NPORT-P
false
0000810893
XXXXXXXX
S000009692
C000026582
C000026583
PIMCO Funds
811-05028
0000810893
5493003B5Y5GR0Y25Y76
650 Newport Center Drive
Newport Beach
92660
(888) 877-4626
PIMCO Low Duration Fund II
S000009692
K2P23FCTK76TNWYHPM24
2022-03-31
2022-03-31
N
480532591.680000
132385939.310000
348146652.370000
0.000000
0.000000
21072825.880000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
1733874.200000
0.000000
0.000000
1128688.360000
USD
N
ATMOS ENERGY CORPORATION
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP SR UNSECURED 03/23 VAR
049560AV7
1300000.000000
PA
USD
1298483.040000
0.3729701
Long
DBT
CORP
US
N
2
2023-03-09
Floating
1.02286
N
N
N
N
N
N
N/A
N/A
CITIGROUP INC SNR S* ICE
000000000
1.000000
NC
USD
4279.340000
0.0012292
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
CITIGROUP INC
CITIGROUP INC SR UNSEC
Y
Single Leg Swap
2022-12-21
6533.580000
USD
0.000000
USD
900000.000000
USD
-2254.240000
N
N
N
N/A
N/A
90DAY EUR FUTR MAR24 XCME 20240318
000000000
56.000000
NC
USD
-183484.360000
-0.0527032
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
N/A
EUOD
2024-03-18
13585950.000000
USD
-183484.360000
N
N
N
N/A
N/A
IMM EUR FUT OPT DEC23P 96.5 EXP 12/18/2023
000000000
-28.000000
NC
USD
-38339.840000
-0.0110126
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
FIN FUT EURO$ CME (RED) 12/18/23
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
N/A
N/A
FIN FUT EURO$ CME (RED) 12/18/23
2023-12-19
N/A
USD
N/A
96.500000
USD
2023-12-18
XXXX
-5478.480000
N
N
N
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-RLJ
N/A
BANC OF AMERICA MERRILL LYNCH BAMLL 2019 RLJ A 144A
05492HAA4
900000.000000
PA
USD
895727.430000
0.2572845
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
1.447
N
N
N
N
N
N
N/A
N/A
JPMORGAN CHASE & CO SNR S* ICE
000000000
1.000000
NC
USD
5222.570000
0.0015001
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
JP MORGAN CHASE & CO
JPMORGAN CHASE & CO GLBL SR UNSEC
Y
Single Leg Swap
2022-12-21
7469.740000
USD
0.000000
USD
1000000.000000
USD
-2247.170000
N
N
N
BANC OF AMERICA FUNDING CORP 2005-D
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1
06051GDM8
170239.010000
PA
USD
173826.970000
0.0499292
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
2.73084
N
N
N
N
N
N
N/A
N/A
317U130O3 PIMCO SWAPTION 2.15 PUT USD 20220613
000000000
-6100000.000000
NC
USD
-84822.330000
-0.0243640
N/A
DIR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
N/A
N/A
OIS USD R SOFR/2.15 06/15/22 LCH
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
N/A
OIS USD R SOFR/2.15 06/15/22 LCH
2027-06-15
0.000000
USD
0.000000
USD
N/A
USD
N/A
2.150000
USD
2022-06-13
XXXX
-61642.330000
N
N
N
N/A
N/A
317U131O2 PIMCO SWAPTION 1.45 CALL USD 2022061
000000000
-6100000.000000
NC
USD
-4680.530000
-0.0013444
N/A
DIR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
N/A
N/A
OIS USD R SOFR/1.45 06/15/22 LCH
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
N/A
OIS USD R SOFR/1.45 06/15/22 LCH
2027-06-15
0.000000
USD
0.000000
USD
N/A
USD
N/A
1.450000
USD
2022-06-13
XXXX
18499.470000
N
N
N
N/A
N/A
317U132O1 PIMCO SWAPTION 1.5 CALL USD 20220613
000000000
-6100000.000000
NC
USD
-1201.700000
-0.0003452
N/A
DIR
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
Call
Written
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N/A
N/A
OIS USD R SOFR/1.5 06/15/22 LCH
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
N/A
OIS USD R SOFR/1.5 06/15/22 LCH
2024-06-15
0.000000
USD
0.000000
USD
N/A
USD
N/A
1.500000
USD
2022-06-13
XXXX
9778.300000
N
N
N
N/A
N/A
317U133O0 PIMCO SWAPTION 2.2 PUT USD 20220613
000000000
-6100000.000000
NC
USD
-45288.840000
-0.0130086
N/A
DIR
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
Put
Written
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N/A
N/A
OIS USD R SOFR/2.2 06/15/22 LCH
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
N/A
OIS USD R SOFR/2.2 06/15/22 LCH
2024-06-15
0.000000
USD
0.000000
USD
N/A
USD
N/A
2.200000
USD
2022-06-13
XXXX
-34308.840000
N
N
N
N/A
N/A
317U743Z7 PIMCO SWAPTION 1.27 PUT USD 20221102
000000000
-31400000.000000
NC
USD
-517895.900000
-0.1487580
N/A
DIR
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
Put
Written
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N/A
N/A
IRS USD R 1.27000 11/04/22-1Y (RED) LCH
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
IRS USD R 1.27000 11/04/22-1Y (RED) LCH
N/A
N/A
2023-11-04
0.000000
USD
0.000000
USD
N/A
USD
N/A
1.270000
USD
2022-11-02
XXXX
-455340.900000
N
N
N
N/A
N/A
317U744Z6 PIMCO SWAPTION 0.87 CALL USD 2022110
000000000
-31400000.000000
NC
USD
-1193.200000
-0.0003427
N/A
DIR
US
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
Call
Written
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N/A
N/A
IRS USD R 0.87000 11/04/22-1Y (RED) LCH
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
IRS USD R 0.87000 11/04/22-1Y (RED) LCH
N/A
N/A
2023-11-04
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.870000
USD
2022-11-02
XXXX
61361.800000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 02/25 VAR
06051GKG3
1700000.000000
PA
USD
1662918.090000
0.4776487
Long
DBT
CORP
US
N
2
2025-02-04
Floating
1.843
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 04/23 VAR
06051GGK9
1300000.000000
PA
USD
1300406.130000
0.3735225
Long
DBT
CORP
US
N
2
2023-04-24
Floating
2.881
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 05/24 VAR
06051GJC4
1100000.000000
PA
USD
1084547.840000
0.3115204
Long
DBT
CORP
US
N
2
2024-05-19
Floating
1.486
N
N
N
N
N
N
N/A
N/A
OIS USD SOFR/1.40000 12/07/23-1Y CME
000000000
1.000000
NC
USD
-696412.080000
-0.2000341
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2024-12-09
23656.370000
USD
0.000000
USD
56700000.000000
USD
-720068.450000
N
N
N
N/A
N/A
US 10YR NOTE (CBT)JUN22 XCBT 20220621
000000000
-238.000000
NC
USD
918200.200000
0.2637395
N/A
DIR
US
N
2
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2022-06-21
-29212640.740000
USD
918200.200000
N
N
N
N/A
N/A
US 2YR NOTE (CBT) JUN22 XCBT 20220630
000000000
530.000000
NC
USD
-1477714.850000
-0.4244518
N/A
DIR
US
N
2
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
N/A
UNITED STATES GOVT
2022-06-30
112250273.040000
USD
-1477714.850000
N
N
N
N/A
N/A
US 5YR NOTE (CBT) JUN22 XCBT 20220630
000000000
142.000000
NC
USD
-424526.190000
-0.1219389
N/A
DIR
US
N
2
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
N/A
UNITED STATES GOVT
2022-06-30
16266210.900000
USD
-424526.190000
N
N
N
N/A
N/A
US LONG BOND(CBT) JUN22 XCBT 20220621
000000000
-28.000000
NC
USD
125303.420000
0.0359916
N/A
DIR
US
N
2
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2022-06-21
-4203937.500000
USD
125303.420000
N
N
N
BBCMS TRUST 2018-CBM
N/A
BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM A 144A
05549RAA5
900000.000000
PA
USD
890945.730000
0.2559110
Long
ABS-MBS
CORP
US
N
2
2037-07-15
Floating
1.397
N
N
N
N
N
N
BBCMS TRUST 2022-C15
N/A
BARCLAYS COMMERICAL MORTGAGE 04/55 1
05552FBA4
1700000.000000
PA
USD
1744396.180000
0.5010521
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Variable
3.662
N
N
N
N
N
N
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1
07384MZS4
22940.120000
PA
USD
22620.110000
0.0064973
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
2.08981
N
N
N
N
N
N
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 13A1
07387AFZ3
7599.420000
PA
USD
7093.640000
0.0020375
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
3.35941
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2005-4
N/A
BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1
07386HSY8
135151.710000
PA
USD
134465.540000
0.0386232
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
2.62686
N
N
N
N
N
N
BEAR STEARNS ARM TRUST 2002-11
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1
07384MSH6
1380.050000
PA
USD
1414.010000
0.0004062
Long
ABS-MBS
CORP
US
N
2
2033-02-25
Floating
2.49998
N
N
N
N
N
N
BEAR STEARNS ARM TRUST 2002-11
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2
07384MSJ2
3319.130000
PA
USD
3039.800000
0.0008731
Long
ABS-MBS
CORP
US
N
2
2033-02-25
Floating
2.83814
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 1A1
07387VAA7
39618.610000
PA
USD
39577.970000
0.0113682
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
1.45657
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC COMPANY GUAR 144A 04/22 2.95
05565EBF1
900000.000000
PA
USD
900505.740000
0.2586570
Long
DBT
CORP
US
N
2
2022-04-14
Fixed
2.95
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC COMPANY GUAR 144A 04/23 3.45
05565EAW5
1200000.000000
PA
USD
1216668.000000
0.3494700
Long
DBT
CORP
US
N
2
2023-04-12
Fixed
3.45
N
N
N
N
N
N
BX TRUST 2019-ATL
N/A
BX TRUST BX 2019 ATL A 144A
056058AA8
900000.000000
PA
USD
890741.160000
0.2558523
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.4836
N
N
N
N
N
N
CALIFORNIA EARTHQUAKE AUTHORITY
254900P2MGLOUH3QS859
CALIFORNIA ST EARTHQUAKE AUTH CASGEN 07/22 FIXED 1.327
13017HAJ5
1600000.000000
PA
USD
1601848.960000
0.4601075
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
1.327
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
CAMDEN PROPERTY TRUST SR UNSECURED 09/24 3.5
133131AV4
1100000.000000
PA
USD
1104983.300000
0.3173902
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.5
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO SR UNSECURED 03/26 VAR
14040HCM5
1100000.000000
PA
USD
1077522.820000
0.3095026
Long
DBT
CORP
US
N
2
2026-03-03
Floating
2.636
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO SR UNSECURED 04/25 4.25
14040HBZ7
500000.000000
PA
USD
513904.500000
0.1476115
Long
DBT
CORP
US
N
2
2025-04-30
Fixed
4.25
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2022-P1
N/A
CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P1 A2
14688DAB7
800000.000000
PA
USD
798413.280000
0.2293325
Long
ABS-O
CORP
US
N
2
2025-05-12
Fixed
2.57
N
N
N
N
N
N
CENTERPOINT ENERGY RESOURCES CORP
2JADVB0458J06WCD4N56
CENTERPOINT ENERGY RES SR UNSECURED 03/23 VAR
15189WAN0
805000.000000
PA
USD
802688.780000
0.2305605
Long
DBT
CORP
US
N
2
2023-03-02
Floating
1.00429
N
N
N
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP SR UNSECURED 05/25 1.554
166764BW9
1100000.000000
PA
USD
1062040.020000
0.3050554
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.554
N
N
N
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP COMPANY GUAR 11/22 3.05
125523BT6
2000000.000000
PA
USD
2015287.420000
0.5788616
Long
DBT
CORP
US
N
2
2022-11-30
Fixed
3.05
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 01/26 VAR
17327CAN3
800000.000000
PA
USD
770738.640000
0.2213833
Long
DBT
CORP
US
Y
2
2026-01-25
Floating
2.014
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 01/26 VAR
17327CAP8
800000.000000
PA
USD
787479.130000
0.2261918
Long
DBT
CORP
US
Y
2
2026-01-25
Floating
0.804553
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 05/24 VAR
172967MR9
1300000.000000
PA
USD
1290044.290000
0.3705462
Long
DBT
CORP
US
N
2
2024-05-15
Floating
1.678
N
N
N
N
N
N
CITIGROUP MTGE LOAN TRUST INC 2005-6
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1
17307GXP8
21759.810000
PA
USD
22478.750000
0.0064567
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
2.19
N
N
N
N
N
N
CITIGROUP MTGE LOAN TRUST INC 2005-6
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A2
17307GXQ6
15474.570000
PA
USD
15917.890000
0.0045722
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
2.21
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR
N/A
COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A
12564NAA0
900000.000000
PA
USD
887970.780000
0.2550565
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
1.526
N
N
N
N
N
N
COMM 2021-2400 MORTGAGE TRUST
N/A
COMM MORTGAGE TRUST COMM 2021 2400 A 144A
20048FAA6
900000.000000
PA
USD
889306.290000
0.2554401
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
1.697
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2004-22
N/A
COUNTRYWIDE HOME LOANS CWHL 2004 22 A3
12669F6Z1
35536.240000
PA
USD
35413.320000
0.0101720
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
2.69569
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2004-HYB9
N/A
COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1
12669GHG9
11925.530000
PA
USD
12014.650000
0.0034510
Long
ABS-MBS
CORP
US
N
2
2035-02-20
Floating
2.50455
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-HYB9
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1
126670LE6
201149.470000
PA
USD
199833.050000
0.0573991
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Floating
1.99063
Y
N
N
N
N
N
CREDIT BASED ASSET SRVC & SEC 2006-CB9
N/A
CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1
12465MAA2
12399.470000
PA
USD
7011.910000
0.0020141
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
0.51657
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A
N/A
CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A
22540VK43
14465.080000
PA
USD
13836.500000
0.0039743
Long
ABS-MBS
CORP
US
N
2
2032-03-25
Floating
0.419662
N
N
N
N
N
N
CRSNT TRUST 2021-MOON
N/A
CRSNT TRUST CRSNT 2021 MOON A 144A
22877LAA5
1300000.000000
PA
USD
1281941.050000
0.3682187
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
1.22
N
N
N
N
N
N
CS FIRST BOSTON MTGE SEC CORP 2002-AR21
N/A
CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR21 2A1
22540V4S8
1469.860000
PA
USD
1507.920000
0.0004331
Long
ABS-MBS
CORP
US
N
2
2032-06-25
Floating
4.97403
N
N
N
N
N
N
CSMC 2021-JR2 TRUST
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 JR2 A1 144A
12659NAA6
669773.990000
PA
USD
652995.550000
0.1875634
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.215
N
N
N
N
N
N
DAIMLER FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 08/22 2.55
233851DU5
1300000.000000
PA
USD
1304749.370000
0.3747700
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.55
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 06/23 VAR
233853AA8
1100000.000000
PA
USD
1096878.650000
0.3150622
Long
DBT
CORP
US
N
2
2023-06-14
Floating
0.757411
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
970317.450000
0.2787094
Long
DBT
CORP
US
N
2
2023-12-14
Fixed
1.125
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/23 VAR
233853AC4
1000000.000000
PA
USD
998208.570000
0.2867207
Long
DBT
CORP
US
N
2
2023-12-14
Floating
0.857411
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/24 VAR
233853AE0
1000000.000000
PA
USD
992330.000000
0.2850322
Long
DBT
CORP
US
N
2
2024-12-13
Floating
1.00741
N
N
N
N
N
N
DALLAS FORT WORTH INTERNATIONAL AIRPORT
N/A
DALLAS FORT WORTH TX INTERNATI DALAPT 11/23 FIXED 1.041
2350366K1
700000.000000
PA
USD
686982.800000
0.1973257
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
1.041
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 2022-1
N/A
DELL EQUIPMENT FINANCE TRUST DEFT 2022 1 A1 144A
24703WAA7
500000.000000
PA
USD
499905.250000
0.1435904
Long
ABS-O
CORP
US
N
2
2023-03-22
Fixed
1.21686
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 2022-1
N/A
DELL EQUIPMENT FINANCE TRUST DEFT 2022 1 A2 144A
24703WAB5
500000.000000
PA
USD
498118.750000
0.1430773
Long
ABS-O
CORP
US
N
2
2027-08-23
Fixed
2.11
N
N
N
N
N
N
DROP MORTGAGE TRUST 2021-FILE
N/A
DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A
26210YAA4
1100000.000000
PA
USD
1089783.420000
0.3130242
Long
ABS-MBS
CORP
US
N
2
2026-04-15
Floating
1.55
N
N
N
N
N
N
EDUCATIONAL SERVICES OF AMERICA INC 2012-1
N/A
EDUCATIONAL SERVICES OF AMERIC EDUSA 2012 1 A1 144A
281380AA3
93760.180000
PA
USD
94082.570000
0.0270238
Long
ABS-O
CORP
US
N
2
2040-09-25
Floating
1.60657
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/23 3.05
29364DAR1
1100000.000000
PA
USD
1099628.430000
0.3158521
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.05
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE SECURED 144A 08/24 0.8
29449WAJ6
1300000.000000
PA
USD
1234420.970000
0.3545692
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
0.8
N
N
N
N
N
N
FANNIE MAE 2000-34
N/A
FANNIE MAE FNR 2000 34 F
31358SSV4
10109.300000
PA
USD
10137.540000
0.0029119
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Floating
0.90657
N
N
N
N
N
N
FANNIE MAE 2003-21
N/A
FANNIE MAE FNR 2003 21 OG
31392JW96
7495.240000
PA
USD
7653.320000
0.0021983
Long
ABS-MBS
USGSE
US
N
2
2033-01-25
Fixed
4
N
N
N
N
N
N
FANNIE MAE REMICS 2009-115
N/A
FANNIE MAE FNR 2009 115 SB
31398GMG1
859951.840000
PA
USD
118320.000000
0.0339857
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
5.79343
N
N
N
N
N
N
FANNIE MAE-1996-39
N/A
FANNIE MAE FNR 1996 39 H
31359KRY5
1675.800000
PA
USD
1717.150000
0.0004932
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
8
N
N
N
N
N
N
FANNIEMAE WHOLE LOAN 2003-W1
N/A
FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1
31392GVX0
37968.830000
PA
USD
38687.310000
0.0111124
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Fixed
4.96867
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NOTES 08/25 0.68
3134GWJN7
8300000.000000
PA
USD
7795216.000000
2.2390610
Long
DBT
USGSE
US
N
2
2025-08-06
Fixed
0.68
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NOTES 10/25 0.65
3134GW5R3
4400000.000000
PA
USD
4098397.820000
1.1772044
Long
DBT
USGSE
US
N
2
2025-10-27
Fixed
0.65
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NOTES 10/25 0.65
3134GWZV1
6200000.000000
PA
USD
5750126.760000
1.6516393
Long
DBT
USGSE
US
N
2
2025-10-22
Fixed
0.65
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NOTES 10/26 0.8
3134GW6C5
2600000.000000
PA
USD
2394265.900000
0.6877176
Long
DBT
USGSE
US
N
2
2026-10-28
Fixed
0.8
N
N
N
N
N
N
FEDERAL REALTY INVESTMENT TRUST
549300LI6XZ51GOCJ427
FEDERAL REALTY INVS TRST SR UNSECURED 01/24 3.95
313747AU1
1000000.000000
PA
USD
1013496.660000
0.2911120
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.95
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR
3128QJ4L7
17205.650000
PA
USD
17350.720000
0.0049837
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
2.05
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL C00404 FG 06/25 FIXED 8.5
31292GNV4
680.060000
PA
USD
717.320000
0.0002060
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
8.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL Q58074 FG 08/48 FIXED 4
3132Y16L7
514715.730000
PA
USD
532149.300000
0.1528521
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL Q58083 FG 08/48 FIXED 4
3132Y16V5
921947.200000
PA
USD
953216.410000
0.2737974
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4
N
N
N
N
N
N
FHLMC STRUCTURED PASS THROUGH SEC T-63
N/A
FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1
31395M2F5
257820.620000
PA
USD
260842.950000
0.0749233
Long
ABS-MBS
USGSE
US
N
2
2045-02-25
Floating
1.30417
N
N
N
N
N
N
FHLMC STRUCTURED PASS THRU SEC T-57
N/A
FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1
31394JD87
335318.180000
PA
USD
374577.100000
0.1075918
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Fixed
6.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 065583 FN 09/28 FLOATING VAR
31362M2Q0
6745.920000
PA
USD
6862.640000
0.0019712
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Floating
4.406
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 256143 FN 01/36 FIXED 4.5
31371MP43
149046.850000
PA
USD
151647.030000
0.0435584
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
4.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 270601 FN 01/24 FLOATING VAR
31372ERW6
8302.530000
PA
USD
8296.510000
0.0023831
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Floating
2.25
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 559824 FN 08/30 FLOATING VAR
31386C4H2
32747.270000
PA
USD
33075.720000
0.0095005
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Floating
1.542
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 654952 FN 07/42 FLOATING VAR
31390STH4
38779.530000
PA
USD
39543.730000
0.0113584
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Floating
1.342
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 679708 FN 09/41 FLOATING VAR
31391XDM8
102626.480000
PA
USD
104452.580000
0.0300025
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Floating
1.392
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 735813 FN 07/35 FLOATING VAR
31402RN62
3505.010000
PA
USD
3506.980000
0.0010073
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
1.952
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 804850 FN 01/35 FLOATING VAR
31406BEX4
24830.080000
PA
USD
25482.440000
0.0073195
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Floating
1.693
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 835058 FN 06/35 FLOATING VAR
31407MWT8
90771.760000
PA
USD
90969.310000
0.0261296
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Floating
2.404
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 841068 FN 11/34 FLOATING VAR
31407UMR5
103216.360000
PA
USD
108209.960000
0.0310817
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Floating
2.424
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 932561 FN 02/25 FIXED 4.5
31412RB63
15319.120000
PA
USD
15806.070000
0.0045401
Long
ABS-MBS
USGSE
US
N
2
2025-02-01
Fixed
4.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 959940 FN 11/22 FIXED 6
31413Y4Z1
655.950000
PA
USD
661.120000
0.0001899
Long
ABS-MBS
USGSE
US
N
2
2022-11-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 995693 FN 04/24 FIXED VAR
31416CC61
6254.860000
PA
USD
6409.680000
0.0018411
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
4.5
N
N
N
N
N
N
PIMCO FUNDS
549300F9QJIJF2GM8419
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND
000000000
3597986.510000
PA
USD
35468950.980000
10.1879339
Long
STIV
RF
US
N
1
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AA4553 FN 08/24 FIXED 4.5
31416NBX9
52694.560000
PA
USD
54120.990000
0.0155455
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
4.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AB1154 FN 06/25 FIXED 4.5
31416WH88
92761.260000
PA
USD
96305.490000
0.0276623
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
4.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AC3421 FN 11/24 FIXED 4.5
31417MYT4
7151.260000
PA
USD
7330.870000
0.0021057
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Fixed
4.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AC8938 FN 01/25 FIXED 4.5
31417V4Y6
12935.260000
PA
USD
13346.280000
0.0038335
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
4.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AD1021 FN 02/25 FIXED 4.5
31418ND31
1488.510000
PA
USD
1530.830000
0.0004397
Long
ABS-MBS
USGSE
US
N
2
2025-02-01
Fixed
4.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AD9818 FN 07/25 FIXED 4.5
31418X4C9
38724.680000
PA
USD
39706.240000
0.0114050
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
4.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AE0415 FN 07/25 FIXED VAR
31419AN94
804.100000
PA
USD
824.730000
0.0002369
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
4.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AL5548 FN 05/38 FLOATING VAR
3138ENEW5
153302.900000
PA
USD
160016.890000
0.0459625
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Floating
2.055
N
N
N
N
N
N
PIMCO FUNDS
LWVQWTQCFH3YG7CVH718
PIMCO PRV SHORT TERM FLT III MUTUAL FUND
000000000
1882.280000
PA
USD
18276.900000
0.0052498
Long
STIV
RF
US
N
1
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL BK8838 FN 08/48 FIXED 4
3140HNZC9
482975.420000
PA
USD
501594.010000
0.1440755
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL BM1447 FN 07/47 FIXED VAR
3140J5TD1
2645624.720000
PA
USD
2690870.700000
0.7729130
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL BV5376 FN 04/52 FIXED 3
3140MJ6N0
7000000.000000
PA
USD
6858721.100000
1.9700667
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL BV5386 FN 04/52 FIXED 3
3140MJ6Y6
1800000.000000
PA
USD
1765500.970000
0.5071142
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL CA0384 FN 09/47 FIXED 3.5
3140Q7NA1
1604310.050000
PA
USD
1628540.170000
0.4677742
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL CA0694 FN 11/47 FIXED 3.5
3140Q7XY8
1875626.210000
PA
USD
1902439.960000
0.5464479
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL CB2894 FN 02/52 FIXED 3
3140QNGC0
2585048.930000
PA
USD
2538700.010000
0.7292042
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL CB3242 FN 04/52 FIXED 3
3140QNS86
1700000.000000
PA
USD
1665317.770000
0.4783380
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3
N
N
N
N
N
N
FREDDIE MAC 3309
N/A
FREDDIE MAC FHR 3309 SC
31397GEP1
770587.280000
PA
USD
117376.860000
0.0337148
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Floating
6.05343
N
N
N
N
N
N
FREDDIE MAC 3360
N/A
FREDDIE MAC FHR 3360 FC
31397KE31
165871.790000
PA
USD
168786.160000
0.0484813
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Floating
1.11657
N
N
N
N
N
N
FREDDIE MAC REMICS 4040
N/A
FREDDIE MAC FHR 4040 PO
3137AQ7C6
98904.980000
PA
USD
91517.680000
0.0262871
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
None
0
N
N
N
N
N
N
FREDDIE MAC REMICS 4272
N/A
FREDDIE MAC FHR 4272 YG
3137B6DF5
324361.580000
PA
USD
324234.920000
0.0931317
Long
ABS-MBS
USGSE
US
N
2
2026-11-15
Fixed
2
N
N
N
N
N
N
FREDDIE MAC REMICS 4678
N/A
FREDDIE MAC FHR 4678 AF
3137BWWX8
485666.640000
PA
USD
487686.240000
0.1400807
Long
ABS-MBS
USGSE
US
N
2
2042-12-15
Floating
0.50629
N
N
N
N
N
N
FREDDIE MAC STRIPS 332
N/A
FREDDIEMAC STRIP FHS 332 V1
3132HUCJ0
315482.010000
PA
USD
367337.630000
0.1055123
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Floating
9.04549
N
N
N
N
N
N
FREDDIE MAC-3891
N/A
FREDDIE MAC FHR 3891 BF
3137ADTZ0
385650.640000
PA
USD
389757.280000
0.1119520
Long
ABS-MBS
USGSE
US
N
2
2041-07-15
Floating
0.94657
N
N
N
N
N
N
FREMONT HOME LOAN TRUST 2006-E
N/A
FREMONT HOME LOAN TRUST FHLT 2006 E 2A1
35729NAB1
7088.290000
PA
USD
3859.900000
0.0011087
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.51657
N
N
N
N
N
N
FS RIALTO 2022-FL4
N/A
FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A
30326MAA3
1100000.000000
PA
USD
1101100.000000
0.3162748
Long
ABS-CBDO
CORP
US
N
2
2039-01-19
Floating
2.2
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SECURED 144A 09/24 0.8
36143L2C8
1000000.000000
PA
USD
937573.570000
0.2693042
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.8
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SR SECURED 144A 12/23 1.25
36143L2F1
900000.000000
PA
USD
869411.720000
0.2497257
Long
DBT
CORP
US
N
2
2023-12-08
Fixed
1.25
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST 2022-1A
N/A
GLS AUTO RECEIVABLES TRUST GCAR 2022 1A A 144A
36263XAA1
900000.000000
PA
USD
898649.820000
0.2581239
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
1.98
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008247 G2 07/23 FLOATING VAR
36202KEU5
13333.730000
PA
USD
13333.590000
0.0038299
Long
ABS-MBS
USGSE
US
N
2
2023-07-20
Floating
1.625
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008638 G2 06/25 FLOATING VAR
36202KS30
3008.240000
PA
USD
3040.080000
0.0008732
Long
ABS-MBS
USGSE
US
N
2
2025-06-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008660 G2 07/25 FLOATING VAR
36202KTR6
7259.100000
PA
USD
7380.630000
0.0021200
Long
ABS-MBS
USGSE
US
N
2
2025-07-20
Floating
1.625
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008710 G2 10/25 FLOATING VAR
36202KVB8
25706.260000
PA
USD
26064.690000
0.0074867
Long
ABS-MBS
USGSE
US
N
2
2025-10-20
Floating
1.75
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008717 G2 10/25 FLOATING VAR
36202KVJ1
6898.000000
PA
USD
6991.960000
0.0020083
Long
ABS-MBS
USGSE
US
N
2
2025-10-20
Floating
1.75
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008956 G2 04/22 FLOATING VAR
36202K5R2
30.100000
PA
USD
30.090000
0.0000086
Long
ABS-MBS
USGSE
US
N
2
2022-04-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008998 G2 06/22 FLOATING VAR
36202K7K5
499.000000
PA
USD
499.260000
0.0001434
Long
ABS-MBS
USGSE
US
N
2
2022-06-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080060 G2 04/27 FLOATING VAR
36225CB62
18988.900000
PA
USD
19341.590000
0.0055556
Long
ABS-MBS
USGSE
US
N
2
2027-04-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080076 G2 05/27 FLOATING VAR
36225CCN4
10665.480000
PA
USD
10831.860000
0.0031113
Long
ABS-MBS
USGSE
US
N
2
2027-05-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080426 G2 07/30 FLOATING VAR
36225CPL4
21336.810000
PA
USD
21821.570000
0.0062679
Long
ABS-MBS
USGSE
US
N
2
2030-07-20
Floating
1.625
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL MA5399 G2 08/48 FIXED 4.5
36179T7L3
1377377.200000
PA
USD
1430201.100000
0.4108042
Long
ABS-MBS
USGSE
US
N
2
2048-08-20
Fixed
4.5
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 01/25 VAR
38141GZH0
600000.000000
PA
USD
585322.390000
0.1681252
Long
DBT
CORP
US
N
2
2025-01-24
Floating
1.757
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 02/23 VAR
38141GWU4
500000.000000
PA
USD
501024.360000
0.1439119
Long
DBT
CORP
US
N
2
2023-02-23
Floating
1.21386
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 11/23 VAR
38141EB81
900000.000000
PA
USD
911884.670000
0.2619254
Long
DBT
CORP
US
N
2
2023-11-29
Floating
2.10786
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 12/23 1.217
38141GZE7
900000.000000
PA
USD
878730.770000
0.2524025
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
1.217
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 12/23 VAR
38141GZF4
900000.000000
PA
USD
896451.240000
0.2574924
Long
DBT
CORP
US
N
2
2023-12-06
Floating
0.802956
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FB
38375UUZ1
1184625.420000
PA
USD
1185160.870000
0.3404200
Long
ABS-MBS
USGSE
US
N
2
2065-03-20
Floating
0.73629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FD
38375UVD9
1183795.180000
PA
USD
1184194.360000
0.3401424
Long
ABS-MBS
USGSE
US
N
2
2065-03-20
Floating
0.70629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H17
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL
38376REV4
354716.440000
PA
USD
353693.790000
0.1015933
Long
ABS-MBS
USGSE
US
N
2
2065-06-20
Floating
0.56125
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H09
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB
38376RTJ5
790654.860000
PA
USD
797050.700000
0.2289411
Long
ABS-MBS
USGSE
US
N
2
2066-04-20
Floating
1.00629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F
38375UXM7
464874.790000
PA
USD
467344.860000
0.1342379
Long
ABS-MBS
USGSE
US
N
2
2066-05-20
Floating
0.90629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FE
38375UWT3
903023.100000
PA
USD
908792.330000
0.2610372
Long
ABS-MBS
USGSE
US
N
2
2066-04-20
Floating
0.95629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H22 FA
38376RC95
721935.980000
PA
USD
725274.070000
0.2083243
Long
ABS-MBS
USGSE
US
N
2
2066-10-20
Floating
0.87629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FN
38376R5Y8
1765831.570000
PA
USD
1761855.090000
0.5060669
Long
ABS-MBS
USGSE
US
N
2
2067-07-20
Floating
0.60629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H18
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H18 FB
38376R6V3
1551431.810000
PA
USD
1555245.690000
0.4467214
Long
ABS-MBS
USGSE
US
N
2
2067-09-20
Floating
1.03238
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H14
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FH
38380QGA4
1393685.700000
PA
USD
1445673.940000
0.4152486
Long
ABS-MBS
USGSE
US
N
2
2070-08-20
Floating
1.69857
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2015-GC28
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2015 GC28 AAB
36251FAX4
1162924.850000
PA
USD
1165388.390000
0.3347407
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.206
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR3 A2 144A
36263TAB8
964070.340000
PA
USD
892682.380000
0.2564099
Long
ABS-MBS
CORP
US
N
2
2052-04-25
Variable
2.5
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ3
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ3 A4 144A
362924AE2
1000000.000000
PA
USD
924101.600000
0.2654346
Long
ABS-MBS
CORP
US
N
2
2052-08-26
Variable
2.5
N
N
N
N
N
N
GSAMP TRUST 2007-FM1
N/A
GSAMP TRUST GSAMP 2007 FM1 A2A
3622MAAB7
46913.740000
PA
USD
27711.340000
0.0079597
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.52657
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2005-AR6
N/A
GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1
362341RX9
139717.500000
PA
USD
141317.610000
0.0405914
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
2.91023
N
N
N
N
N
N
GSR MTGE LOAN TRUST 2004-7
N/A
GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1
36228F4P8
209208.910000
PA
USD
214252.230000
0.0615408
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
2.33626
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC 2022-3A
N/A
HERTZ VEHICLE FINANCING LLC HERTZ 2022 3A A 144A
42806MAS8
900000.000000
PA
USD
900214.880000
0.2585735
Long
ABS-O
CORP
US
N
2
2025-03-25
Fixed
3.37
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC 2022-4A
N/A
HERTZ VEHICLE FINANCING LLC 09/26 3.73
42806MBA6
900000.000000
PA
USD
901716.120000
0.2590047
Long
ABS-O
CORP
US
N
2
2026-09-25
Fixed
3.73
N
N
N
N
N
N
HSI ASSET LOAN OBLIGATION 2007-WF1
N/A
HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1
40431KAA8
76295.580000
PA
USD
27552.730000
0.0079141
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.51657
N
N
N
N
N
N
IHPT-2018-STAY
N/A
INTOWN HOTEL PORTFOLIO TRUST IHPT 2018 STAY A 144A
46117MAA2
900000.000000
PA
USD
896564.250000
0.2575249
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Floating
1.497
N
N
N
N
N
N
IMPAC CMB TR 2005-8
N/A
IMPAC CMB TRUST IMM 2005 8 2A
45254NRT6
370289.030000
PA
USD
360154.770000
0.1034492
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
1.15657
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 03/24 VAR
46647PBZ8
1100000.000000
PA
USD
1079628.760000
0.3101075
Long
DBT
CORP
US
N
2
2024-03-16
Floating
0.697
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR
46647PCQ7
1000000.000000
PA
USD
973988.280000
0.2797638
Long
DBT
CORP
US
N
2
2027-09-22
Floating
1.05224
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2012-LC9
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 LC9 A5
46639EAE1
560987.300000
PA
USD
562065.850000
0.1614451
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
2.84
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST-2005-A2
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 5A2
466247NV1
167515.260000
PA
USD
177365.860000
0.0509457
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
2.24827
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7 ELEVEN INC SR UNSECURED 144A 02/24 0.8
817826AB6
1300000.000000
PA
USD
1249648.970000
0.3589433
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.8
N
N
N
N
N
N
KOMATSU FINANCE AMERICA INC
549300SRAAFEEQ8Z4D68
KOMATSU FINANCE AMERICA COMPANY GUAR REGS 09/22 2.437
ACI0XK426
1200000.000000
PA
USD
1200498.000000
0.3448254
Long
DBT
CORP
US
N
2
2022-09-11
Fixed
2.437
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSECURED 11/22 3.2
00287YAP4
1000000.000000
PA
USD
1007458.240000
0.2893775
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
3.2
N
N
N
N
N
N
LUXE TRUST 2021-TRIP
N/A
LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP A 144A
55066WAA2
1000000.000000
PA
USD
984520.800000
0.2827891
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
1.447
N
N
N
N
N
N
MARSH & MCLENNAN COMPANIES INC
549300XMP3KDCKJXIU47
MARSH + MCLENNAN COS INC SR UNSECURED 06/24 3.5
571748AV4
1200000.000000
PA
USD
1215494.360000
0.3491329
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
3.5
N
N
N
N
N
N
MASTR ADJUSTABLE RATE MTGES TRU 2004-13
N/A
MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7
576433UM6
244510.990000
PA
USD
244090.550000
0.0701114
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Floating
2.75866
N
N
N
N
N
N
MELLON RESIDENTIAL FUND CORP 2002-TBC2
N/A
MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A
585525FX1
511636.010000
PA
USD
491198.400000
0.1410895
Long
ABS-MBS
CORP
US
N
2
2032-08-15
Floating
1.25657
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVS 2005-A2
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2
59020USJ5
66792.990000
PA
USD
66852.100000
0.0192023
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
2.81258
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
MET LIFE GLOB FUNDING I SECURED 144A 07/25 0.95
59217GEJ4
1300000.000000
PA
USD
1216283.000000
0.3493594
Long
DBT
CORP
US
N
2
2025-07-02
Fixed
0.95
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 02/26 VAR
61747YEM3
2900000.000000
PA
USD
2846831.840000
0.8177105
Long
DBT
CORP
US
N
2
2026-02-18
Floating
2.63
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
1818511.250000
PA
USD
1768983.730000
0.5081145
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Fixed
3.077
N
N
N
N
N
N
MOSAIC SOLAR LOAN TRUST 2022-1A
N/A
MOSAIC SOLAR LOANS LLC MSAIC 2022 1A A 144A
61946QAA9
900000.000000
PA
USD
850721.310000
0.2443572
Long
ABS-O
CORP
US
N
2
2053-01-20
Fixed
2.64
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2015-BA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A
63939KAC3
910012.370000
PA
USD
912449.200000
0.2620876
Long
ABS-O
CORP
US
N
2
2040-07-16
Floating
1.84657
N
N
N
N
N
N
AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)
5493001L78U618KXNZ75
AEP TEXAS INC SR UNSECURED 10/22 2.4
00108WAD2
300000.000000
PA
USD
300502.240000
0.0863148
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.4
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL COMPANY GUAR 02/23 VAR
65339KBT6
1100000.000000
PA
USD
1096375.560000
0.3149177
Long
DBT
CORP
US
N
2
2023-02-22
Floating
0.74957
N
N
N
N
N
N
NIAGARA MOHAWK POWER CORPORATION
3T97Y9RR5EN5Y18QHB56
NIAGARA MOHAWK POWER SR UNSECURED 144A 12/28 4.278
65364UAL0
1100000.000000
PA
USD
1131107.160000
0.3248939
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.278
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/22 2.65
654740AZ2
800000.000000
PA
USD
801489.010000
0.2302159
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
2.65
N
N
N
N
N
N
ONSLOW BAY MORTGAGE LOAN TRUST 2021-INV2
N/A
ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A11 144A
67114KAL1
957881.380000
PA
USD
940888.370000
0.2702563
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Floating
0.999
N
N
N
N
N
N
ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2
N/A
ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A
67114WAA9
888273.620000
PA
USD
850461.320000
0.2442825
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
3
N
N
N
N
N
N
PRIME MORTGAGE TRUST 2004-CL1
N/A
PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2
74160MDL3
10614.660000
PA
USD
10449.370000
0.0030014
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Floating
0.85657
N
N
N
N
N
N
READY CAPITAL MORTGAGE FINANCING 2021-FL5 LLC
N/A
READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL5 A 144A
75574YAA1
1246227.670000
PA
USD
1244441.950000
0.3574476
Long
ABS-MBS
CORP
US
N
2
2038-04-25
Floating
1.45657
N
N
N
N
N
N
READYCAP COMMERCIAL MORTGAGE TRUST 2021-FL7
N/A
READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL7 A 144A
75575WAA4
899874.630000
PA
USD
893708.240000
0.2567045
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
1.65657
N
N
N
N
N
N
RELIANCE STANDARD LIFE GLOBAL FUNDING II
N/A
RELIANCE STAND LIFE II SECURED 144A 07/22 2.625
75951AAK4
1000000.000000
PA
USD
1003709.260000
0.2883007
Long
DBT
CORP
US
N
2
2022-07-22
Fixed
2.625
N
N
N
N
N
N
AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST
N/A
AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575
02376UAA3
1107187.650000
PA
USD
1054607.970000
0.3029206
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.575
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO SR UNSECURED 03/25 2.25
025816CQ0
900000.000000
PA
USD
884689.650000
0.2541141
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
2.25
N
N
N
N
N
N
SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1
N/A
SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A
81377JAB9
84797.030000
PA
USD
25241.350000
0.0072502
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.57657
Y
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP SR UNSECURED 06/23 2.75
828807DD6
300000.000000
PA
USD
300779.350000
0.0863944
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75
N
N
N
N
N
N
AMERICAN HOME MTGE INV TRUST 2004-4
N/A
AMERICAN HOME MORTGAGE INVESTM AHM 2004 4 4A
02660TCS0
6650.090000
PA
USD
6658.010000
0.0019124
Long
ABS-MBS
CORP
US
N
2
2045-02-25
Floating
2.82871
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2003-10A
N/A
SLM STUDENT LOAN TRUST SLMA 2003 10A A3 144A
78442GJG2
14930.460000
PA
USD
14927.450000
0.0042877
Long
ABS-O
CORP
US
N
2
2027-12-15
Floating
1.296
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2005-4
N/A
SLM STUDENT LOAN TRUST SLMA 2005 4 A3
78442GPG5
279899.580000
PA
USD
278723.050000
0.0800591
Long
ABS-O
CORP
US
N
2
2027-01-25
Floating
0.37771
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 12/22 VAR
842400HL0
1000000.000000
PA
USD
1000236.320000
0.2873032
Long
DBT
CORP
US
N
2
2022-12-02
Floating
0.64557
N
N
N
N
N
N
STONEPEAK 2021-1 ABS
N/A
STONEPEAK SALTT 2021 1A AA 144A
78433XAA8
920209.200000
PA
USD
867902.020000
0.2492921
Long
ABS-O
CORP
US
N
2
2033-02-28
Fixed
2.301
N
N
N
N
N
N
STRUCTURED ASSEET MTGE INV INC 2002-AR3
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1
86358HNX3
21771.840000
PA
USD
21567.010000
0.0061948
Long
ABS-MBS
CORP
US
N
2
2032-09-19
Floating
1.10857
N
N
N
N
N
N
STRUCTURED ASSET INVEST LN TR 2003-BC11
N/A
STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC11 M1
86358EEM4
12177.240000
PA
USD
12134.660000
0.0034855
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
1.43157
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2004-AR8
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR8 A2B
86359LGG8
466315.050000
PA
USD
464802.510000
0.1335077
Long
ABS-MBS
CORP
US
N
2
2035-05-19
Floating
2.03443
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2005-AR5
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3
86359LPF0
38254.540000
PA
USD
37015.870000
0.0106323
Long
ABS-MBS
CORP
US
N
2
2035-07-19
Floating
0.94857
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2007-AR2
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1
86363DAH4
128171.710000
PA
USD
49451.450000
0.0142042
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
0.71657
N
N
N
N
N
N
STRUCTURED ASSET MTGE INV 1999-1
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A
86358HGW3
19049.970000
PA
USD
19952.030000
0.0057309
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Floating
3.96745
N
N
N
N
N
N
THARALDSON HOTEL PORTFOLIO TRUST 2018
N/A
THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL A 144A
88327HAA1
1053104.340000
PA
USD
1039640.720000
0.2986215
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
1.34
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
543871.830000
PA
USD
535022.600000
0.1536774
Long
ABS-MBS
CORP
US
N
2
2063-02-25
Variable
0.918
N
N
N
N
N
N
ANTHEM INC (AKA: WELLPOINT INC)
8MYN82XMYQH89CTMTH67
ANTHEM INC SR UNSECURED 01/25 2.375
036752AJ2
1000000.000000
PA
USD
986935.540000
0.2834827
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.375
N
N
N
N
N
N
ANTHEM INC (AKA: WELLPOINT INC)
8MYN82XMYQH89CTMTH67
ANTHEM INC SR UNSECURED 03/23 0.45
036752AQ6
1300000.000000
PA
USD
1279172.130000
0.3674234
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.45
N
N
N
N
N
N
ANTHEM INC (AKA: WELLPOINT INC)
8MYN82XMYQH89CTMTH67
ANTHEM INC SR UNSECURED 12/24 3.35
036752AC7
800000.000000
PA
USD
806708.740000
0.2317152
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.35
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
01F020646
-6000000.000000
PA
USD
-5570390.640000
-1.6000127
Short
ABS-MBS
USGSE
US
N
2
2052-04-13
Fixed
2
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
01F022659
-2000000.000000
PA
USD
-1904325.860000
-0.5469896
Short
ABS-MBS
USGSE
US
N
2
2052-05-12
Fixed
2.5
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
01F030637
3400000.000000
PA
USD
3329038.360000
0.9562173
Long
ABS-MBS
USGSE
US
N
2
2049-04-25
Fixed
3
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
01F030645
-13900000.000000
PA
USD
-13598109.380000
-3.9058567
Short
ABS-MBS
USGSE
US
N
2
2052-04-13
Fixed
3
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
01F030660
28400000.000000
PA
USD
27682573.120000
7.9514115
Long
ABS-MBS
USGSE
US
N
2
2052-06-13
Fixed
3
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
01F032658
4200000.000000
PA
USD
4194701.990000
1.2048664
Long
ABS-MBS
USGSE
US
N
2
2052-05-12
Fixed
3.5
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
01F032666
1000000.000000
PA
USD
996316.690000
0.2861773
Long
ABS-MBS
USGSE
US
N
2
2052-06-13
Fixed
3.5
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 05/22 0.00000
912796V22
12000000.000000
PA
USD
11994876.720000
3.4453517
Long
DBT
UST
US
N
2
2022-05-24
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 06/22 0.00000
912796W39
2500000.000000
PA
USD
2496865.000000
0.7171877
Long
DBT
UST
US
N
2
2022-06-28
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 07/22 0.00000
912796X20
24000000.000000
PA
USD
23951313.360000
6.8796621
Long
DBT
UST
US
N
2
2022-07-19
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 07/22 0.00000
912796X38
5900000.000000
PA
USD
5886121.900000
1.6907019
Long
DBT
UST
US
N
2
2022-07-26
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 04/22 0.00000
912796G45
11400000.000000
PA
USD
11399255.810000
3.2742684
Long
DBT
UST
US
N
2
2022-04-21
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 04/22 0.00000
912796P29
9300000.000000
PA
USD
9299542.440000
2.6711566
Long
DBT
UST
US
N
2
2022-04-14
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 04/22 0.00000
912796P37
21700000.000000
PA
USD
21698352.100000
6.2325322
Long
DBT
UST
US
N
2
2022-04-28
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 04/22 0.00000
912796T90
4400000.000000
PA
USD
4399705.730000
1.2637507
Long
DBT
UST
US
N
2
2022-04-19
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 05/22 0.00000
912796H44
19400000.000000
PA
USD
19393684.140000
5.5705502
Long
DBT
UST
US
N
2
2022-05-19
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 05/22 0.00000
912796Q36
16000000.000000
PA
USD
15993094.400000
4.5937809
Long
DBT
UST
US
N
2
2022-05-26
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 06/22 0.00000
912796J42
5000000.000000
PA
USD
4995672.200000
1.4349333
Long
DBT
UST
US
N
2
2022-06-16
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 06/22 0.00000
912796Q44
16800000.000000
PA
USD
16790698.010000
4.8228808
Long
DBT
UST
US
N
2
2022-06-02
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 06/22 0.00000
912796R35
17500000.000000
PA
USD
17487589.530000
5.0230526
Long
DBT
UST
US
N
2
2022-06-09
None
0
N
N
N
N
N
N
UWM-2021-INV4
N/A
UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV4 A9 144A
918307AM1
978996.920000
PA
USD
963169.090000
0.2766561
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Floating
1.049
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMNTN INC
92344MD67
1100000.000000
PA
USD
1099897.700000
0.3159294
Long
DBT
CORP
US
N
2
2022-04-06
None
0
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSECURED 144A 03/32 2.355
92343VGM0
1314000.000000
PA
USD
1189038.150000
0.3415337
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.355
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER COMPANY
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELEC + POWER CO SR UNSECURED 03/23 2.75
927804FN9
1800000.000000
PA
USD
1806419.660000
0.5188675
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75
N
N
N
N
N
N
VMC FINANCE 2022-FL5 LLC
N/A
VMC FINANCE LLC VMC 2022 FL5 A 144A
91835BAA3
1800000.000000
PA
USD
1817998.020000
0.5221932
Long
ABS-CBDO
CORP
US
N
2
2039-02-18
Floating
1.95
N
N
N
N
N
N
WASHINGTON MUTUAL 2002-AR6
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A
929227QB5
8217.520000
PA
USD
8035.060000
0.0023080
Long
ABS-MBS
CORP
US
N
2
2042-06-25
Floating
1.61876
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR13
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1
92922F4M7
25895.950000
PA
USD
25631.300000
0.0073622
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
1.03657
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR19
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1
92925CBA9
39834.170000
PA
USD
40101.390000
0.0115185
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Floating
0.99657
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR8
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 1A1A
92922FR67
35901.940000
PA
USD
35221.970000
0.0101170
Long
ABS-MBS
CORP
US
N
2
2045-07-25
Floating
0.99657
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR1
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 2A1A
92925CCE0
172709.220000
PA
USD
174006.160000
0.0499807
Long
ABS-MBS
CORP
US
N
2
2046-01-25
Floating
1.21113
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY SR UNSECURED 06/24 VAR
95000U2R3
1100000.000000
PA
USD
1087226.250000
0.3122897
Long
DBT
CORP
US
N
2
2024-06-02
Floating
1.654
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY SR UNSECURED 10/23 VAR
949746SJ1
1500000.000000
PA
USD
1507055.880000
0.4328796
Long
DBT
CORP
US
N
2
2023-10-31
Floating
1.529
N
N
N
N
N
N
WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2019-1
N/A
WELLS FARGO MORTGAGE BACKED SE WFMBS 2019 1 A1 144A
95001TAA3
2272364.260000
PA
USD
2273877.880000
0.6531379
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
3.97998
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
1512000.000000
PA
USD
1512000.000000
0.4342997
Long
RA
US
N
2
Repurchase
N
0.0100000
2022-04-01
1546600.000000
USD
1542329.840000
USD
UST
N
N
N
ASSET BACK SEC CORP HM EQ LN TR 2002-HE1
N/A
ASSET BACKED SECURITIES CORP H ABSHE 2002 HE1 M1
04541GCG5
86721.770000
PA
USD
86300.350000
0.0247885
Long
ABS-MBS
CORP
US
N
2
2032-03-15
Floating
2.04657
N
N
N
N
N
N
2022-05-12
PIMCO Funds
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer