NPORT-P false 0000810893 XXXXXXXX S000037098 C000114208 C000114212 C000114210 C000166287 C000200464 C000114209 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Short Asset Investment Fund S000037098 1O6WJSO68YQ4C8FMUN43 2022-03-31 2022-03-31 N 3767680879.880000 508998811.310000 3258682068.570000 0.000000 0.000000 442705250.660000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 29616156.190000 USD N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04686E2F8 1200000.000000 PA USD 1202163.110000 0.0368911 Long DBT CORP US N 2 2022-07-01 Floating 2.19157 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AV7 37800000.000000 PA USD 37755891.560000 1.1586246 Long DBT CORP US N 2 2023-03-09 Floating 1.02286 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AB2 4000000.000000 PA USD 4031714.680000 0.1237222 Long DBT CORP US N 2 2022-12-15 Fixed 3.6 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAA8 15700000.000000 PA USD 15803523.760000 0.4849667 Long DBT CORP KY N 2 2022-08-15 Fixed 5.25 N N N N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-DSNY N/A 054967AA2 1000000.000000 PA USD 988525.400000 0.0303351 Long ABS-MBS CORP US N 2 2034-09-15 Floating 1.247 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAD7 6730000.000000 PA USD 6770351.870000 0.2077635 Long DBT CORP ES N 2 2023-02-23 Floating 1.55386 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGJ2 1500000.000000 PA USD 1500406.670000 0.0460434 Long DBT CORP US N 2 2023-04-24 Floating 1.25886 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGK9 315000.000000 PA USD 315098.410000 0.0096695 Long DBT CORP US N 2 2023-04-24 Floating 2.881 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGQ6 31200000.000000 PA USD 31230199.100000 0.9583690 Long DBT CORP US N 2 2023-07-21 Floating 2.816 N N N N N N BANKERS HEALTHCARE GROUP SECURITIZATION TRUST 2021-B N/A 08862BAA3 5464727.180000 PA USD 5322994.560000 0.1633481 Long ABS-O CORP US N 2 2034-10-17 Fixed 0.9 N N N N N N BARCLAYS BANK PLC/ NEW YORK BRANCH G5GSEF7VJP5I7OUK5573 000000000 4000000.000000 PA USD 3967628.440000 0.1217556 Long DBT CORP US N 2 2023-02-01 Fixed 1.05 N N N N N N BARCLAYS BANK PLC/ NEW YORK BRANCH G5GSEF7VJP5I7OUK5573 000000000 30000000.000000 PA USD 30015528.600000 0.9210941 Long DBT CORP US N 2 2022-06-21 Fixed 1.13 N N N N N N N/A N/A 000000000 2134.000000 NC USD -4752455.680000 -0.1458398 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2022-06-30 451966193.710000 USD -4752455.680000 N N N N/A N/A 000000000 -4828.000000 NC USD 15082960.110000 0.4628546 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-06-30 -553051170.670000 USD 15082960.110000 N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAV7 3500000.000000 PA USD 3510501.790000 0.1077277 Long DBT CORP US N 2 2022-08-15 Fixed 2.764 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAX3 30088000.000000 PA USD 30124004.810000 0.9244229 Long DBT CORP US N 2 2022-08-15 Floating 1.38643 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAF7 2755000.000000 PA USD 2761318.760000 0.0847373 Long DBT CORP GB N 2 2022-06-07 Fixed 3.25 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 G08820BX2 2351000.000000 PA USD 2356392.160000 0.0723112 Long DBT CORP GB N 2 2022-06-07 Fixed 3.25 N N N N N N BBCMS TRUST 2018-CBM N/A 05549RAA5 3100000.000000 PA USD 3068813.070000 0.0941734 Long ABS-MBS CORP US N 2 2037-07-15 Floating 1.397 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DD4 36871000.000000 PA USD 36593603.240000 1.1229571 Long DBT CORP US N 2 2023-02-04 Fixed 1.167 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023BN4 13198000.000000 PA USD 13208753.070000 0.4053403 Long DBT CORP US N 2 2022-10-30 Fixed 2.2 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBD1 2200000.000000 PA USD 2201394.160000 0.0675547 Long DBT CORP US N 2 2022-09-19 Floating 1.57786 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDQ8 175000.000000 PA USD 175110.900000 0.0053737 Long DBT CORP GB N 2 2022-09-19 Floating 1.57786 N N N N N N BRASS NO 8 PLC 8A N/A 10554MAA8 1328047.750000 PA USD 1331428.960000 0.0408579 Long ABS-MBS CORP GB N 2 2066-11-16 Floating 1.15857 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAM1 2008000.000000 PA USD 2007590.810000 0.0616074 Long DBT CORP US N 2 2023-01-15 Fixed 2.65 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-21M N/A 05609CAA5 19000000.000000 PA USD 18559935.300000 0.5695534 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.127 N N N N N N BX TRUST 2019-ATL N/A 056058AA8 5000000.000000 PA USD 4948562.000000 0.1518578 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.4836 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AC1 2100000.000000 PA USD 2118454.490000 0.0650095 Long DBT CORP US N 2 2022-06-17 Fixed 6.5 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A N/A 14310BAU5 23000000.000000 PA USD 23007423.250000 0.7060346 Long ABS-CBDO CORP KY N 2 2030-08-14 Floating 1.40857 N N N N N N CATAMARAN CLO LTD 2014-1A N/A 14889DAJ7 16515280.410000 PA USD 16448656.940000 0.5047641 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 1.35886 N N N N N N CENTERPOINT ENERGY RESOURCES CORP 2JADVB0458J06WCD4N56 15189WAN0 6728000.000000 PA USD 6708683.370000 0.2058711 Long DBT CORP US N 2 2023-03-02 Floating 1.00429 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BP8 900000.000000 PA USD 917782.630000 0.0281642 Long DBT CORP US N 2 2024-02-01 Floating 1.96657 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BB9 39953000.000000 PA USD 40102353.100000 1.2306310 Long DBT CORP US N 2 2022-07-23 Fixed 4.464 N N N N N N CHESAPEAKE FUNDING II LLC 2019-1A N/A 165183BY9 3179388.970000 PA USD 3181579.570000 0.0976339 Long ABS-O CORP US N 2 2031-04-15 Fixed 2.94 N N N N N N CHESAPEAKE FUNDING II LLC 2020-1A N/A 165183CJ1 4372986.800000 PA USD 4338644.420000 0.1331411 Long ABS-O CORP US N 2 2032-08-15 Fixed 0.87 N N N N N N CHESAPEAKE FUNDING II LLC 2020-1A N/A 165183CK8 5466233.550000 PA USD 5467524.670000 0.1677833 Long ABS-O CORP US N 2 2032-08-15 Floating 1.04657 N N N N N N CIFC FUNDING LTD 2017-4A N/A 12551JAL0 500000.000000 PA USD 497157.140000 0.0152564 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 1.20886 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523CN8 7800000.000000 PA USD 7485515.620000 0.2297099 Long DBT CORP US N 2 2024-03-15 Fixed 0.613 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LH2 30000000.000000 PA USD 30002587.200000 0.9206970 Long DBT CORP US N 2 2022-04-25 Floating 1.21771 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LM1 2209000.000000 PA USD 2212376.740000 0.0678918 Long DBT CORP US N 2 2023-07-24 Floating 2.876 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LQ2 3900000.000000 PA USD 3922251.530000 0.1203631 Long DBT CORP US N 2 2022-10-27 Fixed 2.7 N N N N N N CK HUTCHISON INTERNATIONAL (17) LIMITED 254900TNOJOSKVTDPK87 G2178XAB8 200000.000000 PA USD 200697.720000 0.0061589 Long DBT CORP KY N 2 2023-03-29 Fixed 2.75 N N N N N N CK HUTCHISON INTERNATIONAL (17) LIMITED 254900TNOJOSKVTDPK87 12563UAA5 8504000.000000 PA USD 8504524.020000 0.2609805 Long DBT CORP KY N 2 2022-04-05 Fixed 2.875 N N N N N N CK HUTCHISON INTERNATIONAL (17) LIMITED 254900TNOJOSKVTDPK87 G2177UAA7 9662000.000000 PA USD 9662595.370000 0.2965185 Long DBT CORP KY N 2 2022-04-05 Fixed 2.875 N N N N N N COLT 2021-4 MORTGAGE LOAN TRUST N/A 19688GAA1 15439189.300000 PA USD 14600977.190000 0.4480639 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.397 N N N N N N COMM 2019-521F MORTGAGE TRUST N/A 20048GAA4 7700000.000000 PA USD 7597217.320000 0.2331377 Long ABS-MBS CORP US N 2 2034-06-15 Floating 1.297 N N N N N N COMM MORTGAGE TRUST 2015-LC21 N/A 12593FBB9 4814950.560000 PA USD 4852434.950000 0.1489079 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.421 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2013-CR9 N/A 12625UBF9 6711372.820000 PA USD 6797305.240000 0.2085906 Long ABS-MBS CORP US N 2 2045-07-10 Variable 4.25388 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2014-277P N/A 12592FAA3 1000000.000000 PA USD 1001412.200000 0.0307306 Long ABS-MBS CORP US N 2 2049-08-10 Variable 3.6113 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAX6 13543000.000000 PA USD 13682231.790000 0.4198701 Long DBT CORP US N 2 2023-02-15 Fixed 3.2 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAL2 1000000.000000 PA USD 1019061.980000 0.0312722 Long DBT CORP US N 2 2023-05-01 Fixed 4.25 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 22550UAD3 42700000.000000 PA USD 42556335.420000 1.3059370 Long DBT CORP CH N 2 2023-08-09 Floating 0.509135 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD 549300PXR5FKNXF0OH19 225433AH4 1195000.000000 PA USD 1207597.570000 0.0370579 Long DBT CORP GG N 2 2022-09-15 Fixed 3.8 N N N N N N CRESTLINE DENALI CLO XV 2017-1A N/A 22616CAJ2 15000000.000000 PA USD 14984521.350000 0.4598338 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 1.284 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22823QE56 5000000.000000 PA USD 4994871.550000 0.1532789 Long DBT CORP US N 2 2022-05-05 None 0 N N N N N N CRSNT TRUST 2021-MOON N/A 22877LAA5 15000000.000000 PA USD 14791627.500000 0.4539144 Long ABS-MBS CORP US N 2 2036-04-15 Floating 1.22 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST C1 N/A 126281BA1 5750943.550000 PA USD 5793247.490000 0.1777788 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.3512 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST 2015-C3 N/A 12635FAT1 9395550.000000 PA USD 9451974.980000 0.2900551 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.7182 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABE8 1300000.000000 PA USD 1306523.300000 0.0400936 Long DBT CORP US N 2 2022-09-15 Fixed 4.375 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AA8 29000000.000000 PA USD 28917709.890000 0.8874051 Long DBT CORP US N 2 2023-06-14 Floating 0.757411 N N N N N N DAIWA SECURITIES GROUP INC 353800WRC7Y23PWFJG38 234064AB9 800000.000000 PA USD 800627.130000 0.0245690 Long DBT CORP JP N 2 2022-04-19 Fixed 3.129 N N N N N N DAIWA SECURITIES GROUP INC 353800WRC7Y23PWFJG38 J11718CT8 400000.000000 PA USD 400313.560000 0.0122845 Long DBT CORP JP N 2 2022-04-19 Fixed 3.129 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 23636TAA8 6255000.000000 PA USD 6273459.510000 0.1925152 Long DBT CORP FR N 2 2022-06-15 Fixed 3 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAQ4 29300000.000000 PA USD 29376881.150000 0.9014958 Long DBT CORP DK N 2 2023-09-12 Floating 1.86286 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAY7 6777000.000000 PA USD 6692059.320000 0.2053609 Long DBT CORP DK N 2 2023-12-08 Floating 1.171 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636BAP4 5000000.000000 PA USD 5013119.650000 0.1538389 Long DBT CORP DK N 2 2023-09-12 Floating 1.86286 N N N N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 24023KAC2 10000000.000000 PA USD 10012575.200000 0.3072584 Long DBT CORP SG N 2 2022-07-25 Floating 0.87771 N N N N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 24023LAC0 14000000.000000 PA USD 14017605.280000 0.4301618 Long DBT CORP SG N 2 2022-07-25 Floating 0.87771 N N N N N N DELL EQUIPMENT FINANCE TRUST 2020-2 N/A 24704GAB9 1125640.680000 PA USD 1124738.820000 0.0345151 Long ABS-O CORP US N 2 2022-10-24 Fixed 0.47 N N N N N N DELL EQUIPMENT FINANCE TRUST 2022-1 N/A 24703WAA7 10000000.000000 PA USD 9998105.000000 0.3068144 Long ABS-O CORP US N 2 2023-03-22 Fixed 1.21686 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAA4 4000000.000000 PA USD 4122901.760000 0.1265205 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BR9 6700000.000000 PA USD 6768095.990000 0.2076943 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 251526BL2 25500000.000000 PA USD 25679604.920000 0.7880365 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 251526BM0 830000.000000 PA USD 832407.100000 0.0255443 Long DBT CORP DE N 2 2022-11-16 Floating 1.64857 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CL1 8000000.000000 PA USD 7950626.240000 0.2439829 Long DBT CORP DE N 2 2023-11-08 Floating 0.625179 N N N N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709AJ7 720000.000000 PA USD 729072.900000 0.0223732 Long DBT CORP US N 2 2022-11-21 Fixed 3.85 N N N N N N DISCOVERY COMMUNICATIONS (MAGALLANES INC) 549300DXR29GD4N0A520 55903VAB9 11700000.000000 PA USD 11698153.620000 0.3589842 Long DBT CORP US N 2 2024-03-15 Fixed 3.528 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDH9 8475000.000000 PA USD 8462690.400000 0.2596967 Long DBT CORP US N 2 2023-09-15 Floating 1.356 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 2574P1D74 1800000.000000 PA USD 1799802.250000 0.0552310 Long DBT CORP US N 2 2022-04-07 None 0 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26244JDC0 5000000.000000 PA USD 4998966.650000 0.1534046 Long DBT CORP US N 2 2022-04-12 None 0 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBK0 13000000.000000 PA USD 12963352.610000 0.3978097 Long DBT CORP US N 2 2023-06-10 Floating 0.4614 N N N N N N ENGIE SA (AKA: GDF SUEZ) LAXUQCHT4FH58LRZDY46 36160BAA3 10000000.000000 PA USD 10040112.400000 0.3081035 Long DBT CORP FR N 2 2022-10-10 Fixed 2.875 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29366GD65 4000000.000000 PA USD 3999677.320000 0.1227391 Long DBT CORP US N 2 2022-04-06 None 0 N N N N N N ENTERPRISE FLEET FINANCING 2019-3 LLC N/A 29374WAB2 1237305.030000 PA USD 1239598.500000 0.0380399 Long ABS-O CORP US N 2 2025-05-20 Fixed 2.06 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAH5 3355000.000000 PA USD 3383421.650000 0.1038279 Long DBT CORP US N 2 2022-10-15 Fixed 3.3 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 ACI0WQLC3 1000000.000000 PA USD 1002785.000000 0.0307727 Long DBT CORP IN N 2 2022-08-21 Floating 1.47957 N N N N N N FANNIE MAE 2006-43 N/A 31395DE47 336827.540000 PA USD 336373.090000 0.0103224 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 0.75657 N N N N N N FANNIE MAE 2007-44 N/A 31396VWM6 501106.400000 PA USD 500400.090000 0.0153559 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 0.75657 N N N N N N FANNIE MAE 2010-74 N/A 31398RV36 56257.640000 PA USD 56760.730000 0.0017418 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 0.99657 N N N N N N FANNIE MAE 2020-54 N/A 3136BBGN6 3567330.920000 PA USD 3564617.610000 0.1093883 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 0.55629 N N N N N N FANNIE MAE REMICS 2006-27 N/A 31395BZF3 11803.830000 PA USD 11793.230000 0.0003619 Long ABS-MBS USGSE US N 2 2036-04-25 Floating 0.75657 N N N N N N FANNIE MAE REMICS 2011-99 N/A 3136A1KL8 95637.580000 PA USD 96664.170000 0.0029664 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 1.00657 N N N N N N FANNIE MAE REMICS 2012-27 N/A 3136A4CH0 61773.300000 PA USD 62333.940000 0.0019129 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 0.97657 N N N N N N FANNIE MAE REMICS 2012-6 N/A 3136A3RV5 262878.100000 PA USD 265113.510000 0.0081356 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 0.95657 N N N N N N FANNIE MAE REMICS 2012-9 N/A 3136A3D24 387021.240000 PA USD 388285.720000 0.0119154 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 0.85657 N N N N N N FANNIE MAE REMICS 2012-93 N/A 3136A8JQ4 423094.470000 PA USD 422195.730000 0.0129560 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 0.75657 N N N N N N FANNIE MAE REMICS 2013-57 N/A 3136AEHA8 133197.500000 PA USD 133327.970000 0.0040915 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 0.80657 N N N N N N FANNIE MAE REMICS 2014-69 N/A 3136ALXW6 2984444.400000 PA USD 2989209.660000 0.0917306 Long ABS-MBS USGSE US N 2 2044-11-25 Floating 0.45629 N N N N N N FANNIE MAE REMICS 2014-84 N/A 3136AL2T7 15185405.000000 PA USD 15203193.180000 0.4665442 Long ABS-MBS USGSE US N 2 2044-12-25 Floating 0.45629 N N N N N N FANNIE MAE REMICS 2015-64 N/A 3136AP3D2 2911553.700000 PA USD 2905939.350000 0.0891753 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 0.45629 N N N N N N FANNIE MAE REMICS 2019-41 N/A 3136B5SR7 411038.340000 PA USD 412712.990000 0.0126650 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 0.90657 N N N N N N FANNIE MAE REMICS 2019-53 N/A 3136B5K95 6941606.800000 PA USD 6945768.290000 0.2131465 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 0.50629 N N N N N N FANNIE MAE-2006-56 N/A 31395NWK9 76087.190000 PA USD 76137.970000 0.0023365 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 0.80657 N N N N N N FANNIE MAE-2020-29 N/A 3136B9TM9 8214533.400000 PA USD 8237473.310000 0.2527854 Long ABS-MBS USGSE US N 2 2050-05-25 Floating 0.90629 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130ALCB8 10800000.000000 PA USD 10008797.940000 0.3071425 Long DBT USGSE US N 2 2026-02-24 Fixed 0.68 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130ALCV4 83700000.000000 PA USD 80314226.190000 2.4646230 Long DBT USGSE US N 2 2026-02-24 Fixed 0.75 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130ALEM2 9500000.000000 PA USD 8929202.950000 0.2740127 Long DBT USGSE US N 2 2026-02-25 Fixed 0.79 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130ALHH0 82000000.000000 PA USD 76962789.200000 2.3617766 Long DBT USGSE US N 2 2026-03-05 Fixed 0.96 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130ANCD0 6666666.660000 PA USD 6230317.660000 0.1911913 Long DBT USGSE US N 2 2026-07-27 Fixed 1.11 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134GW6C5 30000000.000000 PA USD 27626145.000000 0.8477705 Long DBT USGSE US N 2 2026-10-28 Fixed 0.8 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 3135G06L2 35000000.000000 PA USD 32237166.500000 0.9892701 Long DBT USGSE US N 2 2026-12-18 Fixed 0.875 N N N N N N FIRST ABU DHABI BANK PJSC 2138002Y3WMK6RZS8H90 ACI1B1WQ6 26400000.000000 PA USD 26419694.400000 0.8107478 Long DBT CORP AE N 2 2022-04-16 Floating 1.18914 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 31847RAE2 4000000.000000 PA USD 4056706.680000 0.1244892 Long DBT CORP US N 2 2023-02-01 Fixed 4.3 N N N N N N FLAGSHIP CREDIT AUTO TRUST 2020-3 N/A 33844TAA5 3368687.750000 PA USD 3355577.150000 0.1029734 Long ABS-O CORP US N 2 2025-04-15 Fixed 0.7 N N N N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 10656298.360000 PA USD 105049789.180000 3.2236894 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3138ENEW5 3484156.750000 PA USD 3636747.450000 0.1116018 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 2.055 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 6743.450000 PA USD 65478.950000 0.0020094 Long STIV RF US N 1 N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2019-3 N/A 34528QHB3 7300000.000000 PA USD 7306702.860000 0.2242226 Long ABS-O CORP US N 2 2024-09-15 Floating 0.99657 N N N N N N FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2021-2 N/A 35105UAB9 7931299.810000 PA USD 7863710.860000 0.2413157 Long ABS-O CORP US N 2 2025-04-15 Fixed 0.4 N N N N N N FREDDIE MAC 2399 N/A 31339MXK9 175411.690000 PA USD 178915.080000 0.0054904 Long ABS-MBS USGSE US N 2 2032-01-15 Floating 1.34657 N N N N N N FREDDIE MAC REMICS 3344 N/A 31397JX82 301728.900000 PA USD 301713.060000 0.0092587 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 0.72657 N N N N N N FREDDIE MAC REMICS 3367 N/A 31397KGG0 433646.330000 PA USD 438149.100000 0.0134456 Long ABS-MBS USGSE US N 2 2037-09-15 Floating 0.94657 N N N N N N FREDDIE MAC REMICS 3382 N/A 31397PHA1 63975.360000 PA USD 64753.950000 0.0019871 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 0.99657 N N N N N N FREDDIE MAC REMICS 3505 N/A 31397YPE5 40711.110000 PA USD 41992.820000 0.0012886 Long ABS-MBS USGSE US N 2 2039-01-15 Floating 1.39657 N N N N N N FREDDIE MAC REMICS 3826 N/A 3137A7Q94 76052.970000 PA USD 76295.410000 0.0023413 Long ABS-MBS USGSE US N 2 2041-03-15 Floating 0.79657 N N N N N N FREDDIE MAC REMICS 3838 N/A 3137A9YG5 81506.980000 PA USD 81712.340000 0.0025075 Long ABS-MBS USGSE US N 2 2040-03-15 Floating 0.79657 N N N N N N FREDDIE MAC REMICS 3957 N/A 3137AHC30 67186.900000 PA USD 67904.400000 0.0020838 Long ABS-MBS USGSE US N 2 2041-11-15 Floating 0.94657 N N N N N N FREDDIE MAC REMICS 4263 N/A 3137B5QC0 319971.790000 PA USD 320910.270000 0.0098479 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 0.79657 N N N N N N FREDDIE MAC REMICS 4419 N/A 3137BFMR9 1751217.900000 PA USD 1752044.830000 0.0537654 Long ABS-MBS USGSE US N 2 2040-06-15 Floating 0.44629 N N N N N N FREDDIE MAC REMICS 4521 N/A 3137BLN53 887833.850000 PA USD 889492.500000 0.0272961 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 0.43629 N N N N N N FREDDIE MAC REMICS 4722 N/A 3137FAWH7 806098.110000 PA USD 806268.520000 0.0247422 Long ABS-MBS USGSE US N 2 2038-05-15 Floating 0.42629 N N N N N N FREDDIE MAC REMICS 4842 N/A 3137FJG52 8931586.750000 PA USD 8874098.590000 0.2723217 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.45629 N N N N N N FREDDIE MAC REMICS 4904 N/A 3137FN6L9 3227722.310000 PA USD 3240766.830000 0.0994502 Long ABS-MBS USGSE US N 2 2049-06-15 Floating 0.84657 N N N N N N FREDDIE MAC REMICS 5068 N/A 3137F8NS8 5214089.630000 PA USD 4569872.690000 0.1402368 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 1 N N N N N N FREDDIE MAC REMICS 5115 N/A 3137H0W53 26086702.620000 PA USD 24463319.290000 0.7507121 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 1 N N N N N N FREDDIE MAC REMICS-3913 N/A 3137AER98 11038.190000 PA USD 11127.370000 0.0003415 Long ABS-MBS USGSE US N 2 2041-08-15 Floating 0.89657 N N N N N N FREDDIE MAC REMICS-3977 N/A 3137AJZ31 322173.350000 PA USD 324995.230000 0.0099732 Long ABS-MBS USGSE US N 2 2041-12-15 Floating 0.91657 N N N N N N FREDDIE MAC-2614 N/A 31393QMP4 129133.020000 PA USD 133272.350000 0.0040898 Long ABS-MBS USGSE US N 2 2033-05-15 Floating 1.73057 N N N N N N FREDDIE MAC-3305 N/A 31397GTW0 296166.400000 PA USD 295751.530000 0.0090758 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 0.69657 N N N N N N FREDDIE MAC-3339 N/A 31397JYP3 419012.790000 PA USD 423941.130000 0.0130096 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 0.97657 N N N N N N FREED ABS TRUST 2022-1FP N/A 35633KAA4 30391427.600000 PA USD 30181811.850000 0.9261969 Long ABS-O CORP US N 2 2029-03-19 Fixed 0.94 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2B0 15400000.000000 PA USD 14753770.570000 0.4527527 Long DBT CORP US N 2 2024-04-08 Fixed 1 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 37033LGD2 1000000.000000 PA USD 1022544.610000 0.0313791 Long DBT CORP US N 2 2022-10-15 Fixed 6.41 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XAW6 1410000.000000 PA USD 1410491.570000 0.0432841 Long DBT CORP US N 2 2022-04-10 Fixed 3.45 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBY1 4318000.000000 PA USD 4329033.740000 0.1328462 Long DBT CORP US N 2 2022-06-30 Fixed 3.15 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBX3 12648000.000000 PA USD 12674439.510000 0.3889437 Long DBT CORP US N 2 2022-06-30 Floating 2.30629 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCU8 2020000.000000 PA USD 2030568.560000 0.0623126 Long DBT CORP US N 2 2022-07-08 Fixed 3.55 N N N N N N GLS AUTO RECEIVABLES TRUST 2020-4A N/A 36261EAA5 564188.060000 PA USD 563994.710000 0.0173074 Long ABS-O CORP US N 2 2024-02-15 Fixed 0.52 N N N N N N GNMA PASS THRU POOLS N/A 3622ABBY7 10105258.060000 PA USD 10640454.760000 0.3265263 Long ABS-MBS USGSE US N 2 2071-06-20 Floating 2.264 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION N/A 38122NB92 7700000.000000 PA USD 7700400.400000 0.2363041 Long DBT MUN US N 2 2022-06-01 Fixed 1.237 N N N N N N GOLDENTREE LOAN OPPORTUNITIES LTD 2014-9A N/A 38123HAN4 6425895.130000 PA USD 6406833.550000 0.1966081 Long ABS-CBDO CORP KY N 2 2029-10-29 Floating 1.409 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWU4 5786000.000000 PA USD 5797853.890000 0.1779202 Long DBT CORP US N 2 2023-02-23 Floating 1.21386 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZQ0 700000.000000 PA USD 704837.570000 0.0216295 Long DBT CORP US N 2 2024-03-15 Floating 1.62082 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWJ9 14780000.000000 PA USD 14795915.990000 0.4540460 Long DBT CORP US N 2 2023-06-05 Floating 2.908 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWM2 20344000.000000 PA USD 20369649.310000 0.6250886 Long DBT CORP US N 2 2023-07-24 Floating 2.905 N N N N N N GOSFORTH FUNDING 2018-1 PLC 18-1A N/A 38312RAA1 717041.700000 PA USD 717245.340000 0.0220103 Long ABS-MBS CORP GB N 2 2060-08-25 Floating 0.94757 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-15 N/A 38376WXM2 669350.160000 PA USD 677501.640000 0.0207907 Long ABS-MBS USGSE US N 2 2040-02-20 Floating 1.18857 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-35 N/A 38376WE68 2010645.650000 PA USD 2036807.970000 0.0625040 Long ABS-MBS USGSE US N 2 2040-03-20 Floating 1.19857 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-37 N/A 38376XJP9 1589722.490000 PA USD 1612010.400000 0.0494682 Long ABS-MBS USGSE US N 2 2040-03-20 Floating 1.24857 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-4 N/A 38376TX98 857267.130000 PA USD 868603.120000 0.0266550 Long ABS-MBS USGSE US N 2 2040-01-16 Floating 1.13057 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-50 N/A 38376YGD7 1515887.720000 PA USD 1534789.020000 0.0470985 Long ABS-MBS USGSE US N 2 2040-04-20 Floating 1.21857 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H05 N/A 38375BKD3 199868.500000 PA USD 199413.620000 0.0061195 Long ABS-MBS USGSE US N 2 2060-12-20 Floating 0.60629 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H08 N/A 38375BQS4 416569.840000 PA USD 416148.560000 0.0127705 Long ABS-MBS USGSE US N 2 2062-04-20 Floating 0.67629 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H17 N/A 38375UNP1 38521.580000 PA USD 38423.850000 0.0011791 Long ABS-MBS USGSE US N 2 2064-07-20 Floating 0.60629 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20 N/A 38376RFG6 709095.890000 PA USD 706766.650000 0.0216887 Long ABS-MBS USGSE US N 2 2065-08-20 Floating 0.57629 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29 N/A 38376RMB9 13725.990000 PA USD 13736.150000 0.0004215 Long ABS-MBS USGSE US N 2 2065-10-20 Floating 0.80629 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30 N/A 38376RKZ8 26962.870000 PA USD 27047.530000 0.0008300 Long ABS-MBS USGSE US N 2 2061-08-20 Floating 0.78629 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23 N/A 38376RC53 3710112.360000 PA USD 3824305.910000 0.1173574 Long ABS-MBS USGSE US N 2 2066-09-20 Variable 2.72565 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-117 N/A 38380ANR4 496392.270000 PA USD 497243.980000 0.0152591 Long ABS-MBS USGSE US N 2 2043-07-20 Floating 0.65057 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A 38376RRJ7 11377.470000 PA USD 11399.720000 0.0003498 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 0.87629 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H12 N/A 38376R2V7 46583.780000 PA USD 46408.440000 0.0014241 Long ABS-MBS USGSE US N 2 2066-06-20 Floating 0.30629 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16 N/A 38375UG53 1029476.330000 PA USD 1034094.150000 0.0317335 Long ABS-MBS USGSE US N 2 2067-08-20 Floating 0.85629 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H18 N/A 38376R6V3 1054973.550000 PA USD 1057566.990000 0.0324538 Long ABS-MBS USGSE US N 2 2067-09-20 Floating 1.03238 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H01 N/A 38375U3U2 125116.350000 PA USD 124436.670000 0.0038186 Long ABS-MBS USGSE US N 2 2068-01-20 Floating 0.50629 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-57 N/A 38381VSW1 2010872.690000 PA USD 2016252.380000 0.0618732 Long ABS-MBS USGSE US N 2 2049-05-20 Floating 0.90857 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-78 N/A 38381WUF3 6689006.570000 PA USD 6701456.820000 0.2056493 Long ABS-MBS USGSE US N 2 2049-06-20 Floating 0.89857 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-97 N/A 38382VER6 41160247.900000 PA USD 39135163.700000 1.2009507 Long ABS-MBS USGSE US N 2 2051-06-20 Floating 0.45 N N N N N N GOVT NATL MORTGAGE ASSOC SERIES 2007-26 N/A 38375KCC4 728285.290000 PA USD 728575.290000 0.0223580 Long ABS-MBS USGSE US N 2 2037-04-20 Floating 0.75857 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2021-HP1 N/A 36262RAJ6 846662.240000 PA USD 830550.510000 0.0254873 Long ABS-MBS CORP US N 2 2052-01-25 Floating 0.89867 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264GAB5 4500000.000000 PA USD 4507266.110000 0.1383156 Long DBT CORP US N 2 2024-03-24 Floating 1.17309 N N N N N N HANWHA ENERGY USA HOLDINGS CORPORATION 549300VVIE7XDIYNIT55 U3821WAA5 2729000.000000 PA USD 2733718.410000 0.0838903 Long DBT CORP US N 2 2022-07-30 Fixed 2.375 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 41283LAQ8 9705000.000000 PA USD 9712109.300000 0.2980380 Long DBT CORP US N 2 2022-06-09 Fixed 2.55 N N N N N N HILTON USA TRUST 2016-SFP N/A 43289VAA1 10000000.000000 PA USD 9898824.000000 0.3037677 Long ABS-MBS CORP US N 2 2035-11-05 Fixed 2.82844 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BA6 5419000.000000 PA USD 5482556.420000 0.1682446 Long DBT CORP GB N 2 2023-05-25 Fixed 3.6 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BJ0 4500000.000000 PA USD 4532779.490000 0.1390985 Long DBT CORP US N 2 2022-12-15 Fixed 2.9 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BA9 3000000.000000 PA USD 3020127.540000 0.0926794 Long DBT CORP US N 2 2022-12-01 Fixed 3.15 N N N N N N HUTCHISON WHAMPOA INTERNATIONAL (12) (II) LIMITED 2549005GEGKY2Q53V676 G4690AAB3 4800000.000000 PA USD 4826725.780000 0.1481190 Long DBT CORP KY N 2 2022-11-08 Fixed 3.25 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABE6 5700000.000000 PA USD 5683995.080000 0.1744262 Long DBT CORP US N 2 2023-02-10 Fixed 2.375 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAM9 4735000.000000 PA USD 4735146.790000 0.1453086 Long DBT CORP US N 2 2022-04-05 Fixed 3.1 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABA4 5716000.000000 PA USD 5729140.400000 0.1758116 Long DBT CORP US N 2 2022-06-20 Fixed 3 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABQ9 1350000.000000 PA USD 1341059.600000 0.0411534 Long DBT CORP US N 2 2022-11-10 Fixed 1.15 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABC0 6120000.000000 PA USD 6140178.310000 0.1884252 Long DBT CORP US N 2 2022-11-01 Fixed 2.85 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CBA0 200000.000000 PA USD 200459.780000 0.0061516 Long DBT CORP US N 2 2022-06-20 Fixed 3 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CBQ5 400000.000000 PA USD 397350.990000 0.0121936 Long DBT CORP US N 2 2022-11-10 Fixed 1.15 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CBC6 100000.000000 PA USD 100329.710000 0.0030788 Long DBT CORP US N 2 2022-11-01 Fixed 2.85 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 Y3815NAY7 10483000.000000 PA USD 10513709.950000 0.3226369 Long DBT CORP KR N 2 2022-08-29 Fixed 3 N N N N N N IHPT-2018-STAY N/A 46117MAA2 5200000.000000 PA USD 5180149.000000 0.1589645 Long ABS-MBS CORP US N 2 2033-01-15 Floating 1.497 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AB1 10050000.000000 PA USD 10101642.230000 0.3099916 Long DBT CORP GB N 2 2023-02-11 Fixed 3.5 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AE5 16118000.000000 PA USD 16157059.720000 0.4958158 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 G4721VNT7 650000.000000 PA USD 651575.180000 0.0199951 Long DBT CORP GB N 2 2022-07-21 Fixed 3.75 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GN9 8340000.000000 PA USD 8443626.920000 0.2591117 Long DBT CORP US N 2 2022-08-15 Fixed 5.875 N N N N N N JFIN CLO LTD 2017-2A N/A 46593CAA7 8600000.000000 PA USD 8552871.140000 0.2624641 Long ABS-CBDO CORP KY N 2 2029-09-20 Floating 1.91786 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCA2 8000000.000000 PA USD 7977603.360000 0.2448107 Long DBT CORP US N 2 2024-03-16 Floating 0.835472 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAE6 32044000.000000 PA USD 32052442.630000 0.9836014 Long DBT CORP US N 2 2023-04-25 Floating 2.776 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBB1 2750000.000000 PA USD 2751427.250000 0.0844337 Long DBT CORP US N 2 2023-04-01 Floating 3.207 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5 N/A 46654PAA4 12400000.000000 PA USD 12192291.320000 0.3741479 Long ABS-MBS CORP US N 2 2038-11-15 Floating 1.512 N N N N N N 280 PARK AVENUE 2017-280P MORTGAGE TRUST N/A 90205FAA8 890012.000000 PA USD 886524.220000 0.0272050 Long ABS-MBS CORP US N 2 2034-09-15 Floating 1.187 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C15 N/A 46640NAF5 901231.710000 PA USD 910567.030000 0.0279428 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 3.6591 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C27 N/A 46644ABG6 1586811.430000 PA USD 1586014.690000 0.0486704 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.0174 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AA8 1200000.000000 PA USD 1181807.840000 0.0362664 Long DBT CORP US N 2 2023-02-10 Fixed 0.625 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 482466AF6 1500000.000000 PA USD 1502832.000000 0.0461178 Long DBT CORP KR N 2 2022-10-02 Floating 1.66157 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 ACI120FL8 9680000.000000 PA USD 9717552.300000 0.2982050 Long DBT CORP KR N 2 2023-03-13 Floating 1.60286 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 ACI13X1V8 4000000.000000 PA USD 4020961.160000 0.1233923 Long DBT CORP KR N 2 2023-07-26 Floating 1.06714 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 ACI0Y2276 2200000.000000 PA USD 2205502.770000 0.0676808 Long DBT CORP KR N 2 2022-09-14 Floating 1.67786 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 Y4S96CSP9 3900000.000000 PA USD 3907363.200000 0.1199062 Long DBT CORP KR N 2 2022-10-02 Floating 1.66157 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 U81522AA9 190000.000000 PA USD 187119.580000 0.0057422 Long DBT CORP US N 2 2023-02-10 Fixed 0.625 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAN1 2679000.000000 PA USD 2695144.970000 0.0827066 Long DBT CORP US N 2 2023-01-15 Floating 1.51914 N N N N N N KKR CLO 9 LTD N/A 48250LAW9 27000000.000000 PA USD 26689868.010000 0.8190387 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 1.19129 N N N N N N KOMATSU FINANCE AMERICA INC 549300SRAAFEEQ8Z4D68 ACI0XK426 8989000.000000 PA USD 8992730.440000 0.2759622 Long DBT CORP US N 2 2022-09-11 Fixed 2.437 N N N N N N KOOKMIN BANK 549300XXMOJSIW8P4769 BFMGMKII0 8400000.000000 PA USD 8440782.000000 0.2590244 Long DBT CORP KR N 2 2023-04-03 Floating 1.749 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630CZ9 4800000.000000 PA USD 4805338.370000 0.1474626 Long DBT CORP KR N 2 2023-02-18 Floating 0.83814 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 ACI1LNGW2 3000000.000000 PA USD 3039033.000000 0.0932596 Long DBT CORP KR N 2 2023-04-16 Floating 1.69129 N N N N N N KOREA EXPRESSWAY CORPORATION 988400EZO9DR1OFL5772 ACI1SVTS2 11400000.000000 PA USD 11374315.340000 0.3490465 Long DBT CORP KR N 2 2022-07-25 Floating 0.89771 N N N N N N KOREA EXPRESSWAY CORPORATION 988400EZO9DR1OFL5772 ACI1SVZ48 2000000.000000 PA USD 2001048.100000 0.0614067 Long DBT CORP KR N 2 2022-11-25 Floating 1.09757 N N N N N N KOREA NATIONAL OIL CORP (KNOC) 988400ZTQ08W926ONT36 BD5JRZII0 6400000.000000 PA USD 6440330.560000 0.1976361 Long DBT CORP KR N 2 2023-07-16 Floating 1.11629 N N N N N N KT CORPORATION 9884005ACF8449EANY26 Y49915BA1 6150000.000000 PA USD 6154305.980000 0.1888587 Long DBT CORP KR N 2 2022-08-07 Fixed 2.625 N N N N N N LCM 30 LTD N/A 50200YAQ1 2000000.000000 PA USD 1986471.200000 0.0609593 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.334 N N N N N N LCM LP 13A N/A 50184KBL1 4730129.390000 PA USD 4700868.810000 0.1442567 Long ABS-CBDO CORP KY N 2 2027-07-19 Floating 1.118 N N N N N N LEGACY MORTGAGE ASSET TRUST 2021-SL1 N/A 52475PAA9 2080924.160000 PA USD 2072307.260000 0.0635934 Long ABS-MBS CORP US N 2 2060-09-25 Variable 1.991 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCT4 3000000.000000 PA USD 3011269.260000 0.0924076 Long DBT CORP US N 2 2022-10-01 Fixed 3.25 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBM0 6065000.000000 PA USD 6087414.600000 0.1868060 Long DBT CORP US N 2 2022-11-21 Fixed 2.3 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAB1 900000.000000 PA USD 903028.500000 0.0277115 Long DBT CORP US N 2 2023-05-15 Fixed 2.95 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAL3 1000000.000000 PA USD 1006732.600000 0.0308939 Long DBT CORP US N 2 2022-11-06 Fixed 2.9 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAM5 3085000.000000 PA USD 3077626.230000 0.0944439 Long DBT CORP GB N 2 2023-06-15 Floating 1.326 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 30000000.000000 PA USD 30050999.400000 0.9221826 Long DBT CORP GB N 2 2023-11-07 Floating 2.907 N N N N N N MADISON PARK FUNDING XXX LTD 2018-30A N/A 55821TAA5 3470973.430000 PA USD 3455652.450000 0.1060445 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 0.99129 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 57174WDN6 10000000.000000 PA USD 9995068.300000 0.3067212 Long DBT CORP US N 2 2022-04-22 None 0 N N N N N N MARTIN MARIETTA MATERIALS INC 5299005MZ4WZECVATV08 573284AY2 7100000.000000 PA USD 6934567.520000 0.2128028 Long DBT CORP US N 2 2023-07-15 Fixed 0.65 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AL8 5821000.000000 PA USD 5918329.220000 0.1816173 Long DBT CORP US N 2 2023-06-22 Fixed 4.2 N N N N N N MASTER CREDIT CARD TRUST II SERIES 2018-1A N/A 576339BM6 5125000.000000 PA USD 5133021.650000 0.1575183 Long ABS-MBS CORP CA N 2 2024-07-21 Floating 0.93857 N N N N N N MFA 2020-NQM2 TRUST N/A 552751AA7 5838833.620000 PA USD 5759877.990000 0.1767548 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.381 N N N N N N MFA LLC 2018-NPL1 N/A 55282YAA6 9065816.650000 PA USD 8877430.790000 0.2724240 Long ABS-MBS CORP US N 2 2060-03-25 Fixed 2.3633 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417CC6 5000000.000000 PA USD 4956924.400000 0.1521144 Long DBT CORP US N 2 2024-06-28 Floating 0.585845 N N N N N N MITSUBISHI CORPORATION KVIPTY4PULAPGC1VVD26 ACI0W6YP4 6200000.000000 PA USD 6216065.440000 0.1907540 Long DBT CORP JP N 2 2022-07-14 Fixed 2.625 N N N N N N MITSUBISHI HC CAPITAL INC 353800MZ3QX9RLMH7B09 60682LAA0 2400000.000000 PA USD 2406894.310000 0.0738610 Long DBT CORP JP N 2 2022-09-19 Fixed 2.652 N N N N N N MITSUBISHI HC CAPITAL INC 353800MZ3QX9RLMH7B09 J4706DGT1 700000.000000 PA USD 702010.840000 0.0215428 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 606822BL7 40900000.000000 PA USD 41065079.350000 1.2601745 Long DBT CORP JP N 2 2022-07-18 Fixed 2.623 N N N N N N MITSUI FUDOSAN CO LTD 353800ND4ZKNZDYKMF33 J4509LBW0 4000000.000000 PA USD 4011780.200000 0.1231105 Long DBT CORP JP N 2 2023-01-23 Fixed 2.95 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAY5 44300000.000000 PA USD 44356219.800000 1.3611705 Long DBT CORP JP N 2 2023-07-16 Floating 1.08129 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEC6 18413000.000000 PA USD 18516433.370000 0.5682185 Long DBT CORP US N 2 2023-10-24 Floating 1.65886 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C7 N/A 61690KAE2 10000000.000000 PA USD 10000252.000000 0.3068803 Long ABS-MBS CORP US N 2 2046-02-15 Fixed 2.918 N N N N N N MP CLO VII LTD 2015-1A N/A 55320RAQ0 6891710.590000 PA USD 6857588.210000 0.2104405 Long ABS-CBDO CORP KY N 2 2028-10-18 Floating 1.13129 N N N N N N MUFG UNION BANK NA (AKA: UNION BANK OF CALIFORNIA) OX3PU53ZLPQKJ4700D47 624786FV6 5650000.000000 PA USD 5661000.890000 0.1737206 Long DBT CORP US N 2 2022-12-09 Floating 0.933122 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63859UBE2 10000000.000000 PA USD 9985104.600000 0.3064154 Long DBT CORP GB N 2 2023-01-27 Fixed 2 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAD9 11331000.000000 PA USD 11333417.130000 0.3477914 Long DBT CORP GB N 2 2023-04-26 Floating 3.622 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861WAD7 575000.000000 PA USD 575122.660000 0.0176489 Long DBT CORP GB N 2 2023-04-26 Floating 3.622 N N N N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-285M N/A 63874FAA5 4000000.000000 PA USD 3999532.000000 0.1227346 Long ABS-MBS CORP US N 2 2032-11-15 Fixed 3.7904 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BF7 2000000.000000 PA USD 2002074.860000 0.0614382 Long DBT CORP GB N 2 2023-05-15 Floating 1.97643 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906AAB6 45000000.000000 PA USD 45148129.650000 1.3854721 Long DBT CORP GB N 2 2022-09-29 Floating 1.94762 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-DA N/A 63941HAA0 3203867.600000 PA USD 3119706.480000 0.0957352 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 9581430.180000 PA USD 9282967.670000 0.2848688 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G N/A 63942KAA2 11079746.410000 PA USD 10521036.900000 0.3228617 Long ABS-O CORP US N 2 2070-04-15 Fixed 1.58 N N N N N N NAVIENT STUDENT LOAN TRUST 2015-AA N/A 63939EAC7 3943198.790000 PA USD 3944147.130000 0.1210350 Long ABS-O CORP US N 2 2028-12-15 Floating 1.59657 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-1A N/A 63940DAB8 5506275.160000 PA USD 5501566.190000 0.1688280 Long ABS-O CORP US N 2 2067-03-25 Floating 0.80657 N N N N N N NAVIENT STUDENT LOAN TRUST 2019-CA N/A 63940YAB2 1421060.870000 PA USD 1413137.600000 0.0433653 Long ABS-O CORP US N 2 2068-02-15 Fixed 3.13 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAD7 2400000.000000 PA USD 2408018.450000 0.0738955 Long DBT CORP IE N 2 2023-01-23 Fixed 3.3 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAP6 5545000.000000 PA USD 5576126.800000 0.1711160 Long DBT CORP IE N 2 2022-07-01 Fixed 4.625 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBT6 2700000.000000 PA USD 2691103.640000 0.0825826 Long DBT CORP US N 2 2023-02-22 Floating 0.74957 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBX7 37000000.000000 PA USD 36856550.260000 1.1310263 Long DBT CORP US N 2 2023-11-03 Floating 0.518722 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740AZ2 800000.000000 PA USD 801489.010000 0.0245955 Long DBT CORP US N 2 2022-07-13 Fixed 2.65 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BA6 3070000.000000 PA USD 3066672.950000 0.0941078 Long DBT CORP US N 2 2022-07-13 Floating 0.89443 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BD0 26416000.000000 PA USD 26419999.910000 0.8107572 Long DBT CORP US N 2 2022-09-28 Fixed 2.6 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 U65478BF2 1703000.000000 PA USD 1701154.410000 0.0522038 Long DBT CORP US N 2 2022-07-13 Floating 0.89443 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 U65478BJ4 3600000.000000 PA USD 3600545.110000 0.1104908 Long DBT CORP US N 2 2022-09-28 Fixed 2.6 N N N N N N NONGHYUP BANK 988400GSDJCW3LKJBD20 65540KAB1 7050000.000000 PA USD 7056450.750000 0.2165431 Long DBT CORP KR N 2 2022-07-17 Fixed 2.875 N N N N N N NSLT-2021-BA N/A 64034QAB4 3237347.980000 PA USD 3031106.900000 0.0930163 Long ABS-O CORP US N 2 2062-04-20 Fixed 1.42 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAA3 29700000.000000 PA USD 29268312.280000 0.8981641 Long DBT CORP JP N 2 2023-03-03 Fixed 0.373 N N N N N N OBX 2022-NQM1 TRUST N/A 67114VAA1 13250507.130000 PA USD 12851434.980000 0.3943752 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.305 N N N N N N OBX 2022-NQM2 TRUST N/A 67448DAL4 14487962.320000 PA USD 14303020.580000 0.4389204 Long ABS-MBS CORP US N 2 2062-01-25 Variable 2.783 N N N N N N OKLAHOMA GAS AND ELECTRIC COMPANY 549300VJ8YXGPO8EV472 678858BW0 4500000.000000 PA USD 4404857.990000 0.1351730 Long DBT CORP US N 2 2023-05-26 Fixed 0.553 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAX2 3000000.000000 PA USD 3009861.870000 0.0923644 Long DBT CORP US N 2 2023-01-15 Fixed 2.75 N N N N N N ONSLOW BAY MORTGAGE LOAN TRUST 2021-NQM4 N/A 67115DAA0 13681177.350000 PA USD 12922725.710000 0.3965629 Long ABS-MBS CORP US N 2 2061-10-25 Fixed 1.957 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBR5 34459000.000000 PA USD 34536939.710000 1.0598438 Long DBT CORP US N 2 2023-02-15 Fixed 2.625 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 686330AH4 35092000.000000 PA USD 35230162.470000 1.0811169 Long DBT CORP JP N 2 2022-07-18 Fixed 2.9 N N N N N N OSD CLO 2021-23A LTD N/A 671026AA0 15950000.000000 PA USD 15772505.210000 0.4840149 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 1.8352 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JE8 16000000.000000 PA USD 15983511.840000 0.4904901 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 1300000.000000 PA USD 1299819.010000 0.0398879 Long DBT CORP US N 2 2022-06-16 Floating 2.36471 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JX6 28600000.000000 PA USD 28610790.780000 0.8779866 Long DBT CORP US N 2 2022-11-14 Floating 1.19934 N N N N N N PALMER SQUARE LOAN FUNDING 2021-3 N/A 69702BAA9 20252710.240000 PA USD 20201910.970000 0.6199411 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 1.054 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2019-2A N/A 69689PAA5 4425571.880000 PA USD 4412375.980000 0.1354037 Long ABS-CBDO CORP KY N 2 2027-04-20 Floating 1.224 N N N N N N PALMER SQUARE LOAN FUNDING LTD 2019-4A N/A 69689HAA3 4865468.270000 PA USD 4856796.640000 0.1490417 Long ABS-CBDO CORP KY N 2 2027-10-24 Floating 1.15886 N N N N N N PANASONIC HOLDINGS CORP 254900GE1G59KGWPHX32 69832AAA4 7945000.000000 PA USD 7956601.210000 0.2441662 Long DBT CORP JP N 2 2022-07-19 Fixed 2.536 N N N N N N PANASONIC HOLDINGS CORP 254900GE1G59KGWPHX32 J6354YAN4 10700000.000000 PA USD 10715624.030000 0.3288331 Long DBT CORP JP N 2 2022-07-19 Fixed 2.536 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 70109MDN1 17100000.000000 PA USD 17094607.860000 0.5245866 Long DBT CORP US N 2 2022-04-22 None 0 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 70109MEG5 5000000.000000 PA USD 4995361.650000 0.1532939 Long DBT CORP US N 2 2022-05-16 None 0 N N N N N N PAWNEE EQUIPMENT RECEIVABLES 2021-1 N/A 704100AB2 16400000.000000 PA USD 15876188.920000 0.4871966 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.1 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599AY0 1024000.000000 PA USD 1029027.300000 0.0315780 Long DBT CORP US N 2 2023-03-14 Fixed 2.7 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599AH7 10454000.000000 PA USD 10547199.810000 0.3236646 Long DBT CORP US N 2 2022-07-11 Fixed 4.875 N N N N N N PFS FINANCING CORP 2019-A N/A 69335PDD4 6000000.000000 PA USD 5998136.400000 0.1840663 Long ABS-O CORP US N 2 2024-04-15 Floating 0.94657 N N N N N N PFS FINANCING CORP 2020 B N/A 69335PDR3 10000000.000000 PA USD 9994451.000000 0.3067022 Long ABS-O CORP US N 2 2024-06-15 Fixed 1.21 N N N N N N PHEAA STUDENT LOAN TRUST 2016-2A N/A 69343VAA0 3667047.500000 PA USD 3635032.340000 0.1115492 Long ABS-O CORP US N 2 2065-11-25 Floating 1.40657 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBC3 5448000.000000 PA USD 5469350.660000 0.1678393 Long DBT CORP US N 2 2022-05-19 Fixed 4.625 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 ACI1BFTD8 9100000.000000 PA USD 9102711.800000 0.2793372 Long DBT CORP KY N 2 2022-05-02 Floating 1.315 N N N N N N RACE POINT IX CLO LTD 2015-9A N/A 74982WAA4 3100000.000000 PA USD 3074292.010000 0.0943416 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 1.18129 N N N N N N RESIMAC PREMIER SERIES 2021-1A N/A 76123EAA9 3109469.450000 PA USD 3102985.300000 0.0952221 Long ABS-MBS CORP AU N 2 2052-07-10 Floating 1.02114 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 77511MEL1 34500000.000000 PA USD 34450070.910000 1.0571780 Long DBT CORP CA N 2 2022-05-20 None 0 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKM0 3900000.000000 PA USD 3904327.520000 0.1198131 Long DBT CORP US N 2 2022-06-01 Fixed 2.875 N N N N N N SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-A N/A 80281MAA1 991596.210000 PA USD 991098.330000 0.0304141 Long ABS-O CORP US N 2 2024-10-15 Fixed 1.37 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 N/A 80286MAB4 14000000.000000 PA USD 13997529.000000 0.4295457 Long ABS-O CORP US N 2 2026-10-15 Fixed 2.12 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAS5 26679000.000000 PA USD 26850014.260000 0.8239532 Long DBT CORP US N 2 2023-01-18 Fixed 3.4 N N N N N N SARANAC CLO LTD 2018-6A N/A 80317LAJ2 1400000.000000 PA USD 1395348.490000 0.0428194 Long ABS-CBDO CORP JE N 2 2031-08-13 Floating 1.34088 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 G5321UAD9 59000000.000000 PA USD 59032273.000000 1.8115383 Long DBT NUSS KY N 2 2022-04-20 Fixed 2.894 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CE7 1200000.000000 PA USD 1200249.580000 0.0368324 Long DBT CORP US N 2 2022-05-20 Floating 1.1 N N N N N N SK TELECOM CO LTD 9884003WEA1PHW006037 Y4935NAM6 2000000.000000 PA USD 2022879.140000 0.0620766 Long DBT CORP KR N 2 2023-04-16 Fixed 3.75 N N N N N N SKY LIMITED 2138003TS48MQKF4BZ29 111013AK4 5194000.000000 PA USD 5233729.790000 0.1606088 Long DBT CORP GB N 2 2022-11-26 Fixed 3.125 N N N N N N SL GREEN OPERATING PARTNERSHIP LP 2K1OXW4LY7IS2U150Y32 78444FAF3 2486000.000000 PA USD 2491520.190000 0.0764579 Long DBT CORP US N 2 2022-10-15 Fixed 3.25 N N N N N N SLC STUDENT LOAN TRUST 2006-1 N/A 784427AE6 335604.120000 PA USD 334726.520000 0.0102718 Long ABS-O CORP US N 2 2027-03-15 Floating 0.936 N N N N N N SLC STUDENT LOAN TRUST-2005-3 N/A 784420AP6 5115252.520000 PA USD 5093007.310000 0.1562904 Long ABS-O CORP US N 2 2029-06-15 Floating 0.946 N N N N N N SLM STUDENT LOAN TRUST 2003-10A N/A 78442GJG2 685531.430000 PA USD 685393.020000 0.0210328 Long ABS-O CORP US N 2 2027-12-15 Floating 1.296 N N N N N N SLM STUDENT LOAN TRUST 2003-11 N/A 78442GJS6 715541.380000 PA USD 714352.360000 0.0219215 Long ABS-O CORP US N 2 2025-12-15 Floating 1.376 N N N N N N SLM STUDENT LOAN TRUST 2004-B N/A 78443CBN3 513282.110000 PA USD 511037.990000 0.0156824 Long ABS-O CORP US N 2 2024-03-15 Floating 1.156 N N N N N N SLM STUDENT LOAN TRUST 2005-5 N/A 78442GPQ3 1606284.470000 PA USD 1600387.000000 0.0491115 Long ABS-O CORP US N 2 2028-10-25 Floating 0.39771 N N N N N N SLM STUDENT LOAN TRUST 2005-A N/A 78443CBV5 2199145.180000 PA USD 2154113.940000 0.0661038 Long ABS-O CORP US N 2 2038-12-15 Floating 1.136 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAB8 9102000.000000 PA USD 9115785.980000 0.2797384 Long DBT CORP IE N 2 2022-07-15 Fixed 3 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 G82296AB3 6315000.000000 PA USD 6324564.760000 0.1940835 Long DBT CORP IE N 2 2022-07-15 Fixed 3 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-E N/A 78470RAA5 62248.310000 PA USD 62261.910000 0.0019106 Long ABS-O CORP US N 2 2039-07-25 Floating 1.30657 N N N N N N SOUND POINT CLO XIV LTD 2016-3A N/A 83609NAN0 3312029.790000 PA USD 3303722.390000 0.1013822 Long ABS-CBDO CORP KY N 2 2029-01-23 Floating 1.24886 N N N N N N SOUND POINT CLO XV LTD 2017-1A N/A 83609RAL5 25719964.280000 PA USD 25740130.020000 0.7898939 Long ABS-CBDO CORP KY N 2 2029-01-23 Floating 1.15886 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAB6 4000000.000000 PA USD 4038896.960000 0.1239427 Long DBT CORP US N 2 2023-01-31 Fixed 3.5 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HA4 15000000.000000 PA USD 14996946.000000 0.4602151 Long DBT CORP US N 2 2023-04-03 Floating 0.720343 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HE6 6000000.000000 PA USD 5998836.840000 0.1840878 Long DBT CORP US N 2 2022-06-13 Floating 0.573867 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DK0 600000.000000 PA USD 598426.960000 0.0183641 Long DBT CORP US N 2 2023-05-10 Floating 0.500548 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BH0 3600000.000000 PA USD 3677139.540000 0.1128413 Long DBT CORP US N 2 2023-05-04 Fixed 4.75 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAQ3 3000000.000000 PA USD 3010811.850000 0.0923935 Long DBT CORP US N 2 2023-06-15 Fixed 3 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BV1 5000000.000000 PA USD 4954270.000000 0.1520329 Long DBT CORP GB N 2 2023-10-14 Floating 1.319 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3 N/A 03066PAB5 1451144.170000 PA USD 1450558.780000 0.0445137 Long ABS-O CORP US N 2 2024-03-18 Fixed 0.42 N N N N N N STELLANTIS NV 549300LKT9PW7ZIBDF31 31562QAF4 8147000.000000 PA USD 8325867.390000 0.2554980 Long DBT CORP NL N 2 2023-04-15 Fixed 5.25 N N N N N N SUMITOMO MITSUI BANKING CORP/NEW YORK BRANCH 549300MS3WYYVQ4HXM15 86565C6C8 31000000.000000 PA USD 30970066.090000 0.9503862 Long DBT CORP JP N 2 2022-09-06 Floating 0.47 N N N N N N AMMC CLO 16 LTD 2015-16A N/A 00176JAT3 3682473.320000 PA USD 3673301.940000 0.1127235 Long ABS-CBDO CORP KY N 2 2029-04-14 Floating 1.21843 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAP5 685000.000000 PA USD 685965.950000 0.0210504 Long DBT CORP JP N 2 2022-07-12 Floating 1.01829 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBA7 1000000.000000 PA USD 1005259.470000 0.0308487 Long DBT CORP JP N 2 2023-07-19 Floating 1.108 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAU4 2700000.000000 PA USD 2716623.680000 0.0833657 Long DBT CORP JP N 2 2022-10-18 Fixed 2.778 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VAQ2 31745000.000000 PA USD 30912394.040000 0.9486164 Long DBT CORP JP N 2 2023-09-12 Fixed 0.8 N N N N N N SUNTORY HOLDINGS LIMITED 54930074QUY8RD0UZM08 86803UAC5 2000000.000000 PA USD 2003149.340000 0.0614711 Long DBT CORP JP N 2 2022-06-28 Fixed 2.55 N N N N N N SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED 549300MJAANHLHOVTO40 87124VAD1 3000000.000000 PA USD 3038078.700000 0.0932303 Long DBT CORP AU N 2 2023-03-22 Fixed 3.9 N N N N N N AMMC CLO XII LTD 2013-12A N/A 00176CAW1 3000000.000000 PA USD 2961645.240000 0.0908848 Long ABS-CBDO CORP KY N 2 2030-11-10 Floating 1.31629 N N N N N N SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK) 549300UATVPGSLE43Z27 87166FAA1 11142000.000000 PA USD 11161611.370000 0.3425192 Long DBT CORP US N 2 2022-06-15 Fixed 3 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAQ6 2169000.000000 PA USD 2175218.540000 0.0667515 Long DBT CORP US N 2 2022-07-25 Fixed 2.85 N N N N N N AMMC CLO XIV LTD 2014 14A N/A 00175LAQ5 500000.000000 PA USD 498223.350000 0.0152891 Long ABS-CBDO CORP KY N 2 2029-07-25 Floating 1.27771 N N N N N N TCI-SYMPHONY CLO LTD 2016-1A N/A 87229WAQ4 800000.000000 PA USD 793377.360000 0.0243466 Long ABS-CBDO CORP KY N 2 2032-10-13 Floating 1.26443 N N N N N N TCW CLO LTD 2018-1A N/A 87240UAR1 2000000.000000 PA USD 1981194.200000 0.0607974 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 1.22771 N N N N N N TESLA AUTO LEASE TRUST 2020-A N/A 88167HAB2 603982.140000 PA USD 603740.670000 0.0185271 Long ABS-O CORP US N 2 2023-05-22 Fixed 0.55 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418BAD0 19750000.000000 PA USD 19837929.570000 0.6087716 Long DBT CORP CA N 2 2024-03-11 Floating 1.01109 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556CN0 29700000.000000 PA USD 29684577.380000 0.9109381 Long DBT CORP US N 2 2023-04-18 Floating 0.437076 N N N N N N TIME WARNER ENTERTAINMENT COMPANY LP N/A 88731EAF7 4400000.000000 PA USD 4634787.390000 0.1422289 Long DBT CORP US N 2 2023-03-15 Fixed 8.375 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114TZS4 8000000.000000 PA USD 8037688.640000 0.2466546 Long DBT CORP CA N 2 2024-03-08 Floating 1.12144 N N N N N N TOWD POINT HE TRUST 2021-HE1 N/A 89180DAA4 4993732.230000 PA USD 4912480.210000 0.1507505 Long ABS-MBS CORP US N 2 2063-02-25 Variable 0.918 N N N N N N TOWD POINT MORTGAGE TRUST 2018-3 N/A 89175MAA1 15453723.840000 PA USD 15461492.430000 0.4744707 Long ABS-MBS CORP US N 2 2058-05-25 Variable 3.75 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY2 N/A 89177HAA0 1352686.470000 PA USD 1354038.890000 0.0415517 Long ABS-MBS CORP US N 2 2058-05-25 Floating 1.45657 N N N N N N TOWD POINT MORTGAGE TRUST 2021-1 N/A 89179YAR4 7067296.540000 PA USD 6830636.100000 0.2096135 Long ABS-MBS CORP US N 2 2061-11-25 Fixed 2.25 N N N N N N TRINITAS CLO V LTD 2016-5A N/A 89641AAV7 1042043.340000 PA USD 1042816.630000 0.0320012 Long ABS-CBDO CORP KY N 2 2028-10-25 Floating 1.28771 N N N N N N UBS AG/LONDON BRANCH BFM8T61CT2L1QCEMIK50 902674YG9 11000000.000000 PA USD 10966435.040000 0.3365298 Long DBT CORP CH N 2 2023-06-01 Floating 0.485911 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAA1 31568000.000000 PA USD 31615386.410000 0.9701894 Long DBT CORP CH N 2 2023-05-23 Fixed 3.491 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAD5 1200000.000000 PA USD 1201976.160000 0.0368853 Long DBT CORP CH N 2 2023-08-15 Floating 1.45643 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 N/A 90349GAC9 13114666.070000 PA USD 13072516.840000 0.4011596 Long ABS-MBS CORP US N 2 2046-04-10 Floating 1.14171 N N N N N N APIDOS CLO 2017-27A N/A 03767JAF2 5200000.000000 PA USD 5194360.340000 0.1594006 Long ABS-CBDO CORP KY N 2 2030-07-17 Floating 1.17129 N N N N N N APIDOS CLO XXVI LLC 2017-26A N/A 03766GAL6 10000000.000000 PA USD 9913497.700000 0.3042180 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 1.14129 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CDH1 68400000.000000 PA USD 65387460.850000 2.0065615 Long DBT UST US N 2 2024-11-15 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CDN8 312100000.000000 PA USD 299975645.310000 9.2054284 Long DBT UST US N 2 2024-12-15 Fixed 1 N N N N N N UPSTART SECURITIZATION TRUST 2020-1 N/A 91679UAA0 20976.390000 PA USD 20980.400000 0.0006438 Long ABS-O CORP US N 2 2030-04-22 Fixed 2.322 N N N N N N AREIT TRUST 2021-CRE5 N/A 04002PAA2 5000000.000000 PA USD 4990910.000000 0.1531573 Long ABS-MBS CORP KY N 2 2026-07-17 Floating 1.47657 N N N N N N VENTURE CLO LTD 2014-17A N/A 92329YAL0 4979814.790000 PA USD 4979039.980000 0.1527931 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 1.12129 N N N N N N VENTURE XXIX CLO LTD 2017-29A N/A 92331EAF3 15000000.000000 PA USD 14994446.400000 0.4601384 Long ABS-CBDO CORP KY N 2 2030-09-07 Floating 1.49643 N N N N N N VENTURE XXVIII CLO LTD 2017-28A N/A 92331AAW4 2900000.000000 PA USD 2870339.060000 0.0880828 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 1.244 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAC0 2719000.000000 PA USD 2745878.380000 0.0842635 Long DBT CORP US N 2 2022-09-12 Fixed 4.125 N N N N N N VIBRANT CLO VI LTD 2017-6A N/A 92558EAJ1 3784948.390000 PA USD 3782440.900000 0.1160727 Long ABS-CBDO CORP KY N 2 2029-06-20 Floating 1.87786 N N N N N N ARES XL CLO LTD 2016-40A N/A 04016GBB3 1041554.170000 PA USD 1034436.710000 0.0317440 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 1.11129 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BC5 1300000.000000 PA USD 1301726.530000 0.0399464 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 U9273ADC6 419000.000000 PA USD 415518.370000 0.0127511 Long DBT CORP US N 2 2022-11-23 Fixed 0.75 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KDS2 15000000.000000 PA USD 14990564.100000 0.4600192 Long DBT CORP US N 2 2022-04-26 None 0 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KDT0 15000000.000000 PA USD 14990021.250000 0.4600026 Long DBT CORP US N 2 2022-04-27 None 0 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KEP7 2000000.000000 PA USD 1996884.780000 0.0612789 Long DBT CORP US N 2 2022-05-23 None 0 N N N N N N WELLFLEET CLO LTD 2017-1A N/A 94950GAL1 17983817.450000 PA USD 17984520.620000 0.5518955 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 1.144 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-3A N/A 96042QAC4 4351659.740000 PA USD 4341572.160000 0.1332309 Long ABS-O CORP US N 2 2024-05-15 Fixed 0.56 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A 92937EAZ7 19460585.310000 PA USD 19485545.460000 0.5979579 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.071 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 2013-C14 N/A 92890PAE4 20400000.000000 PA USD 20472848.400000 0.6282555 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.337 N N N N N N WOORI BANK 549300VUVMRL6RE7R376 ACI101VM8 1500000.000000 PA USD 1504583.430000 0.0461715 Long DBT CORP KR N 2 2023-02-01 Floating 1.185 N N N N N N WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) ZTMSNXROF84AHWJNKQ93 459058JS3 50000000.000000 PA USD 46381500.000000 1.4233208 Long DBT CORP N/A N 2 2026-02-10 Fixed 0.65 N N N N N N WORLD OMNI SELECT AUTO TRUST 2020-A N/A 98163DAB4 141935.830000 PA USD 141893.550000 0.0043543 Long ABS-O CORP US N 2 2024-06-17 Fixed 0.47 N N N N N N N/A N/A 000000000 10718000.000000 PA USD 10718000.000000 0.3289060 Long RA US N 2 Repurchase N 0.0100000 2022-04-01 10962700.000000 USD 10932431.990000 USD UST N N N N/A N/A 000000000 -20777625.000000 PA USD -20779039.030000 -0.6376516 Short RA US N 2 Reverse repurchase N 0.3500000 2022-04-01 21900000.000000 USD 21014116.530000 USD AMBS N N N N/A N/A 000000000 -663250.000000 PA USD -663256.630000 -0.0203535 Short RA US N 2 Reverse repurchase N 0.3600000 2022-04-04 700000.000000 USD 671684.090000 USD AMBS N N N N/A N/A 000000000 -55222875.000000 PA USD -55224393.630000 -1.6946849 Short RA US N 2 Reverse repurchase N 0.3300000 2022-04-05 57300000.000000 USD 53780095.380000 USD AMBS N N N N/A N/A 000000000 -57002125.000000 PA USD -57005782.630000 -1.7493509 Short RA US N 2 Reverse repurchase N 0.3300000 2022-04-08 59300000.000000 USD 56688251.880000 USD UST N N N ARI FLEET LEASE TRUST 2019-A N/A 04033JAC5 1584904.240000 PA USD 1585619.190000 0.0486583 Long ABS-O CORP US N 2 2027-11-15 Floating 0.87657 N N N N N N N/A N/A 000000000 -145125000.000000 PA USD -145132619.070000 -4.4537214 Short RA US N 2 Reverse repurchase N 0.2700000 2022-04-01 150000000.000000 USD 144172851.000000 USD UST N N N N/A N/A 000000000 -11676500.000000 PA USD -11676581.090000 -0.3583222 Short RA US N 2 Reverse repurchase N 0.2500000 2022-04-04 12100000.000000 USD 11629943.310000 USD UST N N N N/A N/A 000000000 -144187500.000000 PA USD -144190864.380000 -4.4248215 Short RA US N 2 Reverse repurchase N 0.2800000 2022-04-05 150000000.000000 USD 144172851.000000 USD UST N N N N/A N/A 000000000 -8032500.000000 PA USD -8032714.200000 -0.2465019 Short RA US N 2 Reverse repurchase N 0.3200000 2022-04-05 8400000.000000 USD 8030039.050000 USD UST N N N ARROYO MORTGAGE TRUST 2021-1R N/A 042853AA9 5536138.270000 PA USD 5267975.480000 0.1616597 Long ABS-MBS CORP US N 2 2048-10-25 Variable 1.175 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFY3 5372000.000000 PA USD 5394912.220000 0.1655550 Long DBT CORP US N 2 2023-02-15 Floating 1.28486 N N N N N N N/A N/A 000000000 1.000000 NC USD 68260.280000 0.0020947 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.36 Y Single Leg Swap 2026-06-21 92713.760000 USD 0.000000 USD 3700000.000000 USD -24453.480000 N N N AT&T INC 549300Z40J86GGSTL398 00206RMH2 17600000.000000 PA USD 17600010.910000 0.5400960 Long DBT CORP US N 2 2024-03-25 Floating 0.69935 N N N N N N N/A N/A 000000000 1.000000 NC USD 658964.690000 0.0202218 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.37 Y Single Leg Swap 2026-12-22 858876.550000 USD 0.000000 USD 37800000.000000 USD -199911.860000 N N N N/A N/A 000000000 1.000000 NC USD 624952.580000 0.0191781 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.38 Y Single Leg Swap 2027-06-22 547000.360000 USD 0.000000 USD 38200000.000000 USD 77952.220000 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2F7 43140000.000000 PA USD 43217763.730000 1.3262344 Long DBT CORP US N 2 2022-07-01 Floating 2.19157 N N N N N N 2022-05-12 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer