LLOYDS BANKING GROUP PLC SR UNSECURED 07/25 VAR

NPORT-P false 0000810893 XXXXXXXX S000037098 C000114210 C000114212 C000114209 C000200464 C000166287 C000114208 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Short Asset Investment Fund S000037098 1O6WJSO68YQ4C8FMUN43 2024-03-31 2024-03-31 N 2473548350.270000 54910681.000000 2418637669.270000 0.000000 0.000000 20393050.360000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 6400000.000000 0.000000 0.000000 0.000000 USD N Fund Securities Portfolio 0 LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC SR UNSECURED 07/25 VAR 53944YAL7 25000000.000000 PA USD 24870706.500000 1.02829 Long DBT CORP GB N 2 2025-07-09 Floating 3.87 N N N N N N VIBRANT CLO VI LTD 2017-6A N/A VIBRANT CLO LTD VIBR 2017 6A AR 144A 92558EAJ1 29211.770000 PA USD 29236.540000 0.0012088 Long ABS-CBDO CORP KY N 2 2029-06-20 Floating 6.54412 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 CANADIAN IMPERIAL BANK SR UNSECURED 10/24 VAR 13607HYE6 1028000.000000 PA USD 1028910.480000 0.0425409 Long DBT CORP CA N 2 2024-10-18 Floating 5.76324 N N N N N N CDP FINANCIAL INC 549300OXMGVYFCBFV096 CDP FINANCIAL INC COMPANY GUAR REGS 05/25 VAR C23264AU5 13825000.000000 PA USD 13845750.500000 0.572461 Long DBT CORP CA N 2 2025-05-19 Floating 5.726 N N N N N N FREDDIE MAC 2399 N/A FREDDIE MAC FHR 2399 XF 31339MXK9 107730.370000 PA USD 108663.140000 0.0044927 Long ABS-MBS USGSE US N 2 2032-01-15 Floating 6.38312 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 BAXTER INTERNATIONAL INC SR UNSECURED 11/24 VAR 071813DB2 10120000.000000 PA USD 10120085.310000 0.418421 Long DBT CORP US N 2 2024-11-29 Floating 5.76998 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 12356293.720000 0.510878 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.55548 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II LLC COMPANY GUAR REGS 07/24 3.375 U07265AN8 225000.000000 PA USD 223109.360000 0.0092246 Long DBT CORP US N 2 2024-07-15 Fixed 3.375 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 PHILLIPS 66 71855AD43 12200000.000000 PA USD 12187059.580000 0.503881 Long DBT CORP US N 2 2024-04-04 None 0 N N N N N N KKR CLO 9 LTD N/A KKR FINANCIAL CLO LTD KKR 9 AR2 144A 48250LAW9 15686065.840000 PA USD 15717596.710000 0.649853 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.5256 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 7000000.000000 PA USD 6939749.950000 0.286928 Long DBT CORP GB N 2 2024-07-26 Fixed 3.125 N N N N N N KANSAI ELECTRIC POWER CO INC 353800PFUKP5ONPJNZ86 KANSAI ELECTRIC POWER CO SR SECURED REGS 09/24 2.55 ACI1FH4Q8 6150000.000000 PA USD 6053531.350000 0.250287 Long DBT CORP JP N 2 2024-09-17 Fixed 2.55 N N N N N N APTIV PLC / APTIV CORP N/A APTIV PLC / APTIV CORP COMPANY GUAR 02/25 2.396 00217GAA1 500000.000000 PA USD 485479.490000 0.0200724 Long DBT CORP JE N 2 2025-02-18 Fixed 2.396 N N N N N N FANNIE MAE 2020-54 N/A FANNIE MAE FNR 2020 54 WF 3136BBGN6 2449258.310000 PA USD 2355461.270000 0.0973879 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 3.51711 N N N N N N FREDDIE MAC REMICS 4263 N/A FREDDIE MAC FHR 4263 FB 3137B5QC0 216570.280000 PA USD 213800.560000 0.0088397 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 5.83312 N N N N N N FANNIE MAE REMICS 2012-93 N/A FANNIE MAE FNR 2012 93 CF 3136A8JQ4 329727.750000 PA USD 323888.370000 0.0133914 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 5.73487 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 CITIBANK NA SR UNSECURED 09/25 VAR 17325FAZ1 1600000.000000 PA USD 1611120.560000 0.0666127 Long DBT CORP US N 2 2025-09-29 Floating 6.14468 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-37 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2010 37 FG 38376XJP9 1211487.310000 PA USD 1215703.290000 0.050264 Long ABS-MBS USGSE US N 2 2040-03-20 Floating 6.24323 N N N N N N N/A N/A US 5YR NOTE (CBT) JUN24 XCBT 20240628 000000000 1174.000000 NC USD -185298.960000 -0.0076613 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2024-06-28 125576726.860000 USD -185298.960000 N N N FANNIE MAE REMICS 2014-69 N/A FANNIE MAE FNR 2014 69 AF 3136ALXW6 1798227.600000 PA USD 1789524.900000 0.073989 Long ABS-MBS USGSE US N 2 2044-11-25 Floating 5.71578 N N N N N N APIDOS CLO XXVI LLC 2017-26A N/A APIDOS CLO LTD APID 2017 26A A1AR 144A 03766GAL6 10274398.600000 PA USD 10295878.260000 0.425689 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 6.45952 N N N N N N FANNIE MAE-2020-29 N/A FANNIE MAE FNR 2020 29 FC 3136B9TM9 5416796.400000 PA USD 5399527.650000 0.223247 Long ABS-MBS USGSE US N 2 2050-05-25 Floating 5.7805 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 SANTANDER UK PLC SR UNSECURED 06/24 2.875 80283LAX1 1503000.000000 PA USD 1494164.930000 0.0617771 Long DBT CORP GB N 2 2024-06-18 Fixed 2.875 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 16518608.700000 0.682972 Long ABS-MBS CORP US N 2 2026-12-15 Floating 6.03981 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 10920535.090000 PA USD 10914709.970000 0.451275 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 6.37942 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 ATHENE GLOBAL FUNDING SECURED 144A 06/24 2.75 04685A2J9 2283000.000000 PA USD 2266336.680000 0.093703 Long DBT CORP US N 2 2024-06-25 Fixed 2.75 N N N N N N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-DSNY N/A BANC OF AMERICA MERRILL LYNCH BAMLL 2018 DSNY A 144A 054967AA2 1000000.000000 PA USD 1000130.500000 0.041351 Long ABS-MBS CORP US N 2 2034-09-15 Floating 6.473 N N N N N N TOWD POINT MORTGAGE TRUST 2021-1 N/A TOWD POINT MORTGAGE TRUST TPMT 2021 1 A1 144A 89179YAR4 4800861.900000 PA USD 4387582.100000 0.181407 Long ABS-MBS CORP US N 2 2061-11-25 Fixed 2.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-50 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2010 50 GF 38376YGD7 1154619.380000 PA USD 1157523.250000 0.0478585 Long ABS-MBS USGSE US N 2 2040-04-20 Floating 6.21323 N N N N N N MF1 2021-FL7 LTD N/A MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A 55284AAA6 3770284.810000 PA USD 3746720.530000 0.15491 Long ABS-CBDO CORP KY N 2 2036-10-16 Floating 6.52115 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C27 N/A JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C27 ASB 46644ABG6 476032.140000 PA USD 468639.030000 0.0193762 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.0174 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FA 38376RKZ8 21120.450000 PA USD 20992.080000 0.0008679 Long ABS-MBS USGSE US N 2 2061-08-20 Floating 6.12443 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 DTE ENERGY CO SR UNSECURED 11/24 VAR 233331BD8 10645000.000000 PA USD 10548470.820000 0.436133 Long DBT CORP US N 2 2024-11-01 Variable 4.22 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NATWEST MARKETS PLC SR UNSECURED REGS 08/24 VAR G6382GVB5 4000000.000000 PA USD 4001319.520000 0.165437 Long DBT CORP GB N 2 2024-08-12 Floating 5.86352 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 ARROW ELECTRONICS INC SR UNSECURED 09/24 3.25 042735BG4 29185000.000000 PA USD 28860789.090000 1.19327 Long DBT CORP US N 2 2024-09-08 Fixed 3.25 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 11/24 5.7 38141GZV9 29000000.000000 PA USD 29016353.100000 1.1997 Long DBT CORP US N 2 2024-11-01 Fixed 5.7 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY 05/24 3.7 251526BY4 25000000.000000 PA USD 24898239.750000 1.02943 Long DBT CORP DE N 2 2024-05-30 Fixed 3.7 N N N N N N N/A N/A FIXED INC CLEARING CORP.REPO 000000000 3047000.000000 PA USD 3047000.000000 0.12598 Long RA US N 2 Repurchase N 2.600000 2024-04-01 3023500.000000 USD 3108005.430000 USD UST 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 16533363.000000 0.683582 Long ABS-MBS CORP US N 2 2027-07-15 Floating 6.01981 N N N N N N FREDDIE MAC REMICS 3367 N/A FREDDIE MAC FHR 3367 YF 31397KGG0 339678.170000 PA USD 337010.680000 0.0139339 Long ABS-MBS USGSE US N 2 2037-09-15 Floating 5.98312 N N N N N N AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION) 549300OX0Q38NLSKPB49 AVANGRID INC SR UNSECURED 12/24 3.15 05351WAA1 7973000.000000 PA USD 7838221.460000 0.324076 Long DBT CORP US N 2 2024-12-01 Fixed 3.15 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AL5548 FN 05/38 FLOATING VAR 3138ENEW5 2285299.500000 PA USD 2350545.120000 0.0971847 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 5.889 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANK BONDS 09/25 5.5 3130B0AD1 35000000.000000 PA USD 34988511.250000 1.44662 Long DBT USGSE US N 2 2025-09-04 Fixed 5.5 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 ATHENE GLOBAL FUNDING SR SECURED 144A 05/24 VAR 04685A2X8 18300000.000000 PA USD 18309874.860000 0.757033 Long DBT CORP US N 2 2024-05-24 Floating 6.03069 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NOTES 02/26 5.55 3134H1TJ2 15000000.000000 PA USD 14995467.000000 0.619996 Long DBT USGSE US N 2 2026-02-20 Fixed 5.55 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 NETAPP INC SR UNSECURED 09/24 3.3 64110DAF1 8178000.000000 PA USD 8073574.300000 0.333807 Long DBT CORP US N 2 2024-09-29 Fixed 3.3 N N N N N N GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD N/A GOLUB CAP PARTNERS STATIC 2024 04/33 1 381929AA6 6400000.000000 PA USD 6400000.000000 0.264612 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 6.53191 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/24 3.45 709599BF0 15100000.000000 PA USD 15008409.890000 0.620532 Long DBT CORP US N 2 2024-07-01 Fixed 3.45 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR 44891ACL9 14800000.000000 PA USD 14886050.460000 0.615472 Long DBT CORP US N 2 2025-08-04 Floating 6.48663 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/24 1 44891ABY2 10086000.000000 PA USD 9868549.670000 0.408021 Long DBT CORP US N 2 2024-09-17 Fixed 1 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-35 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2010 35 AF 38376WE68 1543027.330000 PA USD 1545091.280000 0.0638827 Long ABS-MBS USGSE US N 2 2040-03-20 Floating 6.19323 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 PACIFICORP 1ST MORTGAGE 04/24 3.6 695114CR7 679000.000000 PA USD 679000.000000 0.0280737 Long DBT CORP US N 2 2024-04-01 Fixed 3.6 N N N N N N FANNIE MAE REMICS 2012-9 N/A FANNIE MAE FNR 2012 9 FC 3136A3D24 272581.410000 PA USD 268695.820000 0.0111094 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 5.83487 N N N N N N FREDDIE MAC REMICS 4521 N/A FREDDIE MAC FHR 4521 AF 3137BLN53 532756.250000 PA USD 522663.180000 0.0216098 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.77815 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 06/24 VAR 06051GJY6 28537000.000000 PA USD 28541982.560000 1.18009 Long DBT CORP US N 2 2024-06-14 Floating 5.74057 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR 02665WFA4 26091000.000000 PA USD 26140339.910000 1.08079 Long DBT CORP US N 2 2025-02-12 Floating 5.88352 N N N N N N NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD N/A NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A 64132JAN5 1000000.000000 PA USD 1000022.680000 0.0413465 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.61942 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H17 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H17 FC 38375UNP1 491704.390000 PA USD 488235.370000 0.0201864 Long ABS-MBS USGSE US N 2 2064-07-20 Floating 5.94443 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 03/26 3.869 456837BA0 4000000.000000 PA USD 3929824.640000 0.162481 Long DBT CORP NL N 2 2026-03-28 Floating 3.869 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H29 FA 38376RMB9 5208.400000 PA USD 5178.940000 0.0002141 Long ABS-MBS USGSE US N 2 2065-10-20 Floating 6.14443 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875 00774MAM7 8000000.000000 PA USD 7908894.720000 0.326998 Long DBT CORP IE N 2 2024-08-14 Fixed 2.875 N N N N N N SLM STUDENT LOAN TRUST 2005-A N/A SLM STUDENT LOAN TRUST SLMA 2005 A A4 78443CBV5 1348623.120000 PA USD 1327029.910000 0.0548668 Long ABS-O CORP US N 2 2038-12-15 Floating 5.90088 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1 N/A GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 1 A2B 362541AC8 3491480.730000 PA USD 3493579.110000 0.144444 Long ABS-O CORP US N 2 2025-06-20 Floating 5.86931 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 8674085.000000 0.358635 Long ABS-MBS CORP US N 2 2035-11-05 Fixed 2.82844 N N N N N N HARLEY-DAVIDSON MOTORCYCLE TRUST 2023-A N/A HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2023 A A2B 41285JAC2 1799218.870000 PA USD 1800364.790000 0.0744371 Long ABS-O CORP US N 2 2026-06-15 Floating 5.84864 N N N N N N N/A N/A REVERSE REPO DEUTSCHE REVERSE REPO 000000000 -3718500.000000 PA USD -3720710.440000 -0.153835 Short RA US N 2 Reverse repurchase N 5.350000 2024-04-01 3700000.000000 USD 3698881.860000 USD AMBS N N N MADISON PARK FUNDING XLVIII LTD 2021-48A N/A MADISON PARK FUNDING LTD MDPK 2021 48A A 144A 55821UAA2 5550000.000000 PA USD 5555827.560000 0.229709 Long ABS-CBDO CORP KY N 2 2033-04-19 Floating 6.72118 N N N N N N MFA 2020-NQM2 TRUST N/A MFRA TRUST MFRA 2020 NQM2 A1 144A 552751AA7 2668710.050000 PA USD 2485780.380000 0.102776 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.381 N N N N N N FREDDIE MAC REMICS 3957 N/A FREDDIE MAC FHR 3957 FA 3137AHC30 44319.350000 PA USD 43923.060000 0.001816 Long ABS-MBS USGSE US N 2 2041-11-15 Floating 5.98312 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO SR UNSECURED 10/24 VAR 37045XDN3 1773000.000000 PA USD 1773064.980000 0.0733084 Long DBT CORP US N 2 2024-10-15 Floating 5.96498 N N N N N N CBAM LTD 2017-1A N/A CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A 12480VAC9 686883.740000 PA USD 688302.400000 0.0284583 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.82942 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 06/25 VAR 46647PCG9 6095000.000000 PA USD 6099853.140000 0.252202 Long DBT CORP US N 2 2025-06-01 Floating 5.86453 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 ATHENE GLOBAL FUNDING SECURED REGS 06/24 2.75 04686E2J0 1400000.000000 PA USD 1389781.580000 0.0574613 Long DBT CORP US N 2 2024-06-25 Fixed 2.75 N N N N N N FREDDIE MAC REMICS 3505 N/A FREDDIE MAC FHR 3505 FA 31397YPE5 25749.150000 PA USD 26041.830000 0.0010767 Long ABS-MBS USGSE US N 2 2039-01-15 Floating 6.43312 N N N N N N MITSUBISHI CORPORATION KVIPTY4PULAPGC1VVD26 MITSUBISHI CORP SR UNSECURED REGS 07/24 2.5 ACI1CZTY7 5729000.000000 PA USD 5678666.150000 0.234788 Long DBT CORP JP N 2 2024-07-09 Fixed 2.5 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 06/25 VAR 46647PDE3 7380000.000000 PA USD 7348172.570000 0.303814 Long DBT CORP US N 2 2025-06-14 Floating 3.845 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 N/A VOLKSWAGEN AUTO LOAN ENHANCED VALET 2023 1 A2B 92867WAC2 16101933.300000 PA USD 16122424.620000 0.666591 Long ABS-O CORP US N 2 2026-12-21 Floating 5.83969 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 GLOBAL PAYMENTS INC SR UNSECURED 11/24 1.5 37940XAF9 3500000.000000 PA USD 3411565.430000 0.141053 Long DBT CORP US N 2 2024-11-15 Fixed 1.5 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1 N/A GM FINANCIAL SECURITIZED TERM GMCAR 2023 1 A2B 38013JAC7 6354433.070000 PA USD 6361720.330000 0.263029 Long ABS-O CORP US N 2 2026-03-16 Floating 5.93864 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 05/25 VAR 06738EBH7 26135000.000000 PA USD 26082486.940000 1.0784 Long DBT CORP GB N 2 2025-05-07 Floating 3.932 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 EVERSOURCE ENERGY SR UNSECURED 10/24 2.9 30040WAD0 10000000.000000 PA USD 9851987.000000 0.407336 Long DBT CORP US N 2 2024-10-01 Fixed 2.9 N N N N N N HARLEY-DAVIDSON MOTORCYCLE TRUST 2023-A N/A HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2023 A A2A 41285JAB4 2081258.590000 PA USD 2079498.050000 0.0859781 Long ABS-O CORP US N 2 2026-06-15 Fixed 5.32 N N N N N N FANNIE MAE 2007-44 N/A FANNIE MAE FNR 2007 44 FK 31396VWM6 305346.800000 PA USD 299330.520000 0.012376 Long ABS-MBS USGSE US N 2 2037-05-25 Floating 5.73487 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 PIMCO PRV SHORT TERM FLT III MUTUAL FUND 000000000 8115.210000 PA USD 78936.630000 0.0032637 Long STIV RF US N 1 N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 ENTERGY CORP 29366EE28 26100000.000000 PA USD 25958914.880000 1.07329 Long DBT CORP US N 2 2024-05-02 None 0 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SECURED 144A 06/24 VAR 46849CJL6 5498000.000000 PA USD 5508422.120000 0.227749 Long DBT CORP US N 2 2024-06-28 Floating 6.48968 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE AMERICAN HONDA FINANCE 02665WEU1 10000000.000000 PA USD 10028949.200000 0.414653 Long DBT CORP US N 2 2024-11-22 Floating 6.03077 N N N N N N CNH EQUIPMENT TRUST 2023-B N/A CNH EQUIPMENT TRUST CNH 2023 B A2 12666DAB7 4300000.000000 PA USD 4310738.820000 0.17823 Long ABS-O CORP US N 2 2027-02-16 Fixed 5.9 N N N N N N LCM 30 LTD N/A LCM LTD PARTNERSHIP LCM 30A AR 144A 50200YAQ1 2000000.000000 PA USD 1999062.240000 0.0826524 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.65942 N N N N N N DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 04/24 VAR 233853AK6 4072000.000000 PA USD 4072264.600000 0.16837 Long DBT CORP US N 2 2024-04-05 Floating 6.34818 N N N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC 549300B2Q47IR0CR5B54 FED CAISSES DESJARDINS SR UNSECURED 144A 05/24 0.7 31429KAE3 847000.000000 PA USD 841396.700000 0.034788 Long DBT CORP CA N 2 2024-05-21 Fixed 0.7 N N N N N N CHESAPEAKE FUNDING II LLC 2020-1A N/A CHESAPEAKE FUNDING II LLC CFII 2020 1A A2 144A 165183CK8 205527.190000 PA USD 205534.450000 0.0084979 Long ABS-O CORP US N 2 2032-08-15 Floating 6.08312 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 NATIONAL BANK OF CANADA COMPANY GUAR 08/24 VAR 63307A2Q7 1500000.000000 PA USD 1500812.310000 0.062052 Long DBT CORP CA N 2 2024-08-06 Floating 5.82611 N N N N N N CBAM 2018-5 LTD 5A N/A CBAM CLO MANAGEMENT CBAM 2018 5A A 144A 12481QAC9 9040519.860000 PA USD 9050012.410000 0.374178 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 6.59814 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 ENEL FINANCE INTL NV COMPANY GUAR REGS 09/24 2.65 N30707AM0 300000.000000 PA USD 295815.300000 0.0122307 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 GA GLOBAL FUNDING TRUST SECURED 144A 04/24 1 36143L2B0 21400000.000000 PA USD 21379033.350000 0.883929 Long DBT CORP US N 2 2024-04-08 Fixed 1 N N N N N N FANNIE MAE REMICS 2014-84 N/A FANNIE MAE FNR 2014 84 BF 3136AL2T7 9840840.000000 PA USD 9787026.350000 0.40465 Long ABS-MBS USGSE US N 2 2044-12-25 Floating 5.79815 N N N N N N FREDDIE MAC REMICS-3913 N/A FREDDIE MAC FHR 3913 FA 3137AER98 8056.600000 PA USD 7966.410000 0.0003294 Long ABS-MBS USGSE US N 2 2041-08-15 Floating 5.93312 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 ALIMENTATION COUCHE TARD INC 04/24 ZCP 01626UDG7 10400000.000000 PA USD 10369580.620000 0.428736 Long DBT CORP CA N 2 2024-04-16 None 0 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/25 3.638 55903VAZ6 5600000.000000 PA USD 5489683.750000 0.226974 Long DBT CORP US N 2 2025-03-15 Fixed 3.638 N N N N N N PAWNEE EQUIPMENT RECEIVABLES 2021-1 N/A PAWNEE EQUIPMENT RECEIVABLES PWNE 2021 1 A2 144A 704100AB2 3548297.720000 PA USD 3488336.810000 0.144227 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.1 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 MISSISSIPPI POWE SR UNSECURED 06/24 VAR 605417CC6 7640000.000000 PA USD 7640881.200000 0.315917 Long DBT CORP US N 2 2024-06-28 Floating 5.63968 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 3063608.480000 0.126667 Long ABS-MBS CORP US N 2 2037-07-15 Floating 6.62301 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST 2023-4 N/A HONDA AUTO RECEIVABLES OWNER T HAROT 2023 4 A2 438123AB7 9000000.000000 PA USD 9030526.200000 0.373372 Long ABS-O CORP US N 2 2026-06-22 Fixed 5.87 N N N N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 MICROCHIP TECHNOLOGY INC SR UNSECURED 09/24 0.983 595017BC7 21604000.000000 PA USD 21167875.520000 0.875198 Long DBT CORP US N 2 2024-09-01 Fixed 0.983 N N N N N N N/A N/A 3 MONTH SOFR FUT JUN26 XCME 20260915 000000000 -498.000000 NC USD 302351.990000 0.0125009 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short N/A 90SOFR 2026-09-15 -119965087.500000 USD 302351.990000 N N N PANASONIC HOLDINGS CORPORATION 254900GE1G59KGWPHX32 PANASONIC HOLDINGS CORP SR UNSECURED 144A 07/24 2.679 69832AAB2 26305000.000000 PA USD 26061222.100000 1.07752 Long DBT CORP JP N 2 2024-07-19 Fixed 2.679 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 11244650.190000 PA USD 9336168.800000 0.386009 Long ABS-MBS CORP US N 2 2061-10-25 Fixed 1.957 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 09/25 VAR 606822CQ5 18000000.000000 PA USD 17940078.540000 0.741743 Long DBT CORP JP N 2 2025-09-12 Floating 5.063 N N N N N N LEGACY MORTGAGE ASSET TRUST 2021-SL1 N/A LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL1 A 144A 52475PAA9 410370.520000 PA USD 410683.960000 0.01698 Long ABS-MBS CORP US N 2 2060-09-25 Variable 4.991 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FM 38376RRJ7 6522.350000 PA USD 6497.720000 0.0002687 Long ABS-MBS USGSE US N 2 2066-02-20 Floating 6.21443 N N N N N N FREDDIE MAC-3339 N/A FREDDIE MAC FHR 3339 FL 31397JYP3 380962.260000 PA USD 378260.060000 0.0156394 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 6.01312 N N N N N N REVVITY INC 549300IKL1SDPFI7N655 REVVITY INC SR UNSECURED 09/24 0.85 714046AL3 30019000.000000 PA USD 29326957.580000 1.21254 Long DBT CORP US N 2 2024-09-15 Fixed 0.85 N N N N N N SUMITOMO MITSUI TRUST BANK LIMITED 5493006GGLR4BTEL8O61 SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/24 VAR 86563VAX7 3834000.000000 PA USD 3837001.640000 0.158643 Long DBT CORP JP N 2 2024-09-16 Floating 5.76449 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SECURED 144A 01/25 1.75 46849LUV1 6980000.000000 PA USD 6771475.990000 0.279971 Long DBT CORP US N 2 2025-01-12 Fixed 1.75 N N N N N N AMMC CLO XII LTD 2013-12A N/A AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A 00176CAW1 1471095.370000 PA USD 1474496.590000 0.0609639 Long ABS-CBDO CORP KY N 2 2030-11-10 Floating 6.51296 N N N N N N N/A N/A US 10YR ULTRA FUT JUN24 XCBT 20240618 000000000 -151.000000 NC USD -103761.260000 -0.0042901 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2024-06-18 -17290679.610000 USD -103761.260000 N N N TESLA AUTO LEASE TRUST 2023-A N/A TESLA AUTO LEASE TRUST TESLA 2023 A A2 144A 88167PAB4 846615.430000 PA USD 847848.360000 0.0350548 Long ABS-O CORP US N 2 2025-08-20 Fixed 5.86 N N N N N N ARES XL CLO LTD 2016-40A N/A ARES CLO LTD ARES 2016 40A A1RR 144A 04016GBB3 472809.130000 PA USD 473329.220000 0.0195701 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 6.4456 N N N N N N VENTURE CLO LTD 2014-17A N/A VENTURE CDO LTD VENTR 2014 17A ARR 144A 92329YAL0 1000976.430000 PA USD 1000978.010000 0.041386 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 6.4556 N N N N N N FANNIE MAE REMICS 2006-27 N/A FANNIE MAE FNR 2006 27 BF 31395BZF3 6144.050000 PA USD 6099.510000 0.0002522 Long ABS-MBS USGSE US N 2 2036-04-25 Floating 5.73487 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 10/24 VAR 172967MT5 22000000.000000 PA USD 22028252.840000 0.910771 Long DBT CORP US N 2 2024-10-30 Floating 6.02512 N N N N N N MITSUBISHI CORPORATION KVIPTY4PULAPGC1VVD26 MITSUBISHI CORP SR UNSECURED REGS 07/24 3.375 ACI08WR15 2000000.000000 PA USD 1985215.200000 0.0820799 Long DBT CORP JP N 2 2024-07-23 Fixed 3.375 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 ALIMENTATION COUCHE TARD INC 01626UDC6 2400000.000000 PA USD 2394474.000000 0.0990009 Long DBT CORP CA N 2 2024-04-12 None 0 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 ROGERS COMMUNICATIONS 77511LDB6 24400000.000000 PA USD 24348149.270000 1.00669 Long DBT CORP CA N 2 2024-04-11 None 0 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2022-D N/A WORLD OMNI AUTO RECEIVABLES TR WOART 2022 D A2B 98163VAC2 3659528.500000 PA USD 3662827.200000 0.151442 Long ABS-O CORP US N 2 2026-03-16 Floating 6.16864 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 06/24 VAR U9273ADJ1 6500000.000000 PA USD 6508666.780000 0.269105 Long DBT CORP US N 2 2024-06-07 Floating 6.27819 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 BAXTER INTERNATIONAL INC SR UNSECURED 11/24 1.322 071813CH0 7050000.000000 PA USD 6849664.590000 0.283203 Long DBT CORP US N 2 2024-11-29 Fixed 1.322 N N N N N N TD SYNNEX CORPORATION 5493004HI6PFLF46NS53 TD SYNNEX CORP SR UNSECURED 08/24 1.25 87162WAD2 20000000.000000 PA USD 19678008.400000 0.813599 Long DBT CORP US N 2 2024-08-09 Fixed 1.25 N N N N N N BX TRUST 2019-ATL N/A BX TRUST BX 2019 ATL A 144A 056058AA8 5000000.000000 PA USD 4964167.500000 0.205246 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.52708 N N N N N N FREDDIE MAC REMICS 3344 N/A FREDDIE MAC FHR 3344 FL 31397JX82 166091.200000 PA USD 163558.920000 0.0067624 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 5.76312 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H08 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H08 FC 38375BQS4 165182.240000 PA USD 165184.120000 0.0068296 Long ABS-MBS USGSE US N 2 2062-04-20 Floating 6.01443 N N N N N N FANNIE MAE 2006-43 N/A FANNIE MAE FNR 2006 43 JF 31395DE47 219038.820000 PA USD 215743.210000 0.00892 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 5.73487 N N N N N N PHEAA STUDENT LOAN TRUST 2016-2A N/A PENNSYLVANIA HIGHER EDUCATION PHEAA 2016 2A A 144A 69343VAA0 2200810.060000 PA USD 2196998.920000 0.0908362 Long ABS-O CORP US N 2 2065-11-25 Floating 6.38487 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 11468468.590000 PA USD 11494238.010000 0.475236 Long ABS-CBDO CORP KY N 2 2030-08-14 Floating 6.51814 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 BANK OF NOVA SCOTIA SR UNSECURED 04/24 VAR 0641593W4 9837000.000000 PA USD 9838138.340000 0.406764 Long DBT CORP CA N 2 2024-04-15 Floating 5.78998 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 CREDIT SUISSE NEW YORK SR UNSECURED 09/24 3.625 22546QAP2 32000000.000000 PA USD 31704473.920000 1.31084 Long DBT CORP CH N 2 2024-09-09 Fixed 3.625 N N N N N N CRSNT TRUST 2021-MOON N/A CRSNT TRUST CRSNT 2021 MOON A 144A 22877LAA5 15000000.000000 PA USD 14632639.500000 0.604995 Long ABS-MBS CORP US N 2 2036-04-15 Floating 6.26448 N N N N N N COOPERATIEVE RABOBANK UA/NEW YORK BRANCH DG3RU1DBUFHT4ZF9WN62 COOPERAT RABOBANK UA/NY 01/26 VAR 21688ABB7 27000000.000000 PA USD 27144245.610000 1.12229 Long DBT CORP NL N 2 2026-01-09 Floating 6.05714 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/25 3.788 55903VAY9 2400000.000000 PA USD 2356001.400000 0.0974103 Long DBT CORP US N 2 2025-03-15 Fixed 3.788 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 PROTECTIVE LIFE GLOBAL SECURED 144A 04/24 3.104 74368CAP9 4730000.000000 PA USD 4725336.220000 0.195372 Long DBT CORP US N 2 2024-04-15 Fixed 3.104 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 ENEL FINANCE INTL NV COMPANY GUAR 144A 09/24 2.65 29278GAL2 1200000.000000 PA USD 1183261.200000 0.0489226 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65 N N N N N N FIFTH THIRD AUTO TRUST 2023-1 N/A FIFTH THIRD AUTO TRUST FITAT 2023 1 A2B 31680EAC5 12906171.440000 PA USD 12916887.430000 0.534056 Long ABS-O CORP US N 2 2026-11-16 Floating 5.84864 N N N N N N MARUBENI CORPORATION 4P4N3ORD02UGQT1T1W12 MARUBENI CORP SR UNSECURED REGS 04/24 3.56 BJMXRWII4 5000000.000000 PA USD 4992881.250000 0.206434 Long DBT CORP JP N 2 2024-04-26 Fixed 3.56 N N N N N N HALSEYPOINT CLO 3 LTD 2020-3A N/A HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A 40638UAA7 1600000.000000 PA USD 1600347.220000 0.0661673 Long ABS-CBDO CORP KY N 2 2032-11-30 Floating 7.02904 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H01 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H01 FC 38375U3U2 90384.150000 PA USD 90140.310000 0.0037269 Long ABS-MBS USGSE US N 2 2068-01-20 Floating 5.84443 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 BANCO SANTANDER SA SR UNSECURED 05/24 VAR 05971KAN9 1100000.000000 PA USD 1101568.130000 0.045545 Long DBT CORP ES N 2 2024-05-24 Floating 6.56456 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 BAT CAPITAL CORP COMPANY GUAR 09/24 2.789 05526DBG9 2456000.000000 PA USD 2425261.910000 0.100274 Long DBT CORP US N 2 2024-09-06 Fixed 2.789 N N N N N N SBNA AUTO LEASE TRUST 2024-A N/A SBNA AUTO LEASE TRUST SBALT 2024 A A2 144A 78414SAC8 10000000.000000 PA USD 9989666.000000 0.413029 Long ABS-O CORP US N 2 2026-01-20 Fixed 5.45 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 11/24 3.5 37045XCD6 10000000.000000 PA USD 9871083.900000 0.408126 Long DBT CORP US N 2 2024-11-07 Fixed 3.5 N N N N N N MASTER CREDIT CARD TRUST II 2023-2A N/A MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A 576339DJ1 4000000.000000 PA USD 4019561.600000 0.166191 Long ABS-MBS CORP CA N 2 2027-01-21 Floating 6.16864 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 PHILLIPS 66 71855AD27 12100000.000000 PA USD 12090837.400000 0.499903 Long DBT CORP US N 2 2024-04-02 None 0 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 04/24 3.55 78448TAE2 930000.000000 PA USD 929073.400000 0.0384131 Long DBT CORP IE N 2 2024-04-15 Fixed 3.55 N N N N N N NAVIENT STUDENT LOAN TRUST 2018-BX N/A NAVIENT STUDENT LOAN TRUST NAVSL 2018 BX A2B REGS U6379HAC3 2016377.290000 PA USD 2009080.020000 0.0830666 Long ABS-O CORP US N 2 2059-12-15 Floating 6.15981 N N N N N N FREDDIE MAC REMICS 4722 N/A FREDDIE MAC FHR 4722 FA 3137FAWH7 519928.110000 PA USD 520838.560000 0.0215344 Long ABS-MBS USGSE US N 2 2038-05-15 Floating 5.76815 N N N N N N CITIZENS AUTO RECEIVABLES TRUST 2023-1 N/A CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2B 144A 17331KAC3 5206140.980000 PA USD 5218287.430000 0.215753 Long ABS-O CORP US N 2 2026-07-15 Floating 6.26864 N N N N N N FREDDIE MAC REMICS 3382 N/A FREDDIE MAC FHR 3382 FG 31397PHA1 42836.580000 PA USD 42615.710000 0.001762 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 6.03312 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 NOMURA HOLDINGS INC SR UNSECURED 01/25 2.648 65535HAP4 24545000.000000 PA USD 23971706.610000 0.991124 Long DBT CORP JP N 2 2025-01-16 Fixed 2.648 N N N N N N FANNIE MAE REMICS 2012-6 N/A FANNIE MAE FNR 2012 6 F 3136A3RV5 207668.710000 PA USD 205177.000000 0.0084832 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 5.93487 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 956536.200000 0.0395486 Long ABS-MBS CORP US N 2 2049-08-10 Variable 3.6113 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H18 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H18 FB 38376R6V3 835697.730000 PA USD 841638.290000 0.034798 Long ABS-MBS USGSE US N 2 2067-09-20 Floating 5.65919 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 3549474.000000 0.146755 Long ABS-MBS CORP US N 2 2032-11-15 Fixed 3.7904 N N N N N N ARES XXXVII CLO LTD 2015-4A N/A ARES CLO LTD ARES 2015 4A A1R 144A 04015NAG9 844280.390000 PA USD 843644.800000 0.034881 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 6.7456 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 04/24 3.55 456837AP8 566000.000000 PA USD 565761.280000 0.0233917 Long DBT CORP NL N 2 2024-04-09 Fixed 3.55 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 AMERICAN ELEC PWR INC 0255E2FB1 8300000.000000 PA USD 8203339.610000 0.339172 Long DBT CORP US N 2 2024-06-11 None 0 N N N N N N FREDDIE MAC REMICS-3977 N/A FREDDIE MAC FHR 3977 FB 3137AJZ31 230353.640000 PA USD 228088.620000 0.0094305 Long ABS-MBS USGSE US N 2 2041-12-15 Floating 5.95312 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 BANQUE FED CRED MUTUEL SR UNSECURED REGS 02/25 VAR 06675GAW5 500000.000000 PA USD 500399.620000 0.0206893 Long DBT CORP FR N 2 2025-02-04 Floating 5.74663 N N N N N N FANNIE MAE REMICS 2019-53 N/A FANNIE MAE FNR 2019 53 FA 3136B5K95 4588018.800000 PA USD 4452131.780000 0.184076 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 5.75358 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP SR UNSECURED 04/24 4.5 29278NAH6 5688000.000000 PA USD 5684959.420000 0.235048 Long DBT CORP US N 2 2024-04-15 Fixed 4.5 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 4991578.740000 PA USD 4610118.300000 0.190608 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-78 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2019 78 FJ 38381WUF3 4231014.450000 PA USD 4163456.570000 0.172141 Long ABS-MBS USGSE US N 2 2049-06-20 Floating 5.89323 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 09/24 VAR 38141GYF5 2250000.000000 PA USD 2251222.270000 0.0930781 Long DBT CORP US N 2 2024-09-10 Floating 5.82794 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP SR UNSECURED 05/24 3.9 292480AH3 17569000.000000 PA USD 17529836.420000 0.724781 Long DBT CORP US N 2 2024-05-15 Variable 3.9 N N N N N N WELLFLEET CLO LTD 2017-1A N/A WELLFLEET CLO LTD WELF 2017 1A A1RR 144A 94950GAL1 942282.220000 PA USD 943391.920000 0.0390051 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 6.46942 N N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 BECTON DICKINSON + CO SR UNSECURED 12/24 3.734 075887BF5 166000.000000 PA USD 163891.630000 0.0067762 Long DBT CORP US N 2 2024-12-15 Fixed 3.734 N N N N N N COMM 2019-521F MORTGAGE TRUST N/A COMM MORTGAGE TRUST COMM 2019 521F A 144A 20048GAA4 2700000.000000 PA USD 2557393.830000 0.105737 Long ABS-MBS CORP US N 2 2034-06-15 Floating 6.37301 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 BANCO SANTANDER SA SR UNSECURED 05/24 3.892 05971KAM1 14190000.000000 PA USD 14156123.930000 0.585293 Long DBT CORP ES N 2 2024-05-24 Fixed 3.892 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 3012780.350000 PA USD 3013533.550000 0.124596 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 6.3256 N N N N N N ARI FLEET LEASE TRUST 2023-B N/A ARI FLEET LEASE TRUST ARIFL 2023 B A1 144A 04033GAA5 5331939.520000 PA USD 5335964.070000 0.220619 Long ABS-O CORP US N 2 2024-10-15 Fixed 5.924 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY 05/24 0.898 251526CJ6 2000000.000000 PA USD 1985339.780000 0.082085 Long DBT CORP DE Y 2 2024-05-28 Fixed 0.898 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 SPRINT LLC COMPANY GUAR 06/24 7.125 85207UAH8 7000000.000000 PA USD 7016366.000000 0.290096 Long DBT CORP US N 2 2024-06-15 Fixed 7.125 N N N N N N JDE PEETS NV 724500EHG519SE5ZRT89 JDE PEET S NV COMPANY GUAR 144A 09/24 0.8 47216QAA1 7870000.000000 PA USD 7676031.570000 0.31737 Long DBT CORP NL N 2 2024-09-24 Fixed 0.8 N N N N N N FREDDIE MAC REMICS 4419 N/A FREDDIE MAC FHR 4419 AF 3137BFMR9 1087423.500000 PA USD 1053219.250000 0.043546 Long ABS-MBS USGSE US N 2 2040-06-15 Floating 5.76392 N N N N N N SARANAC CLO LTD 2018-6A N/A SARANAC CLO LTD SRANC 2018 6A A1R 144A 80317LAJ2 1223726.940000 PA USD 1229759.980000 0.0508452 Long ABS-CBDO CORP JE N 2 2031-08-13 Floating 6.71659 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST MORTGAGE 04/24 VAR 842400HC0 24772000.000000 PA USD 24772000.000000 1.02421 Long DBT CORP US N 2 2024-04-01 Floating 6.18133 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 3548385.120000 PA USD 3535901.190000 0.146194 Long ABS-O CORP US N 2 2026-03-16 Fixed 3.73 N N N N N N FANNIE MAE 2010-74 N/A FANNIE MAE FNR 2010 74 AF 31398RV36 38766.900000 PA USD 38532.920000 0.0015932 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 5.97487 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 CREDIT SUISSE NEW YORK SR UNSECURED 02/25 VAR 22550UAF8 3200000.000000 PA USD 3215144.640000 0.132932 Long DBT CORP CH N 2 2025-02-21 Floating 6.59103 N N N N N N LCM LP 13A N/A LCM LTD PARTNERSHIP LCM 13A AR3 144A 50184KBL1 30440.110000 PA USD 30448.800000 0.0012589 Long ABS-CBDO CORP KY N 2 2027-07-19 Floating 6.44118 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 JERSEY CENTRAL PWR + LT SR UNSECURED 144A 04/24 4.7 476556DB8 3477000.000000 PA USD 3477000.000000 0.143759 Long DBT CORP US N 2 2024-04-01 Fixed 4.7 N N N N N N UBS AG/LONDON BRANCH BFM8T61CT2L1QCEMIK50 UBS AG LONDON SR UNSECURED 144A 08/24 VAR 902674YL8 338000.000000 PA USD 338200.360000 0.0139831 Long DBT CORP CH N 2 2024-08-09 Floating 5.78387 N N N N N N MMAF EQUIPMENT FINANCE LLC 2023-A N/A MMAF EQUIPMENT FINANCE LLC MMAF 2023 A A2 144A 55317WAB7 4892766.440000 PA USD 4901925.700000 0.202673 Long ABS-O CORP US N 2 2026-11-13 Fixed 5.79 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST 2023-3 N/A HONDA AUTO RECEIVABLES OWNER T HAROT 2023 3 A2 43815QAB3 6200000.000000 PA USD 6205818.080000 0.256583 Long ABS-O CORP US N 2 2026-03-18 Fixed 5.71 N N N N N N FANNIE MAE REMICS 2015-64 N/A FANNIE MAE FNR 2015 64 FK 3136AP3D2 1670518.500000 PA USD 1622767.060000 0.0670943 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 5.79815 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 CPPIB CAPITAL INC COMPANY GUAR 144A 04/25 VAR 22411VAV0 54714000.000000 PA USD 55259092.050000 2.28472 Long DBT CORP CA N 2 2025-04-04 Floating 6.58009 N N N N N N OBX 2022-NQM1 TRUST N/A ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A 67114VAA1 10651223.840000 PA USD 9183672.660000 0.379704 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.305 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 01/25 4 37045XAS5 4316000.000000 PA USD 4259815.870000 0.176125 Long DBT CORP US N 2 2025-01-15 Fixed 4 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA INC COMPANY GUAR 02/25 5.375 404119BR9 1700000.000000 PA USD 1695485.450000 0.0701008 Long DBT CORP US N 2 2025-02-01 Fixed 5.375 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 CONAGRA BRANDS INC SR UNSECURED 05/24 4.3 205887CA8 16872000.000000 PA USD 16851701.800000 0.696743 Long DBT CORP US N 2 2024-05-01 Fixed 4.3 N N N N N N TOWD POINT MORTGAGE TRUST 2018-3 N/A TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A 89175MAA1 9924795.230000 PA USD 9562138.250000 0.395352 Long ABS-MBS CORP US N 2 2058-05-25 Variable 3.75 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AN6870 FN 10/27 FLOATING VAR 3138LKT49 24380642.010000 PA USD 24247784.580000 1.00254 Long ABS-MBS USGSE US N 2 2027-10-01 Floating 5.854 N N N N N N LAD AUTO RECEIVABLES TRUST 2023-2A N/A LAD AUTO RECEIVABLES TRUST LADAR 2023 2A A2 144A 505713AB3 7536057.610000 PA USD 7544488.950000 0.311931 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.93 N N N N N N DAIMLER TRUCKS RETAIL TRUST 2023-1 N/A DAIMLER TRUCKS RETAIL TRUST DTRT 2023 1 A2 233868AB4 3721563.760000 PA USD 3726746.410000 0.154085 Long ABS-O CORP US N 2 2025-09-15 Fixed 6.03 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 ZIMMER BIOMET HOLDINGS SR UNSECURED 11/24 1.45 98956PAU6 3200000.000000 PA USD 3114840.610000 0.128785 Long DBT CORP US N 2 2024-11-22 Fixed 1.45 N N N N N N FANNIE MAE REMICS 2019-41 N/A FANNIE MAE FNR 2019 41 FC 3136B5SR7 271974.140000 PA USD 267163.840000 0.011046 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 5.88487 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 06/25 VAR 46647PCK0 7000000.000000 PA USD 6919064.390000 0.286073 Long DBT CORP US N 2 2025-06-23 Floating 0.969 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H23 PT 38376RC53 2633836.930000 PA USD 2681918.150000 0.110886 Long ABS-MBS USGSE US N 2 2066-09-20 Variable 6.38022 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 16560875.100000 0.684719 Long ABS-MBS CORP US N 2 2027-08-07 Floating 6.04536 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NATWEST MARKETS PLC SR UNSECURED REGS 08/24 0.8 G6382GVA7 3000000.000000 PA USD 2947410.000000 0.121862 Long DBT CORP GB N 2 2024-08-12 Fixed 0.8 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 WELLS FARGO BANK NA SR UNSECURED 01/26 VAR 94988J6J1 17100000.000000 PA USD 17174993.760000 0.71011 Long DBT CORP US N 2 2026-01-15 Floating 6.05191 N N N N N N DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 DAIMLER TRUCK FINAN NA COMPANY GUAR REGS 04/24 VAR U2340BAK3 50000.000000 PA USD 50003.250000 0.0020674 Long DBT CORP US N 2 2024-04-05 Floating 6.34818 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 COMMONSPIRIT HEALTH SR SECURED 10/24 2.76 20268JAA1 20000000.000000 PA USD 19693877.800000 0.814255 Long DBT CORP US N 2 2024-10-01 Fixed 2.76 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 BAT CAPITAL CORP COMPANY GUAR 08/24 3.222 05526DAZ8 23300000.000000 PA USD 23073601.820000 0.953992 Long DBT CORP US N 2 2024-08-15 Fixed 3.222 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 06/24 VAR 89236TKW4 5598000.000000 PA USD 5603480.830000 0.231679 Long DBT CORP US N 2 2024-06-13 Floating 5.96 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 AMERICAN ELEC PWR INC 0255E2D23 5500000.000000 PA USD 5495858.060000 0.22723 Long DBT CORP US N 2 2024-04-02 None 0 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 874107.040000 0.0361405 Long ABS-MBS CORP US N 2 2034-09-15 Floating 6.498 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 785555 G2 06/71 FLOATING VAR 3622ABBY7 6120617.260000 PA USD 6268924.710000 0.259192 Long ABS-MBS USGSE US N 2 2071-06-20 Floating 7.575 N N N N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 DBS GROUP HOLDINGS LTD SR UNSECURED 144A 09/25 VAR 24023KAK4 16500000.000000 PA USD 16521417.830000 0.683088 Long DBT CORP SG N 2 2025-09-12 Floating 5.92963 N N N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC 549300B2Q47IR0CR5B54 FED CAISSES DESJARDINS SR UNSECURED 144A 02/25 2.05 31429KAD5 330000.000000 PA USD 320614.820000 0.013256 Long DBT CORP CA N 2 2025-02-10 Fixed 2.05 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 06/25 VAR 46647PDD5 2685000.000000 PA USD 2689860.470000 0.111214 Long DBT CORP US N 2 2025-06-14 Floating 6.29783 N N N N N N FREDDIE MAC REMICS 5068 N/A FREDDIE MAC FHR 5068 AB 3137F8NS8 4220148.630000 PA USD 3147112.120000 0.130119 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 1 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 DOMINION RESOURCES 2574P0DG6 1900000.000000 PA USD 1894512.140000 0.0783297 Long DBT CORP US N 2 2024-04-16 None 0 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 BANCO SANTANDER SA SR UNSECURED 06/24 2.706 05971KAD1 11529000.000000 PA USD 11444475.830000 0.473179 Long DBT CORP ES N 2 2024-06-27 Fixed 2.706 N N N N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 PACIFIC LIFE GF II SECURED 144A 12/24 VAR 6944PL2Q1 9000000.000000 PA USD 9023598.000000 0.373086 Long DBT CORP US N 2 2024-12-06 Floating 6.12834 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 07/25 VAR 60687YAW9 30000000.000000 PA USD 29749433.400000 1.23001 Long DBT CORP JP N 2 2025-07-16 Floating 2.839 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-15 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2010 15 AF 38376WXM2 502412.080000 PA USD 503131.580000 0.0208023 Long ABS-MBS USGSE US N 2 2040-02-20 Floating 6.18323 N N N N N N OBX 2022-NQM2 TRUST N/A ONSLOW BAY FINANCIAL LLC OBX 2022 NQM2 A1A 144A 67448DAL4 11500628.900000 PA USD 10680523.650000 0.441593 Long ABS-MBS CORP US N 2 2062-01-25 Variable 2.783 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST 2023-2 N/A HONDA AUTO RECEIVABLES OWNER T HAROT 2023 2 A2 437927AB2 7571062.770000 PA USD 7565943.970000 0.312818 Long ABS-O CORP US N 2 2026-04-15 Fixed 5.41 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SECURED 144A 06/24 2.65 46849LTK7 2095000.000000 PA USD 2078823.580000 0.0859502 Long DBT CORP US N 2 2024-06-21 Fixed 2.65 N N N N N N LEASEPLAN CORPORATION NV 724500C60L930FVHS484 LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875 52206AAD2 14500000.000000 PA USD 14265707.260000 0.589824 Long DBT CORP NL N 2 2024-10-24 Fixed 2.875 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 1916307.020000 PA USD 1841810.390000 0.0761507 Long ABS-MBS CORP US N 2 2063-02-25 Variable 0.918 N N N N N N NISSAN AUTO LEASE TRUST 2023-A N/A NISSAN AUTO LEASE TRUST NALT 2023 A A2B 65480VAC7 8106933.950000 PA USD 8109517.630000 0.335293 Long ABS-O CORP US N 2 2025-03-17 Floating 5.94864 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 830264.040000 PA USD 831916.420000 0.0343961 Long ABS-CBDO CORP KY N 2 2029-01-23 Floating 6.47741 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY2 N/A TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A 89177HAA0 734100.570000 PA USD 747293.020000 0.0308973 Long ABS-MBS CORP US N 2 2058-05-25 Floating 6.44389 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 EVERSOURCE ENERGY 30040XD45 11300000.000000 PA USD 11288080.080000 0.466712 Long DBT CORP US N 2 2024-04-04 None 0 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125 345397A60 9753000.000000 PA USD 9668539.800000 0.399751 Long DBT CORP US N 2 2025-06-16 Fixed 5.125 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 09/25 VAR 606822CP7 5000000.000000 PA USD 5022994.000000 0.207679 Long DBT CORP JP N 2 2025-09-12 Floating 6.70463 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 06/24 VAR 928668BQ4 32475000.000000 PA USD 32518300.540000 1.34449 Long DBT CORP US N 2 2024-06-07 Floating 6.27819 N N N N N N FREDDIE MAC REMICS 3826 N/A FREDDIE MAC FHR 3826 AF 3137A7Q94 56376.420000 PA USD 55614.550000 0.0022994 Long ABS-MBS USGSE US N 2 2041-03-15 Floating 5.83312 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 AMERICAN ELEC PWR INC 0255E2EF3 5400000.000000 PA USD 5359874.380000 0.221607 Long DBT CORP US N 2 2024-05-15 None 0 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 N/A MERCEDES BENZ AUTO RECEIVABLES MBART 2022 1 A2 58768PAB0 2690465.850000 PA USD 2689602.210000 0.111203 Long ABS-O CORP US N 2 2025-10-15 Fixed 5.26 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 8253044.830000 PA USD 7227353.120000 0.298819 Long ABS-O CORP US N 2 2070-04-15 Fixed 1.58 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NATWEST MARKETS PLC SR UNSECURED 144A 08/24 VAR 63906YAC2 500000.000000 PA USD 500164.940000 0.0206796 Long DBT CORP GB N 2 2024-08-12 Floating 5.86352 N N N N N N CATAMARAN CLO LTD 2014-1A N/A CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A 14889DAJ7 9657720.240000 PA USD 9680923.010000 0.400263 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 6.67942 N N N N N N VENTURE XXIX CLO LTD 2017-29A N/A VENTURE CDO LTD VENTR 2017 29A AR 144A 92331EAF3 12056412.730000 PA USD 12047370.300000 0.498106 Long ABS-CBDO CORP KY N 2 2030-09-07 Floating 6.5586 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 01/25 VAR 61747YEB7 18221000.000000 PA USD 18234211.140000 0.753904 Long DBT CORP US N 2 2025-01-22 Floating 5.8514 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAP HLDGS INC 65339MDR4 12400000.000000 PA USD 12346534.420000 0.510475 Long DBT CORP US N 2 2024-04-25 None 0 N N N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC 549300B2Q47IR0CR5B54 FED CAISSES DESJARDINS SR UNSECURED 144A 05/24 VAR 31429KAF0 29568000.000000 PA USD 29576586.550000 1.22286 Long DBT CORP CA N 2 2024-05-21 Floating 5.76103 N N N N N N MARATHON STATIC CLO 2022-18A LTD N/A MARATHON STATIC CLO LTD MSTAT 2022 18A A1R2 144A 56586PAW8 1800000.000000 PA USD 1800010.300000 0.0744225 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.483 N N N N N N CHUGOKU ELECTRIC POWER CO INC 353800MV866ELME96Q46 CHUGOKU ELECTRIC POWER SR SECURED REGS 08/24 2.401 ACI1F2P70 6200000.000000 PA USD 6113661.780000 0.252773 Long DBT CORP JP N 2 2024-08-27 Fixed 2.401 N N N N N N TCW CLO LTD 2018-1A N/A TCW CLO TCW 2018 1A A1R 144A 87240UAR1 1503902.760000 PA USD 1503596.730000 0.0621671 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 6.55628 N N N N N N OSD CLO 2021-23A LTD N/A OSD CLO 2021 23 LTD OSD 2021 23A A 144A 671026AA0 13081096.980000 PA USD 13105422.720000 0.541851 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 6.44814 N N N N N N FREDDIE MAC REMICS 4842 N/A FREDDIE MAC FHR 4842 FW 3137FJG52 5782420.750000 PA USD 5710508.250000 0.236104 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 5.79815 N N N N N N CHESAPEAKE FUNDING II LLC 2020-1A N/A CHESAPEAKE FUNDING II LLC CFII 2020 1A A1 144A 165183CJ1 164421.760000 PA USD 164010.050000 0.0067811 Long ABS-O CORP US N 2 2032-08-15 Fixed 0.87 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II LLC COMPANY GUAR 144A 07/24 3.375 07274NAW3 7500000.000000 PA USD 7436978.630000 0.307486 Long DBT CORP US N 2 2024-07-15 Fixed 3.375 N N N N N N FANNIE MAE-2006-56 N/A FANNIE MAE FNR 2006 56 PF 31395NWK9 50245.980000 PA USD 49822.420000 0.0020599 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 5.78487 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NOTES 03/26 5.7 3134H1VX8 26000000.000000 PA USD 25984236.200000 1.07433 Long DBT USGSE US N 2 2026-03-06 Fixed 5.7 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 8059312.380000 PA USD 8063745.000000 0.3334 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 6.60942 N N N N N N BMW VEHICLE LEASE TRUST 2023-1 N/A BMW VEHICLE LEASE TRUST BMWLT 2023 1 A2 05593AAB5 2350085.900000 PA USD 2349562.300000 0.097144 Long ABS-O CORP US N 2 2025-02-25 Fixed 5.27 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A DELL INT LLC / EMC CORP SR UNSECURED 07/24 4 24703TAB2 2500000.000000 PA USD 2487763.780000 0.102858 Long DBT CORP US N 2 2024-07-15 Fixed 4 N N N N N N FORD CREDIT AUTO LEASE TRUST 2023-A N/A FORD CREDIT AUTO LEASE TRUST FORDL 2023 A A2B 345287AC0 2551770.100000 PA USD 2552968.160000 0.105554 Long ABS-O CORP US N 2 2025-06-15 Floating 5.96864 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H16 KF 38375UG53 768297.080000 PA USD 770575.850000 0.0318599 Long ABS-MBS USGSE US N 2 2067-08-20 Floating 6.19443 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/25 VAR 928668BY7 1400000.000000 PA USD 1404685.560000 0.0580776 Long DBT CORP US N 2 2025-09-12 Floating 6.25784 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD 2017-2A N/A GOLDENTREE LOAN MANAGEMENT US GLM 2017 2A AR 144A 38136MAU2 1144354.090000 PA USD 1144700.820000 0.0473283 Long ABS-CBDO CORP KY N 2 2030-11-20 Floating 6.48942 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 08/24 3.375 126650CF5 700000.000000 PA USD 694272.350000 0.0287051 Long DBT CORP US N 2 2024-08-12 Fixed 3.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 05/24 0.00000 912797HH3 1000.000000 PA USD 995.460000 0.0000412 Long DBT UST US N 2 2024-05-02 None 0 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA SR UNSECURED 10/24 VAR 78016EZY6 1069000.000000 PA USD 1069557.850000 0.0442215 Long DBT CORP CA N 2 2024-10-07 Floating 5.68762 N N N N N N MP CLO VII LTD 2015-1A N/A MP CLO VII, LTD MP7 2015 1A AR3 144A 55320RAQ0 3531501.620000 PA USD 3538099.350000 0.146285 Long ABS-CBDO CORP KY N 2 2028-10-18 Floating 6.44952 N N N N N N FREDDIE MAC-2614 N/A FREDDIE MAC FHR 2614 FV 31393QMP4 89504.000000 PA USD 90259.950000 0.0037319 Long ABS-MBS USGSE US N 2 2033-05-15 Floating 6.93446 N N N N N N MASTER CREDIT CARD TRUST II 2024-1A N/A MASTER CREDIT CARD TRUST MCCT 2024 1A A 144A 576339DZ5 20000000.000000 PA USD 20029268.000000 0.828122 Long ABS-MBS CORP CA N 2 2028-01-21 Floating 6.06864 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST 2023-A2 N/A CITIBANK CREDIT CARD ISSUANCE CCCIT 2023 A2 A2 17305EGX7 10000000.000000 PA USD 10042878.000000 0.415229 Long ABS-MBS CORP US N 2 2027-12-08 Floating 5.95922 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 GA GLOBAL FUNDING TRUST SECURED 144A 09/24 0.8 36143L2C8 10000000.000000 PA USD 9785453.500000 0.404585 Long DBT CORP US N 2 2024-09-13 Fixed 0.8 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II LLC COMPANY GUAR 144A 04/25 2.85 07274NAX1 3654000.000000 PA USD 3537947.570000 0.146279 Long DBT CORP US N 2 2025-04-15 Fixed 2.85 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 COX COMMUNICATIONS INC SR UNSECURED 144A 08/24 3.15 224044CH8 9140000.000000 PA USD 9047243.080000 0.374064 Long DBT CORP US N 2 2024-08-15 Fixed 3.15 N N N N N N N/A N/A US ULTRA BOND CBT JUN24 XCBT 20240618 000000000 -48.000000 NC USD -134700.380000 -0.0055693 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2024-06-18 -6177750.000000 USD -134700.380000 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 DOMINION ENERGY INC JR SUBORDINA 08/24 VAR 25746UDB2 3000000.000000 PA USD 2967914.370000 0.12271 Long DBT CORP US N 2 2024-08-15 Variable 3.071 N N N N N N FREDDIE MAC REMICS 4904 N/A FREDDIE MAC FHR 4904 FA 3137FN6L9 2238339.010000 PA USD 2198720.410000 0.0909074 Long ABS-MBS USGSE US N 2 2049-06-15 Floating 5.88312 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO SR UNSECURED 05/24 VAR 025816CU1 3224000.000000 PA USD 3225229.540000 0.133349 Long DBT CORP US N 2 2024-05-03 Floating 6.05663 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 04/25 VAR 61747YEP6 1300000.000000 PA USD 1300755.260000 0.0537805 Long DBT CORP US N 2 2025-04-17 Floating 6.50758 N N N N N N FREDDIE MAC REMICS 5115 N/A FREDDIE MAC FHR 5115 EM 3137H0W53 18458018.770000 PA USD 15651194.610000 0.647108 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 1 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR 95000U2H5 8040000.000000 PA USD 7887942.290000 0.326132 Long DBT CORP US N 2 2025-10-30 Floating 2.406 N N N N N N FREDDIE MAC-3305 N/A FREDDIE MAC FHR 3305 KF 31397GTW0 182371.200000 PA USD 178472.670000 0.0073791 Long ABS-MBS USGSE US N 2 2037-04-15 Floating 5.73312 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 SWEDBANK AB SR UNSECURED REGS 04/25 VAR ACI24PBS8 2400000.000000 PA USD 2410752.000000 0.099674 Long DBT CORP SE N 2 2025-04-04 Floating 6.25 N N N N N N CARMAX AUTO OWNER TRUST 2023-1 N/A CARMAX AUTO OWNER TRUST CARMX 2023 1 A2A 14318DAB5 2321266.490000 PA USD 2319344.480000 0.0958947 Long ABS-O CORP US N 2 2026-01-15 Fixed 5.23 N N N N N N VENTURE XXVIII CLO LTD 2017-28A N/A VENTURE CDO LTD VENTR 2017 28A A2R 144A 92331AAW4 2431161.650000 PA USD 2432376.990000 0.100568 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.56942 N N N N N N AREIT TRUST 2021-CRE5 N/A AREIT CRE TRUST AREIT 2021 CRE5 A 144A 04002PAA2 3321760.290000 PA USD 3306987.590000 0.136729 Long ABS-MBS CORP KY N 2 2038-11-17 Floating 6.52115 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 22013139.500000 0.910146 Long DBT CORP US N 2 2024-06-06 Floating 5.75834 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 BLACK HILLS CORP SR UNSECURED 08/24 1.037 092113AU3 25000000.000000 PA USD 24557065.750000 1.01533 Long DBT CORP US N 2 2024-08-23 Fixed 1.037 N N N N N N TCI-SYMPHONY CLO LTD 2016-1A N/A TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A 87229WAQ4 783959.980000 PA USD 785543.570000 0.0324788 Long ABS-CBDO CORP KY N 2 2032-10-13 Floating 6.5956 N N N N N N DEUTSCHE BANK AG/LONDON BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG LONDON 05/24 3.7 25152RXA6 2000000.000000 PA USD 1991895.620000 0.0823561 Long DBT CORP DE N 2 2024-05-30 Fixed 3.7 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 ATHENE GLOBAL FUNDING SECURED 144A 01/25 1.716 04685A3F6 7642000.000000 PA USD 7410155.020000 0.306377 Long DBT CORP US N 2 2025-01-07 Fixed 1.716 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 766255.030000 PA USD 712880.000000 0.0294744 Long ABS-MBS CORP US N 2 2052-01-25 Floating 5 N N N N N N DAIMLER TRUCK FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/24 VAR 233853AE0 6127000.000000 PA USD 6149046.970000 0.254236 Long DBT CORP US N 2 2024-12-13 Floating 6.06928 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-117 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2016 117 FA 38380ANR4 343573.120000 PA USD 332336.900000 0.0137407 Long ABS-MBS USGSE US N 2 2043-07-20 Floating 5.86007 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + SR UNSECURED 06/25 VAR 46647PCL8 350000.000000 PA USD 350287.740000 0.0144829 Long DBT CORP US N 2 2025-06-23 Floating 5.91111 N N N N N N NSLT-2021-BA N/A NELNET STUDENT LOAN TRUST NSLT 2021 BA AFX 144A 64034QAB4 1977649.830000 PA USD 1800707.320000 0.0744513 Long ABS-O CORP US N 2 2062-04-20 Fixed 1.42 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 SABINE PASS LIQUEFACTION SR SECURED 03/25 5.625 785592AM8 4000000.000000 PA USD 3997525.000000 0.16528 Long DBT CORP US N 2 2025-03-01 Fixed 5.625 N N N N N N KIA CORPORATION 988400V8MJK9N7OI5X76 KIA CORP SR UNSECURED 144A 04/24 1 49374JAB9 2728000.000000 PA USD 2722880.580000 0.112579 Long DBT CORP KR N 2 2024-04-16 Fixed 1 N N N N N N APIDOS CLO 2017-27A N/A APIDOS CLO LTD APID 2017 27A A1R 144A 03767JAF2 4666851.690000 PA USD 4677855.330000 0.193409 Long ABS-CBDO CORP KY N 2 2030-07-17 Floating 6.50814 N N N N N N MONONGAHELA POWER COMPANY N/A MONONGAHELA POWER CO 1ST MORTGAGE 144A 04/24 4.1 610202BN2 5444000.000000 PA USD 5437602.430000 0.224821 Long DBT CORP US N 2 2024-04-15 Fixed 4.1 N N N N N N N/A N/A US 10YR NOTE (CBT)JUN24 XCBT 20240618 000000000 -86.000000 NC USD -59247.120000 -0.0024496 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2024-06-18 -9522484.330000 USD -59247.120000 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CENTERPOINT ENERGY INC SR UNSECURED 05/24 VAR 15189TAZ0 2892000.000000 PA USD 2892359.100000 0.119586 Long DBT CORP US N 2 2024-05-13 Floating 5.98317 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-57 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2019 57 EF 38381VSW1 1390255.430000 PA USD 1316857.870000 0.0544463 Long ABS-MBS USGSE US N 2 2049-05-20 Floating 5.90323 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 9125082.180000 0.377282 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.7182 N N N N N N COLT 2021-4 MORTGAGE LOAN TRUST N/A COLT FUNDING LLC COLT 2021 4 A1 144A 19688GAA1 12312678.080000 PA USD 10081918.780000 0.416843 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.397 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 2519650.030000 PA USD 2525542.210000 0.10442 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 6.5156 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 INTERCONTINENTAL EXCHANGE 45856WDJ5 3600000.000000 PA USD 3588249.600000 0.148358 Long DBT CORP US N 2 2024-04-18 None 0 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1 N/A MERCEDES BENZ AUTO RECEIVABLES MBART 2023 1 A2 58770AAB9 5750010.520000 PA USD 5744136.310000 0.237495 Long ABS-O CORP US N 2 2026-01-15 Fixed 5.09 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 07/25 VAR 6174468J1 3400000.000000 PA USD 3365895.590000 0.139165 Long DBT CORP US N 2 2025-07-22 Floating 2.72 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 05/25 VAR 172967MW8 2000000.000000 PA USD 2000866.880000 0.082727 Long DBT CORP US Y 2 2025-05-01 Floating 6.00728 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 FISERV INC SR UNSECURED 07/24 2.75 337738AS7 13441000.000000 PA USD 13341725.850000 0.551621 Long DBT CORP US N 2 2024-07-01 Fixed 2.75 N N N N N N CARMAX AUTO OWNER TRUST 2022-4 N/A CARMAX AUTO OWNER TRUST CARMX 2022 4 A2B 14318UAC5 4764814.930000 PA USD 4770192.020000 0.197226 Long ABS-O CORP US N 2 2025-12-15 Floating 6.21864 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 TYSON FOODS INC SR UNSECURED 08/24 3.95 902494AX1 25140000.000000 PA USD 24995533.490000 1.03346 Long DBT CORP US N 2 2024-08-15 Fixed 3.95 N N N N N N ARROYO MORTGAGE TRUST 2021-1R N/A ARROYO MORTGAGE TRUST ARRW 2021 1R A1 144A 042853AA9 3484640.750000 PA USD 3027067.000000 0.125156 Long ABS-MBS CORP US N 2 2048-10-25 Variable 1.175 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 STANDARD CHARTERED PLC SR UNSECURED 144A 05/25 VAR 853254BN9 25000000.000000 PA USD 24910283.500000 1.02993 Long DBT CORP GB N 2 2025-05-21 Floating 3.785 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NATWEST MARKETS PLC SR UNSECURED 144A 08/24 0.8 63906YAB4 12351000.000000 PA USD 12134486.970000 0.501707 Long DBT CORP GB N 2 2024-08-12 Fixed 0.8 N N N N N N N/A N/A US 2YR NOTE (CBT) JUN24 XCBT 20240628 000000000 -1853.000000 NC USD 1395040.480000 0.0576788 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2024-06-28 -378829925.320000 USD 1395040.480000 N N N NORDEA BANK ABP 529900ODI3047E2LIV03 NORDEA BANK ABP 144A 06/25 VAR 65558RAB5 700000.000000 PA USD 704657.170000 0.0291345 Long DBT CORP FI N 2 2025-06-06 Floating 6.28834 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA COMPANY GUAR 04/24 4 05578DAG7 435000.000000 PA USD 434711.790000 0.0179734 Long DBT CORP FR N 2 2024-04-15 Fixed 4 N N N N N N COMM MORTGAGE TRUST 2015-LC21 N/A COMM MORTGAGE TRUST COMM 2015 LC21 ASB 12593FBB9 1479819.390000 PA USD 1463508.380000 0.0605096 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.421 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H05 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H05 FA 38375BKD3 76837.700000 PA USD 76771.530000 0.0031742 Long ABS-MBS USGSE US N 2 2060-12-20 Floating 5.94443 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 DISCOVERY COMMUNICATIONS COMPANY GUAR 03/25 3.45 25470DAK5 1600000.000000 PA USD 1566153.220000 0.0647535 Long DBT CORP US N 2 2025-03-15 Fixed 3.45 N N N N N N N/A N/A REVERSE REPO DEUTSCHE REVERSE REPO 000000000 -16662250.000000 PA USD -16672339.920000 -0.689328 Short RA US N 2 Reverse repurchase N 5.450000 2024-04-01 16600000.000000 USD 16594551.050000 USD AMBS N N N TESLA AUTO LEASE TRUST 2023-B N/A TESLA AUTO LEASE TRUST TESLA 2023 B A2 144A 88167QAB2 2388037.900000 PA USD 2394168.710000 0.0989883 Long ABS-O CORP US N 2 2025-09-22 Fixed 6.02 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 MARRIOTT INTERNATIONAL SR UNSECURED 04/24 3.6 571900BB4 148000.000000 PA USD 147861.080000 0.0061134 Long DBT CORP US N 2 2024-04-15 Fixed 3.6 N N N N N N PANASONIC HOLDINGS CORPORATION 254900GE1G59KGWPHX32 PANASONIC HOLDINGS CORP SR UNSECURED REGS 07/24 2.679 J6354YAP9 1000000.000000 PA USD 990732.640000 0.0409624 Long DBT CORP JP N 2 2024-07-19 Fixed 2.679 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA REGS 01/25 VAR 05578BAW6 600000.000000 PA USD 601046.840000 0.0248506 Long DBT CORP FR N 2 2025-01-14 Floating 5.91498 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK NA SR UNSECURED 07/25 VAR 61690U7V6 2703000.000000 PA USD 2717021.970000 0.112337 Long DBT CORP US N 2 2025-07-16 Floating 6.12472 N N N N N N DRYDEN 50 SENIOR LOAN FUND 2017-50A N/A DRYDEN SENIOR LOAN FUND DRSLF 2017 50A A1R 144A 262431AH2 1315538.140000 PA USD 1318117.150000 0.0544983 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.5756 N N N N N N BMW VEHICLE LEASE TRUST 2024-1 N/A BMW VEHICLE LEASE TRUST BMWLT 2024 1 A2B 05611UAC7 16900000.000000 PA USD 16921902.400000 0.699646 Long ABS-O CORP US N 2 2026-07-27 Floating 5.72039 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 JOHN DEERE CAPITAL CORP SR UNSECURED 10/25 VAR 24422EXJ3 3900000.000000 PA USD 3909073.000000 0.161623 Long DBT CORP US N 2 2025-10-22 Floating 5.81852 N N N N N N HALEON UK CAPITAL PLC 5493004B26DRJNN0OV17 HALEON UK CAPITAL PLC COMPANY GUAR 03/25 3.125 36264NAB0 18000000.000000 PA USD 17578671.660000 0.7268 Long DBT CORP GB N 2 2025-03-24 Fixed 3.125 N N N N N N MFA LLC 2018-NPL1 N/A MFRA TRUST MFRA 2021 NPL1 A1 144A 55282YAA6 3731446.950000 PA USD 3698907.990000 0.152934 Long ABS-MBS CORP US N 2 2060-03-25 Fixed 5.3633 N N N N N N CIFC FUNDING LTD 2017-4A N/A CIFC FUNDING LTD CIFC 2017 4A A1R 144A 12551JAL0 380871.750000 PA USD 380605.070000 0.0157363 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 6.53019 N N N N N N NAVIENT STUDENT LOAN TRUST 2019-CA N/A NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A 63940YAB2 687279.870000 PA USD 661056.980000 0.0273318 Long ABS-O CORP US N 2 2068-02-15 Fixed 3.13 N N N N N N VOLKSWAGEN AUTO LEASE TRUST 2024-A N/A VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A2B 92866EAC3 3600000.000000 PA USD 3605143.680000 0.149057 Long ABS-O CORP US N 2 2026-12-21 Floating 5.78969 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 EVERSOURCE ENERGY SR UNSECURED 06/24 4.2 30040WAS7 3000000.000000 PA USD 2989167.720000 0.123589 Long DBT CORP US N 2 2024-06-27 Fixed 4.2 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 1918383.150000 PA USD 1752142.970000 0.0724434 Long ABS-O CORP US N 2 2069-05-15 Fixed 1.69 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP SR UNSECURED 04/24 4.25 86765BAN9 10000000.000000 PA USD 10000000.000000 0.413456 Long DBT CORP US N 2 2024-04-01 Fixed 4.25 N N N N N N WELLMAN PARK CLO LTD 2021-1A N/A WELLMAN PARK CLO LTD WLLMN 2021 1A A 144A 949723AA8 2000000.000000 PA USD 2000500.000000 0.0827119 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.6756 N N N N N N FREDDIE MAC REMICS 3838 N/A FREDDIE MAC FHR 3838 FG 3137A9YG5 33478.260000 PA USD 33256.420000 0.001375 Long ABS-MBS USGSE US N 2 2040-03-15 Floating 5.83312 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST C1 N/A CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2015 C1 ASB 126281BA1 966667.300000 PA USD 960360.570000 0.0397067 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.3512 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 EDISON INTERNATIONAL SR UNSECURED 11/24 3.55 281020AQ0 5374000.000000 PA USD 5302478.030000 0.219234 Long DBT CORP US N 2 2024-11-15 Fixed 3.55 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 12/25 VAR 46647PDM5 800000.000000 PA USD 799637.250000 0.0330615 Long DBT CORP US N 2 2025-12-15 Floating 5.546 N N N N N N MAGNETITE XII LTD 2015-12A N/A MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A 55953HBD4 2500000.000000 PA USD 2500000.000000 0.103364 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 6.47185 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAP HLDGS INC 65339ME69 250000.000000 PA USD 248493.080000 0.0102741 Long DBT CORP US N 2 2024-05-06 None 0 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 GEORGIA POWER CO SR UNSECURED 05/25 VAR 373334KU4 23000000.000000 PA USD 23084448.410000 0.95444 Long DBT CORP US N 2 2025-05-08 Floating 6.08422 N N N N N N RESIMAC PREMIER SERIES 2021-1A N/A RESIMAC RESI 2021 1A A1 144A 76123EAA9 833009.370000 PA USD 832004.090000 0.0343997 Long ABS-MBS CORP AU N 2 2052-07-10 Floating 6.13318 N N N N N N FANNIE MAE REMICS 2012-27 N/A FANNIE MAE FNR 2012 27 FC 3136A4CH0 33882.330000 PA USD 33515.170000 0.0013857 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 5.95487 N N N N N N CARMAX AUTO OWNER TRUST 2023-3 N/A CARMAX AUTO OWNER TRUST CARMX 2023 3 A2A 14319BAB8 1120661.300000 PA USD 1121443.520000 0.0463667 Long ABS-O CORP US N 2 2026-11-16 Fixed 5.72 N N N N N N ICG US CLO 2018-3 LTD N/A ICG US CLO LTD ICG 2018 3A AR 144A 44932BAQ9 1900000.000000 PA USD 1900950.000000 0.0785959 Long ABS-CBDO CORP KY N 2 2032-01-24 Floating 6.72019 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-4 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2010 4 FM 38376TX98 646960.790000 PA USD 646971.530000 0.0267494 Long ABS-MBS USGSE US N 2 2040-01-16 Floating 6.14115 N N N N N N FANNIE MAE REMICS 2011-99 N/A FANNIE MAE FNR 2011 99 GF 3136A1KL8 65649.200000 PA USD 65064.230000 0.0026901 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 5.98487 N N N N N N GOVT NATL MORTGAGE ASSOC SERIES 2007-26 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2007 26 FJ 38375KCC4 466787.540000 PA USD 459039.430000 0.0189793 Long ABS-MBS USGSE US N 2 2037-04-20 Floating 5 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 BANCO SANTANDER SA SR UNSECURED 06/24 VAR 05971KAK5 5000000.000000 PA USD 4996961.350000 0.206602 Long DBT CORP ES N 2 2024-06-30 Floating 5.742 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 06/24 VAR 00206RGD8 26584000.000000 PA USD 26630038.970000 1.10103 Long DBT CORP US N 2 2024-06-12 Floating 6.76245 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H20 FA 38376RFG6 537417.810000 PA USD 536735.130000 0.0221916 Long ABS-MBS USGSE US N 2 2065-08-20 Floating 5.91443 N N N N N N KUBOTA CREDIT OWNER TRUST 2023-2A N/A KUBOTA CREDIT OWNER TRUST KCOT 2023 2A A2 144A 500945AB6 19363180.300000 PA USD 19371858.880000 0.800941 Long ABS-O CORP US N 2 2026-07-15 Fixed 5.61 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 1455791.880000 PA USD 1421638.130000 0.0587785 Long ABS-O CORP US N 2 2034-10-17 Fixed 0.9 N N N N N N FANNIE MAE REMICS 2013-57 N/A FANNIE MAE FNR 2013 57 FN 3136AEHA8 99611.090000 PA USD 97709.070000 0.0040398 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 5.78487 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 04/24 3.95 37045XBW5 3000000.000000 PA USD 2997486.390000 0.123933 Long DBT CORP US N 2 2024-04-13 Fixed 3.95 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 26510133.600000 1.09608 Long ABS-MBS CORP US N 2 2026-04-22 Floating 6.0633 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2021-21M N/A BX TRUST BX 2021 21M A 144A 05609CAA5 12823377.180000 PA USD 12728046.910000 0.526249 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.16948 N N N N N N TESLA AUTO LEASE TRUST 2024-A N/A TESLA AUTO LEASE TRUST TESLA 2024 A A2B 144A 88166VAC0 5000000.000000 PA USD 5002460.000000 0.20683 Long ABS-O CORP US N 2 2026-06-22 Floating 5.81861 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR 89236TKY0 26015000.000000 PA USD 26051768.560000 1.07713 Long DBT CORP US N 2 2024-08-22 Floating 5.86 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 1197415.770000 PA USD 1058068.310000 0.0437465 Long ABS-O CORP US N 2 2070-07-15 Fixed 2.23 N N N N N N 2024-05-28 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer