0001479359-23-000043.txt : 20230828
0001479359-23-000043.hdr.sgml : 20230828
20230828172213
ACCESSION NUMBER: 0001479359-23-000043
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIMCO Equity Series VIT
CENTRAL INDEX KEY: 0001479359
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22376
FILM NUMBER: 231217237
BUSINESS ADDRESS:
STREET 1: 650 NEWPORT CENTER DRIVE
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
BUSINESS PHONE: 949-720-6000
MAIL ADDRESS:
STREET 1: 650 NEWPORT CENTER DRIVE
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
FORMER COMPANY:
FORMER CONFORMED NAME: PIMCO Equity Variable Insurance Trust
DATE OF NAME CHANGE: 20091223
0001479359
S000028118
PIMCO StocksPLUS Global Portfolio
C000085710
Institutional Class
PMVIEQS
C000085712
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0.6904062
Long
ABS-CBDO
CORP
KY
N
2
2032-04-22
Floating
6.35271
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
1092121.510000
PA
USD
1084983.030000
0.5827708
Long
ABS-CBDO
CORP
KY
N
2
2030-08-14
Floating
6.27071
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2022-4
N/A
CARMAX AUTO OWNER TRUST CARMX 2022 4 A2B
14318UAC5
512246.540000
PA
USD
513134.980000
0.2756173
Long
ABS-O
CORP
US
N
2
2025-12-15
Floating
5.96662
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2023-P2
N/A
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A1 144A
14686TAA6
290980.750000
PA
USD
291094.350000
0.1563539
Long
ABS-O
CORP
US
N
2
2024-06-10
Fixed
5.588
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2023-P2
N/A
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A2 144A
14686TAB4
400000.000000
PA
USD
399016.600000
0.2143215
Long
ABS-O
CORP
US
N
2
2026-08-10
Fixed
5.98
N
N
N
N
N
N
CIG AUTO RECEIVABLES TRUST 2021-1A
N/A
CIG AUTO RECEIVABLES TRUST CIGAR 2021 1A B 144A
12598NAB8
1300000.000000
PA
USD
1269848.320000
0.6820664
Long
ABS-O
CORP
US
N
2
2026-08-12
Fixed
1.49
N
N
N
N
N
N
CIT MTGE LOAN TRUST 2007-1
N/A
CIT MORTGAGE LOAN TRUST CITM 2007 1 1A 144A
12559QAA0
31898.900000
PA
USD
31842.350000
0.0171033
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
6.50043
N
N
N
N
N
N
CITIZENS AUTO RECEIVABLES TRUST 2023-1
N/A
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2A 144A
17331KAB5
400000.000000
PA
USD
399607.100000
0.2146387
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
6.13
N
N
N
N
N
N
CITIZENS AUTO RECEIVABLES TRUST 2023-1
N/A
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2B 144A
17331KAC3
400000.000000
PA
USD
399181.820000
0.2144103
Long
ABS-O
CORP
US
N
2
2026-07-15
Floating
6.01655
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS LLC 2021-B
N/A
COLLEGE AVE STUDENT LOANS CASL 2021 B A2 144A
19425AAA2
1092474.820000
PA
USD
1058912.680000
0.5687678
Long
ABS-O
CORP
US
N
2
2052-06-25
Floating
5.95043
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
600000.000000
PA
USD
584427.000000
0.3139100
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.39048
N
N
N
N
N
N
COMM 2021-2400 MORTGAGE TRUST
N/A
COMM MORTGAGE TRUST COMM 2021 2400 B 144A
20048FAG3
739900.000000
PA
USD
686615.690000
0.3687980
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
6.944
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED ED CO N
20911MUR6
900000.000000
PA
USD
896640.000000
0.4816072
Long
DBT
CORP
US
N
2
2023-07-25
None
0
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21037DUB8
750000.000000
PA
USD
748735.690000
0.4021642
Long
DBT
CORP
US
N
2
2023-07-11
None
0
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC3
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC3 1A1
021464AA0
233743.750000
PA
USD
207925.820000
0.1116820
Long
ABS-MBS
CORP
US
N
2
2046-04-25
Floating
5.51043
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-16
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 16 1A
23242FAA4
758507.360000
PA
USD
695696.430000
0.3736755
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
5.43043
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-9
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 9 3AV4
12666RAV2
487920.740000
PA
USD
467457.540000
0.2510828
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
5.63043
Y
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK BRANCH
549300D0YARF5HYP1809
CREDIT SUISSE NEW YORK SR UNSECURED 02/25 VAR
22550UAF8
400000.000000
PA
USD
390283.350000
0.2096307
Long
DBT
CORP
CH
N
2
2025-02-21
Floating
6.33381
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG COCO JR SUB 144A
952NPH004
200000.000000
PA
USD
8000.000000
0.0042970
Long
DBT
CORP
US
N
3
2060-12-31
None
0
Y
N
N
N
N
N
CRESTLINE DENALI CLO XIV LTD 2016-1A
N/A
CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A
22615MAW2
1195729.480000
PA
USD
1180864.110000
0.6342709
Long
ABS-CBDO
CORP
KY
N
2
2031-10-23
Floating
6.41271
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
183018.880000
PA
USD
181419.780000
0.0974450
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
6.28043
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE FUNDING LLC COMPANY GUAR 144A 08/24 1.55
23371DAJ3
500000.000000
PA
USD
474815.780000
0.2550351
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
1.55
N
N
N
N
N
N
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/25 5.2
233853AN0
200000.000000
PA
USD
198490.500000
0.1066141
Long
DBT
CORP
US
N
2
2025-01-17
Fixed
5.2
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 09/23 VAR
23636AAQ4
400000.000000
PA
USD
400563.880000
0.2151526
Long
DBT
CORP
DK
N
2
2023-09-12
Floating
6.59971
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 09/24 VAR
251526CC1
400000.000000
PA
USD
394968.620000
0.2121473
Long
DBT
CORP
DE
N
2
2024-09-18
Floating
2.222
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 11/26 VAR
251526CE7
200000.000000
PA
USD
178036.340000
0.0956277
Long
DBT
CORP
DE
Y
2
2026-11-24
Floating
2.129
N
N
N
N
N
N
DISCOVER CARD EXECUTION NOTE TRUST 2018-A6
N/A
DISCOVER CARD EXECUTION NOTE T DCENT 2018 A6 A6
254683CJ2
600000.000000
PA
USD
599974.320000
0.3222608
Long
ABS-MBS
CORP
US
N
2
2026-03-15
Floating
5.58329
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION RESOURCES 07/23 ZCP
2574P1UK6
750000.000000
PA
USD
747900.110000
0.4017154
Long
DBT
CORP
US
N
2
2023-07-19
None
0
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA (EDF)
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE SA
28504HUE2
400000.000000
PA
USD
399156.110000
0.2143965
Long
DBT
CORP
FR
N
2
2023-07-14
None
0
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4
N/A
ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A
268432AA9
373726.200000
PA
USD
369147.160000
0.1982779
Long
ABS-MBS
CORP
US
N
2
2067-09-25
Fixed
5.9
N
N
N
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
ENEL FINANCE AMERICA
29279HUQ6
900000.000000
PA
USD
896792.400000
0.4816890
Long
DBT
CORP
US
N
2
2023-07-24
None
0
N
N
N
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORPORATION
29366GUH2
250000.000000
PA
USD
249371.710000
0.1339436
Long
DBT
CORP
US
N
2
2023-07-17
None
0
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC 2022-1
N/A
ENTERPRISE FLEET FINANCING LLC EFF 2022 1 A2 144A
29375JAB0
512938.700000
PA
USD
499682.210000
0.2683915
Long
ABS-O
CORP
US
N
2
2028-01-20
Fixed
3.03
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC 2023-1
N/A
ENTERPRISE FLEET FINANCING LLC EFF 2023 1 A1 144A
29375CAA7
238153.410000
PA
USD
237951.310000
0.1278094
Long
ABS-O
CORP
US
N
2
2024-03-20
Fixed
5.33
N
N
N
N
N
N
FANNIE MAE REMICS 2015-87
N/A
FANNIE MAE FNR 2015 87 BF
3136AQWE6
203672.650000
PA
USD
197259.160000
0.1059527
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Floating
5.45043
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 08/23 VAR
3130AVUJ9
3600000.000000
PA
USD
3600022.390000
1.9336597
Long
DBT
USGSE
US
N
2
2023-08-25
Floating
5.07
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 11/23 VAR
3130AVWH1
9200000.000000
PA
USD
9201709.360000
4.9424621
Long
DBT
USGSE
US
N
2
2023-11-17
Floating
5.09
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 849407 FH 09/37 FLOATING VAR
31300MNY5
156197.660000
PA
USD
158424.180000
0.0850935
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
4.442
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2020-1
N/A
FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2020 1 D 144A
35105FAF3
175424.250000
PA
USD
174387.580000
0.0936678
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
2.6
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2021-2
N/A
FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2021 2 B 144A
35105UAD5
400000.000000
PA
USD
383336.480000
0.2058994
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.31
N
N
N
N
N
N
FREDDIE MAC REMICS 3342
N/A
FREDDIE MAC FHR 3342 FT
31397JST2
11137.750000
PA
USD
10955.920000
0.0058847
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Floating
5.64329
N
N
N
N
N
N
FREDDIE MAC REMICS 3350
N/A
FREDDIE MAC FHR 3350 FA
31397JNP5
99920.770000
PA
USD
99134.690000
0.0532477
Long
ABS-MBS
USGSE
US
N
2
2033-10-15
Floating
5.72329
N
N
N
N
N
N
FREDDIE MAC REMICS 4638
N/A
FREDDIE MAC FHR 4638 FA
3137BTH38
92261.500000
PA
USD
90599.230000
0.0486631
Long
ABS-MBS
USGSE
US
N
2
2040-07-15
Floating
4.1224
N
N
N
N
N
N
FREED ABS TRUST 2022-1FP
N/A
FREED ABS TRUST FREED 2022 1FP B 144A
35633KAB2
324010.250000
PA
USD
320583.870000
0.1721934
Long
ABS-O
CORP
US
N
2
2029-03-19
Fixed
1.91
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SECURED 144A 04/25 VAR
36143L2K0
600000.000000
PA
USD
587792.520000
0.3157177
Long
DBT
CORP
US
N
2
2025-04-11
Floating
6.37894
N
N
N
N
N
N
GALLATIN CLO IX LTD 2018-1A
N/A
GALLATIN FUNDING LTD GALL 2018 1A A 144A
36361WAC0
261095.800000
PA
USD
260872.460000
0.1401209
Long
ABS-CBDO
CORP
KY
N
2
2028-01-21
Floating
6.31143
N
N
N
N
N
N
GLS AUTO SELECT RECEIVABLES TRUST 2023-1A
N/A
GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A
36267FAC2
600000.000000
PA
USD
598783.800000
0.3216214
Long
ABS-O
CORP
US
N
2
2027-08-16
Fixed
6.27
N
N
N
N
N
N
GLS AUTO SELECT RECEIVABLES TRUST 2023-1A
N/A
GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A
36267FAE8
300000.000000
PA
USD
298722.150000
0.1604509
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
5.96
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1
N/A
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 1 A1
362541AA2
86083.100000
PA
USD
86060.860000
0.0462254
Long
ABS-O
CORP
US
N
2
2024-02-20
Fixed
4.948
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2017-SLP
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP A 144A
36255MAA5
3077.210000
PA
USD
2997.810000
0.0016102
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
3.419
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC 2021-1A
N/A
HERTZ VEHICLE FINANCING LLC HERTZ 2021 1A A 144A
42806MAA7
1000000.000000
PA
USD
937504.400000
0.5035564
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
1.21
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 07/27 VAR
ACI1WKQ05
300000.000000
PA
324851.470000
0.1744856
Long
DBT
CORP
GB
N
2
2027-07-24
Floating
1.75
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 08/31 VAR
404280CK3
300000.000000
PA
USD
239640.270000
0.1287166
Long
DBT
CORP
GB
N
2
2031-08-18
Floating
2.357
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC.
44486JUH0
550000.000000
PA
USD
548562.440000
0.2946462
Long
DBT
CORP
US
N
2
2023-07-17
None
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC.
44486JUT4
350000.000000
PA
USD
348538.930000
0.1872087
Long
DBT
CORP
US
N
2
2023-07-27
None
0
N
N
N
N
N
N
HYATT HOTELS CORPORATION
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP SR UNSECURED 10/24 1.8
448579AN2
400000.000000
PA
USD
380874.060000
0.2045767
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.8
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES SR UNSECURED 144A 09/23 0.75
44920UAQ1
500000.000000
PA
USD
494704.840000
0.2657180
Long
DBT
CORP
KR
N
2
2023-09-15
Fixed
0.75
N
N
N
N
N
N
INDEPENDENCE PLAZA TRUST 2018-INDP
N/A
INDEPENDENCE PLAZA TRUST IPT 2018 INDP B 144A
45378YAL8
300000.000000
PA
USD
277873.050000
0.1492524
Long
ABS-MBS
CORP
US
N
2
2035-07-10
Fixed
3.911
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV SR UNSECURED 03/26 3.869
456837BA0
1000000.000000
PA
USD
961010.060000
0.5161819
Long
DBT
CORP
NL
N
2
2026-03-28
Floating
3.869
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A
46651QAA5
166662.450000
PA
USD
148627.560000
0.0798315
Long
ABS-MBS
CORP
US
N
2
2031-12-15
Floating
6.643
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL SECURED 144A 06/24 VAR
46849CJL6
250000.000000
PA
USD
250361.050000
0.1344750
Long
DBT
CORP
US
N
2
2024-06-28
Floating
6.22031
N
N
N
N
N
N
JAPAN GOVT
353800WZS8AXZXFUC241
JAPAN TREASURY DISC BILL BILLS 07/23 0.00000
ACI2F5WK4
480000000.000000
PA
3326691.570000
1.7868470
Long
DBT
NUSS
JP
N
2
2023-07-18
None
0
N
N
N
N
N
N
JAPAN GOVT
353800WZS8AXZXFUC241
JAPAN TREASURY DISC BILL BILLS 07/23 0.00000
ACI2FJ0Z6
470000000.000000
PA
3257535.330000
1.7497015
Long
DBT
NUSS
JP
N
2
2023-07-31
None
0
N
N
N
N
N
N
JAPAN GOVT
353800WZS8AXZXFUC241
JAPAN TREASURY DISC BILL BILLS 08/23 0.00000
ACI2FP5R5
490000000.000000
PA
3396235.350000
1.8242007
Long
DBT
NUSS
JP
N
2
2023-08-07
None
0
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR
46647PDB9
1000000.000000
PA
USD
1007201.300000
0.5409923
Long
DBT
CORP
US
N
2
2026-04-26
Floating
6.36695
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 B 144A
46649JAG3
497848.110000
PA
USD
482154.290000
0.2589768
Long
ABS-MBS
CORP
US
N
2
2035-02-15
Floating
6.543
N
N
N
N
N
N
LCM 30 LTD
N/A
LCM LTD PARTNERSHIP LCM 30A AR 144A
50200YAQ1
600000.000000
PA
USD
588206.760000
0.3159402
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.33043
N
N
N
N
N
N
522 FUNDING CLO I LTD 2018-3A
N/A
522 FUNDING CLO LTD MORGN 2018 3A AR 144A
33835NAA9
1300000.000000
PA
USD
1282358.830000
0.6887861
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
6.29043
N
N
N
N
N
N
LIBERTY LENDING ABS TRUST 2021-1A
N/A
REACH FINANCIAL LLC REACH 2021 1A A 144A
53934QAA0
157545.650000
PA
USD
153410.310000
0.0824004
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
1.07
N
N
N
N
N
N
LIBERTY LENDING ABS TRUST 2022-1A
N/A
REACH FINANCIAL LLC REACH 2022 1A A 144A
50203YAA3
341361.800000
PA
USD
337431.700000
0.1812428
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
3.76
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA FING PLC DISC COML PAPER
50221JUR5
900000.000000
PA
USD
896559.750000
0.4815641
Long
DBT
CORP
GB
N
2
2023-07-25
None
0
N
N
N
N
N
N
MARINER FINANCE ISSUANCE TRUST 2021-A
N/A
MARINER FINANCE ISSUANCE TRUST MFIT 2021 AA A 144A
56848DAA7
800000.000000
PA
USD
703134.160000
0.3776705
Long
ABS-O
CORP
US
N
2
2036-03-20
Fixed
1.86
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2023-1A
N/A
MARLETTE FUNDING TRUST MFT 2023 1A A 144A
57110PAA9
871776.230000
PA
USD
868785.170000
0.4666457
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
6.07
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATION
57163UV45
750000.000000
PA
USD
746020.940000
0.4007060
Long
DBT
CORP
US
N
2
2023-08-04
None
0
N
N
N
N
N
N
MASTR ADJUSTABLE RATE MTGES TRU 2004-13
N/A
MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1
576433UF1
69987.550000
PA
USD
66379.780000
0.0356542
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Floating
4.56041
N
N
N
N
N
N
ACC AUTO TRUST 2021-A
N/A
ACC AUTO TRUST AUTOC 2021 A A 144A
00108XAA6
16697.750000
PA
USD
16660.400000
0.0089487
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.08
N
N
N
N
N
N
ACCUNIA EUROPEAN CLO I DAC 1A
N/A
ACCUNIA EUROPEAN CLO ACCUN 1A AR 144A
ACI19ZJ97
283859.330000
PA
305838.230000
0.1642732
Long
ABS-CBDO
CORP
IE
N
2
2030-07-15
Floating
4.127
N
N
N
N
N
N
MF1 2020-FL4 LTD
N/A
MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A
58003UAA6
467755.750000
PA
USD
463298.260000
0.2488488
Long
ABS-CBDO
CORP
US
N
2
2035-11-15
Floating
6.96147
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INCORPORATED
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC SR UNSECURED 09/24 0.983
595017BC7
300000.000000
PA
USD
283478.350000
0.1522631
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.983
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTL INC
60920WUQ1
300000.000000
PA
USD
298937.000000
0.1605663
Long
DBT
CORP
US
N
2
2023-07-24
None
0
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 01/27 VAR
61747YEZ4
700000.000000
PA
USD
694364.390000
0.3729600
Long
DBT
CORP
US
N
2
2027-01-28
Floating
5.05
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2017-ASHF
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF B 144A
61691KAG6
226000.000000
PA
USD
218489.210000
0.1173559
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
6.568
N
N
N
N
N
N
MORGAN STANLEY HOME EQUITY LN 2006-2
N/A
MORGAN STANLEY HOME EQUITY LOA MSHEL 2006 2 M1
61744CYQ3
652000.000000
PA
USD
588173.310000
0.3159222
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.66043
N
N
N
N
N
N
MOUNTAIN VIEW CLO LLC 2017-2A
N/A
MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A
62432LAL5
2275825.950000
PA
USD
2248292.710000
1.2076128
Long
ABS-CBDO
CORP
KY
N
2
2031-01-16
Floating
6.30029
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2015-BA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A
63939KAC3
309519.240000
PA
USD
309057.410000
0.1660023
Long
ABS-O
CORP
US
N
2
2040-07-16
Floating
6.64329
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2019-BA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2019 BA A2B 144A
63941LAC7
318345.040000
PA
USD
313867.870000
0.1685861
Long
ABS-O
CORP
US
N
2
2059-12-15
Floating
6.17329
N
N
N
N
N
N
NAVSL-2021-BA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2021 BA A 144A
63942LAA0
561921.210000
PA
USD
485724.810000
0.2608946
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
0.94
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL COMPANY GUAR 03/25 6.051
65339KBP4
200000.000000
PA
USD
200841.240000
0.1078767
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.051
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/28 2.75
654740BT5
200000.000000
PA
USD
164521.070000
0.0883683
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
2.75
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/23 3.043
654744AA9
400000.000000
PA
USD
397200.760000
0.2133462
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
3.043
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345
654744AC5
200000.000000
PA
USD
182043.340000
0.0977799
Long
DBT
CORP
JP
N
2
2027-09-17
Fixed
4.345
N
N
N
N
N
N
NOMURA HOME EQUITY LOAN INC 2006-FM1
N/A
NOMURA HOME EQUITY LOAN INC NHELI 2006 FM1 2A3
65536HBW7
37271.150000
PA
USD
37049.580000
0.0199002
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
5.57043
N
N
N
N
N
N
NOMURA HOME EQUITY LOAN INC 2006-HE1
N/A
NOMURA HOME EQUITY LOAN INC NHELI 2006 HE1 M2
65536HCT3
100000.000000
PA
USD
88769.800000
0.0476804
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.78043
N
N
N
N
N
N
NORTHROP GRUMMAN CORPORATION
RIMU48P07456QXSO0R61
NORTHROP GRUMAN CORP
66681MVH8
300000.000000
PA
USD
297813.200000
0.1599627
Long
DBT
CORP
US
N
2
2023-08-17
None
0
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45
00774MAV7
200000.000000
PA
USD
178784.400000
0.0960295
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45
N
N
N
N
N
N
OAKTREE CLO 2019-1A
N/A
OAKTREE CLO LTD OAKCL 2019 1A A1R 144A
67401XAS0
1300000.000000
PA
USD
1280175.000000
0.6876132
Long
ABS-CBDO
CORP
KY
N
2
2030-04-22
Floating
6.38271
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST 2021-B
N/A
AFFIRM INC AFFRM 2021 B A 144A
00834DAA1
1400000.000000
PA
USD
1362140.920000
0.7316391
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.03
N
N
N
N
N
N
OMFIT-2021-1A
N/A
ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2021 1A A2 144A
68269MAB0
500000.000000
PA
USD
487745.800000
0.2619801
Long
ABS-O
CORP
US
N
2
2036-06-16
Floating
5.8266
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2A
N/A
ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2020 2A A 144A
682696AA7
500000.000000
PA
USD
446812.500000
0.2399939
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
1.75
N
N
N
N
N
N
OPORTUN ISSUANCE TRUST 2022-3
N/A
OPORTUN FUNDING LLC OPTN 2022 3 A 144A
68378PAA3
488037.590000
PA
USD
488715.080000
0.2625008
Long
ABS-O
CORP
US
N
2
2030-01-08
Fixed
7.451
N
N
N
N
N
N
OSCAR US FUNDING XIV LLC 2022-1A
N/A
OSCAR US FUNDING TRUST OSCAR 2022 1A A4 144A
68784HAD3
700000.000000
PA
USD
645069.900000
0.3464827
Long
ABS-O
CORP
JP
N
2
2029-04-10
Fixed
2.82
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/23 1.7
694308JY4
400000.000000
PA
USD
393195.550000
0.2111949
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.7
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST 2021-3
N/A
PAGAYA AI DEBT SELECTION TRUST PAID 2021 3 A 144A
69546RAA4
183743.980000
PA
USD
182039.500000
0.0977778
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
1.15
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST 2021-5
N/A
PAGAYA AI DEBT SELECTION TRUST PAID 2021 5 A 144A
69547EAA2
326683.220000
PA
USD
320665.880000
0.1722375
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
1.53
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST 2022-1
N/A
PAGAYA AI DEBT SELECTION TRUST PAID 2022 1 A 144A
69546MAA5
496001.030000
PA
USD
482925.750000
0.2593912
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
2.03
N
N
N
N
N
N
PAGAYA AI DEBT TRUST 2022-2
N/A
PAGAYA AI DEBT SELECTION TRUST PAID 2022 2 A 144A
69546VAA5
157985.770000
PA
USD
155960.820000
0.0837704
Long
ABS-O
CORP
US
N
2
2030-01-15
Fixed
4.97
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
260173.070000
PA
USD
257040.560000
0.1380627
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.05043
N
N
N
N
N
N
PARK PLACE SEC INC 2005-WHQ1
N/A
PARK PLACE SECURITIES INC PPSI 2005 WHQ1 M6
70069FGF8
106000.000000
PA
USD
93992.250000
0.0504855
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
6.32043
N
N
N
N
N
N
PARK PLACE SECURITIES INC 2004-WHQ2
N/A
PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5
70069FEM5
690831.940000
PA
USD
607549.390000
0.3263296
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
6.87543
N
N
N
N
N
N
POST ROAD EQUIPMENT FINANCE 2021-1A
N/A
POST ROAD EQUIPMENT FINANCE PREF 2021 1A A2 144A
29253EAB8
14851.570000
PA
USD
14779.480000
0.0079384
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.74
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
J M SMUCKER CO DISC COML PAPER
75513GUH7
750000.000000
PA
USD
748096.360000
0.4018208
Long
DBT
CORP
US
N
2
2023-07-17
None
0
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SVCS INC
76076GU50
900000.000000
PA
USD
899349.750000
0.4830626
Long
DBT
CORP
US
N
2
2023-07-05
None
0
N
N
N
N
N
N
S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)
Y6X4K52KMJMZE7I7MY94
S+P GLOBAL INC
78513LU64
850000.000000
PA
USD
849254.270000
0.4561551
Long
DBT
CORP
US
N
2
2023-07-06
None
0
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 01/26 4.3
80007RAK1
200000.000000
PA
USD
188193.340000
0.1010832
Long
DBT
CORP
KY
N
2
2026-01-08
Variable
4.3
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2
N/A
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 2 A2
80287JAB0
1300000.000000
PA
USD
1298845.340000
0.6976415
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
5.87
N
N
N
N
N
N
SARANAC CLO LTD 2018-6A
N/A
SARANAC CLO LTD SRANC 2018 6A A1R 144A
80317LAJ2
1200000.000000
PA
USD
1185750.840000
0.6368956
Long
ABS-CBDO
CORP
JE
N
2
2031-08-13
Floating
6.68443
N
N
N
N
N
N
AMEREN CORPORATION
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
02360SUQ9
900000.000000
PA
USD
896775.000000
0.4816797
Long
DBT
CORP
US
N
2
2023-07-24
None
0
N
N
N
N
N
N
SFO COMMERCIAL MORTGAGE TRUST 2021-555
N/A
SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 B 144A
78432WAC7
400000.000000
PA
USD
328961.040000
0.1766930
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
6.693
N
N
N
N
N
N
SLC STUDENT LOAN TRUST 2010-1
N/A
SLC STUDENT LOAN TRUST SLCLT 2010 1 A
78444WAA7
262225.100000
PA
USD
260225.870000
0.1397737
Long
ABS-O
CORP
US
N
2
2042-11-25
Floating
6.27086
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2005-B
N/A
SLM STUDENT LOAN TRUST SLMA 2005 B A4
78443CCB8
1144341.590000
PA
USD
1099777.950000
0.5907175
Long
ABS-O
CORP
US
N
2
2039-06-15
Floating
5.882
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2018-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2018 B A2B 144A
78449LAC2
550862.510000
PA
USD
543250.030000
0.2917928
Long
ABS-O
CORP
US
N
2
2037-01-15
Floating
5.91329
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A
78449XAA0
302892.750000
PA
USD
270131.930000
0.1450944
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2021-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 B A 144A
78449YAA8
434380.410000
PA
USD
383019.660000
0.2057292
Long
ABS-O
CORP
US
N
2
2051-07-17
Fixed
1.31
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2021-C
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 C A2 144A
83208AAD5
412434.970000
PA
USD
401309.910000
0.2155533
Long
ABS-O
CORP
US
N
2
2053-01-15
Floating
5.99329
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2021-D
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A
78449MAA4
750856.440000
PA
USD
662185.480000
0.3556759
Long
ABS-O
CORP
US
N
2
2053-03-17
Fixed
1.34
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2022-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A
83206NAB3
891521.590000
PA
USD
883928.230000
0.4747794
Long
ABS-O
CORP
US
N
2
2055-02-16
Floating
6.51662
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST
N/A
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2023 1S A 144A
83407EAA2
678376.260000
PA
USD
677353.680000
0.3638232
Long
ABS-O
CORP
US
N
2
2031-05-15
Fixed
5.81
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A
83406TAB8
539619.790000
PA
USD
496968.570000
0.2669339
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
2.54
N
N
N
N
N
N
SOUND POINT CLO IX LTD 2015-2A
N/A
SOUND POINT CLO LTD SNDPT 2015 2A BRRR 144A
83609GBQ7
600000.000000
PA
USD
576909.380000
0.3098721
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
7.05043
N
N
N
N
N
N
SOUND POINT CLO XII LTD 2016-2A
N/A
SOUND POINT CLO LTD SNDPT 2016 2A AR2 144A
83610CAW1
92123.060000
PA
USD
92036.160000
0.0494349
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
6.30043
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELEC PWR INC
0255E3VE5
750000.000000
PA
USD
744843.750000
0.4000737
Long
DBT
CORP
US
N
2
2023-08-14
None
0
N
N
N
N
N
N
STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2
N/A
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A
78486BAA2
1000000.000000
PA
USD
963724.350000
0.5176398
Long
ABS-CBDO
CORP
KY
N
2
2038-04-18
Floating
6.35814
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1
N/A
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 1 A
02582JJZ4
500000.000000
PA
USD
497514.700000
0.2672273
Long
ABS-MBS
CORP
US
N
2
2028-05-15
Fixed
4.87
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORPORATION
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE SR UNSECURED 05/25 5
02665WEJ6
500000.000000
PA
USD
498154.520000
0.2675709
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
5
N
N
N
N
N
N
TERWIN MORTGAGE TRUST 2006-7
N/A
TERWIN MORTGAGE TRUST TMTS 2006 7 1A1 144A
88156PAA9
196324.270000
PA
USD
195004.500000
0.1047417
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.47043
N
N
N
N
N
N
THEOREM FUNDING TRUST 2021-1A
N/A
THEOREM FUNDING TRUST THRM 2021 1A A 144A
88339VAA6
51337.530000
PA
USD
51030.810000
0.0274099
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
1.21
N
N
N
N
N
N
THEOREM FUNDING TRUST 2022-3A
N/A
THEOREM FUNDING TRUST THRM 2022 3A A 144A
882925AA8
555681.270000
PA
USD
559166.670000
0.3003420
Long
ABS-O
CORP
US
N
2
2029-04-15
Fixed
7.6
N
N
N
N
N
N
TORO EUROPEAN CLO 4 DAC 1A
N/A
TORO EUROPEAN CLO TCLO 1A ARE 144A
89109MAD6
111422.820000
PA
120696.020000
0.0648288
Long
ABS-CBDO
CORP
IE
N
2
2030-07-15
Floating
4.097
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2021-SJ2
N/A
TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A
89180LAA6
503510.520000
PA
USD
460015.520000
0.2470855
Long
ABS-MBS
CORP
US
N
2
2061-12-25
Variable
2.25
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST
N/A
TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 A A1
891940AA6
205055.050000
PA
USD
204988.330000
0.1101042
Long
ABS-O
CORP
US
N
2
2024-01-15
Fixed
4.842
N
N
N
N
N
N
TTAN 2021-MHC
N/A
TTAN TTN 2021 MHC A 144A
87303TAA5
349866.870000
PA
USD
342342.560000
0.1838805
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
6.044
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 01/27 VAR
902613AC2
400000.000000
PA
USD
350717.030000
0.1883787
Long
DBT
CORP
CH
N
2
2027-01-30
Floating
1.364
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 05/26 VAR
902613AN8
400000.000000
PA
USD
402078.470000
0.2159661
Long
DBT
CORP
CH
N
2
2026-05-12
Floating
6.65597
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 05/32 VAR
225401AU2
250000.000000
PA
USD
202336.060000
0.1086796
Long
DBT
CORP
CH
N
2
2032-05-14
Floating
3.091
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
01F052698
2100000.000000
PA
USD
2089664.070000
1.1224094
Long
ABS-MBS
USGSE
US
N
2
2053-09-14
Fixed
5.5
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
01F062689
3400000.000000
PA
USD
3469593.780000
1.8636033
Long
ABS-MBS
USGSE
US
N
2
2053-08-14
Fixed
6.5
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/23 0.00000
912796Y37
8800000.000000
PA
USD
8761287.040000
4.7059006
Long
DBT
UST
US
N
2
2023-08-03
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/23 0.00000
912797GF8
2500000.000000
PA
USD
2487181.250000
1.3359256
Long
DBT
UST
US
N
2
2023-08-08
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/23 0.00000
912797GG6
8400000.000000
PA
USD
8348416.100000
4.4841375
Long
DBT
UST
US
N
2
2023-08-15
None
0
N
N
N
N
N
N
AMMC CLO 20 LTD 2017-20A
N/A
AMERICAN MONEY MANAGEMENT CORP AMMC 2017 20A AR 144A
00177TAJ2
223877.430000
PA
USD
223989.150000
0.1203100
Long
ABS-CBDO
CORP
KY
N
2
2029-04-17
Floating
6.13029
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 09/23 0.00000
912796YH6
4600000.000000
PA
USD
4556737.000000
2.4475344
Long
DBT
UST
US
N
2
2023-09-07
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 01/31 0.125
91282CBF7
349638.000000
PA
USD
310886.540000
0.1669847
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.125
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 02/45 0.75
912810RL4
128837.000000
PA
USD
106588.980000
0.0572515
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.75
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 02/48 1
912810SB5
123030.000000
PA
USD
105948.750000
0.0569077
Long
DBT
UST
US
N
2
2048-02-15
Fixed
1
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 07/24 0.125
912828WU0
1916565.000000
PA
USD
1859294.590000
0.9986724
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.125
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 07/32 0.625
91282CEZ0
313257.000000
PA
USD
288092.650000
0.1547416
Long
DBT
UST
US
N
2
2032-07-15
Fixed
0.625
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 10/24 0.125
912828YL8
1892000.000000
PA
USD
1825142.470000
0.9803285
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.125
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY FRN 01/25 VAR
91282CGF2
18000000.000000
PA
USD
18032147.460000
9.6855054
Long
DBT
UST
US
N
2
2025-01-31
Floating
5.50007
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 01/28 0.75
91282CBJ9
7810000.000000
PA
USD
6700888.470000
3.5992103
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 05/43 3.875
912810TS7
400000.000000
PA
USD
390375.000000
0.2096799
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.875
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 05/53 3.625
912810TR9
300000.000000
PA
USD
288375.000000
0.1548932
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.625
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 09/23 2.875
9128285D8
5160000.000000
PA
USD
5129422.720000
2.7551378
Long
DBT
UST
US
N
2
2023-09-30
Fixed
2.875
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 09/27 0.375
91282CAL5
1100000.000000
PA
USD
936396.480000
0.5029613
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 10/27 0.5
91282CAU5
600000.000000
PA
USD
512250.000000
0.2751419
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.5
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 11/23 2.875
9128285P1
480000.000000
PA
USD
475115.800000
0.2551963
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.875
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 11/27 0.625
91282CAY7
2100000.000000
PA
USD
1798986.340000
0.9662794
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.625
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST 2021-5
N/A
UPSTART SECURITIZATION TRUST UPST 2021 5 A 144A
91679JAA5
199179.460000
PA
USD
194764.990000
0.1046130
Long
ABS-O
CORP
US
N
2
2031-11-20
Fixed
1.31
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST 2022-1
N/A
UPSTART SECURITIZATION TRUST UPST 2022 1 A 144A
91679WAA6
714680.910000
PA
USD
699743.080000
0.3758490
Long
ABS-O
CORP
US
N
2
2032-03-20
Fixed
3.12
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST 2023-1
N/A
UPSTART SECURITIZATION TRUST UPST 2023 1 A 144A
91679AAA4
785659.560000
PA
USD
783193.300000
0.4206722
Long
ABS-O
CORP
US
N
2
2033-02-20
Fixed
6.59
N
N
N
N
N
N
UROPA SECURITIES PLC 2007-1
N/A
UROPA SECURITIES PLC UROPA 2007 1 A3A REGS
G92958AE0
210222.800000
PA
260967.500000
0.1401720
Long
ABS-MBS
CORP
GB
N
2
2040-10-10
Floating
4.70213
N
N
N
N
N
N
VENTURE 36 CLO LTD
N/A
VENTURE CDO LTD VENTR 2019 36A A1AR 144A
92332LAU3
250000.000000
PA
USD
246220.050000
0.1322508
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
6.38043
N
N
N
N
N
N
VENTURE XXVIII CLO LTD 2017-28A
N/A
VENTURE CDO LTD VENTR 2017 28A A1R 144A
92331AAU8
1131988.060000
PA
USD
1116005.750000
0.5994339
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.24043
N
N
N
N
N
N
VEROS AUTOMOBILE RECEIVABLES TRUST 2021-1
N/A
VEROS AUTO RECEIVABLES TRUST VEROS 2021 1 A 144A
92512BAA1
184166.000000
PA
USD
183258.300000
0.0984325
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.92
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP SR UNSECURED 05/25 4.375
925650AA1
300000.000000
PA
USD
290206.300000
0.1558769
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.375
N
N
N
N
N
N
VW CREDIT INC
549300UUPJ2NXDB68M19
VW CR INC
91842KUU8
750000.000000
PA
USD
746841.250000
0.4011466
Long
DBT
CORP
US
N
2
2023-07-28
None
0
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/24 3.428
55903VAW3
200000.000000
PA
USD
196417.210000
0.1055005
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.428
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/25 3.638
55903VAZ6
200000.000000
PA
USD
193013.960000
0.1036725
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.638
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/27 3.755
55903VBA0
200000.000000
PA
USD
186633.320000
0.1002453
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.755
N
N
N
N
N
N
APIDOS CLO XXVI LLC 2017-26A
N/A
APIDOS CLO LTD APID 2017 26A A1AR 144A
03766GAL6
395149.220000
PA
USD
392180.410000
0.2106496
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
6.16171
N
N
N
N
N
N
WELLFLEET CLO LTD 2015-1
N/A
WELLFLEET CLO LTD WELF 2015 1A AR4 144A
949496BJ1
1145269.150000
PA
USD
1132898.330000
0.6085073
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.14043
N
N
N
N
N
N
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL1
N/A
ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL1 A 144A
03881CAA9
1200000.000000
PA
USD
1185000.000000
0.6364924
Long
ABS-CBDO
CORP
KY
N
2
2035-12-15
Floating
6.18929
N
N
N
N
N
N
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL2
N/A
ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL2 A 144A
03881EAA5
100000.000000
PA
USD
98315.000000
0.0528074
Long
ABS-CBDO
CORP
KY
N
2
2036-05-15
Floating
6.29329
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
5566000.000000
PA
USD
5566000.000000
2.9896341
Long
RA
US
N
2
Repurchase
N
2.4000000
2023-07-03
5703200.000000
USD
5677357.380000
USD
UST
N
N
N
N/A
N/A
AT&T INC SNR S* ICE
000000000
1.000000
NC
USD
1754.100000
0.0009422
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
AT&T INC
AT&T INC
Y
Single Leg Swap
2023-12-20
7620.210000
USD
0.000000
USD
600000.000000
USD
-5866.110000
N
N
N
N/A
N/A
AT&T INC SNR S* ICE
000000000
1.000000
NC
USD
658.710000
0.0003538
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
AT&T INC
AT&T INC
Y
Single Leg Swap
2026-12-20
1559.390000
USD
0.000000
USD
100000.000000
USD
-900.680000
N
N
N
N/A
N/A
BOUGHT MXN SOLD USD 20230718
000000000
1.000000
NC
40922.420000
0.0219804
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
561679.180000
USD
10340513.700000
MXN
2023-07-18
40922.420000
N
N
N
N/A
N/A
SOLD JPY BOUGHT USD 20230718
000000000
1.000000
NC
378103.240000
0.2030885
N/A
DFE
JP
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
480000000.000000
JPY
3711091.520000
USD
2023-07-18
378103.240000
N
N
N
N/A
N/A
SOLD JPY BOUGHT USD 20230705
000000000
1.000000
NC
1277.660000
0.0006863
N/A
DFE
JP
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
4778523.000000
JPY
34394.000000
USD
2023-07-05
1277.660000
N
N
N
N/A
N/A
BOEING CO/THE SNR S* ICE
000000000
1.000000
NC
USD
1644.640000
0.0008834
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
BOEING CO/THE
BOEING CO SR UNSEC
Y
Single Leg Swap
2023-12-20
3432.700000
USD
0.000000
USD
500000.000000
USD
-1788.060000
N
N
N
N/A
N/A
CDX EM34 ICE
000000000
1.000000
NC
USD
-12214.220000
-0.0065606
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
N/A
CDX.EM.34
Y
Single Leg Swap
2025-12-20
0.000000
USD
-11040.000000
USD
368000.000000
USD
-1174.220000
N
N
N
N/A
N/A
CDX EM36 ICE
000000000
1.000000
NC
USD
-13008.790000
-0.0069873
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
N/A
CDX.EM.36
Y
Single Leg Swap
2026-12-20
0.000000
USD
-19881.200000
USD
552000.000000
USD
6872.410000
N
N
N
N/A
N/A
CDX EM39 ICE
000000000
1.000000
NC
USD
-4738.670000
-0.0025453
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
N/A
CDX.EM.39
Y
Single Leg Swap
2028-06-20
0.000000
USD
-7495.000000
USD
100000.000000
USD
2756.330000
N
N
N
N/A
N/A
CDX HY40 5Y ICE
000000000
1.000000
NC
USD
62445.410000
0.0335410
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
N/A
CDX.NA.HY.40
Y
Single Leg Swap
2028-06-20
0.000000
USD
-3010.000000
USD
2100000.000000
USD
65455.410000
N
N
N
N/A
N/A
CDX IG39 5Y ICE
000000000
1.000000
NC
USD
29901.430000
0.0160608
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
N/A
CDX.NA.IG.39
Y
Single Leg Swap
2027-12-20
23177.090000
USD
0.000000
USD
2000000.000000
USD
6724.340000
N
N
N
N/A
N/A
CDX IG40 5Y ICE
000000000
1.000000
NC
USD
364659.660000
0.1958676
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
N/A
CDX.NA.IG.40
Y
Single Leg Swap
2028-06-20
200407.650000
USD
0.000000
USD
23800000.000000
USD
164252.010000
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20230705
000000000
1.000000
NC
-14029.010000
-0.0075353
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
774000.000000
EUR
830560.050000
USD
2023-07-05
-14029.010000
N
N
N
N/A
N/A
GENERAL MOTORS COMPANY SNR S* ICE
000000000
1.000000
NC
USD
28388.750000
0.0152483
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
GENERAL MOTORS COMPANY
GENERAL MOTORS CO SRUNSEC
Y
Single Leg Swap
2026-12-20
42376.980000
USD
0.000000
USD
240000.000000
USD
-13988.230000
N
N
N
N/A
N/A
GENERAL MOTORS COMPANY SNR S* ICE
000000000
1.000000
NC
USD
49881.550000
0.0267926
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
GENERAL MOTORS COMPANY
GENERAL MOTORS CO SR UNSEC
Y
Single Leg Swap
2028-06-20
42161.600000
USD
0.000000
USD
350000.000000
USD
7719.950000
N
N
N
N/A
N/A
EURO-BUND FUTURE SEP23 XEUR 20230907
000000000
1.000000
NC
-1386.870000
-0.0007449
N/A
DIR
DE
N
1
EUREX DEUTSCHLAND
529900UT4DG0LG5R9O07
Long
N/A
GERMANY GOVT
2023-09-07
145937.130000
EUR
-1386.870000
N
N
N
N/A
N/A
SOLD EUR BOUGHT USD 20230705
000000000
1.000000
NC
-1377.660000
-0.0007400
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
148000.000000
EUR
160119.990000
USD
2023-07-05
-1377.660000
N
N
N
N/A
N/A
SOLD GBP BOUGHT USD 20230705
000000000
1.000000
NC
-16293.620000
-0.0087517
N/A
DFE
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
507000.000000
GBP
627596.030000
USD
2023-07-05
-16293.620000
N
N
N
N/A
N/A
BOUGHT JPY SOLD USD 20230705
000000000
1.000000
NC
-101.340000
-0.0000544
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
11379.000000
USD
1627310.000000
JPY
2023-07-05
-101.340000
N
N
N
N/A
N/A
SOLD JPY BOUGHT USD 20230802
000000000
1.000000
NC
101.800000
0.0000547
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1620395.000000
JPY
11379.000000
USD
2023-08-02
101.800000
N
N
N
N/A
N/A
SOLD MXN BOUGHT USD 20231016
000000000
1.000000
NC
-3733.690000
-0.0020055
N/A
DFE
MX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10668811.440000
MXN
607632.500000
USD
2023-10-16
-3733.690000
N
N
N
N/A
N/A
MSCI EAFE SEP23 IFUS 20230915
000000000
859.000000
NC
USD
552230.600000
0.2966165
N/A
DE
US
N
1
ICE FUTURES US
5493004R83R1LVX2IL36
Long
MSCI EAFE INDEX
N/A
N/A
2023-09-15
92578725.000000
USD
552230.600000
N
N
N
N/A
N/A
BOUGHT MXN SOLD USD 20230714
000000000
1.000000
NC
283.490000
0.0001523
N/A
DFE
MX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
2320.840000
USD
44655.510000
MXN
2023-07-14
283.490000
N
N
N
N/A
N/A
SOLD MXN BOUGHT USD 20230816
000000000
1.000000
NC
-14.980000
-0.0000080
N/A
DFE
MX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
59320.240000
MXN
3422.980000
USD
2023-08-16
-14.980000
N
N
N
N/A
N/A
S+P500 EMINI FUT SEP23 XCME 20230915
000000000
423.000000
NC
USD
2692408.830000
1.4461583
N/A
DE
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 INDEX
N/A
N/A
2023-09-15
94926487.500000
USD
2692408.830000
N
N
N
N/A
N/A
SOUTHWEST AIRLINES CO SNR S* ICE
000000000
1.000000
NC
USD
976.200000
0.0005243
N/A
DCR
US
N
2
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
SOUTHWEST AIRLINES CO
SOUTHWEST AIRLINES CO SR UNSEC
Y
Single Leg Swap
2026-12-20
0.000000
USD
-428.390000
USD
100000.000000
USD
1404.590000
N
N
N
2023-08-17
PIMCO Equity Series VIT
/s/ Bijal Parikh
Bijal Parikh
Treasurer