0.3153818 Long DBT CORP US N 2 2024-11-15 Fixed 2.5 N N N N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 ELECTRONIC ARTS INC SR UNSECURED 02/31 1.85 285512AE9 1400000.000000 PA USD 1354345.870000 0.3692473 Long DBT CORP US N 2 2031-02-15 Fixed 1.85 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 ENTERGY CORP SR UNSECURED 09/26 2.95 29364GAJ2 2700000.000000 PA USD 2882989.370000 0.7860148 Long DBT CORP US N 2 2026-09-01 Fixed 2.95 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 EPR PROPERTIES COMPANY GUAR 04/25 4.5 26884UAB5 1400000.000000 PA USD 1499862.180000 0.4089207 Long DBT CORP US N 2 2025-04-01 Fixed 4.5 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 EQUINIX INC SR UNSECURED 05/31 2.5 29444UBS4 1200000.000000 PA USD 1221495.260000 0.3330270 Long DBT CORP US N 2 2031-05-15 Fixed 2.5 N N N N N N EUROHOME UK MORTGAGES 2007-1 A N/A EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS B1VBS4II2 1839270.650000 PA 2501137.780000 0.6819073 Long ABS-MBS CORP GB N 2 2044-06-15 Floating 0.23125 N N N N N N EUROSAIL PLC 2007-3A N/A EUROSAIL PLC ESAIL 2007 3A A3C 144A 29880YAJ8 1495860.800000 PA 2073569.580000 0.5653356 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.03425 N N N N N N EUROSAIL PLC 2007-3X N/A EUROSAIL PLC ESAIL 2007 3X A3A REGS ACI01JMT5 1683061.800000 PA 2333184.920000 0.6361168 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.03425 N N N N N N EUROSAIL-UK 2007-4BL PLC 4X N/A EUROSAIL PLC ESAIL 2007 4X A3 REGS BTGD2JII9 5511744.000000 PA 7675892.010000 2.0927462 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.03425 N N N N N N EXPEDIA GROUP INC N/A EXPEDIA GROUP INC COMPANY GUAR 02/30 3.25 30212PAR6 1100000.000000 PA USD 1150045.410000 0.3135470 Long DBT CORP US N 2 2030-02-15 Fixed 3.25 N N N N N N FANNIE MAE REMICS 2010-109 N/A FANNIE MAE FNR 2010 109 N 31398NRZ9 925459.080000 PA USD 982301.330000 0.2678135 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2013-6 N/A FANNIE MAE FNR 2013 6 SN 3136ABP49 3660198.490000 PA USD 3814474.030000 1.0399737 Long ABS-MBS USGSE US N 2 2033-02-25 Floating 4.0585 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL A22196 FG 05/34 FIXED 5 31296YNM1 55189.530000 PA USD 62580.970000 0.0170620 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL A83575 FG 12/38 FIXED 5 3129296L1 365588.940000 PA USD 417531.860000 0.1138354 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL C90804 FG 03/24 FIXED 5 31335H3M3 28099.430000 PA USD 30767.230000 0.0083883 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL C91186 FG 06/28 FIXED 5 3128P7J79 27646.810000 PA USD 30324.260000 0.0082676 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL G04731 FG 04/38 FIXED 5.5 3128M6SU3 139470.120000 PA USD 162434.180000 0.0442859 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FIDELITY NATIONAL FINANCIAL INC 549300CAZYIH39SYQ287 FIDELITY NATL FINANCIAL SR UNSECURED 09/22 5.5 31620RAF2 1000000.000000 PA USD 1056289.030000 0.2879854 Long DBT CORP US N 2 2022-09-01 Fixed 5.5 N N N N N N FIRSTMAC MORTGAGE FUNDING TRUST 2018-1 N/A FIRSTMAC MORTGAGE FUNDING TRUS FMACB 2018 1 A1A ACI11D2X9 1289279.030000 PA 973759.930000 0.2654848 Long ABS-MBS CORP AU N 2 2049-03-08 Floating 1.06 N N N N N N FIRSTMAC MORTGAGE FUNDING TRUST 2018-1 N/A FIRSTMAC MORTGAGE FUNDING TRUS FMACB 2018 1 A1B ACI11DPY2 1500000.000000 PA 1135724.470000 0.3096426 Long ABS-MBS CORP AU N 2 2049-03-08 Floating 1.31 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 745516 FN 05/36 FIXED VAR 31403DGZ6 18638.430000 PA USD 21603.140000 0.0058899 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 881635 FN 02/36 FIXED 5.5 31409XPU7 37360.470000 PA USD 43300.360000 0.0118054 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AH3690 FN 01/41 FIXED 4.5 3138A5C42 9115.260000 PA USD 9862.090000 0.0026888 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AH7310 FN 02/31 FIXED 4.5 3138A9DQ4 32410.750000 PA USD 34889.340000 0.0095122 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AI0097 FN 04/41 FIXED 4.5 3138ADDB8 21498.420000 PA USD 24007.380000 0.0065453 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AL5548 FN 05/38 FLOATING VAR 3138ENEW5 789559.230000 PA USD 835716.170000 0.2278487 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 2.168 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AL7183 FN 01/36 FLOATING VAR 3138EP6V1 1446502.560000 PA USD 1539342.520000 0.4196845 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 2.372 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AM0359 FN 08/22 FIXED 2.31 3138L0MH1 96312.840000 PA USD 97530.740000 0.0265907 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 2.31 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AO8268 FN 07/42 FIXED 4.5 3138M0FJ4 164211.840000 PA USD 177305.660000 0.0483404 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AW4568 FN 06/29 FIXED 3 3138XUCE0 47885.520000 PA USD 50777.650000 0.0138440 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL BJ0647 FN 03/48 FIXED 3.5 3140H1WH9 125731.820000 PA USD 132960.940000 0.0362503 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL BJ3524 FN 11/47 FIXED 4 3140H44J0 5206003.300000 PA USD 5584080.440000 1.5224371 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 PIMCO PRV SHORT TERM FLT III MUTUAL FUND 000000000 1852640.920000 PA USD 18268892.110000 4.9808093 Long STIV RF US N 1 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 01/22 VAR 345397ZN6 2600000.000000 PA USD 2625434.160000 0.7157953 Long DBT CORP US N 2 2022-01-07 Floating 3.33975 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 02/23 VAR 345397ZC0 3000000.000000 PA USD 2989710.180000 0.8151111 Long DBT CORP US N 2 2023-02-15 Floating 1.39088 N N N N N N FRESENIUS MEDICAL CARE US FINANCE III INC 5299006ZHLMXOOUVTU44 FRESENIUS MED CARE III COMPANY GUAR 144A 12/26 1.875 35805BAC2 1200000.000000 PA USD 1201126.820000 0.3274738 Long DBT CORP US N 2 2026-12-01 Fixed 1.875 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 GE CAPITAL FUNDING LLC COMPANY GUAR 05/30 4.4 36166NAJ2 900000.000000 PA USD 1049546.230000 0.2861471 Long DBT CORP US N 2 2030-05-15 Fixed 4.4 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 GEORGIA POWER CO SR UNSECURED 03/51 3.25 373334KP5 1100000.000000 PA USD 1112506.580000 0.3033125 Long DBT CORP US N 2 2051-03-15 Fixed 3.25 N N N N N N GLOBE LIFE INC 5493001JFHKQOPP6XA71 GLOBE LIFE INC SR UNSECURED 08/30 2.15 37959EAA0 1000000.000000 PA USD 984823.820000 0.2685012 Long DBT CORP US N 2 2030-08-15 Fixed 2.15 N N N N N N GNMA PASS THRU POOLS N/A GNMA POOL AY4224 GN 05/47 FIXED 5 36196TVR2 49852.510000 PA USD 56363.360000 0.0153668 Long ABS-MBS USGSE US N 2 2047-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A GNMA POOL BB3477 GN 09/47 FIXED 5 3617AT2J1 120339.710000 PA USD 136868.950000 0.0373158 Long ABS-MBS USGSE US N 2 2047-09-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A GNMA POOL BP1218 GN 09/49 FIXED 4 3617L7K73 967542.960000 PA USD 1040631.190000 0.2837165 Long ABS-MBS USGSE US N 2 2049-09-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A GNMA POOL BP6229 GN 11/49 FIXED 3 3617LC4N5 1079473.160000 PA USD 1123435.360000 0.3062921 Long ABS-MBS USGSE US N 2 2049-11-15 Fixed 3 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR 38141GVX9 900000.000000 PA USD 953998.570000 0.2600970 Long DBT CORP US N 2 2027-10-28 Floating 1.934 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-145 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2010 145 LO 38377NMW1 3342568.710000 PA USD 3162508.880000 0.8622227 Long ABS-MBS USGSE US N 2 2039-11-20 None 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM 38376RAT3 513866.650000 PA USD 515570.020000 0.1405644 Long ABS-MBS USGSE US N 2 2065-04-20 Floating 0.55725 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H23 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H23 FA 38376RHD1 1976751.380000 PA USD 2000925.070000 0.5455299 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 0.72725 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F 38375UXM7 2456263.990000 PA USD 2500403.550000 0.6817071 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 0.90725 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H14 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H14 FA 38376RVV5 2377571.440000 PA USD 2420676.330000 0.6599704 Long ABS-MBS USGSE US N 2 2066-06-20 Floating 0.90725 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H18 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H18 FA 38376RXY7 2754835.780000 PA USD 2800000.210000 0.7633888 Long ABS-MBS USGSE US N 2 2066-08-20 Floating 0.85725 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-182 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 182 FW 38380UAY9 925754.480000 PA USD 929233.740000 0.2533452 Long ABS-MBS USGSE US N 2 2047-05-20 Floating 0.43588 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H07 FG 38376RY26 1949828.200000 PA USD 1958786.490000 0.5340412 Long ABS-MBS USGSE US N 2 2067-02-20 Floating 0.56725 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FD 38376R5D4 290439.280000 PA USD 292197.160000 0.0796643 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 0.57725 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE 38376R5H5 2954461.930000 PA USD 3000887.750000 0.8181585 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 1.03113 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H16 KF 38375UG53 1501195.490000 PA USD 1518910.800000 0.4141141 Long ABS-MBS USGSE US N 2 2067-08-20 Floating 0.85725 N N N N N N GREAT HALL MORTGAGES PLC 2007-2X N/A GREAT HALL MORTGAGES PLC GHM 2007 2X AC REGS B1Z97QII7 1443859.030000 PA USD 1424440.570000 0.3883578 Long ABS-MBS CORP GB N 2 2039-06-18 Floating 0.2545 N N N N N N GS MORTGAGE SECURITIES TRUST 2016-GS4 N/A GS MORTGAGE SECURITIES TRUST GSMS 2016 GS4 AAB 36251XAS6 3500000.000000 PA USD 3714477.200000 1.0127107 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.278 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR1 N/A GSR MORTGAGE LOAN TRUST GSR 2005 AR1 1A1 36242DUL5 265194.450000 PA USD 262764.080000 0.0716397 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.67773 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 GUARDIAN LIFE GLOB FUND SECURED 144A 11/27 1.25 40139LBA0 1100000.000000 PA USD 1074008.930000 0.2928165 Long DBT CORP US N 2 2027-11-19 Fixed 1.25 N N N N N N HAWKSMOOR MORTGAGES 19-1A N/A HAWKSMOOR MORTGAGES PLC HWKSM 2019 1A A 144A ACI1DHFV7 3615931.670000 PA 5027402.950000 1.3706652 Long ABS-MBS CORP GB N 2 2053-05-25 Floating 1.09987 N N N N N N HOMEBANC MORTGAGE TRUST 2005-1 N/A HOMEBANC MORTGAGE TRUST HMBT 2005 1 A1 43739EAP2 408840.150000 PA USD 374961.040000 0.1022289 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.5915 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 HOST HOTELS + RESORTS LP SR UNSECURED 04/24 3.875 44107TAX4 2900000.000000 PA USD 3097486.960000 0.8444952 Long DBT CORP US N 2 2024-04-01 Fixed 3.875 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65 44409MAB2 1100000.000000 PA USD 1265709.410000 0.3450815 Long DBT CORP US N 2 2029-04-01 Fixed 4.65 N N N N N N IMPAC CMB TR 2004-6 N/A IMPAC CMB TRUST IMM 2004 6 1A2 45254NKD8 1582364.270000 PA USD 1607454.550000 0.4382545 Long ABS-MBS CORP US N 2 2034-10-25 Floating 0.8715 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125 45262BAA1 1500000.000000 PA USD 1579618.940000 0.4306655 Long DBT CORP GB N 2 2024-07-26 Fixed 3.125 N N N N N N INTEGRIS BAPTIST MEDICAL CENTER 549300S00ZKDLJSB3927 INTEGRIS BAPTIST MEDICAL SR SECURED 08/50 3.875 45834QAA7 1600000.000000 PA USD 1810890.350000 0.4937190 Long DBT CORP US N 2 2050-08-15 Fixed 3.875 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 INTL FLAVOR + FRAGRANCES SR UNSECURED 144A 11/30 2.3 459506AQ4 1200000.000000 PA USD 1194722.640000 0.3257278 Long DBT CORP US N 2 2030-11-01 Fixed 2.3 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ISRAEL FIXED BOND BONDS 01/22 5.5 977UCSII1 3700000.000000 PA 1197621.280000 0.3265181 Long DBT NUSS IL N 2 2022-01-31 Fixed 5.5 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ISRAEL FLOATING RATE BONDS 11/21 VAR ACI1VWZN0 4000000.000000 PA 1226937.410000 0.3345108 Long DBT NUSS IL N 2 2021-11-30 Floating 0.000001 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ISRAEL MAKAM BILL BILLS 04/22 0.00000 ACI1WZJ67 3800000.000000 PA 1165473.980000 0.3177535 Long DBT MUN IL N 2 2022-04-06 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ISRAEL MAKAM BILL BILLS 10/21 0.00000 ACI1WD5H7 3900000.000000 PA 1196263.980000 0.3261480 Long DBT MUN IL N 2 2021-10-06 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ISRAEL TREASURY BILL MOF BILLS 11/21 0.00000 ACI1VRHK7 8600000.000000 PA 2638179.220000 0.7192701 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 JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 LAQ A 144A 46649VAA9 983699.560000 PA USD 985681.320000 0.2687350 Long ABS-MBS CORP US N 2 2032-06-15 Floating 1.073 N N N N N N JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST N/A JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75 477143AH4 1408553.570000 PA USD 1452280.140000 0.3959480 Long DBT CORP US N 2 2033-11-15 Fixed 2.75 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR 46647PCB0 1200000.000000 PA USD 1206776.720000 0.3290142 Long DBT CORP US N 2 2027-04-22 Floating 1.578 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4 N/A JPMDB COMMERCIAL MORTGAGE SECU JPMDB 2016 C4 ASB 46646RAK9 3500000.000000 PA USD 3707061.050000 1.0106888 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 2.9941 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 KAISER FOUNDATION HOSPIT UNSECURED 06/41 2.81 48305QAF0 1200000.000000 PA USD 1226677.680000 0.3344400 Long DBT CORP US N 2 2041-06-01 Fixed 2.81 N N N N N N LANDMARK MORTGAGE SECURITIES NO 3 PLC N/A LANDMARK MORTGAGE SECURITIES P LMS 3 A REGS ACI0B57H7 306320.100000 PA 408507.450000 0.1113750 Long ABS-MBS CORP GB N 2 2044-04-17 Floating 0.36413 N N N N N N LEASEPLAN CORPORATION NV 724500C60L930FVHS484 LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875 52206AAD2 1200000.000000 PA USD 1261252.320000 0.3438664 Long DBT CORP NL N 2 2024-10-24 Fixed 2.875 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR 949746TD3 1100000.000000 NS USD 1139517.500000 0.3106767 Long EP CORP US N 2 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC SR UNSECURED 03/25 4 ACI115ML0 2100000.000000 PA 1720282.860000 0.4690159 Long DBT CORP GB N 2 2025-03-07 Fixed 4 N N N N N N LOS ANGELES COMMUNITY COLLEGE DISTRICT N/A LOS ANGELES CA CMNTY CLG DIST LOSHGR 08/28 FIXED 1.606 54438CYM8 1100000.000000 PA USD 1103292.630000 0.3008004 Long DBT MUN US N 2 2028-08-01 Fixed 1.606 N N N N N N LUDGATE FUNDING PLC 2006-1X N/A LUDGATE FUNDING PLC LGATE 2006 1X A2A REGS ACI00QMR4 2315046.640000 PA 3120818.240000 0.8508562 Long ABS-MBS CORP GB N 2 2060-12-01 Floating 0.2695 N N N N N N MANSARD MORTGAGES PLC 2007-1X N/A MANSARD MORTGAGES PLC MANSD 2007 1X A2 REGS 993XQKII7 681204.320000 PA 913943.370000 0.2491764 Long ABS-MBS CORP GB N 2 2047-04-15 Floating 0.26325 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 MASCO CORP SR UNSECURED 02/28 1.5 574599BS4 1200000.000000 PA USD 1172545.380000 0.3196814 Long DBT CORP US N 2 2028-02-15 Fixed 1.5 N N N N N N MASTR ADJUSTABLE RATE MTGES TRU 2004-13 N/A MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7 576433UM6 591033.240000 PA USD 597533.780000 0.1629109 Long ABS-MBS CORP US N 2 2034-11-21 Floating 2.87644 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-WMC1 N/A MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC1 M2 59020UQW8 622904.510000 PA USD 622420.640000 0.1696960 Long ABS-MBS CORP US N 2 2035-09-25 Floating 0.8865 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 7 ELEVEN INC SR UNSECURED 144A 02/31 1.8 817826AE0 1200000.000000 PA USD 1148649.480000 0.3131664 Long DBT CORP US N 2 2031-02-10 Fixed 1.8 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 MID AMERICA APARTMENTS SR UNSECURED 06/28 4.2 59523UAP2 700000.000000 PA USD 803720.760000 0.2191255 Long DBT CORP US N 2 2028-06-15 Fixed 4.2 N N N N N N MLCC MORTGAGE INVESTORS INC 2003-G N/A MLCC MORTGAGE INVESTORS INC MLCC 2003 G A2 5899295W4 114191.940000 PA USD 114329.160000 0.0311706 Long ABS-MBS CORP US N 2 2029-01-25 Floating 0.85875 N N N N N N MLCC MORTGAGE INVESTORS INC 2005-3 N/A MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A 59020UL78 189359.970000 PA USD 188459.580000 0.0513814 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.5915 N N N N N N MONONGAHELA POWER COMPANY N/A MONONGAHELA POWER CO 1ST MORTGAGE 144A 05/27 3.55 610202BR3 2800000.000000 PA USD 3090567.030000 0.8426086 Long DBT CORP US N 2 2027-05-15 Fixed 3.55 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 07/26 3.125 61761J3R8 1700000.000000 PA USD 1843678.730000 0.5026584 Long DBT CORP US N 2 2026-07-27 Fixed 3.125 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/26 2.95 00287YBV0 1400000.000000 PA USD 1505915.350000 0.4105710 Long DBT CORP US N 2 2026-11-21 Fixed 2.95 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/28 4.25 00287YBF5 1000000.000000 PA USD 1159335.380000 0.3160798 Long DBT CORP US N 2 2028-11-14 Fixed 4.25 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C21 N/A MORGAN STANLEY BAML TRUST MSBAM 2015 C21 A3 61764XBH7 5741650.130000 PA USD 6001305.920000 1.6361890 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 3.077 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 N/A MORGAN STANLEY CAPITAL I TRUST MSC 2016 UB12 ASB 61691EAY1 2200000.000000 PA USD 2367763.640000 0.6455443 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.436 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3 620076BT5 1200000.000000 PA USD 1180225.860000 0.3217754 Long DBT CORP US N 2 2030-11-15 Fixed 2.3 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FDG SECURED 144A 08/30 1.2 64952WDS9 1200000.000000 PA USD 1126084.540000 0.3070144 Long DBT CORP US N 2 2030-08-07 Fixed 1.2 N N N N N N NEW YORK ST ELECTRIC & GAS CORP 549300GEC6J0YHUXA160 NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/30 1.95 649840CS2 1200000.000000 PA USD 1168055.040000 0.3184572 Long DBT CORP US N 2 2030-10-01 Fixed 1.95 N N N N N N NEW YORK STATE URBAN DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 NEW YORK ST URBAN DEV CORP REV NYSDEV 03/25 FIXED 1.115 650036AT3 1100000.000000 PA USD 1109379.480000 0.3024599 Long DBT MUN US N 2 2025-03-15 Fixed 1.115 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL COMPANY GUAR 06/30 2.25 65339KBR0 1300000.000000 PA USD 1311239.110000 0.3574947 Long DBT CORP US N 2 2030-06-01 Fixed 2.25 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/22 2.6 U65478BJ4 1200000.000000 PA USD 1225277.900000 0.3340583 Long DBT CORP US N 2 2022-09-28 Fixed 2.6 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 654744AC5 1100000.000000 PA USD 1210122.840000 0.3299265 Long DBT CORP JP N 2 2027-09-17 Fixed 4.345 N N N N N N NVR INC 529900RWXR4JI3JYTV70 NVR INC SR UNSECURED 05/30 3 62944TAF2 1100000.000000 PA USD 1168072.770000 0.3184620 Long DBT CORP US N 2 2030-05-15 Fixed 3 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM COR SR UNSECURED 08/24 2.9 674599CW3 900000.000000 PA USD 921375.000000 0.2512026 Long DBT CORP US N 2 2024-08-15 Fixed 2.9 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 ODEBRECHT DRILL VIII/IX SR SECURED 144A 12/21 6.35 675757AB4 4002.660000 PA USD 3982.690000 0.0010858 Long DBT CORP KY N 2 2021-12-01 Fixed 6.35 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 ODEBRECHT DRILL VIII/IX SR SECURED 144A 12/26 7.35 675757AC2 484.000000 PA USD 248.610000 0.0000678 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/21 6.35 G67106AB3 24891.620000 PA USD 24767.410000 0.0067526 Long DBT CORP KY N 2 2021-12-01 Fixed 6.35 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/26 7.35 G67106AC1 1405142.000000 PA USD 721751.190000 0.1967774 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 ODBRCHT OFFSHRE DRLL FIN SR SECURED 144A 12/22 6.72 67576GAC1 196072.980000 PA USD 194602.430000 0.0530562 Long DBT CORP KY N 2 2022-12-01 Fixed 6.72 N N N N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 ODBRCHT OFFSHRE DRLL FIN SR SECURED 144A 12/26 7.72 67576GAD9 2142010.000000 PA USD 516759.910000 0.1408888 Long DBT CORP KY N 2 2026-12-01 Fixed 7.72 N N Y N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000 67576JAB7 364591.000000 PA USD 5016.770000 0.0013678 Long DBT CORP KY N 2 2021-08-06 None 0 N N N N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A ODEBRECHT OIL + FINANCE COMPANY GUAR REGS 12/99 0.0000 000000000 572125.000000 PA USD 7872.440000 0.0021463 Long DBT CORP KY N 2 2021-08-05 None 0 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/26 5.25 681936BH2 1400000.000000 PA USD 1598896.750000 0.4359213 Long DBT CORP US N 2 2026-01-15 Fixed 5.25 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 OMEGA HLTHCARE INVESTORS COMPANY GUAR 08/23 4.375 681936BJ8 289000.000000 PA USD 307863.100000 0.0839354 Long DBT CORP US N 2 2023-08-01 Fixed 4.375 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7 709599BM5 1200000.000000 PA USD 1209057.620000 0.3296360 Long DBT CORP US N 2 2026-06-15 Fixed 1.7 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED 144A 02/29 5.94 715638BX9 3000000.000000 PA 853707.700000 0.2327539 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 P78024AE9 2000000.000000 PA 569138.460000 0.1551692 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED REGS 08/26 8.2 715638AY8 1000000.000000 PA 323100.700000 0.0880898 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED REGS 08/28 6.35 P78024AC3 5000000.000000 PA 1454637.540000 0.3965907 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 AGREE LP COMPANY GUAR 10/30 2.9 008513AA1 1100000.000000 PA USD 1151194.170000 0.3138602 Long DBT CORP US N 2 2030-10-01 Fixed 2.9 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 AIA GROUP LTD SR UNSECURED REGS 03/23 3.125 ACI056SR7 3000000.000000 PA USD 3120077.190000 0.8506542 Long DBT CORP HK N 2 2023-03-13 Fixed 3.125 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 PIEDMONT OPERATING PARTN COMPANY GUAR 08/30 3.15 720198AE0 1200000.000000 PA USD 1220757.250000 0.3328258 Long DBT CORP US N 2 2030-08-15 Fixed 3.15 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 PROVINCE OF QUEBEC UNSECURED 01/26 6.35 74815HBZ4 600000.000000 PA USD 731344.370000 0.1993929 Long DBT NUSS CA N 2 2026-01-30 Fixed 6.35 N N N N N N ALBA PLC 2007-1 N/A ALBA PLC ALBA 2007 1 A3 REGS 995NAMII0 2937770.000000 PA 3954526.890000 1.0781576 Long ABS-MBS CORP GB N 2 2039-03-17 Floating 0.25225 N N N N N N REGENERON PHARMACEUTICALS 549300RCBFWIRX3HYQ56 REGENERON PHARMACEUTICAL SR UNSECURED 09/30 1.75 75886FAE7 1200000.000000 PA USD 1138572.040000 0.3104189 Long DBT CORP US N 2 2030-09-15 Fixed 1.75 N N N N N N RESLOC UK PLC 2007-1X N/A RESLOC UK PLC RLOC 2007 1X A3A REGS B1XCDGII7 4222575.630000 PA 4874910.160000 1.3290898 Long ABS-MBS CORP GB N 2 2043-12-15 Floating 0 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25 76716XAA0 437434.450000 PA USD 485552.240000 0.1323804 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-3 N/A RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 76716XAB8 2577563.300000 PA USD 3051216.330000 0.8318800 Long DBT CORP US N 2 2027-01-06 Variable 9.75 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP SR UNSECURED 12/30 1.45 020002BJ9 1100000.000000 PA USD 1053196.010000 0.2871421 Long DBT CORP US N 2 2030-12-15 Fixed 1.45 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 SAN DIEGO G + E SR SECURED 10/30 1.7 797440BZ6 1200000.000000 PA USD 1159696.280000 0.3161782 Long DBT CORP US N 2 2030-10-01 Fixed 1.7 N N N N N N SGSP AUSTRALIA ASSETS PTY LTD (AKA: SPI AUSTRALIA ASSETS PTY LTD) 254900BJJ12X7PJT5072 SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/26 3.25 BD9FJKII6 1500000.000000 PA USD 1619565.560000 0.4415565 Long DBT CORP AU N 2 2026-07-29 Fixed 3.25 N N N N N N SHINHAN BANK CO LTD 5493003P813VL21KG928 SHINHAN BANK SR UNSECURED 144A 10/26 1.375 82460CAQ7 1200000.000000 PA USD 1202530.020000 0.3278564 Long DBT CORP KR N 2 2026-10-21 Fixed 1.375 N N N N N N SLM STUDENT LOAN TRUST 2005-4 N/A SLM STUDENT LOAN TRUST SLMA 2005 4 A3 78442GPG5 683531.220000 PA USD 681982.610000 0.1859349 Long ABS-O CORP US N 2 2027-01-25 Floating 0.29575 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 07/22 3 78448TAB8 1700000.000000 PA USD 1739341.660000 0.4742121 Long DBT CORP IE N 2 2022-07-15 Fixed 3 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 SMITH + NEPHEW PLC SR UNSECURED 10/30 2.032 83192PAA6 1100000.000000 PA USD 1077303.580000 0.2937148 Long DBT CORP GB N 2 2030-10-14 Fixed 2.032 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE SR UNSECURED 144A 06/27 VAR 83368RBC5 1200000.000000 PA USD 1198491.200000 0.3267552 Long DBT CORP FR N 2 2027-06-09 Floating 1.792 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-D N/A SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 D A1 144A 83404LAA9 422691.000000 PA USD 424866.720000 0.1158352 Long ABS-O CORP US N 2 2039-01-25 Floating 1.0415 N N N N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 AMEREN CORP SR UNSECURED 03/28 1.75 023608AK8 1000000.000000 PA USD 990464.600000 0.2700391 Long DBT CORP US N 2 2028-03-15 Fixed 1.75 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST MORTGAGE 06/30 2.25 842400GU1 1400000.000000 PA USD 1379592.280000 0.3761304 Long DBT CORP US N 2 2030-06-01 Fixed 2.25 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 SOUTHERN CO SR UNSECURED 04/30 3.7 842587DE4 1000000.000000 PA USD 1103681.380000 0.3009064 Long DBT CORP US N 2 2030-04-30 Fixed 3.7 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 SOUTHWESTERN ELEC POWER SR UNSECURED 09/28 4.1 845437BR2 1000000.000000 PA USD 1138422.070000 0.3103781 Long DBT CORP US N 2 2028-09-15 Fixed 4.1 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6 85205TAK6 1100000.000000 PA USD 1080777.500000 0.2946619 Long DBT CORP US N 2 2028-06-15 Fixed 4.6 N N N N N N SPIRIT AIRLINES 2015-1 PASS THROUGH TRUST A N/A SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1 84858DAA6 1812461.590000 PA USD 1898588.500000 0.5176289 Long DBT CORP US N 2 2029-10-01 Fixed 4.1 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A SPRINT SPECTRUM / SPEC I SR SECURED 144A 03/23 3.36 85208NAA8 118750.000000 PA USD 119479.720000 0.0325748 Long DBT CORP US N 2 2023-03-20 Variable 3.36 N N N N N N AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST N/A AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2 023765AA8 944400.000000 PA USD 965700.090000 0.2632873 Long DBT CORP US N 2 2029-12-15 Fixed 3.2 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 STANDARD CHARTERED PLC SR UNSECURED 144A 01/25 VAR 853254BY5 1200000.000000 PA USD 1197484.480000 0.3264808 Long DBT CORP GB N 2 2025-01-12 Floating 0.991 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 STIFEL FINANCIAL CORP SR UNSECURED 05/30 4 860630AG7 1300000.000000 PA USD 1444037.060000 0.3937006 Long DBT CORP US N 2 2030-05-15 Fixed 4 N N N N N N AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A AMER AIRLINE 19 1A PTT PASS THRU CE 08/33 3.5 02378MAA9 1229617.780000 PA USD 1194112.940000 0.3255615 Long DBT CORP US N 2 2033-08-15 Fixed 3.5 N N N N N N STRUCTURED ARM LOAN TRUST 2004-12 N/A STRUCTURED ADJUSTABLE RATE MOR SARM 2004 12 9A 863579BA5 1541387.800000 PA USD 1628177.030000 0.4439043 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.69445 N N N N N N THARALDSON HOTEL PORTFOLIO TRUST 2018 N/A THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL A 144A 88327HAA1 2430240.790000 PA USD 2434553.500000 0.6637538 Long ABS-MBS CORP US N 2 2034-11-11 Floating 0.98 N N N N N N THE ROCKEFELLER FOUNDATION 549300JU3NX0IK5I9038 ROCKEFELLER FOUNDATION UNSECURED 10/50 2.492 77310VAA2 1100000.000000 PA USD 1075823.650000 0.2933113 Long DBT CORP US N 2 2050-10-01 Fixed 2.492 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/31 FIXED 2.951 88880LAN3 1000000.000000 PA USD 1035862.800000 0.2824164 Long DBT MUN US N 2 2031-06-01 Fixed 2.951 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC N/A TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A ACI19VH23 1292539.690000 PA 1797535.760000 0.4900780 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 1.11125 N N N N N N TOWD POINT MORTGAGE TRUST 2019-4 N/A TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A 89178BAA2 2216898.060000 PA USD 2297817.060000 0.6264741 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.9 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE 01F020489 4000000.000000 PA USD 4120162.200000 1.1233162 Long ABS-MBS USGSE US N 2 2036-08-17 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE 01F020687 13100000.000000 PA USD 13202343.880000 3.5994715 Long ABS-MBS USGSE US N 2 2051-08-12 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE 01F022675 8100000.000000 PA USD 8378437.580000 2.2842874 Long ABS-MBS USGSE US N 2 2051-07-14 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE 01F032682 5914000.000000 PA USD 6229220.750000 1.6983274 Long ABS-MBS USGSE US N 2 2051-08-12 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE 01F040685 -5200000.000000 PA USD -5542062.550000 -1.5109814 Short ABS-MBS USGSE US N 2 2051-08-12 Fixed 4 N N N N N N UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST N/A UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7 90932JAA0 1153326.320000 PA USD 1160463.100000 0.3163873 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 08/21 0.00000 912796K32 13600000.000000 PA USD 13599184.000000 3.7076655 Long DBT UST US N 2 2021-08-24 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/43 3.125 912810QZ4 1930000.000000 PA USD 2306651.560000 0.6288828 Long DBT UST US N 2 2043-02-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/45 2.5 912810RK6 8000000.000000 PA USD 8658124.960000 2.3605410 Long DBT UST US N 2 2045-02-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/49 2.875 912810SH2 9200000.000000 PA USD 10775859.350000 2.9379176 Long DBT UST US N 2 2049-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/42 2.75 912810QX9 400000.000000 PA USD 450890.620000 0.1229303 Long DBT UST US N 2 2042-08-15 Fixed 2.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/44 3.125 912810RH3 4700000.000000 PA USD 5642019.540000 1.5382336 Long DBT UST US N 2 2044-08-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/50 1.375 912810SP4 3500000.000000 PA USD 2951621.090000 0.8047265 Long DBT UST US N 2 2050-08-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/40 1.375 912810ST6 11100000.000000 PA USD 9975257.870000 2.7196426 Long DBT UST US N 2 2040-11-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/43 3.75 912810RD2 2500000.000000 PA USD 3282421.880000 0.8949156 Long DBT UST US N 2 2043-11-15 Fixed 3.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/50 1.625 912810SS8 200000.000000 PA USD 179687.500000 0.0489898 Long DBT UST US N 2 2050-11-15 Fixed 1.625 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 ANHEUSER BUSCH INBEV WOR COMPANY GUAR 06/40 4.35 035240AS9 1100000.000000 PA USD 1311613.600000 0.3575968 Long DBT CORP US N 2 2040-06-01 Fixed 4.35 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS SR UNSECURED 03/31 2.55 92343VGJ7 1400000.000000 PA USD 1432044.080000 0.3904308 Long DBT CORP US N 2 2031-03-21 Fixed 2.55 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 ANTHEM INC SR UNSECURED 03/31 2.55 036752AP8 1200000.000000 PA USD 1237728.940000 0.3374530 Long DBT CORP US N 2 2031-03-15 Fixed 2.55 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 AON CORP COMPANY GUAR 05/30 2.8 037389BE2 1100000.000000 PA USD 1156112.030000 0.3152010 Long DBT CORP US N 2 2030-05-15 Fixed 2.8 N N N N N N VOLKSWAGEN INTERNATIONAL FINANCE NV 5299004PWNHKYTR23649 VOLKSWAGEN INTL FIN NV COMPANY GUAR REGS 11/24 VAR ACI16BV24 1600000.000000 PA 1972270.520000 0.5377175 Long DBT CORP NL N 2 2024-11-16 Floating 1.009 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 WALT DISNEY COMPANY/THE COMPANY GUAR 01/31 2.65 254687FX9 900000.000000 PA USD 945553.800000 0.2577947 Long DBT CORP US N 2 2031-01-13 Fixed 2.65 N N N N N N WASHINGTON MUTUAL 2005-AR13 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 92922F4M7 2350443.400000 PA USD 2351613.220000 0.6411411 Long ABS-MBS CORP US N 2 2045-10-25 Floating 0.6715 N N N N N N WASHINGTON MUTUAL 2005-AR8 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 1A1A 92922FR67 122346.190000 PA USD 120664.750000 0.0328979 Long ABS-MBS CORP US N 2 2045-07-25 Floating 0.6315 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 APPALACHIAN POWER CO SR UNSECURED 04/31 2.7 037735CZ8 1200000.000000 PA USD 1241876.740000 0.3385838 Long DBT CORP US N 2 2031-04-01 Fixed 2.7 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C36 N/A WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C36 ASB 95000MBQ3 4500000.000000 PA USD 4750515.900000 1.2951751 Long ABS-MBS CORP US N 2 2059-11-15 Fixed 2.933 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25 N/A WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 LC25 ASB 95000JAW8 4800000.000000 PA USD 5126518.080000 1.3976879 Long ABS-MBS CORP US N 2 2059-12-15 Fixed 3.486 N N N N N N WELLS FARGO HOME EQUITY ABS SER 2004-2 N/A WELLS FARGO HOME EQUITY TRUST WFHET 2004 2 A33 94980GBF7 826204.150000 PA USD 820504.990000 0.2237015 Long ABS-MBS CORP US N 2 2034-10-25 Floating 1.0915 N N N N N N WIPRO IT SERVICES LLC 549300S6XZZ65F0EJS98 WIPRO IT SERVICE COMPANY GUAR 144A 06/26 1.5 97654MAA4 1200000.000000 PA USD 1198018.750000 0.3266264 Long DBT CORP US N 2 2026-06-23 Fixed 1.5 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 03/25 5.5 983130AV7 2400000.000000 PA USD 2590296.000000 0.7062153 Long DBT CORP US N 2 2025-03-01 Fixed 5.5 N N N N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC 196700.640000 0.0536282 N/A DFE AU N 2 BNP Paribas S.A. N/A 6411000.000000 AUD 5005639.560000 USD 2021-08-17 196700.640000 N N N N/A N/A SOLD PEN/BOUGHT USD 000000000 1.000000 NC 3240.320000 0.0008834 N/A DFE PE N 2 BNP Paribas S.A. N/A 309654.090000 PEN 83883.000000 USD 2021-08-04 3240.320000 N N N N/A N/A SOLD PEN/BOUGHT USD 000000000 1.000000 NC 8947.790000 0.0024395 N/A DFE PE N 2 BNP Paribas S.A. N/A 864162.000000 PEN 234000.000000 USD 2021-08-04 8947.790000 N N N N/A N/A BRITISH TELECOMMUNICATIONS PL SNR SE ICE 000000000 1.000000 NC -6028.480000 -0.0016436 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BRITISH TELECOMMUNICATIONS PLC BRITISH TELECOM PLC WURO SR UNSEC Y Single Leg Swap 2028-06-21 0.000000 EUR -5782.710000 EUR 1000000.000000 EUR -245.770000 N N N N/A N/A CDX IG35 5Y ICE 000000000 1.000000 NC USD 17890.400000 0.0048776 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.35 Y Single Leg Swap 2025-12-21 16658.060000 USD 0.000000 USD 700000.000000 USD 1232.340000 N N N N/A N/A CDX IG36 5Y ICE 000000000 1.000000 NC USD 92731.510000 0.0252822 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.36 Y Single Leg Swap 2026-06-21 83320.930000 USD 0.000000 USD 3600000.000000 USD 9410.580000 N N N N/A N/A BOUGHT CLP/SOLD USD 000000000 1.000000 NC -42736.790000 -0.0116517 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1584653.680000 USD 1134390183.000000 CLP 2021-09-08 -42736.790000 N N N N/A N/A BOUGHT MXN/SOLD USD 000000000 1.000000 NC 10864.860000 0.0029622 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2029209.960000 USD 41404000.000000 MXN 2021-11-17 10864.860000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC 4525.970000 0.0012340 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2334261.000000 ILS 722027.580000 USD 2021-11-30 4525.970000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC 1179.750000 0.0003216 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4000640.000000 ILS 1230890.410000 USD 2021-11-30 1179.750000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC -18744.750000 -0.0051105 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3901170.000000 ILS 1179278.140000 USD 2021-10-06 -18744.750000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC -19050.030000 -0.0051938 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4001400.000000 ILS 1210894.240000 USD 2021-11-30 -19050.030000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC -11225.290000 -0.0030604 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3800000.000000 ILS 1159614.890000 USD 2022-04-06 -11225.290000 N N N N/A N/A SOLD PEN/BOUGHT USD 000000000 1.000000 NC 14396.150000 0.0039249 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1316135.400000 PEN 357363.870000 USD 2021-09-08 14396.150000 N N N N/A N/A SOLD PEN/BOUGHT USD 000000000 1.000000 NC 4700.810000 0.0012816 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 523085.180000 PEN 141000.000000 USD 2021-09-20 4700.810000 N N N N/A N/A SOLD PEN/BOUGHT USD 000000000 1.000000 NC -1666.630000 -0.0004544 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3571313.360000 PEN 928530.330000 USD 2021-10-29 -1666.630000 N N N N/A N/A SOLD PEN/BOUGHT USD 000000000 1.000000 NC 803.760000 0.0002191 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2740322.950000 PEN 713551.440000 USD 2022-02-07 803.760000 N N N N/A N/A SOLD PEN/BOUGHT USD 000000000 1.000000 NC 8088.310000 0.0022052 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1441237.000000 PEN 382727.510000 USD 2021-07-13 8088.310000 N N N N/A N/A SOLD PEN/BOUGHT USD 000000000 1.000000 NC 5126.930000 0.0013978 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 481006.120000 PEN 130414.040000 USD 2021-08-11 5126.930000 N N N N/A N/A SOLD PEN/BOUGHT USD 000000000 1.000000 NC 8104.070000 0.0022095 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1846706.400000 PEN 489349.300000 USD 2021-09-02 8104.070000 N N N ASHFORD HOSPITALITY TRUST 2018-KEYS N/A ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A 04410CAA7 3000000.000000 PA USD 3006625.800000 0.8197229 Long ABS-MBS CORP US N 2 2035-06-15 Floating 1.07288 N N N N N N 2021-08-12 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX