NPORT-P false 0000810893 XXXXXXXX S000057874 C000187474 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Short Asset Portfolio S000057874 549300F9QJIJF2GM8419 2023-03-31 2022-09-30 N 4545613518.620000 84617609.240000 4460995909.380000 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 14985666.640000 USD CAD EUR AUD ILS GBP N Fund's Securities Portfolio 0 N/A N/A 000000000 1.000000 NC -4873243.410000 -0.1092412 N/A DFE N/A N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 300280000.000000 EUR 290303497.280000 USD 2022-11-02 -4873243.410000 N N N N/A N/A 000000000 1.000000 NC -2522048.170000 -0.0565355 N/A DFE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 71275000.000000 GBP 77200090.750000 USD 2022-11-02 -2522048.170000 N N N N/A N/A 000000000 1.000000 NC 665.900000 0.0000149 N/A DFE IL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 45000.000000 ILS 13332.140000 USD 2022-12-13 665.900000 N N N N/A N/A 000000000 1.000000 NC -25735.450000 -0.0005769 N/A DFE GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 1753855.060000 USD 1546000.000000 GBP 2022-10-04 -25735.450000 N N N N/A N/A 000000000 1.000000 NC -110194.330000 -0.0024702 N/A DFE AU N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1121518.240000 USD 1577000.000000 AUD 2022-11-16 -110194.330000 N N N N/A N/A 000000000 1.000000 NC -46525.790000 -0.0010429 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1009420.240000 USD 1330000.000000 CAD 2022-10-04 -46525.790000 N N N N/A N/A 000000000 1.000000 NC -79862.150000 -0.0017902 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 3832978.550000 USD 5184000.000000 CAD 2022-10-04 -79862.150000 N N N N/A N/A 000000000 1.000000 NC 3573875.270000 0.0801138 N/A DFE AU N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 49258873.000000 AUD 35163397.230000 USD 2022-11-16 3573875.270000 N N N N/A N/A 000000000 1.000000 NC 971514.760000 0.0217780 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 21240653.790000 CAD 16349340.000000 USD 2022-10-04 971514.760000 N N N N/A N/A 000000000 1.000000 NC 748500.220000 0.0167788 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 17300000.000000 CAD 13273232.950000 USD 2022-10-11 748500.220000 N N N N/A N/A 000000000 1.000000 NC -20561.640000 -0.0004609 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1151712.330000 USD 1153000.000000 EUR 2022-10-04 -20561.640000 N N N N/A N/A 000000000 1.000000 NC 1960842.520000 0.0439553 N/A DFE AU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 32739135.000000 AUD 22956321.330000 USD 2022-11-16 1960842.520000 N N N N/A N/A 000000000 1.000000 NC 959348.260000 0.0215052 N/A DFE CA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 22200000.000000 CAD 17032060.630000 USD 2022-12-01 959348.260000 N N N N/A N/A 000000000 1.000000 NC 865619.580000 0.0194042 N/A DFE CA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 20000000.000000 CAD 15345079.380000 USD 2022-10-11 865619.580000 N N N N/A N/A 000000000 1.000000 NC 1247722.920000 0.0279696 N/A DFE CA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 32600000.000000 CAD 24853550.830000 USD 2022-12-12 1247722.920000 N N N N/A N/A 000000000 1.000000 NC USD -249863.010000 -0.0056011 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2023-01-13 0.000000 USD 0.000000 USD 833000000.000000 USD -249863.010000 N N N N/A N/A 000000000 1.000000 NC USD -192785.090000 -0.0043216 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2023-01-13 0.000000 USD 0.000000 USD 637200000.000000 USD -192785.090000 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAM1 6600000.000000 PA USD 6429248.560000 0.1441214 Long DBT CORP ES N 2 2024-05-24 Fixed 3.892 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHE2 27600000.000000 PA USD 27552486.050000 0.6176308 Long DBT CORP US N 2 2024-03-05 Floating 3.94814 N N N N N N N/A N/A 000000000 1.000000 NC -1004875.020000 -0.0225258 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 83855442.000000 USD 114437521.700000 CAD 2022-10-04 -1004875.020000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FJ8 15700000.000000 PA 11258878.880000 0.2523849 Long DBT CORP US Y 2 2024-04-24 Floating 3.301 N N N N N N N/A N/A 000000000 1.000000 NC 4592913.290000 0.1029571 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 100008714.380000 CAD 76997301.000000 USD 2022-10-04 4592913.290000 N N N N/A N/A 000000000 1.000000 NC 1001758.020000 0.0224559 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 114451777.120000 CAD 83855442.000000 USD 2022-11-02 1001758.020000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06053FAA7 3100000.000000 PA USD 3092515.480000 0.0693234 Long DBT CORP US N 2 2023-07-24 Fixed 4.1 N N N N N N N/A N/A 000000000 -629.000000 NC USD 4913357.390000 0.1101404 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-12-20 -74551242.500000 USD 4913357.390000 N N N N/A N/A 000000000 -2446.000000 NC USD 7519210.740000 0.1685545 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-12-30 -502203929.080000 USD 7519210.740000 N N N N/A N/A 000000000 -2606.000000 NC USD 8829511.660000 0.1979269 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-12-30 -280012664.710000 USD 8829511.660000 N N N N/A N/A 000000000 -53.000000 NC USD 712771.870000 0.0159779 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-12-20 -7243609.380000 USD 712771.870000 N N N BANK OF TOKYO-MITSUBISHI UFJ LTD/SYDNEY BRANCH C3GTMMZIHMY46P4OIX74 ACI1WM4Y1 3600000.000000 PA 2288352.050000 0.0512969 Long DBT CORP JP N 2 2024-09-26 Floating 3.4589 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI137384 11500000.000000 PA 7377118.750000 0.1653693 Long DBT CORP GB N 2 2023-06-15 Floating 4.5534 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAZ8 3003000.000000 PA USD 2892154.250000 0.0648320 Long DBT CORP US N 2 2024-08-15 Fixed 3.222 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAG8 40400000.000000 PA USD 40272652.330000 0.9027727 Long DBT CORP US N 2 2023-12-15 Floating 4.30257 N N N N N N BBCCRE TRUST 2015-GTP N/A 05490TAA0 2000000.000000 PA USD 1867535.400000 0.0418636 Long ABS-MBS CORP US N 2 2033-08-10 Fixed 3.966 N N N N N N BCP TRUST 2021-330N N/A 05553BAA3 5000000.000000 PA USD 4797785.000000 0.1075496 Long ABS-MBS CORP US N 2 2038-06-15 Floating 3.617 N N N N N N BENEFIT STREET PARTNERS CLO XVI LTD N/A 08181VAN5 4950000.000000 PA USD 4814717.440000 0.1079292 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 3.77029 N N N N N N BGCLO 19A N/A 09075JAL3 10000000.000000 PA USD 9819008.400000 0.2201080 Long ABS-CBDO CORP KY N 2 2031-06-15 Floating 4.42257 N N N N N N BLACK DIAMOND CLO 2015-1 DESIGNATED ACTIVITY CO 15-1A N/A ACI0ZL547 667714.320000 PA 653326.640000 0.0146453 Long ABS-CBDO CORP IE N 2 2029-10-03 Floating 1.81 N N N N N N BLACK DIAMOND CLO 2017-2 DAC N/A ACI1XBRF0 1453422.890000 PA 1396768.960000 0.0313107 Long ABS-CBDO CORP IE N 2 2032-01-20 Floating 0.907 N N N N N N BLACKROCK EUROPEAN CLO VII DAC 7A N/A ACI1W2WD0 33400000.000000 PA 31462562.940000 0.7052811 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 0.62 N N N N N N BMW CANADA AUTO TRUST 2021-1A N/A 05570XBT2 13391563.440000 PA 9523729.750000 0.2134889 Long ABS-O CORP CA N 2 2024-07-20 Fixed 0.502 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EAM7 14500000.000000 PA USD 14166008.740000 0.3175526 Long DBT CORP US N 2 2023-09-15 Fixed 2.25 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CS2 39962000.000000 PA USD 39833540.150000 0.8929293 Long DBT CORP US N 2 2023-05-01 Fixed 4.508 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAH5 1300000.000000 PA USD 1130131.860000 0.0253336 Long DBT CORP FR N 2 2026-10-06 Floating 1.652 N N N N N N BRASS NO 8 PLC 8A N/A 10554MAA8 2530139.240000 PA USD 2531234.790000 0.0567415 Long ABS-MBS CORP GB N 2 2066-11-16 Floating 3.62157 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271RAA7 11430000.000000 PA USD 11262819.680000 0.2524732 Long DBT CORP CA N 2 2024-04-01 Fixed 4 N N N N N N BROOKFIELD US HOLDINGS INC N/A 11289RL31 10900000.000000 PA USD 10865801.900000 0.2435735 Long DBT CORP CA N 2 2022-11-03 None 0 N N N N N N BROOKSIDE MILL CLO LTD 2013-1A N/A 114521AL1 28705.770000 PA USD 28705.770000 0.0006435 Long ABS-CBDO CORP KY N 2 2028-01-17 Floating 3.56029 N N N N N N BRUEGEL 2021 DAC 2021-1A N/A ACI1YPP29 10210281.730000 PA 9563295.800000 0.2143758 Long ABS-MBS CORP IE N 2 2031-05-22 Floating 1.191 N N N N N N BSREP COMMERCIAL MORTGAGE TRUST 2021-DC N/A 05591UAA5 4400000.000000 PA USD 4216138.960000 0.0945112 Long ABS-MBS CORP US N 2 2038-08-15 Floating 3.768 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-21M N/A 05609CAA5 18100000.000000 PA USD 17314856.390000 0.3881388 Long ABS-MBS CORP US N 2 2036-10-15 Floating 3.548 N N N N N N BX TRUST 2021-ARIA N/A 05608RAA3 37600000.000000 PA USD 35742729.200000 0.8012276 Long ABS-MBS CORP US N 2 2036-10-15 Floating 3.7171 N N N N N N BXMT 2020-FL3 LTD N/A 05608XAA0 25000000.000000 PA USD 24730747.500000 0.5543773 Long ABS-MBS CORP KY N 2 2037-11-15 Floating 3.79951 N N N N N N CAIRN CLO IV BV 14-4A N/A ACI1W1H64 23880007.300000 PA 22849689.400000 0.5122105 Long ABS-CBDO CORP IE N 2 2031-04-30 Floating 0.838 N N N N N N CAIRN CLO X BV 18-10A N/A ACI1YFN80 25800000.000000 PA 24373663.720000 0.5463727 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 0.78 N N N N N N CANADA SQUARE FUNDING 2020-1 PLC 20-1 N/A ACI1V2699 24269102.340000 PA 26738620.940000 0.5993868 Long ABS-MBS CORP GB N 2 2056-12-17 Floating 3.16584 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 136072ZD0 39800000.000000 PA 28588233.250000 0.6408487 Long DBT CORP CA N 2 2022-12-12 None 0 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AE7 19034000.000000 PA USD 18605219.750000 0.4170643 Long DBT CORP US N 2 2024-05-01 Fixed 4.875 N N N N N N CARLYLE EURO CLO 2017-2 DAC 17-2A N/A ACI1VWGV3 498513.040000 PA 477762.240000 0.0107098 Long ABS-CBDO CORP IE N 2 2030-08-15 Floating 0.951 N N N N N N CARLYLE EURO CLO 2019-2 DAC 19-2A N/A ACI1ZPM05 5500000.000000 PA 5200779.980000 0.1165834 Long ABS-CBDO CORP IE N 2 2032-08-15 Floating 1.211 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A N/A ACI1XGH29 23300000.000000 PA 22092980.550000 0.4952477 Long ABS-CBDO CORP IE N 2 2031-11-15 Floating 1.071 N N N N N N CARLYLE US CLO LTD 2017-1A N/A 14314BAL1 10000000.000000 PA USD 9724162.200000 0.2179819 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 3.70986 N N N N N N CBAM 2018-5 LTD 8A N/A 12478CAA9 12340329.430000 PA USD 12205085.960000 0.2735955 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 3.82986 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BZ7 500000.000000 PA USD 496629.690000 0.0111327 Long DBT CORP US N 2 2027-03-03 Floating 3.60259 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BP8 50734000.000000 PA USD 51012835.080000 1.1435302 Long DBT CORP US N 2 2024-02-01 Floating 4.43229 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AY0 1400000.000000 PA USD 1366452.640000 0.0306311 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N CHESAPEAKE FUNDING II LLC 2019-2A N/A 165183CD4 1755074.910000 PA USD 1753862.330000 0.0393155 Long ABS-O CORP US N 2 2031-09-15 Fixed 1.95 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MA6 46113000.000000 PA USD 46177142.260000 1.0351308 Long DBT CORP US N 2 2024-06-01 Floating 4.10514 N N N N N N CK HUTCHISON INTERNATIONAL (19) LIMITED 254900FPY8WXG61CMU70 12564CAA4 3800000.000000 PA USD 3715902.850000 0.0832976 Long DBT CORP KY N 2 2024-04-11 Fixed 3.25 N N N N N N CLASSIC RMBS TRUST 2021-1A N/A 18273RAP7 7558048.680000 PA 5240050.110000 0.1174637 Long ABS-MBS CORP CA N 2 2051-11-15 Fixed 1.433 N N N N N N CNH EQUIPMENT TRUST 2019-B N/A 12596TAC5 1543981.140000 PA USD 1539588.360000 0.0345122 Long ABS-O CORP US N 2 2024-08-15 Fixed 2.52 N N N N N N COMM MORTGAGE TRUST 2015-CR26 N/A 12593QBC3 1183922.570000 PA USD 1155619.720000 0.0259050 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.373 N N N N N N COMMONBOND STUDENT LOAN TRUST 2017-AGS N/A 20267VAA5 246300.900000 PA USD 241088.880000 0.0054044 Long ABS-O CORP US N 2 2041-05-25 Fixed 2.55 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDL5 4100000.000000 PA USD 3497741.570000 0.0784072 Long DBT CORP NL N 2 2027-12-15 Floating 1.98 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 22411VAY4 37300000.000000 PA USD 37043149.590000 0.8303785 Long DBT CORP CA N 2 2024-10-21 Fixed 4.125 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AG3 1650000.000000 PA USD 1617750.960000 0.0362643 Long DBT CORP CH N 2 2024-06-12 Floating 4.207 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AH1 19000000.000000 PA USD 18791432.440000 0.4212385 Long DBT CORP CH N 2 2024-06-12 Floating 4.47571 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22823QKB6 45000000.000000 PA USD 44949812.400000 1.0076183 Long DBT CORP US N 2 2022-10-11 None 0 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST C1 N/A 126281BA1 2236243.960000 PA USD 2194431.340000 0.0491915 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.3512 N N N N N N CSWF 2021-SOP2 N/A 12657VAA0 12745607.370000 PA USD 12319251.510000 0.2761547 Long ABS-MBS CORP US N 2 2034-06-15 Floating 3.78459 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABQ1 6000000.000000 PA USD 5030272.980000 0.1127612 Long DBT CORP US N 2 2026-10-15 Fixed 1.3 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAT8 7919000.000000 PA USD 7880104.170000 0.1766445 Long DBT CORP DK N 2 2024-01-12 Fixed 5.375 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAQ4 8900000.000000 PA USD 8855565.770000 0.1985110 Long DBT CORP DK N 2 2023-09-12 Floating 4.29571 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAZ4 7500000.000000 PA USD 6497743.880000 0.1456568 Long DBT CORP DK N 2 2026-09-11 Floating 1.621 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAY7 12100000.000000 PA USD 11989273.260000 0.2687578 Long DBT CORP DK N 2 2023-12-08 Floating 1.171 N N N N N N DBCG 2017-BBG MORTGAGE TRUST N/A 233062AA6 9000000.000000 PA USD 8774267.400000 0.1966885 Long ABS-MBS CORP US N 2 2034-06-15 Floating 3.518 N N N N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 24023KAH1 5000000.000000 PA USD 4648689.250000 0.1042074 Long DBT CORP SG N 2 2024-11-22 Fixed 1.169 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 16600000.000000 PA USD 16807500.000000 0.3767656 Long DBT CORP US N 2 2026-01-15 Fixed 7.375 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BR9 950000.000000 PA USD 945870.610000 0.0212031 Long DBT CORP DE N 2 2023-02-27 Fixed 3.95 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CQ0 9600000.000000 PA USD 9253765.150000 0.2074372 Long DBT CORP DE N 2 2025-05-13 Fixed 4.162 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CM9 4000000.000000 PA USD 3807937.560000 0.0853607 Long DBT CORP DE N 2 2023-11-08 Fixed 0.962 N N N N N N DEUTSCHE BANK AG/SYDNEY BRANCH 7LTWFZYICNSX8D621K86 BYZHKNII9 600000.000000 PA 383405.570000 0.0085946 Long DBT CORP DE N 2 2023-01-30 Floating 3.5208 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAD2 1700000.000000 PA USD 1699303.940000 0.0380925 Long DBT CORP NO N 2 2022-12-02 Floating 3.71971 N N N N N N DROP MORTGAGE TRUST 2021-FILE N/A 26210YAA4 34200000.000000 PA USD 33016303.800000 0.7401106 Long ABS-MBS CORP US N 2 2043-10-15 Floating 3.97 N N N N N N DRYDEN 36 SENIOR LOAN FUND 2014-36A N/A 26249KAZ4 1580110.110000 PA USD 1563712.150000 0.0350530 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 3.532 N N N N N N DRYDEN 47 SENIOR LOAN FUND 2017-47A N/A 26245EAJ8 8769089.390000 PA USD 8692426.060000 0.1948539 Long ABS-CBDO CORP KY N 2 2028-04-15 Floating 3.492 N N N N N N DRYDEN 52 EURO CLO 2017 17-52A N/A ACI1YL2T4 17300000.000000 PA 16385115.390000 0.3672973 Long ABS-CBDO CORP IE N 2 2034-05-15 Floating 1.181 N N N N N N DRYDEN XXVII-R EURO CLO BV 2017-27A N/A ACI1W43B2 20300000.000000 PA 19231355.080000 0.4311000 Long ABS-CBDO CORP IE N 2 2033-04-15 Floating 0.66 N N N N N N ECMC GROUP STUDENT LOAN TRUST 2018-1A N/A 26828HAA5 13964978.020000 PA USD 13668617.450000 0.3064028 Long ABS-O CORP US N 2 2068-02-27 Floating 3.834 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAV0 7990000.000000 PA USD 7677771.010000 0.1721089 Long DBT CORP NL N 2 2025-06-15 Fixed 4.25 N N N N N N ENTERPRISE FLEET FINANCING LLC 2020-1 N/A 29373KAB9 6627116.640000 PA USD 6579797.700000 0.1474962 Long ABS-O CORP US N 2 2025-12-22 Fixed 1.78 N N N N N N EUROSAIL PLC 2007-1X N/A B1SJSZII0 1184918.000000 PA 1152209.770000 0.0258285 Long ABS-MBS CORP GB N 2 2045-03-13 Floating 1.094 N N N N N N EXTENDED STAY AMERICA TRUST 2021-ESH N/A 30227FAA8 57148280.340000 PA USD 55446347.400000 1.2429141 Long ABS-MBS CORP US N 2 2038-07-15 Floating 3.898 N N N N N N FANNIE MAE REMICS 2013-96 N/A 3136AGAH5 359133.440000 PA USD 355557.940000 0.0079704 Long ABS-MBS USGSE US N 2 2043-09-25 Floating 3.484 N N N N N N FANNIE MAE REMICS 2014-42 N/A 3136AKPQ0 1866372.600000 PA USD 1829760.720000 0.0410169 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 2.77314 N N N N N N FANNIE MAE REMICS 2014-61 N/A 3136ALFX4 28038628.500000 PA USD 27555416.380000 0.6176965 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 2.69039 N N N N N N FANNIE MAE REMICS 2014-69 N/A 3136ALXW6 3816726.780000 PA USD 3803902.200000 0.0852702 Long ABS-MBS USGSE US N 2 2044-11-25 Floating 2.72314 N N N N N N FANNIE MAE REMICS 2014-92 N/A 3136AMED7 3871424.800000 PA USD 3734208.340000 0.0837080 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 2.69314 N N N N N N FANNIE MAE REMICS 2015-64 N/A 3136AP3D2 4491264.900000 PA USD 4413085.000000 0.0989260 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 2.72314 N N N N N N FANNIE MAE REMICS 2015-64 N/A 3136AP3B6 4478423.950000 PA USD 4418680.880000 0.0990514 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 2.72314 N N N N N N FANNIE MAE REMICS 2016-40 N/A 3136ASM60 20537098.580000 PA USD 20363504.650000 0.4564789 Long ABS-MBS USGSE US N 2 2046-07-25 Floating 2.78878 N N N N N N FANNIE MAE REMICS 2016-84 N/A 3136AUKR1 2184026.160000 PA USD 2151014.600000 0.0482183 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 2.79314 N N N N N N FANNIE MAE REMICS 2016-88 N/A 3136AUTX9 1819103.880000 PA USD 1786120.620000 0.0400386 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 2.81314 N N N N N N FANNIE MAE REMICS 2017-108 N/A 3136B0SA5 1819694.560000 PA USD 1794238.670000 0.0402206 Long ABS-MBS USGSE US N 2 2048-01-25 Floating 3.384 N N N N N N FANNIE MAE REMICS 2017-95 N/A 3136AYN82 7264590.600000 PA USD 7126715.940000 0.1597562 Long ABS-MBS USGSE US N 2 2047-11-25 Floating 2.72314 N N N N N N FANNIE MAE REMICS 2018-11 N/A 3136B1CV4 1621384.350000 PA USD 1582346.120000 0.0354707 Long ABS-MBS USGSE US N 2 2048-03-25 Floating 2.67314 N N N N N N FANNIE MAE REMICS 2018-27 N/A 3136B1M35 3927030.720000 PA USD 3838359.150000 0.0860427 Long ABS-MBS USGSE US N 2 2058-05-25 Floating 2.72314 N N N N N N FANNIE MAE REMICS 2018-39 N/A 3136B2CD2 8451704.700000 PA USD 8359433.210000 0.1873894 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 2.67314 N N N N N N FANNIE MAE REMICS 2019-18 N/A 3136B4PY8 15362871.830000 PA USD 15121255.340000 0.3389659 Long ABS-MBS USGSE US N 2 2049-05-25 Floating 2.77314 N N N N N N FANNIE MAE REMICS 2019-33 N/A 3136B45C8 24100282.760000 PA USD 23627806.360000 0.5296532 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 3.534 N N N N N N FANNIE MAE REMICS 2019-39 N/A 3136B5YZ2 11444483.680000 PA USD 11296331.410000 0.2532244 Long ABS-MBS USGSE US N 2 2048-12-25 Floating 2.79371 N N N N N N FANNIE MAE REMICS 2019-41 N/A 3136B5SR7 1494207.190000 PA USD 1475057.130000 0.0330656 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 3.534 N N N N N N FANNIE MAE REMICS 2019-46 N/A 3136B5XC4 3773156.150000 PA USD 3738963.050000 0.0838145 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 3.484 N N N N N N FANNIE MAE REMICS 2019-53 N/A 3136B5K95 1342694.750000 PA USD 1318548.130000 0.0295573 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 2.77314 N N N N N N FANNIE MAE REMICS 2019-76 N/A 3136B7WQ0 9580405.530000 PA USD 9498905.020000 0.2129324 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 3.584 N N N N N N FANNIE MAE REMICS 2019-79 N/A 3136B72K6 369068.840000 PA USD 365517.840000 0.0081936 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 3.584 N N N N N N FANNIE MAE REMICS 2019-9 N/A 3136B35A4 5831629.410000 PA USD 5537782.930000 0.1241378 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS 2020-49 N/A 3136BAB78 10779115.310000 PA USD 10595207.430000 0.2375077 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 3.484 N N N N N N FANNIE MAE REMICS 2020-66 N/A 3136BBM58 6783690.350000 PA USD 5976336.910000 0.1339687 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 1.25 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130ATCZ8 125000000.000000 PA USD 125012018.750000 2.8023343 Long DBT USGSE US N 2 2023-01-17 Floating 3.05 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130ANCD0 4999999.990000 PA USD 4420384.490000 0.0990896 Long DBT USGSE US N 2 2026-07-27 Fixed 1.11 N N N N N N FINSBURY SQUARE 21-1GRA N/A ACI1YK6T2 6226589.520000 PA 6848854.270000 0.1535275 Long ABS-MBS CORP GB N 2 2067-12-16 Floating 2.57049 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 33774LKC1 35300000.000000 PA USD 35260287.500000 0.7904129 Long DBT CORP US N 2 2022-10-12 None 0 N N N N N N FORD AUTO SECURITIZATION TRUST 2020-AA N/A 345213JB9 9553917.280000 PA 6835717.670000 0.1532330 Long ABS-O CORP CA N 2 2024-08-15 Fixed 0.887 N N N N N N FREDDIE MAC 3171 N/A 31396TS95 904732.530000 PA USD 897461.830000 0.0201180 Long ABS-MBS USGSE US N 2 2036-06-15 Floating 3.24771 N N N N N N FREDDIE MAC REMICS 3314 N/A 31397GXE5 479976.260000 PA USD 475354.660000 0.0106558 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 3.21771 N N N N N N FREDDIE MAC REMICS 4141 N/A 3137AX2H5 3990205.080000 PA USD 3395352.890000 0.0761120 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 1.5 N N N N N N FREDDIE MAC REMICS 4190 N/A 3137B1CE0 5836064.940000 PA USD 5741605.890000 0.1287068 Long ABS-MBS USGSE US N 2 2038-08-15 Floating 2.72314 N N N N N N FREDDIE MAC REMICS 4263 N/A 3137B5QC0 403445.450000 PA USD 399726.090000 0.0089605 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 3.21771 N N N N N N FREDDIE MAC REMICS 4344 N/A 3137BAJK9 1130452.030000 PA USD 1111146.280000 0.0249080 Long ABS-MBS USGSE US N 2 2037-12-15 Floating 2.78929 N N N N N N FREDDIE MAC REMICS 4347 N/A 3137BBVB3 197140.450000 PA USD 194520.910000 0.0043605 Long ABS-MBS USGSE US N 2 2040-01-15 Floating 2.77314 N N N N N N FREDDIE MAC REMICS 4351 N/A 3137BBQ37 2353238.320000 PA USD 2311372.560000 0.0518129 Long ABS-MBS USGSE US N 2 2038-05-15 Floating 2.67287 N N N N N N FREDDIE MAC REMICS 4367 N/A 3137BCL48 24960412.140000 PA USD 24426441.530000 0.5475558 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 2.72314 N N N N N N FREDDIE MAC REMICS 4419 N/A 3137BFMR9 2643753.030000 PA USD 2601326.610000 0.0583127 Long ABS-MBS USGSE US N 2 2040-06-15 Floating 2.71314 N N N N N N FREDDIE MAC REMICS 4474 N/A 3137BJG80 2425518.270000 PA USD 2367258.050000 0.0530657 Long ABS-MBS USGSE US N 2 2036-12-15 Floating 2.21028 N N N N N N FREDDIE MAC REMICS 4521 N/A 3137BLN53 3106959.910000 PA USD 3062299.540000 0.0686461 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 2.62825 N N N N N N FREDDIE MAC REMICS 4585 N/A 3137BPF46 5927740.800000 PA USD 5865853.410000 0.1314920 Long ABS-MBS USGSE US N 2 2046-05-15 Floating 3.21771 N N N N N N FREDDIE MAC REMICS 4620 N/A 3137BSAE3 1438075.730000 PA USD 1433642.140000 0.0321373 Long ABS-MBS USGSE US N 2 2042-11-15 Floating 2.80938 N N N N N N FREDDIE MAC REMICS 4680 N/A 3137BY6F2 4446481.020000 PA USD 4383396.130000 0.0982605 Long ABS-MBS USGSE US N 2 2046-12-15 Floating 3.21771 N N N N N N FREDDIE MAC REMICS 4707 N/A 3137F2N36 11162630.610000 PA USD 11158296.160000 0.2501302 Long ABS-MBS USGSE US N 2 2044-09-15 Floating 2.72314 N N N N N N FREDDIE MAC REMICS 4707 N/A 3137F2ND4 8812960.650000 PA USD 8699247.020000 0.1950068 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.72314 N N N N N N FREDDIE MAC REMICS 4722 N/A 3137FAWH7 3153756.790000 PA USD 3108870.630000 0.0696901 Long ABS-MBS USGSE US N 2 2038-05-15 Floating 2.69314 N N N N N N FREDDIE MAC REMICS 4779 N/A 3137F4BX9 3014732.000000 PA USD 2974719.270000 0.0666829 Long ABS-MBS USGSE US N 2 2044-07-15 Floating 2.72314 N N N N N N FREDDIE MAC REMICS 4842 N/A 3137FJG52 35361858.280000 PA USD 35482088.600000 0.7953849 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.72314 N N N N N N FREDDIE MAC REMICS 4876 N/A 3137FLY81 2472925.440000 PA USD 2431326.380000 0.0545019 Long ABS-MBS USGSE US N 2 2038-09-15 Floating 2.77314 N N N N N N FREDDIE MAC REMICS 4903 N/A 3137FN4L1 3802207.150000 PA USD 3755551.790000 0.0841864 Long ABS-MBS USGSE US N 2 2048-09-15 Floating 3.26771 N N N N N N FREDDIE MAC REMICS 4903 N/A 3137FN4N7 965785.620000 PA USD 953909.350000 0.0213833 Long ABS-MBS USGSE US N 2 2049-08-15 Floating 3.26771 N N N N N N FREDDIE MAC REMICS 4913 N/A 3137FNJB7 258565.120000 PA USD 256344.670000 0.0057464 Long ABS-MBS USGSE US N 2 2037-01-15 Floating 2.77314 N N N N N N FREDDIE MAC REMICS 4948 N/A 3137FQZF3 2361002.420000 PA USD 2125300.720000 0.0476418 Long ABS-MBS USGSE US N 2 2048-10-25 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 5115 N/A 3137H0VA3 26697996.660000 PA USD 22353399.630000 0.5010854 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 3727202.460000 PA USD 3259100.490000 0.0730577 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 1 N N N N N N FREDDIE MAC REMICS 5115 N/A 3137H0W53 26266371.220000 PA USD 22339984.740000 0.5007847 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 1 N N N N N N FREDDIE MAC STRIPS 328 N/A 31351DC90 43590871.980000 PA USD 42672118.500000 0.9565604 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 2.72314 N N N N N N FREDDIE MAC STRIPS 339 N/A 3132J0FK8 1340471.350000 PA USD 1346827.010000 0.0301912 Long ABS-MBS USGSE US N 2 2044-11-15 Floating 3.26771 N N N N N N FREDDIE MAC-2991 N/A 31395UWP2 419066.200000 PA USD 415507.870000 0.0093142 Long ABS-MBS USGSE US N 2 2035-06-15 Floating 3.21771 N N N N N N FREDDIE MAC-3121 N/A 31396JFX8 294859.260000 PA USD 292611.460000 0.0065593 Long ABS-MBS USGSE US N 2 2036-03-15 Floating 3.21771 N N N N N N FREDDIE MAC-4832 N/A 3137FHS61 13394404.800000 PA USD 13457985.360000 0.3016812 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 2.72314 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2F1 7230000.000000 PA USD 6886039.980000 0.1543610 Long DBT CORP US N 2 2023-12-08 Fixed 1.25 N N N N N N GALLATIN CLO IX LTD 2018-1A N/A 36361WAC0 7832962.050000 PA USD 7800040.580000 0.1748498 Long ABS-CBDO CORP KY N 2 2028-01-21 Floating 3.78171 N N N N N N GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A N/A 36361UAL4 18980000.000000 PA USD 18596017.520000 0.4168580 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 37045XBK1 1085000.000000 PA USD 1077498.320000 0.0241538 Long DBT CORP US N 2 2023-05-09 Fixed 3.7 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCZ7 8088000.000000 PA USD 7850435.710000 0.1759794 Long DBT CORP US N 2 2023-08-18 Fixed 1.7 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BX0 2000000.000000 PA USD 1650949.900000 0.0370085 Long DBT CORP US N 2 2027-10-01 Fixed 1.2 N N N N N N GLG EURO CLO III DAC A N/A ACI1VVSK6 3583065.950000 PA 3434103.850000 0.0769807 Long ABS-CBDO CORP IE N 2 2030-10-15 Floating 0.68 N N N N N N GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2021-1A N/A 36252MCE8 16941171.150000 PA 12191609.240000 0.2732934 Long ABS-O CORP CA N 2 2024-03-20 Fixed 0.641 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST 2020-1 N/A 361886CH5 3100000.000000 PA USD 2995180.010000 0.0671415 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.68 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST 2020-2 N/A 361886CM4 3000000.000000 PA USD 2878553.100000 0.0645271 Long ABS-O CORP US N 2 2025-10-15 Fixed 0.69 N N N N N N GOLDEN CREDIT CARD TRUST 2022-4A N/A 380881FP2 22000000.000000 PA USD 21633948.600000 0.4849578 Long ABS-MBS CORP CA N 2 2027-09-15 Fixed 4.31 N N N N N N GOLDENTREE LOAN MANAGEMENT EUR CLO 3 DAC 3A N/A ACI1ZWJ04 4700000.000000 PA 4455035.470000 0.0998664 Long ABS-CBDO CORP IE N 2 2032-01-20 Floating 0.947 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXE9 5000000.000000 PA USD 4916626.650000 0.1102137 Long DBT CORP US N 2 2024-02-20 Fixed 3.625 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EB81 1800000.000000 PA USD 1810048.680000 0.0405750 Long DBT CORP US N 2 2023-11-29 Floating 4.64314 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXK5 5000000.000000 PA USD 4987591.900000 0.1118044 Long DBT CORP US N 2 2023-11-17 Floating 3.00452 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2007-9 N/A 38375JMU6 1132207.330000 PA USD 1122760.190000 0.0251684 Long ABS-MBS USGSE US N 2 2037-03-20 Floating 3.31386 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H11 N/A 38375BLQ3 737405.970000 PA USD 732460.040000 0.0164192 Long ABS-MBS USGSE US N 2 2061-04-20 Floating 2.85729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H18 N/A 38375BUN0 2581116.460000 PA USD 2570220.530000 0.0576154 Long ABS-MBS USGSE US N 2 2062-08-20 Variable 2.42606 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H09 N/A 38375UYW4 3174234.490000 PA USD 3120717.530000 0.0699556 Long ABS-MBS USGSE US N 2 2067-04-20 Floating 1.96829 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H12 N/A 38376R2V7 27432.650000 PA USD 27330.850000 0.0006127 Long ABS-MBS USGSE US N 2 2066-06-20 Floating 2.55729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R4Z6 2828275.750000 PA USD 2799723.740000 0.0627601 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 3.37857 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R5D4 316964.240000 PA USD 313980.690000 0.0070384 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 2.82729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A 38376R4U7 646432.810000 PA USD 640915.570000 0.0143671 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 3.37857 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15 N/A 38376R6F8 5241109.530000 PA USD 5195196.890000 0.1164582 Long ABS-MBS USGSE US N 2 2067-07-20 Floating 3.57543 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16 N/A 38375UG53 1586746.740000 PA USD 1580123.340000 0.0354209 Long ABS-MBS USGSE US N 2 2067-08-20 Floating 3.10729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H18 N/A 38376R6V3 5251388.670000 PA USD 5232838.140000 0.1173020 Long ABS-MBS USGSE US N 2 2067-09-20 Floating 4.50771 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25 N/A 38375UZ78 921504.420000 PA USD 911428.230000 0.0204310 Long ABS-MBS USGSE US N 2 2067-11-20 Floating 1.11725 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-44 N/A 38381TQQ1 5936202.760000 PA USD 5879217.590000 0.1317916 Long ABS-MBS USGSE US N 2 2049-04-20 Floating 3.46386 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-48 N/A 38381R6U8 22019046.260000 PA USD 21822127.730000 0.4891761 Long ABS-MBS USGSE US N 2 2043-02-20 Floating 2.29956 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-85 N/A 38381XKL9 1450341.060000 PA USD 1382318.320000 0.0309868 Long ABS-MBS USGSE US N 2 2049-07-20 Floating 3.72386 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17 N/A 38382CP47 1379092.800000 PA USD 1250535.290000 0.0280326 Long ABS-MBS USGSE US N 2 2049-10-20 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21 N/A 38382DMC0 2596081.820000 PA USD 2348364.470000 0.0526422 Long ABS-MBS USGSE US N 2 2049-01-20 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H07 N/A 38380L8G1 13178186.090000 PA USD 12881904.890000 0.2887675 Long ABS-MBS USGSE US N 2 2070-04-20 Floating 3.05729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-122 N/A 38382WCY1 52494448.000000 PA USD 45744711.880000 1.0254372 Long ABS-MBS USGSE US N 2 2051-07-20 Floating 2.68403 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-97 N/A 38382VER6 79673767.890000 PA USD 70663851.880000 1.5840376 Long ABS-MBS USGSE US N 2 2051-06-20 Floating 2.68403 N N N N N N GOVT NATL MORTGAGE ASSOC SERIES 2007-26 N/A 38375KCC4 1006359.200000 PA USD 1003804.050000 0.0225018 Long ABS-MBS USGSE US N 2 2037-04-20 Floating 3.32386 N N N N N N GPMT LTD 2021-FL4 N/A 36262TAA1 3200000.000000 PA USD 3140428.160000 0.0703975 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 24000000.000000 PA USD 23968116.000000 0.5372817 Long ABS-MBS CORP US N 2 2032-10-10 Variable 3.419 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL UK PLC 5493004B26DRJNN0OV17 36265PK49 17500000.000000 PA USD 17493536.730000 0.3921442 Long DBT CORP GB N 2 2022-10-04 None 0 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAA9 5000000.000000 PA USD 4840230.250000 0.1085011 Long DBT CORP US N 2 2024-03-24 Fixed 3.024 N N N N N N HARVEST CLO XIV DAC 14A N/A ACI0Y8QZ5 1685379.900000 PA 1644734.200000 0.0368692 Long ABS-CBDO CORP IE N 2 2029-11-18 Floating 0.963 N N N N N N HARVEST CLO XXI DAC 21A N/A ACI1WSV44 17050000.000000 PA 16043710.190000 0.3596441 Long ABS-CBDO CORP IE N 2 2031-07-15 Floating 0.76 N N N N N N HARVEST CLO XXI DAC 21A N/A ACI1WSV36 250000.000000 PA 225229.020000 0.0050489 Long ABS-CBDO CORP IE N 2 2031-07-15 Fixed 1.04 N N N N N N HERA COMMERCIAL MORTGAGE 2021-FL1 N/A 42704RAA9 4000000.000000 PA USD 3896792.000000 0.0873525 Long ABS-CBDO CORP KY N 2 2038-02-18 Floating 4.04343 N N N N N N HERTZ VEHICLE FINANCING III LLC 2021-1A N/A 42806MAA7 26100000.000000 PA USD 23912671.230000 0.5360389 Long ABS-O CORP US N 2 2025-12-26 Fixed 1.21 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CA5 16700000.000000 PA USD 16523763.400000 0.3704053 Long DBT CORP GB N 2 2025-03-11 Floating 4.46571 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BR9 17025000.000000 PA USD 16824170.210000 0.3771393 Long DBT CORP GB N 2 2024-05-18 Floating 3.96057 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BW8 5000000.000000 PA USD 4880679.900000 0.1094079 Long DBT CORP GB N 2 2026-09-12 Floating 4.61571 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 ACI0YTRJ4 19050000.000000 PA 12162440.700000 0.2726396 Long DBT CORP GB N 2 2024-02-16 Floating 3.4035 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BQ4 4000000.000000 PA USD 3374065.760000 0.0756348 Long DBT CORP US N 2 2027-02-03 Fixed 1.35 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABU0 45000000.000000 PA USD 44084467.800000 0.9882203 Long DBT CORP US N 2 2023-04-03 Fixed 0.8 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABQ9 717000.000000 PA USD 714431.010000 0.0160151 Long DBT CORP US N 2 2022-11-10 Fixed 1.15 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CBJ1 390000.000000 PA USD 391247.840000 0.0087704 Long DBT CORP US N 2 2023-04-06 Fixed 5.75 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 44920UAM0 6400000.000000 PA USD 6356551.810000 0.1424918 Long DBT CORP KR N 2 2023-03-05 Fixed 3.75 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAA1 5300000.000000 PA USD 5073746.710000 0.1137357 Long DBT CORP GB N 2 2024-07-26 Fixed 3.125 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AF2 5500000.000000 PA USD 5279161.800000 0.1183404 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAB9 9100000.000000 PA USD 8223196.160000 0.1843354 Long DBT CORP GB N 2 2026-07-26 Fixed 3.5 N N N N N N INDUSTRIAL BANK OF KOREA (IBK) 988400RBIWE3YA18PK12 45604GAF6 1600000.000000 PA USD 1520036.270000 0.0340739 Long DBT NUSS KR N 2 2024-10-23 Fixed 2.125 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BD4 10000000.000000 PA USD 9887638.000000 0.2216464 Long DBT CORP NL N 2 2026-03-28 Floating 4.6287 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AL7 9975000.000000 PA USD 9987743.360000 0.2238904 Long DBT CORP NL N 2 2023-10-02 Floating 4.74286 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI21KLL6 19700000.000000 PA 5515254.150000 0.1236328 Long DBT MUN IL N 2 2022-11-02 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI229M05 27300000.000000 PA 7631025.220000 0.1710610 Long DBT MUN IL N 2 2022-12-07 None 0 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRW2 41500000.000000 PA USD 41508783.890000 0.9304824 Long DBT CORP US N 2 2023-10-24 Floating 4.013 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH N/A 46654EAA9 9000000.000000 PA USD 8697293.100000 0.1949630 Long ABS-MBS CORP US N 2 2038-06-15 Floating 3.578 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC N/A 466330AA5 8126112.930000 PA USD 7882778.920000 0.1767045 Long ABS-MBS CORP US N 2 2038-04-15 Floating 3.618 N N N N N N JUBILEE CLO 2014-XI BV 14-11A N/A ACI1W2T93 15300000.000000 PA 14659321.460000 0.3286110 Long ABS-CBDO CORP IE N 2 2030-04-15 Floating 0.61 N N N N N N JUBILEE CLO 2014-XII BV 14-12A N/A ACI1W2W65 9900000.000000 PA 9470784.090000 0.2123020 Long ABS-CBDO CORP IE N 2 2030-04-15 Floating 0.6 N N N N N N JUBILEE CLO 2015-XVI BV 15-16A N/A ACI0YWRZ1 5548390.790000 PA 5371021.250000 0.1203996 Long ABS-CBDO CORP IE N 2 2029-12-15 Floating 1.8 N N N N N N JUBILEE CLO 2016-XVII BV 16-17A N/A ACI1W2W24 7400000.000000 PA 6903402.910000 0.1547503 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 0.65 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 ACI13X1V8 5000000.000000 PA USD 5011252.700000 0.1123348 Long DBT CORP KR N 2 2023-07-26 Floating 3.56629 N N N N N N 280 PARK AVENUE 2017-280P MORTGAGE TRUST N/A 90205FAA8 15000000.000000 PA USD 14620273.500000 0.3277356 Long ABS-MBS CORP US N 2 2034-09-15 Floating 3.585 N N N N N N KIA CORPORATION 988400V8MJK9N7OI5X76 Y47606AF8 1050000.000000 PA USD 1039940.390000 0.0233118 Long DBT CORP KR N 2 2023-04-25 Fixed 3 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAN1 17502000.000000 PA USD 17518677.660000 0.3927078 Long DBT CORP US N 2 2023-01-15 Floating 3.792 N N N N N N KOOKMIN BANK 549300XXMOJSIW8P4769 BFMGMKII0 3000000.000000 PA USD 2993760.000000 0.0671097 Long DBT CORP KR N 2 2023-04-03 Floating 4.53471 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630DD7 1700000.000000 PA USD 1630347.350000 0.0365467 Long DBT CORP KR N 2 2023-10-27 Fixed 0.5 N N N N N N KOREA NATIONAL OIL CORP (KNOC) 988400ZTQ08W926ONT36 BD5JRZII0 18470000.000000 PA USD 18547428.270000 0.4157688 Long DBT CORP KR N 2 2023-07-16 Floating 3.61529 N N N N N N 522 FUNDING CLO I LTD 2018-3A N/A 33835NAA9 30300000.000000 PA USD 29607427.450000 0.6636955 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 3.74986 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AA8 8170000.000000 PA USD 8054371.950000 0.1805510 Long DBT CORP US N 2 2023-02-10 Fixed 0.625 N N N N N N LCCM 2021-FL2 TRUST N/A 50202KAA4 14400000.000000 PA USD 14118812.640000 0.3164946 Long ABS-CBDO CORP US N 2 2038-12-13 Floating 4.01771 N N N N N N LCM 30 LTD N/A 50200YAQ1 10850000.000000 PA USD 10525536.830000 0.2359459 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 3.78986 N N N N N N LCM XX LP 20A N/A 50188WAE8 2329604.390000 PA USD 2321011.530000 0.0520290 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 3.74986 N N N N N N A10 BRIDGE ASSET FINANCING 2020-C LLC N/A 66981EAA1 1199284.150000 PA USD 1186200.800000 0.0265905 Long ABS-MBS CORP US N 2 2040-08-15 Fixed 2.021 N N N N N N LEHMAN XS TRUST 2005-7N N/A 525221EM5 384792.660000 PA USD 349549.230000 0.0078357 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.624 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAB1 6698000.000000 PA USD 6618716.310000 0.1483686 Long DBT CORP US N 2 2023-05-15 Fixed 2.95 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAH6 3300000.000000 PA USD 3231871.270000 0.0724473 Long DBT CORP GB N 2 2024-03-12 Fixed 3.9 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 25540000.000000 PA USD 25481775.190000 0.5712127 Long DBT CORP GB N 2 2023-11-07 Floating 2.907 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI12SMB1 500000.000000 PA 315118.030000 0.0070638 Long DBT CORP GB N 2 2023-11-23 Fixed 3.9 N N N N N N LOANCORE ISSUER LTD 2021-CRE5 N/A 53947XAA0 1400000.000000 PA USD 1359750.000000 0.0304809 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 4.11771 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAA1 1800000.000000 PA USD 1685796.410000 0.0377897 Long DBT CORP GB N 2 2024-04-06 Fixed 0.65 N N N N N N MARATHON CLO V LTD 2013-5A N/A 56576QAN8 505791.860000 PA USD 506020.350000 0.0113432 Long ABS-CBDO CORP KY N 2 2027-11-21 Floating 3.854 N N N N N N MASTER CREDIT CARD TRUST II SERIES 2018-1A N/A 576339BM6 10000000.000000 PA USD 9998142.000000 0.2241235 Long ABS-MBS CORP CA N 2 2024-07-21 Floating 3.50386 N N N N N N MBARC CREDIT CANADA INC 2021-AA N/A 552755BQ2 19376241.780000 PA 13816346.780000 0.3097144 Long ABS-O CORP CA N 2 2024-05-15 Fixed 0.63 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851EB6 7300000.000000 PA USD 6880393.370000 0.1542345 Long DBT CORP US N 2 2024-03-01 Fixed 0.75 N N N N N N MERCEDES-BENZ FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DM3 23800000.000000 PA USD 23854900.650000 0.5347438 Long DBT CORP US N 2 2023-05-04 Floating 3.647 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GGV5 2700000.000000 PA USD 2551980.280000 0.0572065 Long DBT CORP US N 2 2024-01-07 Fixed 0.4 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GEH8 5000000.000000 PA USD 4876375.300000 0.1093114 Long DBT CORP US N 2 2023-06-08 Fixed 0.9 N N N N N N MF1 2020-FL4 LTD N/A 58003UAA6 19044501.640000 PA USD 18904596.730000 0.4237753 Long ABS-CBDO CORP US N 2 2035-11-15 Floating 4.65986 N N N N N N MFA 2020-NQM2 TRUST N/A 552751AA7 7783422.080000 PA USD 7446279.260000 0.1669197 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.381 N N N N N N MFA 2021-RPL1 TRUST N/A 55283QAA2 23666446.430000 PA USD 21138557.550000 0.4738529 Long ABS-MBS CORP US N 2 2060-07-25 Variable 1.1313 N N N N N N MIDOCEAN CREDIT CLO II 2013-2A N/A 59863KAS6 13276558.320000 PA USD 13093732.150000 0.2935159 Long ABS-CBDO CORP KY N 2 2030-01-29 Floating 3.83586 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417CC6 14400000.000000 PA USD 14113239.120000 0.3163697 Long DBT CORP US N 2 2024-06-28 Floating 3.28869 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BW3 14300000.000000 PA USD 13166359.920000 0.2951440 Long DBT CORP JP N 2 2025-07-19 Floating 0.953 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822CJ1 12600000.000000 PA USD 12692767.250000 0.2845277 Long DBT CORP JP N 2 2025-07-18 Floating 3.95732 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BV5 9000000.000000 PA USD 8587820.430000 0.1925090 Long DBT CORP JP N 2 2024-09-15 Floating 0.848 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822CP7 7500000.000000 PA USD 7499606.030000 0.1681151 Long DBT CORP JP N 2 2025-09-12 Floating 3.89778 N N N N N N MITSUI FUDOSAN CO LTD 353800ND4ZKNZDYKMF33 J4509LBW0 1000000.000000 PA USD 995325.000000 0.0223117 Long DBT CORP JP N 2 2023-01-23 Fixed 2.95 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBC2 2899000.000000 PA USD 2871932.880000 0.0643787 Long DBT CORP JP N 2 2024-05-25 Floating 3.62686 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBG3 23800000.000000 PA USD 23783676.060000 0.5331472 Long DBT CORP JP N 2 2024-07-10 Floating 3.41757 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBM0 11800000.000000 PA USD 11662686.000000 0.2614368 Long DBT CORP JP N 2 2024-09-08 Floating 3.77786 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEC6 39200000.000000 PA USD 39201379.450000 0.8787585 Long DBT CORP US N 2 2023-10-24 Floating 4.183 N N N N N N MOUNTAIN VIEW CLO LTD 15-10A N/A 62432CAQ4 935173.880000 PA USD 932827.770000 0.0209108 Long ABS-CBDO CORP KY N 2 2027-10-13 Floating 3.27514 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAA5 15000000.000000 PA USD 14835313.650000 0.3325561 Long DBT CORP GB N 2 2024-03-08 Floating 3.766 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BH3 180000.000000 PA USD 179658.710000 0.0040273 Long DBT CORP GB N 2 2024-06-25 Floating 5.19143 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA N/A 63941TAA4 6284644.960000 PA USD 5650240.220000 0.1266587 Long ABS-O CORP US N 2 2069-05-15 Fixed 1.69 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA N/A 63935BAA1 13671792.900000 PA USD 12428700.170000 0.2786082 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G N/A 63942KAA2 11072352.710000 PA USD 9543466.750000 0.2139313 Long ABS-O CORP US N 2 2070-04-15 Fixed 1.58 N N N N N N NAVIENT STUDENT LOAN TRUST 2014-AA N/A 63939CAC1 383380.690000 PA USD 383291.060000 0.0085921 Long ABS-O CORP US N 2 2029-02-15 Floating 4.06771 N N N N N N NAVIENT STUDENT LOAN TRUST 2016-6 N/A 63940LAB0 446126.800000 PA USD 445768.160000 0.0099926 Long ABS-O CORP US N 2 2066-03-25 Floating 3.834 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-1A N/A 63940DAB8 2802785.750000 PA USD 2796697.540000 0.0626922 Long ABS-O CORP US N 2 2067-03-25 Floating 3.434 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-2A N/A 63941DAB7 1092117.000000 PA USD 1090840.320000 0.0244528 Long ABS-O CORP US N 2 2067-03-25 Floating 3.464 N N N N N N NAVIENT STUDENT LOAN TRUST 2020-IA N/A 63942AAB2 4993016.130000 PA USD 4870611.340000 0.1091822 Long ABS-O CORP US N 2 2069-04-15 Floating 3.81771 N N N N N N NELNET STUDENT LOAN TRUST 2012-4A N/A 64033AAA2 13248603.670000 PA USD 13006937.220000 0.2915703 Long ABS-O CORP US N 2 2038-09-27 Floating 3.784 N N N N N N NELNET STUDENT LOAN TRUST 2017-3A N/A 64032KAA1 8379882.920000 PA USD 8228418.210000 0.1844525 Long ABS-O CORP US N 2 2066-02-25 Floating 3.934 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1 N/A 64829VAA4 3266822.800000 PA USD 3148370.090000 0.0705755 Long ABS-MBS CORP US N 2 2057-12-25 Variable 3.5 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KCE8 33500000.000000 PA USD 33252591.450000 0.7454074 Long DBT CORP US N 2 2024-03-21 Floating 3.87347 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BL2 4000000.000000 PA USD 3930575.000000 0.0881098 Long DBT CORP US N 2 2023-09-21 Fixed 3.875 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AA9 8000000.000000 PA USD 7781426.160000 0.1744325 Long DBT CORP JP N 2 2023-09-15 Fixed 3.043 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAP4 9000000.000000 PA USD 8437428.900000 0.1891378 Long DBT CORP JP N 2 2025-01-16 Fixed 2.648 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAR0 22700000.000000 PA USD 20497153.410000 0.4594748 Long DBT CORP JP N 2 2025-07-16 Fixed 1.851 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAB1 9165000.000000 PA USD 8647004.280000 0.1938357 Long DBT CORP JP N 2 2024-03-01 Fixed 0.583 N N N N N N OAK HILL EUROPEAN CREDIT PARTNERS IV DESIGNATED ACTIVITY CO 15-4A N/A ACI0ZJQQ0 3657192.200000 PA 3501020.390000 0.0784807 Long ABS-CBDO CORP IE N 2 2032-01-20 Floating 0.777 N N N N N N OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A N/A ACI1WXMN1 18400000.000000 PA 17466946.690000 0.3915481 Long ABS-CBDO CORP IE N 2 2031-10-20 Floating 0.787 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 686330AK7 800000.000000 PA USD 769173.300000 0.0172422 Long DBT CORP JP N 2 2024-12-04 Fixed 3.25 N N N N N N OVERSEA-CHINESE BANKING CORP/SYDNEY BRANCH 5493007O3QFXCPOGWK22 ACI21MFS4 2500000.000000 PA 1593099.520000 0.0357117 Long DBT CORP SG Y 2 2024-03-18 Floating 3.191 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAD4 2700000.000000 PA USD 2677689.170000 0.0600245 Long DBT CORP US N 2 2023-01-15 Fixed 2.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HG5 5300000.000000 PA USD 5147041.470000 0.1153788 Long DBT CORP US N 2 2024-02-15 Fixed 3.75 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAX2 2500000.000000 PA USD 2486032.250000 0.0557282 Long DBT CORP US N 2 2023-01-15 Fixed 2.75 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAA6 5000000.000000 PA USD 4318751.050000 0.0968114 Long DBT CORP NO N 2 2026-07-15 Fixed 2 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JB4 5300000.000000 PA USD 5260762.720000 0.1179280 Long DBT CORP US N 2 2023-08-01 Fixed 4.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HK6 1200000.000000 PA USD 1143045.720000 0.0256231 Long DBT CORP US N 2 2024-08-15 Fixed 3.4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HE0 5300000.000000 PA USD 5209653.710000 0.1167823 Long DBT CORP US N 2 2023-11-15 Fixed 3.85 N N N N N N PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A N/A ACI1ZMCH6 5277409.010000 PA 5066778.710000 0.1135795 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 0.78 N N N N N N PALMER SQUARE EUROPEAN LOAN FUNDING 2021-2 DAC 21-2A N/A ACI216JK2 7686536.550000 PA 7294082.160000 0.1635079 Long ABS-CBDO CORP IE N 2 2031-07-15 Floating 0.73 N N N N N N PENNSYLVANIA HIGHER EDUCATION-2006-2 N/A 709163GH6 790194.590000 PA USD 766763.030000 0.0171882 Long ABS-O CORP US N 2 2036-10-25 Floating 2.913 N N N N N N PENSKE TRUCK LEASING CANADA INC N/A 70960AAC2 14300000.000000 PA 10328147.700000 0.2315211 Long DBT CORP CA Y 2 2022-12-07 Fixed 2.85 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BF0 16700000.000000 PA USD 16078975.760000 0.3604347 Long DBT CORP US N 2 2024-07-01 Fixed 3.45 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448DQ8 1900000.000000 PA 1328048.560000 0.0297702 Long DBT CORP US Y 2 2024-05-06 Fixed 2.15 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CAR5 14700000.000000 PA USD 14339487.060000 0.3214414 Long DBT CORP US N 2 2023-06-09 Fixed 1.082 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CBF0 8000000.000000 PA USD 7402993.760000 0.1659494 Long DBT CORP US N 2 2024-07-05 Fixed 0.781 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAB9 3900000.000000 PA USD 3404462.100000 0.0763162 Long DBT CORP QA N 2 2026-09-12 Fixed 1.375 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 ACI1V8415 8500000.000000 PA USD 7532275.000000 0.1688474 Long DBT CORP KY N 2 2026-01-26 Fixed 1.375 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767HKB5 17300000.000000 PA USD 17280415.020000 0.3873668 Long DBT CORP US N 2 2022-10-11 None 0 N N N N N N RESIMAC BASTILLE TRUST SERIES 2021-2NCA N/A 76120BAA8 26687520.840000 PA USD 26398548.360000 0.5917636 Long ABS-MBS CORP AU N 2 2053-02-03 Floating 3.77786 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 780088XC9 17300000.000000 PA 12509828.070000 0.2804268 Long DBT CORP CA N 2 2022-10-11 None 0 N N N N N N SABIC CAPITAL II BV 2138005PCUTH59D4RJ83 ACI15FHJ5 8191000.000000 PA USD 8102938.560000 0.1816397 Long DBT CORP NL N 2 2023-10-10 Fixed 4 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAH8 4000000.000000 PA USD 3974713.760000 0.0890992 Long DBT CORP GB N 2 2024-01-05 Floating 3.373 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAN5 7000000.000000 PA USD 6467379.870000 0.1449761 Long DBT CORP GB N 2 2025-03-15 Floating 1.089 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAZ6 12000000.000000 PA USD 11897880.000000 0.2667091 Long DBT CORP GB N 2 2023-02-12 Fixed 1.625 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ NV TAFO772JB70PDRN5VS48 82620KAX1 9700000.000000 PA USD 9143865.440000 0.2049736 Long DBT CORP NL N 2 2024-03-11 Fixed 0.65 N N N N N N SK BROADBAND CO LTD 988400JTBDVK7K17FX69 ACI14CDW8 3500000.000000 PA USD 3475221.160000 0.0779024 Long DBT CORP KR N 2 2023-08-13 Fixed 3.875 N N N N N N SK TELECOM CO LTD 9884003WEA1PHW006037 Y4935NAM6 425000.000000 PA USD 421682.890000 0.0094527 Long DBT CORP KR N 2 2023-04-16 Fixed 3.75 N N N N N N SLC STUDENT LOAN TRUST-2005-3 N/A 784420AP6 334000.390000 PA USD 332784.900000 0.0074599 Long ABS-O CORP US N 2 2029-06-15 Floating 3.41257 N N N N N N SLM CONSOLIDATION STUD LN TRUST 2004-10 N/A 78442GNJ1 18899684.550000 PA USD 18740188.220000 0.4200898 Long ABS-O CORP US N 2 2029-10-25 Floating 3.383 N N N N N N SLM STUDENT LOAN TRUST 2003-11 N/A 78442GJS6 128825.780000 PA USD 128650.630000 0.0028839 Long ABS-O CORP US N 2 2025-12-15 Floating 3.84257 N N N N N N SLM STUDENT LOAN TRUST 2005-4 N/A 78442GPG5 843806.660000 PA USD 841665.840000 0.0188672 Long ABS-O CORP US N 2 2027-01-25 Floating 2.903 N N N N N N SLM STUDENT LOAN TRUST 2012-3 N/A 78447AAA2 9663266.430000 PA USD 9428910.960000 0.2113634 Long ABS-O CORP US N 2 2038-12-27 Floating 3.734 N N N N N N SLM STUDENT LOAN TRUST 2013-2 N/A 78446CAA9 17721057.110000 PA USD 17268640.290000 0.3871028 Long ABS-O CORP US N 2 2043-06-25 Floating 3.534 N N N N N N SLM STUDENT LOAN TRUST 2013-6 N/A 78448CAG4 10049024.760000 PA USD 9817371.630000 0.2200713 Long ABS-O CORP US N 2 2028-06-26 Floating 3.734 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2016-A N/A 78449FAB7 2978681.030000 PA USD 2885081.340000 0.0646735 Long ABS-O CORP US N 2 2031-05-15 Fixed 2.7 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2016-B N/A 78449GAB5 3178575.560000 PA USD 3066377.880000 0.0687375 Long ABS-O CORP US N 2 2032-02-17 Fixed 2.43 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2016-C N/A 78449KAB6 2756028.730000 PA USD 2633473.640000 0.0590333 Long ABS-O CORP US N 2 2034-09-15 Fixed 2.34 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2020-B N/A 78449XAA0 11912717.710000 PA USD 10679749.040000 0.2394028 Long ABS-O CORP US N 2 2053-07-15 Fixed 1.29 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2020-B N/A 78449XAB8 1456576.860000 PA USD 1430652.850000 0.0320703 Long ABS-O CORP US N 2 2053-07-15 Floating 3.91771 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBG6 3000000.000000 PA USD 2706563.850000 0.0606717 Long DBT CORP FR N 2 2026-01-21 Floating 2.226 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBN1 1100000.000000 PA USD 1071427.090000 0.0240177 Long DBT CORP FR N 2 2025-06-13 Fixed 4.351 N N N N N N SOCIETE GENERALE SA/SYDNEY BRANCH O2RNE8IBXP4R0TD8PU41 ACI1NWB13 19710000.000000 PA 12606315.820000 0.2825897 Long DBT CORP FR N 2 2023-07-15 Floating 3.0796 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM 2016-B LLC 2016-B N/A 83402JAA6 178951.770000 PA USD 178949.890000 0.0040114 Long ABS-O CORP US N 2 2033-06-25 Floating 4.284 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-C N/A 83402DAC5 9749.550000 PA USD 9749.550000 0.0002186 Long ABS-O CORP US N 2 2032-12-27 Fixed 2.36 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-A N/A 83404FAA2 103124.740000 PA USD 102917.230000 0.0023070 Long ABS-O CORP US N 2 2040-03-26 Floating 3.784 N N N N N N SOUND POINT CLO XII LTD 2016-2A N/A 83610CAW1 12668608.540000 PA USD 12604337.140000 0.2825454 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 3.75986 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HA4 48100000.000000 PA USD 48029992.370000 1.0766652 Long DBT CORP US N 2 2023-04-03 Floating 3.63051 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 N/A 85573MAA7 1339160.460000 PA USD 1291986.520000 0.0289618 Long ABS-MBS CORP US N 2 2065-04-25 Fixed 1.486 N N N N N N STRATTON MORTGAGE FUNDING 21-2A N/A ACI1W61K9 7589265.900000 PA 8392446.040000 0.1881294 Long ABS-MBS CORP GB N 2 2060-07-20 Floating 2.5262 N N N N N N STRUCTURED ASSET SEC CORP 2005-WF2 N/A 86359DDB0 1083933.640000 PA USD 1075983.640000 0.0241198 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.654 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCL2 22400000.000000 PA USD 21780568.990000 0.4882445 Long DBT CORP JP N 2 2027-01-14 Floating 3.04693 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 ACI1G3413 16800000.000000 PA 10732425.090000 0.2405836 Long DBT CORP JP N 2 2024-10-16 Floating 3.4406 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VAU3 34100000.000000 PA USD 32009866.080000 0.7175498 Long DBT CORP JP N 2 2024-03-25 Fixed 0.85 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VAW9 700000.000000 PA USD 641931.440000 0.0143899 Long DBT CORP JP N 2 2024-09-16 Fixed 0.8 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 86563VAX7 8700000.000000 PA USD 8623588.600000 0.1933108 Long DBT CORP JP N 2 2024-09-16 Floating 3.08518 N N N N N N SYMPHONY CLO XVII LTD 2016-17A N/A 87165UAN1 3428774.090000 PA USD 3409015.610000 0.0764183 Long ABS-CBDO CORP KY N 2 2028-04-15 Floating 3.392 N N N N N N TAURUS 2021-1 UK DAC 21-UK1A N/A ACI1W1MF8 15784069.900000 PA 16927790.040000 0.3794621 Long ABS-MBS CORP IE N 2 2031-05-17 Floating 2.64438 N N N N N N AMMC CLO 16 LTD 2015-16A N/A 00176JAT3 315411.890000 PA USD 313491.890000 0.0070274 Long ABS-CBDO CORP KY N 2 2029-04-14 Floating 3.463 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06414PZA2 22200000.000000 PA 15965646.650000 0.3578942 Long DBT CORP CA N 2 2022-12-01 None 0 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641596F8 900000.000000 PA USD 887983.400000 0.0199055 Long DBT CORP CA N 2 2024-07-31 Floating 2.50416 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556CN0 24500000.000000 PA USD 24469585.700000 0.5485229 Long DBT CORP US N 2 2023-04-18 Floating 2.6206 N N N N N N AMMC CLO XII LTD 2013-12A N/A 00176CAW1 10000000.000000 PA USD 9859480.700000 0.2210152 Long ABS-CBDO CORP KY N 2 2030-11-10 Floating 3.86157 N N N N N N TIKEHAU CLO BV N/A ACI1ZJMY5 4550000.000000 PA 4292176.310000 0.0962157 Long ABS-CBDO CORP IE N 2 2034-08-04 Floating 1.13 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 891161XC0 20000000.000000 PA 14462663.340000 0.3242026 Long DBT CORP CA N 2 2022-10-11 None 0 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 891161YF2 23900000.000000 PA 17235475.440000 0.3863594 Long DBT CORP CA N 2 2022-11-14 None 0 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 891161ZD6 6900000.000000 PA 4966091.870000 0.1113225 Long DBT CORP CA N 2 2022-12-12 None 0 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 891145T79 200000.000000 PA 141227.220000 0.0031658 Long DBT CORP CA N 2 2024-07-24 Fixed 3.226 N N N N N N TOWD POINT MORTGAGE 20-FUNDING 2020 - AUBURN 14 PLC 20-A14X N/A ACI1NPPB1 18790366.640000 PA 20936055.580000 0.4693135 Long ABS-MBS CORP GB N 2 2045-05-20 Floating 2.70462 N N N N N N TOWD POINT MORTGAGE TRUST 2017-5 N/A 89169EAA7 934718.380000 PA USD 924878.970000 0.0207326 Long ABS-MBS CORP US N 2 2057-02-25 Floating 3.684 N N N N N N TOWD POINT MORTGAGE TRUST 2019-4 N/A 89178BAA2 6040198.400000 PA USD 5714741.640000 0.1281046 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.9 N N N N N N TOWD POINT MORTGAGE TRUST 2020-1 N/A 89178WAU2 15708611.790000 PA USD 14848298.250000 0.3328472 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.71 N N N N N N TOWD POINT MORTGAGE TRUST 2020-2 N/A 89176UAN4 47995788.860000 PA USD 42664397.440000 0.9563873 Long ABS-MBS CORP US N 2 2060-04-25 Variable 1.636 N N N N N N TWDC ENTERPRISES 18 CORP 7260JQNI6SCF9FIV2392 254687CD6 6500000.000000 PA 4530368.390000 0.1015551 Long DBT CORP US Y 2 2024-10-07 Fixed 2.758 N N N N N N UBS AG/SYDNEY BRANCH BFM8T61CT2L1QCEMIK50 ACI1W1TV6 2000000.000000 PA 1255503.250000 0.0281440 Long DBT CORP CH N 2 2026-02-26 Floating 2.9073 N N N N N N UBS AG/SYDNEY BRANCH BFM8T61CT2L1QCEMIK50 ACI1PHF10 15200000.000000 PA 9701145.770000 0.2174659 Long DBT CORP CH N 2 2025-07-30 Floating 2.9908 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AN8 25000000.000000 PA USD 25053732.750000 0.5616175 Long DBT CORP CH N 2 2026-05-12 Floating 4.02877 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AR9 1300000.000000 PA USD 1268725.000000 0.0284404 Long DBT CORP CH N 2 2025-08-05 Floating 4.49 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796W54 5089000.000000 PA USD 5074503.070000 0.1137527 Long DBT UST US N 2 2022-11-10 None 0 N N N N N N APIDOS CLO 2017-27A N/A 03767JAF2 15000000.000000 PA USD 14702297.100000 0.3295743 Long ABS-CBDO CORP KY N 2 2030-07-17 Floating 3.67029 N N N N N N UWM-2021-INV4 N/A 918307AM1 12139204.070000 PA USD 11377333.060000 0.2550402 Long ABS-MBS CORP US N 2 2051-12-25 Floating 3.23069 N N N N N N VASA TRUST 2021-VASA N/A 92230AAA4 14500000.000000 PA USD 13829231.450000 0.3100032 Long ABS-MBS CORP US N 2 2039-07-15 Floating 3.718 N N N N N N VENTURE CLO LTD 2014-17A N/A 92329YAL0 6078360.330000 PA USD 5956793.120000 0.1335306 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 3.392 N N N N N N VENTURE CLO LTD 2018-33A N/A 92330YAN3 7850000.000000 PA USD 7694280.180000 0.1724790 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 3.572 N N N N N N VENTURE XXVI CLO LTD 2017-26A N/A 92331MAE8 13238209.930000 PA USD 13083711.940000 0.2932913 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 3.80986 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92344ML76 14500000.000000 PA USD 14445221.470000 0.3238116 Long DBT CORP US N 2 2022-11-07 None 0 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92344ML84 9800000.000000 PA USD 9761917.980000 0.2188282 Long DBT CORP US N 2 2022-11-08 None 0 N N N N N N VERUS SECURITIZATION TRUST 2021-R1 N/A 92538BAC7 345550.890000 PA USD 317190.940000 0.0071103 Long ABS-MBS CORP US N 2 2063-10-25 Variable 1.262 N N N N N N VMC FINANCE 2021-FL4 LLC N/A 91835RAA8 4995852.750000 PA USD 4888776.640000 0.1095894 Long ABS-MBS CORP US N 2 2036-06-16 Floating 4.09343 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 ACI0ZDJN8 700000.000000 PA 447756.580000 0.0100371 Long DBT CORP GB N 2 2022-12-13 Floating 3.7325 N N N N N N VOYA EURO CLO I DAC #N/A FIELD NOT APPLICABLE-1A N/A ACI11VRL8 1450000.000000 PA 1386900.180000 0.0310895 Long ABS-CBDO CORP IE N 2 2030-10-15 Floating 0.75 N N N N N N VW CREDIT CANADA INC 5493008EKOD7VIY3LM85 918423AS3 36468000.000000 PA 26385701.930000 0.5914756 Long DBT CORP CA Y 2 2022-11-14 Fixed 3.7 N N N N N N ARES EUROPEAN CLO 7A N/A ACI1WSXP5 21244879.300000 PA 20250947.100000 0.4539557 Long ABS-CBDO CORP IE N 2 2030-10-15 Floating 0.66 N N N N N N ARES EUROPEAN CLO X BV 10A N/A ACI1Y2RR3 16300000.000000 PA 15442150.750000 0.3461593 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 0.78 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2K8 12800000.000000 PA USD 11793001.470000 0.2643580 Long DBT CORP US N 2 2026-02-11 Floating 2.164 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SG7 29400000.000000 PA 20704167.890000 0.4641154 Long DBT CORP US Y 2 2023-10-27 Fixed 2.509 N N N N N N ARES L CLO LTD 2018-50A N/A 04018LAJ4 2300000.000000 PA USD 2243010.720000 0.0502805 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 3.562 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-HSDB N/A 95001EAA6 5000000.000000 PA USD 4932212.500000 0.1105630 Long ABS-MBS CORP US N 2 2031-12-13 Floating 3.623 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 2014-C21 N/A 92939FBE8 5335903.860000 PA USD 5323623.280000 0.1193371 Long ABS-MBS CORP US N 2 2047-08-15 Floating 3.49914 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 Q98236AC8 5000000.000000 PA USD 4634166.050000 0.1038819 Long DBT CORP AU N 2 2026-09-15 Fixed 3.7 N N N N N N N/A N/A 000000000 2142000.000000 PA USD 2142000.000000 0.0480162 Long RA US N 2 Repurchase N 1.1500000 2022-10-03 1719600.000000 USD 2184844.540000 USD UST N N N N/A N/A 000000000 2252000.000000 PA USD 2252000.000000 0.0504820 Long RA US N 2 Repurchase N 1.1500000 2022-10-03 2477800.000000 USD 2297095.280000 USD UST N N N N/A N/A 000000000 540200000.000000 PA USD 540200000.000000 12.1094036 Long RA US N 2 Repurchase N 2.9200000 2022-10-03 592175645.880000 USD 541492829.230000 USD UST N N N N/A N/A 000000000 54900000.000000 PA USD 54900000.000000 1.2306669 Long RA US N 2 Repurchase N 2.9700000 2022-10-03 55340100.000000 USD 54822595.110000 USD UST N N N N/A N/A 000000000 1.000000 NC -55300.490000 -0.0012396 N/A DFE CA N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 1438103.790000 USD 1910000.000000 CAD 2022-10-04 -55300.490000 N N N N/A N/A 000000000 1.000000 NC 1518568.020000 0.0340410 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 26699992.000000 AUD 18641168.120000 USD 2022-11-16 1518568.020000 N N N N/A N/A 000000000 1.000000 NC 865907.010000 0.0194106 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 23900000.000000 CAD 18168241.410000 USD 2022-11-14 865907.010000 N N N N/A N/A 000000000 1.000000 NC 3531939.420000 0.0791738 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 73810000.000000 GBP 86036796.260000 USD 2022-10-04 3531939.420000 N N N N/A N/A 000000000 1.000000 NC -19437.880000 -0.0004357 N/A DFE GB N 2 BNP Paribas S.A. N/A 1124942.600000 USD 989000.000000 GBP 2022-10-04 -19437.880000 N N N N/A N/A 000000000 1.000000 NC 317531.250000 0.0071179 N/A DFE CA N 2 BNP Paribas S.A. N/A 6900000.000000 CAD 5313856.790000 USD 2022-12-12 317531.250000 N N N N/A N/A 000000000 1.000000 NC 7576.770000 0.0001698 N/A DFE JP N 2 BNP Paribas S.A. N/A 26500000.000000 JPY 190619.420000 USD 2022-10-04 7576.770000 N N N N/A N/A 000000000 1.000000 NC USD -861709.350000 -0.0193165 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.37 Y Single Leg Swap 2026-12-22 0.000000 USD -5345605.950000 USD 233800000.000000 USD 4483896.600000 N N N ASHFORD HOSPITALITY TRUST 2018-ASHF N/A 04410RAA4 6063103.840000 PA USD 5893640.090000 0.1321149 Long ABS-MBS CORP US N 2 2035-04-15 Floating 3.718 N N N N N N N/A N/A 000000000 1.000000 NC -141516.960000 -0.0031723 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2144925.900000 USD 3124000.000000 AUD 2022-11-16 -141516.960000 N N N N/A N/A 000000000 1.000000 NC 788346.230000 0.0176720 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 19713790.000000 ILS 6316700.310000 USD 2022-11-02 788346.230000 N N N N/A N/A 000000000 1.000000 NC 724205.980000 0.0162342 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 16903380.000000 ILS 5479215.560000 USD 2022-12-07 724205.980000 N N N N/A N/A 000000000 1.000000 NC 454981.170000 0.0101991 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10402080.000000 ILS 3381140.910000 USD 2022-12-07 454981.170000 N N N AT&T INC 549300Z40J86GGSTL398 0020A3MF4 12400000.000000 PA USD 12299084.710000 0.2757027 Long DBT CORP US N 2 2022-12-15 None 0 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFY3 16500000.000000 PA USD 16514823.270000 0.3702049 Long DBT CORP US N 2 2023-02-15 Floating 3.79514 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMH2 10500000.000000 PA USD 10441344.800000 0.2340586 Long DBT CORP US N 2 2024-03-25 Floating 3.62983 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGB2 10000000.000000 PA 7016721.970000 0.1572905 Long DBT CORP US Y 2 2025-11-25 Fixed 4 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AU9 14700000.000000 PA USD 14468863.370000 0.3243416 Long DBT CORP US N 2 2023-03-09 Fixed 0.625 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AV7 27900000.000000 PA USD 27857277.850000 0.6244632 Long DBT CORP US N 2 2023-03-09 Floating 3.574 N N N N N N N/A N/A 000000000 1.000000 NC -466634.450000 -0.0104603 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 6918714.270000 USD 10061000.000000 AUD 2022-11-16 -466634.450000 N N N N/A N/A 000000000 1.000000 NC -397720.470000 -0.0089155 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 48392018.800000 USD 66292226.550000 CAD 2022-10-04 -397720.470000 N N N ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM N/A 04965KAA8 5000000.000000 PA USD 4843801.500000 0.1085812 Long ABS-MBS CORP US N 2 2035-06-15 Floating 3.768 N N N N N N ATRIUM XII 12A N/A 04965CAJ7 8167766.740000 PA USD 8050686.300000 0.1804684 Long ABS-CBDO CORP KY N 2 2027-04-22 Floating 3.589 N N N N N N N/A N/A 000000000 1.000000 NC 2552615.320000 0.0572208 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 67904380.080000 CAD 51714081.830000 USD 2022-10-04 2552615.320000 N N N N/A N/A 000000000 1.000000 NC 329032.840000 0.0073758 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 7200000.000000 CAD 5542589.920000 USD 2022-12-12 329032.840000 N N N N/A N/A 000000000 1.000000 NC 397338.800000 0.0089070 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 66298517.520000 CAD 48392018.800000 USD 2022-11-02 397338.800000 N N N N/A N/A 000000000 1.000000 NC 5653967.480000 0.1267423 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 301433000.000000 EUR 301374823.430000 USD 2022-10-04 5653967.480000 N N N N/A N/A 000000000 1.000000 NC -74448.060000 -0.0016689 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1043446.430000 USD 1511000.000000 AUD 2022-11-16 -74448.060000 N N N N/A N/A 000000000 1.000000 NC 4879561.250000 0.1093828 N/A DFE N/A N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 289710144.000000 USD 300280000.000000 EUR 2022-10-04 4879561.250000 N N N N/A N/A 000000000 1.000000 NC 2516045.010000 0.0564010 N/A DFE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 77155187.500000 USD 71275000.000000 GBP 2022-10-04 2516045.010000 N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAA9 1000000.000000 PA USD 996867.630000 0.0223463 Long DBT CORP KY N 2 2023-01-15 Fixed 5.5 N N N N N N 2022-11-03 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer