BANC OF AMERICA MERRILL LYNCH BAMLL 2018 DSNY A 144A

NPORT-P false 0000810893 XXXXXXXX S000037098 C000114208 C000114212 C000114209 C000200464 C000114210 C000166287 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Short Asset Investment Fund S000037098 1O6WJSO68YQ4C8FMUN43 2023-03-31 2022-09-30 N 3318716759.350000 219760012.860000 3098956746.490000 0.000000 0.000000 3931041.450000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 214351088.540000 USD N Fund's Securities Portfolio 0 BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-DSNY N/A BANC OF AMERICA MERRILL LYNCH BAMLL 2018 DSNY A 144A 054967AA2 1000000.000000 PA USD 980548.700000 0.0316413 Long ABS-MBS CORP US N 2 2034-09-15 Floating 3.668 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 BANCO BILBAO VIZCAYA ARG SR UNSECURED 09/23 0.875 05946KAH4 8645000.000000 PA USD 8311014.690000 0.2681875 Long DBT CORP ES N 2 2023-09-18 Fixed 0.875 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 BANCO SANTANDER SA SR UNSECURED 02/23 VAR 05964HAD7 6730000.000000 PA USD 6731362.290000 0.2172138 Long DBT CORP ES N 2 2023-02-23 Floating 4.04771 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 BANCO SANTANDER SA SR UNSECURED 04/23 3.848 05964HAG0 2000000.000000 PA USD 1985833.940000 0.0640807 Long DBT CORP ES N 2 2023-04-12 Fixed 3.848 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 07/24 VAR 06051GHL6 1755000.000000 PA USD 1731700.580000 0.0558801 Long DBT CORP US N 2 2024-07-23 Floating 3.864 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 10/24 VAR 06051GJJ9 400000.000000 PA USD 396762.420000 0.0128031 Long DBT CORP US N 2 2024-10-24 Floating 3.13048 N N N N N N N/A N/A US 10YR ULTRA FUT DEC22 XCBT 20221220 000000000 -404.000000 NC USD 2563996.090000 0.0827374 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-12-20 -47883468.950000 USD 2563996.090000 N N N N/A N/A US 2YR NOTE (CBT) DEC22 XCBT 20221230 000000000 -1458.000000 NC USD 4797781.040000 0.1548192 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-12-30 -299351319.950000 USD 4797781.040000 N N N N/A N/A US 5YR NOTE (CBT) DEC22 XCBT 20221230 000000000 -2735.000000 NC USD 10553517.210000 0.3405506 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-12-30 -293873613.970000 USD 10553517.210000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 12/23 VAR 06051GHC6 17025000.000000 PA USD 16936683.490000 0.5465286 Long DBT CORP US N 2 2023-12-20 Floating 3.004 N N N N N N BANKERS HEALTHCARE GROUP SECURITIZATION TRUST 2021-B N/A BANKERS HEALTHCARE GROUP SECUR BHG 2021 B A 144A 08862BAA3 4242917.580000 PA USD 4026671.350000 0.1299364 Long ABS-O CORP US N 2 2034-10-17 Fixed 0.9 N N N N N N BARCLAYS BANK PLC/ NEW YORK BRANCH G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC 000000000 4000000.000000 PA USD 3962159.000000 0.1278546 Long DBT CORP US N 2 2023-02-01 Fixed 1.05 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 BAXTER INTERNATIONAL INC SR UNSECURED 12/23 VAR 071813CY3 1110000.000000 PA USD 1100790.840000 0.0355213 Long DBT CORP US N 2 2023-12-01 Floating 2.79831 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II LLC COMPANY GUAR 144A 12/23 3.875 07274NAE3 7318000.000000 PA USD 7184443.430000 0.2318343 Long DBT CORP US N 2 2023-12-15 Fixed 3.875 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II LLC COMPANY GUAR 144A 12/23 VAR 07274NAG8 6837000.000000 PA USD 6815448.610000 0.2199272 Long DBT CORP US N 2 2023-12-15 Floating 4.30257 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II LLC COMPANY GUAR REGS 12/23 VAR U07265AD0 9100000.000000 PA USD 9071315.250000 0.2927216 Long DBT CORP US N 2 2023-12-15 Floating 4.30257 N N N N N N BBCMS TRUST 2018-CBM N/A BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM A 144A 05549RAA5 3100000.000000 PA USD 3022915.400000 0.0975462 Long ABS-MBS CORP US N 2 2037-07-15 Floating 3.818 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL LLC COMPANY GUAR 144A 04/23 3.45 05565EAW5 1500000.000000 PA USD 1491821.850000 0.0481395 Long DBT CORP US N 2 2023-04-12 Fixed 3.45 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS SR UNSECURED 144A 01/24 3.8 05581KAB7 9248000.000000 PA USD 9080509.100000 0.2930183 Long DBT CORP FR N 2 2024-01-10 Fixed 3.8 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSECURED 02/23 1.167 097023DD4 36871000.000000 PA USD 36421706.950000 1.1752893 Long DBT CORP US N 2 2023-02-04 Fixed 1.167 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSECURED 10/22 2.2 097023BN4 13198000.000000 PA USD 13155250.360000 0.4245058 Long DBT CORP US N 2 2022-10-30 Fixed 2.2 N N N N N N BORAL FINANCE PTY LTD 549300X2TYFVNPM0UT91 BORAL FINANCE PTY LTD COMPANY GUAR 144A 11/22 3 09952AAA4 7930000.000000 PA USD 7930000.000000 0.2558926 Long DBT CORP AU N 2 2022-11-01 Fixed 3 N N N N N N BRASS NO 8 PLC 8A N/A BRASS PLC BRASS 8A A1 144A 10554MAA8 900883.080000 PA USD 901273.160000 0.0290831 Long ABS-MBS CORP GB N 2 2066-11-16 Floating 3.62157 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A BROADCOM CRP / CAYMN FI COMPANY GUAR 01/23 2.65 11134LAM1 2132000.000000 PA USD 2119431.630000 0.0683918 Long DBT CORP US N 2 2023-01-15 Fixed 2.65 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-21M N/A BX TRUST BX 2021 21M A 144A 05609CAA5 19000000.000000 PA USD 18175816.100000 0.5865140 Long ABS-MBS CORP US N 2 2036-10-15 Floating 3.548 N N N N N N BX TRUST 2019-ATL N/A BX TRUST BX 2019 ATL A 144A 056058AA8 5000000.000000 PA USD 4867479.500000 0.1570683 Long ABS-MBS CORP US N 2 2036-10-15 Floating 3.9046 N N N N N N CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK 549300C1OG9RDIM8ET06 CALIFORNIA ST INFRASTRUCTURE CASDEV 01/50 ADJUSTABLE VAR 13034AV56 40000000.000000 PA USD 39559672.000000 1.2765481 Long DBT MUN US N 2 2050-01-01 Variable 0.85 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 CANADIAN NATL RESOURCES SR UNSECURED 01/23 2.95 136385AW1 3350000.000000 PA USD 3333840.770000 0.1075795 Long DBT CORP CA N 2 2023-01-15 Fixed 2.95 N N N N N N CAPITAL FOUR US CLO 2022-1A N/A CAPITAL FOUR US CLO C4US 2022 1A A1 144A 14016CAA4 13000000.000000 PA USD 12775516.000000 0.4122522 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 5.81352 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2017-A5 N/A CAPITAL ONE MULTI ASSET EXECUT COMET 2017 A5 A5 14041NFP1 16500000.000000 PA USD 16504316.400000 0.5325765 Long ABS-MBS CORP US N 2 2027-07-15 Floating 3.39771 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A N/A CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A 14310BAU5 23000000.000000 PA USD 22674951.350000 0.7316963 Long ABS-CBDO CORP KY N 2 2030-08-14 Floating 3.87157 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2022-P3 N/A CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P3 A1 14686MAA1 7900000.000000 PA USD 7898159.300000 0.2548651 Long ABS-O CORP US N 2 2023-09-11 Fixed 3.247 N N N N N N CATAMARAN CLO LTD 2014-1A N/A CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A 14889DAJ7 16515280.410000 PA USD 16293042.370000 0.5257589 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 3.859 N N N N N N CENTERPOINT ENERGY RESOURCES CORP 2JADVB0458J06WCD4N56 CENTERPOINT ENERGY RES SR UNSECURED 03/23 VAR 15189WAN0 8700000.000000 PA USD 8680609.270000 0.2801139 Long DBT CORP US N 2 2023-03-02 Floating 3.59971 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CHARTER COMM OPT LLC/CAP SR SECURED 02/24 VAR 161175BP8 4733000.000000 PA USD 4759012.660000 0.1535682 Long DBT CORP US N 2 2024-02-01 Floating 4.43229 N N N N N N CHESAPEAKE FUNDING II LLC 2019-1A N/A CHESAPEAKE FUNDING II LLC CFII 2019 1A A1 144A 165183BY9 414716.480000 PA USD 414597.710000 0.0133786 Long ABS-O CORP US N 2 2031-04-15 Fixed 2.94 N N N N N N CHESAPEAKE FUNDING II LLC 2020-1A N/A CHESAPEAKE FUNDING II LLC CFII 2020 1A A1 144A 165183CJ1 3316750.890000 PA USD 3279801.290000 0.1058357 Long ABS-O CORP US N 2 2032-08-15 Fixed 0.87 N N N N N N CHESAPEAKE FUNDING II LLC 2020-1A N/A CHESAPEAKE FUNDING II LLC CFII 2020 1A A2 144A 165183CK8 4145938.600000 PA USD 4139740.420000 0.1335850 Long ABS-O CORP US N 2 2032-08-15 Floating 3.46771 N N N N N N CIFC FUNDING LTD 2017-4A N/A CIFC FUNDING LTD CIFC 2017 4A A1R 144A 12551JAL0 500000.000000 PA USD 492024.580000 0.0158771 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 3.733 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 CIGNA CORP COMPANY GUAR 07/23 VAR 125523AC4 9262000.000000 PA USD 9270297.830000 0.2991425 Long DBT CORP US N 2 2023-07-15 Floating 3.402 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 CIGNA CORP SR UNSECURED 03/24 0.613 125523CN8 7800000.000000 PA USD 7347962.540000 0.2371108 Long DBT CORP US N 2 2024-03-15 Fixed 0.613 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST 2017-A5 N/A CITIBANK CREDIT CARD ISSUANCE CCCIT 2017 A5 A5 17305EGD1 26500000.000000 PA USD 26508723.800000 0.8554080 Long ABS-MBS CORP US N 2 2026-04-22 Floating 3.67186 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST 2018-A5 N/A CITIBANK CREDIT CARD ISSUANCE CCCIT 2018 A5 A5 17305EGP4 16500000.000000 PA USD 16498320.300000 0.5323830 Long ABS-MBS CORP US N 2 2027-08-07 Floating 3.25286 N N N N N N CK HUTCHISON INTERNATIONAL (17) LIMITED 254900TNOJOSKVTDPK87 CK HUTCH INTL 17 II LTD COMPANY GUAR 144A 03/23 2.75 12563XAB7 9205000.000000 PA USD 9127638.970000 0.2945391 Long DBT CORP KY N 2 2023-03-29 Fixed 2.75 N N N N N N CK HUTCHISON INTERNATIONAL (17) LIMITED 254900TNOJOSKVTDPK87 CK HUTCH INTL 17 II LTD COMPANY GUAR REGS 03/23 2.75 G2178XAB8 200000.000000 PA USD 198319.150000 0.0063995 Long DBT CORP KY N 2 2023-03-29 Fixed 2.75 N N N N N N CK HUTCHISON INTERNATIONAL (19) LIMITED 254900FPY8WXG61CMU70 CK HUTCHISON INTL 19 LTD COMPANY GUAR REGS 04/24 3.25 G2179DAA3 1622000.000000 PA USD 1586103.790000 0.0511819 Long DBT CORP KY N 2 2024-04-11 Fixed 3.25 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 CNH INDUSTRIAL CAP LLC COMPANY GUAR 07/23 1.95 12592BAK0 723000.000000 PA USD 707949.140000 0.0228448 Long DBT CORP US N 2 2023-07-02 Fixed 1.95 N N N N N N CNH INDUSTRIAL NV 549300WGC2HZ5J67V817 CNH INDUSTRIAL NV SR UNSECURED 08/23 4.5 12594KAA0 11242000.000000 PA USD 11180087.610000 0.3607694 Long DBT CORP NL N 2 2023-08-15 Fixed 4.5 N N N N N N COLT 2021-4 MORTGAGE LOAN TRUST N/A COLT FUNDING LLC COLT 2021 4 A1 144A 19688GAA1 14250458.260000 PA USD 11736073.200000 0.3787105 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.397 N N N N N N COMM 2019-521F MORTGAGE TRUST N/A COMM MORTGAGE TRUST COMM 2019 521F A 144A 20048GAA4 7700000.000000 PA USD 7539155.470000 0.2432804 Long ABS-MBS CORP US N 2 2034-06-15 Floating 3.718 N N N N N N COMM MORTGAGE TRUST 2015-LC21 N/A COMM MORTGAGE TRUST COMM 2015 LC21 ASB 12593FBB9 4016332.030000 PA USD 3921822.920000 0.1265530 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.421 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2013-CR9 N/A COMM MORTGAGE TRUST COMM 2013 CR9 A4 12625UBF9 6211873.520000 PA USD 6181984.470000 0.1994860 Long ABS-MBS CORP US N 2 2045-07-10 Variable 4.4096 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2014-277P N/A COMM MORTGAGE TRUST COMM 2014 277P A 144A 12592FAA3 1000000.000000 PA USD 951037.500000 0.0306890 Long ABS-MBS CORP US N 2 2049-08-10 Variable 3.73168 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 CONSTELLATION BRANDS INC 21037DKQ6 10000000.000000 PA USD 9974860.000000 0.3218780 Long DBT CORP US N 2 2022-10-24 None 0 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 CREDIT SUISSE NEW YORK SR UNSECURED 08/23 VAR 22550UAD3 37000000.000000 PA USD 36702910.720000 1.1843634 Long DBT CORP CH N 2 2023-08-09 Floating 2.81583 N N N N N N CRESTLINE DENALI CLO XV 2017-1A N/A CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A 22616CAJ2 14517839.120000 PA USD 14339554.540000 0.4627220 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 3.73986 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 CROWN CASTLE 22823QKB6 31700000.000000 PA USD 31664645.620000 1.0217840 Long DBT CORP US N 2 2022-10-11 None 0 N N N N N N CRSNT TRUST 2021-MOON N/A CRSNT TRUST CRSNT 2021 MOON A 144A 22877LAA5 15000000.000000 PA USD 14348574.000000 0.4630130 Long ABS-MBS CORP US N 2 2036-04-15 Floating 3.64 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST C1 N/A CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2015 C1 ASB 126281BA1 4617843.780000 PA USD 4531500.720000 0.1462267 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.3512 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUST 2015-C3 N/A CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2015 C3 A4 12635FAT1 9395550.000000 PA USD 8964127.010000 0.2892627 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.7182 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 06/23 VAR 233853AA8 29000000.000000 PA USD 28931521.720000 0.9335891 Long DBT CORP US N 2 2023-06-14 Floating 3.02231 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S SR UNSECURED 144A 09/23 VAR 23636AAQ4 29300000.000000 PA USD 29153716.530000 0.9407591 Long DBT CORP DK N 2 2023-09-12 Floating 4.29571 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S SR UNSECURED 144A 12/23 VAR 23636AAY7 6777000.000000 PA USD 6714983.880000 0.2166853 Long DBT CORP DK N 2 2023-12-08 Floating 1.171 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S SR UNSECURED REGS 09/23 VAR 23636BAP4 5000000.000000 PA USD 4975036.950000 0.1605391 Long DBT CORP DK N 2 2023-09-12 Floating 4.29571 N N N N N N DELL EQUIPMENT FINANCE TRUST 2022-1 N/A DELL EQUIPMENT FINANCE TRUST DEFT 2022 1 A1 144A 24703WAA7 1981403.550000 PA USD 1977705.460000 0.0638184 Long ABS-O CORP US N 2 2023-03-22 Fixed 1.21686 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A DELL INT LLC / EMC CORP SR UNSECURED 06/23 5.45 24703TAA4 16066000.000000 PA USD 16111306.440000 0.5198945 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 02/23 3.95 251526BR9 6700000.000000 PA USD 6670876.910000 0.2152620 Long DBT CORP DE N 2 2023-02-27 Fixed 3.95 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 11/22 3.3 251526BL2 25500000.000000 PA USD 25429803.090000 0.8205924 Long DBT CORP DE N 2 2022-11-16 Fixed 3.3 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 11/22 VAR 251526BM0 5830000.000000 PA USD 5825876.620000 0.1879948 Long DBT CORP DE N 2 2022-11-16 Floating 4.11157 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 11/23 0.962 251526CM9 2058000.000000 PA USD 1959183.870000 0.0632208 Long DBT CORP DE N 2 2023-11-08 Fixed 0.962 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 11/23 VAR 251526CL1 8000000.000000 PA USD 7917447.360000 0.2554875 Long DBT CORP DE N 2 2023-11-08 Floating 2.93363 N N N N N N DISCOVER BANK/GREENWOOD BRANCH X05BVSK68TQ7YTOSNR22 DISCOVER BANK SR UNSECURED 08/23 4.2 25466AAD3 3000000.000000 PA USD 2982898.890000 0.0962549 Long DBT CORP US N 2 2023-08-08 Fixed 4.2 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST 2017-A5 N/A DISCOVER CARD EXECUTION NOTE T DCENT 2017 A5 A5 254683CA1 16500000.000000 PA USD 16501311.750000 0.5324796 Long ABS-MBS CORP US N 2 2026-12-15 Floating 3.41771 N N N N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 DISCOVER FINANCIAL SVS SR UNSECURED 11/22 3.85 254709AJ7 720000.000000 PA USD 719139.920000 0.0232059 Long DBT CORP US N 2 2022-11-21 Fixed 3.85 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 DOMINION ENERGY INC SR UNSECURED 09/23 VAR 25746UDH9 33475000.000000 PA USD 33326647.500000 1.0754151 Long DBT CORP US N 2 2023-09-15 Floating 3.82257 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 DUKE ENERGY CORP SR UNSECURED 06/23 VAR 26441CBK0 13000000.000000 PA USD 12932481.510000 0.4173173 Long DBT CORP US N 2 2023-06-10 Floating 2.8698 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL SR UNSECURED 03/23 2.95 281020AJ6 3170000.000000 PA USD 3158633.390000 0.1019257 Long DBT CORP US N 2 2023-03-15 Fixed 2.95 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC COMPANY GUAR 02/23 VAR 29250NBD6 3400000.000000 PA USD 3392838.950000 0.1094833 Long DBT CORP CA N 2 2023-02-17 Floating 2.86452 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP SR UNSECURED 03/23 4.25 29278NAL7 700000.000000 PA USD 698313.540000 0.0225338 Long DBT CORP US N 2 2023-03-15 Fixed 4.25 N N N N N N ENGIE SA (AKA: GDF SUEZ) LAXUQCHT4FH58LRZDY46 ENGIE SA SR UNSECURED 144A 10/22 2.875 36160BAA3 10000000.000000 PA USD 9955386.600000 0.3212496 Long DBT CORP FR N 2 2022-10-10 Fixed 2.875 N N N N N N ENTERPRISE FLEET FINANCING 2019-3 LLC N/A ENTERPRISE FLEET FINANCING LLC EFF 2019 3 A2 144A 29374WAB2 333993.750000 PA USD 333709.890000 0.0107685 Long ABS-O CORP US N 2 2025-05-20 Fixed 2.06 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 ERAC USA FINANCE LLC COMPANY GUAR 144A 10/22 3.3 26884TAH5 3355000.000000 PA USD 3353583.590000 0.1082165 Long DBT CORP US N 2 2022-10-15 Fixed 3.3 N N N N N N FANNIE MAE 2006-43 N/A FANNIE MAE FNR 2006 43 JF 31395DE47 291993.940000 PA USD 287960.830000 0.0092922 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 3.384 N N N N N N FANNIE MAE 2007-44 N/A FANNIE MAE FNR 2007 44 FK 31396VWM6 458371.200000 PA USD 451692.550000 0.0145756 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 3.384 N N N N N N FANNIE MAE 2010-74 N/A FANNIE MAE FNR 2010 74 AF 31398RV36 52090.750000 PA USD 51923.010000 0.0016755 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 3.624 N N N N N N FANNIE MAE 2020-54 N/A FANNIE MAE FNR 2020 54 WF 3136BBGN6 3020215.700000 PA USD 2940694.930000 0.0948931 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 2.82314 N N N N N N FANNIE MAE REMICS 2006-27 N/A FANNIE MAE FNR 2006 27 BF 31395BZF3 10048.330000 PA USD 9973.690000 0.0003218 Long ABS-MBS USGSE US N 2 2036-04-25 Floating 3.384 N N N N N N FANNIE MAE REMICS 2011-99 N/A FANNIE MAE FNR 2011 99 GF 3136A1KL8 77234.210000 PA USD 76867.350000 0.0024804 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 3.634 N N N N N N FANNIE MAE REMICS 2012-27 N/A FANNIE MAE FNR 2012 27 FC 3136A4CH0 56643.690000 PA USD 56282.000000 0.0018162 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 3.604 N N N N N N FANNIE MAE REMICS 2012-6 N/A FANNIE MAE FNR 2012 6 F 3136A3RV5 245668.800000 PA USD 244087.380000 0.0078764 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 3.584 N N N N N N FANNIE MAE REMICS 2012-9 N/A FANNIE MAE FNR 2012 9 FC 3136A3D24 345017.760000 PA USD 341328.730000 0.0110143 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 3.484 N N N N N N FANNIE MAE REMICS 2012-93 N/A FANNIE MAE FNR 2012 93 CF 3136A8JQ4 374977.410000 PA USD 369080.100000 0.0119098 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 3.384 N N N N N N FANNIE MAE REMICS 2013-57 N/A FANNIE MAE FNR 2013 57 FN 3136AEHA8 117856.550000 PA USD 116169.230000 0.0037487 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 3.434 N N N N N N FANNIE MAE REMICS 2014-69 N/A FANNIE MAE FNR 2014 69 AF 3136ALXW6 2405426.800000 PA USD 2397344.330000 0.0773597 Long ABS-MBS USGSE US N 2 2044-11-25 Floating 2.72314 N N N N N N FANNIE MAE REMICS 2014-84 N/A FANNIE MAE FNR 2014 84 BF 3136AL2T7 13367268.000000 PA USD 13394090.760000 0.4322129 Long ABS-MBS USGSE US N 2 2044-12-25 Floating 2.72314 N N N N N N FANNIE MAE REMICS 2015-64 N/A FANNIE MAE FNR 2015 64 FK 3136AP3D2 2349214.650000 PA USD 2308321.640000 0.0744871 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 2.72314 N N N N N N FANNIE MAE REMICS 2019-41 N/A FANNIE MAE FNR 2019 41 FC 3136B5SR7 335032.480000 PA USD 330738.640000 0.0106726 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 3.534 N N N N N N FANNIE MAE REMICS 2019-53 N/A FANNIE MAE FNR 2019 53 FA 3136B5K95 5967532.200000 PA USD 5860213.890000 0.1891028 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 2.77314 N N N N N N FANNIE MAE-2006-56 N/A FANNIE MAE FNR 2006 56 PF 31395NWK9 66807.480000 PA USD 66216.950000 0.0021367 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 3.434 N N N N N N FANNIE MAE-2020-29 N/A FANNIE MAE FNR 2020 29 FC 3136B9TM9 7034642.850000 PA USD 7115366.780000 0.2296052 Long ABS-MBS USGSE US N 2 2050-05-25 Floating 2.96648 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANK BONDS 02/26 0.68 3130ALCB8 10800000.000000 PA USD 9528490.080000 0.3074741 Long DBT USGSE US N 2 2026-02-24 Fixed 0.68 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANK BONDS 02/26 0.75 3130ALCV4 83700000.000000 PA USD 74027661.480000 2.3887930 Long DBT USGSE US N 2 2026-02-24 Fixed 0.75 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANK BONDS 02/26 0.79 3130ALEM2 9500000.000000 PA USD 8413272.680000 0.2714873 Long DBT USGSE US N 2 2026-02-25 Fixed 0.79 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANK BONDS 03/26 0.96 3130ALHH0 60400000.000000 PA USD 53749401.300000 1.7344354 Long DBT USGSE US N 2 2026-03-05 Fixed 0.96 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANK BONDS 07/26 1.11 3130ANCD0 6666666.660000 PA USD 5893845.990000 0.1901881 Long DBT USGSE US N 2 2026-07-27 Fixed 1.11 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NOTES 10/26 0.8 3134GW6C5 30000000.000000 PA USD 25992787.500000 0.8387593 Long DBT USGSE US N 2 2026-10-28 Fixed 0.8 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 12/26 0.875 3135G06L2 35000000.000000 PA USD 30323361.250000 0.9785022 Long DBT USGSE US N 2 2026-12-18 Fixed 0.875 N N N N N N FIRST ABU DHABI BANK PJSC 2138002Y3WMK6RZS8H90 FIRST ABU DHABI BANK PJS SR UNSECURED REGS 08/23 VAR ACI1DSTV8 7500000.000000 PA USD 7502550.000000 0.2420992 Long DBT CORP AE N 2 2023-08-08 Floating 3.71329 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 FIRST AMERICAN FINANCIAL SR UNSECURED 02/23 4.3 31847RAE2 4350000.000000 PA USD 4335032.520000 0.1398868 Long DBT CORP US N 2 2023-02-01 Fixed 4.3 N N N N N N FIVE CORNERS FUNDING TRUST N/A FIVE CORNERS FUNDING TRS SR UNSECURED 144A 11/23 4.419 33829TAA4 2375000.000000 PA USD 2354203.030000 0.0759676 Long DBT CORP US N 2 2023-11-15 Fixed 4.419 N N N N N N FLAGSHIP CREDIT AUTO TRUST 2020-3 N/A FLAGSHIP CREDIT AUTO TRUST FCAT 2020 3 A 144A 33844TAA5 864145.050000 PA USD 861590.120000 0.0278026 Long ABS-O CORP US N 2 2025-04-15 Fixed 0.7 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AL5548 FN 05/38 FLOATING VAR 3138ENEW5 3076001.250000 PA USD 3140724.530000 0.1013478 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 3.258 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 PIMCO PRV SHORT TERM FLT III MUTUAL FUND 000000000 6780.730000 PA USD 65834.120000 0.0021244 Long STIV RF US N 1 N N N FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2021-2 N/A FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2021 2 A2 144A 35105UAB9 2502930.230000 PA USD 2490646.850000 0.0803705 Long ABS-O CORP US N 2 2025-04-15 Fixed 0.4 N N N N N N FREDDIE MAC 2399 N/A FREDDIE MAC FHR 2399 XF 31339MXK9 165859.530000 PA USD 167742.470000 0.0054129 Long ABS-MBS USGSE US N 2 2032-01-15 Floating 3.76771 N N N N N N FREDDIE MAC REMICS 3344 N/A FREDDIE MAC FHR 3344 FL 31397JX82 265056.300000 PA USD 261517.480000 0.0084389 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 3.14771 N N N N N N FREDDIE MAC REMICS 3367 N/A FREDDIE MAC FHR 3367 YF 31397KGG0 410991.660000 PA USD 409563.460000 0.0132162 Long ABS-MBS USGSE US N 2 2037-09-15 Floating 3.36771 N N N N N N FREDDIE MAC REMICS 3382 N/A FREDDIE MAC FHR 3382 FG 31397PHA1 57980.970000 PA USD 57932.170000 0.0018694 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 3.41771 N N N N N N FREDDIE MAC REMICS 3505 N/A FREDDIE MAC FHR 3505 FA 31397YPE5 34103.040000 PA USD 34626.540000 0.0011174 Long ABS-MBS USGSE US N 2 2039-01-15 Floating 3.81771 N N N N N N FREDDIE MAC REMICS 3826 N/A FREDDIE MAC FHR 3826 AF 3137A7Q94 67998.030000 PA USD 67296.940000 0.0021716 Long ABS-MBS USGSE US N 2 2041-03-15 Floating 3.21771 N N N N N N FREDDIE MAC REMICS 3838 N/A FREDDIE MAC FHR 3838 FG 3137A9YG5 62526.830000 PA USD 62146.620000 0.0020054 Long ABS-MBS USGSE US N 2 2040-03-15 Floating 3.21771 N N N N N N FREDDIE MAC REMICS 3957 N/A FREDDIE MAC FHR 3957 FA 3137AHC30 61397.230000 PA USD 61105.320000 0.0019718 Long ABS-MBS USGSE US N 2 2041-11-15 Floating 3.36771 N N N N N N FREDDIE MAC REMICS 4263 N/A FREDDIE MAC FHR 4263 FB 3137B5QC0 280032.130000 PA USD 277450.510000 0.0089530 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 3.21771 N N N N N N FREDDIE MAC REMICS 4419 N/A FREDDIE MAC FHR 4419 AF 3137BFMR9 1458288.300000 PA USD 1434885.980000 0.0463022 Long ABS-MBS USGSE US N 2 2040-06-15 Floating 2.71314 N N N N N N FREDDIE MAC REMICS 4521 N/A FREDDIE MAC FHR 4521 AF 3137BLN53 766488.500000 PA USD 755470.760000 0.0243782 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 2.62825 N N N N N N FREDDIE MAC REMICS 4722 N/A FREDDIE MAC FHR 4722 FA 3137FAWH7 707036.970000 PA USD 696974.000000 0.0224906 Long ABS-MBS USGSE US N 2 2038-05-15 Floating 2.69314 N N N N N N FREDDIE MAC REMICS 4842 N/A FREDDIE MAC FHR 4842 FW 3137FJG52 7653227.500000 PA USD 7679248.470000 0.2478011 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.72314 N N N N N N FREDDIE MAC REMICS 4904 N/A FREDDIE MAC FHR 4904 FA 3137FN6L9 2652682.400000 PA USD 2618788.020000 0.0845055 Long ABS-MBS USGSE US N 2 2049-06-15 Floating 3.26771 N N N N N N FREDDIE MAC REMICS 5068 N/A FREDDIE MAC FHR 5068 AB 3137F8NS8 4731970.330000 PA USD 3718191.110000 0.1199820 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 1 N N N N N N FREDDIE MAC REMICS 5115 N/A FREDDIE MAC FHR 5115 EM 3137H0W53 22843160.740000 PA USD 19428487.410000 0.6269364 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 1 N N N N N N FREDDIE MAC REMICS-3913 N/A FREDDIE MAC FHR 3913 FA 3137AER98 9791.190000 PA USD 9717.930000 0.0003136 Long ABS-MBS USGSE US N 2 2041-08-15 Floating 3.31771 N N N N N N FREDDIE MAC REMICS-3977 N/A FREDDIE MAC FHR 3977 FB 3137AJZ31 279561.200000 PA USD 278305.860000 0.0089806 Long ABS-MBS USGSE US N 2 2041-12-15 Floating 3.33771 N N N N N N FREDDIE MAC-2614 N/A FREDDIE MAC FHR 2614 FV 31393QMP4 116602.630000 PA USD 118783.120000 0.0038330 Long ABS-MBS USGSE US N 2 2033-05-15 Floating 4.064 N N N N N N FREDDIE MAC-3305 N/A FREDDIE MAC FHR 3305 KF 31397GTW0 236959.200000 PA USD 233505.520000 0.0075350 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 3.11771 N N N N N N FREDDIE MAC-3339 N/A FREDDIE MAC FHR 3339 FL 31397JYP3 409041.360000 PA USD 408203.560000 0.0131723 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 3.39771 N N N N N N FREED ABS TRUST 2022-1FP N/A FREED ABS TRUST FREED 2022 1FP A 144A 35633KAA4 9668738.750000 PA USD 9574052.790000 0.3089444 Long ABS-O CORP US N 2 2029-03-19 Fixed 0.94 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 GA GLOBAL FUNDING TRUST SECURED 144A 04/24 1 36143L2B0 15400000.000000 PA USD 14327810.570000 0.4623430 Long DBT CORP US N 2 2024-04-08 Fixed 1 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 GENERAL MILLS INC UNSECURED 10/22 6.41 37033LGD2 1000000.000000 PA USD 1000579.160000 0.0322876 Long DBT CORP US N 2 2022-10-15 Fixed 6.41 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 01/23 3.25 37045XCF1 12000000.000000 PA USD 11934871.920000 0.3851255 Long DBT CORP US N 2 2023-01-05 Fixed 3.25 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 05/23 3.7 37045XBK1 3248000.000000 PA USD 3225543.360000 0.1040848 Long DBT CORP US N 2 2023-05-09 Fixed 3.7 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO SR UNSECURED 01/24 5.1 37045XCR5 6145000.000000 PA USD 6126312.870000 0.1976895 Long DBT CORP US N 2 2024-01-17 Fixed 5.1 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO SR UNSECURED 06/23 4.15 37045XCL8 3500000.000000 PA USD 3484238.870000 0.1124326 Long DBT CORP US N 2 2023-06-19 Fixed 4.15 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO SR UNSECURED 08/23 1.7 37045XCZ7 5415000.000000 PA USD 5255948.240000 0.1696038 Long DBT CORP US N 2 2023-08-18 Fixed 1.7 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO SR UNSECURED 11/23 VAR 37045XDC7 8000000.000000 PA USD 7957195.520000 0.2567701 Long DBT CORP US N 2 2023-11-17 Floating 3.66452 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 GEORGIA PACIFIC LLC SR UNSECURED 144A 07/23 3.734 37331NAD3 4200000.000000 PA USD 4174427.920000 0.1347043 Long DBT CORP US N 2 2023-07-15 Fixed 3.734 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-2 N/A GM FINANCIAL AUTOMOBILE LEASIN GMALT 2022 2 A2 36266FAB5 11100000.000000 PA USD 10986935.400000 0.3545366 Long ABS-O CORP US N 2 2024-10-21 Fixed 2.93 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 785555 G2 06/71 FLOATING VAR 3622ABBY7 8943473.710000 PA USD 9164093.110000 0.2957154 Long ABS-MBS USGSE US N 2 2071-06-20 Floating 4.519 N N N N N N GOLDENTREE LOAN OPPORTUNITIES LTD 2014-9A N/A GOLDENTREE LOAN OPPORTUNITIES GOLD9 2014 9A AR2 144A 38123HAN4 6334953.960000 PA USD 6265082.460000 0.2021675 Long ABS-CBDO CORP KY N 2 2029-10-29 Floating 3.91586 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 02/23 VAR 38141GWU4 34286000.000000 PA USD 34274914.650000 1.1060146 Long DBT CORP US N 2 2023-02-23 Floating 3.70771 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 03/24 VAR 38141GZQ0 700000.000000 PA USD 703087.740000 0.0226879 Long DBT CORP US N 2 2024-03-15 Floating 4.08612 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 12/23 VAR 38141GZF4 1075000.000000 PA USD 1067281.310000 0.0344400 Long DBT CORP US N 2 2023-12-06 Floating 3.17259 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-15 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2010 15 AF 38376WXM2 602532.620000 PA USD 605261.250000 0.0195311 Long ABS-MBS USGSE US N 2 2040-02-20 Floating 3.75386 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-35 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2010 35 AF 38376WE68 1822853.660000 PA USD 1830967.180000 0.0590833 Long ABS-MBS USGSE US N 2 2040-03-20 Floating 3.76386 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-37 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2010 37 FG 38376XJP9 1434014.030000 PA USD 1442364.010000 0.0465435 Long ABS-MBS USGSE US N 2 2040-03-20 Floating 3.81386 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-4 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2010 4 FM 38376TX98 770930.230000 PA USD 772760.260000 0.0249361 Long ABS-MBS USGSE US N 2 2040-01-16 Floating 3.63914 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-50 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2010 50 GF 38376YGD7 1365437.970000 PA USD 1372007.640000 0.0442732 Long ABS-MBS USGSE US N 2 2040-04-20 Floating 3.78386 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H05 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H05 FA 38375BKD3 175244.350000 PA USD 174077.730000 0.0056173 Long ABS-MBS USGSE US N 2 2060-12-20 Floating 2.85729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H08 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H08 FC 38375BQS4 336250.250000 PA USD 334291.460000 0.0107872 Long ABS-MBS USGSE US N 2 2062-04-20 Floating 2.92729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H17 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H17 FC 38375UNP1 35380.920000 PA USD 35027.890000 0.0011303 Long ABS-MBS USGSE US N 2 2064-07-20 Floating 2.85729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H20 FA 38376RFG6 644319.810000 PA USD 637836.920000 0.0205823 Long ABS-MBS USGSE US N 2 2065-08-20 Floating 2.82729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H29 FA 38376RMB9 10342.070000 PA USD 10257.930000 0.0003310 Long ABS-MBS USGSE US N 2 2065-10-20 Floating 3.05729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FA 38376RKZ8 26286.480000 PA USD 26010.960000 0.0008393 Long ABS-MBS USGSE US N 2 2061-08-20 Floating 3.03729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H23 PT 38376RC53 3254284.420000 PA USD 3308399.260000 0.1067585 Long ABS-MBS USGSE US N 2 2066-09-20 Variable 3.91116 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-117 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 117 FA 38380ANR4 433665.170000 PA USD 424217.080000 0.0136890 Long ABS-MBS USGSE US N 2 2043-07-20 Floating 2.32568 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FM 38376RRJ7 10809.690000 PA USD 10738.880000 0.0003465 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 3.12729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H12 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H12 FE 38376R2V7 40440.610000 PA USD 40290.540000 0.0013001 Long ABS-MBS USGSE US N 2 2066-06-20 Floating 2.55729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H16 KF 38375UG53 933380.420000 PA USD 929484.300000 0.0299935 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 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H18 FB 38376R6V3 939722.110000 PA USD 936402.540000 0.0302167 Long ABS-MBS USGSE US N 2 2067-09-20 Floating 4.50771 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H01 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H01 FC 38375U3U2 114024.730000 PA USD 112602.000000 0.0036335 Long ABS-MBS USGSE US N 2 2068-01-20 Floating 2.75729 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-57 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2019 57 EF 38381VSW1 1723496.090000 PA USD 1709676.240000 0.0551694 Long ABS-MBS USGSE US N 2 2049-05-20 Floating 3.47386 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-78 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2019 78 FJ 38381WUF3 5191845.250000 PA USD 5134440.060000 0.1656829 Long ABS-MBS USGSE US N 2 2049-06-20 Floating 3.46386 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-97 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2021 97 FA 38382VER6 38386718.650000 PA USD 34045752.730000 1.0986198 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 GOVERNMENT NATIONAL MORTGAGE A GNR 2007 26 FJ 38375KCC4 620634.490000 PA USD 619058.700000 0.0199764 Long ABS-MBS USGSE US N 2 2037-04-20 Floating 3.32386 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2021-HP1 N/A GS MORTGAGE BACKED SECURITIES GSMBS 2021 HP1 A9 144A 36262RAJ6 814767.230000 PA USD 759921.740000 0.0245219 Long ABS-MBS CORP US N 2 2052-01-25 Floating 3.03319 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL UK PLC 5493004B26DRJNN0OV17 GSK CONSUMER HEALTHCARE CAP 36265PL71 12300000.000000 PA USD 12253532.690000 0.3954083 Long DBT CORP GB N 2 2022-11-07 None 0 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 GSK CONSUMER HEALTHCARE COMPANY GUAR 144A 03/24 VAR 36264GAB5 4500000.000000 PA USD 4491770.990000 0.1449446 Long DBT CORP US N 2 2024-03-24 Floating 3.87984 N N N N N N HILTON USA TRUST 2016-SFP N/A HILTON USA TRUST HILT 2016 SFP A 144A 43289VAA1 10000000.000000 PA USD 9665115.000000 0.3118829 Long ABS-MBS CORP US N 2 2035-11-05 Fixed 2.82844 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 05/23 3.6 404280BA6 5419000.000000 PA USD 5372374.600000 0.1733607 Long DBT CORP GB N 2 2023-05-25 Fixed 3.6 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 11/23 VAR 404280BM0 29500000.000000 PA USD 29387879.060000 0.9483152 Long DBT CORP GB N 2 2023-11-22 Floating 3.033 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 HUMANA INC SR UNSECURED 12/22 2.9 444859BJ0 9169000.000000 PA USD 9141678.310000 0.2949921 Long DBT CORP US N 2 2022-12-15 Fixed 2.9 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 HUMANA INC SR UNSECURED 12/22 3.15 444859BA9 3000000.000000 PA USD 2996997.210000 0.0967099 Long DBT CORP US N 2 2022-12-01 Fixed 3.15 N N N N N N HUTCHISON WHAMPOA INTERNATIONAL (12) (II) LIMITED 2549005GEGKY2Q53V676 HUTCH WHAMPOA INT 12 II COMPANY GUAR REGS 11/22 3.25 G4690AAB3 4800000.000000 PA USD 4795500.100000 0.1547456 Long DBT CORP KY N 2 2022-11-08 Fixed 3.25 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 02/23 2.375 44891ABE6 7540000.000000 PA USD 7475184.800000 0.2412162 Long DBT CORP US N 2 2023-02-10 Fixed 2.375 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/23 4.125 44891AAW7 5000000.000000 PA USD 4968705.500000 0.1603348 Long DBT CORP US N 2 2023-06-08 Fixed 4.125 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/23 1.25 44891ABM8 3000000.000000 PA USD 2886767.940000 0.0931529 Long DBT CORP US N 2 2023-09-18 Fixed 1.25 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/22 1.15 44891ABQ9 2950000.000000 PA USD 2939430.240000 0.0948523 Long DBT CORP US N 2 2022-11-10 Fixed 1.15 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/22 2.85 44891ABC0 6120000.000000 PA USD 6111525.270000 0.1972123 Long DBT CORP US N 2 2022-11-01 Fixed 2.85 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 04/23 5.75 44891CBJ1 200000.000000 PA USD 200639.920000 0.0064744 Long DBT CORP US N 2 2023-04-06 Fixed 5.75 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 11/22 1.15 44891CBQ5 400000.000000 PA USD 398566.810000 0.0128613 Long DBT CORP US N 2 2022-11-10 Fixed 1.15 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 11/22 2.85 44891CBC6 100000.000000 PA USD 99861.520000 0.0032224 Long DBT CORP US N 2 2022-11-01 Fixed 2.85 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 HYUNDAI CAPITAL SERVICES SR UNSECURED 144A 03/23 3.75 44920UAM0 4800000.000000 PA USD 4767413.860000 0.1538393 Long DBT CORP KR N 2 2023-03-05 Fixed 3.75 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 HYUNDAI CAPITAL SERVICES SR UNSECURED REGS 03/23 3.75 Y3815NBA8 5200000.000000 PA USD 5164698.340000 0.1666593 Long DBT CORP KR N 2 2023-03-05 Fixed 3.75 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 10/23 VAR 456837AL7 500000.000000 PA USD 500638.770000 0.0161551 Long DBT CORP NL N 2 2023-10-02 Floating 4.74286 N N N N N N JACKSON FINANCIAL INCORPORATION 213800WXW2KG1N4CO374 JACKSON FINANCIAL INC SR UNSECURED 11/23 1.125 46817MAJ6 16400000.000000 PA USD 15687301.260000 0.5062123 Long DBT CORP US N 2 2023-11-22 Fixed 1.125 N N N N N N JFIN CLO LTD 2017-2A N/A APEX CREDIT CLO LLC JFIN 2017 2A AR 144A 46593CAA7 7563495.720000 PA USD 7430681.490000 0.2397801 Long ABS-CBDO CORP KY N 2 2029-09-20 Floating 4.51714 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 03/24 VAR 46647PCA2 8000000.000000 PA USD 7944297.200000 0.2563539 Long DBT CORP US N 2 2024-03-16 Floating 3.29576 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 10/23 VAR 46625HRW2 20000000.000000 PA USD 20004233.200000 0.6455151 Long DBT CORP US N 2 2023-10-24 Floating 4.013 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5 N/A JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 HTL5 A 144A 46654PAA4 12400000.000000 PA USD 11952074.800000 0.3856806 Long ABS-MBS CORP US N 2 2038-11-15 Floating 3.933 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C15 N/A JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2013 C15 ASB 46640NAF5 593438.390000 PA USD 589455.820000 0.0190211 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 3.6591 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C27 N/A JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C27 ASB 46644ABG6 1361419.940000 PA USD 1320648.540000 0.0426159 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.0174 N N N N N N KANSAS CITY SOUTHERN/OLD 5493008C12PZMWP3WY03 KANSAS CITY SOUTHERN COMPANY GUAR 05/23 3 485170AV6 10000000.000000 PA USD 9888770.700000 0.3191000 Long DBT CORP US N 2 2023-05-15 Fixed 3 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 HANA BANK SR UNSECURED 144A 10/22 VAR 482466AF6 1500000.000000 PA USD 1500000.000000 0.0484034 Long DBT CORP KR N 2 2022-10-02 Floating 2.99286 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 HANA BANK SR UNSECURED REGS 03/23 VAR ACI120FL8 9680000.000000 PA USD 9691860.420000 0.3127459 Long DBT CORP KR N 2 2023-03-13 Floating 4.04543 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 HANA BANK SR UNSECURED REGS 07/23 VAR ACI13X1V8 4000000.000000 PA USD 4009002.160000 0.1293662 Long DBT CORP KR N 2 2023-07-26 Floating 3.56629 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 HANA BANK SR UNSECURED REGS 10/22 VAR Y4S96CSP9 3900000.000000 PA USD 3900000.000000 0.1258488 Long DBT CORP KR N 2 2022-10-02 Floating 2.99286 N N N N N N 280 PARK AVENUE 2017-280P MORTGAGE TRUST N/A 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P A 144A 90205FAA8 890012.000000 PA USD 867481.260000 0.0279927 Long ABS-MBS CORP US N 2 2034-09-15 Floating 3.585 N N N N N N KIA CORPORATION 988400V8MJK9N7OI5X76 KIA CORP SR UNSECURED REGS 04/23 3 Y47606AF8 2006000.000000 PA USD 1986781.360000 0.0641113 Long DBT CORP KR N 2 2023-04-25 Fixed 3 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 KINDER MORGAN INC COMPANY GUAR 01/23 VAR 49456BAN1 2679000.000000 PA USD 2681552.820000 0.0865308 Long DBT CORP US N 2 2023-01-15 Floating 3.792 N N N N N N KKR CLO 9 LTD N/A KKR FINANCIAL CLO LTD KKR 9 AR2 144A 48250LAW9 27000000.000000 PA USD 26680971.510000 0.8609662 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 3.462 N N N N N N KOOKMIN BANK 549300XXMOJSIW8P4769 KOOKMIN BANK SR UNSECURED REGS 03/23 2.875 50050HAK2 300000.000000 PA USD 297772.500000 0.0096088 Long DBT CORP KR N 2 2023-03-25 Fixed 2.875 N N N N N N KOOKMIN BANK 549300XXMOJSIW8P4769 KOOKMIN BANK SR UNSECURED REGS 04/23 VAR BFMGMKII0 8400000.000000 PA USD 8382528.000000 0.2704952 Long DBT CORP KR N 2 2023-04-03 Floating 4.53471 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 KOREA DEVELOPMENT BANK SR UNSECURED 02/23 VAR 500630CZ9 4800000.000000 PA USD 4800207.500000 0.1548975 Long DBT CORP KR N 2 2023-02-18 Floating 3.31057 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 KOREA DEVELOPMENT BANK SR UNSECURED REGS 04/23 VAR ACI1LNGW2 3000000.000000 PA USD 3018435.000000 0.0974016 Long DBT CORP KR N 2 2023-04-16 Floating 4.19029 N N N N N N KOREA EXPRESSWAY CORPORATION 988400EZO9DR1OFL5772 KOREA EXPRESSWAY CORP SR UNSECURED REGS 11/22 VAR ACI1SVZ48 2000000.000000 PA USD 1998324.120000 0.0644838 Long DBT CORP KR N 2 2022-11-25 Floating 3.59686 N N N N N N KOREA NATIONAL OIL CORP (KNOC) 988400ZTQ08W926ONT36 KOREA NATIONAL OIL CORP SR UNSECURED REGS 07/23 VAR BD5JRZII0 6400000.000000 PA USD 6426829.500000 0.2073869 Long DBT CORP KR N 2 2023-07-16 Floating 3.61529 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 7 ELEVEN INC SR UNSECURED 144A 02/23 0.625 817826AA8 30200000.000000 PA USD 29772586.650000 0.9607293 Long DBT CORP US N 2 2023-02-10 Fixed 0.625 N N N N N N LCM 30 LTD N/A LCM LTD PARTNERSHIP LCM 30A AR 144A 50200YAQ1 2000000.000000 PA USD 1940191.120000 0.0626079 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 3.78986 N N N N N N LCM LP 13A N/A LCM LTD PARTNERSHIP LCM 13A AR3 144A 50184KBL1 4298027.410000 PA USD 4228508.540000 0.1364494 Long ABS-CBDO CORP KY N 2 2027-07-19 Floating 3.60757 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 7 ELEVEN INC SR UNSECURED REGS 02/23 0.625 U81522AA9 3840000.000000 PA USD 3785653.400000 0.1221590 Long DBT CORP US N 2 2023-02-10 Fixed 0.625 N N N N N N LEGACY MORTGAGE ASSET TRUST 2021-SL1 N/A LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL1 A 144A 52475PAA9 1185127.680000 PA USD 1156379.560000 0.0373151 Long ABS-MBS CORP US N 2 2060-09-25 Variable 1.991 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 LEIDOS INC COMPANY GUAR 05/23 2.95 52532XAB1 27122000.000000 PA USD 26800959.060000 0.8648381 Long DBT CORP US N 2 2023-05-15 Fixed 2.95 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC SR UNSECURED 11/23 VAR 539439AP4 38000000.000000 PA USD 37913369.500000 1.2234236 Long DBT CORP GB N 2 2023-11-07 Floating 2.907 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/22 2.3 00287YBM0 14865000.000000 PA USD 14829983.710000 0.4785476 Long DBT CORP US N 2 2022-11-21 Fixed 2.3 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/22 2.9 00287YAL3 1000000.000000 PA USD 998289.470000 0.0322137 Long DBT CORP US N 2 2022-11-06 Fixed 2.9 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 MACQUARIE GROUP LTD SR UNSECURED 144A 11/23 VAR 55608JAH1 535000.000000 PA USD 533538.120000 0.0172167 Long DBT CORP AU N 2 2023-11-28 Floating 3.189 N N N N N N MADISON PARK FUNDING XXX LTD 2018-30A N/A MADISON PARK FUNDING LTD MDPK 2018 30A A 144A 55821TAA5 3369068.960000 PA USD 3318532.930000 0.1070855 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 3.262 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 WARNERMEDIA HOLDINGS INC COMPANY GUAR 144A 03/24 3.528 55903VAB9 11700000.000000 PA USD 11307284.700000 0.3648739 Long DBT CORP US N 2 2024-03-15 Fixed 3.528 N N N N N N MARATHON STATIC CLO 2022-18A LTD N/A MARATHON STATIC CLO LTD MSTAT 2022 18A A1 144A 56586PAA6 1600000.000000 PA USD 1587192.480000 0.0512170 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 5.0696 N N N N N N MARTIN MARIETTA MATERIALS INC 5299005MZ4WZECVATV08 MARTIN MARIETTA MATERIAL SR UNSECURED 07/23 0.65 573284AY2 7100000.000000 PA USD 6858134.310000 0.2213046 Long DBT CORP US N 2 2023-07-15 Fixed 0.65 N N N N N N MARVELL TECHNOLOGY INC N/A MARVELL TECHNOLOGY INC COMPANY GUAR 06/23 4.2 573874AL8 7021000.000000 PA USD 7002422.220000 0.2259606 Long DBT CORP US N 2 2023-06-22 Fixed 4.2 N N N N N N MASTER CREDIT CARD TRUST II SERIES 2018-1A N/A MASTER CREDIT CARD TRUST MCCT 2018 1A A 144A 576339BM6 5125000.000000 PA USD 5124047.780000 0.1653475 Long ABS-MBS CORP CA N 2 2024-07-21 Floating 3.50386 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 MET LIFE GLOB FUNDING I SECURED 144A 01/23 1.95 59217GEE5 5000000.000000 PA USD 4967196.100000 0.1602861 Long DBT CORP US N 2 2023-01-13 Fixed 1.95 N N N N N N MFA 2020-NQM2 TRUST N/A MFRA TRUST MFRA 2020 NQM2 A1 144A 552751AA7 4350429.830000 PA USD 4161988.790000 0.1343029 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.381 N N N N N N MFA LLC 2018-NPL1 N/A MFRA TRUST MFRA 2021 NPL1 A1 144A 55282YAA6 7299394.060000 PA USD 7000556.870000 0.2259004 Long ABS-MBS CORP US N 2 2060-03-25 Fixed 2.3633 N N N N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 MICROCHIP TECHNOLOGY INC SR SECURED 06/23 4.333 595017AP9 5072000.000000 PA USD 5049278.860000 0.1629348 Long DBT CORP US N 2 2023-06-01 Fixed 4.333 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 MISSISSIPPI POWE SR UNSECURED 06/24 VAR 605417CC6 5000000.000000 PA USD 4900430.250000 0.1581316 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 MITSUBISHI UFJ FIN GRP SR UNSECURED 03/23 VAR 606822AS3 27400000.000000 PA USD 27390215.460000 0.8838528 Long DBT CORP JP N 2 2023-03-02 Floating 3.83971 N N N N N N MITSUI FUDOSAN CO LTD 353800ND4ZKNZDYKMF33 MITSUI FUDOSAN CO LTD SR UNSECURED REGS 01/23 2.95 J4509LBW0 15480000.000000 PA USD 15407631.000000 0.4971877 Long DBT CORP JP N 2 2023-01-23 Fixed 2.95 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 07/24 VAR 60687YBF5 500000.000000 PA USD 483849.860000 0.0156133 Long DBT CORP JP N 2 2024-07-10 Floating 1.241 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 07/24 VAR 60687YBG3 30700000.000000 PA USD 30678943.480000 0.9899765 Long DBT CORP JP N 2 2024-07-10 Floating 3.41757 N N N N N N MMAF EQUIPMENT FINANCE LLC 2022-A N/A MMAF EQUIPMENT FINANCE LLC MMAF 2022 A A2 144A 55317RAB8 13300000.000000 PA USD 13044431.190000 0.4209298 Long ABS-O CORP US N 2 2025-02-13 Fixed 2.77 N N N N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 MOLSON COORS BREWING 60871WK40 10000000.000000 PA USD 9996306.700000 0.3225701 Long DBT CORP US N 2 2022-10-04 None 0 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 10/23 VAR 61746BEC6 18413000.000000 PA USD 18413647.950000 0.5941886 Long DBT CORP US N 2 2023-10-24 Floating 4.183 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C7 N/A MORGAN STANLEY BAML TRUST MSBAM 2013 C7 A4 61690KAE2 8505752.810000 PA USD 8479169.780000 0.2736137 Long ABS-MBS CORP US N 2 2046-02-15 Fixed 2.918 N N N N N N ADCB FINANCE (CAYMAN) LIMITED 213800R9XDKRM525M609 ADCB FINANCE CAYMAN LTD COMPANY GUAR REGS 03/23 4 ACI11PK46 11600000.000000 PA USD 11544714.400000 0.3725355 Long DBT CORP KY N 2 2023-03-29 Fixed 4 N N N N N N MP CLO VII LTD 2015-1A N/A MP CLO VII, LTD MP7 2015 1A AR3 144A 55320RAQ0 6732758.740000 PA USD 6618514.530000 0.2135723 Long ABS-CBDO CORP KY N 2 2028-10-18 Floating 3.63029 N N N N N N MUFG UNION BANK NA (AKA: UNION BANK OF CALIFORNIA) OX3PU53ZLPQKJ4700D47 MUFG UNION BANK NA SR UNSECURED 12/22 VAR 624786FV6 5650000.000000 PA USD 5648310.200000 0.1822649 Long DBT CORP US N 2 2022-12-09 Floating 3.37221 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 01/23 2 63859UBE2 10000000.000000 PA USD 9913114.400000 0.3198855 Long DBT CORP GB N 2 2023-01-27 Fixed 2 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 01/24 0.55 63859UBG7 3752000.000000 PA USD 3527858.930000 0.1138402 Long DBT CORP GB N 2 2024-01-22 Fixed 0.55 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 03/24 VAR 63861VAA5 2704000.000000 PA USD 2674312.540000 0.0862972 Long DBT CORP GB N 2 2024-03-08 Floating 3.766 N N N N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-285M N/A NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M A 144A 63874FAA5 4000000.000000 PA USD 3983178.000000 0.1285329 Long ABS-MBS CORP US N 2 2032-11-15 Fixed 3.91675 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-DA N/A NAVIENT STUDENT LOAN TRUST NAVSL 2020 DA A 144A 63941HAA0 2762338.020000 PA USD 2497873.160000 0.0806037 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 NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A 63935BAA1 8071299.480000 PA USD 7337425.450000 0.2367708 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 NAVIENT STUDENT LOAN TRUST NAVSL 2021 GA A 144A 63942KAA2 10275143.310000 PA USD 8856337.140000 0.2857845 Long ABS-O CORP US N 2 2070-04-15 Fixed 1.58 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A N/A NAVIENT STUDENT LOAN TRUST NAVSL 2022 A A 144A 63942MAA8 1469817.240000 PA USD 1302649.050000 0.0420351 Long ABS-O CORP US N 2 2070-07-15 Fixed 2.23 N N N N N N NAVIENT STUDENT LOAN TRUST 2015-AA N/A NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A2B 144A 63939EAC7 2300057.130000 PA USD 2298790.720000 0.0741795 Long ABS-O CORP US N 2 2028-12-15 Floating 4.01771 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-1A N/A NAVIENT STUDENT LOAN TRUST NAVSL 2018 1A A2 144A 63940DAB8 2491365.120000 PA USD 2485953.380000 0.0802190 Long ABS-O CORP US N 2 2067-03-25 Floating 3.434 N N N N N N NAVIENT STUDENT LOAN TRUST 2019-CA N/A NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A 63940YAB2 1140710.510000 PA USD 1094111.000000 0.0353058 Long ABS-O CORP US N 2 2068-02-15 Fixed 3.13 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FDG SR SECURED 144A 06/24 VAR 64953BAX6 22000000.000000 PA USD 21908225.680000 0.7069549 Long DBT CORP US N 2 2024-06-06 Floating 2.98259 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/23 3.3 00774MAD7 2400000.000000 PA USD 2386983.070000 0.0770254 Long DBT CORP IE N 2 2023-01-23 Fixed 3.3 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL COMPANY GUAR 02/23 VAR 65339KBT6 2700000.000000 PA USD 2692395.290000 0.0868807 Long DBT CORP US N 2 2023-02-22 Floating 3.254 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL COMPANY GUAR 11/23 VAR 65339KBX7 37000000.000000 PA USD 36665269.880000 1.1831488 Long DBT CORP US N 2 2023-11-03 Floating 2.82745 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 NIAGARA MOHAWK POWER SR UNSECURED 144A 11/22 2.721 65364UAB2 665000.000000 PA USD 663051.370000 0.0213960 Long DBT CORP US N 2 2022-11-28 Fixed 2.721 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/23 3.875 654740BL2 2800000.000000 PA USD 2751402.500000 0.0887848 Long DBT CORP US N 2 2023-09-21 Fixed 3.875 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A AERCAP IRELAND CAP/GLOBA COMPANY GUAR 09/23 4.5 00774MAP0 1800000.000000 PA USD 1775019.870000 0.0572780 Long DBT CORP IE N 2 2023-09-15 Fixed 4.5 N N N N N N NSLT-2021-BA N/A NELNET STUDENT LOAN TRUST NSLT 2021 BA AFX 144A 64034QAB4 2826076.240000 PA USD 2523208.480000 0.0814212 Long ABS-O CORP US N 2 2062-04-20 Fixed 1.42 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 NTT FINANCE CORP COMPANY GUAR 144A 03/23 0.373 62954WAA3 29700000.000000 PA USD 29228517.550000 0.9431728 Long DBT CORP JP N 2 2023-03-03 Fixed 0.373 N N N N N N OBX 2022-NQM1 TRUST N/A ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A 67114VAA1 12069693.150000 PA USD 10421913.290000 0.3363039 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.305 N N N N N N OBX 2022-NQM2 TRUST N/A ONSLOW BAY FINANCIAL LLC OBX 2022 NQM2 A1A 144A 67448DAL4 13523016.790000 PA USD 12239483.710000 0.3949550 Long ABS-MBS CORP US N 2 2062-01-25 Variable 2.783 N N N N N N OKLAHOMA GAS AND ELECTRIC COMPANY 549300VJ8YXGPO8EV472 OKLAHOMA G+E CO SR UNSECURED 05/23 0.553 678858BW0 4500000.000000 PA USD 4375597.860000 0.1411958 Long DBT CORP US N 2 2023-05-26 Fixed 0.553 N N N N N N ONSLOW BAY MORTGAGE LOAN TRUST 2021-NQM4 N/A ONSLOW BAY FINANCIAL LLC OBX 2021 NQM4 A1 144A 67115DAA0 12811287.910000 PA USD 10567092.330000 0.3409887 Long ABS-MBS CORP US N 2 2061-10-25 Fixed 1.957 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 02/23 2.625 68389XBR5 34459000.000000 PA USD 34246043.380000 1.1050830 Long DBT CORP US N 2 2023-02-15 Fixed 2.625 N N N N N N OSD CLO 2021-23A LTD N/A OSD CLO 2021 23 LTD OSD 2021 23A A 144A 671026AA0 15890288.510000 PA USD 15455998.980000 0.4987485 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 3.61029 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 AIR LEASE CORP SR UNSECURED 01/23 2.75 00912XAX2 3000000.000000 PA USD 2983238.700000 0.0962659 Long DBT CORP US N 2 2023-01-15 Fixed 2.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/22 VAR 694308JX6 28600000.000000 PA USD 28537978.610000 0.9208899 Long DBT CORP US N 2 2022-11-14 Floating 3.60169 N N N N N N PALMER SQUARE LOAN FUNDING 2021-3 N/A PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A 69702BAA9 18351445.290000 PA USD 18136888.820000 0.5852579 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 3.50986 N N N N N N PAWNEE EQUIPMENT RECEIVABLES 2021-1 N/A PAWNEE EQUIPMENT RECEIVABLES PWNE 2021 1 A2 144A 704100AB2 14785482.210000 PA USD 14162157.330000 0.4569976 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.1 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 03/23 2.7 709599AY0 1024000.000000 PA USD 1013386.990000 0.0327009 Long DBT CORP US N 2 2023-03-14 Fixed 2.7 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 08/23 4.125 709599BC7 400000.000000 PA USD 396390.160000 0.0127911 Long DBT CORP US N 2 2023-08-01 Fixed 4.125 N N N N N N PHEAA STUDENT LOAN TRUST 2016-2A N/A PENNSYLVANIA HIGHER EDUCATION PHEAA 2016 2A A 144A 69343VAA0 3245176.300000 PA USD 3224106.020000 0.1040384 Long ABS-O CORP US N 2 2065-11-25 Floating 4.034 N N N N N N RACE POINT IX CLO LTD 2015-9A N/A RACE POINT CLO LTD RACEP 2015 9A A1A2 144A 74982WAA4 3100000.000000 PA USD 3040683.360000 0.0981196 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 3.452 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 RAYTHEON TECHNOLOGIES 75513GKQ8 3549000.000000 PA USD 3540789.990000 0.1142575 Long DBT CORP US N 2 2022-10-24 None 0 N N N N N N RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC) 2R15C3RTKJN1RCBOV146 RELX CAPITAL INC COMPANY GUAR 03/23 3.5 74949LAB8 4700000.000000 PA USD 4671056.130000 0.1507300 Long DBT CORP US N 2 2023-03-16 Fixed 3.5 N N N N N N RESIMAC PREMIER SERIES 2021-1A N/A RESIMAC RESI 2021 1A A1 144A 76123EAA9 2409077.730000 PA USD 2392950.470000 0.0772179 Long ABS-MBS CORP AU N 2 2052-07-10 Floating 3.45643 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 SABINE PASS LIQUEFACTION SR SECURED 04/23 5.625 785592AD8 35009000.000000 PA USD 35033085.840000 1.1304800 Long DBT CORP US N 2 2023-04-15 Variable 5.625 N N N N N N SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-A N/A SANTANDER CONSUMER AUTO RECEIV SCART 2020 AA A 144A 80281MAA1 65353.320000 PA USD 65292.500000 0.0021069 Long ABS-O CORP US N 2 2024-10-15 Fixed 1.37 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 N/A SANTANDER DRIVE AUTO RECEIVABL SDART 2022 2 A2 80286MAB4 8817216.730000 PA USD 8788082.000000 0.2835820 Long ABS-O CORP US N 2 2026-10-15 Fixed 2.12 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 SANTANDER HOLDINGS USA SR UNSECURED 01/23 3.4 80282KAS5 24479000.000000 PA USD 24380061.270000 0.7867183 Long DBT CORP US N 2 2023-01-18 Fixed 3.4 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 SANTANDER UK GROUP HLDGS SR UNSECURED 01/24 VAR 80281LAH8 200000.000000 PA USD 198735.690000 0.0064130 Long DBT CORP GB N 2 2024-01-05 Floating 3.373 N N N N N N SARANAC CLO LTD 2018-6A N/A SARANAC CLO LTD SRANC 2018 6A A1R 144A 80317LAJ2 1400000.000000 PA USD 1371320.690000 0.0442510 Long ABS-CBDO CORP JE N 2 2031-08-13 Floating 4.38543 N N N N N N SK BROADBAND CO LTD 988400JTBDVK7K17FX69 SK BROADBAND CO LTD SR UNSECURED REGS 08/23 3.875 ACI14CDW8 2500000.000000 PA USD 2482300.830000 0.0801012 Long DBT CORP KR N 2 2023-08-13 Fixed 3.875 N N N N N N SK TELECOM CO LTD 9884003WEA1PHW006037 SK TELECOM CO LTD SR UNSECURED REGS 04/23 3.75 Y4935NAM6 3690000.000000 PA USD 3661199.700000 0.1181430 Long DBT CORP KR N 2 2023-04-16 Fixed 3.75 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SKANDINAVISKA ENSKILDA SR UNSECURED 144A 12/22 VAR 83051GAL2 350000.000000 PA USD 350039.280000 0.0112954 Long DBT CORP SE N 2 2022-12-12 Floating 3.88071 N N N N N N SKY LIMITED 2138003TS48MQKF4BZ29 SKY LTD COMPANY GUAR 144A 11/22 3.125 111013AK4 5194000.000000 PA USD 5185916.530000 0.1673439 Long DBT CORP GB N 2 2022-11-26 Fixed 3.125 N N N N N N SL GREEN OPERATING PARTNERSHIP LP 2K1OXW4LY7IS2U150Y32 SL GREEN OPERATING PARTN COMPANY GUAR 10/22 3.25 78444FAF3 2486000.000000 PA USD 2485045.400000 0.0801897 Long DBT CORP US N 2 2022-10-15 Fixed 3.25 N N N N N N SLC STUDENT LOAN TRUST-2005-3 N/A SLC STUDENT LOAN TRUST SLCLT 2005 3 A3 784420AP6 2087502.330000 PA USD 2079905.490000 0.0671163 Long ABS-O CORP US N 2 2029-06-15 Floating 3.41257 N N N N N N SLM STUDENT LOAN TRUST 2003-11 N/A SLM STUDENT LOAN TRUST SLMA 2003 11 A6 144A 78442GJS6 121788.070000 PA USD 121622.490000 0.0039246 Long ABS-O CORP US N 2 2025-12-15 Floating 3.84257 N N N N N N SLM STUDENT LOAN TRUST 2004-B N/A SLM STUDENT LOAN TRUST SLMA 2004 B A3 78443CBN3 299068.120000 PA USD 297728.920000 0.0096074 Long ABS-O CORP US N 2 2024-03-15 Floating 3.62257 N N N N N N SLM STUDENT LOAN TRUST 2005-5 N/A SLM STUDENT LOAN TRUST SLMA 2005 5 A4 78442GPQ3 1113344.470000 PA USD 1104759.250000 0.0356494 Long ABS-O CORP US N 2 2028-10-25 Floating 2.923 N N N N N N SLM STUDENT LOAN TRUST 2005-A N/A SLM STUDENT LOAN TRUST SLMA 2005 A A4 78443CBV5 1971454.590000 PA USD 1906077.800000 0.0615071 Long ABS-O CORP US N 2 2038-12-15 Floating 3.60257 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE SR UNSECURED 144A 09/23 4.25 83368RAL6 5000000.000000 PA USD 4947496.750000 0.1596504 Long DBT CORP FR N 2 2023-09-14 Fixed 4.25 N N N N N N SOUND POINT CLO XIV LTD 2016-3A N/A SOUND POINT CLO LTD SNDPT 2016 3A AR2 144A 83609NAN0 2578280.780000 PA USD 2558778.640000 0.0825690 Long ABS-CBDO CORP KY N 2 2029-01-23 Floating 3.773 N N N N N N SOUND POINT CLO XV LTD 2017-1A N/A SOUND POINT CLO LTD SNDPT 2017 1A ARR 144A 83609RAL5 22299608.420000 PA USD 22090693.200000 0.7128429 Long ABS-CBDO CORP KY N 2 2029-01-23 Floating 3.683 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST MORTGAGE 04/23 VAR 842400HA4 15000000.000000 PA USD 14978168.100000 0.4833294 Long DBT CORP US N 2 2023-04-03 Floating 3.63051 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST MORTGAGE 12/22 VAR 842400HL0 425000.000000 PA USD 424665.390000 0.0137035 Long DBT CORP US N 2 2022-12-02 Floating 3.01525 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 SOUTHERN CO SR UNSECURED 05/23 VAR 842587DK0 600000.000000 PA USD 597052.480000 0.0192662 Long DBT CORP US N 2 2023-05-10 Floating 2.81343 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 AMERICAN TOWER CORP SR UNSECURED 01/23 3.5 03027XAB6 4000000.000000 PA USD 3988232.440000 0.1286960 Long DBT CORP US N 2 2023-01-31 Fixed 3.5 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 STANDARD CHARTERED PLC SR UNSECURED 144A 10/23 VAR 853254BV1 11300000.000000 PA USD 11288894.700000 0.3642805 Long DBT CORP GB N 2 2023-10-14 Floating 1.319 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 STANDARD CHARTERED PLC SR UNSECURED 144A 10/23 VAR 853254BW9 2500000.000000 PA USD 2499564.400000 0.0806583 Long DBT CORP GB N 2 2023-10-14 Floating 3.50348 N N N N N N STELLANTIS NV 549300LKT9PW7ZIBDF31 STELLANTIS NV SR UNSECURED 04/23 5.25 31562QAF4 38729000.000000 PA USD 38673811.180000 1.2479623 Long DBT CORP NL N 2 2023-04-15 Fixed 5.25 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 AMERICAN TOWER CORP SR UNSECURED 06/23 3 03027XAQ3 3000000.000000 PA USD 2962588.500000 0.0955995 Long DBT CORP US N 2 2023-06-15 Fixed 3 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 07/23 VAR 86562MBA7 1000000.000000 PA USD 1001956.060000 0.0323320 Long DBT CORP JP N 2 2023-07-19 Floating 3.59757 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 10/22 2.778 86562MAU4 2700000.000000 PA USD 2699005.830000 0.0870940 Long DBT CORP JP N 2 2022-10-18 Fixed 2.778 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 10/22 VAR 86562MAT7 4175000.000000 PA USD 4174622.660000 0.1347106 Long DBT CORP JP N 2 2022-10-18 Floating 3.47757 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/23 0.8 86563VAQ2 33545000.000000 PA USD 32205998.320000 1.0392529 Long DBT CORP JP N 2 2023-09-12 Fixed 0.8 N N N N N N SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED 549300MJAANHLHOVTO40 SYDNEY AIRPORT FINANCE SR SECURED 144A 03/23 3.9 87124VAD1 15323000.000000 PA USD 15179383.340000 0.4898224 Long DBT CORP AU N 2 2023-03-22 Fixed 3.9 N N N N N N SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED 549300MJAANHLHOVTO40 SYDNEY AIRPORT FINANCE SR SECURED REGS 03/23 3.9 Q8809VAD1 223000.000000 PA USD 220909.910000 0.0071285 Long DBT CORP AU N 2 2023-03-22 Fixed 3.9 N N N N N N TCI-SYMPHONY CLO LTD 2016-1A N/A TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A 87229WAQ4 800000.000000 PA USD 776274.480000 0.0250495 Long ABS-CBDO CORP KY N 2 2032-10-13 Floating 3.47514 N N N N N N TCW CLO LTD 2018-1A N/A TCW CLO TCW 2018 1A A1R 144A 87240UAR1 2000000.000000 PA USD 1954437.800000 0.0630676 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 3.753 N N N N N N TESLA AUTO LEASE TRUST 2021-B N/A TESLA AUTO LEASE TRUST TESLA 2021 B A2 144A 88161KAB1 824376.370000 PA USD 803797.130000 0.0259377 Long ABS-O CORP US N 2 2025-09-22 Fixed 0.36 N N N N N N AMMC CLO 16 LTD 2015-16A N/A AMERICAN MONEY MANAGEMENT CORP AMMC 2015 16A AR2 144A 00176JAT3 2943844.300000 PA USD 2925924.320000 0.0944164 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 BANK OF NOVA SCOTIA SR UNSECURED 03/24 VAR 06418BAD0 19750000.000000 PA USD 19704802.920000 0.6358528 Long DBT CORP CA N 2 2024-03-11 Floating 3.23917 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC SR UNSECURED 04/23 VAR 883556CN0 29700000.000000 PA USD 29663130.420000 0.9571973 Long DBT CORP US N 2 2023-04-18 Floating 2.6206 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC SR UNSECURED 10/23 0.797 883556CP5 9000000.000000 PA USD 8663087.160000 0.2795485 Long DBT CORP US N 2 2023-10-18 Fixed 0.797 N N N N N N AMMC CLO XII LTD 2013-12A N/A AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A 00176CAW1 3000000.000000 PA USD 2957844.210000 0.0954465 Long ABS-CBDO CORP KY N 2 2030-11-10 Floating 3.86157 N N N N N N AMMC CLO XIV LTD 2014 14A N/A AMERICAN MONEY MANAGEMENT CORP AMMC 2014 14A A1R2 144A 00175LAQ5 414193.960000 PA USD 409768.750000 0.0132228 Long ABS-CBDO CORP KY N 2 2029-07-25 Floating 3.803 N N N N N N TIME WARNER ENTERTAINMENT COMPANY LP N/A TIME WARNER ENT SR SECURED 03/23 8.375 88731EAF7 7169000.000000 PA USD 7270451.390000 0.2346096 Long DBT CORP US N 2 2023-03-15 Fixed 8.375 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 TORONTO DOMINION BANK SR UNSECURED 03/24 VAR 89114TZS4 10000000.000000 PA USD 9970205.400000 0.3217278 Long DBT CORP CA N 2 2024-03-08 Floating 3.50702 N N N N N N TOWD POINT HE TRUST 2021-HE1 N/A TOWD POINT ASSET FUNDING, LLC TPHT 2021 HE1 A1 144A 89180DAA4 3831884.160000 PA USD 3616702.020000 0.1167071 Long ABS-MBS CORP US N 2 2063-02-25 Variable 0.918 N N N N N N TOWD POINT MORTGAGE TRUST 2018-3 N/A TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A 89175MAA1 13508870.340000 PA USD 12982603.930000 0.4189347 Long ABS-MBS CORP US N 2 2058-05-25 Variable 3.75 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY2 N/A TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A 89177HAA0 1110931.620000 PA USD 1091628.290000 0.0352257 Long ABS-MBS CORP US N 2 2058-05-25 Floating 4.084 N N N N N N TOWD POINT MORTGAGE TRUST 2021-1 N/A TOWD POINT MORTGAGE TRUST TPMT 2021 1 A1 144A 89179YAR4 6318850.170000 PA USD 5677274.560000 0.1831995 Long ABS-MBS CORP US N 2 2061-11-25 Fixed 2.25 N N N N N N TRINITAS CLO V LTD 2016-5A N/A TRINITAS CLO LTD TRNTS 2016 5A ARR 144A 89641AAV7 692535.540000 PA USD 690118.110000 0.0222694 Long ABS-CBDO CORP KY N 2 2028-10-25 Floating 3.813 N N N N N N UBS AG/LONDON BRANCH BFM8T61CT2L1QCEMIK50 UBS AG LONDON SR UNSECURED 144A 06/23 VAR 902674YG9 11000000.000000 PA USD 10982021.270000 0.3543780 Long DBT CORP CH N 2 2023-06-01 Floating 2.85831 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 N/A UBS BARCLAYS COMMERCIAL MORTGA UBSBB 2013 C6 A3FL 144A 90349GAC9 6659256.320000 PA USD 6650484.080000 0.2146040 Long ABS-MBS CORP US N 2 2046-04-10 Floating 3.54643 N N N N N N APIDOS CLO 2017-27A N/A APIDOS CLO APID 2017 27A A1R 144A 03767JAF2 5200000.000000 PA USD 5096796.330000 0.1644681 Long ABS-CBDO CORP KY N 2 2030-07-17 Floating 3.67029 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 09/25 3.5 91282CFK2 42800000.000000 PA USD 41930625.000000 1.3530562 Long DBT UST US N 2 2025-09-15 Fixed 3.5 N N N N N N APIDOS CLO XXVI LLC 2017-26A N/A APIDOS CLO APID 2017 26A A1AR 144A 03766GAL6 10000000.000000 PA USD 9807815.200000 0.3164876 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 3.64029 N N N N N N VENTURE CLO LTD 2014-17A N/A VENTURE CDO LTD VENTR 2014 17A ARR 144A 92329YAL0 4681036.120000 PA USD 4587415.400000 0.1480310 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 3.392 N N N N N N VENTURE XXIX CLO LTD 2017-29A N/A VENTURE CDO LTD VENTR 2017 29A AR 144A 92331EAF3 15000000.000000 PA USD 14739571.500000 0.4756301 Long ABS-CBDO CORP KY N 2 2030-09-07 Floating 3.89514 N N N N N N VENTURE XXVIII CLO LTD 2017-28A N/A VENTURE CDO LTD VENTR 2017 28A A2R 144A 92331AAW4 2900000.000000 PA USD 2856046.440000 0.0921615 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 3.69986 N N N N N N VIBRANT CLO VI LTD 2017-6A N/A VIBRANT CLO LTD VIBR 2017 6A AR 144A 92558EAJ1 2861229.900000 PA USD 2834185.930000 0.0914561 Long ABS-CBDO CORP KY N 2 2029-06-20 Floating 4.47714 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 VMWARE INC SR UNSECURED 08/23 0.6 928563AG0 34094000.000000 PA USD 32840670.470000 1.0597331 Long DBT CORP US N 2 2023-08-15 Fixed 0.6 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 06/24 VAR 928668BQ4 31700000.000000 PA USD 31607736.520000 1.0199477 Long DBT CORP US N 2 2024-06-07 Floating 3.48752 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/23 4.25 928668AR3 1400000.000000 PA USD 1386129.420000 0.0447289 Long DBT CORP US N 2 2023-11-13 Fixed 4.25 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 11/22 0.75 U9273ADC6 419000.000000 PA USD 417083.330000 0.0134588 Long DBT CORP US N 2 2022-11-23 Fixed 0.75 N N N N N N AREIT TRUST 2021-CRE5 N/A AREIT CRE TRUST AREIT 2021 CRE5 A 144A 04002PAA2 4336152.960000 PA USD 4159374.070000 0.1342185 Long ABS-MBS CORP KY N 2 2038-11-17 Floating 4.07343 N N N N N N WELLFLEET CLO LTD 2017-1A N/A WELLFLEET CLO LTD WELF 2017 1A A1RR 144A 94950GAL1 14354004.750000 PA USD 14229573.470000 0.4591730 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 3.59986 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-3A N/A WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2020 3A A2 144A 96042QAC4 176233.120000 PA USD 175954.500000 0.0056779 Long ABS-O CORP US N 2 2024-05-15 Fixed 0.56 N N N N N N ARES XL CLO LTD 2016-40A N/A ARES CLO LTD ARES 2016 40A A1RR 144A 04016GBB3 938320.190000 PA USD 921759.030000 0.0297442 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 3.382 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2013 C11 A5 92937EAZ7 15661646.740000 PA USD 15607524.790000 0.5036380 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.071 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 2013-C14 N/A WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2013 C14 A5 92890PAE4 20400000.000000 PA USD 20150171.400000 0.6502244 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.337 N N N N N N WOORI BANK 549300VUVMRL6RE7R376 WOORI BANK SR UNSECURED REGS 02/23 VAR ACI101VM8 1500000.000000 PA USD 1501402.500000 0.0484486 Long DBT CORP KR N 2 2023-02-01 Floating 3.65229 N N N N N N WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) ZTMSNXROF84AHWJNKQ93 INTL BK RECON + DEVELOP SR UNSECURED 02/26 0.65 459058JS3 50000000.000000 PA USD 44228375.000000 1.4272021 Long DBT CORP N/A N 2 2026-02-10 Fixed 0.65 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2022-C N/A WORLD OMNI AUTO RECEIVABLES TR WOART 2022 C A2 98163TAB9 13100000.000000 PA USD 12994713.990000 0.4193254 Long ABS-O CORP US N 2 2026-03-16 Fixed 4.21 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 ZOETIS INC SR UNSECURED 02/23 3.25 98978VAB9 400000.000000 PA USD 397937.300000 0.0128410 Long DBT CORP US N 2 2023-02-01 Fixed 3.25 N N N N N N N/A N/A FIXED INC CLEARING CORP.REPO 000000000 864000.000000 PA USD 864000.000000 0.0278804 Long RA US N 2 Repurchase N 1.1500000 2022-10-03 693700.000000 USD 881383.260000 USD UST N N N N/A N/A REVERSE REPO BANK OF AMERICA REVERSE REPO 000000000 -3930000.000000 PA USD -3931041.450000 -0.1268505 Short RA US N 2 Reverse repurchase N 3.1800000 2022-10-03 4000000.000000 USD 3918750.000000 USD UST N N N ARI FLEET LEASE TRUST 2019-A N/A ARI FLEET LEASE TRUST ARIFL 2019 A A2B 144A 04033JAC5 271920.980000 PA USD 271909.310000 0.0087742 Long ABS-O CORP US N 2 2027-11-15 Floating 3.29771 N N N N N N ARROYO MORTGAGE TRUST 2021-1R N/A ARROYO MORTGAGE TRUST ARRW 2021 1R A1 144A 042853AA9 4578987.710000 PA USD 3939301.750000 0.1271170 Long ABS-MBS CORP US N 2 2048-10-25 Variable 1.175 N N N N N N N/A N/A CDX IG38 5Y ICE 000000000 1.000000 NC USD -57043.790000 -0.0018407 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.38 Y Single Leg Swap 2027-06-22 0.000000 USD -696196.250000 USD 93000000.000000 USD 639152.460000 N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 02/23 VAR 00206RFY3 5372000.000000 PA USD 5376826.100000 0.1735044 Long DBT CORP US N 2 2023-02-15 Floating 3.79514 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 03/24 VAR 00206RMH2 17600000.000000 PA USD 17501682.700000 0.5647605 Long DBT CORP US N 2 2024-03-25 Floating 3.62983 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 06/24 VAR 00206RGD8 1000000.000000 PA USD 1004082.770000 0.0324007 Long DBT CORP US N 2 2024-06-12 Floating 4.41571 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 ATMOS ENERGY CORP SR UNSECURED 03/23 VAR 049560AV7 38400000.000000 PA USD 38341199.620000 1.2372293 Long DBT CORP US N 2 2023-03-09 Floating 3.574 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 AUTODESK INC SR UNSECURED 12/22 3.6 052769AB2 4000000.000000 PA USD 3994162.240000 0.1288873 Long DBT CORP US N 2 2022-12-15 Fixed 3.6 N N N N N N 2022-11-03 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer