NPORT-P false 0000810893 XXXXXXXX S000034606 C000106508 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Moderate Duration Portfolio S000034606 5H2C0WOU0VY5RNJKDM42 2023-03-31 2022-09-30 N 5136840078.030000 1928899527.600000 3207940550.430000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 13653333.910000 USD N Bloomberg US Aggregate Intermediate Total Return Unhedged Index LC08TRUU BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 N/A 06054AAW9 4174254.850000 PA USD 3939444.250000 0.1228029 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.441 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAL9 2000000.000000 PA USD 1729168.740000 0.0539028 Long DBT CORP ES N 2 2026-03-25 Fixed 1.849 N N N N N N BANK 2019-BN17 N/A 065403BA4 2500000.000000 PA USD 2349095.250000 0.0732275 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.623 N N N N N N BANK 2019-BN18 N/A 065402BA6 2000000.000000 PA USD 1859450.600000 0.0579640 Long ABS-MBS CORP US N 2 2062-05-15 Fixed 3.432 N N N N N N BANK 2019-BN20 N/A 06540AAB7 10300000.000000 PA USD 9332319.120000 0.2909131 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 2.933 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJQ3 11900000.000000 PA USD 10321997.530000 0.3217640 Long DBT CORP US N 2 2027-03-11 Floating 1.658 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJD2 6500000.000000 PA USD 5775226.410000 0.1800291 Long DBT CORP US N 2 2026-06-19 Floating 1.319 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJS9 7200000.000000 PA USD 6184042.560000 0.1927730 Long DBT CORP US N 2 2027-07-22 Floating 1.734 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJV2 3300000.000000 PA USD 3196680.890000 0.0996490 Long DBT CORP US N 2 2027-07-22 Floating 3.33647 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGR4 2500000.000000 PA USD 2260356.630000 0.0704613 Long DBT CORP US N 2 2028-07-21 Floating 3.593 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHV4 100000.000000 PA USD 84392.730000 0.0026307 Long DBT CORP US N 2 2030-07-23 Floating 3.194 N N N N N N N/A N/A 000000000 1205.000000 NC USD -4219618.590000 -0.1315367 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2022-12-30 247406269.230000 USD -4219618.590000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGT0 14000000.000000 PA USD 13306920.760000 0.4148120 Long DBT CORP US N 2 2025-10-01 Floating 3.093 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJL4 2900000.000000 PA USD 2149339.990000 0.0670006 Long DBT CORP US N 2 2031-10-24 Floating 1.922 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 5842000.000000 PA USD 5194795.370000 0.1619355 Long DBT CORP US N 2 2028-12-20 Floating 3.419 N N N N N N BANK-2019-BN21 N/A 06540BBA6 1600000.000000 PA USD 1445074.560000 0.0450468 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.808 N N N N N N BANK-2019-BN22 N/A 06540XBE0 3728000.000000 PA USD 3377329.780000 0.1052803 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.897 N N N N N N BANK-2020-BN29 N/A 06541TAZ2 6000000.000000 PA USD 5046921.000000 0.1573259 Long ABS-MBS CORP US N 2 2053-11-15 Fixed 1.805 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 2350000.000000 PA USD 2217502.350000 0.0691254 Long DBT CORP GB N 2 2026-01-12 Fixed 4.375 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAU9 10800000.000000 PA USD 9636965.170000 0.3004097 Long DBT CORP GB N 2 2028-01-10 Fixed 4.337 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBR5 1400000.000000 PA USD 1025124.760000 0.0319559 Long DBT CORP GB N 2 2032-03-10 Floating 2.667 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBL8 6000000.000000 PA USD 5451739.140000 0.1699451 Long DBT CORP GB N 2 2026-05-07 Floating 2.852 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBV6 8000000.000000 PA USD 5793557.040000 0.1806005 Long DBT CORP GB N 2 2032-11-24 Floating 2.894 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 1400000.000000 PA USD 1211741.300000 0.0377732 Long DBT CORP GB N 2 2026-03-25 Fixed 1.668 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAK6 5000000.000000 PA USD 4772524.050000 0.1487722 Long DBT CORP GB N 2 2025-06-15 Fixed 3.95 N N N N N N BAY AREA TOLL AUTHORITY 5493001FUZGUQMIP5D78 072024WS7 8500000.000000 PA USD 7307641.250000 0.2277985 Long DBT MUN US N 2 2031-04-01 Fixed 2.574 N N N N N N BDS 2021-FL10 LTD N/A 07335YAA4 4000000.000000 PA USD 3884870.000000 0.1211017 Long ABS-CBDO CORP KY N 2 2036-12-16 Floating 4.34343 N N N N N N BDS 2022-FL12 LLC N/A 07336CAA1 3300000.000000 PA USD 3304953.300000 0.1030241 Long ABS-MBS CORP US N 2 2038-08-19 Floating 4.5965 N N N N N N BENCHMARK MORTGAGE TRUST 2021-B31 N/A 08163MAF4 1626000.000000 PA USD 1403176.860000 0.0437407 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 2.615 N N N N N N BENCHMARK MORTGAGE TRUST 2018-B2 N/A 08161CAF8 1100000.000000 PA USD 1057135.420000 0.0329537 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.7802 N N N N N N BENCHMARK MORTGAGE TRUST 2018-B8 N/A 08162UAW0 5700000.000000 PA USD 5371805.400000 0.1674534 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 4.2317 N N N N N N BENCHMARK MORTGAGE TRUST 2019-B13 N/A 08162DAC2 4319000.000000 PA USD 3910376.390000 0.1218968 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.888 N N N N N N BENCHMARK MORTGAGE TRUST 2019-B14 N/A 08162YAG7 6100000.000000 PA USD 5535878.710000 0.1725680 Long ABS-MBS CORP US N 2 2062-12-15 Fixed 2.9571 N N N N N N BGCLO 19A N/A 09075JAL3 1200000.000000 PA USD 1178281.010000 0.0367301 Long ABS-CBDO CORP KY N 2 2031-06-15 Floating 4.42257 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AU3 10100000.000000 PA USD 9336349.400000 0.2910387 Long DBT CORP US N 2 2024-08-23 Fixed 1.037 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2N3 4100000.000000 PA USD 3498597.400000 0.1090605 Long DBT CORP FR N 2 2027-01-13 Floating 1.323 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2K9 4400000.000000 PA USD 3504993.670000 0.1092599 Long DBT CORP FR N 2 2031-01-13 Floating 3.052 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2P8 7050000.000000 PA USD 5340333.330000 0.1664723 Long DBT CORP FR N 2 2032-04-19 Floating 2.871 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2M5 9100000.000000 PA USD 7356230.520000 0.2293132 Long DBT CORP FR N 2 2028-09-30 Floating 1.904 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2C7 1700000.000000 PA USD 1507682.620000 0.0469985 Long DBT CORP FR N 2 2027-11-16 Fixed 3.5 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659X2M3 5900000.000000 PA USD 4769424.180000 0.1486756 Long DBT CORP FR N 2 2028-09-30 Floating 1.904 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 09681LAH3 5000000.000000 PA USD 4992075.000000 0.1556162 Long DBT CORP SG N 2 2023-09-26 Floating 4.76643 N N N N N N BON SECOURS MERCY HEALTH INC 5493006NA7JSVYYYF398 09778PAA3 12000000.000000 PA USD 10554446.880000 0.3290101 Long DBT CORP US N 2 2030-06-01 Fixed 3.464 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAG7 6900000.000000 PA USD 6376998.350000 0.1987879 Long DBT CORP FR N 2 2025-01-14 Fixed 2.375 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAP3 4200000.000000 PA USD 3632993.700000 0.1132500 Long DBT CORP FR N 2 2026-01-20 Fixed 1 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 5000000.000000 PA USD 4752659.450000 0.1481530 Long DBT CORP FR N 2 2025-03-15 Fixed 4.5 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAC7 350000.000000 PA USD 339169.230000 0.0105728 Long DBT CORP FR N 2 2024-07-11 Fixed 4.625 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578UAA2 500000.000000 PA USD 494614.230000 0.0154184 Long DBT CORP FR N 2 2023-10-22 Fixed 5.7 N N N N N N BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 549300BLFX3KJ2IFOA78 10921U2C1 2100000.000000 PA USD 1809487.220000 0.0564065 Long DBT CORP US N 2 2026-05-24 Fixed 1.55 N N N N N N BRITISH AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST N/A 11042AAA2 121319.380000 PA USD 118020.710000 0.0036790 Long DBT CORP US N 2 2025-12-20 Fixed 4.625 N N N N N N BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST N/A 11042CAA8 694901.780000 PA USD 566674.060000 0.0176647 Long DBT CORP US N 2 2036-09-15 Fixed 2.9 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAL5 4078000.000000 PA USD 3678813.060000 0.1146783 Long DBT CORP US N 2 2028-09-15 Fixed 4.11 N N N N N N BROOKFIELD ASSET MANAGEMENT INC C6J3FGIWG6MBDGTE8F80 112585AH7 4000000.000000 PA USD 3903644.440000 0.1216869 Long DBT CORP CA N 2 2025-01-15 Fixed 4 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAE2 550000.000000 PA USD 492679.180000 0.0153581 Long DBT CORP CA N 2 2030-04-15 Fixed 4.35 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-21M N/A 05609CAA5 1600000.000000 PA USD 1530595.040000 0.0477127 Long ABS-MBS CORP US N 2 2036-10-15 Floating 3.548 N N N N N N BXMT 2020-FL3 LTD N/A 05608XAA0 8000000.000000 PA USD 7913839.200000 0.2466953 Long ABS-MBS CORP KY N 2 2037-11-15 Floating 3.79951 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMN9 1000000.000000 PA USD 848936.800000 0.0264636 Long DBT MUN US N 2 2027-11-01 Fixed 1.338 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMP4 5400000.000000 PA USD 4454167.320000 0.1388482 Long DBT MUN US N 2 2028-11-01 Fixed 1.49 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMQ2 4400000.000000 PA USD 3555418.680000 0.1108318 Long DBT MUN US N 2 2029-11-01 Fixed 1.69 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077DMR0 2600000.000000 PA USD 2038242.180000 0.0635374 Long DBT MUN US N 2 2030-11-01 Fixed 1.74 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BE8 86000.000000 PA USD 85591.690000 0.0026681 Long DBT CORP US N 2 2023-03-15 Fixed 3.65 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 13607GKW3 4500000.000000 PA USD 4499985.510000 0.1402765 Long DBT CORP CA N 2 2023-03-17 Floating 3.67464 N N N N N N CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF2 N/A 12528YAC7 8300000.000000 PA USD 7481497.990000 0.2332181 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.8165 N N N N N N CARLYLE US CLO LTD 2017-1A N/A 14314BAL1 4500000.000000 PA USD 4375872.990000 0.1364075 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 3.70986 N N N N N N CATAMARAN CLO LTD 2014-1A N/A 14889DAJ7 14724466.870000 PA USD 14526326.930000 0.4528241 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 3.859 N N N N N N CBAM 2018-5 LTD 8A N/A 12478CAA9 3343831.050000 PA USD 3307184.430000 0.1030937 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 3.82986 N N N N N N CGMS COMMERCIAL MORTGAGE TRUST 2018-B2 N/A 17327FAE6 4800000.000000 PA USD 4615623.840000 0.1438812 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 3.962 N N N N N N CHRISTUS HEALTH OQUVMAC1TV7BMO6XVW61 17108JAA1 3000000.000000 PA USD 2806859.910000 0.0874973 Long DBT CORP US N 2 2028-07-01 Fixed 4.341 N N N N N N CHUBB INA HOLDINGS INC (AKA: ACE INA HOLDINGS INC) CZCBJZWDMLTHWJDXU843 00440EAU1 150000.000000 PA USD 149827.720000 0.0046705 Long DBT CORP US N 2 2022-11-03 Fixed 2.875 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KG5 3100000.000000 PA USD 2940202.720000 0.0916539 Long DBT CORP US N 2 2026-01-12 Fixed 3.7 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NM9 5000000.000000 PA USD 5002467.700000 0.1559402 Long DBT CORP US Y 2 2026-03-17 Floating 4.40264 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ME8 2000000.000000 PA USD 1777069.620000 0.0553960 Long DBT CORP US N 2 2030-03-20 Floating 3.98 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KN0 1500000.000000 PA USD 1400111.190000 0.0436452 Long DBT CORP US N 2 2026-05-01 Fixed 3.4 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 6600000.000000 PA USD 5200551.640000 0.1621150 Long DBT CORP US Y 2 2031-06-03 Floating 2.572 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MB4 8000000.000000 PA USD 7965871.360000 0.2483173 Long DBT CORP US N 2 2026-07-01 Floating 4.99286 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 3628000.000000 PA USD 2986012.880000 0.0930819 Long DBT CORP US N 2 2030-11-05 Floating 2.976 N N N N N N CITY OF RIVERSIDE CA ELECTRIC REVENUE N/A 768874SG5 500000.000000 PA USD 622085.400000 0.0193920 Long DBT MUN US N 2 2040-10-01 Fixed 7.605 N N N N N N CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE N/A 79765RSU4 5210000.000000 PA USD 5288845.540000 0.1648673 Long DBT MUN US N 2 2025-11-01 Fixed 5.5 N N N N N N CLNC 2019-FL1 LTD N/A 12565DAA1 6914430.630000 PA USD 6821156.070000 0.2126335 Long ABS-CBDO CORP KY N 2 2035-08-20 Floating 4.3829 N N N N N N COMM MORTGAGE TRUST 2015-CR24 N/A 12593JBE5 954103.300000 PA USD 909353.470000 0.0283470 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.432 N N N N N N COMM MORTGAGE TRUST 2015-PC1 N/A 12593GAF9 2200000.000000 PA USD 2118922.300000 0.0660524 Long ABS-MBS CORP US N 2 2050-07-10 Fixed 3.902 N N N N N N COMM MORTGAGE TRUST 2017-COR2 N/A 12595EAD7 4200000.000000 PA USD 3870167.700000 0.1206434 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 3.51 N N N N N N COMM MORTGAGE TRUST 2018-COR3 N/A 12595VAD9 3800000.000000 PA USD 3588833.620000 0.1118734 Long ABS-MBS CORP US N 2 2051-05-10 Fixed 4.228 N N N N N N COMM MORTGAGE TRUST 2019-GC44 N/A 12655TBJ7 1700000.000000 PA USD 1538268.970000 0.0479519 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.873 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2014-CR19 N/A 12592GBD4 3250000.000000 PA USD 3156405.530000 0.0983935 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.796 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2014-UBS4 N/A 12591QAR3 2200000.000000 PA USD 2135681.460000 0.0665748 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.694 N N N N N N COMMERCIAL MORTGAGE PASS THRU CERTIFICATIONS 2016-COR1 N/A 12594MBC1 3700000.000000 PA USD 3398868.840000 0.1059517 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 3.091 N N N N N N COMMERCIAL MORTGAGE TRUST 2015-CR23 N/A 12593ABA2 1500000.000000 PA USD 1430610.000000 0.0445959 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.497 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 4700000.000000 PA USD 3757242.840000 0.1171232 Long DBT CORP US N 2 2030-10-01 Fixed 2.782 N N N N N N CONTINENTAL AIRLINES 2012-2 CLASS A PASS THRU CERTIFICATES N/A 210795QB9 345764.810000 PA USD 326923.980000 0.0101911 Long DBT CORP US N 2 2026-04-29 Fixed 4 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDH4 6000000.000000 PA USD 5322825.060000 0.1659265 Long DBT CORP NL N 2 2026-06-24 Floating 1.339 N N N N N N COUNTY OF FRESNO CA 549300JJ6NWR5CVGI705 358266CH5 4200000.000000 PA USD 2768211.600000 0.0862925 Long DBT MUN US N 2 2030-08-15 None 0 N N N N N N COUNTY OF MARIN CA N/A 567830BU7 2495000.000000 PA USD 2542111.340000 0.0792443 Long DBT MUN US N 2 2026-08-01 Fixed 5.41 N N N N N N COUNTY OF MIAMI DADE FLORIDA 549300QG0NBD9HULR263 59333NT37 1000000.000000 PA USD 835819.200000 0.0260547 Long DBT MUN US N 2 2028-10-01 Fixed 1.936 N N N N N N COUNTY OF MIAMI-DADE FL AVIATION REVENUE N/A 59333P3L0 300000.000000 PA USD 292769.910000 0.0091264 Long DBT MUN US N 2 2024-10-01 Fixed 3.405 N N N N N N CREDIT AGRICOLE SA/LONDON BRANCH 969500TJ5KRTCJQWXH05 22535WAD9 8600000.000000 PA USD 8214406.100000 0.2560648 Long DBT CORP FR N 2 2024-10-04 Fixed 3.25 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 22546QAP2 800000.000000 PA USD 764151.860000 0.0238206 Long DBT CORP CH N 2 2024-09-09 Fixed 3.625 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AR2 4500000.000000 PA USD 4145299.560000 0.1292200 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AT8 6300000.000000 PA USD 6201801.400000 0.1933266 Long DBT CORP CH N 2 2023-06-09 Fixed 3.8 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 6600000.000000 PA USD 4641092.150000 0.1446751 Long DBT CORP CH N 2 2032-05-14 Floating 3.091 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AQ1 8850000.000000 PA USD 7702568.030000 0.2401094 Long DBT CORP CH N 2 2026-06-05 Floating 2.193 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AY4 8000000.000000 PA USD 7736351.680000 0.2411626 Long DBT CORP CH N 2 2026-07-15 Floating 6.373 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAK7 1500000.000000 PA USD 1359702.840000 0.0423855 Long DBT CORP US N 2 2028-02-15 Fixed 3.8 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAG6 1000000.000000 PA USD 968326.460000 0.0301853 Long DBT CORP US N 2 2024-09-01 Fixed 3.2 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST 2015-C4 N/A 12635RAX6 5600000.000000 PA USD 5348043.120000 0.1667127 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.8079 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST 2019-C17 N/A 12597BAV1 9031000.000000 PA USD 8235664.210000 0.2567275 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 2.9566 N N N N N N CSMC 2020-FACT TRUST N/A 126395AA0 5300000.000000 PA USD 5208259.650000 0.1623552 Long ABS-MBS CORP US N 2 2037-10-15 Floating 4.168 N N N N N N CSWF 2021-SOP2 N/A 12657VAA0 134874.160000 PA USD 130362.460000 0.0040637 Long ABS-MBS CORP US N 2 2034-06-15 Floating 3.78459 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 438000.000000 PA USD 413874.360000 0.0129016 Long DBT CORP US N 2 2028-03-25 Fixed 4.3 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DJ6 5700000.000000 PA USD 5077517.140000 0.1582797 Long DBT CORP US N 2 2030-04-01 Fixed 3.75 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 1060679.540000 PA USD 1122106.290000 0.0349790 Long DBT CORP US N 2 2032-01-10 Fixed 7.507 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAY7 5000000.000000 PA USD 4954245.150000 0.1544369 Long DBT CORP DK N 2 2023-12-08 Floating 1.171 N N N N N N DBUBS MORTGAGE TRUST 2017-BRBK N/A 23305JAA0 6100000.000000 PA USD 5760847.320000 0.1795809 Long ABS-MBS CORP US N 2 2034-10-10 Fixed 3.452 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAA4 560000.000000 PA USD 561579.210000 0.0175059 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAD8 1000000.000000 PA USD 1005038.100000 0.0313297 Long DBT CORP US N 2 2026-06-15 Fixed 6.02 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BZ1 100000.000000 PA USD 94639.750000 0.0029502 Long DBT CORP DE N 2 2026-01-13 Fixed 4.1 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CC1 5700000.000000 PA USD 5431095.030000 0.1693016 Long DBT CORP DE N 2 2024-09-18 Floating 2.222 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CB3 200000.000000 PA USD 186855.520000 0.0058248 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DISCOVER BANK/GREENWOOD BRANCH X05BVSK68TQ7YTOSNR22 25466AAJ0 800000.000000 PA USD 729257.410000 0.0227329 Long DBT CORP US N 2 2026-07-27 Fixed 3.45 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2017-2 N/A 26828VAA4 3207079.710000 PA USD 3145425.530000 0.0980512 Long ABS-O CORP US N 2 2067-05-25 Floating 4.134 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-1A N/A 26828HAA5 4038065.950000 PA USD 3952371.330000 0.1232059 Long ABS-O CORP US N 2 2068-02-27 Floating 3.834 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-2A N/A 26829GAA6 5413679.550000 PA USD 5320015.310000 0.1658390 Long ABS-O CORP US N 2 2068-09-25 Floating 3.884 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2020-3A N/A 26833BAB9 8091266.810000 PA USD 8052750.760000 0.2510256 Long ABS-O CORP US N 2 2070-01-27 Floating 4.084 N N N N N N EDUCATIONAL ENHANCEMENT FUNDING CORP N/A 83754LAW7 1800000.000000 PA USD 1632569.760000 0.0508915 Long DBT MUN US N 2 2025-06-01 Fixed 1.245 N N N N N N EDUCATIONAL ENHANCEMENT FUNDING CORP N/A 83754LAX5 2500000.000000 PA USD 2191843.750000 0.0683256 Long DBT MUN US N 2 2026-06-01 Fixed 1.495 N N N N N N EXPEDIA GROUP INC N/A 30212PAS4 2042000.000000 PA USD 2057489.630000 0.0641374 Long DBT CORP US N 2 2025-05-01 Fixed 6.25 N N N N N N EXPORT-IMPORT BANK OF KOREA (KEXIM) 549300APVP4R32PI3Y06 302154DB2 6400000.000000 PA USD 6008811.900000 0.1873106 Long DBT NUSS KR N 2 2025-02-12 Fixed 1.875 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH N/A 30227FAA8 25741573.230000 PA USD 24974963.440000 0.7785357 Long ABS-MBS CORP US N 2 2038-07-15 Floating 3.898 N N N N N N FANNIE MAE 2005-21 N/A 31394CTW2 30279.310000 PA USD 30010.740000 0.0009355 Long ABS-MBS USGSE US N 2 2035-03-25 Floating 3.434 N N N N N N FANNIE MAE 2010-58 N/A 31398RXN0 172892.910000 PA USD 173779.920000 0.0054172 Long ABS-MBS USGSE US N 2 2040-06-25 Floating 3.814 N N N N N N FANNIE MAE REMICS 2007-50 N/A 31396V5C8 169091.730000 PA USD 166543.130000 0.0051916 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 3.324 N N N N N N FANNIE MAE REMICS 2010-107 N/A 31398NKX1 363494.450000 PA USD 357710.890000 0.0111508 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 2.77719 N N N N N N FANNIE MAE REMICS 2015-79 N/A 3136AQKY5 435679.520000 PA USD 428185.750000 0.0133477 Long ABS-MBS USGSE US N 2 2045-11-25 Floating 3.334 N N N N N N FANNIE MAE REMICS 2015-87 N/A 3136AQWE6 272489.320000 PA USD 269293.100000 0.0083946 Long ABS-MBS USGSE US N 2 2045-12-25 Floating 3.384 N N N N N N FANNIE MAE REMICS 2016-100 N/A 3136AUH53 2646734.940000 PA USD 2602991.030000 0.0811421 Long ABS-MBS USGSE US N 2 2047-01-25 Floating 2.67036 N N N N N N FANNIE MAE REMICS 2016-11 N/A 3136ARPM4 485446.240000 PA USD 479522.580000 0.0149480 Long ABS-MBS USGSE US N 2 2046-03-25 Floating 3.434 N N N N N N FANNIE MAE REMICS 2016-40 N/A 3136ASK88 118668.720000 PA USD 117148.100000 0.0036518 Long ABS-MBS USGSE US N 2 2046-07-25 Floating 2.82314 N N N N N N FANNIE MAE REMICS 2016-76 N/A 3136ATY73 3980795.850000 PA USD 3927584.150000 0.1224332 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 2.82314 N N N N N N FANNIE MAE REMICS 2016-82 N/A 3136AUAW1 223279.550000 PA USD 220217.580000 0.0068648 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 2.66792 N N N N N N FANNIE MAE REMICS 2016-84 N/A 3136AUKR1 2331584.250000 PA USD 2296342.350000 0.0715831 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 2.79314 N N N N N N FANNIE MAE REMICS 2016-87 N/A 3136AT6Z2 252633.500000 PA USD 248256.980000 0.0077388 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 2.77314 N N N N N N FANNIE MAE REMICS 2016-88 N/A 3136AUTX9 2894028.900000 PA USD 2841555.530000 0.0885788 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 2.81314 N N N N N N FANNIE MAE REMICS 2016-97 N/A 3136AUPW5 1617063.110000 PA USD 1591602.450000 0.0496145 Long ABS-MBS USGSE US N 2 2056-12-25 Floating 2.76036 N N N N N N FANNIE MAE REMICS 2020-77 N/A 3136BCVD9 16197587.600000 PA USD 12121254.110000 0.3778516 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 0.75 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AT5V5 33300000.000000 PA USD 33301773.560000 1.0381044 Long DBT USGSE US N 2 2023-01-03 Floating 3.05 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AT5W3 33400000.000000 PA USD 33401773.210000 1.0412217 Long DBT USGSE US N 2 2023-01-04 Floating 3.05 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130ATFZ5 32600000.000000 PA USD 32601980.120000 1.0162900 Long DBT USGSE US N 2 2023-01-24 Floating 3.06 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130ATJ99 31800000.000000 PA USD 31800760.020000 0.9913139 Long DBT USGSE US N 2 2023-01-06 Floating 3.06 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130ATHA8 32200000.000000 PA USD 32206209.130000 1.0039528 Long DBT USGSE US N 2 2023-02-06 Floating 3.065 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KC04 N/A 3137FMCF7 5096041.410000 PA USD 4764861.910000 0.1485334 Long ABS-MBS USGSE US N 2 2028-12-25 Fixed 2.491 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJUR9 97069.940000 PA USD 89352.560000 0.0027854 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJXR6 59703.940000 PA USD 54954.530000 0.0017131 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJXX3 819496.750000 PA USD 754314.190000 0.0235140 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJYY0 18901.950000 PA USD 16881.710000 0.0005262 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ2B5 250537.940000 PA USD 222597.390000 0.0069389 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ2R0 42794.790000 PA USD 37917.750000 0.0011820 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ3H1 1685295.180000 PA USD 1488427.490000 0.0463982 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ3M0 10306756.810000 PA USD 9102726.630000 0.2837561 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ4W7 1424849.580000 PA USD 1345844.830000 0.0419535 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ5B2 105021.010000 PA USD 95854.060000 0.0029880 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ5Z9 3498204.060000 PA USD 3386488.000000 0.1055658 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ6P0 3836325.890000 PA USD 3627138.790000 0.1130675 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132XTQZ4 777794.840000 PA USD 691265.190000 0.0215486 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132XUR31 13687.310000 PA USD 12054.030000 0.0003758 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132XV2R3 1140000.870000 PA USD 1004084.310000 0.0313000 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132XWFR7 354280.300000 PA USD 311998.630000 0.0097258 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y0NH9 374863.370000 PA USD 331294.560000 0.0103273 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y3EW0 523938.540000 PA USD 507295.780000 0.0158138 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132VLPD3 4881760.800000 PA USD 4606882.080000 0.1436087 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132L9F59 418954.190000 PA USD 369309.960000 0.0115124 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132A5G33 964043.060000 PA USD 913510.640000 0.0284765 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 31847RAH5 2100000.000000 PA USD 1502913.550000 0.0468498 Long DBT CORP US N 2 2031-08-15 Fixed 2.4 N N N N N N FNMA PASS THRU POOLS N/A 31371K2X8 1807.170000 PA USD 1800.910000 0.0000561 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371K4S7 2097.500000 PA USD 2059.140000 0.0000642 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MA80 16392.470000 PA USD 16091.880000 0.0005016 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MMM6 4725.370000 PA USD 4706.420000 0.0001467 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371M5Q6 22711.550000 PA USD 22620.120000 0.0007051 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NQJ7 16084.230000 PA USD 15759.190000 0.0004913 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NYW9 34741.280000 PA USD 34600.510000 0.0010786 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405MA64 149607.390000 PA USD 152937.780000 0.0047675 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 3.574 N N N N N N FNMA PASS THRU POOLS N/A 31407U2C0 28380.160000 PA USD 28536.060000 0.0008895 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31407Y6T1 38036.760000 PA USD 38719.290000 0.0012070 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410G2B8 41554.750000 PA USD 42961.550000 0.0013392 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KJE5 151095.960000 PA USD 156220.700000 0.0048698 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410LNY4 36888.900000 PA USD 37211.430000 0.0011600 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31412S3D5 29925.300000 PA USD 30485.330000 0.0009503 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414QPG6 60186.010000 PA USD 60518.760000 0.0018865 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31415ARP8 49004.250000 PA USD 49080.730000 0.0015300 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416JYL9 38792.360000 PA USD 39356.510000 0.0012268 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416TYN3 103137.770000 PA USD 104045.030000 0.0032434 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418MML3 41835.050000 PA USD 43254.420000 0.0013484 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418PT54 38104.420000 PA USD 38063.490000 0.0011865 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418P7G4 26845.890000 PA USD 26574.600000 0.0008284 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418RRF0 108402.130000 PA USD 108648.990000 0.0033869 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418U4W1 103590.520000 PA USD 103709.340000 0.0032329 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418W5L0 53610.660000 PA USD 52804.950000 0.0016461 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31419AE45 92075.720000 PA USD 94849.350000 0.0029567 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A7YK8 13667.010000 PA USD 13625.560000 0.0004247 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138E26J9 65405.040000 PA USD 63928.120000 0.0019928 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138EBFR1 15770.590000 PA USD 15394.070000 0.0004799 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGRE6 35092.520000 PA USD 36282.650000 0.0011310 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EH6E7 32681.380000 PA USD 32226.550000 0.0010046 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138ENQF9 164921.030000 PA USD 166824.720000 0.0052004 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138EN6K0 167472.400000 PA USD 167401.720000 0.0052184 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138EP2Y9 197291.920000 PA USD 202869.130000 0.0063240 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 3.585 N N N N N N FNMA PASS THRU POOLS N/A 3138EQAD4 2127869.680000 PA USD 1956984.060000 0.0610044 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EQM58 280116.040000 PA USD 289612.860000 0.0090280 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138W94X5 271219.900000 PA USD 271661.760000 0.0084684 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138WAA23 87783.210000 PA USD 87710.180000 0.0027342 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138WAPY7 352082.240000 PA USD 351096.100000 0.0109446 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138WAXY8 77889.820000 PA USD 77888.780000 0.0024280 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138WBFM2 4118.830000 PA USD 4092.930000 0.0001276 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WCBJ1 75272.320000 PA USD 75148.040000 0.0023426 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138WCBK8 58296.500000 PA USD 57967.880000 0.0018070 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138WPG24 410124.030000 PA USD 367546.060000 0.0114574 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138Y63F9 136411.920000 PA USD 137617.300000 0.0042899 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140HMN26 4633420.730000 PA USD 4370189.700000 0.1362304 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X47J9 3332749.720000 PA USD 3160661.090000 0.0985262 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140X5BM4 2773861.370000 PA USD 2627257.640000 0.0818986 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140X6S77 16864019.660000 PA USD 14830062.050000 0.4622923 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418BCF1 1927.820000 PA USD 1914.360000 0.0000597 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418BKP0 3881.810000 PA USD 3847.550000 0.0001199 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418BS23 8276.190000 PA USD 8177.390000 0.0002549 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CYL2 785246.450000 PA USD 718049.260000 0.0223835 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CZJ6 4767928.000000 PA USD 4592751.460000 0.1431682 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DKK7 3465674.400000 PA USD 3230957.510000 0.1007175 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3 N N N N N N FREDDIE MAC 3688 N/A 3137A0MZ5 53948.860000 PA USD 53603.720000 0.0016710 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 3.28771 N N N N N N FREDDIE MAC 4559 N/A 3137BNCR3 2700011.700000 PA USD 2717992.700000 0.0847270 Long ABS-MBS USGSE US N 2 2042-03-15 Floating 2.80902 N N N N N N FREDDIE MAC REMICS 3034 N/A 31396AJG0 6357.460000 PA USD 6322.580000 0.0001971 Long ABS-MBS USGSE US N 2 2035-09-15 Floating 3.11771 N N N N N N FREDDIE MAC REMICS 3838 N/A 3137AA3B7 59681.260000 PA USD 59082.780000 0.0018418 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 3.26771 N N N N N N FREDDIE MAC REMICS 3843 N/A 3137A9HT6 243489.840000 PA USD 242733.050000 0.0075666 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 3.36771 N N N N N N FREDDIE MAC REMICS 3843 N/A 3137A9HU3 243489.840000 PA USD 242733.050000 0.0075666 Long ABS-MBS USGSE US N 2 2041-04-15 Floating 3.36771 N N N N N N FREDDIE MAC REMICS 4400 N/A 3137BEH49 201163.720000 PA USD 199071.640000 0.0062056 Long ABS-MBS USGSE US N 2 2041-02-15 Floating 3.21771 N N N N N N FREDDIE MAC REMICS 4637 N/A 3137BTTH4 4002282.000000 PA USD 3985141.430000 0.1242274 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 2.68586 N N N N N N FREDDIE MAC REMICS 4638 N/A 3137BTH38 2320324.110000 PA USD 2303553.740000 0.0718079 Long ABS-MBS USGSE US N 2 2040-07-15 Floating 2.56021 N N N N N N FREDDIE MAC REMICS 4936 N/A 3137FQHG1 4877946.060000 PA USD 4434094.920000 0.1382225 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 4989 N/A 3137FUKP8 1386533.020000 PA USD 1357229.750000 0.0423084 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 2.58734 N N N N N N FREDDIE MAC REMICS 4989 N/A 3137FUKQ6 1264790.420000 PA USD 1246034.840000 0.0388422 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 2.72314 N N N N N N FREDDIE MAC REMICS 5042 N/A 3137F66L6 10880199.010000 PA USD 10013667.320000 0.3121525 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 1 N N N N N N FREDDIE MAC REMICS 5050 N/A 3137F7TN5 4535061.120000 PA USD 4130049.780000 0.1287446 Long ABS-MBS USGSE US N 2 2046-01-15 Fixed 1 N N N N N N FREDDIE MAC REMICS 5051 N/A 3137F7YY5 3203587.370000 PA USD 2831386.260000 0.0882618 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 1 N N N N N N FREDDIE MAC REMICS 5092 N/A 3137FYEX0 5863703.920000 PA USD 4890408.230000 0.1524470 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 1 N N N N N N FREDDIE MAC REMICS 5104 N/A 3137H02A5 1767919.830000 PA USD 1439948.960000 0.0448870 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 1.25 N N N N N N FREDDIE MAC REMICS 5115 N/A 3137H0VA3 2611760.470000 PA USD 2186745.550000 0.0681666 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 1 N N N N N N FREDDIE MAC REMICS 5115 N/A 3137H0VQ8 3614857.090000 PA USD 3160864.660000 0.0985325 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 1 N N N N N N FREDDIE MAC STRIPS 330 N/A 31351DDT5 3873010.910000 PA USD 3873150.960000 0.1207364 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.72314 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2A2 1600000.000000 PA USD 1404292.320000 0.0437755 Long DBT CORP US N 2 2026-01-15 Fixed 1.625 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2B0 12500000.000000 PA USD 11629716.380000 0.3625290 Long DBT CORP US N 2 2024-04-08 Fixed 1 N N N N N N GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A N/A 36361UAL4 3180000.000000 PA USD 3115665.740000 0.0971235 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 3.602 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBG0 5000000.000000 PA USD 4871488.350000 0.1518572 Long DBT CORP US N 2 2026-03-01 Fixed 5.25 N N N N N N GEORGETOWN UNIVERSITY (THE) 549300GCL3B0KVXSX752 37310PAE1 4500000.000000 PA USD 3647955.330000 0.1137164 Long DBT CORP US N 2 2030-04-01 Fixed 2.247 N N N N N N GNMA PASS THRU POOLS N/A 36179RNW5 1633034.760000 PA USD 1511379.860000 0.0471137 Long ABS-MBS USGSE US N 2 2045-09-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 21H0226A4 21300000.000000 PA USD 18309263.590000 0.5707482 Long ABS-MBS USGSE US N 2 2052-10-20 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 21H0226B2 99000000.000000 PA USD 85103261.100000 2.6528940 Long ABS-MBS USGSE US N 2 2052-11-21 Fixed 2.5 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION N/A 38122NC34 3300000.000000 PA USD 3127018.620000 0.0974774 Long DBT MUN US N 2 2024-06-01 Fixed 1.711 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION N/A 38122NC67 8000000.000000 PA USD 6966287.200000 0.2171576 Long DBT MUN US N 2 2027-06-01 Fixed 2.332 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWB6 900000.000000 PA USD 837308.320000 0.0261011 Long DBT CORP US N 2 2027-01-26 Fixed 3.85 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZK3 1475000.000000 PA USD 1281427.180000 0.0399455 Long DBT CORP US N 2 2028-02-24 Floating 2.64 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 14100000.000000 PA USD 12134627.510000 0.3782685 Long DBT CORP US N 2 2027-03-09 Floating 1.431 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZR8 500000.000000 PA USD 455535.730000 0.0142003 Long DBT CORP US N 2 2028-03-15 Floating 3.615 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZS6 2500000.000000 PA USD 2481365.600000 0.0773507 Long DBT CORP US N 2 2028-03-15 Floating 4.54612 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 4000000.000000 PA USD 3641197.920000 0.1135058 Long DBT CORP US N 2 2029-05-01 Floating 4.223 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 7175000.000000 PA USD 6496614.300000 0.2025167 Long DBT CORP US N 2 2028-06-05 Floating 3.691 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 14800000.000000 PA USD 12518682.860000 0.3902405 Long DBT CORP US N 2 2027-09-10 Floating 1.542 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H16 N/A 38375B4Y5 1307766.570000 PA USD 1299888.190000 0.0405210 Long ABS-MBS USGSE US N 2 2063-07-20 Floating 2.89729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H24 N/A 38375UBR0 145164.770000 PA USD 144812.760000 0.0045142 Long ABS-MBS USGSE US N 2 2063-09-20 Floating 3.08729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H25 N/A 38375UBF6 170544.900000 PA USD 169875.410000 0.0052955 Long ABS-MBS USGSE US N 2 2063-10-20 Floating 3.10729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H04 N/A 38378U8L4 3702559.590000 PA USD 3649995.460000 0.1137800 Long ABS-MBS USGSE US N 2 2064-12-20 Floating 3.00729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08 N/A 38375UVD9 3499956.890000 PA USD 3472615.930000 0.1082506 Long ABS-MBS USGSE US N 2 2065-03-20 Floating 2.95729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H14 N/A 38376RCB0 7813744.450000 PA USD 7742906.610000 0.2413669 Long ABS-MBS USGSE US N 2 2065-06-20 Floating 2.92729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H22 N/A 38376RHB5 3549693.810000 PA USD 3520387.540000 0.1097398 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 2.26757 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H27 N/A 38376RHR0 293718.850000 PA USD 291307.210000 0.0090808 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 3.10729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30 N/A 38376RKZ8 875.640000 PA USD 866.460000 0.0000270 Long ABS-MBS USGSE US N 2 2061-08-20 Floating 3.03729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H31 N/A 38376RMX1 2359877.090000 PA USD 2350191.920000 0.0732617 Long ABS-MBS USGSE US N 2 2065-11-20 Floating 3.00729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06 N/A 38376RSG2 251833.060000 PA USD 250894.810000 0.0078211 Long ABS-MBS USGSE US N 2 2065-07-20 Floating 3.27729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A 38376RRG3 2325027.350000 PA USD 2313905.810000 0.0721306 Long ABS-MBS USGSE US N 2 2066-03-20 Floating 3.50729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A 38376RRJ7 32429.080000 PA USD 32216.650000 0.0010043 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 3.12729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09 N/A 38376RTJ5 6184429.170000 PA USD 6147073.360000 0.1916206 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 3.25729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H10 N/A 38376RUH7 5912334.910000 PA USD 5858826.510000 0.1826351 Long ABS-MBS USGSE US N 2 2066-04-20 Floating 3.23729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UXM7 3333109.210000 PA USD 3309962.100000 0.1031803 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 3.15729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17 N/A 38376RXJ0 1280.290000 PA USD 1263.330000 0.0000394 Long ABS-MBS USGSE US N 2 2066-08-20 Floating 2.80729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H01 N/A 38376RN85 5002843.770000 PA USD 4996280.040000 0.1557473 Long ABS-MBS USGSE US N 2 2066-12-20 Floating 3.30729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H02 N/A 38375UYN4 4840613.070000 PA USD 4825167.640000 0.1504133 Long ABS-MBS USGSE US N 2 2067-01-20 Floating 3.35729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H03 N/A 38376RQ33 3932895.710000 PA USD 3916442.050000 0.1220859 Long ABS-MBS USGSE US N 2 2066-06-20 Floating 3.00729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H03 N/A 38376RR40 5499461.870000 PA USD 5285607.600000 0.1647664 Long ABS-MBS USGSE US N 2 2067-01-20 Fixed 3 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-136 N/A 38382A5Y7 6261650.820000 PA USD 5410832.730000 0.1686700 Long ABS-MBS USGSE US N 2 2045-10-20 Fixed 1.5 N N N N N N GPMT LLC 2021-FL3 N/A 36264BAA8 6382047.200000 PA USD 6306528.120000 0.1965912 Long ABS-MBS CORP KY N 2 2035-07-16 Floating 4.24343 N N N N N N GPMT LTD 2021-FL4 N/A 36262TAA1 1500000.000000 PA USD 1472075.700000 0.0458885 Long ABS-CBDO CORP KY N 2 2036-12-15 Floating 4.40186 N N N N N N GS MORTGAGE SECURITIES CORP II 2017-SLP N/A 36255MAA5 5000000.000000 PA USD 4993357.500000 0.1556562 Long ABS-MBS CORP US N 2 2032-10-10 Variable 3.419 N N N N N N GS MORTGAGE SECURITIES CORP II 2022-GTWY N/A 36266DAA2 1700000.000000 PA USD 1706495.700000 0.0531960 Long ABS-MBS CORP US N 2 2027-09-15 Floating 6.246 N N N N N N GS MORTGAGE SECURITIES TRUST 2013-GC13 N/A 36198EAD7 7000000.000000 PA USD 6941497.500000 0.2163849 Long ABS-MBS CORP US N 2 2046-07-10 Variable 3.871 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC18 2014-GC18 N/A 36252RAJ8 2339956.000000 PA USD 2299405.730000 0.0716786 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 3.801 N N N N N N GS MORTGAGE SECURITIES TRUST 2015-GC28 N/A 36251FAW6 2600000.000000 PA USD 2494691.940000 0.0777662 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.396 N N N N N N HOSPITALITY MORTGAGE TRUST 2019-HIT N/A 40443RAA9 4211254.460000 PA USD 4099574.940000 0.1277946 Long ABS-MBS CORP US N 2 2036-11-15 Floating 3.81771 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BZ1 5200000.000000 PA USD 5029083.850000 0.1567699 Long DBT CORP GB N 2 2025-03-11 Floating 3.803 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 10000000.000000 PA USD 8901045.500000 0.2774692 Long DBT CORP GB N 2 2026-04-18 Floating 1.645 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BS7 6600000.000000 PA USD 6517389.580000 0.2031643 Long DBT CORP GB N 2 2024-05-18 Floating 3.95 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 8400000.000000 PA USD 7119261.910000 0.2219262 Long DBT CORP GB N 2 2030-05-22 Floating 3.973 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 1550000.000000 PA USD 1188610.630000 0.0370521 Long DBT CORP GB N 2 2031-06-04 Floating 2.848 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 1500000.000000 PA USD 1415784.000000 0.0441337 Long DBT CORP GB N 2 2026-09-12 Floating 4.292 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BM0 5000000.000000 PA USD 4980996.450000 0.1552708 Long DBT CORP GB N 2 2023-11-22 Floating 3.033 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DE6 2000000.000000 PA USD 1914378.200000 0.0596762 Long DBT CORP GB N 2 2025-12-09 Floating 4.18 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABU0 4100000.000000 PA USD 4016584.840000 0.1252076 Long DBT CORP US N 2 2023-04-03 Fixed 0.8 N N N N N N IDAHO ENERGY RESOURCES AUTHORITY N/A 451174AA4 2100000.000000 PA USD 2067800.700000 0.0644588 Long DBT MUN US N 2 2023-09-01 Fixed 2.297 N N N N N N IDAHO ENERGY RESOURCES AUTHORITY N/A 451174AB2 4400000.000000 PA USD 4248647.040000 0.1324416 Long DBT MUN US N 2 2024-09-01 Fixed 2.447 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAA1 5500000.000000 PA USD 5265208.850000 0.1641305 Long DBT CORP GB N 2 2024-07-26 Fixed 3.125 N N N N N N INDEPENDENCE PLAZA TRUST 2018-INDP N/A 45378YAA2 3300000.000000 PA USD 3107233.470000 0.0968607 Long ABS-MBS CORP US N 2 2035-07-10 Fixed 3.763 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AP8 1000000.000000 PA USD 975162.300000 0.0303984 Long DBT CORP NL N 2 2024-04-09 Fixed 3.55 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AX1 7500000.000000 PA USD 7115369.700000 0.2218049 Long DBT CORP NL N 2 2027-04-01 Floating 3.98785 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AK9 5700000.000000 PA USD 5631927.240000 0.1755621 Long DBT CORP NL N 2 2023-10-02 Fixed 4.1 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 45685NAA4 6900000.000000 PA USD 6642817.270000 0.2070742 Long DBT CORP NL N 2 2026-01-06 Fixed 4.625 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 1800000.000000 PA USD 1293159.330000 0.0403112 Long DBT CORP US N 2 2031-08-15 Fixed 2 N N N N N N ISRAEL ELECTRIC CORPORATION LTD 254900JW7GE35YNJGJ55 ACI23Q596 2300000.000000 PA USD 1985509.500000 0.0618936 Long DBT CORP IL N 2 2032-02-22 Fixed 3.75 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST N/A 46652DAA3 6000000.000000 PA USD 5813538.000000 0.1812234 Long ABS-MBS CORP US N 2 2036-12-15 Floating 3.668 N N N N N N JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST N/A 477143AH4 7122114.300000 PA USD 5859715.980000 0.1826629 Long DBT CORP US N 2 2033-11-15 Fixed 2.75 N N N N N N JFIN CLO LTD 2017-2A N/A 46593CAA7 3517904.980000 PA USD 3456130.920000 0.1077368 Long ABS-CBDO CORP KY N 2 2029-09-20 Floating 4.51714 N N N N N N JOBSOHIO BEVERAGE SYSTEM N/A 47770VAY6 6035000.000000 PA USD 5863766.530000 0.1827891 Long DBT MUN US N 2 2029-01-01 Fixed 3.985 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRY8 2400000.000000 PA USD 2203187.280000 0.0686792 Long DBT CORP US N 2 2028-02-01 Floating 3.782 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 13900000.000000 PA USD 10301566.330000 0.3211271 Long DBT CORP US N 2 2032-02-04 Floating 1.953 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HQW3 5000000.000000 PA USD 4696689.650000 0.1464083 Long DBT CORP US N 2 2026-04-01 Fixed 3.3 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 12100000.000000 PA USD 10459631.800000 0.3260544 Long DBT CORP US N 2 2027-04-22 Floating 1.578 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAF3 1000000.000000 PA USD 906257.040000 0.0282504 Long DBT CORP US N 2 2028-05-01 Floating 3.54 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDF0 3125000.000000 PA USD 2883763.340000 0.0898945 Long DBT CORP US N 2 2030-06-14 Floating 4.565 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 2700000.000000 PA USD 2198776.000000 0.0685417 Long DBT CORP US N 2 2030-10-15 Floating 2.739 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 059438AH4 3000000.000000 PA USD 3257234.130000 0.1015366 Long DBT CORP US N 2 2026-10-15 Fixed 7.625 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23 N/A 46643ABD4 1690131.310000 PA USD 1636822.200000 0.0510241 Long ABS-MBS CORP US N 2 2047-09-15 Fixed 3.6696 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C24 N/A 46643GAE0 3000000.000000 PA USD 2897366.400000 0.0903186 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.6385 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31 N/A 46644YAU4 1302194.250000 PA USD 1243041.430000 0.0387489 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.8014 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST-C29 N/A 46644RAZ8 2000000.000000 PA USD 1908464.000000 0.0594919 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.6108 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR6 N/A 48129RAZ8 3200000.000000 PA USD 2896851.840000 0.0903025 Long ABS-MBS CORP US N 2 2052-11-13 Fixed 2.9815 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C2 N/A 46590LAT9 2900000.000000 PA USD 2694955.500000 0.0840089 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 3.1439 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4 N/A 46646RAK9 252392.490000 PA USD 241115.140000 0.0075162 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 2.9941 N N N N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446RAS8 2000000.000000 PA USD 1852662.440000 0.0577524 Long DBT CORP US N 2 2027-04-01 Fixed 3.8 N N N N N N KKR CLO LTD 18 N/A 48251JAL7 1900000.000000 PA USD 1863562.810000 0.0580922 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 3.68029 N N N N N N KKR GROUP FINANCE CO VI LLC 549300TUJWGHJM3FSJ07 48252AAA9 1600000.000000 PA USD 1425990.880000 0.0444519 Long DBT CORP US N 2 2029-07-01 Fixed 3.75 N N N N N N LAZARD GROUP LLC FI94J2CJ1D7BIGVMS874 52107QAG0 856000.000000 PA USD 826149.090000 0.0257533 Long DBT CORP US N 2 2025-02-13 Fixed 3.75 N N N N N N LCCM 2021-FL2 TRUST N/A 50202KAA4 1000000.000000 PA USD 980473.100000 0.0305639 Long ABS-CBDO CORP US N 2 2038-12-13 Floating 4.01771 N N N N N N LEASEPLAN CORPORATION NV 724500C60L930FVHS484 52206AAD2 2000000.000000 PA USD 1878252.080000 0.0585501 Long DBT CORP NL N 2 2024-10-24 Fixed 2.875 N N N N N N LIBERTY STREET TRUST 2016-225L N/A 902055AA0 1200000.000000 PA USD 1099287.720000 0.0342677 Long ABS-MBS CORP US N 2 2036-02-10 Fixed 3.597 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAF0 11200000.000000 PA USD 10829022.620000 0.3375693 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AT6 2000000.000000 PA USD 1824888.620000 0.0568866 Long DBT CORP GB N 2 2028-08-16 Fixed 4.55 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 2600000.000000 PA USD 2594072.650000 0.0808641 Long DBT CORP GB N 2 2023-11-07 Floating 2.907 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AQ2 7800000.000000 PA USD 6850542.890000 0.2135496 Long DBT CORP GB N 2 2028-11-07 Floating 3.574 N N N N N N LOANCORE ISSUER LTD 2021-CRE6 N/A 53948HAA4 6100000.000000 PA USD 5891347.670000 0.1836489 Long ABS-CBDO CORP KY N 2 2038-11-15 Floating 4.11771 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAY5 200000.000000 PA USD 187198.570000 0.0058355 Long DBT CORP US N 2 2026-05-14 Fixed 3.2 N N N N N N LOS ANGELES COUNTY REDEVELOPMENT REFUNDING AUTHORITY REDEV AGENCY SUCCESSOR AGY N/A 54465AGP1 400000.000000 PA USD 391463.000000 0.0122029 Long DBT MUN US N 2 2023-09-01 Fixed 2 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAC7 1400000.000000 PA USD 1177256.050000 0.0366982 Long DBT CORP GB N 2 2028-04-06 Fixed 2 N N N N N N LUXE COMMERCIAL MORTGAGE TRUST 2021-MLBH N/A 55066XAA0 3200000.000000 PA USD 3082362.560000 0.0960854 Long ABS-MBS CORP US N 2 2038-11-15 Floating 3.798 N N N N N N LUXE TRUST 2021-TRIP N/A 55066WAA2 3000000.000000 PA USD 2904487.500000 0.0905406 Long ABS-MBS CORP US N 2 2038-10-15 Floating 3.868 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GER6 5500000.000000 PA USD 4807591.800000 0.1498654 Long DBT CORP US N 2 2027-01-11 Fixed 1.875 N N N N N N METROPOLITAN TRANSPORTATION AUTHORITY 5493000TKYODLXADQD60 59259NZU0 600000.000000 PA USD 605605.920000 0.0188783 Long DBT MUN US N 2 2023-11-15 Fixed 5.355 N N N N N N METROPOLITAN TRANSPORTATION AUTHORITY 5493000TKYODLXADQD60 59259YGF0 500000.000000 PA USD 537589.650000 0.0167581 Long DBT MUN US N 2 2040-11-15 Fixed 6.814 N N N N N N MF1 2020-FL4 LTD N/A 58003UAA6 5648179.190000 PA USD 5606686.480000 0.1747753 Long ABS-CBDO CORP US N 2 2035-11-15 Floating 4.65986 N N N N N N MF1 2021-FL5 LTD N/A 55282XAA8 10426136.150000 PA USD 10082314.500000 0.3142924 Long ABS-MBS CORP KY N 2 2036-07-15 Floating 3.80986 N N N N N N MF1 2022-FL10 LLC N/A 55285BAA3 2900000.000000 PA USD 2873313.620000 0.0895688 Long ABS-CBDO CORP US N 2 2037-09-17 Floating 5.65938 N N N N N N MICHIGAN FINANCE AUTHORITY 54930022O46HOX5J1D14 59447TXQ1 1100000.000000 PA USD 1023543.950000 0.0319066 Long DBT MUN US N 2 2025-12-01 Fixed 2.466 N N N N N N MICHIGAN FINANCE AUTHORITY 54930022O46HOX5J1D14 59447TXR9 1400000.000000 PA USD 1277275.860000 0.0398161 Long DBT MUN US N 2 2026-12-01 Fixed 2.596 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AD6 300000.000000 PA USD 284928.530000 0.0088820 Long DBT CORP JP N 2 2026-03-01 Fixed 3.85 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BJ2 4400000.000000 PA USD 4225284.010000 0.1317133 Long DBT CORP JP N 2 2024-07-18 Fixed 2.801 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BS2 15000000.000000 PA USD 13457501.250000 0.4195059 Long DBT CORP JP N 2 2025-07-17 Fixed 1.412 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BU7 6000000.000000 PA USD 4581808.980000 0.1428271 Long DBT CORP JP N 2 2030-07-17 Fixed 2.048 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AJ3 2450000.000000 PA USD 2213856.210000 0.0690118 Long DBT CORP JP N 2 2026-09-13 Fixed 2.757 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBQ1 15450000.000000 PA USD 11353267.030000 0.3539114 Long DBT CORP JP N 2 2032-05-22 Floating 2.172 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAU3 700000.000000 PA USD 700045.260000 0.0218223 Long DBT CORP JP N 2 2024-09-11 Floating 4.23571 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBL2 2000000.000000 PA USD 1479629.140000 0.0461240 Long DBT CORP JP N 2 2031-09-08 Floating 1.979 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAD1 7000000.000000 PA USD 6492996.440000 0.2024039 Long DBT CORP JP N 2 2026-04-12 Fixed 3.477 N N N N N N MONTEREY PARK CITY OF N/A 61255QAG1 250000.000000 PA USD 208977.850000 0.0065144 Long DBT MUN US N 2 2028-06-01 Fixed 1.63 N N N N N N MONTEREY PARK CITY OF N/A 61255QAJ5 300000.000000 PA USD 240444.120000 0.0074953 Long DBT MUN US N 2 2030-06-01 Fixed 1.893 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 27150000.000000 PA USD 23758331.860000 0.7406101 Long DBT CORP US N 2 2028-01-21 Floating 2.475 N N N N N N ACREC 2021-FL1 LTD N/A 00500RAA3 4400000.000000 PA USD 4191952.160000 0.1306742 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 4.14343 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 3000000.000000 PA USD 2701783.560000 0.0842217 Long DBT CORP US N 2 2028-07-22 Floating 3.591 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 1100000.000000 PA USD 827460.360000 0.0257941 Long DBT CORP US N 2 2032-07-21 Floating 2.239 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22 N/A 61690FAM5 2000000.000000 PA USD 1903219.200000 0.0593284 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.306 N N N N N N MORGAN STANLEY CAPITAL I INC 2016-UB11 N/A 61767FAY7 1067288.480000 PA USD 1016742.980000 0.0316946 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.606 N N N N N N MORGAN STANLEY CAPITAL I INC 2017-HR2 N/A 61691NAE5 700000.000000 PA USD 645478.890000 0.0201213 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.587 N N N N N N MORGAN STANLEY CAPITAL I INC 2021-230P N/A 61772WAA5 8300000.000000 PA USD 8092692.560000 0.2522707 Long ABS-MBS CORP US N 2 2023-12-15 Floating 3.98691 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2015-UBS8 N/A 61691ABL6 2000000.000000 PA USD 1889328.400000 0.0588954 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.809 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2019-L3 N/A 61691UBC2 6200000.000000 PA USD 5663970.940000 0.1765610 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.067 N N N N N N MOUNTAIN VIEW CLO LLC 2017-1A N/A 62432HAJ9 1876847.250000 PA USD 1834618.190000 0.0571899 Long ABS-CBDO CORP KY N 2 2029-10-16 Floating 3.83029 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432NJ0 8500000.000000 PA USD 8451619.450000 0.2634594 Long DBT CORP US N 2 2023-02-15 Fixed 2.7 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAC1 5800000.000000 PA USD 5718649.260000 0.1782654 Long DBT CORP GB N 2 2024-08-01 Floating 4.363 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 6000000.000000 PA USD 5837503.320000 0.1819704 Long DBT CORP GB N 2 2025-03-22 Floating 4.269 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BA8 9000000.000000 PA USD 8639105.940000 0.2693038 Long DBT CORP GB N 2 2026-04-05 Fixed 4.8 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AC2 10000000.000000 PA USD 8406943.500000 0.2620667 Long DBT CORP GB N 2 2027-06-14 Floating 1.642 N N N N N N NAVIENT STUDENT LOAN TRUST 2015-BA N/A 63939KAC3 4055281.740000 PA USD 4029533.950000 0.1256112 Long ABS-O CORP US N 2 2040-07-16 Floating 4.26771 N N N N N N NAVIENT STUDENT LOAN TRUST 2017-5A N/A 63940CAA2 2981804.120000 PA USD 2948182.190000 0.0919026 Long ABS-O CORP US N 2 2066-07-26 Floating 3.884 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-2A N/A 63941DAB7 513937.400000 PA USD 513336.610000 0.0160021 Long ABS-O CORP US N 2 2067-03-25 Floating 3.464 N N N N N N NBN CO LIMITED 2549007CRZ2NT7S96A24 62878U2A9 9000000.000000 PA USD 7861434.210000 0.2450617 Long DBT CORP AU N 2 2026-05-05 Fixed 1.45 N N N N N N NELNET STUDENT LOAN TRUST 2014-2A N/A 64033LAB6 682375.870000 PA USD 679559.840000 0.0211837 Long ABS-O CORP US N 2 2030-03-25 Floating 3.684 N N N N N N NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY 5493006JS6QWDVU4R678 645913BC7 4300000.000000 PA USD 4019040.580000 0.1252841 Long DBT MUN US N 2 2024-02-15 None 0 N N N N N N ADVENTIST HEALTH SYSTEM OF WEST 5493008YM33UCY5QPW83 007944AF8 4299000.000000 PA USD 3757543.700000 0.1171326 Long DBT CORP US N 2 2029-03-01 Fixed 2.952 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971XLQ9 3000000.000000 PA USD 2803361.100000 0.0873882 Long DBT MUN US N 2 2025-05-01 Fixed 2.01 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971XGA0 805000.000000 PA USD 798700.790000 0.0248976 Long DBT MUN US N 2 2023-08-01 Fixed 3.25 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971M4Q2 900000.000000 PA USD 916695.990000 0.0285758 Long DBT MUN US N 2 2027-08-01 Fixed 5.008 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971M5G3 9000000.000000 PA USD 9007950.600000 0.2808017 Long DBT MUN US N 2 2022-11-01 Fixed 4.525 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971XJD1 7000000.000000 PA USD 6405349.300000 0.1996717 Long DBT MUN US N 2 2027-11-01 Fixed 2.98 N N N N N N NEW YORK STATE DORMITORY AUTHORITY 549300C8XO7EXTX2XU71 64990FT20 2145000.000000 PA USD 1881463.580000 0.0586502 Long DBT MUN US N 2 2029-02-15 Fixed 2.727 N N N N N N NEW YORK STATE THRUWAY AUTHORITY N/A 650009S53 2100000.000000 PA USD 1720678.260000 0.0536381 Long DBT MUN US N 2 2035-01-01 Fixed 2.9 N N N N N N NEW YORK STATE URBAN DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 650036AV8 9400000.000000 PA USD 8221241.880000 0.2562779 Long DBT MUN US N 2 2027-03-15 Fixed 1.496 N N N N N N NEW YORK STATE URBAN DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 650036AW6 4000000.000000 PA USD 3404893.200000 0.1061395 Long DBT MUN US N 2 2028-03-15 Fixed 1.777 N N N N N N NEW YORK STATE URBAN DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 64985TAZ4 5600000.000000 PA USD 5271912.240000 0.1643395 Long DBT MUN US N 2 2025-03-15 Fixed 2.15 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BT5 3400000.000000 PA USD 2681528.970000 0.0835904 Long DBT CORP US N 2 2028-03-09 Fixed 2.75 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAP4 5300000.000000 PA USD 4968708.130000 0.1548878 Long DBT CORP JP N 2 2025-01-16 Fixed 2.648 N N N N N N NORTH TEXAS TOLLWAY AUTHORITY PQGZGRE0F2WPMYQQ1B78 66285WB70 2750000.000000 PA USD 2383781.950000 0.0743088 Long DBT MUN US N 2 2027-01-01 Fixed 1.464 N N N N N N NYO COMMERCIAL MORTGAGE TRUST 2021-1290 N/A 62955HAA5 14300000.000000 PA USD 13445033.030000 0.4191173 Long ABS-MBS CORP US N 2 2038-11-15 Floating 3.913 N N N N N N OAKTREE CLO LTD 2019-4A N/A 67402CAQ9 1500000.000000 PA USD 1444548.900000 0.0450304 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 3.82986 N N N N N N OCP CLO LTD 2014-7A N/A 67107KAZ9 4021142.340000 PA USD 3976424.620000 0.1239557 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 3.82986 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 00131LAJ4 7500000.000000 PA USD 6672297.900000 0.2079932 Long DBT CORP HK N 2 2030-04-07 Fixed 3.375 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 ACI056SR7 1600000.000000 PA USD 1589438.380000 0.0495470 Long DBT CORP HK N 2 2023-03-13 Fixed 3.125 N N N N N N OLYMPUS CORPORATION 5299000Y52IFDI1I2A21 68163WAA7 800000.000000 PA USD 701024.660000 0.0218528 Long DBT CORP JP N 2 2026-12-08 Fixed 2.143 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 200000.000000 PA USD 175418.150000 0.0054682 Long DBT CORP US Y 2 2026-03-25 Fixed 1.65 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBM6 400000.000000 PA USD 360366.070000 0.0112336 Long DBT CORP US N 2 2026-07-15 Fixed 2.65 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBS3 2000000.000000 PA USD 1910146.260000 0.0595443 Long DBT CORP US N 2 2024-11-15 Fixed 2.95 N N N N N N AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST N/A 009088AA3 390869.570000 PA USD 350646.550000 0.0109306 Long DBT CORP CA N 2 2029-06-15 Fixed 3.75 N N N N N N OSD CLO 2021-23A LTD N/A 671026AA0 7372296.860000 PA USD 7170808.300000 0.2235331 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 3.61029 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AF8 600000.000000 PA USD 553412.620000 0.0172513 Long DBT CORP US N 2 2026-08-15 Fixed 3.4 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AE1 400000.000000 PA USD 392895.510000 0.0122476 Long DBT CORP US N 2 2024-12-01 Fixed 4.2 N N N N N N OZLM XXIV LTD 2019-24A N/A 67113DAW4 5200000.000000 PA USD 5044833.040000 0.1572608 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 3.86986 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HS9 3000000.000000 PA USD 2602436.070000 0.0811248 Long DBT CORP US N 2 2027-03-15 Fixed 3.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KE6 2000000.000000 PA USD 1943743.500000 0.0605916 Long DBT CORP US N 2 2025-06-08 Fixed 4.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KF3 3500000.000000 PA USD 3302128.660000 0.1029361 Long DBT CORP US N 2 2027-06-15 Fixed 5.45 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JW8 2400000.000000 PA USD 1981374.360000 0.0617647 Long DBT CORP US N 2 2028-06-15 Fixed 3 N N N N N N ALABAMA ECONOMIC SETTLEMENT AUTHORITY N/A 01026CAD3 1545000.000000 PA USD 1459631.640000 0.0455006 Long DBT MUN US N 2 2032-09-15 Fixed 4.263 N N N N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 6944PL2B4 75000.000000 PA USD 67447.270000 0.0021025 Long DBT CORP US N 2 2025-06-24 Fixed 1.2 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CQ9 200000.000000 PA USD 197558.530000 0.0061584 Long DBT CORP US N 2 2023-06-01 Fixed 2.95 N N N N N N PALMER SQUARE LOAN FUNDING 2021-3 N/A 69702BAA9 6752696.320000 PA USD 6673746.970000 0.2080384 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 3.50986 N N N N N N PAWNEE EQUIPMENT RECEIVABLES 2022-1 N/A 70410DAC2 2700000.000000 PA USD 2658009.060000 0.0828572 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.17 N N N N N N PEACEHEALTH OBLIGATED GROUP N/A 70462GAB4 3100000.000000 PA USD 2767042.860000 0.0862561 Long DBT CORP US N 2 2025-11-15 Fixed 1.375 N N N N N N PETRONAS CAPITAL LIMITED 549300G7YFX3540OYR85 716743AP4 5500000.000000 PA USD 5024521.480000 0.1566276 Long DBT CORP MY N 2 2030-04-21 Fixed 3.5 N N N N N N PFP 2022-9 LTD A N/A 69291QAA3 3000000.000000 PA USD 3013813.200000 0.0939485 Long ABS-MBS CORP KY N 2 2035-08-19 Floating 5.3213 N N N N N N PFP III LTD 2021-8 N/A 69357XAA9 7969547.360000 PA USD 7708802.900000 0.2403038 Long ABS-MBS CORP KY N 2 2037-08-09 Floating 3.93914 N N N N N N PORT AUTHORITY OF NEW YORK & NEW JERSEY 54930006MR4KZ4W74Z83 73358WAH7 2500000.000000 PA USD 2549613.750000 0.0794782 Long DBT MUN US N 2 2024-12-01 Fixed 5.859 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CBC7 6400000.000000 PA USD 5673810.050000 0.1768677 Long DBT CORP US N 2 2026-04-15 Fixed 1.618 N N N N N N RAD CLO LTD 2019-5A N/A 74923EAA6 2800000.000000 PA USD 2720414.200000 0.0848025 Long ABS-CBDO CORP KY N 2 2032-07-24 Floating 3.903 N N N N N N READY CAPITAL MORTGAGE FINANCING 2021-FL5 LLC N/A 75574YAA1 3658367.250000 PA USD 3616855.940000 0.1127470 Long ABS-MBS CORP US N 2 2038-04-25 Floating 4.084 N N N N N N RELIANCE STEEL & ALUMINUM CO 549300E287ZOFT3C5Z56 759509AF9 4400000.000000 PA USD 3929953.980000 0.1225071 Long DBT CORP US N 2 2025-08-15 Fixed 1.3 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AY2 2800000.000000 PA USD 2793369.820000 0.0870767 Long DBT CORP US N 2 2023-09-15 Fixed 4.85 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAB9 2500000.000000 PA USD 2095967.000000 0.0653368 Long DBT CORP US N 2 2029-01-18 Fixed 2.7 N N N N N N ROMARK CLO LTD 2017-1A N/A 77587UAL6 4000000.000000 PA USD 3927055.600000 0.1224167 Long ABS-CBDO CORP KY N 2 2030-10-23 Floating 3.813 N N N N N N AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST N/A 023772AB2 1396751.620000 PA USD 1196557.720000 0.0372999 Long DBT CORP US N 2 2027-01-15 Fixed 4 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AM8 5000000.000000 PA USD 5000493.300000 0.1558786 Long DBT CORP US N 2 2025-03-01 Fixed 5.625 N N N N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 023770AA8 3929189.750000 PA USD 3277889.610000 0.1021805 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AD8 2000000.000000 PA USD 2001375.980000 0.0623882 Long DBT CORP US N 2 2023-04-15 Variable 5.625 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAS5 1200000.000000 PA USD 1195149.860000 0.0372560 Long DBT CORP US N 2 2023-01-18 Fixed 3.4 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAE6 400000.000000 PA USD 382964.180000 0.0119380 Long DBT CORP US N 2 2025-07-17 Fixed 4.5 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAH8 2000000.000000 PA USD 1987356.880000 0.0619512 Long DBT CORP GB N 2 2024-01-05 Floating 3.373 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAR6 2700000.000000 PA USD 2250599.740000 0.0701572 Long DBT CORP GB N 2 2028-01-11 Floating 2.469 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAQ8 3200000.000000 PA USD 2663985.700000 0.0830435 Long DBT CORP GB N 2 2027-06-14 Floating 1.673 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAM7 5000000.000000 PA USD 4339724.550000 0.1352807 Long DBT CORP GB N 2 2026-08-21 Floating 1.532 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAJ4 3250000.000000 PA USD 3206267.510000 0.0999478 Long DBT CORP GB N 2 2024-11-15 Floating 4.796 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAG0 4000000.000000 PA USD 3441031.560000 0.1072661 Long DBT CORP GB N 2 2028-11-03 Floating 3.823 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAA1 312000.000000 PA USD 309557.040000 0.0096497 Long DBT CORP GB N 2 2023-11-07 Fixed 5 N N N N N N SARANAC CLO LTD 2018-6A N/A 80317LAJ2 2000000.000000 PA USD 1959029.560000 0.0610681 Long ABS-CBDO CORP JE N 2 2031-08-13 Floating 4.38543 N N N N N N AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST N/A 023761AA7 2274625.000000 PA USD 2013034.710000 0.0627516 Long DBT CORP US N 2 2029-02-15 Fixed 3.65 N N N N N N SBA TOWER TRUST N/A 78403DAP5 8000000.000000 PA USD 7043888.000000 0.2195766 Long DBT CORP US N 2 2050-07-15 Fixed 1.884 N N N N N N SBA TOWER TRUST N/A 78403DAH3 1700000.000000 PA USD 1645093.060000 0.0512819 Long DBT CORP US N 2 2049-10-15 Fixed 3.869 N N N N N N AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST N/A 02379KAA2 1600000.000000 PA USD 1304404.160000 0.0406617 Long DBT CORP US N 2 2036-01-11 Fixed 2.875 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BG3 2000000.000000 PA USD 1811767.480000 0.0564776 Long DBT CORP US N 2 2028-02-01 Fixed 3.4 N N N N N N SFO COMMERCIAL MORTGAGE TRUST 2021-555 N/A 78432WAA1 7100000.000000 PA USD 6763005.600000 0.2108208 Long ABS-MBS CORP US N 2 2038-05-15 Floating 3.968 N N N N N N SHACKLETON 2015-VIII CLO LTD 2015-8A N/A 81882EAL6 1071990.840000 PA USD 1064734.330000 0.0331906 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 3.62986 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537AQ4 4700000.000000 PA USD 4503537.460000 0.1403872 Long DBT CORP US N 2 2023-11-01 Fixed 0.75 N N N N N N SLC STUDENT LOAN TRUST 2007-1 N/A 784424AD5 1848631.110000 PA USD 1828003.340000 0.0569837 Long ABS-O CORP US N 2 2029-05-15 Floating 2.96514 N N N N N N SLC STUDENT LOAN TRUST 2010-1 N/A 78444WAA7 584675.180000 PA USD 580735.810000 0.0181031 Long ABS-O CORP US N 2 2042-11-25 Floating 3.87186 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537AS0 5600000.000000 PA USD 5569374.830000 0.1736122 Long DBT CORP US N 2 2023-11-01 Floating 3.26229 N N N N N N SLM CONSOLIDATION STUD LN TRUST 2004-10 N/A 78442GNK8 1943967.560000 PA USD 1927562.220000 0.0600872 Long ABS-O CORP US N 2 2029-10-25 Floating 3.383 N N N N N N SLM STUDENT LOAN TRUST 2005-4 N/A 78442GPG5 270345.820000 PA USD 269659.930000 0.0084060 Long ABS-O CORP US N 2 2027-01-25 Floating 2.903 N N N N N N SLM STUDENT LOAN TRUST 2005-5 N/A 78442GPQ3 2026286.960000 PA USD 2010661.860000 0.0626777 Long ABS-O CORP US N 2 2028-10-25 Floating 2.923 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CU1 2200000.000000 PA USD 2193199.030000 0.0683678 Long DBT CORP US N 2 2024-05-03 Floating 3.14745 N N N N N N SLM STUDENT LOAN TRUST 2010-C N/A 78445QAE1 3823272.840000 PA USD 4125755.660000 0.1286107 Long ABS-O CORP US N 2 2041-10-15 Floating 7.56771 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RAV4 3200000.000000 PA USD 2964391.390000 0.0924079 Long DBT CORP FR N 2 2025-01-22 Fixed 2.625 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RAK8 2000000.000000 PA USD 1832932.960000 0.0571374 Long DBT CORP FR N 2 2027-01-12 Fixed 4 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GZ0 8600000.000000 PA USD 8435418.960000 0.2629543 Long DBT CORP US N 2 2023-04-03 Fixed 0.7 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HK2 4000000.000000 PA USD 3709659.200000 0.1156399 Long DBT CORP US N 2 2024-08-01 Fixed 0.975 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CV2 5000000.000000 PA USD 4982849.900000 0.1553286 Long DBT CORP US N 2 2023-09-14 Floating 3.62014 N N N N N N SREIT TRUST 2021-IND N/A 78473JAA0 3500000.000000 PA USD 3344877.900000 0.1042687 Long ABS-MBS CORP US N 2 2038-10-15 Floating 3.518 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BY5 1000000.000000 PA USD 937467.070000 0.0292233 Long DBT CORP GB N 2 2025-01-12 Floating 0.991 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAX8 6200000.000000 PA USD 5491009.790000 0.1711693 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CC2 2900000.000000 PA USD 2122505.390000 0.0661641 Long DBT CORP GB N 2 2032-06-29 Floating 2.678 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BV1 10600000.000000 PA USD 10589582.640000 0.3301053 Long DBT CORP GB N 2 2023-10-14 Floating 1.319 N N N N N N STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2 N/A 78486BAA2 10000000.000000 PA USD 9788622.000000 0.3051373 Long ABS-CBDO CORP KY N 2 2038-04-18 Floating 4.13914 N N N N N N STATE OF HAWAII N/A 419792ZK5 10670000.000000 PA USD 9928906.610000 0.3095103 Long DBT MUN US N 2 2024-10-01 Fixed 0.802 N N N N N N STATE OF HAWAII N/A 419792ZL3 3850000.000000 PA USD 3460088.170000 0.1078601 Long DBT MUN US N 2 2025-10-01 Fixed 0.852 N N N N N N STATE OF WISCONSIN 549300VTAT608CNZ5827 977100GZ3 3300000.000000 PA USD 2973415.830000 0.0926892 Long DBT MUN US N 2 2027-05-01 Fixed 2.196 N N N N N N STATE OF WISCONSIN 549300VTAT608CNZ5827 977100HA7 2100000.000000 PA USD 1857143.820000 0.0578921 Long DBT MUN US N 2 2028-05-01 Fixed 2.299 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477BE2 1600000.000000 PA USD 1513109.260000 0.0471676 Long DBT CORP US N 2 2025-11-01 Floating 2.354 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAQ3 5200000.000000 PA USD 5135153.400000 0.1600763 Long DBT CORP US N 2 2023-06-15 Fixed 3 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBB5 300000.000000 PA USD 266346.450000 0.0083027 Long DBT CORP US N 2 2025-09-15 Fixed 1.3 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBV1 3000000.000000 PA USD 2812543.770000 0.0876744 Long DBT CORP JP N 2 2025-01-15 Fixed 2.348 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBA7 400000.000000 PA USD 400782.420000 0.0124934 Long DBT CORP JP N 2 2023-07-19 Floating 3.59757 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBM1 9700000.000000 PA USD 9275327.700000 0.2891365 Long DBT CORP JP N 2 2024-07-16 Fixed 2.696 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAF7 3300000.000000 PA USD 2977093.190000 0.0928039 Long DBT CORP JP N 2 2026-07-14 Fixed 2.632 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBP4 7500000.000000 PA USD 6303777.600000 0.1965054 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAD5 4300000.000000 PA USD 3884317.710000 0.1210845 Long DBT CORP US N 2 2028-08-15 Fixed 3.695 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAG8 7700000.000000 PA USD 6215263.750000 0.1937462 Long DBT CORP US N 2 2030-08-15 Fixed 2.294 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86959LAH6 11100000.000000 PA USD 9572596.490000 0.2984032 Long DBT CORP SE N 2 2027-06-11 Floating 1.418 N N N N N N AMFAM HOLDINGS INC N/A 03115AAA1 2100000.000000 PA USD 1633277.540000 0.0509136 Long DBT CORP US N 2 2031-03-11 Fixed 2.805 N N N N N N TENNESSEE VALLEY AUTHORITY (TVA) 549300HE1ISW43LNKM54 880591DM1 10000000.000000 PA USD 11866169.000000 0.3698999 Long DBT USGA US N 2 2030-05-01 Fixed 7.125 N N N N N N TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC N/A 88240TAB7 4600000.000000 PA USD 4397415.910000 0.1370791 Long DBT CORP US N 2 2044-02-01 Fixed 4.966 N N N N N N TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC N/A 88240TAA9 10900000.000000 PA USD 10483068.350000 0.3267850 Long DBT CORP US N 2 2036-08-01 Fixed 4.265 N N N N N N TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND N/A 88283LHT6 2205000.000000 PA USD 2217535.200000 0.0691264 Long DBT MUN US N 2 2026-04-01 Fixed 5.028 N N N N N N TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND N/A 88283LKV7 2500000.000000 PA USD 2293136.500000 0.0714831 Long DBT MUN US N 2 2033-10-01 Fixed 4 N N N N N N TICP CLO II LTD 2018-IIA N/A 87249TAC8 1355290.250000 PA USD 1341652.260000 0.0418229 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 3.54986 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAH6 3300000.000000 PA USD 2917048.200000 0.0909321 Long DBT MUN US N 2 2026-06-01 Fixed 1.82 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAJ2 4400000.000000 PA USD 3783940.600000 0.1179554 Long DBT MUN US N 2 2027-06-01 Fixed 2.02 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAK9 3000000.000000 PA USD 2537123.700000 0.0790889 Long DBT MUN US N 2 2028-06-01 Fixed 2.351 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2019-FL3 N/A 87276VAA3 1802789.290000 PA USD 1798282.320000 0.0560572 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.18644 N N N N N N TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 N/A 87277JAA9 5000000.000000 PA USD 4870063.000000 0.1518128 Long ABS-CBDO CORP KY N 2 2039-02-15 Floating 3.93503 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C4 N/A 90276RBC1 2699991.230000 PA USD 2580061.400000 0.0804273 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.366 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C6 N/A 90276UAU5 8400000.000000 PA USD 8034036.360000 0.2504422 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.5042 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C12 N/A 90353DAW5 1200000.000000 PA USD 1155104.640000 0.0360077 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.1945 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C8 N/A 90276VAC3 3500000.000000 PA USD 3368172.150000 0.1049948 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.903 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2019-C17 N/A 90278MAY3 7069000.000000 PA USD 6392044.990000 0.1992570 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.8655 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2019-C18 N/A 90278PAY6 930000.000000 PA USD 847851.980000 0.0264298 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.9872 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 12000000.000000 PA USD 8740057.080000 0.2724507 Long DBT CORP CH N 2 2032-02-11 Floating 2.095 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AS7 7400000.000000 PA USD 7022829.400000 0.2189202 Long DBT CORP CH N 2 2027-08-05 Floating 4.703 N N N N N N ANCHORAGE CAPITAL CLO 11 LTD 2019-11A N/A 03330NAJ3 4000000.000000 PA USD 3895858.360000 0.1214442 Long ABS-CBDO CORP KY N 2 2032-07-22 Floating 3.899 N N N N N N UMBS PASS THRU POOLS N/A 01F0226B6 158300000.000000 PA USD 132536056.050000 4.1314998 Long ABS-MBS USGSE US N 2 2051-11-10 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0306A1 17330103.000000 PA USD 15088697.840000 0.4703547 Long ABS-MBS USGSE US N 2 2052-10-13 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F0306B9 539169897.000000 PA USD 469327224.990000 14.6301721 Long ABS-MBS USGSE US N 2 2052-11-14 Fixed 3 N N N N N N ANCHORAGE CAPITAL CLO LTD 2016-9A N/A 03328WAS7 15500000.000000 PA USD 15217810.100000 0.4743794 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 3.652 N N N N N N ANDREW W MELLON FOUNDATION HVIJIPOQ5TXYVD3NET54 03444RAB4 13000000.000000 PA USD 11117244.450000 0.3465539 Long DBT CORP US N 2 2027-08-01 Fixed 0.947 N N N N N N UMBS PASS THRU POOLS N/A 01F0326B5 205500000.000000 PA USD 184895170.550000 5.7636720 Long ABS-MBS USGSE US N 2 2052-11-14 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0406B8 32200000.000000 PA USD 29862984.210000 0.9309083 Long ABS-MBS USGSE US N 2 2052-11-14 Fixed 4 N N N N N N UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST N/A 90931MAA4 662555.620000 PA USD 536740.150000 0.0167316 Long DBT CORP US N 2 2030-01-07 Fixed 3.45 N N N N N N UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST N/A 90931LAA6 883403.950000 PA USD 750761.730000 0.0234032 Long DBT CORP US N 2 2030-01-07 Fixed 3.1 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A 90931EAA2 3715728.100000 PA USD 3072642.210000 0.0957824 Long DBT CORP US N 2 2031-08-25 Fixed 4.55 N N N N N N UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST N/A 90932JAA0 1820102.710000 PA USD 1457943.950000 0.0454480 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 90931GAA7 7531235.000000 PA USD 7276058.680000 0.2268140 Long DBT CORP US N 2 2029-04-15 Fixed 5.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796W54 22300000.000000 PA USD 22236474.440000 0.6931698 Long DBT UST US N 2 2022-11-10 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796W70 36100000.000000 PA USD 35950722.890000 1.1206792 Long DBT UST US N 2 2022-11-25 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796P94 6600000.000000 PA USD 6568604.590000 0.2047608 Long DBT UST US N 2 2022-12-01 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CBJ9 50000000.000000 PA USD 42103515.500000 1.3124780 Long DBT UST US N 2 2028-01-31 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CBP5 42800000.000000 PA USD 36742796.770000 1.1453703 Long DBT UST US N 2 2028-02-29 Fixed 1.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CDY4 108400000.000000 PA USD 91877468.210000 2.8640639 Long DBT UST US N 2 2032-02-15 Fixed 1.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CEF4 231200000.000000 PA USD 216009438.660000 6.7335861 Long DBT UST US N 2 2027-03-31 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CBZ3 21500000.000000 PA USD 18502597.710000 0.5767750 Long DBT UST US N 2 2028-04-30 Fixed 1.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CEM9 60000000.000000 PA USD 56025000.000000 1.7464476 Long DBT UST US N 2 2029-04-30 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CFC0 60000000.000000 PA USD 55148437.200000 1.7191228 Long DBT UST US N 2 2029-07-31 Fixed 2.625 N N N N N N APIDOS CLO XXVI LLC 2017-26A N/A 03766GAL6 900000.000000 PA USD 882703.370000 0.0275162 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 3.64029 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412G2V6 500000.000000 PA USD 486463.250000 0.0151643 Long DBT MUN US N 2 2024-05-15 Fixed 2.719 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412HGF4 1200000.000000 PA USD 1032055.080000 0.0321719 Long DBT MUN US N 2 2027-05-15 Fixed 1.316 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GU94 5200000.000000 PA USD 4995544.320000 0.1557243 Long DBT MUN US N 2 2025-07-01 Fixed 3.063 N N N N N N UTAH MUNICIPAL POWER AGENCY 549300ZRZ5YVJ6KNNV32 91756TAR2 2000000.000000 PA USD 1827306.600000 0.0569620 Long DBT MUN US N 2 2028-07-01 Fixed 3.237 N N N N N N UTAH ST N/A 917542QR6 260000.000000 PA USD 260064.220000 0.0081069 Long DBT MUN US N 2 2024-07-01 Fixed 4.554 N N N N N N UTAH ST N/A 917542QV7 367033.330000 PA USD 360382.140000 0.0112341 Long DBT MUN US N 2 2025-07-01 Fixed 3.539 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAG2 4000000.000000 PA USD 3831830.880000 0.1194483 Long DBT CORP US N 2 2026-01-15 Fixed 4.125 N N N N N N VENTURE 38 CLO LTD N/A 92332NAS4 3000000.000000 PA USD 2902850.400000 0.0904895 Long ABS-CBDO CORP KY N 2 2032-07-30 Floating 3.94229 N N N N N N VENTURE CDO LTD 2016-25A N/A 92329VAS1 2556715.730000 PA USD 2541435.240000 0.0792233 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 3.72986 N N N N N N APRES STATIC CDO LTD 2019-1A N/A 03835JBA0 5600489.730000 PA USD 5567429.260000 0.1735515 Long ABS-CBDO CORP KY N 2 2028-10-15 Floating 3.582 N N N N N N VENTURE XXI CLO LTD 2015-21A N/A 92330MAL3 330278.750000 PA USD 330491.650000 0.0103023 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 3.392 N N N N N N VENTURE XXVII CLO LTD 2017-27A N/A 92331LBC3 4100000.000000 PA USD 4021988.360000 0.1253760 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 3.75986 N N N N N N VENTURE XXVIII CLO LTD 2017-28A N/A 92331AAU8 10700000.000000 PA USD 10548119.490000 0.3288128 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 3.69986 N N N N N N VIBRANT CLO IV LTD 2016-4A N/A 92557WAW3 10300000.000000 PA USD 10005494.160000 0.3118977 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 3.82986 N N N N N N ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4 N/A 03880RAA7 8900000.000000 PA USD 8703534.280000 0.2713122 Long ABS-CBDO CORP KY N 2 2036-11-15 Floating 4.16771 N N N N N N VMC FINANCE 2021-FL4 LLC N/A 91835RAA8 2447967.850000 PA USD 2395500.560000 0.0746741 Long ABS-MBS CORP US N 2 2036-06-16 Floating 4.09343 N N N N N N VOYA CLO LTD 2017-1A N/A 92916MAF8 7796978.710000 PA USD 7689155.690000 0.2396913 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 3.69029 N N N N N N AREIT TRUST 2019-CRE3 N/A 00217LAA0 338616.200000 PA USD 335995.330000 0.0104739 Long ABS-MBS CORP US N 2 2036-09-14 Floating 4.30644 N N N N N N AREIT TRUST 2021-CRE5 N/A 04002PAA2 4422876.080000 PA USD 4242561.610000 0.1322519 Long ABS-MBS CORP KY N 2 2038-11-17 Floating 4.07343 N N N N N N AREIT TRUST 2022-CRE6 N/A 04002VAA9 5777646.440000 PA USD 5558146.720000 0.1732621 Long ABS-MBS CORP KY N 2 2037-01-16 Floating 3.53403 N N N N N N AREIT TRUST 2022-CRE7 N/A 00217VAA8 3200000.000000 PA USD 3209977.280000 0.1000635 Long ABS-MBS CORP US N 2 2039-06-17 Floating 5.26042 N N N N N N WELLFLEET CLO LTD 2017-1A N/A 94950GAL1 4695733.880000 PA USD 4655027.740000 0.1451095 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 3.59986 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGH7 6000000.000000 PA USD 5709264.900000 0.1779729 Long DBT CORP US N 2 2025-02-19 Fixed 3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RW3 2300000.000000 PA USD 2109793.590000 0.0657679 Long DBT CORP US N 2 2026-04-22 Fixed 3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2N2 300000.000000 PA USD 274244.230000 0.0085489 Long DBT CORP US N 2 2026-04-30 Floating 2.188 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 10000000.000000 PA USD 9158911.200000 0.2855075 Long DBT CORP US N 2 2031-04-04 Floating 4.478 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 1930000.000000 PA USD 1747942.100000 0.0544880 Long DBT CORP US N 2 2028-05-22 Floating 3.584 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 2800000.000000 PA USD 2404691.240000 0.0749606 Long DBT CORP US N 2 2028-06-02 Floating 2.393 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGP9 4200000.000000 PA USD 3997708.090000 0.1246191 Long DBT CORP US N 2 2025-09-29 Fixed 3.55 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SH5 2600000.000000 PA USD 2359469.660000 0.0735509 Long DBT CORP US N 2 2026-10-23 Fixed 3 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 N/A 94989JAZ9 1500000.000000 PA USD 1432418.250000 0.0446523 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.54 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 N/A 94989JBA3 137044.310000 PA USD 133726.520000 0.0041686 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.306 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 N/A 94989MAF6 501323.790000 PA USD 490522.720000 0.0152909 Long ABS-MBS CORP US N 2 2058-07-15 Fixed 3.461 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 N/A 95000GAY0 1600000.000000 PA USD 1447413.600000 0.0451197 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.652 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35 N/A 95000FAU0 181967.500000 PA USD 174455.030000 0.0054382 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 2.788 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45 N/A 95001NAW8 1400000.000000 PA USD 1349432.560000 0.0420654 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.147 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C51 N/A 95001VAU4 4750000.000000 PA USD 4191974.280000 0.1306749 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.311 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 N/A 95002EAZ0 1400000.000000 PA USD 1245847.400000 0.0388364 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.651 N N N N N N ARES LII CLO LTD 2019-52A N/A 04009AAL4 6000000.000000 PA USD 5841393.660000 0.1820917 Long ABS-CBDO CORP KY N 2 2031-04-22 Floating 3.809 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAC8 4000000.000000 PA USD 3837840.360000 0.1196356 Long DBT CORP US N 2 2026-04-01 Fixed 4.25 N N N N N N ARES XXXIX CLO LTD 2016-39A N/A 04015WBA1 10200000.000000 PA USD 9967326.980000 0.3107080 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 3.79029 N N N N N N WYANDOTTE COUNTY-KANSAS CITY UNIFIED GOVERNMENT UTILITY SYSTEM REVENUE N/A 982674NH2 2000000.000000 PA USD 1685611.200000 0.0525450 Long DBT MUN US N 2 2028-09-01 Fixed 1.861 N N N N N N WYANDOTTE COUNTY-KANSAS CITY UNIFIED GOVERNMENT UTILITY SYSTEM REVENUE N/A 982674NJ8 600000.000000 PA USD 492672.480000 0.0153579 Long DBT MUN US N 2 2029-09-01 Fixed 1.961 N N N N N N N/A N/A 000000000 3278000.000000 PA USD 3278000.000000 0.1021839 Long RA US N 2 Repurchase N 1.1500000 2022-10-03 2631600.000000 USD 3343589.720000 USD UST N N N N/A N/A 000000000 64600000.000000 PA USD 64600000.000000 2.0137530 Long RA US N 2 Repurchase N 2.8500000 2022-10-03 69924800.000000 USD 65846763.990000 USD UST N N N N/A N/A 000000000 584000000.000000 PA USD 584000000.000000 18.2048261 Long RA US N 2 Repurchase N 2.9000000 2022-10-03 758075300.000000 USD 594171126.800000 USD UST N N N N/A N/A 000000000 1.000000 NC USD -10415.430000 -0.0003247 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC SR UNSEC SMR Y Single Leg Swap 2026-12-21 7832.330000 USD 0.000000 USD 900000.000000 USD -18247.760000 N N N N/A N/A 000000000 1.000000 NC USD -20635.070000 -0.0006432 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2025-06-21 0.000000 USD -147170.950000 USD 3900000.000000 USD 126535.880000 N N N N/A N/A 000000000 1.000000 NC USD -34970.180000 -0.0010901 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2026-06-21 57625.380000 USD 0.000000 USD 3800000.000000 USD -92595.560000 N N N N/A N/A 000000000 1.000000 NC USD -18850.340000 -0.0005876 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2024-06-21 0.000000 USD -7.070000 USD 7600000.000000 USD -18843.270000 N N N N/A N/A 000000000 1.000000 NC USD -6094.390000 -0.0001900 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2025-12-21 11877.620000 USD 0.000000 USD 900000.000000 USD -17972.010000 N N N N/A N/A 000000000 1.000000 NC USD -107.740000 -0.0000034 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2023-06-21 22174.890000 USD 0.000000 USD 5700000.000000 USD -22282.630000 N N N N/A N/A 000000000 1.000000 NC USD -122599.850000 -0.0038218 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2026-12-22 0.000000 USD -21883.160000 USD 3500000.000000 USD -100716.690000 N N N N/A N/A 000000000 1.000000 NC USD 16131.750000 0.0005029 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.38 Y Single Leg Swap 2027-06-22 237037.670000 USD 0.000000 USD 26300000.000000 USD -220905.920000 N N N N/A N/A 000000000 1.000000 NC USD -79238.980000 -0.0024701 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.39 Y Single Leg Swap 2027-12-21 9646.110000 USD 0.000000 USD 25800000.000000 USD -88885.090000 N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AN3 1300000.000000 PA USD 1091493.080000 0.0340247 Long DBT CORP US N 2 2026-08-12 Fixed 1.5 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGQ9 5699000.000000 PA USD 5213469.590000 0.1625176 Long DBT CORP US N 2 2030-02-15 Fixed 4.3 N N N N N N N/A N/A 000000000 1.000000 NC USD -24900.470000 -0.0007762 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-12-22 24317.170000 USD 0.000000 USD 1800000.000000 USD -49217.640000 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAD3 600000.000000 PA USD 549502.390000 0.0171294 Long DBT CORP US N 2 2025-08-01 Fixed 4.125 N N N N N N 2022-11-03 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer