BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1

NPORT-P false 0000810893 XXXXXXXX S000032049 C000099802 C000099804 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Total Return Fund IV S000032049 PY0CUOITINQ307GVTQ46 2023-03-31 2022-12-31 N 407856583.890000 113099766.310000 294756817.580000 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 3095449.140000 USD PEN GBP AUD JPY EUR ILS HUF CAD N Bloomberg US Aggregate Total Return Unhedged USD Index LBUSTRUU BANC OF AMERICA FUNDING CORP 2005-D N/A BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1 06051GDM8 609042.640000 PA USD 574024.450000 0.1947451 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.4178 N N N N N N N/A N/A IRS EUR 1.75000 03/15/23-10Y LCH 000000000 1.000000 NC -1762104.420000 -0.5978163 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2033-03-15 0.000000 EUR -115264.850000 EUR 13200000.000000 EUR -1646839.570000 N N N N/A N/A OIS JPY MUTKCALM/0.202* 02/08/22-10Y LCH 000000000 1.000000 NC 29847.900000 0.0101263 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2032-02-08 0.000000 JPY 0.000000 JPY 70000000.000000 JPY 29847.900000 N N N N/A N/A OIS JPY MUTKCALM/0.22530 02/09/22-10Y LC 000000000 1.000000 NC 20058.550000 0.0068051 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2032-02-09 0.000000 JPY 0.000000 JPY 49000000.000000 JPY 20058.550000 N N N N/A N/A OIS JPY MUTKCALM/0.25340 02/10/22-10Y LC 000000000 1.000000 NC 12440.980000 0.0042208 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2032-02-10 0.000000 JPY 0.000000 JPY 32000000.000000 JPY 12440.980000 N N N N/A N/A OIS JPY MUTKCALM/0.63250 02/08/22-30Y LC 000000000 1.000000 NC 35494.380000 0.0120419 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2052-02-08 0.000000 JPY 0.000000 JPY 28000000.000000 JPY 35494.380000 N N N N/A N/A OIS JPY MUTKCALM/0.66990 02/09/22-30Y LC 000000000 1.000000 NC 58573.590000 0.0198718 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2052-02-09 0.000000 JPY 0.000000 JPY 49000000.000000 JPY 58573.590000 N N N N/A N/A RFR GBP SONIO/2.00000 03/15/23-30Y LCH 000000000 1.000000 NC 189995.380000 0.0644583 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2053-03-15 184950.100000 GBP 0.000000 GBP 600000.000000 GBP 5045.280000 N N N N/A N/A RFR JPY MUT+5.89/0.2500 09/17/29-1Y* LCH 000000000 1.000000 NC 282577.750000 0.0958681 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2031-03-17 0.000000 JPY -848.850000 JPY 2580000000.000000 JPY 283426.600000 N N N N/A N/A RFR JPY MUT+5.89/0.3500 03/17/21-30Y LCH 000000000 1.000000 NC 37809.450000 0.0128273 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2051-03-17 10972.160000 JPY 0.000000 JPY 20000000.000000 JPY 26837.290000 N N N N/A N/A RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH 000000000 1.000000 NC -1310.710000 -0.0004447 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2029-03-20 3487.420000 JPY 0.000000 JPY 10000000.000000 JPY -4798.130000 N N N N/A N/A RFR JPY MUT+5.89/0.5200 03/16/21-30Y LCH 000000000 1.000000 NC 22048.170000 0.0074801 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2051-03-16 10.200000 JPY 0.000000 JPY 14000000.000000 JPY 22037.970000 N N N N/A N/A RFR JPY MUT+5.89/0.5375 03/15/21-30Y LCH 000000000 1.000000 NC 97161.150000 0.0329632 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2051-03-15 0.000000 JPY -551.700000 JPY 63000000.000000 JPY 97712.850000 N N N N/A N/A RFR JPY MUT+5.89/0.557* 03/17/21-30Y LCH 000000000 1.000000 NC 73857.250000 0.0250570 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2051-03-17 38.030000 JPY 0.000000 JPY 49000000.000000 JPY 73819.220000 N N N N/A N/A RFR JPY MUT+5.89/0.570* 03/19/21-30Y LCH 000000000 1.000000 NC 26684.840000 0.0090532 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2051-03-19 15.060000 JPY 0.000000 JPY 18000000.000000 JPY 26669.780000 N N N N/A N/A RFR JPY MUT+5.89/0.5720 04/07/21-30Y LCH 000000000 1.000000 NC 14836.720000 0.0050335 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2051-04-07 7.810000 JPY 0.000000 JPY 10000000.000000 JPY 14828.910000 N N N N/A N/A RFR JPY MUT+5.89/0.7500 03/20/19-19Y LCH 000000000 1.000000 NC 36075.110000 0.0122389 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2038-03-20 0.000000 JPY -71343.170000 JPY 81900000.000000 JPY 107418.280000 N N N N/A N/A RFR JPY MUT+5.89/1.0000 03/21/18-30Y LCH 000000000 1.000000 NC 41337.490000 0.0140243 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2048-03-21 0.000000 JPY -111269.250000 JPY 68700000.000000 JPY 152606.740000 N N N N/A N/A RFR JPY MUTKCALM/0.00000 03/16/22-2Y LCH 000000000 1.000000 NC 28882.110000 0.0097986 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2024-03-16 7485.440000 JPY 0.000000 JPY 2780000000.000000 JPY 21396.670000 N N N N/A N/A RFR JPY MUTKCALM/0.00000 03/17/21-3Y LCH 000000000 1.000000 NC -16577.180000 -0.0056240 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2024-03-17 23594.310000 JPY 0.000000 JPY 1600000000.000000 JPY -40171.490000 N N N N/A N/A RFR JPY MUTKCALM/0.4500 12/15/21-30Y LCH 000000000 1.000000 NC 87192.350000 0.0295811 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2051-12-15 33156.410000 JPY 0.000000 JPY 53000000.000000 JPY 54035.940000 N N N N/A N/A RFR JPY MUTKCALM/0.5000 03/15/22-20Y LCH 000000000 1.000000 NC 144794.820000 0.0491235 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2042-03-15 42155.360000 JPY 0.000000 JPY 153000000.000000 JPY 102639.460000 N N N N/A N/A RFR USD SOFR/1.75000 06/15/22-10Y CME 000000000 1.000000 NC USD 105279.020000 0.0357172 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-06-15 103524.780000 USD 0.000000 USD 700000.000000 USD 1754.240000 N N N N/A N/A RFR USD SOFR/1.75000 06/15/22-5Y CME 000000000 1.000000 NC USD -1695115.770000 -0.5750896 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-06-15 0.000000 USD -1215599.660000 USD 19000000.000000 USD -479516.110000 N N N N/A N/A RFR USD SOFR/1.75000 12/21/22-30Y CME 000000000 1.000000 NC USD 358317.720000 0.1215638 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2052-12-21 280412.150000 USD 0.000000 USD 1300000.000000 USD 77905.570000 N N N N/A N/A BOUGHT CNH SOLD USD 20230510 000000000 1.000000 NC 6839.260000 0.0023203 N/A DFE CN N 2 UBS AG BFM8T61CT2L1QCEMIK50 620309.610000 USD 4298745.600000 CNY 2023-05-10 6839.260000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/25 VAR 06051GKS7 800000.000000 PA USD 781469.250000 0.2651234 Long DBT CORP US N 2 2025-04-25 Floating 3.841 N N N N N N N/A N/A US 10YR NOTE (CBT)MAR23 XCBT 20230322 000000000 130.000000 NC USD -56037.540000 -0.0190114 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-03-22 14577265.560000 USD -56037.540000 N N N N/A N/A US 5YR NOTE (CBT) MAR23 XCBT 20230331 000000000 44.000000 NC USD -6761.170000 -0.0022938 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-03-31 4744265.640000 USD -6761.170000 N N N BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP N/A BAPTIST HEALTHCARE UNSECURED 08/50 3.54 06684QAB8 800000.000000 PA USD 577931.700000 0.1960707 Long DBT CORP US N 2 2050-08-15 Fixed 3.54 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 07274NAL7 1200000.000000 PA USD 1128876.240000 0.3829856 Long DBT CORP US N 2 2028-12-15 Fixed 4.375 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1 07384MSH6 8463.770000 PA USD 8063.530000 0.0027357 Long ABS-MBS CORP US N 2 2033-02-25 Floating 4.33997 N N N N N N BETH ISRAEL LAHEY HEALTH INC 549300QPZ5W3279DU141 BETH ISRAEL LAHEY HEALTH SECURED 07/51 3.08 08661UAB2 900000.000000 PA USD 558456.270000 0.1894634 Long DBT CORP US N 2 2051-07-01 Fixed 3.08 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS SR UNSECURED 144A 04/32 VAR 09659W2P8 1000000.000000 PA USD 784318.820000 0.2660901 Long DBT CORP FR N 2 2032-04-19 Floating 2.871 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 BOARDWALK PIPELINES LP COMPANY GUAR 02/31 3.4 096630AH1 700000.000000 PA USD 587179.190000 0.1992080 Long DBT CORP US N 2 2031-02-15 Fixed 3.4 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 BOSTON GAS COMPANY SR UNSECURED 144A 08/29 3.001 100743AL7 1200000.000000 PA USD 1029628.680000 0.3493146 Long DBT CORP US N 2 2029-08-01 Fixed 3.001 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 BOSTON PROPERTIES LP SR UNSECURED 10/33 2.45 10112RBF0 315000.000000 PA USD 227444.540000 0.0771635 Long DBT CORP US N 2 2033-10-01 Fixed 2.45 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 BROADCOM INC SR UNSECURED 144A 04/34 3.469 11135FBL4 1200000.000000 PA USD 960841.630000 0.3259777 Long DBT CORP US N 2 2034-04-15 Fixed 3.469 N N N N N N CARLYLE FINANCE SUBSIDIARY LLC N/A CARLYLE FINANCE SUB LLC COMPANY GUAR 144A 09/29 3.5 14314DAA1 1200000.000000 PA USD 1017469.420000 0.3451894 Long DBT CORP US N 2 2029-09-19 Fixed 3.5 N N N N N N CD MORTGAGE TRUST 2016-CD2 N/A CD COMMERCIAL MORTGAGE TRUST CD 2016 CD2 ASB 12515ABC3 1825040.300000 PA USD 1745424.560000 0.5921575 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.348 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A1 N/A CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 4A1 161630AN8 7162.800000 PA USD 6838.210000 0.0023199 Long ABS-MBS CORP US N 2 2037-02-25 Floating 2.44772 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 REPUBLIC OF CHILE SR UNSECURED 01/34 3.5 000000000 900000.000000 PA USD 768980.680000 0.2608865 Long DBT NUSS CL N 2 2034-01-31 Fixed 3.5 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 07/26 VAR 172967MB4 1000000.000000 PA USD 996194.150000 0.3379715 Long DBT CORP US N 2 2026-07-01 Floating 6.00386 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2004-6 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A1 126673AW2 1737154.500000 PA USD 1636595.490000 0.5552358 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.92871 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 CREDIT SUISSE NEW YORK SR UNSECURED 02/25 3.7 22550L2H3 1000000.000000 PA USD 922858.650000 0.3130915 Long DBT CORP CH N 2 2025-02-21 Fixed 3.7 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2003-AR22 N/A CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR22 3A1 22541QRL8 1401.780000 PA USD 1389.180000 0.0004713 Long ABS-MBS CORP US N 2 2033-09-25 Floating 3.39464 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG SR UNSECURED 144A 04/31 VAR 225401AP3 300000.000000 PA USD 233464.910000 0.0792059 Long DBT CORP CH N 2 2031-04-01 Floating 4.194 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG SR UNSECURED 144A 08/28 VAR 225401AV0 300000.000000 PA USD 273649.060000 0.0928389 Long DBT CORP CH N 2 2028-08-11 Floating 6.442 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG SR UNSECURED REGS 09/29 0.65 ACI1FB9Q6 1200000.000000 PA 863149.090000 0.2928343 Long DBT CORP CH N 2 2029-09-10 Fixed 0.65 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 CROWN CASTLE 22823QN49 400000.000000 PA USD 399730.670000 0.1356137 Long DBT CORP US N 2 2023-01-04 None 0 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 CROWN CASTLE 22823QN56 600000.000000 PA USD 599514.400000 0.2033929 Long DBT CORP US N 2 2023-01-05 None 0 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/23 1.125 233853AB6 1000000.000000 PA USD 961058.340000 0.3260513 Long DBT CORP US N 2 2023-12-14 Fixed 1.125 N N N N N N DALLAS FORT WORTH INTERNATIONAL AIRPORT N/A DALLAS FORT WORTH TX INTERNATI DALAPT 11/51 FIXED 4.507 23503CAN7 1000000.000000 PA USD 901469.000000 0.3058348 Long DBT MUN US N 2 2051-11-01 Fixed 4.507 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S SR UNSECURED 144A 09/26 VAR 23636AAZ4 1200000.000000 PA USD 1058010.180000 0.3589434 Long DBT CORP DK N 2 2026-09-11 Floating 1.621 N N N N N N DBWF-2018-GLKS N/A DBWF MORTGAGE TRUST DBWF 2018 GLKS A 144A 23307GAA4 900000.000000 PA USD 874523.250000 0.2966931 Long ABS-MBS CORP US N 2 2030-12-19 Floating 5.469 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 373000.000000 PA USD 373279.200000 0.1266397 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST N/A DELTA AIR LINES 2020 AA PASS THRU CE 12/29 2 247361ZV3 1020618.200000 PA USD 870690.340000 0.2953928 Long DBT CORP US N 2 2029-12-10 Fixed 2 N N N N N N DELTA FNDG HOME EQ LN TR 1999-2 N/A DELTA FUNDING HOME EQUITY LOAN DELHE 1999 2 A7F 24763LFN5 10.600000 PA USD 10.390000 0.0000035 Long ABS-MBS CORP US N 2 2030-08-15 Fixed 7.03 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 11/25 VAR 251526CB3 2800000.000000 PA USD 2677579.410000 0.9084029 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 DUKE ENERGY CAROLINAS 1ST MORTGAGE 04/31 2.55 26442CBB9 1200000.000000 PA USD 1004726.540000 0.3408663 Long DBT CORP US N 2 2031-04-15 Fixed 2.55 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 DUKE ENERGY CORP 26244JN96 1000000.000000 PA USD 998730.280000 0.3388320 Long DBT CORP US N 2 2023-01-09 None 0 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 DUKE ENERGY CORP 26244JNB1 600000.000000 PA USD 599082.400000 0.2032463 Long DBT CORP US N 2 2023-01-11 None 0 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 DUKE ENERGY CORP 26244JNH8 600000.000000 PA USD 598610.400000 0.2030862 Long DBT CORP US N 2 2023-01-17 None 0 N N N N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 ELECTRONIC ARTS INC SR UNSECURED 02/31 1.85 285512AE9 1400000.000000 PA USD 1103740.220000 0.3744579 Long DBT CORP US N 2 2031-02-15 Fixed 1.85 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 ELEVANCE HEALTH INC SR UNSECURED 03/31 2.55 036752AP8 1200000.000000 PA USD 1011181.810000 0.3430563 Long DBT CORP US N 2 2031-03-15 Fixed 2.55 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375 29278GAM0 1000000.000000 PA USD 862967.200000 0.2927726 Long DBT CORP NL N 2 2026-07-12 Fixed 1.375 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.25 29278GAP3 1000000.000000 PA USD 729860.490000 0.2476145 Long DBT CORP NL N 2 2031-07-12 Fixed 2.25 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 ENTERGY CORP SR UNSECURED 09/26 2.95 29364GAJ2 2700000.000000 PA USD 2510338.660000 0.8516643 Long DBT CORP US N 2 2026-09-01 Fixed 2.95 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 EPR PROPERTIES COMPANY GUAR 04/25 4.5 26884UAB5 1400000.000000 PA USD 1329207.870000 0.4509507 Long DBT CORP US N 2 2025-04-01 Fixed 4.5 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 EQUINIX INC SR UNSECURED 05/31 2.5 29444UBS4 1200000.000000 PA USD 967129.690000 0.3281111 Long DBT CORP US N 2 2031-05-15 Fixed 2.5 N N N N N N EUROHOME UK MORTGAGES 2007-1 A N/A EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS B1VBS4II2 1192495.040000 PA 1375520.140000 0.4666627 Long ABS-MBS CORP GB N 2 2044-06-15 Floating 3.9463 N N N N N N EUROSAIL PLC 2007-3A N/A EUROSAIL PLC ESAIL 2007 3A A3C 144A 29880YAJ8 998660.000000 PA 1192319.980000 0.4045097 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 4.334 N N N N N N EUROSAIL PLC 2007-3X N/A EUROSAIL PLC ESAIL 2007 3X A3A REGS ACI01JMT5 1123681.800000 PA 1343036.160000 0.4556421 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 4.334 N N N N N N EUROSAIL-UK 2007-4BL PLC 4X N/A EUROSAIL PLC ESAIL 2007 4X A3 REGS BTGD2JII9 4424028.000000 PA 5257505.790000 1.7836757 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 4.334 N N N N N N EXPEDIA GROUP INC N/A EXPEDIA GROUP INC COMPANY GUAR 02/30 3.25 30212PAR6 800000.000000 PA USD 680381.970000 0.2308282 Long DBT CORP US N 2 2030-02-15 Fixed 3.25 N N N N N N FANNIE MAE REMICS 2010-109 N/A FANNIE MAE FNR 2010 109 N 31398NRZ9 631568.880000 PA USD 586328.840000 0.1989195 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2013-6 N/A FANNIE MAE FNR 2013 6 SN 3136ABP49 2271573.220000 PA USD 1864454.140000 0.6325398 Long ABS-MBS USGSE US N 2 2033-02-25 Floating 0 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANK BONDS 01/23 VAR 3130ATJ99 2900000.000000 PA USD 2900000.930000 0.9838622 Long DBT USGSE US N 2 2023-01-06 Floating 4.33 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL A22196 FG 05/34 FIXED 5 31296YNM1 34371.360000 PA USD 35049.110000 0.0118909 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL A83575 FG 12/38 FIXED 5 3129296L1 267439.670000 PA USD 271636.950000 0.0921563 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL C90804 FG 03/24 FIXED 5 31335H3M3 8070.590000 PA USD 8050.460000 0.0027312 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL C91186 FG 06/28 FIXED 5 3128P7J79 16879.750000 PA USD 17000.630000 0.0057677 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL G04731 FG 04/38 FIXED 5.5 3128M6SU3 95605.880000 PA USD 99334.550000 0.0337005 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL QE3449 FR 06/52 FIXED 3 3133BCZN0 640684.420000 PA USD 563194.050000 0.1910707 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL QE3704 FR 05/52 FIXED 3 3133BDDH5 2463821.470000 PA USD 2165821.990000 0.7347827 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL QE4224 FR 06/52 FIXED 3 3133BDVR3 615388.280000 PA USD 540990.200000 0.1835378 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL QE6099 FR 07/52 FIXED 3 3133BFX47 809288.700000 PA USD 711473.840000 0.2413766 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL RA6992 FR 03/52 FIXED 3 3133KNXV0 799999.960000 PA USD 703214.300000 0.2385744 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL SD8220 FR 06/52 FIXED 3 3132DWDZ3 9999992.100000 PA USD 8791047.860000 2.9824748 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL SD8225 FR 07/52 FIXED 3 3132DWD67 793938.890000 PA USD 697589.440000 0.2366661 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL SD8235 FR 08/52 FIXED 3 3132DWEG4 2291027.100000 PA USD 2013194.500000 0.6830018 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL SD8242 FR 09/52 FIXED 3 3132DWEP4 18999983.280000 PA USD 16701939.670000 5.6663455 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3 N N N N N N FIRSTMAC MORTGAGE FUNDING TRUST 2018-1 N/A FIRSTMAC MORTGAGE FUNDING TRUS FMACB 2018 1 A1A ACI11D2X9 605948.700000 PA 412276.120000 0.1398699 Long ABS-MBS CORP AU N 2 2049-03-08 Floating 4.0564 N N N N N N FIRSTMAC MORTGAGE FUNDING TRUST 2018-1 N/A FIRSTMAC MORTGAGE FUNDING TRUS FMACB 2018 1 A1B ACI11DPY2 1500000.000000 PA 1021572.090000 0.3465813 Long ABS-MBS CORP AU N 2 2049-03-08 Floating 4.3064 N N N N N N FLAGSHIP CREDIT AUTO TRUST 2022-2 N/A FLAGSHIP CREDIT AUTO TRUST FCAT 2022 2 A3 144A 33844XAE8 800000.000000 PA USD 777639.120000 0.2638240 Long ABS-O CORP US N 2 2026-12-15 Fixed 4.03 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 745516 FN 05/36 FIXED VAR 31403DGZ6 13002.820000 PA USD 13479.670000 0.0045731 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 881635 FN 02/36 FIXED 5.5 31409XPU7 31245.980000 PA USD 32430.650000 0.0110025 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AH3690 FN 01/41 FIXED 4.5 3138A5C42 3382.880000 PA USD 3290.540000 0.0011164 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AH7310 FN 02/31 FIXED 4.5 3138A9DQ4 10158.290000 PA USD 9989.780000 0.0033892 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AI0097 FN 04/41 FIXED 4.5 3138ADDB8 14549.590000 PA USD 14436.990000 0.0048979 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AL5548 FN 05/38 FLOATING VAR 3138ENEW5 537493.030000 PA USD 545963.410000 0.1852250 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 3.555 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AL7183 FN 01/36 FLOATING VAR 3138EP6V1 944675.760000 PA USD 962927.900000 0.3266855 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 3.631 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AO8268 FN 07/42 FIXED 4.5 3138M0FJ4 84725.290000 PA USD 82547.650000 0.0280053 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.5 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 PIMCO PRV SHORT TERM FLT III MUTUAL FUND 000000000 533689.100000 PA USD 5185323.310000 1.7591869 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A FNMA POOL AW4568 FN 06/29 FIXED 3 3138XUCE0 32139.390000 PA USD 30937.320000 0.0104959 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL BJ0647 FN 03/48 FIXED 3.5 3140H1WH9 76885.450000 PA USD 71294.240000 0.0241875 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL BJ3524 FN 11/47 FIXED 4 3140H44J0 2982095.290000 PA USD 2847139.730000 0.9659284 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL BV2586 FN 07/52 FIXED 3 3140MF2U6 5060554.560000 PA USD 4449092.810000 1.5094113 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL BV5622 FN 06/52 FIXED 3 3140MKG89 590441.850000 PA USD 519045.320000 0.1760927 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL BW4143 FN 07/52 FIXED 3 3140MVS90 991938.220000 PA USD 871940.600000 0.2958169 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3 N N N N N N FREDDIE MAC 4790 N/A FREDDIE MAC FHR 4790 F 3137F5BX6 306695.890000 PA USD 296315.340000 0.1005287 Long ABS-MBS USGSE US N 2 2043-10-15 Floating 4.50786 N N N N N N FRESENIUS MEDICAL CARE US FINANCE III INC 5299006ZHLMXOOUVTU44 FRESENIUS MED CARE III COMPANY GUAR 144A 12/26 1.875 35805BAC2 1200000.000000 PA USD 1019141.100000 0.3457566 Long DBT CORP US N 2 2026-12-01 Fixed 1.875 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 GA GLOBAL FUNDING TRUST SR SECURED 144A 12/23 1.25 36143L2F1 1000000.000000 PA USD 959843.330000 0.3256391 Long DBT CORP US N 2 2023-12-08 Fixed 1.25 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 GEORGIA POWER CO SR UNSECURED 03/51 3.25 373334KP5 1100000.000000 PA USD 762095.090000 0.2585505 Long DBT CORP US N 2 2051-03-15 Fixed 3.25 N N N N N N GLOBE LIFE INC 5493001JFHKQOPP6XA71 GLOBE LIFE INC SR UNSECURED 08/30 2.15 37959EAA0 1000000.000000 PA USD 794416.430000 0.2695159 Long DBT CORP US N 2 2030-08-15 Fixed 2.15 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-2 N/A GM FINANCIAL SECURITIZED TERM GMCAR 2022 2 A2 362585AB7 814555.420000 PA USD 805701.530000 0.2733445 Long ABS-O CORP US N 2 2025-05-16 Fixed 2.52 N N N N N N GNMA PASS THRU POOLS N/A GNMA POOL AY4224 GN 05/47 FIXED 5 36196TVR2 25827.590000 PA USD 25984.710000 0.0088156 Long ABS-MBS USGSE US N 2 2047-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A GNMA POOL BB3477 GN 09/47 FIXED 5 3617AT2J1 68704.690000 PA USD 69241.940000 0.0234912 Long ABS-MBS USGSE US N 2 2047-09-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A GNMA POOL BP1218 GN 09/49 FIXED 4 3617L7K73 372345.090000 PA USD 355278.520000 0.1205328 Long ABS-MBS USGSE US N 2 2049-09-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A GNMA POOL BP6229 GN 11/49 FIXED 3 3617LC4N5 644248.140000 PA USD 572819.690000 0.1943364 Long ABS-MBS USGSE US N 2 2049-11-15 Fixed 3 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR 38141GVX9 900000.000000 PA USD 916500.950000 0.3109346 Long DBT CORP US N 2 2027-10-28 Floating 6.12386 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 11/24 5.7 38141GZV9 700000.000000 PA USD 708839.660000 0.2404829 Long DBT CORP US N 2 2024-11-01 Fixed 5.7 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-145 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2010 145 LO 38377NMW1 2431237.500000 PA USD 2124473.920000 0.7207548 Long ABS-MBS USGSE US N 2 2039-11-20 None 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM 38376RAT3 322259.810000 PA USD 319382.060000 0.1083544 Long ABS-MBS USGSE US N 2 2065-04-20 Floating 3.59271 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H23 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H23 FA 38376RHD1 1501321.250000 PA USD 1475478.710000 0.5005749 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 4.38078 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F 38375UXM7 1781683.420000 PA USD 1759647.920000 0.5969829 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 4.64157 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H14 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H14 FA 38376RVV5 1632402.270000 PA USD 1616833.400000 0.5485313 Long ABS-MBS USGSE US N 2 2066-06-20 Floating 4.58475 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H18 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H18 FA 38376RXY7 1853601.100000 PA USD 1832971.630000 0.6218589 Long ABS-MBS USGSE US N 2 2066-08-20 Floating 4.59157 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-182 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 182 FW 38380UAY9 592572.050000 PA USD 550874.000000 0.1868910 Long ABS-MBS USGSE US N 2 2047-05-20 Floating 2.46942 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H07 FG 38376RY26 1256286.320000 PA USD 1246371.830000 0.4228475 Long ABS-MBS USGSE US N 2 2067-02-20 Floating 4.30157 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FD 38376R5D4 188742.980000 PA USD 184256.600000 0.0625114 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 4.31157 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE 38376R5H5 2187806.790000 PA USD 2178036.700000 0.7389267 Long ABS-MBS USGSE US N 2 2067-06-20 Floating 3.37857 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H16 KF 38375UG53 1126818.890000 PA USD 1116043.350000 0.3786319 Long ABS-MBS USGSE US N 2 2067-08-20 Floating 4.59157 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H25 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H25 FA 38382YB85 701288.480000 PA USD 708323.810000 0.2403079 Long ABS-MBS USGSE US N 2 2072-11-20 Floating 4.96571 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H26 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H26 DF 38382YJ20 400000.000000 PA USD 401123.800000 0.1360864 Long ABS-MBS USGSE US N 2 2072-12-20 Floating 4.77 N N N N N N GREAT HALL MORTGAGES PLC 2007-2X N/A GREAT HALL MORTGAGES PLC GHM 2007 2X AC REGS B1Z97QII7 754737.420000 PA USD 740315.140000 0.2511613 Long ABS-MBS CORP GB N 2 2039-06-18 Floating 4.86771 N N N N N N GS MORTGAGE SECURITIES CORP II 2022-GTWY N/A GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A 36266DAA2 800000.000000 PA USD 807297.120000 0.2738858 Long ABS-MBS CORP US N 2 2039-08-15 Floating 7.736 N N N N N N GS MORTGAGE SECURITIES TRUST 2016-GS4 N/A GS MORTGAGE SECURITIES TRUST GSMS 2016 GS4 AAB 36251XAS6 2720468.660000 PA USD 2611334.070000 0.8859283 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.278 N N N N N N GSR MORTGAGE LOAN TRUST 2005-AR1 N/A GSR MORTGAGE LOAN TRUST GSR 2005 AR1 1A1 36242DUL5 206188.750000 PA USD 187738.200000 0.0636926 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.36668 N N N N N N HOMEBANC MORTGAGE TRUST 2005-1 N/A HOMEBANC MORTGAGE TRUST HMBT 2005 1 A1 43739EAP2 270867.430000 PA USD 225759.090000 0.0765916 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.88871 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 HOST HOTELS + RESORTS LP SR UNSECURED 04/24 3.875 44107TAX4 2900000.000000 PA USD 2823928.770000 0.9580538 Long DBT CORP US N 2 2024-04-01 Fixed 3.875 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 11/28 VAR 404280DR7 600000.000000 PA USD 631636.700000 0.2142908 Long DBT CORP GB N 2 2028-11-03 Floating 7.39 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65 44409MAB2 1100000.000000 PA USD 941836.180000 0.3195299 Long DBT CORP US N 2 2029-04-01 Fixed 4.65 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 HUMANA INC. 44486JNA3 300000.000000 PA USD 299572.190000 0.1016337 Long DBT CORP US N 2 2023-01-10 None 0 N N N N N N HUNGARY GOVT 5299003F3UFKGCCMAP43 NATIONAL BK HUNGARY BILL BILLS 01/23 0.00000 ACI2BMD22 153000000.000000 PA 410190.420000 0.1391623 Long DBT MUN HU N 2 2023-01-03 None 0 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/24 1 44891ABY2 450000.000000 PA USD 416044.360000 0.1411483 Long DBT CORP US N 2 2024-09-17 Fixed 1 N N N N N N IMPAC CMB TR 2004-6 N/A IMPAC CMB TRUST IMM 2004 6 1A2 45254NKD8 937909.330000 PA USD 896802.450000 0.3042516 Long ABS-MBS CORP US N 2 2034-10-25 Floating 5.16871 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125 45262BAA1 1500000.000000 PA USD 1434869.610000 0.4867978 Long DBT CORP GB N 2 2024-07-26 Fixed 3.125 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 03/28 VAR 456837BB8 800000.000000 PA USD 749257.210000 0.2541950 Long DBT CORP NL N 2 2028-03-28 Floating 4.017 N N N N N N INTEGRIS BAPTIST MEDICAL CENTER 549300S00ZKDLJSB3927 INTEGRIS BAPTIST MEDICAL SR SECURED 08/50 3.875 45834QAA7 1600000.000000 PA USD 1163495.070000 0.3947305 Long DBT CORP US N 2 2050-08-15 Fixed 3.875 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ISRAEL MAKAM BILL BILLS 01/23 0.00000 ACI22SVD5 3000000.000000 PA 853073.110000 0.2894159 Long DBT MUN IL N 2 2023-01-04 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ISRAEL MAKAM BILL BILLS 03/23 0.00000 ACI240MX0 6400000.000000 PA 1810018.920000 0.6140719 Long DBT MUN IL N 2 2023-03-02 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ISRAEL MAKAM BILL BILLS 04/23 0.00000 ACI254262 5400000.000000 PA 1521822.820000 0.5162978 Long DBT MUN IL N 2 2023-04-05 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ISRAEL MAKAM BILL BILLS 05/23 0.00000 ACI25PW54 3200000.000000 PA 899710.380000 0.3052382 Long DBT MUN IL N 2 2023-05-03 None 0 N N N N N N J.P. MORGAN MORTGAGE TRUST 2022-LTV2 N/A JP MORGAN MORTGAGE TRUST JPMMT 2022 LTV2 A3 144A 46655LAE4 866950.390000 PA USD 769299.440000 0.2609946 Long ABS-MBS CORP US N 2 2052-09-25 Variable 3.5 N N N N N N JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST N/A JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75 477143AH4 1298817.860000 PA USD 1069063.600000 0.3626934 Long DBT CORP US N 2 2033-11-15 Fixed 2.75 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR 46647PCB0 1200000.000000 PA USD 1055777.030000 0.3581858 Long DBT CORP US N 2 2027-04-22 Floating 1.578 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4 N/A JPMDB COMMERCIAL MORTGAGE SECU JPMDB 2016 C4 ASB 46646RAK9 2772154.240000 PA USD 2639588.440000 0.8955140 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 2.9941 N N N N N N LANDMARK MORTGAGE SECURITIES NO 3 PLC N/A LANDMARK MORTGAGE SECURITIES P LMS 3 A REGS ACI0B57H7 244497.410000 PA 277314.730000 0.0940825 Long ABS-MBS CORP GB N 2 2044-04-17 Floating 3.6681 N N N N N N LEASEPLAN CORPORATION NV 724500C60L930FVHS484 LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875 52206AAD2 1200000.000000 PA USD 1126805.510000 0.3822831 Long DBT CORP NL N 2 2024-10-24 Fixed 2.875 N N N N N N LIBERTY LENDING ABS TRUST 2022-1A N/A REACH FINANCIAL LLC REACH 2022 1A A 144A 50203YAA3 474888.900000 PA USD 465191.190000 0.1578220 Long ABS-O CORP US N 2 2029-11-15 Fixed 3.76 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC SR UNSECURED 03/25 4 ACI115ML0 2100000.000000 PA 1376987.150000 0.4671604 Long DBT CORP GB N 2 2025-03-07 Fixed 4 N N N N N N LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES & COMMUNITY DEVELOPMENT AUTH 5493004WIZ1HV87IVF85 LOUISIANA ST LOCAL GOVT ENVRNM LASGOV 02/33 FIXED 4.145 54627RAM2 800000.000000 PA USD 758484.240000 0.2573254 Long DBT MUN US N 2 2033-02-01 Fixed 4.145 N N N N N N LUDGATE FUNDING PLC 2006-1X N/A LUDGATE FUNDING PLC LGATE 2006 1X A2A REGS ACI00QMR4 1856107.460000 PA 2109304.820000 0.7156085 Long ABS-MBS CORP GB N 2 2060-12-01 Floating 3.8693 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 WARNERMEDIA HOLDINGS INC COMPANY GUAR 144A 03/27 3.755 55903VAG8 900000.000000 PA USD 811757.660000 0.2753991 Long DBT CORP US N 2 2027-03-15 Fixed 3.755 N N N N N N MANSARD MORTGAGES PLC 2007-1X N/A MANSARD MORTGAGES PLC MANSD 2007 1X A2 REGS 993XQKII7 556548.740000 PA 634586.770000 0.2152916 Long ABS-MBS CORP GB N 2 2047-04-15 Floating 3.13085 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 MASCO CORP SR UNSECURED 02/28 1.5 574599BS4 1200000.000000 PA USD 995461.380000 0.3377229 Long DBT CORP US N 2 2028-02-15 Fixed 1.5 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 12/27 5.05 57629WDL1 600000.000000 PA USD 604000.760000 0.2049149 Long DBT CORP US N 2 2027-12-07 Fixed 5.05 N N N N N N MASTR ADJUSTABLE RATE MTGES TRU 2004-13 N/A MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7 576433UM6 382428.700000 PA USD 344892.860000 0.1170093 Long ABS-MBS CORP US N 2 2034-11-21 Floating 3.87398 N N N N N N MERRILL LYNCH MORTGAGE INVS 2005-WMC1 N/A MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC1 M2 59020UQW8 474122.130000 PA USD 462459.820000 0.1568954 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.18371 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 MID AMERICA APARTMENTS SR UNSECURED 06/28 4.2 59523UAP2 700000.000000 PA USD 665130.360000 0.2256539 Long DBT CORP US N 2 2028-06-15 Fixed 4.2 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/52 2.7 595620AW5 1000000.000000 PA USD 644967.650000 0.2188135 Long DBT CORP US N 2 2052-08-01 Fixed 2.7 N N N N N N MLCC MORTGAGE INVESTORS INC 2003-G N/A MLCC MORTGAGE INVESTORS INC MLCC 2003 G A2 5899295W4 65361.400000 PA USD 63235.440000 0.0214534 Long ABS-MBS CORP US N 2 2029-01-25 Floating 5.90529 N N N N N N MLCC MORTGAGE INVESTORS INC 2005-3 N/A MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A 59020UL78 119538.410000 PA USD 111963.980000 0.0379852 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.88871 N N N N N N MONONGAHELA POWER COMPANY N/A MONONGAHELA POWER CO 1ST MORTGAGE 144A 05/27 3.55 610202BR3 2800000.000000 PA USD 2635977.620000 0.8942889 Long DBT CORP US N 2 2027-05-15 Fixed 3.55 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C21 N/A MORGAN STANLEY BAML TRUST MSBAM 2015 C21 A3 61764XBH7 5242630.840000 PA USD 4978845.770000 1.6891368 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 3.077 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 N/A MORGAN STANLEY CAPITAL I TRUST MSC 2016 UB12 ASB 61691EAY1 1804935.690000 PA USD 1715258.720000 0.5819233 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.436 N N N N N N MORGAN STANLEY DIRECT LENDING FUND 549300QEX22T2J8IB029 MORGAN STANLEY DIRECT SR UNSECURED 02/27 4.5 61774AAD5 900000.000000 PA USD 832400.800000 0.2824026 Long DBT CORP US N 2 2027-02-11 Fixed 4.5 N N N N N N NATIONAL GRID NORTH AMERICA INC (AKA: NATIONAL GRID HOLDINGS INC) 5Q3U0WRKWZZGRMPYFT08 NATIONAL GRID HOLDINGS 63627BNP7 400000.000000 PA USD 398755.200000 0.1352828 Long DBT CORP US N 2 2023-01-23 None 0 N N N N N N NEW YORK ST ELECTRIC & GAS CORP 549300GEC6J0YHUXA160 NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/30 1.95 649840CS2 1200000.000000 PA USD 932512.030000 0.3163666 Long DBT CORP US N 2 2030-10-01 Fixed 1.95 N N N N N N NEW YORK ST ELECTRIC & GAS CORP 549300GEC6J0YHUXA160 NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/31 2.15 649840CT0 900000.000000 PA USD 703653.540000 0.2387234 Long DBT CORP US N 2 2031-10-01 Fixed 2.15 N N N N N N NEW YORK STATE URBAN DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 NEW YORK ST URBAN DEV CORP REV NYSDEV 03/25 FIXED 1.115 650036AT3 1100000.000000 PA USD 1019674.810000 0.3459377 Long DBT MUN US N 2 2025-03-15 Fixed 1.115 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL COMPANY GUAR 06/30 2.25 65339KBR0 1300000.000000 PA USD 1072014.720000 0.3636946 Long DBT CORP US N 2 2030-06-01 Fixed 2.25 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 AGREE LP COMPANY GUAR 10/30 2.9 008513AA1 1100000.000000 PA USD 895726.190000 0.3038865 Long DBT CORP US N 2 2030-10-01 Fixed 2.9 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 654744AC5 1100000.000000 PA USD 999148.330000 0.3389738 Long DBT CORP JP N 2 2027-09-17 Fixed 4.345 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 654744AD3 800000.000000 PA USD 680691.750000 0.2309333 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 AIA GROUP LTD SR UNSECURED REGS 03/23 3.125 ACI056SR7 3000000.000000 PA USD 2989597.590000 1.0142590 Long DBT CORP HK N 2 2023-03-13 Fixed 3.125 N N N N N N NORINCHUKIN BANK LTD 5493007VSMFZCPV1NB83 NORINCHUKIN BANK SR UNSECURED 144A 09/31 2.08 656029AH8 1000000.000000 PA USD 773566.610000 0.2624423 Long DBT CORP JP N 2 2031-09-22 Fixed 2.08 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 ODEBRECHT DRILL VIII/IX SR SECURED 144A 12/26 7.35 675757AC2 513.000000 PA USD 283.430000 0.0000962 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/26 7.35 G67106AC1 1491516.000000 PA USD 824062.590000 0.2795737 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 ODBRCHT OFFSHRE DRLL FIN SR SECURED 144A 12/26 7.72 67576GAD9 2378851.000000 PA USD 636342.640000 0.2158873 Long DBT CORP KY N 2 2026-12-01 Fixed 7.72 N N Y N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000 67576JAB7 364591.000000 PA USD 893.250000 0.0003030 Long DBT CORP KY N 2 2023-02-06 None 0 N N N N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A ODEBRECHT OIL + FINANCE COMPANY GUAR REGS 12/99 0.0000 000000000 572125.000000 PA USD 1401.710000 0.0004755 Long DBT CORP KY N 2 2023-02-06 None 0 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/26 5.25 681936BH2 1400000.000000 PA USD 1372481.660000 0.4656319 Long DBT CORP US N 2 2026-01-15 Fixed 5.25 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 OMEGA HLTHCARE INVESTORS COMPANY GUAR 08/23 4.375 681936BJ8 289000.000000 PA USD 287423.720000 0.0975122 Long DBT CORP US N 2 2023-08-01 Fixed 4.375 N N N N N N ONE 2021-PARK MORTGAGE TRUST N/A ONE PARK MORTGAGE TRUST ONP 2021 PARK A 144A 682413AA7 700000.000000 PA USD 667586.010000 0.2264870 Long ABS-MBS CORP US N 2 2036-03-15 Floating 5.15048 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 11/29 6.15 68389XCH6 300000.000000 PA USD 312099.780000 0.1058838 Long DBT CORP US Y 2 2029-11-09 Fixed 6.15 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORPORATION 6840C3NS8 600000.000000 PA USD 597927.750000 0.2028546 Long DBT CORP US N 2 2023-01-26 None 0 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORPORATION 6840C3NT6 600000.000000 PA USD 597847.730000 0.2028274 Long DBT CORP US N 2 2023-01-27 None 0 N N N N N N ALBA PLC 2007-1 N/A ALBA PLC ALBA 2007 1 A3 REGS 995NAMII0 2269410.000000 PA 2586902.540000 0.8776396 Long ABS-MBS CORP GB N 2 2039-03-17 Floating 3.64839 N N N N N N ORLANDO HEALTH OBLIGATED GROUP N/A ORLANDO HEALTH OBL GRP SR UNSECURED 10/50 3.327 686514AH3 800000.000000 PA USD 557321.510000 0.1890784 Long DBT CORP US N 2 2050-10-01 Fixed 3.327 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED REGS 08/26 8.2 715638AY8 1000000.000000 PA 275846.450000 0.0935844 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED REGS 08/28 6.35 P78024AC3 3700000.000000 PA 927282.810000 0.3145925 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 PIEDMONT OPERATING PARTN COMPANY GUAR 08/30 3.15 720198AE0 1200000.000000 PA USD 915414.680000 0.3105661 Long DBT CORP US N 2 2030-08-15 Fixed 3.15 N N N N N N PROVINCE OF ONTARIO CANADA C7PVKCRGLG18EBQGZV36 ONTARIO (PROVINCE OF) SR UNSECURED 11/29 1.55 68333ZAR8 1200000.000000 PA 761263.060000 0.2582682 Long DBT NUSS CA N 2 2029-11-01 Fixed 1.55 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 PROVINCE OF QUEBEC UNSECURED 01/26 6.35 74815HBZ4 600000.000000 PA USD 625443.980000 0.2121898 Long DBT NUSS CA N 2 2026-01-30 Fixed 6.35 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 PUBLIC SERVICE OKLAHOMA SR UNSECURED 08/31 2.2 744533BM1 900000.000000 PA USD 719150.580000 0.2439810 Long DBT CORP US N 2 2031-08-15 Fixed 2.2 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 PUBLIC STORAGE SR UNSECURED 09/30 0.5 ACI2080S2 800000.000000 PA 647189.480000 0.2195673 Long DBT CORP US N 2 2030-09-09 Fixed 0.5 N N N N N N READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC N/A READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A 755931AA0 699006.150000 PA USD 697949.950000 0.2367884 Long ABS-MBS CORP US N 2 2039-10-25 Floating 6.8745 N N N N N N REGENERON PHARMACEUTICALS 549300RCBFWIRX3HYQ56 REGENERON PHARMACEUTICAL SR UNSECURED 09/30 1.75 75886FAE7 1200000.000000 PA USD 929540.860000 0.3153586 Long DBT CORP US N 2 2030-09-15 Fixed 1.75 N N N N N N AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST N/A AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2 023765AA8 863400.000000 PA USD 750675.530000 0.2546762 Long DBT CORP US N 2 2029-12-15 Fixed 3.2 N N N N N N RESLOC UK PLC 2007-1X N/A RESLOC UK PLC RLOC 2007 1X A3A REGS B1XCDGII7 3330932.340000 PA 3403753.200000 1.1547666 Long ABS-MBS CORP GB N 2 2043-12-15 Floating 2.206 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25 76716XAA0 257428.240000 PA USD 261306.400000 0.0886515 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-3 N/A RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 76716XAB8 2032642.220000 PA USD 2114588.190000 0.7174009 Long DBT CORP US N 2 2027-01-06 Variable 9.75 N N N N N N RIPON MORTGAGES PLC 1RA N/A RIPON MORTGAGES PLC RIPON 1RA C 144A ACI23KGS5 1300000.000000 PA 1502016.410000 0.5095782 Long ABS-MBS CORP GB N 2 2056-08-28 Floating 4.29744 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ROMANIA UNSECURED 144A 02/27 3 000000000 900000.000000 PA USD 800316.000000 0.2715174 Long DBT NUSS RO N 2 2027-02-27 Fixed 3 N N N N N N AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A AMER AIRLINE 19 1A PTT PASS THRU CE 08/33 3.5 02378MAA9 1123757.790000 PA USD 854709.610000 0.2899711 Long DBT CORP US N 2 2033-08-15 Fixed 3.5 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 SAN DIEGO G + E SR SECURED 10/30 1.7 797440BZ6 1200000.000000 PA USD 951677.160000 0.3228686 Long DBT CORP US N 2 2030-10-01 Fixed 1.7 N N N N N N SBA TOWER TRUST N/A SBA TOWER TRUST ASSET BACKED 144A 07/52 2.328 78403DAR1 900000.000000 PA USD 755224.560000 0.2562195 Long DBT CORP US N 2 2052-07-15 Fixed 2.328 N N N N N N SBA TOWER TRUST N/A SBA TOWER TRUST SBAC 2014 2A C 144A 78403DAH3 1100000.000000 PA USD 1051962.010000 0.3568915 Long DBT CORP US N 2 2049-10-15 Fixed 3.869 N N N N N N SGSP AUSTRALIA ASSETS PTY LTD (AKA: SPI AUSTRALIA ASSETS PTY LTD) 254900BJJ12X7PJT5072 SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/26 3.25 BD9FJKII6 1500000.000000 PA USD 1383827.280000 0.4694810 Long DBT CORP AU N 2 2026-07-29 Fixed 3.25 N N N N N N SLM STUDENT LOAN TRUST 2005-4 N/A SLM STUDENT LOAN TRUST SLMA 2005 4 A3 78442GPG5 102799.920000 PA USD 102655.840000 0.0348273 Long ABS-O CORP US N 2 2027-01-25 Floating 4.47843 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2016-C N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2A 144A 78449KAB6 167340.390000 PA USD 159431.400000 0.0540891 Long ABS-O CORP US N 2 2034-09-15 Fixed 2.34 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE SR UNSECURED 144A 06/27 VAR 83368RBC5 1200000.000000 PA USD 1033887.230000 0.3507594 Long DBT CORP FR N 2 2027-06-09 Floating 1.792 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-D N/A SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 D A1 144A 83404LAA9 160984.870000 PA USD 160580.200000 0.0544789 Long ABS-O CORP US N 2 2039-01-25 Floating 5.33871 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7 842400HQ9 800000.000000 PA USD 784643.630000 0.2662003 Long DBT CORP US N 2 2027-06-01 Fixed 4.7 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST MORTGAGE 06/30 2.25 842400GU1 1400000.000000 PA USD 1156171.900000 0.3922460 Long DBT CORP US N 2 2030-06-01 Fixed 2.25 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 SOUTHERN CO SR UNSECURED 04/30 3.7 842587DE4 1000000.000000 PA USD 904885.920000 0.3069941 Long DBT CORP US N 2 2030-04-30 Fixed 3.7 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 SOUTHWESTERN ELEC POWER SR UNSECURED 09/28 4.1 845437BR2 1000000.000000 PA USD 949814.030000 0.3222365 Long DBT CORP US N 2 2028-09-15 Fixed 4.1 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6 85205TAK6 1100000.000000 PA USD 889936.320000 0.3019222 Long DBT CORP US N 2 2028-06-15 Fixed 4.6 N N N N N N SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A N/A SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1 84858DAA6 1620526.180000 PA USD 1445871.700000 0.4905304 Long DBT CORP US N 2 2029-10-01 Fixed 4.1 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 STANDARD CHARTERED PLC SR UNSECURED 144A 03/26 VAR 853254CJ7 800000.000000 PA USD 764785.100000 0.2594631 Long DBT CORP GB N 2 2026-03-30 Floating 3.971 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 STIFEL FINANCIAL CORP SR UNSECURED 05/30 4 860630AG7 1300000.000000 PA USD 1130404.670000 0.3835042 Long DBT CORP US N 2 2030-05-15 Fixed 4 N N N N N N STRUCTURED ARM LOAN TRUST 2004-12 N/A STRUCTURED ADJUSTABLE RATE MOR SARM 2004 12 9A 863579BA5 873278.580000 PA USD 858600.340000 0.2912911 Long ABS-MBS CORP US N 2 2034-09-25 Floating 3.9892 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 09/28 1.902 86562MCG3 900000.000000 PA USD 743241.970000 0.2521543 Long DBT CORP JP N 2 2028-09-17 Fixed 1.902 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T MOBILE USA INC COMPANY GUAR 10/52 3.4 87264ACT0 900000.000000 PA USD 608790.680000 0.2065400 Long DBT CORP US N 2 2052-10-15 Fixed 3.4 N N N N N N THARALDSON HOTEL PORTFOLIO TRUST 2018 N/A THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL A 144A 88327HAA1 2430240.790000 PA USD 2364734.860000 0.8022664 Long ABS-MBS CORP US N 2 2034-11-11 Floating 5.268 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/31 FIXED 2.951 88880LAN3 1000000.000000 PA USD 810342.900000 0.2749191 Long DBT MUN US N 2 2031-06-01 Fixed 2.951 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC N/A TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A ACI19VH23 839066.820000 PA 1008423.070000 0.3421204 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 3.99923 N N N N N N TOWD POINT MORTGAGE TRUST 2019-4 N/A TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A 89178BAA2 1462256.200000 PA USD 1364640.510000 0.4629717 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.9 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE 01F022618 1000000.000000 PA USD 846983.060000 0.2873498 Long ABS-MBS USGSE US N 2 2053-01-12 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE 01F032625 17914000.000000 PA USD 16287429.580000 5.5257177 Long ABS-MBS USGSE US N 2 2053-02-13 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE 01F040610 11900000.000000 PA USD 11161872.040000 3.7868071 Long ABS-MBS USGSE US N 2 2053-01-12 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE 01F042624 7900000.000000 PA USD 7605219.240000 2.5801674 Long ABS-MBS USGSE US N 2 2053-02-13 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE 01F050619 5900000.000000 PA USD 5814650.070000 1.9726940 Long ABS-MBS USGSE US N 2 2053-01-12 Fixed 5 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE 01F050627 9000000.000000 PA USD 8868398.940000 3.0087172 Long ABS-MBS USGSE US N 2 2053-02-13 Fixed 5 N N N N N N UNITED AIRLINES 2015-1 CLASS AA PASS THROUGH TRUST N/A UNITED AIR 2015 1 AA PTT PASS THRU CE 06/29 3.45 90932LAA5 205711.880000 PA USD 183343.350000 0.0622016 Long DBT CORP US N 2 2029-06-01 Fixed 3.45 N N N N N N UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST N/A UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7 90932JAA0 1061429.280000 PA USD 859387.810000 0.2915582 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 AON CORP COMPANY GUAR 05/30 2.8 037389BE2 1100000.000000 PA USD 940646.810000 0.3191264 Long DBT CORP US N 2 2030-05-15 Fixed 2.8 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TSY INFL IX N/B 01/32 0.125 91282CDX6 645018.000000 PA USD 565457.310000 0.1918386 Long DBT UST US N 2 2032-01-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TSY INFL IX N/B 02/49 1 912810SG4 236852.000000 PA USD 198215.260000 0.0672470 Long DBT UST US N 2 2049-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TSY INFL IX N/B 02/50 0.25 912810SM1 231822.000000 PA USD 156552.800000 0.0531125 Long DBT UST US N 2 2050-02-15 Fixed 0.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TSY INFL IX N/B 02/51 0.125 912810SV1 228924.000000 PA USD 147657.950000 0.0500948 Long DBT UST US N 2 2051-02-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TSY INFL IX N/B 07/31 0.125 91282CCM1 3224394.000000 PA USD 2851355.280000 0.9673586 Long DBT UST US N 2 2031-07-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TSY INFL IX N/B 07/32 0.625 91282CEZ0 1846170.000000 PA USD 1692491.950000 0.5741994 Long DBT UST US N 2 2032-07-15 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/42 2.375 912810TF5 500000.000000 PA USD 382001.960000 0.1295990 Long DBT UST US N 2 2042-02-15 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/43 3.125 912810QZ4 1930000.000000 PA USD 1648340.630000 0.5592205 Long DBT UST US N 2 2043-02-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/45 2.5 912810RK6 8000000.000000 PA USD 6030468.720000 2.0459132 Long DBT UST US N 2 2045-02-15 Fixed 2.5 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 APPALACHIAN POWER CO SR UNSECURED 04/31 2.7 037735CZ8 1200000.000000 PA USD 990067.700000 0.3358931 Long DBT CORP US N 2 2031-04-01 Fixed 2.7 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/42 3.25 912810TH1 4300000.000000 PA USD 3771906.250000 1.2796672 Long DBT UST US N 2 2042-05-15 Fixed 3.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/49 2.875 912810SH2 2800000.000000 PA USD 2254546.870000 0.7648837 Long DBT UST US N 2 2049-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/42 2.75 912810QX9 400000.000000 PA USD 321992.190000 0.1092399 Long DBT UST US N 2 2042-08-15 Fixed 2.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/42 3.375 912810TK4 300000.000000 PA USD 268218.750000 0.0909966 Long DBT UST US N 2 2042-08-15 Fixed 3.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/44 3.125 912810RH3 4700000.000000 PA USD 3975906.250000 1.3488768 Long DBT UST US N 2 2044-08-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/50 1.375 912810SP4 900000.000000 PA USD 500431.640000 0.1697778 Long DBT UST US N 2 2050-08-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/40 1.375 912810ST6 11100000.000000 PA USD 7222371.070000 2.4502813 Long DBT UST US N 2 2040-11-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/43 3.75 912810RD2 2500000.000000 PA USD 2345507.800000 0.7957434 Long DBT UST US N 2 2043-11-15 Fixed 3.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/51 1.875 912810TB4 1000000.000000 PA USD 633710.940000 0.2149945 Long DBT UST US N 2 2051-11-15 Fixed 1.875 N N N N N N UNITED WHOLESALE MORTGAGE LLC 2021-INV3 N/A UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV3 A3 144A 90355RAC6 1096204.600000 PA USD 885204.730000 0.3003170 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.5 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS SR UNSECURED 03/31 2.55 92343VGJ7 1400000.000000 PA USD 1154758.120000 0.3917664 Long DBT CORP US N 2 2031-03-21 Fixed 2.55 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS SR UNSECURED 09/41 2.85 92343VGL2 900000.000000 PA USD 622811.030000 0.2112966 Long DBT CORP US N 2 2041-09-03 Fixed 2.85 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 VMWARE INC SR UNSECURED 08/28 1.8 928563AK1 1000000.000000 PA USD 818350.540000 0.2776358 Long DBT CORP US N 2 2028-08-15 Fixed 1.8 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 VW CR INC 91842KNR3 600000.000000 PA USD 597971.570000 0.2028695 Long DBT CORP US N 2 2023-01-25 None 0 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 WALT DISNEY COMPANY/THE COMPANY GUAR 01/31 2.65 254687FX9 900000.000000 PA USD 770467.530000 0.2613909 Long DBT CORP US N 2 2031-01-13 Fixed 2.65 N N N N N N WASHINGTON MUTUAL 2005-AR13 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 92922F4M7 1574472.340000 PA USD 1456196.720000 0.4940333 Long ABS-MBS CORP US N 2 2045-10-25 Floating 4.96871 N N N N N N WASHINGTON MUTUAL 2005-AR8 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 1A1A 92922FR67 72847.510000 PA USD 67412.820000 0.0228707 Long ABS-MBS CORP US N 2 2045-07-25 Floating 4.92871 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR 95000U2V4 800000.000000 PA USD 742245.750000 0.2518163 Long DBT CORP US N 2 2028-03-24 Floating 3.526 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C36 N/A WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C36 ASB 95000MBQ3 3383165.850000 PA USD 3216812.200000 1.0913445 Long ABS-MBS CORP US N 2 2059-11-15 Fixed 2.933 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25 N/A WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 LC25 ASB 95000JAW8 3818469.100000 PA USD 3691655.830000 1.2524412 Long ABS-MBS CORP US N 2 2059-12-15 Fixed 3.486 N N N N N N WELLS FARGO HOME EQUITY ABS SER 2004-2 N/A WELLS FARGO HOME EQUITY TRUST WFHET 2004 2 A33 94980GBF7 687427.270000 PA USD 665524.530000 0.2257877 Long ABS-MBS CORP US N 2 2034-10-25 Floating 5.38871 N N N N N N WIPRO IT SERVICES LLC 549300S6XZZ65F0EJS98 WIPRO IT SERVICE COMPANY GUAR 144A 06/26 1.5 97654MAA4 1200000.000000 PA USD 1052897.600000 0.3572089 Long DBT CORP US N 2 2026-06-23 Fixed 1.5 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 03/25 5.5 983130AV7 2400000.000000 PA USD 2283374.300000 0.7746638 Long DBT CORP US N 2 2025-03-01 Fixed 5.5 N N N N N N N/A N/A FIXED INC CLEARING CORP.REPO 000000000 570000.000000 PA USD 570000.000000 0.1933798 Long RA US N 2 Repurchase N 1.9000000 2023-01-03 593200.000000 USD 581401.850000 USD UST N N N N/A N/A BOUGHT GBP SOLD USD 20230110 000000000 1.000000 NC -6735.990000 -0.0022853 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 744312.670000 USD 610000.000000 GBP 2023-01-10 -6735.990000 N N N N/A N/A SOLD ILS BOUGHT USD 20230302 000000000 1.000000 NC 4666.320000 0.0015831 N/A DFE IL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 495850.000000 ILS 146139.110000 USD 2023-03-02 4666.320000 N N N N/A N/A SOLD ILS BOUGHT USD 20230405 000000000 1.000000 NC 55954.080000 0.0189831 N/A DFE IL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2976000.000000 ILS 907123.480000 USD 2023-04-05 55954.080000 N N N N/A N/A SOLD PEN BOUGHT USD 20230505 000000000 1.000000 NC -4124.410000 -0.0013993 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 523085.180000 PEN 132209.070000 USD 2023-05-05 -4124.410000 N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 ARIZONA PUBLIC SERVICE SR UNSECURED 12/31 2.2 040555DD3 1000000.000000 PA USD 765512.900000 0.2597100 Long DBT CORP US N 2 2031-12-15 Fixed 2.2 N N N N N N N/A N/A SOLD HUF BOUGHT USD 20230103 000000000 1.000000 NC -19799.520000 -0.0067172 N/A DFE HU N 2 BNP Paribas S.A. N/A 152454554.000000 HUF 388928.570000 USD 2023-01-03 -19799.520000 N N N N/A N/A SOLD ILS BOUGHT USD 20230302 000000000 1.000000 NC 8814.550000 0.0029904 N/A DFE IL N 2 BNP Paribas S.A. N/A 954252.000000 ILS 281075.700000 USD 2023-03-02 8814.550000 N N N N/A N/A BRITISH TELECOMMUNICATIONS PL SNR SE ICE 000000000 1.000000 NC -34504.070000 -0.0117059 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BRITISH TELECOMMUNICATIONS PLC BRITISH TELECOM PLC WURO SR UNSEC Y Single Leg Swap 2028-06-20 0.000000 EUR -5782.710000 EUR 1000000.000000 EUR -28721.360000 N N N ASHFORD HOSPITALITY TRUST 2018-KEYS N/A ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A 04410CAA7 3000000.000000 PA USD 2892459.600000 0.9813037 Long ABS-MBS CORP US N 2 2035-06-15 Floating 5.318 N N N N N N N/A N/A CDX IG39 5Y ICE 000000000 1.000000 NC USD -73577.430000 -0.0249621 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.39 Y Single Leg Swap 2027-12-20 0.000000 USD -62793.860000 USD 8800000.000000 USD -10783.570000 N N N N/A N/A BOUGHT CLP SOLD USD 20230112 000000000 1.000000 NC 1517.980000 0.0005150 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 12397.780000 USD 11813223.000000 CLP 2023-01-12 1517.980000 N N N N/A N/A BOUGHT PEN SOLD USD 20230314 000000000 1.000000 NC 1139.600000 0.0003866 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 43260.930000 USD 169691.000000 PEN 2023-03-14 1139.600000 N N N N/A N/A BOUGHT PEN SOLD USD 20230410 000000000 1.000000 NC 23018.300000 0.0078093 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 518803.690000 USD 2075214.740000 PEN 2023-04-10 23018.300000 N N N N/A N/A SOLD AUD BOUGHT USD 20230216 000000000 1.000000 NC -20669.810000 -0.0070125 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1726841.000000 AUD 1157071.540000 USD 2023-02-16 -20669.810000 N N N N/A N/A SOLD AUD BOUGHT USD 20230216 000000000 1.000000 NC -37823.200000 -0.0128320 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2924159.000000 AUD 1956513.850000 USD 2023-02-16 -37823.200000 N N N N/A N/A SOLD ILS BOUGHT USD 20230104 000000000 1.000000 NC 95977.250000 0.0325615 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2999400.000000 ILS 949267.340000 USD 2023-01-04 95977.250000 N N N N/A N/A SOLD ILS BOUGHT USD 20230302 000000000 1.000000 NC 21269.980000 0.0072161 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2219188.000000 ILS 654434.680000 USD 2023-03-02 21269.980000 N N N N/A N/A SOLD ILS BOUGHT USD 20230405 000000000 1.000000 NC 48540.510000 0.0164680 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2381760.000000 ILS 729750.600000 USD 2023-04-05 48540.510000 N N N N/A N/A SOLD ILS BOUGHT USD 20230503 000000000 1.000000 NC 52389.340000 0.0177738 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3173120.000000 ILS 961638.940000 USD 2023-05-03 52389.340000 N N N N/A N/A SOLD PEN BOUGHT USD 20230125 000000000 1.000000 NC -13772.820000 -0.0046726 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1441237.000000 PEN 364981.010000 USD 2023-01-25 -13772.820000 N N N N/A N/A SOLD PEN BOUGHT USD 20230210 000000000 1.000000 NC -31332.930000 -0.0106301 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3571313.360000 PEN 905735.060000 USD 2023-02-10 -31332.930000 N N N N/A N/A SOLD PEN BOUGHT USD 20230314 000000000 1.000000 NC -6918.630000 -0.0023472 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1173816.090000 PEN 300216.400000 USD 2023-03-14 -6918.630000 N N N N/A N/A SOLD PEN BOUGHT USD 20230427 000000000 1.000000 NC -13966.400000 -0.0047383 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1846706.400000 PEN 467617.680000 USD 2023-04-27 -13966.400000 N N N N/A N/A SOLD ILS BOUGHT USD 20230302 000000000 1.000000 NC 25504.470000 0.0086527 N/A DFE IL N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 2677995.000000 ILS 789573.080000 USD 2023-03-02 25504.470000 N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC 0020A3N30 600000.000000 PA USD 599697.400000 0.2034550 Long DBT CORP US N 2 2023-01-03 None 0 N N N N N N N/A N/A EURO-OAT FUTURE MAR23 XEUR 20230308 000000000 -7.000000 NC 66329.310000 0.0225031 N/A DIR DE N 1 Eurex N/A Short N/A FRANCE GOVT 2023-03-08 -953877.540000 EUR 66329.310000 N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 06/31 2.75 00206RJY9 1300000.000000 PA USD 1080602.780000 0.3666082 Long DBT CORP US N 2 2031-06-01 Fixed 2.75 N N N N N N N/A N/A EURO-BUND FUTURE MAR23 XEUR 20230308 000000000 -94.000000 NC 861627.550000 0.2923181 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2023-03-08 -13375716.000000 EUR 861627.550000 N N N N/A N/A BOUGHT PEN SOLD USD 20230510 000000000 1.000000 NC 14544.180000 0.0049343 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 396340.080000 USD 1577037.190000 PEN 2023-05-10 14544.180000 N N N N/A N/A SOLD MXN BOUGHT USD 20230321 000000000 1.000000 NC -333.890000 -0.0001133 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 170000.000000 MXN 8269.570000 USD 2023-03-21 -333.890000 N N N N/A N/A BOUGHT EUR SOLD USD 20230110 000000000 1.000000 NC 1202.740000 0.0004080 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 235467.370000 USD 221000.000000 EUR 2023-01-10 1202.740000 N N N N/A N/A SOLD CAD BOUGHT USD 20230110 000000000 1.000000 NC 8078.040000 0.0027406 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1173000.000000 CAD 874430.120000 USD 2023-01-10 8078.040000 N N N N/A N/A SOLD CNH BOUGHT USD 20230510 000000000 1.000000 NC 14028.790000 0.0047594 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4499356.400000 CNY 670445.000000 USD 2023-05-10 14028.790000 N N N N/A N/A SOLD EUR BOUGHT USD 20230110 000000000 1.000000 NC -112488.470000 -0.0381631 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4926000.000000 EUR 5162791.830000 USD 2023-01-10 -112488.470000 N N N N/A N/A SOLD JPY BOUGHT USD 20230216 000000000 1.000000 NC -13787.300000 -0.0046775 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 29900000.000000 JPY 215309.440000 USD 2023-02-16 -13787.300000 N N N N/A N/A EURO-BTP FUTURE MAR23 XEUR 20230308 000000000 -7.000000 NC 60537.430000 0.0205381 N/A DIR DE N 1 Eurex N/A Short N/A ITALY GOVT 2023-03-08 -816153.510000 EUR 60537.430000 N N N N/A N/A CDX ITRAXX MAIN38 5Y ICE 000000000 1.000000 NC -18528.330000 -0.0062860 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 38 Y Single Leg Swap 2027-12-20 33871.440000 EUR 0.000000 EUR 3700000.000000 EUR -52399.770000 N N N N/A N/A JPN 10Y BOND(OSE) MAR23 XOSE 20230313 000000000 -1.000000 NC 21354.350000 0.0072447 N/A DIR JP N 1 OSAKA SECURITIES EXCHANGE N/A Short N/A JAPAN GOVT 2023-03-13 -1108351.110000 JPY 21354.350000 N N N N/A N/A SOLD GBP BOUGHT USD 20230110 000000000 1.000000 NC -24595.340000 -0.0083443 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 15219000.000000 GBP 18377338.190000 USD 2023-01-10 -24595.340000 N N N N/A N/A SOLD CNH BOUGHT USD 20230119 000000000 1.000000 NC -29.390000 -0.0000100 N/A DFE CN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 31000.000000 CNY 4455.310000 USD 2023-01-19 -29.390000 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5 05369AAH4 1000000.000000 PA USD 983065.280000 0.3335174 Long DBT CORP US N 2 2024-12-15 Fixed 5.5 N N N N N N N/A N/A ROLLS-ROYCE PLC SNR SE ICE 000000000 1.000000 NC -22306.720000 -0.0075678 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC Y Single Leg Swap 2024-12-20 0.000000 EUR -153756.120000 EUR 1100000.000000 EUR 131449.400000 N N N N/A N/A BOUGHT GBP SOLD USD 20230110 000000000 1.000000 NC 399.700000 0.0001356 N/A DFE GB N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 376852.630000 USD 312000.000000 GBP 2023-01-10 399.700000 N N N N/A N/A SOUTH AFRICA EM SP GST 000000000 1.000000 NC USD -5616.000000 -0.0019053 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2024-06-20 0.000000 USD -129847.600000 USD 3100000.000000 USD 124231.600000 N N N N/A N/A BOUGHT EUR SOLD USD 20230110 000000000 1.000000 NC 1352.700000 0.0004589 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 188197.570000 USD 177000.000000 EUR 2023-01-10 1352.700000 N N N 2023-02-09 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX