0001450011-22-000122.txt : 20220228
0001450011-22-000122.hdr.sgml : 20220228
20220228135754
ACCESSION NUMBER: 0001450011-22-000122
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220228
PERIOD START: 20220630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIMCO ETF Trust
CENTRAL INDEX KEY: 0001450011
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22250
FILM NUMBER: 22687215
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
0001450011
S000026751
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
C000080241
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001450011
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S000026751
C000080241
PIMCO ETF Trust
811-22250
0001450011
5493004M9TBGFQUJ6D27
650 Newport Center Drive
Newport Beach
92660
(888) 400-4383
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
S000026751
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2022-06-30
2021-12-31
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0.000000
0.000000
0.000000
0.000000
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0.000000
0.000000
0.000000
0.000000
USD
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ATHENE GLOBAL FUNDING
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ATHENE GLOBAL FUNDING SECURED 144A 01/22 4
04685A2B6
6380000.000000
PA
USD
6393435.830000
0.0467444
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
4
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SECURED 144A 07/22 VAR
04685A2F7
84359000.000000
PA
USD
84817311.480000
0.6201261
Long
DBT
CORP
US
N
2
2022-07-01
Floating
1.44438
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SECURED REGS 07/22 VAR
04686E2F8
500000.000000
PA
USD
502716.440000
0.0036755
Long
DBT
CORP
US
N
2
2022-07-01
Floating
1.44438
N
N
N
N
N
N
ATLAS SENIOR LOAN FUND LTD 2018-9A
N/A
ATLAS SENIOR LOAN FUND LTD ATCLO 2018 9A A 144A
04941VAC9
1942182.750000
PA
USD
1943100.040000
0.0142066
Long
ABS-CBDO
CORP
KY
N
2
2028-04-20
Floating
1.0015
N
N
N
N
N
N
ATMOS ENERGY CORPORATION
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP SR UNSECURED 03/23 0.625
049560AU9
26600000.000000
PA
USD
26504998.630000
0.1937864
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.625
N
N
N
N
N
N
ATMOS ENERGY CORPORATION
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP SR UNSECURED 03/23 VAR
049560AV7
95600000.000000
PA
USD
95622657.200000
0.6991274
Long
DBT
CORP
US
N
2
2023-03-09
Floating
0.57825
N
N
N
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP SR UNSECURED 144A 05/23 3.875
05369AAC5
4785000.000000
PA
USD
4927125.700000
0.0360238
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.875
N
N
N
N
N
N
AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD)
635400CPI3EOIFF6OC33
PARK AEROSPACE HOLDINGS COMPANY GUAR 144A 03/23 4.5
70014LAC4
9645000.000000
PA
USD
9957439.650000
0.0728020
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
4.5
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 03/24 VAR
06051GHE2
35700000.000000
PA
USD
35883575.470000
0.2623561
Long
DBT
CORP
US
N
2
2024-03-05
Floating
0.97013
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 04/23 VAR
06051GGJ2
7065000.000000
PA
USD
7081648.250000
0.0517762
Long
DBT
CORP
US
N
2
2023-04-24
Floating
1.12388
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 04/25 VAR
06051GJU4
37879000.000000
PA
USD
38042378.190000
0.2781398
Long
DBT
CORP
US
N
2
2025-04-22
Floating
0.739743
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 10/24 VAR
06051GJJ9
62700000.000000
PA
USD
63066387.450000
0.4610982
Long
DBT
CORP
US
N
2
2024-10-24
Floating
0.779732
N
N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL SR UNSECURED 144A 02/24 0.65
06675FAV9
27200000.000000
PA
USD
26876392.900000
0.1965018
Long
DBT
CORP
FR
N
2
2024-02-27
Fixed
0.65
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 01/23 VAR
06738EAT2
18897000.000000
PA
USD
18901104.240000
0.1381919
Long
DBT
CORP
GB
N
2
2023-01-10
Floating
1.74613
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 02/23 VAR
06738EBE4
21491000.000000
PA
USD
21583518.330000
0.1578039
Long
DBT
CORP
GB
N
2
2023-02-15
Floating
4.61
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 02/23 VAR
06738EBF1
52332000.000000
PA
USD
52395360.450000
0.3830790
Long
DBT
CORP
GB
N
2
2023-02-15
Floating
1.586
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 05/24 VAR
06738EBC8
64482000.000000
PA
USD
65298518.800000
0.4774180
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
1.535
N
N
N
N
N
N
BAT CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP COMPANY GUAR 08/22 VAR
05526DAX3
170613000.000000
PA
USD
171060152.790000
1.2506747
Long
DBT
CORP
US
N
2
2022-08-15
Floating
1.036
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC COMPANY GUAR 144A 12/23 3.875
07274NAE3
5611000.000000
PA
USD
5866250.840000
0.0428900
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.875
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC COMPANY GUAR 144A 12/23 VAR
07274NAG8
37050000.000000
PA
USD
37372708.460000
0.2732436
Long
DBT
CORP
US
N
2
2023-12-15
Floating
1.21275
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC COMPANY GUAR REGS 12/23 3.875
U07265AC2
450000.000000
PA
USD
470523.770000
0.0034401
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.875
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC COMPANY GUAR REGS 12/23 VAR
U07265AD0
1000000.000000
PA
USD
1008710.080000
0.0073750
Long
DBT
CORP
US
N
2
2023-12-15
Floating
1.21275
N
N
N
N
N
N
BCP TRUST 2021-330N
N/A
BCP TRUST BCP 2021 330N A 144A
05553BAA3
5500000.000000
PA
USD
5448827.450000
0.0398381
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
0.909
N
N
N
N
N
N
BDS 2020-FL6 LTD
N/A
BDS LTD BDS 2020 FL6 A 144A
05492XAA9
23403716.700000
PA
USD
23445656.160000
0.1714186
Long
ABS-MBS
CORP
KY
N
2
2035-09-15
Floating
1.46448
N
N
N
N
N
N
BEAR STEARNS ADJ RATE MTGE TR 2003-5
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 1A2
07384MWG3
349680.040000
PA
USD
365250.030000
0.0026705
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
2.47805
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO XII LTD 2017-12A
N/A
BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A
08179HAE0
12300000.000000
PA
USD
12285312.570000
0.0898218
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
1.07375
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO XVI LTD
N/A
BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A
08181VAN5
8600000.000000
PA
USD
8609598.890000
0.0629475
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
1.15225
N
N
N
N
N
N
BFLD TRUST 2020-EYP
N/A
BFLD TRUST BFLD 2020 EYP A 144A
05493AAA8
12000000.000000
PA
USD
12022180.800000
0.0878980
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
1.26
N
N
N
N
N
N
BHP TRUST 2019-BXHP
N/A
BHP TRUST BHPT 2019 BXHP A 144A
05550TAA7
2561020.900000
PA
USD
2559388.760000
0.0187125
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
1.08502
N
N
N
N
N
N
BMW FINANCE NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV COMPANY GUAR 144A 08/22 VAR
05600LAD8
32000000.000000
PA
USD
32144993.920000
0.2350222
Long
DBT
CORP
NL
N
2
2022-08-12
Floating
0.94438
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC COMPANY GUAR 144A 04/22 VAR
05565EAS4
27864000.000000
PA
USD
27906150.430000
0.2040307
Long
DBT
CORP
US
N
2
2022-04-06
Floating
0.76663
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC COMPANY GUAR 144A 04/22 VAR
05565EBG9
15438000.000000
PA
USD
15460312.390000
0.1130352
Long
DBT
CORP
US
N
2
2022-04-14
Floating
0.65675
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC COMPANY GUAR 144A 08/24 VAR
05565EBV6
18100000.000000
PA
USD
18154761.550000
0.1327352
Long
DBT
CORP
US
N
2
2024-08-12
Floating
0.42983
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC COMPANY GUAR REGS 04/22 VAR
U09513HU6
400000.000000
PA
USD
400578.120000
0.0029288
Long
DBT
CORP
US
N
2
2022-04-14
Floating
0.65675
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED REGS 01/24 VAR
F1066WTY8
4000000.000000
PA
USD
4073623.880000
0.0297835
Long
DBT
CORP
FR
N
2
2024-01-15
Floating
1.35375
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 02/23 1.167
097023DD4
40610000.000000
PA
USD
40614935.330000
0.2969486
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
1.167
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 02/24 1.433
097023DE2
35930000.000000
PA
USD
35891784.130000
0.2624161
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.433
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/23 4.508
097023CS2
93305000.000000
PA
USD
97481581.860000
0.7127185
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.508
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 06/23 1.875
097023BQ7
8000000.000000
PA
USD
8069129.840000
0.0589959
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
1.875
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA COMPANY GUAR 09/22 VAR
10373QBD1
28250000.000000
PA
USD
28342402.640000
0.2072202
Long
DBT
CORP
US
N
2
2022-09-19
Floating
0.86363
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP CAPITAL MARKETS PLC COMPANY GUAR 09/22 VAR
05565QDQ8
1000000.000000
PA
USD
1003270.890000
0.0073352
Long
DBT
CORP
GB
N
2
2022-09-19
Floating
0.86363
N
N
N
N
N
N
BPCRE HOLDER LLC 2021-FL1
N/A
BPCRE HOLDER LLC BPCRE 2021 FL1 A 144A
05601GAA4
3918633.140000
PA
USD
3916552.540000
0.0286351
Long
ABS-MBS
CORP
KY
N
2
2037-02-15
Floating
0.95863
N
N
N
N
N
N
BRASS NO 8 PLC 8A
N/A
BRASS PLC BRASS 8A A1 144A
10554MAA8
4232506.530000
PA
USD
4247502.300000
0.0310548
Long
ABS-MBS
CORP
GB
N
2
2066-11-16
Floating
0.855
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL MYERS SQUIBB CO SR UNSECURED 05/22 VAR
110122CJ5
56600000.000000
PA
USD
56672648.360000
0.4143516
Long
DBT
CORP
US
N
2
2022-05-16
Floating
0.535
N
N
N
N
N
N
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD
N/A
BROADCOM CRP / CAYMN FI COMPANY GUAR 01/22 3
11134LAD1
323000.000000
PA
USD
323246.160000
0.0023634
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3
N
N
N
N
N
N
BXMT 2020-FL3 LTD
N/A
BXMT LTD BXMT 2020 FL3 A 144A
05608XAA0
57900000.000000
PA
USD
57952185.270000
0.4237067
Long
ABS-MBS
CORP
KY
N
2
2037-11-15
Floating
1.56448
N
N
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
969500Q2PFTTP0Y5QL44
CAISSE DES DEPOTS ET CON SR UNSECURED REGS 01/22 2.75
ACI17JLN1
34400000.000000
PA
USD
34433505.260000
0.2517542
Long
DBT
NUSS
FR
N
2
2022-01-18
Fixed
2.75
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK SR UNSECURED 12/23 VAR
13607GRT3
8200000.000000
PA
USD
8197723.190000
0.0599361
Long
DBT
CORP
CA
N
2
2023-12-14
Floating
0.449614
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
42600000.000000
PA
USD
42568050.000000
0.3112284
Long
ABS-CBDO
CORP
KY
N
2
2030-08-14
Floating
1.105
N
N
N
N
N
N
CARLYLE US CLO LTD 2017-1A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A
14314BAL1
10000000.000000
PA
USD
9992650.900000
0.0730594
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.1315
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2020-3
N/A
CARMAX AUTO OWNER TRUST CARMX 2020 3 A2A
14315FAB3
1562462.630000
PA
USD
1562609.970000
0.0114247
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
0.49
N
N
N
N
N
N
CATAMARAN CLO LTD 2014-1A
N/A
CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A
14889DAJ7
20892824.610000
PA
USD
20813417.670000
0.1521735
Long
ABS-CBDO
CORP
KY
N
2
2030-04-22
Floating
1.22825
N
N
N
N
N
N
CATERPILLAR FINANCIAL SERVICES CORPORATION
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SERVICE SR UNSECURED 05/23 VAR
14913Q2M0
6100000.000000
PA
USD
6125500.500000
0.0447855
Long
DBT
CORP
US
N
2
2023-05-15
Floating
0.666
N
N
N
N
N
N
CENTERPOINT ENERGY RESOURCES CORP
2JADVB0458J06WCD4N56
CENTERPOINT ENERGY RES SR UNSECURED 03/23 VAR
15189WAN0
33600000.000000
PA
USD
33531098.830000
0.2451564
Long
DBT
CORP
US
N
2
2023-03-02
Floating
0.67325
N
N
N
N
N
N
CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED
3538005TH2GJERPBFN83
CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 02/22 VAR
ACI10JL08
30400000.000000
PA
USD
30403497.520000
0.2222895
Long
DBT
CORP
JP
N
2
2022-02-15
Floating
0.616
N
N
N
N
N
N
CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED
3538005TH2GJERPBFN83
CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 03/22 2.849
ACI0SQCV6
300000.000000
PA
USD
301065.000000
0.0022012
Long
DBT
CORP
JP
N
2
2022-03-03
Fixed
2.849
N
N
N
N
N
N
CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED
3538005TH2GJERPBFN83
CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 03/22 VAR
ACI0SQFL5
80060000.000000
PA
USD
80149937.800000
0.5860014
Long
DBT
CORP
JP
N
2
2022-03-03
Floating
0.98463
N
N
N
N
N
N
CGRBS COMMERCIAL MORTGAGE TRUST 2013-VN05
N/A
CGRBS COMMERCIAL MORTGAGE TRUS CGRBS 2013 VN05 A 144A
125354AA8
1480000.000000
PA
USD
1508873.620000
0.0110319
Long
ABS-MBS
CORP
US
N
2
2035-03-13
Fixed
3.369
N
N
N
N
N
N
CHARLES SCHWAB CORP/THE
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP SR UNSECURED 05/26 VAR
808513BQ7
14400000.000000
PA
USD
14449407.980000
0.1056442
Long
DBT
CORP
US
N
2
2026-05-13
Floating
0.569823
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 02/24 VAR
161175BP8
41430000.000000
PA
USD
42347560.570000
0.3096164
Long
DBT
CORP
US
N
2
2024-02-01
Floating
1.78163
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 07/22 4.464
161175BB9
96365000.000000
PA
USD
97797282.630000
0.7150267
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.464
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC 2019-1A
N/A
CHESAPEAKE FUNDING II LLC CFII 2019 1A A2 144A
165183BZ6
4956877.740000
PA
USD
4957698.600000
0.0362473
Long
ABS-O
CORP
US
N
2
2031-04-15
Floating
0.50975
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC 2019-2A
N/A
CHESAPEAKE FUNDING II LLC CFII 2019 2A A2 144A
165183CE2
5088851.100000
PA
USD
5095860.990000
0.0372574
Long
ABS-O
CORP
US
N
2
2031-09-15
Floating
0.58975
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC 2020-1A
N/A
CHESAPEAKE FUNDING II LLC CFII 2020 1A A1 144A
165183CJ1
10242931.740000
PA
USD
10257415.250000
0.0749952
Long
ABS-O
CORP
US
N
2
2032-08-16
Fixed
0.87
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC 2020-1A
N/A
CHESAPEAKE FUNDING II LLC CFII 2020 1A A2 144A
165183CK8
11154112.830000
PA
USD
11199147.560000
0.0818805
Long
ABS-O
CORP
US
N
2
2032-08-16
Floating
0.75975
N
N
N
N
N
N
CIFC FUNDING LTD 2017-4A
N/A
CIFC FUNDING LTD CIFC 2017 4A A1R 144A
12551JAL0
40000000.000000
PA
USD
39940000.000000
0.2920139
Long
ABS-CBDO
CORP
KY
N
2
2030-10-24
Floating
1.07388
N
N
N
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP COMPANY GUAR 07/23 VAR
125523AC4
19800000.000000
PA
USD
19989993.280000
0.1461531
Long
DBT
CORP
US
N
2
2023-07-15
Floating
1.01375
N
N
N
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP SR UNSECURED 03/24 0.613
125523CN8
8100000.000000
PA
USD
8036506.290000
0.0587574
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.613
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC SR UNSECURED 08/22 5
125581GQ5
9923000.000000
PA
USD
10157083.570000
0.0742616
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5
N
N
N
N
N
N
CIT MTGE LOAN TRUST 2007-1
N/A
CIT MORTGAGE LOAN TRUST CITM 2007 1 1A 144A
12559QAA0
8355076.140000
PA
USD
8399571.100000
0.0614119
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
1.45275
N
N
N
N
N
N
CITIBANK CREDIT CARD ISSUANCE TRUST 2017-A5
N/A
CITIBANK CREDIT CARD ISSUANCE CCCIT 2017 A5 A5
17305EGD1
6000000.000000
PA
USD
6068562.000000
0.0443692
Long
ABS-MBS
CORP
US
N
2
2026-04-22
Floating
0.7235
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 05/24 VAR
172967LL3
8724000.000000
PA
USD
8821109.810000
0.0644939
Long
DBT
CORP
US
N
2
2024-05-17
Floating
1.25788
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 05/25 VAR
172967MW8
28400000.000000
PA
USD
28661551.500000
0.2095536
Long
DBT
CORP
US
Y
2
2025-05-01
Floating
0.699446
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 06/24 VAR
172967MA6
53800000.000000
PA
USD
54401517.890000
0.3977466
Long
DBT
CORP
US
N
2
2024-06-01
Floating
1.19388
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 07/23 VAR
172967LN9
23552000.000000
PA
USD
23621112.170000
0.1727014
Long
DBT
CORP
US
N
2
2023-07-24
Floating
1.07388
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 09/23 VAR
172967KX8
63382000.000000
PA
USD
63862936.280000
0.4669220
Long
DBT
CORP
US
N
2
2023-09-01
Floating
1.60088
N
N
N
N
N
N
CNH INDUSTRIAL CAPITAL LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL CAP LLC COMPANY GUAR 04/22 4.375
12592BAH7
3227000.000000
PA
USD
3256018.350000
0.0238058
Long
DBT
CORP
US
N
2
2022-04-05
Fixed
4.375
N
N
N
N
N
N
COLT 2021-4 MORTGAGE LOAN TRUST
N/A
COLT FUNDING LLC COLT 2021 4 A1 144A
19688GAA1
32425915.760000
PA
USD
32150438.150000
0.2350620
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.397
N
N
N
N
N
N
COMM 2021-2400 MORTGAGE TRUST
N/A
COMM MORTGAGE TRUST COMM 2021 2400 A 144A
20048FAA6
10000000.000000
PA
USD
10024997.000000
0.0732959
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
1.4
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST 2017-AGS
N/A
COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A2 144A
20267VAB3
418026.080000
PA
USD
418140.450000
0.0030572
Long
ABS-O
CORP
US
N
2
2041-05-25
Floating
0.95188
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC SR UNSECURED 08/23 0.5
205887CG5
8800000.000000
PA
USD
8727667.430000
0.0638107
Long
DBT
CORP
US
N
2
2023-08-11
Fixed
0.5
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC COMPANY GUAR 05/23 4.25
21036PAL2
14600000.000000
PA
USD
15219681.960000
0.1112759
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.25
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK BRANCH
549300D0YARF5HYP1809
CREDIT SUISSE NEW YORK SR UNSECURED 02/24 VAR
22550UAB7
62400000.000000
PA
USD
62250057.170000
0.4551298
Long
DBT
CORP
CH
N
2
2024-02-02
Floating
0.43985
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK BRANCH
549300D0YARF5HYP1809
CREDIT SUISSE NEW YORK SR UNSECURED 05/23 1
22550L2D2
19750000.000000
PA
USD
19807906.410000
0.1448218
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK BRANCH
549300D0YARF5HYP1809
CREDIT SUISSE NEW YORK SR UNSECURED 08/23 VAR
22550UAD3
24800000.000000
PA
USD
24805986.220000
0.1813644
Long
DBT
CORP
CH
N
2
2023-08-09
Floating
0.429838
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG SR UNSECURED 144A 01/23 3.574
225401AB4
30709000.000000
PA
USD
30717762.200000
0.2245872
Long
DBT
CORP
CH
N
2
2023-01-09
Fixed
3.574
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG SR UNSECURED 144A 06/24 VAR
225401AH1
6000000.000000
PA
USD
6065759.040000
0.0443487
Long
DBT
CORP
CH
N
2
2024-06-12
Floating
1.44088
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP A 144A
12651QAA7
13000000.000000
PA
USD
12975791.400000
0.0948701
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
1.11
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
23900000.000000
PA
USD
23905678.160000
0.1747819
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
1.1615
N
N
N
N
N
N
CRSNT TRUST 2021-MOON
N/A
CRSNT TR 2021 MOON 04/36 1
22877LAA5
52400000.000000
PA
USD
52307739.320000
0.3824384
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
0.93
N
N
N
N
N
N
CSMC 2020-FACT TRUST
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2020 FACT A 144A
126395AA0
8700000.000000
PA
USD
8710274.700000
0.0636836
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
1.46
N
N
N
N
N
N
DAIMLER FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/22 VAR
233851DQ4
41432000.000000
PA
USD
41475664.360000
0.3032416
Long
DBT
CORP
US
N
2
2022-02-22
Floating
1.03963
N
N
N
N
N
N
DAIMLER FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/22 VAR
233851DV3
85475000.000000
PA
USD
85552304.440000
0.6254998
Long
DBT
CORP
US
N
2
2022-02-15
Floating
1.056
N
N
N
N
N
N
DAIMLER FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 05/23 VAR
233851DM3
3200000.000000
PA
USD
3226015.900000
0.0235864
Long
DBT
CORP
US
N
2
2023-05-04
Floating
0.985
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 06/23 VAR
233853AA8
31800000.000000
PA
USD
31844147.940000
0.2328226
Long
DBT
CORP
US
N
2
2023-06-14
Floating
0.549566
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/23 VAR
233853AC4
23400000.000000
PA
USD
23423944.520000
0.1712598
Long
DBT
CORP
US
N
2
2023-12-14
Floating
0.649566
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
1001152.230000
0.0073197
Long
DBT
CORP
US
N
2
2024-12-13
Floating
0.799566
N
N
N
N
N
N
DAIWA SECURITIES GROUP INC
353800WRC7Y23PWFJG38
DAIWA SECURITIES GROUP SR UNSECURED 144A 04/22 3.129
234064AB9
3788000.000000
PA
USD
3816531.590000
0.0279039
Long
DBT
CORP
JP
N
2
2022-04-19
Fixed
3.129
N
N
N
N
N
N
DAIWA SECURITIES GROUP INC
353800WRC7Y23PWFJG38
DAIWA SECURITIES GROUP SR UNSECURED REGS 04/22 3.129
J11718CT8
1600000.000000
PA
USD
1612051.360000
0.0117862
Long
DBT
CORP
JP
N
2
2022-04-19
Fixed
3.129
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 01/23 VAR
23636AAX9
10520000.000000
PA
USD
10529123.580000
0.0769817
Long
DBT
CORP
DK
N
2
2023-01-12
Floating
5
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 01/24 5.375
23636AAT8
14550000.000000
PA
USD
15669621.190000
0.1145655
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.375
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 09/23 3.875
23636AAP6
5971000.000000
PA
USD
6213154.140000
0.0454263
Long
DBT
CORP
DK
N
2
2023-09-12
Fixed
3.875
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 09/23 VAR
23636AAQ4
20557000.000000
PA
USD
20737267.420000
0.1516167
Long
DBT
CORP
DK
N
2
2023-09-12
Floating
1.26088
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 12/23 VAR
23636AAY7
71058000.000000
PA
USD
71056971.080000
0.5195199
Long
DBT
CORP
DK
N
2
2023-12-08
Floating
1.171
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED REGS 01/24 5.375
23636BAT6
27847000.000000
PA
USD
29989824.140000
0.2192651
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.375
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED REGS 09/23 3.875
23636BAR0
13650000.000000
PA
USD
14203576.300000
0.1038468
Long
DBT
CORP
DK
N
2
2023-09-12
Fixed
3.875
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED REGS 09/23 VAR
23636BAP4
750000.000000
PA
USD
756576.860000
0.0055316
Long
DBT
CORP
DK
N
2
2023-09-12
Floating
1.26088
N
N
N
N
N
N
DBCG 2017-BBG MORTGAGE TRUST
N/A
DBCG MORTGAGE TRUST DBCG 2017 BBG A 144A
233062AA6
78640000.000000
PA
USD
78477474.710000
0.5737735
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
0.80975
N
N
N
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS GROUP HOLDINGS LTD SR UNSECURED 144A 07/22 VAR
24023KAC2
98167000.000000
PA
USD
98415460.680000
0.7195464
Long
DBT
CORP
SG
N
2
2022-07-25
Floating
0.74388
N
N
N
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS GROUP HOLDINGS LTD SR UNSECURED 144A 11/24 VAR
24023KAG3
20200000.000000
PA
USD
20223502.900000
0.1478604
Long
DBT
CORP
SG
N
2
2024-11-22
Floating
0.349779
N
N
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS GROUP HOLDINGS LTD SR UNSECURED REGS 07/22 VAR
24023LAC0
20901000.000000
PA
USD
20953900.430000
0.1532006
Long
DBT
CORP
SG
N
2
2022-07-25
Floating
0.74388
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 02/22 5
251526CA5
25606000.000000
PA
USD
25722806.630000
0.1880675
Long
DBT
CORP
US
N
2
2022-02-14
Fixed
5
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 02/23 3.95
251526BR9
13855000.000000
PA
USD
14290393.510000
0.1044816
Long
DBT
CORP
DE
N
2
2023-02-27
Fixed
3.95
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 02/23 VAR
251526BS7
1350000.000000
PA
USD
1357133.000000
0.0099224
Long
DBT
CORP
DE
N
2
2023-02-27
Floating
1.40563
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 11/22 3.3
251526BL2
46931000.000000
PA
USD
47913584.960000
0.3503113
Long
DBT
CORP
DE
N
2
2022-11-16
Fixed
3.3
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 11/22 VAR
251526BM0
1900000.000000
PA
USD
1912033.330000
0.0139795
Long
DBT
CORP
DE
N
2
2022-11-16
Floating
1.345
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 11/23 VAR
251526CL1
29800000.000000
PA
USD
29776800.700000
0.2177076
Long
DBT
CORP
DE
N
2
2023-11-08
Floating
0.549841
N
N
N
N
N
N
DLLMT-2021-1A
N/A
DLLMT LLC DLLMT 2021 1A A3 144A
23345FAC6
3000000.000000
PA
USD
2985162.900000
0.0218255
Long
ABS-O
CORP
US
N
2
2025-07-21
Fixed
1
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA SR UNSECURED 144A 12/22 VAR
23329PAD2
71300000.000000
PA
USD
71594454.740000
0.5234496
Long
DBT
CORP
NO
N
2
2022-12-02
Floating
0.79325
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC SR UNSECURED 09/23 VAR
25746UDH9
46300000.000000
PA
USD
46278410.770000
0.3383560
Long
DBT
CORP
US
N
2
2023-09-15
Floating
0.73275
N
N
N
N
N
N
DRYDEN 36 SENIOR LOAN FUND 2014-36A
N/A
DRYDEN SENIOR LOAN FUND DRSLF 2014 36A AR3 144A
26249KAZ4
21982568.360000
PA
USD
21993542.280000
0.1608017
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
1.14375
N
N
N
N
N
N
DRYDEN 47 SENIOR LOAN FUND 2017-47A
N/A
DRYDEN SENIOR LOAN FUND DRSLF 2017 47A A1R 144A
26245EAJ8
4800000.000000
PA
USD
4798122.530000
0.0350806
Long
ABS-CBDO
CORP
KY
N
2
2028-04-15
Floating
1.10375
N
N
N
N
N
N
DT AUTO OWNER TRUST 2020-2A
N/A
DT AUTO OWNER TRUST DTAOT 2020 2A A 144A
23343RAA6
535236.500000
PA
USD
535688.030000
0.0039166
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
1.14
N
N
N
N
N
N
DT AUTO OWNER TRUST 2020-3A
N/A
DT AUTO OWNER TRUST DTAOT 2020 3A A 144A
26253AAA4
701861.480000
PA
USD
702058.560000
0.0051330
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
0.54
N
N
N
N
N
N
DUKE ENERGY CORPORATION
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP SR UNSECURED 03/22 VAR
26441CBD6
66900000.000000
PA
USD
66962505.340000
0.4895840
Long
DBT
CORP
US
N
2
2022-03-11
Floating
0.85088
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
92263.400000
PA
USD
92840.100000
0.0006788
Long
ABS-O
CORP
US
N
2
2040-09-25
Floating
1.25275
N
N
N
N
N
N
EDUCATIONAL SERVICES OF AMERICA INC 2012-2
N/A
EDUCATIONAL SERVICES OF AMERIC EDUSA 2012 2 A 144A
28137QAA7
684940.270000
PA
USD
683659.840000
0.0049985
Long
ABS-O
CORP
US
N
2
2039-04-25
Floating
0.83275
N
N
N
N
N
N
ELEVATION CLO LTD 2017-8A
N/A
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A
28622VAN0
15600000.000000
PA
USD
15576483.000000
0.1138846
Long
ABS-CBDO
CORP
KY
N
2
2030-10-25
Floating
1.0799
N
N
N
N
N
N
ELFI GRADUATE LOAN PROGRAM 2021-A LLC
N/A
ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A
28628BAA6
9650266.900000
PA
USD
9577666.980000
0.0700253
Long
ABS-O
CORP
US
N
2
2046-12-26
Fixed
1.53
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC COMPANY GUAR 02/22 VAR
29250NBB0
105700000.000000
PA
USD
105737209.570000
0.7730780
Long
DBT
CORP
CA
N
2
2022-02-18
Floating
0.66
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC COMPANY GUAR 10/23 0.55
29250NBG9
12100000.000000
PA
USD
12011322.130000
0.0878186
Long
DBT
CORP
CA
N
2
2023-10-04
Fixed
0.55
N
N
N
N
N
N
ENEL FINANCE INTERNATIONAL NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTL NV COMPANY GUAR 144A 09/24 2.65
29278GAL2
14100000.000000
PA
USD
14529195.120000
0.1062275
Long
DBT
CORP
NL
N
2
2024-09-10
Fixed
2.65
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 02/22 4.65
86765BAJ8
5812000.000000
PA
USD
5838215.550000
0.0426850
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
4.65
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
ENTERGY LOUISIANA LLC COLLATERAL T 10/24 0.95
29364WBK3
8200000.000000
PA
USD
8114689.090000
0.0593290
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE LLC COMPANY GUAR REGS 10/22 3.3
U29490AG1
1000000.000000
PA
USD
1021045.780000
0.0074652
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
3.3
N
N
N
N
N
N
EXPORT DEVELOPMENT CANADA (EDC)
Z6MHCSLXHKYG4B6PHW02
EXPORT DEVELOPMNT CANADA GOVT GUARANT 05/22 2
30216BGT3
42000000.000000
PA
USD
42277001.340000
0.3091005
Long
DBT
CORP
CA
N
2
2022-05-17
Fixed
2
N
N
N
N
N
N
EXPORT DEVELOPMENT CANADA (EDC)
Z6MHCSLXHKYG4B6PHW02
EXPORT DEVELOPMNT CANADA GOVT GUARANT 144A 05/24 0.52
30216BJQ6
38800000.000000
PA
USD
38316264.880000
0.2801423
Long
DBT
CORP
CA
N
2
2024-05-26
Fixed
0.52
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
335800OFZ8YEIVN1QI11
EXPORT IMPORT BK INDIA SR UNSECURED REGS 08/22 VAR
ACI0WQLC3
31468000.000000
PA
USD
31588207.760000
0.2309513
Long
DBT
CORP
IN
N
2
2022-08-21
Floating
1.15963
N
N
N
N
N
N
EXPORT-IMPORT BANK OF KOREA (KEXIM)
549300APVP4R32PI3Y06
EXPORT IMPORT BANK KOREA SR UNSECURED 06/22 VAR
302154CX5
10000000.000000
PA
USD
10021355.400000
0.0732693
Long
DBT
NUSS
KR
N
2
2022-06-25
Floating
0.74475
N
N
N
N
N
N
EXPORT-IMPORT BANK OF KOREA (KEXIM)
549300APVP4R32PI3Y06
EXPORT IMPORT BANK KOREA SR UNSECURED 11/22 VAR
302154CN7
14400000.000000
PA
USD
14492172.100000
0.1059568
Long
DBT
NUSS
KR
N
2
2022-11-01
Floating
1.05663
N
N
N
N
N
N
EXPORT-IMPORT BANK OF KOREA (KEXIM)
549300APVP4R32PI3Y06
EXPORT IMPORT BANK KOREA SR UNSECURED REGS 03/23 VAR
ACI11DFH0
3800000.000000
PA
USD
3826462.670000
0.0279765
Long
DBT
NUSS
KR
N
2
2023-03-22
Floating
0.95425
N
N
N
N
N
N
EXPORT-IMPORT BANK OF KOREA (KEXIM)
549300APVP4R32PI3Y06
EXPORT IMPORT BANK KOREA SR UNSECURED REGS 07/22 VAR
BD57DTII5
7580000.000000
PA
USD
7605393.000000
0.0556054
Long
DBT
NUSS
KR
N
2
2022-07-05
Floating
1.00913
N
N
N
N
N
N
FANNIE MAE 1998-22
N/A
FANNIE MAE FNR 1998 22 FA
31359RY63
64645.560000
PA
USD
64747.440000
0.0004734
Long
ABS-MBS
USGSE
US
N
2
2028-04-18
Floating
0.50388
N
N
N
N
N
N
FANNIE MAE 2001-46
N/A
FANNIE MAE FNR 2001 46 F
313920ZH6
387211.070000
PA
USD
388425.480000
0.0028399
Long
ABS-MBS
USGSE
US
N
2
2031-09-18
Floating
0.50388
N
N
N
N
N
N
FANNIE MAE 2001-57
N/A
FANNIE MAE FNR 2001 57 F
313921JD1
64707.000000
PA
USD
65512.580000
0.0004790
Long
ABS-MBS
USGSE
US
N
2
2031-06-25
Floating
0.60188
N
N
N
N
N
N
FANNIE MAE 2002-13
N/A
FANNIE MAE FNR 2002 13 FB
31392B4V5
17266.540000
PA
USD
17542.920000
0.0001283
Long
ABS-MBS
USGSE
US
N
2
2032-03-25
Floating
1.00188
N
N
N
N
N
N
FANNIE MAE 2002-34
N/A
FANNIE MAE FNR 2002 34 FA
31392CM92
89832.840000
PA
USD
90492.370000
0.0006616
Long
ABS-MBS
USGSE
US
N
2
2032-05-18
Floating
0.60388
N
N
N
N
N
N
FANNIE MAE 2002-39
N/A
FANNIE MAE FNR 2002 39 FB
31392DQA3
89266.050000
PA
USD
90025.450000
0.0006582
Long
ABS-MBS
USGSE
US
N
2
2032-03-18
Floating
0.65388
N
N
N
N
N
N
FANNIE MAE 2002-65
N/A
FANNIE MAE FNR 2002 65 FC
31392EG53
92253.930000
PA
USD
92422.390000
0.0006757
Long
ABS-MBS
USGSE
US
N
2
2026-06-25
Floating
0.50188
N
N
N
N
N
N
FANNIE MAE 2005-79
N/A
FANNIE MAE FNR 2005 79 NF
31394FHD0
298761.100000
PA
USD
301518.840000
0.0022045
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Floating
0.51188
N
N
N
N
N
N
FANNIE MAE 2006-112
N/A
FANNIE MAE FNR 2006 112 DF
31396LQH6
55979.750000
PA
USD
56450.530000
0.0004127
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Floating
0.45188
N
N
N
N
N
N
FANNIE MAE 2007-109
N/A
FANNIE MAE FNR 2007 109 GF
31396X2G8
338242.250000
PA
USD
346632.150000
0.0025343
Long
ABS-MBS
USGSE
US
N
2
2037-12-25
Floating
0.78188
N
N
N
N
N
N
FANNIE MAE 2007-16
N/A
FANNIE MAE FNR 2007 16 FC
31396PXY2
48744.330000
PA
USD
51155.270000
0.0003740
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
0.85188
N
N
N
N
N
N
FANNIE MAE 2007-3
N/A
FANNIE MAE FNR 2007 3 FG
31396PRM5
279235.870000
PA
USD
280954.150000
0.0020541
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
Floating
0.392
N
N
N
N
N
N
FANNIE MAE 2007-42
N/A
FANNIE MAE FNR 2007 42 AF
31396VN53
14496.850000
PA
USD
14554.990000
0.0001064
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
0.35188
N
N
N
N
N
N
FANNIE MAE 2008-1
N/A
FANNIE MAE FNR 2008 1 LF
31396YCM2
67861.320000
PA
USD
68912.820000
0.0005038
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
0.80188
N
N
N
N
N
N
FANNIE MAE 2008-53
N/A
FANNIE MAE FNR 2008 53 LF
31397LC31
55266.720000
PA
USD
56642.770000
0.0004141
Long
ABS-MBS
USGSE
US
N
2
2038-07-25
Floating
0.95188
N
N
N
N
N
N
FANNIE MAE 2010-4
N/A
FANNIE MAE FNR 2010 4 AF
31398GS83
18146.880000
PA
USD
18555.680000
0.0001357
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
0.85188
N
N
N
N
N
N
FANNIE MAE 2020-12
N/A
FANNIE MAE FNR 2020 12 WF
3136B8D55
11063294.350000
PA
USD
11227528.950000
0.0820880
Long
ABS-MBS
USGSE
US
N
2
2060-03-25
Floating
0.48638
N
N
N
N
N
N
FANNIE MAE 2020-54
N/A
FANNIE MAE FNR 2020 54 WF
3136BBGN6
12077562.620000
PA
USD
12131202.700000
0.0886950
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Floating
0.53638
N
N
N
N
N
N
FANNIE MAE REMICS 2007-22
N/A
FANNIE MAE FNR 2007 22 FY
31396PT76
219810.150000
PA
USD
222382.900000
0.0016259
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
0.52188
N
N
N
N
N
N
FANNIE MAE REMICS 2007-7
N/A
FANNIE MAE FNR 2007 7 F
31396PSL6
41542.500000
PA
USD
41849.660000
0.0003060
Long
ABS-MBS
USGSE
US
N
2
2037-02-25
Floating
0.43188
N
N
N
N
N
N
FANNIE MAE REMICS 2008-3
N/A
FANNIE MAE FNR 2008 3 FG
31396YJK9
711197.500000
PA
USD
726535.750000
0.0053119
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
0.88188
N
N
N
N
N
N
FANNIE MAE REMICS 2010-89
N/A
FANNIE MAE FNR 2010 89 CF
31398TNX5
324790.880000
PA
USD
327038.820000
0.0023911
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
0.55188
N
N
N
N
N
N
FANNIE MAE REMICS 2014-42
N/A
FANNIE MAE FNR 2014 42 FA
3136AKPQ0
3069191.800000
PA
USD
3069828.960000
0.0224445
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Floating
0.48638
N
N
N
N
N
N
FANNIE MAE REMICS 2014-47
N/A
FANNIE MAE FNR 2014 47 AF
3136AKTA1
11634266.040000
PA
USD
11584617.970000
0.0846988
Long
ABS-MBS
USGSE
US
N
2
2044-08-25
Floating
0.43638
N
N
N
N
N
N
FANNIE MAE REMICS 2014-49
N/A
FANNIE MAE FNR 2014 49 AF
3136AKWD1
3596250.250000
PA
USD
3594682.640000
0.0262819
Long
ABS-MBS
USGSE
US
N
2
2044-08-25
Floating
0.40638
N
N
N
N
N
N
FANNIE MAE REMICS 2014-50
N/A
FANNIE MAE FNR 2014 50 FC
3136AKXJ7
7782057.400000
PA
USD
7763801.470000
0.0567636
Long
ABS-MBS
USGSE
US
N
2
2044-08-25
Floating
0.43638
N
N
N
N
N
N
FANNIE MAE REMICS 2014-61
N/A
FANNIE MAE FNR 2014 61 FA
3136ALFX4
4924091.700000
PA
USD
4914785.170000
0.0359335
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Floating
0.43638
N
N
N
N
N
N
FANNIE MAE REMICS 2014-84
N/A
FANNIE MAE FNR 2014 84 BF
3136AL2T7
7777576.320000
PA
USD
7835229.160000
0.0572858
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Floating
0.43638
N
N
N
N
N
N
FANNIE MAE REMICS 2014-86
N/A
FANNIE MAE FNR 2014 86 PA
3136AMHN2
1355094.720000
PA
USD
1374302.650000
0.0100480
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Fixed
2
N
N
N
N
N
N
FANNIE MAE REMICS 2015-87
N/A
FANNIE MAE FNR 2015 87 BF
3136AQWE6
2309874.810000
PA
USD
2330905.070000
0.0170420
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Floating
0.40188
N
N
N
N
N
N
FANNIE MAE REMICS 2016-40
N/A
FANNIE MAE FNR 2016 40 AF
3136ASK88
361126.600000
PA
USD
363937.540000
0.0026609
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
0.53638
N
N
N
N
N
N
FANNIE MAE REMICS 2016-40
N/A
FANNIE MAE FNR 2016 40 DF
3136ASL61
4884908.540000
PA
USD
4902919.200000
0.0358468
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
0.58638
N
N
N
N
N
N
FANNIE MAE REMICS 2016-40
N/A
FANNIE MAE FNR 2016 40 EF
3136ASL87
7865262.800000
PA
USD
7859108.230000
0.0574604
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
0.53638
N
N
N
N
N
N
FANNIE MAE REMICS 2018-39
N/A
FANNIE MAE FNR 2018 39 FW
3136B2CD2
10810981.110000
PA
USD
10828280.840000
0.0791690
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Floating
0.38638
N
N
N
N
N
N
FANNIE MAE REMICS 2018-86
N/A
FANNIE MAE FNR 2018 86 WF
3136B3TE0
11217612.140000
PA
USD
11201198.530000
0.0818955
Long
ABS-MBS
USGSE
US
N
2
2048-12-25
Floating
0.43638
N
N
N
N
N
N
FANNIE MAE REMICS 2019-28
N/A
FANNIE MAE FNR 2019 28 FJ
3136B4UP1
6917484.160000
PA
USD
7016596.490000
0.0513005
Long
ABS-MBS
USGSE
US
N
2
2059-06-25
Floating
0.55188
N
N
N
N
N
N
FANNIE MAE REMICS 2019-30
N/A
FANNIE MAE FNR 2019 30 FN
3136B5AW5
7703637.960000
PA
USD
7760005.480000
0.0567358
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Floating
0.60188
N
N
N
N
N
N
FANNIE MAE REMICS 2019-38
N/A
FANNIE MAE FNR 2019 38 CF
3136B5EY7
6095612.690000
PA
USD
6159703.180000
0.0450355
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Floating
0.55188
N
N
N
N
N
N
FANNIE MAE REMICS 2019-41
N/A
FANNIE MAE FNR 2019 41 F
3136B5E50
21817573.430000
PA
USD
22036800.770000
0.1611180
Long
ABS-MBS
USGSE
US
N
2
2059-08-25
Floating
0.60188
N
N
N
N
N
N
FANNIE MAE REMICS 2019-47
N/A
FANNIE MAE FNR 2019 47 FD
3136B5RT4
13412679.240000
PA
USD
13334381.380000
0.0974919
Long
ABS-MBS
USGSE
US
N
2
2049-08-25
Floating
0.492
N
N
N
N
N
N
FANNIE MAE REMICS 2019-53
N/A
FANNIE MAE FNR 2019 53 FA
3136B5K95
9504116.500000
PA
USD
9508188.060000
0.0695174
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Floating
0.48638
N
N
N
N
N
N
FANNIE MAE REMICS 2019-60
N/A
FANNIE MAE FNR 2019 60 WF
3136B6VA8
6337429.810000
PA
USD
6336562.220000
0.0463286
Long
ABS-MBS
USGSE
US
N
2
2059-10-25
Floating
0.48638
N
N
N
N
N
N
FANNIE MAE REMICS 2019-62
N/A
FANNIE MAE FNR 2019 62 FQ
3136B6Z71
4689272.020000
PA
USD
4747446.190000
0.0347101
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Floating
0.60188
N
N
N
N
N
N
FANNIE MAE REMICS 2019-74
N/A
FANNIE MAE FNR 2019 74 BF
3136B7UH2
3190247.600000
PA
USD
3250805.520000
0.0237677
Long
ABS-MBS
USGSE
US
N
2
2059-12-25
Floating
0.65188
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 02/26 0.79
3130ALEM2
50000000.000000
PA
USD
49523342.500000
0.3620808
Long
DBT
USGSE
US
N
2
2026-02-25
Fixed
0.79
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 03/26 0.9
3130ALJ39
46300000.000000
PA
USD
45582046.740000
0.3332647
Long
DBT
USGSE
US
N
2
2026-03-03
Fixed
0.9
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 03/26 0.96
3130ALHH0
204000000.000000
PA
USD
201543972.600000
1.4735515
Long
DBT
USGSE
US
N
2
2026-03-05
Fixed
0.96
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 03/26 1
3130ALGJ7
28275000.000000
PA
USD
27966006.560000
0.2044683
Long
DBT
USGSE
US
N
2
2026-03-23
Fixed
1
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 07/26 1.11
3130ANCD0
45999999.960000
PA
USD
45570695.760000
0.3331817
Long
DBT
USGSE
US
N
2
2026-07-27
Fixed
1.11
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 08/26 1.05
3130ANGM6
130600000.000000
PA
USD
128993117.190000
0.9431093
Long
DBT
USGSE
US
N
2
2026-08-13
Fixed
1.05
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 08/26 1.1
3130ANMH0
85000000.000000
PA
USD
84123021.000000
0.6150499
Long
DBT
USGSE
US
N
2
2026-08-20
Fixed
1.1
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 11/23 0.75
3130APWH4
57300000.000000
PA
USD
57273561.780000
0.4187450
Long
DBT
USGSE
US
N
2
2023-11-22
Fixed
0.75
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 11/23 0.8
3130APXH3
20000000.000000
PA
USD
19967347.000000
0.1459876
Long
DBT
USGSE
US
N
2
2023-11-27
Fixed
0.8
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 11/24 0.625
3130AMNR9
73000000.000000
PA
USD
72184316.250000
0.5277623
Long
DBT
USGSE
US
N
2
2024-11-27
Fixed
0.625
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 11/24 1
3130APQ81
30000000.000000
PA
USD
29981491.500000
0.2192041
Long
DBT
USGSE
US
N
2
2024-11-08
Fixed
1
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 12/24 0.62
3130AMR53
72000000.000000
PA
USD
71360614.800000
0.5217399
Long
DBT
USGSE
US
N
2
2024-12-09
Fixed
0.62
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NOTES 10/25 0.65
3134GWZV1
44000000.000000
PA
USD
42886848.400000
0.3135593
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
3134GW4C7
19500000.000000
PA
USD
18975814.650000
0.1387382
Long
DBT
USGSE
US
N
2
2026-10-27
Fixed
0.8
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NOTES 10/26 0.8
3134GW6C5
32700000.000000
PA
USD
31820021.750000
0.2326462
Long
DBT
USGSE
US
N
2
2026-10-28
Fixed
0.8
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)
B1V7KEBTPIMZEU4LTD58
FANNIE MAE NOTES 12/26 0.875
3135G06L2
101600000.000000
PA
USD
99076946.880000
0.7243828
Long
DBT
USGSE
US
N
2
2026-12-18
Fixed
0.875
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 849407 FH 09/37 FLOATING VAR
31300MNY5
1728785.110000
PA
USD
1841648.050000
0.0134649
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
2.317
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATL INFO SERV SR UNSECURED 03/23 0.375
31620MBP0
10200000.000000
PA
USD
10152257.370000
0.0742264
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.375
N
N
N
N
N
N
FIRST ABU DHABI BANK PJSC
2138002Y3WMK6RZS8H90
FIRST ABU DHABI BANK PJS SR UNSECURED REGS 04/22 VAR
ACI1B1WQ6
25900000.000000
PA
USD
25954338.200000
0.1897603
Long
DBT
CORP
AE
N
2
2022-04-16
Floating
1.07225
N
N
N
N
N
N
FIRST ABU DHABI BANK PJSC
2138002Y3WMK6RZS8H90
FIRST ABU DHABI BANK PJS SR UNSECURED REGS 08/23 VAR
ACI1DSTV8
9000000.000000
PA
USD
9042381.000000
0.0661117
Long
DBT
CORP
AE
N
2
2023-08-08
Floating
0.99438
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC SR UNSECURED 10/22 3.5
337738AM0
4249000.000000
PA
USD
4315753.150000
0.0315538
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.5
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST 2020-2
N/A
FLAGSHIP CREDIT AUTO TRUST FCAT 2020 2 A 144A
33844QAA1
2032427.430000
PA
USD
2035867.520000
0.0148849
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
1.49
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST 2020-3
N/A
FLAGSHIP CREDIT AUTO TRUST FCAT 2020 3 A 144A
33844TAA5
1727381.500000
PA
USD
1729053.260000
0.0126417
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
0.7
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AL5548 FN 05/38 FLOATING VAR
3138ENEW5
295824.840000
PA
USD
310893.950000
0.0022730
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Floating
2.02
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AL7183 FN 01/36 FLOATING VAR
3138EP6V1
2261245.470000
PA
USD
2403824.010000
0.0175751
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Floating
2.329
N
N
N
N
N
N
PIMCO FUNDS
549300XUGLULJEQL0159
PIMCO GOVERNMENT MONEY MARKET FUND
72202E534
1552161.000000
PA
USD
1552161.000000
0.0113483
Long
STIV
RF
US
N
1
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2019-3
N/A
FORD CREDIT FLOORPLAN MASTER O FORDF 2019 3 A2
34528QHB3
20400000.000000
PA
USD
20455196.280000
0.1495544
Long
ABS-O
CORP
US
N
2
2024-09-15
Floating
0.70975
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2020-1
N/A
FORD CREDIT FLOORPLAN MASTER O FORDF 2020 1 A2
34528QHL1
47700000.000000
PA
USD
47948726.880000
0.3505682
Long
ABS-O
CORP
US
N
2
2025-09-15
Floating
0.60975
N
N
N
N
N
N
FREDDIE MAC 3850
N/A
FREDDIE MAC FHR 3850 FC
3137A96V3
226228.900000
PA
USD
228462.160000
0.0016704
Long
ABS-MBS
USGSE
US
N
2
2041-04-15
Floating
0.52975
N
N
N
N
N
N
FREDDIE MAC 3898
N/A
FREDDIE MAC FHR 3898 TF
3137ADYR2
30536.190000
PA
USD
31023.840000
0.0002268
Long
ABS-MBS
USGSE
US
N
2
2039-07-15
Floating
0.60975
N
N
N
N
N
N
FREDDIE MAC 4615
N/A
FREDDIE MAC FHR 4615 AF
3137BRYG4
517401.030000
PA
USD
524544.990000
0.0038351
Long
ABS-MBS
USGSE
US
N
2
2038-10-15
Floating
0.43638
N
N
N
N
N
N
FREDDIE MAC REMICS 4102
N/A
FREDDIE MAC FHR 4102 LF
3137AUMR7
14917.760000
PA
USD
14964.860000
0.0001094
Long
ABS-MBS
USGSE
US
N
2
2040-01-15
Floating
0.35975
N
N
N
N
N
N
FREDDIE MAC REMICS 4344
N/A
FREDDIE MAC FHR 4344 FA
3137BAJK9
1601242.680000
PA
USD
1600077.620000
0.0116987
Long
ABS-MBS
USGSE
US
N
2
2037-12-15
Floating
0.53638
N
N
N
N
N
N
FREDDIE MAC REMICS 4367
N/A
FREDDIE MAC FHR 4367 GF
3137BCL48
7648949.400000
PA
USD
7622195.670000
0.0557283
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Floating
0.43638
N
N
N
N
N
N
FREDDIE MAC REMICS 4521
N/A
FREDDIE MAC FHR 4521 AF
3137BLN53
2823859.800000
PA
USD
2828262.760000
0.0206783
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
0.41638
N
N
N
N
N
N
FREDDIE MAC REMICS 4600
N/A
FREDDIE MAC FHR 4600 FA
3137BQX77
4398938.400000
PA
USD
4456788.400000
0.0325850
Long
ABS-MBS
USGSE
US
N
2
2044-11-15
Floating
0.48638
N
N
N
N
N
N
FREDDIE MAC REMICS 4678
N/A
FREDDIE MAC FHR 4678 AF
3137BWWX8
2024290.200000
PA
USD
2045410.020000
0.0149546
Long
ABS-MBS
USGSE
US
N
2
2042-12-15
Floating
0.48638
N
N
N
N
N
N
FREDDIE MAC REMICS 4722
N/A
FREDDIE MAC FHR 4722 FA
3137FAWH7
2586127.320000
PA
USD
2603607.990000
0.0190358
Long
ABS-MBS
USGSE
US
N
2
2038-05-15
Floating
0.40638
N
N
N
N
N
N
FREDDIE MAC REMICS 4736
N/A
FREDDIE MAC FHR 4736 AF
3137FCHA5
5405522.030000
PA
USD
5482151.790000
0.0400817
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Floating
0.43638
N
N
N
N
N
N
FREDDIE MAC REMICS 4794
N/A
FREDDIE MAC FHR 4794 WF
3137F5MJ5
6142873.400000
PA
USD
6210385.420000
0.0454061
Long
ABS-MBS
USGSE
US
N
2
2043-03-15
Floating
0.43638
N
N
N
N
N
N
FREDDIE MAC REMICS 4842
N/A
FREDDIE MAC FHR 4842 FW
3137FJG52
15298888.000000
PA
USD
15317494.510000
0.1119910
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Floating
0.43638
N
N
N
N
N
N
FREDDIE MAC REMICS 4875
N/A
FREDDIE MAC FHR 4875 F
3137FLA87
4268904.200000
PA
USD
4296617.930000
0.0314139
Long
ABS-MBS
USGSE
US
N
2
2049-04-15
Floating
0.55975
N
N
N
N
N
N
FREDDIE MAC REMICS 4903
N/A
FREDDIE MAC FHR 4903 F
3137FN4L1
1182919.900000
PA
USD
1191351.990000
0.0087103
Long
ABS-MBS
USGSE
US
N
2
2048-09-15
Floating
0.55975
N
N
N
N
N
N
FREDDIE MAC REMICS 4906
N/A
FREDDIE MAC FHR 4906 QF
3137FNW71
13796631.500000
PA
USD
13905815.280000
0.1016698
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Floating
0.55188
N
N
N
N
N
N
FREDDIE MAC REMICS 4913
N/A
FREDDIE MAC FHR 4913 FC
3137FNJC5
8240688.220000
PA
USD
8276833.530000
0.0605145
Long
ABS-MBS
USGSE
US
N
2
2044-06-15
Floating
0.50638
N
N
N
N
N
N
FREDDIE MAC REMICS 4936
N/A
FREDDIE MAC FHR 4936 PF
3137FQHQ9
5080741.070000
PA
USD
5126433.700000
0.0374810
Long
ABS-MBS
USGSE
US
N
2
2049-12-25
Floating
0.60188
N
N
N
N
N
N
FREDDIE MAC REMICS 5092
N/A
FREDDIE MAC FHR 5092 XA
3137FYEX0
20498717.500000
PA
USD
20102126.760000
0.1469730
Long
ABS-MBS
USGSE
US
N
2
2041-01-15
Fixed
1
N
N
N
N
N
N
FREDDIE MAC REMICS 5104
N/A
FREDDIE MAC FHR 5104 DC
3137FYYN0
6285292.580000
PA
USD
5943533.570000
0.0434550
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
1
N
N
N
N
N
N
FREDDIE MAC REMICS 5115
N/A
FREDDIE MAC FHR 5115 EM
3137H0W53
73178463.710000
PA
USD
73010402.050000
0.5338020
Long
ABS-MBS
USGSE
US
N
2
2044-09-15
Fixed
1
N
N
N
N
N
N
FREDDIE MAC STRIPS 242
N/A
FREDDIEMAC STRIP FHS 242 F29
3128HWDU8
2945.490000
PA
USD
2946.210000
0.0000215
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Floating
0.35975
N
N
N
N
N
N
FREDDIE MAC STRIPS 328
N/A
FREDDIEMAC STRIP FHS 328 F4
31351DC90
5900063.200000
PA
USD
5891066.720000
0.0430714
Long
ABS-MBS
USGSE
US
N
2
2038-02-15
Floating
0.43638
N
N
N
N
N
N
FREDDIE MAC STRIPS 330
N/A
FREDDIEMAC STRIP FHS 330 F4
31351DDT5
3908557.640000
PA
USD
3943065.870000
0.0288290
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Floating
0.43638
N
N
N
N
N
N
FREDDIE MAC-3279
N/A
FREDDIE MAC FHR 3279 FB
31397FB50
789258.900000
PA
USD
794575.510000
0.0058094
Long
ABS-MBS
USGSE
US
N
2
2037-02-15
Floating
0.42975
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SECURED 144A 04/24 1
36143L2B0
63200000.000000
PA
USD
62621719.370000
0.4578471
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
1
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SECURED 144A 09/24 VAR
36143L2E4
9670000.000000
PA
USD
9637310.660000
0.0704614
Long
DBT
CORP
US
N
2
2024-09-13
Floating
0.54963
N
N
N
N
N
N
GALAXY XV CLO LTD 2013-15A
N/A
GALAXY CLO LTD GALXY 2013 15A ARR 144A
36318WAK6
6900000.000000
PA
USD
6890305.570000
0.0503772
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
1.09375
N
N
N
N
N
N
GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A
N/A
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A
36361UAL4
6000000.000000
PA
USD
6000000.000000
0.0438679
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
1.17739
N
N
N
N
N
N
GCAT LLC 2019-RPL1
N/A
GCAT GCAT 2019 RPL1 A1 144A
36167CAA4
2776479.950000
PA
USD
2819877.160000
0.0206170
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
2.65
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC UNSECURED 10/22 6.41
37033LGD2
21400000.000000
PA
USD
22367093.610000
0.1635329
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
6.41
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 01/22 VAR
37045XBR6
22067000.000000
PA
USD
22073711.460000
0.1613879
Long
DBT
CORP
US
N
2
2022-01-14
Floating
1.67675
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 01/23 VAR
37045XCE4
29040000.000000
PA
USD
29165187.370000
0.2132359
Long
DBT
CORP
US
N
2
2023-01-05
Floating
1.19913
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 04/22 3.45
37045XAW6
3000000.000000
PA
USD
3009258.150000
0.0220016
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 06/22 3.15
37045XBY1
3500000.000000
PA
USD
3539710.860000
0.0258799
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.15
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 06/22 VAR
37045XBX3
9739000.000000
PA
USD
9781301.150000
0.0715142
Long
DBT
CORP
US
N
2
2022-06-30
Floating
1.52788
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO SR UNSECURED 07/22 3.55
37045XCU8
33048000.000000
PA
USD
33531712.340000
0.2451609
Long
DBT
CORP
US
N
2
2022-07-08
Fixed
3.55
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 354798 GN 04/24 FIXED 7
36203PDB6
395.210000
PA
USD
412.410000
0.0000030
Long
ABS-MBS
USGSE
US
N
2
2024-04-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 385437 GN 02/24 FIXED 7
36205BEJ7
76.810000
PA
USD
77.080000
0.0000006
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 388562 GN 07/24 FIXED 7.5
36205ETT3
14396.300000
PA
USD
14452.830000
0.0001057
Long
ABS-MBS
USGSE
US
N
2
2024-07-15
Fixed
7.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 389815 GN 06/24 FIXED 7
36205GAQ4
32.000000
PA
USD
32.090000
0.0000002
Long
ABS-MBS
USGSE
US
N
2
2024-06-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 402398 GN 08/24 FIXED 7
36205V7K8
13632.610000
PA
USD
13681.600000
0.0001000
Long
ABS-MBS
USGSE
US
N
2
2024-08-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 402438 GN 09/24 FIXED 7
36205WBF2
12380.340000
PA
USD
12424.730000
0.0000908
Long
ABS-MBS
USGSE
US
N
2
2024-09-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 402453 GN 09/24 FIXED 7
36205WBW5
18534.400000
PA
USD
18601.260000
0.0001360
Long
ABS-MBS
USGSE
US
N
2
2024-09-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 429790 GN 12/33 FIXED 6.5
36207ENF7
1257.180000
PA
USD
1417.500000
0.0000104
Long
ABS-MBS
USGSE
US
N
2
2033-12-15
Fixed
6.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 441967 GN 06/31 FIXED 7
36207T6C0
728.090000
PA
USD
730.820000
0.0000053
Long
ABS-MBS
USGSE
US
N
2
2031-06-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 455301 GN 09/27 FIXED 7.5
36208MX67
3350.590000
PA
USD
3616.280000
0.0000264
Long
ABS-MBS
USGSE
US
N
2
2027-09-15
Fixed
7.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 462512 GN 02/28 FIXED 7.5
36208VYH2
8191.800000
PA
USD
8658.090000
0.0000633
Long
ABS-MBS
USGSE
US
N
2
2028-02-15
Fixed
7.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 462600 GN 03/28 FIXED 7
36208V3H6
46.220000
PA
USD
46.390000
0.0000003
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 462765 GN 06/28 FIXED 7.5
36208WCA9
7039.740000
PA
USD
7723.700000
0.0000565
Long
ABS-MBS
USGSE
US
N
2
2028-06-15
Fixed
7.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 485867 GN 10/31 FIXED 7
36209YW46
1216.920000
PA
USD
1310.940000
0.0000096
Long
ABS-MBS
USGSE
US
N
2
2031-10-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 508472 GN 04/31 FIXED 7
36211B2D5
180.500000
PA
USD
198.330000
0.0000015
Long
ABS-MBS
USGSE
US
N
2
2031-04-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 511872 GN 01/31 FIXED 7
36211FT54
160.940000
PA
USD
164.430000
0.0000012
Long
ABS-MBS
USGSE
US
N
2
2031-01-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 543868 GN 01/31 FIXED 7
36212UFH9
498.270000
PA
USD
504.300000
0.0000037
Long
ABS-MBS
USGSE
US
N
2
2031-01-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 545862 GN 08/31 FIXED 7
36212WMK0
98.600000
PA
USD
99.610000
0.0000007
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 551599 GN 08/31 FIXED 7
36213DX45
880.820000
PA
USD
931.690000
0.0000068
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 557712 GN 08/31 FIXED 7
36213LR93
428.140000
PA
USD
441.390000
0.0000032
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 568048 GN 08/31 FIXED 7
36213YBR2
695.120000
PA
USD
714.220000
0.0000052
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 569554 GN 01/32 FIXED 7
36200QWP5
1199.220000
PA
USD
1354.430000
0.0000099
Long
ABS-MBS
USGSE
US
N
2
2032-01-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 571205 GN 09/31 FIXED 7
36200SR28
572.860000
PA
USD
645.580000
0.0000047
Long
ABS-MBS
USGSE
US
N
2
2031-09-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 572369 GN 10/31 FIXED 7
36200T2A5
180.970000
PA
USD
181.640000
0.0000013
Long
ABS-MBS
USGSE
US
N
2
2031-10-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 587947 GN 04/32 FIXED 7
36201NEU0
553.510000
PA
USD
561.920000
0.0000041
Long
ABS-MBS
USGSE
US
N
2
2032-04-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 590330 GN 07/32 FIXED 7
36201QY31
662.570000
PA
USD
736.140000
0.0000054
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 605375 GN 09/34 FIXED 6.5
36200NQ46
7539.210000
PA
USD
8274.000000
0.0000605
Long
ABS-MBS
USGSE
US
N
2
2034-09-15
Fixed
6.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 621752 GN 11/33 FIXED 6.5
36290YWM6
5923.360000
PA
USD
6113.830000
0.0000447
Long
ABS-MBS
USGSE
US
N
2
2033-11-15
Fixed
6.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 622628 GN 11/33 FIXED 6.5
36291AVV8
987.980000
PA
USD
1084.350000
0.0000079
Long
ABS-MBS
USGSE
US
N
2
2033-11-15
Fixed
6.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 628408 GN 11/33 FIXED 6.5
36291HDM3
3261.410000
PA
USD
3657.050000
0.0000267
Long
ABS-MBS
USGSE
US
N
2
2033-11-15
Fixed
6.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 780121 GN 04/25 FIXED 10
36225AD23
4.270000
PA
USD
4.270000
0.0000000
Long
ABS-MBS
USGSE
US
N
2
2025-04-15
Fixed
10
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 781690 GN 12/33 FIXED 6
36225B2X5
12755.860000
PA
USD
14825.180000
0.0001084
Long
ABS-MBS
USGSE
US
N
2
2033-12-15
Fixed
6
N
N
N
N
N
N
GOLDEN STATE TOBACCO SECURITIZATION
N/A
GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/23 FIXED 1.337
38122NC26
6000000.000000
PA
USD
6012501.600000
0.0439593
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
1.337
N
N
N
N
N
N
GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD 2017-2A
N/A
GOLDENTREE LOAN MANAGEMENT US GLM 2017 2A AR 144A
38136MAU2
26700000.000000
PA
USD
26660118.210000
0.1949205
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
1.034
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 02/23 VAR
38141GWU4
23015000.000000
PA
USD
23117237.690000
0.1690174
Long
DBT
CORP
US
N
2
2023-02-23
Floating
0.914
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 03/23 VAR
38141GXV1
38000000.000000
PA
USD
38003811.780000
0.2778578
Long
DBT
CORP
US
N
2
2023-03-08
Floating
0.479668
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 06/23 VAR
38141GWJ9
1500000.000000
PA
USD
1512651.360000
0.0110595
Long
DBT
CORP
US
N
2
2023-06-05
Floating
2.908
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 10/24 VAR
38141GYQ1
26600000.000000
PA
USD
26521629.220000
0.1939080
Long
DBT
CORP
US
N
2
2024-10-21
Floating
0.538977
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 11/23 VAR
38141EB81
2478000.000000
PA
USD
2528850.370000
0.0184892
Long
DBT
CORP
US
N
2
2023-11-29
Floating
1.77563
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 11/23 VAR
38141GXK5
42600000.000000
PA
USD
42615299.360000
0.3115739
Long
DBT
CORP
US
N
2
2023-11-17
Floating
0.589806
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 12/23 1.217
38141GZE7
10000000.000000
PA
USD
10027610.400000
0.0733150
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
1.217
N
N
N
N
N
N
GOSFORTH FUNDING 2018-1 PLC 18-1A
N/A
GOSFORTH FUNDING PLC GFUND 2018 1A A1 144A
38312RAA1
2989541.720000
PA
USD
2992456.520000
0.0218788
Long
ABS-MBS
CORP
GB
N
2
2060-08-25
Floating
0.628
N
N
N
N
N
N
GOSFORTH FUNDING 2018-1 PLC 18-1X
N/A
GOSFORTH FUNDING PLC GFUND 2018 1X A1 REGS
ACI1521F9
907818.800000
PA
USD
908703.920000
0.0066438
Long
ABS-MBS
CORP
GB
N
2
2060-08-25
Floating
0.628
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-115
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 115 FP
38377KEE6
3984451.300000
PA
USD
4025891.980000
0.0294346
Long
ABS-MBS
USGSE
US
N
2
2040-09-20
Floating
0.70388
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-129
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 129 FJ
38377MAP1
7287439.260000
PA
USD
7357681.430000
0.0537943
Long
ABS-MBS
USGSE
US
N
2
2040-10-20
Floating
0.73388
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 15 AF
38376WXM2
2544301.700000
PA
USD
2580783.420000
0.0188689
Long
ABS-MBS
USGSE
US
N
2
2040-02-20
Floating
0.84388
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-35
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 35 AF
38376WE68
6873411.420000
PA
USD
6979738.280000
0.0510311
Long
ABS-MBS
USGSE
US
N
2
2040-03-20
Floating
0.85388
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-37
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 37 FG
38376XJP9
5478167.700000
PA
USD
5573246.230000
0.0407478
Long
ABS-MBS
USGSE
US
N
2
2040-03-20
Floating
0.90388
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-4
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 4 FM
38376TX98
2940661.380000
PA
USD
2988168.350000
0.0218474
Long
ABS-MBS
USGSE
US
N
2
2040-01-16
Floating
0.8075
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-50
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 50 GF
38376YGD7
5148906.400000
PA
USD
5232122.000000
0.0382537
Long
ABS-MBS
USGSE
US
N
2
2040-04-20
Floating
0.87388
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-69
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 69 FB
38377VE28
2148752.760000
PA
USD
2171330.560000
0.0158753
Long
ABS-MBS
USGSE
US
N
2
2041-05-20
Floating
0.75388
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-72
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 72 AF
38377WGH1
7857913.600000
PA
USD
7933685.890000
0.0580057
Long
ABS-MBS
USGSE
US
N
2
2041-05-20
Floating
0.72388
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H11
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H11 FA
38375BLN0
977848.130000
PA
USD
980684.090000
0.0071701
Long
ABS-MBS
USGSE
US
N
2
2061-03-20
Floating
0.58113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H11
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H11 FA
38375BSK9
3189578.040000
PA
USD
3208989.810000
0.0234619
Long
ABS-MBS
USGSE
US
N
2
2062-02-20
Floating
0.78113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H12
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H12 FA
38375BRW4
2053353.260000
PA
USD
2060255.810000
0.0150632
Long
ABS-MBS
USGSE
US
N
2
2062-04-20
Floating
0.63113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H27
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H27 FA
38375BZD7
3253474.110000
PA
USD
3255834.830000
0.0238044
Long
ABS-MBS
USGSE
US
N
2
2062-10-20
Floating
0.48113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H13
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H13 FT
38375B2L5
681089.130000
PA
USD
676253.470000
0.0049443
Long
ABS-MBS
USGSE
US
N
2
2063-05-20
Floating
0.59
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H15 FC
38375B4J8
932367.000000
PA
USD
934265.490000
0.0068307
Long
ABS-MBS
USGSE
US
N
2
2063-07-20
Floating
0.58113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H10
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H10 FA
38375UFM7
1609224.870000
PA
USD
1612443.320000
0.0117891
Long
ABS-MBS
USGSE
US
N
2
2064-04-20
Floating
0.58113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H04
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H04 FA
38378U8L4
7177128.700000
PA
USD
7235934.500000
0.0529042
Long
ABS-MBS
USGSE
US
N
2
2064-12-20
Floating
0.73113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H12
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H12 FD
38376RBP0
7901236.210000
PA
USD
7957309.700000
0.0581784
Long
ABS-MBS
USGSE
US
N
2
2065-05-20
Floating
0.68113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H25
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H25 FD
38376RJN7
10324832.400000
PA
USD
10413357.510000
0.0761353
Long
ABS-MBS
USGSE
US
N
2
2065-10-20
Floating
0.73113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FD
38376RLJ3
3152033.830000
PA
USD
3167617.800000
0.0231595
Long
ABS-MBS
USGSE
US
N
2
2065-10-20
Floating
0.68113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H32
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H32 FA
38376RMP8
4285384.890000
PA
USD
4336230.550000
0.0317035
Long
ABS-MBS
USGSE
US
N
2
2065-12-20
Floating
0.83113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H19
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H19 FA
38376RZN9
1496903.590000
PA
USD
1514073.070000
0.0110699
Long
ABS-MBS
USGSE
US
N
2
2066-09-20
Floating
0.86113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H02
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H02 FH
38376RPV2
4424389.510000
PA
USD
4508144.530000
0.0329605
Long
ABS-MBS
USGSE
US
N
2
2066-01-20
Floating
1.08113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FK
38376RQN9
10637473.460000
PA
USD
10769167.510000
0.0787368
Long
ABS-MBS
USGSE
US
N
2
2066-02-20
Floating
1.13113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H06 FD
38376RSG2
4882739.540000
PA
USD
4954837.580000
0.0362264
Long
ABS-MBS
USGSE
US
N
2
2065-07-20
Floating
1.00113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F
38375UXM7
7040825.460000
PA
USD
7131418.350000
0.0521400
Long
ABS-MBS
USGSE
US
N
2
2066-05-20
Floating
0.88113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H15 FA
38376RWY8
2663333.690000
PA
USD
2695219.120000
0.0197056
Long
ABS-MBS
USGSE
US
N
2
2066-07-20
Floating
0.88113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H17 FC
38376RXT8
931404.630000
PA
USD
944829.060000
0.0069079
Long
ABS-MBS
USGSE
US
N
2
2066-08-20
Floating
0.91113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H18
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H18 FA
38376RXY7
5202535.770000
PA
USD
5260859.320000
0.0384638
Long
ABS-MBS
USGSE
US
N
2
2066-08-20
Floating
0.83113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-121
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 121 PE
38380TV37
601644.740000
PA
USD
610301.930000
0.0044621
Long
ABS-MBS
USGSE
US
N
2
2046-07-20
Fixed
3
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB
38375UZZ6
1609560.620000
PA
USD
1622437.430000
0.0118622
Long
ABS-MBS
USGSE
US
N
2
2067-04-20
Floating
1.029
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H12
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H12 FE
38376R2V7
291638.180000
PA
USD
291223.440000
0.0021292
Long
ABS-MBS
USGSE
US
N
2
2066-06-20
Floating
0.28113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FD
38376R5D4
1329282.020000
PA
USD
1333045.080000
0.0097463
Long
ABS-MBS
USGSE
US
N
2
2067-06-20
Floating
0.55113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE
38376R5H5
5870238.000000
PA
USD
5918178.470000
0.0432697
Long
ABS-MBS
USGSE
US
N
2
2067-06-20
Floating
1.03113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FN
38376R5Y8
2715160.120000
PA
USD
2722204.330000
0.0199029
Long
ABS-MBS
USGSE
US
N
2
2067-07-20
Floating
0.58113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H18
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H18 FC
38380LMV2
19330446.280000
PA
USD
19323686.420000
0.1412816
Long
ABS-MBS
USGSE
US
N
2
2065-08-20
Floating
0.43113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-31
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 31 CF
38381RYA1
9022858.420000
PA
USD
9118192.140000
0.0666660
Long
ABS-MBS
USGSE
US
N
2
2049-03-20
Floating
0.55388
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-44
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 44 FE
38381TQQ1
6367455.110000
PA
USD
6412246.340000
0.0468820
Long
ABS-MBS
USGSE
US
N
2
2049-04-20
Floating
0.55388
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-78
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 78 FJ
38381WUF3
7188467.940000
PA
USD
7233808.480000
0.0528887
Long
ABS-MBS
USGSE
US
N
2
2049-06-20
Floating
0.55388
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-83
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 83 NF
38381XAR7
19218135.490000
PA
USD
19314683.560000
0.1412157
Long
ABS-MBS
USGSE
US
N
2
2046-06-20
Floating
0.49925
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-90
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 90 AF
38381XFE1
8236233.380000
PA
USD
8290364.380000
0.0606135
Long
ABS-MBS
USGSE
US
N
2
2049-07-20
Floating
0.50388
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H02
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H02 FB
38380LPZ0
7313247.960000
PA
USD
7234816.300000
0.0528960
Long
ABS-MBS
USGSE
US
N
2
2068-12-20
Floating
0.58438
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU
38382CP47
1784000.400000
PA
USD
1836966.660000
0.0134306
Long
ABS-MBS
USGSE
US
N
2
2049-10-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 21 AC
38382DMC0
2105852.160000
PA
USD
2172897.440000
0.0158867
Long
ABS-MBS
USGSE
US
N
2
2049-01-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H07
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H07 FA
38380L8G1
44884128.980000
PA
USD
45788988.530000
0.3347777
Long
ABS-MBS
USGSE
US
N
2
2070-04-20
Floating
0.80388
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-122
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 122 FA
38382WCY1
137400507.190000
PA
USD
136904436.400000
1.0009515
Long
ABS-MBS
USGSE
US
N
2
2051-07-20
Floating
0.45
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-97
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 97 FA
38382VER6
134627374.860000
PA
USD
134447553.080000
0.9829884
Long
ABS-MBS
USGSE
US
N
2
2051-06-20
Floating
0.45
N
N
N
N
N
N
GPMT LLC 2021-FL3
N/A
GPMT LTD. GPMT 2021 FL3 A 144A
36264BAA8
33561281.940000
PA
USD
33587703.060000
0.2455703
Long
ABS-MBS
CORP
KY
N
2
2035-07-16
Floating
1.35388
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP TRUST 2018-TWR
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2018 TWR A 144A
36251SAA6
7500000.000000
PA
USD
7485364.500000
0.0547279
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
1.01
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2014-GC18 2014-GC18
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC18 AAB
36252RAQ2
4093585.560000
PA
USD
4193789.170000
0.0306621
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Fixed
3.648
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A
36261WAA5
67266871.340000
PA
USD
67332967.770000
0.4922925
Long
ABS-MBS
CORP
US
N
2
2060-12-25
Variable
1.75
N
N
N
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 02/22 4.05
41283LAU9
54750000.000000
PA
USD
54902602.490000
0.4014102
Long
DBT
CORP
US
N
2
2022-02-04
Fixed
4.05
N
N
N
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 02/23 3.35
41283LAS4
8500000.000000
PA
USD
8681145.290000
0.0634706
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.35
N
N
N
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 06/22 2.55
41283LAQ8
31360000.000000
PA
USD
31558407.510000
0.2307335
Long
DBT
CORP
US
N
2
2022-06-09
Fixed
2.55
N
N
N
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER COMPANY GUAR REGS 02/22 4.05
U24652AP1
200000.000000
PA
USD
200557.450000
0.0014663
Long
DBT
CORP
US
N
2
2022-02-04
Fixed
4.05
N
N
N
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER COMPANY GUAR REGS 06/22 2.55
U24652AL0
420000.000000
PA
USD
422657.240000
0.0030902
Long
DBT
CORP
US
N
2
2022-06-09
Fixed
2.55
N
N
N
N
N
N
HILTON USA TRUST 2016-SFP
N/A
HILTON USA TRUST HILT 2016 SFP A 144A
43289VAA1
11600000.000000
PA
USD
11610596.600000
0.0848887
Long
ABS-MBS
CORP
US
N
2
2035-11-05
Fixed
2.82844
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 03/25 VAR
404280CA5
2300000.000000
PA
USD
2336608.300000
0.0170837
Long
DBT
CORP
GB
N
2
2025-03-11
Floating
1.43088
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 05/24 VAR
404280BR9
173085000.000000
PA
USD
174759694.300000
1.2777232
Long
DBT
CORP
GB
N
2
2024-05-18
Floating
1.16
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC SR UNSECURED 08/23 0.65
444859BP6
33000000.000000
PA
USD
32840285.610000
0.2401057
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.65
N
N
N
N
N
N
HUNTINGTON INGALLS INDUSTRIES INC
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUS COMPANY GUAR 144A 08/23 0.67
446413AU0
11900000.000000
PA
USD
11799928.140000
0.0862730
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
0.67
N
N
N
N
N
N
HUTCHISON WHAMPOA INTERNATIONAL (11) LIMITED
254900NSPYVQR5EXP064
HUTCH WHAMPOA INT 11 LTD COMPANY GUAR 144A 01/22 4.625
44841CAB0
1174000.000000
PA
USD
1175133.580000
0.0085918
Long
DBT
CORP
KY
N
2
2022-01-13
Fixed
4.625
N
N
N
N
N
N
HUTCHISON WHAMPOA INTERNATIONAL (11) LIMITED
254900NSPYVQR5EXP064
HUTCH WHAMPOA INT 11 LTD COMPANY GUAR REGS 01/22 4.625
000000000
42085000.000000
PA
USD
42125636.010000
0.3079938
Long
DBT
CORP
KY
N
2
2022-01-13
Fixed
4.625
N
N
N
N
N
N
HUTCHISON WHAMPOA INTERNATIONAL (12) (II) LIMITED
2549005GEGKY2Q53V676
HUTCH WHAMPOA INT 12 II COMPANY GUAR 144A 11/22 3.25
44842CAB9
1000000.000000
PA
USD
1020250.330000
0.0074594
Long
DBT
CORP
KY
N
2
2022-11-08
Fixed
3.25
N
N
N
N
N
N
HUTCHISON WHAMPOA INTERNATIONAL (12) (II) LIMITED
2549005GEGKY2Q53V676
HUTCH WHAMPOA INT 12 II COMPANY GUAR REGS 11/22 3.25
G4690AAB3
18000000.000000
PA
USD
18364505.940000
0.1342687
Long
DBT
CORP
KY
N
2
2022-11-08
Fixed
3.25
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 02/23 2.375
44891ABE6
15239000.000000
PA
USD
15454097.880000
0.1129898
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.375
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 04/22 3.1
44891AAM9
110000.000000
PA
USD
110741.280000
0.0008097
Long
DBT
CORP
US
N
2
2022-04-05
Fixed
3.1
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 04/23 0.8
44891ABU0
39730000.000000
PA
USD
39562941.310000
0.2892571
Long
DBT
CORP
US
N
2
2023-04-03
Fixed
0.8
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/22 3.25
44891AAR8
13000000.000000
PA
USD
13248674.660000
0.0968652
Long
DBT
CORP
US
N
2
2022-09-20
Fixed
3.25
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/23 1.25
44891ABM8
355000.000000
PA
USD
354852.740000
0.0025944
Long
DBT
CORP
US
N
2
2023-09-18
Fixed
1.25
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/22 2.85
44891ABC0
20133000.000000
PA
USD
20483773.030000
0.1497633
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.85
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 01/24 0.8
44891CBR3
5000000.000000
PA
USD
4930041.850000
0.0360451
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.8
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 02/22 3.95
44891CAY9
377000.000000
PA
USD
377898.060000
0.0027629
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.95
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 02/23 2.375
44891CBE2
3274000.000000
PA
USD
3320212.380000
0.0242751
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.375
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 04/23 5.75
44891CBJ1
20303000.000000
PA
USD
21440997.360000
0.1567619
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
5.75
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/23 4.125
44891CAW3
970000.000000
PA
USD
1008128.860000
0.0073707
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
4.125
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/22 3.25
44891CAR4
3184000.000000
PA
USD
3244906.160000
0.0237245
Long
DBT
CORP
US
N
2
2022-09-20
Fixed
3.25
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/23 1.25
44891CBM4
120000.000000
PA
USD
119950.220000
0.0008770
Long
DBT
CORP
US
N
2
2023-09-18
Fixed
1.25
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 11/22 2.85
44891CBC6
3015000.000000
PA
USD
3067529.710000
0.0224277
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.85
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES 09/23 0.75
44920UAQ1
9000000.000000
PA
USD
8893929.150000
0.0650263
Long
DBT
CORP
KR
N
2
2023-09-15
Fixed
0.75
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES SR UNSECURED 144A 03/23 3.75
44920UAM0
2910000.000000
PA
USD
2996032.430000
0.0219049
Long
DBT
CORP
KR
N
2
2023-03-05
Fixed
3.75
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES SR UNSECURED REGS 03/22 3
Y3815NAX9
18036000.000000
PA
USD
18102848.990000
0.1323556
Long
DBT
CORP
KR
N
2
2022-03-06
Fixed
3
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES SR UNSECURED REGS 03/23 3.75
Y3815NBA8
500000.000000
PA
USD
514782.210000
0.0037637
Long
DBT
CORP
KR
N
2
2023-03-05
Fixed
3.75
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES SR UNSECURED REGS 08/22 3
Y3815NAY7
17600000.000000
PA
USD
17848880.540000
0.1304988
Long
DBT
CORP
KR
N
2
2022-08-29
Fixed
3
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
ILLUMINA INC SR UNSECURED 03/23 0.55
452327AL3
21500000.000000
PA
USD
21397136.260000
0.1564412
Long
DBT
CORP
US
N
2
2023-03-23
Fixed
0.55
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 02/23 3.5
453140AB1
2365000.000000
PA
USD
2409573.890000
0.0176172
Long
DBT
CORP
GB
N
2
2023-02-11
Fixed
3.5
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/22 3.75
453140AE5
46925000.000000
PA
USD
47448265.840000
0.3469092
Long
DBT
CORP
GB
N
2
2022-07-21
Fixed
3.75
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FIN PLC COMPANY GUAR REGS 02/23 3.5
G4721VBL7
700000.000000
PA
USD
713193.120000
0.0052144
Long
DBT
CORP
GB
N
2
2023-02-11
Fixed
3.5
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FIN PLC COMPANY GUAR REGS 07/22 3.75
G4721VNT7
400000.000000
PA
USD
404460.440000
0.0029571
Long
DBT
CORP
GB
N
2
2022-07-21
Fixed
3.75
N
N
N
N
N
N
IMT TRUST 2017-APTS
N/A
IMT TRUST IMTT 2017 APTS AFL 144A
44974AAA5
2112337.150000
PA
USD
2110805.070000
0.0154328
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
0.80975
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV SR UNSECURED 03/22 VAR
456837AJ2
22917000.000000
PA
USD
22972073.680000
0.1679561
Long
DBT
CORP
NL
N
2
2022-03-29
Floating
1.36975
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV SR UNSECURED 10/23 VAR
456837AL7
35489000.000000
PA
USD
35954123.800000
0.2628719
Long
DBT
CORP
NL
N
2
2023-10-02
Floating
1.21438
N
N
N
N
N
N
ING INVESTMENT MANAGEMENT CLO LTD 2012-4A
N/A
VOYA CLO LTD INGIM 2012 4A A1R3 144A
92916GBE3
14500000.000000
PA
USD
14501742.900000
0.1060268
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
1.12375
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNAL FLV&FGR INC
4595A3BR7
45000000.000000
PA
USD
44977739.850000
0.3288464
Long
DBT
CORP
US
N
2
2022-02-25
None
0
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNAL FLV&FGR INC
4595A3C13
15000000.000000
PA
USD
14991874.950000
0.1096103
Long
DBT
CORP
US
N
2
2022-03-01
None
0
N
N
N
N
N
N
INTERNATIONAL LEASE FINANCE CORPORATION
N/A
INTL LEASE FINANCE CORP SR UNSECURED 01/22 8.625
459745GK5
28875000.000000
PA
USD
28947629.290000
0.2116452
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
8.625
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL SR SECURED 144A 01/23 VAR
46849LTN1
23962000.000000
PA
USD
24033933.210000
0.1757197
Long
DBT
CORP
US
N
2
2023-01-06
Floating
0.650002
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL SR SECURED 144A 06/22 VAR
46849LSX0
22670000.000000
PA
USD
22743991.930000
0.1662885
Long
DBT
CORP
US
N
2
2022-06-27
Floating
0.94975
N
N
N
N
N
N
JFIN CLO LTD 2017-2A
N/A
APEX CREDIT CLO LLC JFIN 2017 2A AR 144A
46593CAA7
10200000.000000
PA
USD
10174640.760000
0.0743900
Long
ABS-CBDO
CORP
KY
N
2
2029-09-20
Floating
1.20363
N
N
N
N
N
N
JOHN DEERE CAPITAL CORPORATION
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAPITAL CORP SR UNSECURED 09/22 VAR
24422ETU3
10146000.000000
PA
USD
10178948.530000
0.0744215
Long
DBT
CORP
US
N
2
2022-09-08
Floating
0.67
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 03/24 VAR
46647PCA2
25746000.000000
PA
USD
25802709.680000
0.1886517
Long
DBT
CORP
US
N
2
2024-03-16
Floating
0.629546
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 04/23 VAR
46647PAD8
18646000.000000
PA
USD
18688750.800000
0.1366393
Long
DBT
CORP
US
N
2
2023-04-25
Floating
1.02388
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 04/23 VAR
46647PAE6
5000000.000000
PA
USD
5032324.150000
0.0367929
Long
DBT
CORP
US
N
2
2023-04-25
Floating
2.776
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 04/24 VAR
46647PAQ9
32400000.000000
PA
USD
32576874.840000
0.2381798
Long
DBT
CORP
US
N
2
2024-04-23
Floating
0.85388
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 07/24 VAR
46647PAW6
8879000.000000
PA
USD
8966345.480000
0.0655558
Long
DBT
CORP
US
N
2
2024-07-23
Floating
1.01388
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 10/23 VAR
46625HRW2
56375000.000000
PA
USD
56734925.620000
0.4148069
Long
DBT
CORP
US
N
2
2023-10-24
Floating
1.35388
N
N
N
N
N
N
JPMCC-2019-BKWD
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 BKWD A 144A
46591JAA4
45400000.000000
PA
USD
45333339.180000
0.3314463
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
1.11
N
N
N
N
N
N
KANSAI ELECTRIC POWER CO INC
353800PFUKP5ONPJNZ86
KANSAI ELECTRIC POWER CO SR SECURED REGS 09/24 2.55
ACI1FH4Q8
11510000.000000
PA
USD
11830978.100000
0.0865000
Long
DBT
CORP
JP
N
2
2024-09-17
Fixed
2.55
N
N
N
N
N
N
KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
6RPK2YDJN6L35AS0M510
HANA BANK SR UNSECURED 144A 10/22 VAR
482466AF6
38200000.000000
PA
USD
38321152.830000
0.2801780
Long
DBT
CORP
KR
N
2
2022-10-02
Floating
0.91438
N
N
N
N
N
N
KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
6RPK2YDJN6L35AS0M510
HANA BANK SR UNSECURED REGS 01/22 3.375
Y46006AC9
15665000.000000
PA
USD
15695145.730000
0.1147522
Long
DBT
CORP
KR
N
2
2022-01-30
Fixed
3.375
N
N
N
N
N
N
KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
6RPK2YDJN6L35AS0M510
HANA BANK SR UNSECURED REGS 03/23 VAR
ACI120FL8
20700000.000000
PA
USD
20814656.270000
0.1521825
Long
DBT
CORP
KR
N
2
2023-03-13
Floating
1.00088
N
N
N
N
N
N
KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
6RPK2YDJN6L35AS0M510
HANA BANK SR UNSECURED REGS 06/24 VAR
BK1M80II9
1200000.000000
PA
USD
1208685.590000
0.0088371
Long
DBT
CORP
KR
N
2
2024-06-13
Floating
0.95088
N
N
N
N
N
N
KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
6RPK2YDJN6L35AS0M510
HANA BANK SR UNSECURED REGS 07/23 VAR
ACI13X1V8
3000000.000000
PA
USD
3023514.810000
0.0221059
Long
DBT
CORP
KR
N
2
2023-07-26
Floating
0.92488
N
N
N
N
N
N
KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
6RPK2YDJN6L35AS0M510
HANA BANK SR UNSECURED REGS 09/22 VAR
ACI0Y2276
21100000.000000
PA
USD
21191438.330000
0.1549373
Long
DBT
CORP
KR
N
2
2022-09-14
Floating
1.07325
N
N
N
N
N
N
KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
6RPK2YDJN6L35AS0M510
HANA BANK SR UNSECURED REGS 10/22 VAR
Y4S96CSP9
12830000.000000
PA
USD
12870690.860000
0.0941017
Long
DBT
CORP
KR
N
2
2022-10-02
Floating
0.91438
N
N
N
N
N
N
KIA CORPORATION
988400V8MJK9N7OI5X76
KIA CORP SR UNSECURED 144A 04/23 3
493738AE8
1000000.000000
PA
USD
1027718.510000
0.0075140
Long
DBT
CORP
KR
N
2
2023-04-25
Fixed
3
N
N
N
N
N
N
KIA CORPORATION
988400V8MJK9N7OI5X76
KIA CORP SR UNSECURED 144A 04/24 1
49374JAB9
2200000.000000
PA
USD
2192460.930000
0.0160298
Long
DBT
CORP
KR
N
2
2024-04-16
Fixed
1
N
N
N
N
N
N
KIA CORPORATION
988400V8MJK9N7OI5X76
KIA CORP SR UNSECURED REGS 04/23 3
Y47606AF8
27365000.000000
PA
USD
28123517.030000
0.2056199
Long
DBT
CORP
KR
N
2
2023-04-25
Fixed
3
N
N
N
N
N
N
KOMATSU FINANCE AMERICA INC
549300SRAAFEEQ8Z4D68
KOMATSU FINANCE AMERICA COMPANY GUAR REGS 09/22 2.437
ACI0XK426
10350000.000000
PA
USD
10457898.750000
0.0764610
Long
DBT
CORP
US
N
2
2022-09-11
Fixed
2.437
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
KOREA DEVELOPMENT BANK SR UNSECURED 07/22 VAR
500630CQ9
11195000.000000
PA
USD
11227910.050000
0.0820908
Long
DBT
CORP
KR
N
2
2022-07-06
Floating
0.941
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
KOREA DEVELOPMENT BANK SR UNSECURED 10/22 VAR
500630CX4
3900000.000000
PA
USD
3910600.860000
0.0285916
Long
DBT
CORP
KR
N
2
2022-10-01
Floating
0.68938
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
KOREA DEVELOPMENT BANK SR UNSECURED REGS 10/22 VAR
ACI10GXY7
5100000.000000
PA
USD
5126483.990000
0.0374813
Long
DBT
CORP
KR
N
2
2022-10-30
Floating
0.92863
N
N
N
N
N
N
KOREA EXPRESSWAY CORPORATION
988400EZO9DR1OFL5772
KOREA EXPRESSWAY CORP SR UNSECURED 11/22 VAR
ACI1T1HL5
48000000.000000
PA
USD
47998492.800000
0.3509321
Long
DBT
CORP
KR
N
2
2022-11-25
Floating
0.78025
N
N
N
N
N
N
KOREA EXPRESSWAY CORPORATION
988400EZO9DR1OFL5772
KOREA EXPRESSWAY CORP SR UNSECURED REGS 07/22 VAR
ACI1SVTS2
9000000.000000
PA
USD
9024054.570000
0.0659777
Long
DBT
CORP
KR
N
2
2022-07-25
Floating
0.76388
N
N
N
N
N
N
KOREA EXPRESSWAY CORPORATION
988400EZO9DR1OFL5772
KOREA EXPRESSWAY CORP SR UNSECURED REGS 11/22 VAR
ACI1SVZ48
10800000.000000
PA
USD
10854031.970000
0.0793572
Long
DBT
CORP
KR
N
2
2022-11-25
Floating
0.78025
N
N
N
N
N
N
KOREA NATIONAL OIL CORP (KNOC)
988400ZTQ08W926ONT36
KOREA NATIONAL OIL CORP SR UNSECURED REGS 07/23 VAR
BD5JRZII0
7400000.000000
PA
USD
7466228.220000
0.0545879
Long
DBT
CORP
KR
N
2
2023-07-16
Floating
0.99725
N
N
N
N
N
N
KT CORPORATION
9884005ACF8449EANY26
KT CORP SR UNSECURED REGS 08/22 2.625
Y49915BA1
14340000.000000
PA
USD
14476078.710000
0.1058392
Long
DBT
CORP
KR
N
2
2022-08-07
Fixed
2.625
N
N
N
N
N
N
KVK CLO LTD 2013-1A
N/A
KVK CLO LTD KVK 2013 1A AR 144A
482739AF6
1027382.040000
PA
USD
1027895.760000
0.0075153
Long
ABS-CBDO
CORP
KY
N
2
2028-01-14
Floating
1.02675
N
N
N
N
N
N
LANDWIRTSCHAFTLICHE RENTENBANK
529900Z3J0N6S0F7CT25
LANDWIRTSCH. RENTENBANK GOVT GUARANT REGS 01/22 VAR
ACI0SV4K8
28500000.000000
PA
USD
28500370.500000
0.2083752
Long
DBT
NUSS
DE
N
2
2022-01-12
Floating
0.16113
N
N
N
N
N
N
LCM XV LP 15A
N/A
LCM LTD PARTNERSHIP LCM 15A AR2 144A
50184NAR3
800000.000000
PA
USD
797911.460000
0.0058338
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.1315
N
N
N
N
N
N
LCM XX LP 20A
N/A
LCM LTD PARTNERSHIP LCM 20A AR 144A
50188WAE8
1807652.090000
PA
USD
1808520.430000
0.0132227
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
1.1715
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST 2021-GS1
N/A
LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS1 A1 144A
52474JAA4
6214910.360000
PA
USD
6211630.750000
0.0454152
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Fixed
1.892
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
LEIDOS INC COMPANY GUAR 05/23 2.95
52532XAB1
22596000.000000
PA
USD
23193553.030000
0.1695754
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.95
N
N
N
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP COMPANY GUAR 11/22 4.75
526057BN3
18828000.000000
PA
USD
19274976.720000
0.1409254
Long
DBT
CORP
US
N
2
2022-11-15
Variable
4.75
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 03/23 VAR
53944YAK9
2000000.000000
PA
USD
2007841.020000
0.0146800
Long
DBT
CORP
GB
N
2
2023-03-17
Floating
2.858
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 06/23 VAR
53944YAM5
10000000.000000
PA
USD
10017862.300000
0.0732437
Long
DBT
CORP
GB
N
2
2023-06-15
Floating
1.326
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 08/23 4.05
539439AS8
720000.000000
PA
USD
754587.300000
0.0055170
Long
DBT
CORP
GB
N
2
2023-08-16
Fixed
4.05
N
N
N
N
N
N
LMREC 2021-CRE4 LLC
N/A
LATITUDE MANAGEMENT REAL ESTAT LMREC 2021 CRE4 A 144A
50210LAA2
14000000.000000
PA
USD
13994793.400000
0.1023203
Long
ABS-O
CORP
US
N
2
2037-04-22
Floating
1.15188
N
N
N
N
N
N
LOANCORE ISSUER LTD 2021-CRE4
N/A
LOANCORE 2018 CRE1 ISSUER, LTD LNCR 2021 CRE4 A 144A
53946CAA7
14940082.420000
PA
USD
14843638.210000
0.1085265
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
0.96448
N
N
N
N
N
N
LUXE TRUST 2021-TRIP
N/A
LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP A 144A
55066WAA2
15500000.000000
PA
USD
15518355.100000
0.1134596
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
1.16
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSECURED 03/22 3.45
00287YCS6
3400000.000000
PA
USD
3403136.160000
0.0248814
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45
N
N
N
N
N
N
MARATHON CLO IX LTD 2017-9A
N/A
MARATHON CLO LTD MCLO 2017 9A A1AR 144A
56577PAL3
20297449.760000
PA
USD
20323267.510000
0.1485898
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
1.27375
N
N
N
N
N
N
MARTIN MARIETTA MATERIALS INC
5299005MZ4WZECVATV08
MARTIN MARIETTA SR UNSECURED 07/23 0.65
573284AY2
21520000.000000
PA
USD
21449931.740000
0.1568272
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSECURED 11/22 VAR
00287YBP3
41690000.000000
PA
USD
41852013.180000
0.3059933
Long
DBT
CORP
US
N
2
2022-11-21
Floating
0.80963
N
N
N
N
N
N
MASTER CREDIT CARD TRUST II SERIES 2018-1A
N/A
MASTER CREDIT CARD TRUST MCCT 2018 1A A 144A
576339BM6
12000000.000000
PA
USD
12036703.200000
0.0880041
Long
ABS-MBS
CORP
CA
N
2
2024-07-21
Floating
0.5925
N
N
N
N
N
N
MDGH - GMTN BV
213800L53ZH5KG593W13
MDGH GMTN BV COMPANY GUAR REGS 03/22 5.5
973TEUII1
6500000.000000
PA
USD
6565988.000000
0.0480060
Long
DBT
CORP
NL
N
2
2022-03-01
Fixed
5.5
N
N
N
N
N
N
MELLON RESIDENTIAL FUNDING CO 2001-TBC1
N/A
MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1
585525FC7
446376.450000
PA
USD
455602.340000
0.0033311
Long
ABS-MBS
CORP
US
N
2
2031-11-15
Floating
0.80975
N
N
N
N
N
N
METROPOLIS OF TOKYO JAPAN
353800FABE4GGB1BMO18
TOKYO METROPOLITAN GOVT SR UNSECURED 144A 07/25 0.75
59173LAD2
21300000.000000
PA
USD
20816993.750000
0.1521996
Long
DBT
NUSS
JP
N
2
2025-07-16
Fixed
0.75
N
N
N
N
N
N
METROPOLIS OF TOKYO JAPAN
353800FABE4GGB1BMO18
TOKYO METROPOLITAN GOVT SR UNSECURED REGS 06/22 2.5
ACI0VKLC7
1600000.000000
PA
USD
1611591.870000
0.0117829
Long
DBT
NUSS
JP
N
2
2022-06-08
Fixed
2.5
N
N
N
N
N
N
MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2021-W10
N/A
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 W10 A 144A
55284DAA0
2700000.000000
PA
USD
2704428.540000
0.0197729
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
1.12288
N
N
N
N
N
N
MFA 2020-NQM2 TRUST
N/A
MFRA TRUST MFRA 2020 NQM2 A1 144A
552751AA7
19619930.170000
PA
USD
19564729.500000
0.1430439
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.381
N
N
N
N
N
N
MFA 2021-RPL1 TRUST
N/A
MFRA TRUST MFRA 2021 RPL1 A1 144A
55283QAA2
45160917.030000
PA
USD
44468261.470000
0.3251215
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Variable
1.1313
N
N
N
N
N
N
MILL CITY MORTGAGE LOAN TRUST 2019-GS1
N/A
MILL CITY MORTGAGE TRUST MCMLT 2019 GS1 A1 144A
59981BAC8
868967.530000
PA
USD
883976.160000
0.0064630
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Fixed
2.75
N
N
N
N
N
N
MISSISSIPPI POWER COMPANY
LNZ0J6YZ5SC6ILIRU850
MISSISSIPPI POWE SR UNSECURED 06/24 VAR
605417CC6
16575000.000000
PA
USD
16519541.380000
0.1207796
Long
DBT
CORP
US
N
2
2024-06-28
Floating
0.35
N
N
N
N
N
N
MITSUBISHI HC CAPITAL AMERICA INC
SAG6K2J487EOB0C5BI47
MITSUBISHI HC CAP AMER
60678NAL8
25000000.000000
PA
USD
24996069.500000
0.1827541
Long
DBT
CORP
US
N
2
2022-01-20
None
0
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED 144A 02/22 3.406
60682LAD4
2100000.000000
PA
USD
2103822.000000
0.0153817
Long
DBT
CORP
JP
N
2
2022-02-28
Fixed
3.406
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED 144A 09/22 2.652
60682LAA0
2500000.000000
PA
USD
2530641.480000
0.0185023
Long
DBT
CORP
JP
N
2
2022-09-19
Fixed
2.652
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED REGS 02/22 3.406
J4706DKE9
2200000.000000
PA
USD
2204004.000000
0.0161142
Long
DBT
CORP
JP
N
2
2022-02-28
Fixed
3.406
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED REGS 02/24 3.559
J4706DKF6
9300000.000000
PA
USD
9697572.680000
0.0709020
Long
DBT
CORP
JP
N
2
2024-02-28
Fixed
3.559
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED REGS 09/22 2.652
J4706DGT1
948000.000000
PA
USD
959619.250000
0.0070161
Long
DBT
CORP
JP
N
2
2022-09-19
Fixed
2.652
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 03/22 VAR
606822BF0
13600000.000000
PA
USD
13611733.540000
0.0995197
Long
DBT
CORP
JP
N
2
2022-03-07
Floating
0.88763
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 03/23 VAR
606822AS3
44074000.000000
PA
USD
44302725.550000
0.3239112
Long
DBT
CORP
JP
N
2
2023-03-02
Floating
0.91325
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 07/22 VAR
606822AQ7
73672000.000000
PA
USD
73975418.870000
0.5408576
Long
DBT
CORP
JP
N
2
2022-07-25
Floating
0.91388
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 07/23 VAR
606822AZ7
37201000.000000
PA
USD
37533161.780000
0.2744168
Long
DBT
CORP
JP
N
2
2023-07-26
Floating
0.98488
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 05/24 VAR
60687YBC2
72310000.000000
PA
USD
72650300.980000
0.5311692
Long
DBT
CORP
JP
N
2
2024-05-25
Floating
0.81025
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 07/23 VAR
60687YAY5
38227000.000000
PA
USD
38334183.160000
0.2802733
Long
DBT
CORP
JP
N
2
2023-07-16
Floating
0.96225
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 07/24 VAR
60687YBG3
29300000.000000
PA
USD
29564482.600000
0.2161552
Long
DBT
CORP
JP
N
2
2024-07-10
Floating
1.11113
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 09/23 VAR
60687YBB4
25765000.000000
PA
USD
25865176.380000
0.1891085
Long
DBT
CORP
JP
N
2
2023-09-13
Floating
1.05088
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 09/24 VAR
60687YBM0
41300000.000000
PA
USD
41458324.790000
0.3031149
Long
DBT
CORP
JP
N
2
2024-09-08
Floating
0.8
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC 2014-AA
N/A
MMAF EQUIPMENT FINANCE LLC MMAF 2014 AA A5 144A
55315CAE7
1071191.600000
PA
USD
1076686.810000
0.0078720
Long
ABS-O
CORP
US
N
2
2025-12-08
Fixed
2.33
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 04/24 VAR
61772BAA1
21200000.000000
PA
USD
21139915.810000
0.1545606
Long
DBT
CORP
US
N
2
2024-04-05
Floating
0.731
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 05/24 VAR
61744YAG3
9321000.000000
PA
USD
9436941.500000
0.0689965
Long
DBT
CORP
US
N
2
2024-05-08
Floating
1.36438
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 10/23 VAR
61746BEC6
131857000.000000
PA
USD
133031131.210000
0.9726325
Long
DBT
CORP
US
N
2
2023-10-24
Floating
1.52388
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I INC 2021-230P
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A
61772WAA5
47200000.000000
PA
USD
47289193.840000
0.3457462
Long
ABS-MBS
CORP
US
N
2
2023-12-15
Floating
1.27895
N
N
N
N
N
N
MOUNTAIN VIEW CLO LLC 2017-1A
N/A
MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A
62432HAJ9
10000000.000000
PA
USD
10003606.800000
0.0731395
Long
ABS-CBDO
CORP
KY
N
2
2029-10-16
Floating
1.21225
N
N
N
N
N
N
MOUNTAIN VIEW CLO LLC 2017-2A
N/A
MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A
62432LAL5
16500000.000000
PA
USD
16480381.010000
0.1204933
Long
ABS-CBDO
CORP
KY
N
2
2031-01-16
Floating
1.16225
N
N
N
N
N
N
MP CLO VII LTD 2015-1A
N/A
MP CLO VII, LTD MP7 2015 1A AR3 144A
55320RAQ0
19770479.520000
PA
USD
19795098.510000
0.1447282
Long
ABS-CBDO
CORP
KY
N
2
2028-10-18
Floating
1.01225
N
N
N
N
N
N
NASSAU LTD 2017-IA
N/A
NASSAU LTD NCC 2017 IA A1AS 144A
631707AL0
26500000.000000
PA
USD
26506587.370000
0.1937980
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
1.27375
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 01/24 0.55
63859UBG7
37000000.000000
PA
USD
36521866.760000
0.2670229
Long
DBT
CORP
GB
N
2
2024-01-22
Fixed
0.55
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 04/23 VAR
63861VAD9
7332000.000000
PA
USD
7392188.680000
0.0540466
Long
DBT
CORP
GB
N
2
2023-04-26
Floating
3.622
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2021-APPL
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL A 144A
63874AAA6
3000000.000000
PA
USD
3002323.200000
0.0219509
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
1.06
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC SR UNSECURED 05/23 VAR
780097BE0
7300000.000000
PA
USD
7364465.790000
0.0538439
Long
DBT
CORP
GB
N
2
2023-05-15
Floating
3.498
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC SR UNSECURED 05/23 VAR
780097BF7
175624000.000000
PA
USD
176378961.910000
1.2895621
Long
DBT
CORP
GB
N
2
2023-05-15
Floating
1.626
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC SR UNSECURED 06/24 VAR
780097BH3
7500000.000000
PA
USD
7621359.980000
0.0557222
Long
DBT
CORP
GB
N
2
2024-06-25
Floating
1.76975
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-DA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 DA A 144A
63941HAA0
12279722.730000
PA
USD
12293677.410000
0.0898829
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A
63935BAA1
24647126.590000
PA
USD
24558138.140000
0.1795523
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2021 GA A 144A
63942KAA2
42200000.000000
PA
USD
42081380.020000
0.3076702
Long
ABS-O
CORP
US
N
2
2070-04-15
Fixed
1.58
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2014-AA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2014 AA A2B 144A
63939CAC1
831412.420000
PA
USD
834041.510000
0.0060979
Long
ABS-O
CORP
US
N
2
2029-02-15
Floating
1.35975
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2017-2
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2017 2A A 144A
63939RAA2
16791699.800000
PA
USD
16943654.610000
0.1238804
Long
ABS-O
CORP
US
N
2
2066-12-27
Floating
1.15275
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2017-3
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2017 3A A2 144A
63940JAB5
4962188.450000
PA
USD
4972970.290000
0.0363590
Long
ABS-O
CORP
US
N
2
2066-07-26
Floating
0.70275
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2017-5A
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2017 5A A 144A
63940CAA2
6806001.060000
PA
USD
6842309.710000
0.0500263
Long
ABS-O
CORP
US
N
2
2066-07-26
Floating
0.90275
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2019-CA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A
63940YAB2
4639934.020000
PA
USD
4732245.040000
0.0345989
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
3.13
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2020-IA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A
63942AAB2
12627095.800000
PA
USD
12712438.550000
0.0929446
Long
ABS-O
CORP
US
N
2
2069-04-15
Floating
1.10975
N
N
N
N
N
N
NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK)
JLP5FSPH9WPSHY3NIM24
NEDER WATERSCHAPSBANK SR UNSECURED REGS 04/22 1.875
ACI0C9R94
50000000.000000
PA
USD
50224997.500000
0.3672108
Long
DBT
NUSS
NL
N
2
2022-04-14
Fixed
1.875
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2005-3
N/A
NELNET STUDENT LOAN TRUST NSLT 2005 3 A5
64031QCD1
3213940.780000
PA
USD
3181669.600000
0.0232622
Long
ABS-O
CORP
US
N
2
2035-12-24
Floating
0.33425
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2014-2A
N/A
NELNET STUDENT LOAN TRUST NSLT 2014 2A A2 144A
64033LAB6
1742537.830000
PA
USD
1751170.010000
0.0128034
Long
ABS-O
CORP
US
N
2
2030-03-25
Floating
0.70275
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2016-1A
N/A
NELNET STUDENT LOAN TRUST NSLT 2016 1A A 144A
64033UAA8
14264656.510000
PA
USD
14252394.610000
0.1042037
Long
ABS-O
CORP
US
N
2
2065-09-25
Floating
0.90275
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2017-3A
N/A
NELNET STUDENT LOAN TRUST NSLT 2017 3A A 144A
64032KAA1
10044306.470000
PA
USD
10125912.440000
0.0740337
Long
ABS-O
CORP
US
N
2
2066-02-25
Floating
0.95275
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2019-3A
N/A
NELNET STUDENT LOAN TRUST NSLT 2019 3A A 144A
64031DAA8
22527479.420000
PA
USD
22508306.280000
0.1645653
Long
ABS-O
CORP
US
N
2
2067-08-25
Floating
0.90188
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NETAPP INC SR UNSECURED 12/22 3.25
64110DAD6
300000.000000
PA
USD
304567.820000
0.0022268
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
3.25
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL COMPANY GUAR 02/23 VAR
65339KBT6
20450000.000000
PA
USD
20420537.480000
0.1493010
Long
DBT
CORP
US
N
2
2023-02-22
Floating
0.42963
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL COMPANY GUAR 03/23 VAR
65339KBV1
28500000.000000
PA
USD
28548064.680000
0.2087239
Long
DBT
CORP
US
N
2
2023-03-01
Floating
0.58973
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL COMPANY GUAR 11/23 VAR
65339KBX7
21000000.000000
PA
USD
21003560.130000
0.1535636
Long
DBT
CORP
US
N
2
2023-11-03
Floating
0.449848
N
N
N
N
N
N
NIAGARA MOHAWK POWER CORPORATION
3T97Y9RR5EN5Y18QHB56
NIAGARA MOHAWK POWER SR UNSECURED 144A 11/22 2.721
65364UAB2
4500000.000000
PA
USD
4578218.100000
0.0334728
Long
DBT
CORP
US
N
2
2022-11-28
Fixed
2.721
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 01/22 2.8
654740AV1
16400000.000000
PA
USD
16409548.080000
0.1199754
Long
DBT
CORP
US
N
2
2022-01-13
Fixed
2.8
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 01/22 VAR
654740AW9
56445000.000000
PA
USD
56450305.830000
0.4127260
Long
DBT
CORP
US
N
2
2022-01-13
Floating
1.01175
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/24 VAR
654740BR9
29470000.000000
PA
USD
29481685.150000
0.2155499
Long
DBT
CORP
US
N
2
2024-03-08
Floating
0.83
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/22 2.65
654740AZ2
3833000.000000
PA
USD
3867143.410000
0.0282739
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
2.65
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/22 VAR
654740BA6
25233000.000000
PA
USD
25251956.800000
0.1846250
Long
DBT
CORP
US
N
2
2022-07-13
Floating
0.77175
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/22 2.6
654740BD0
200000.000000
PA
USD
202126.530000
0.0014778
Long
DBT
CORP
US
N
2
2022-09-28
Fixed
2.6
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/22 VAR
654740BE8
9584000.000000
PA
USD
9594406.020000
0.0701477
Long
DBT
CORP
US
N
2
2022-09-28
Floating
0.90975
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 01/22 VAR
U65478BB1
6594000.000000
PA
USD
6594619.840000
0.0482153
Long
DBT
CORP
US
N
2
2022-01-13
Floating
1.01175
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 07/22 2.65
U65478BE5
17400000.000000
PA
USD
17554994.850000
0.1283501
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
2.65
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/22 2.6
U65478BJ4
4291000.000000
PA
USD
4336624.620000
0.0317064
Long
DBT
CORP
US
N
2
2022-09-28
Fixed
2.6
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/22 VAR
U65478BK1
5260000.000000
PA
USD
5265711.150000
0.0384993
Long
DBT
CORP
US
N
2
2022-09-28
Floating
0.90975
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/23 3.3
00774MAD7
2850000.000000
PA
USD
2910638.510000
0.0212806
Long
DBT
CORP
IE
N
2
2023-01-23
Fixed
3.3
N
N
N
N
N
N
NONGHYUP BANK
988400GSDJCW3LKJBD20
NONGHYUP BANK SR UNSECURED 144A 07/24 0.875
65540JAF5
12100000.000000
PA
USD
11987231.270000
0.0876424
Long
DBT
CORP
KR
N
2
2024-07-28
Fixed
0.875
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 05/22 3.5
00774MAA3
31392000.000000
PA
USD
31672201.220000
0.2315654
Long
DBT
CORP
IE
N
2
2022-05-26
Fixed
3.5
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/22 4.625
00772BAP6
24100000.000000
PA
USD
24573189.520000
0.1796623
Long
DBT
CORP
IE
N
2
2022-07-01
Fixed
4.625
N
N
N
N
N
N
NORTHSTAR EDUCATION FINANCE INC 2012-1
N/A
NORTHSTAR EDUCATION FINANCE I NEF 2012 1 A 144A
66705EAA6
520587.490000
PA
USD
522986.200000
0.0038237
Long
ABS-O
CORP
US
N
2
2031-12-26
Floating
0.80275
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 09/23 VAR
00774MBA2
11150000.000000
PA
USD
11154880.580000
0.0815568
Long
DBT
CORP
IE
N
2
2023-09-29
Floating
0.73
N
N
N
N
N
N
NSLT-2021-BA
N/A
NELNET STUDENT LOAN TRUST NSLT 2021 BA AFX 144A
64034QAB4
1150537.030000
PA
USD
1135192.200000
0.0082997
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
1.42
N
N
N
N
N
N
NTT FINANCE CORPORATION
3538007PR116187GD960
NTT FINANCE CORP COMPANY GUAR 144A 03/23 0.373
62954WAA3
34000000.000000
PA
USD
33867460.180000
0.2476157
Long
DBT
CORP
JP
N
2
2023-03-03
Fixed
0.373
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.75
00774MBB0
23500000.000000
PA
USD
23458051.330000
0.1715092
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.75
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A
N/A
OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A
67590QBK2
3900000.000000
PA
USD
3895987.840000
0.0284848
Long
ABS-CBDO
CORP
KY
N
2
2031-02-14
Floating
1.156
N
N
N
N
N
N
OKLAHOMA GAS AND ELECTRIC COMPANY
549300VJ8YXGPO8EV472
OKLAHOMA G+E CO SR UNSECURED 05/23 0.553
678858BW0
14000000.000000
PA
USD
13912219.300000
0.1017166
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.553
N
N
N
N
N
N
ONSLOW BAY MORTGAGE LOAN TRUST 2021-NQM4
N/A
ONSLOW BAY FINANCIAL LLC OBX 2021 NQM4 A1 144A
67115DAA0
38069582.790000
PA
USD
37962150.430000
0.2775532
Long
ABS-MBS
CORP
US
N
2
2061-10-25
Fixed
1.957
N
N
N
N
N
N
AIA GROUP LIMITED
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD SR UNSECURED REGS 03/23 3.125
ACI056SR7
11960000.000000
PA
USD
12238258.250000
0.0894778
Long
DBT
CORP
HK
N
2
2023-03-13
Fixed
3.125
N
N
N
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP SR UNSECURED REGS 01/22 3.2
ACI0RXMB5
44800000.000000
PA
USD
44850430.020000
0.3279156
Long
DBT
CORP
JP
N
2
2022-01-19
Fixed
3.2
N
N
N
N
N
N
OSCAR US FUNDING TRUST VII LLC 2017-2A
N/A
OSCAR US FUNDING TRUST OSCAR 2017 2A A4 144A
68784AAE6
1087388.810000
PA
USD
1092250.850000
0.0079858
Long
ABS-O
CORP
JP
N
2
2024-12-10
Fixed
2.76
N
N
N
N
N
N
OSCAR US FUNDING TRUST XIII LLC 2021-2A
N/A
OSCAR US FUNDING TRUST OSCAR 2021 2A A2 144A
68785BAB9
11300000.000000
PA
USD
11300724.330000
0.0826232
Long
ABS-O
CORP
US
N
2
2024-08-12
Fixed
0.39
N
N
N
N
N
N
OZLM VIII LTD 2014-8A
N/A
OZLM LTD OZLM 2014 8A A1R3 144A
67107FBL0
29100000.000000
PA
USD
29100000.000000
0.2127593
Long
ABS-CBDO
CORP
KY
N
2
2029-10-17
Floating
1.06851
N
N
N
N
N
N
OZLM XVI LTD 2017-16A
N/A
OZLM LTD OZLM 2017 16A A1R 144A
67111KAJ9
7000000.000000
PA
USD
6999650.000000
0.0511766
Long
ABS-CBDO
CORP
KY
N
2
2030-05-16
Floating
1.185
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/22 1.75
694308JE8
44700000.000000
PA
USD
44700329.890000
0.3268182
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/22 VAR
694308JD0
94463000.000000
PA
USD
94501475.720000
0.6909301
Long
DBT
CORP
US
N
2
2022-06-16
Floating
1.69088
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/23 4.25
694308JB4
1600000.000000
PA
USD
1656976.180000
0.0121147
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.25
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/22 VAR
694308JX6
555000.000000
PA
USD
555904.560000
0.0040644
Long
DBT
CORP
US
N
2
2022-11-14
Floating
1.19982
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/23 1.7
694308JY4
14000000.000000
PA
USD
14038899.420000
0.1026428
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.7
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING 2020-1 LTD
N/A
PALMER SQUARE LOAN FUNDING LTD PSTAT 2020 1A A1 144A
69701EAA4
18372172.910000
PA
USD
18363560.220000
0.1342618
Long
ABS-CBDO
CORP
KY
N
2
2028-02-20
Floating
0.95963
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
65300000.000000
PA
USD
65252728.680000
0.4770833
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
0.971
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING 2021-4
N/A
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A
69702HAA6
21700000.000000
PA
USD
21709328.830000
0.1587237
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
0.92788
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD 2018-4A
N/A
PALMER SQUARE LOAN FUNDING LTD PSTAT 2018 4A A1 144A
69700KAA1
2073720.670000
PA
USD
2075500.540000
0.0151746
Long
ABS-CBDO
CORP
KY
N
2
2026-11-15
Floating
1.056
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD 2019-2A
N/A
PALMER SQUARE LOAN FUNDING LTD PSTAT 2019 2A A1 144A
69689PAA5
865449.310000
PA
USD
865881.710000
0.0063307
Long
ABS-CBDO
CORP
KY
N
2
2027-04-20
Floating
1.1015
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD 2019-3A
N/A
PALMER SQUARE LOAN FUNDING LTD PSTAT 2019 3A A1 144A
69689LAA4
14191546.110000
PA
USD
14197755.200000
0.1038043
Long
ABS-CBDO
CORP
KY
N
2
2027-08-20
Floating
1.00963
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD 2019-4A
N/A
PALMER SQUARE LOAN FUNDING LTD PSTAT 2019 4A A1 144A
69689HAA3
5694140.430000
PA
USD
5696824.480000
0.0416513
Long
ABS-CBDO
CORP
KY
N
2
2027-10-24
Floating
1.02388
N
N
N
N
N
N
PANASONIC CORPORATION
254900GE1G59KGWPHX32
PANASONIC CORP SR UNSECURED 144A 07/22 2.536
69832AAA4
2290000.000000
PA
USD
2308424.700000
0.0168776
Long
DBT
CORP
JP
N
2
2022-07-19
Fixed
2.536
N
N
N
N
N
N
PANASONIC CORPORATION
254900GE1G59KGWPHX32
PANASONIC CORP SR UNSECURED REGS 07/22 2.536
J6354YAN4
9140000.000000
PA
USD
9213537.880000
0.0673631
Long
DBT
CORP
JP
N
2
2022-07-19
Fixed
2.536
N
N
N
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP
70109MC28
2600000.000000
PA
USD
2598295.050000
0.0189970
Long
DBT
CORP
US
N
2
2022-03-02
None
0
N
N
N
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP
70109MC36
41700000.000000
PA
USD
41672063.500000
0.3046776
Long
DBT
CORP
US
N
2
2022-03-03
None
0
N
N
N
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP
70109MDN1
59600000.000000
PA
USD
59513407.760000
0.4351213
Long
DBT
CORP
US
N
2
2022-04-22
None
0
N
N
N
N
N
N
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
N/A
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 03/23 2.7
709599AY0
14200000.000000
PA
USD
14475984.100000
0.1058385
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
2.7
N
N
N
N
N
N
PFP 2019-6 LTD
N/A
PFP III PFP 2019 6 A 144A
69346WAA5
14089019.230000
PA
USD
14092958.520000
0.1030381
Long
ABS-MBS
CORP
KY
N
2
2037-04-14
Floating
1.1575
N
N
N
N
N
N
PFP III LTD 2021-7
N/A
PFP III PFP 2021 7 A 144A
69290LAA5
35198243.520000
PA
USD
35228443.610000
0.2575662
Long
ABS-MBS
CORP
KY
N
2
2038-04-14
Floating
0.95975
N
N
N
N
N
N
PFS FINANCING CORP 2020 B
N/A
PFS FINANCING CORP. PFSFC 2020 B A 144A
69335PDR3
16800000.000000
PA
USD
16855177.920000
0.1232335
Long
ABS-O
CORP
US
N
2
2024-06-15
Fixed
1.21
N
N
N
N
N
N
PHEAA STUDENT LOAN TRUST 2016-2A
N/A
PENNSYLVANIA HIGHER EDUCATION PHEAA 2016 2A A 144A
69343VAA0
6193721.140000
PA
USD
6188133.160000
0.0452434
Long
ABS-O
CORP
US
N
2
2065-11-25
Floating
1.05275
N
N
N
N
N
N
PIONEER NATURAL RESOURCES COMPANY
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCE SR UNSECURED 05/23 0.55
723787AU1
18800000.000000
PA
USD
18733944.510000
0.1369698
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL3 LLC
N/A
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A
74143EAA0
5416393.400000
PA
USD
5380709.120000
0.0393401
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Fixed
1.8677
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD COMPANY GUAR REGS 02/22 VAR
ACI1JX5N5
22500000.000000
PA
USD
22511248.880000
0.1645868
Long
DBT
CORP
KY
N
2
2022-02-12
Floating
1.27482
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD COMPANY GUAR REGS 05/22 VAR
ACI1BFTD8
48350000.000000
PA
USD
48441478.200000
0.3541709
Long
DBT
CORP
KY
N
2
2022-05-02
Floating
1.13225
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
24011683.600000
PA
USD
23919287.840000
0.1748814
Long
ABS-MBS
CORP
US
N
2
2038-04-25
Floating
1.10188
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 02/22 4.125
02005NAY6
6855000.000000
PA
USD
6882247.940000
0.0503183
Long
DBT
CORP
US
N
2
2022-02-13
Fixed
4.125
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 05/22 4.625
02005NBC3
11699000.000000
PA
USD
11873502.870000
0.0868109
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
4.625
N
N
N
N
N
N
RESIMAC BASTILLE TRUST SERIES 2021-2NCA
N/A
RESIMAC RESI 2021 2NCA A1A 144A
76120BAA8
33628523.600000
PA
USD
33639705.080000
0.2459505
Long
ABS-MBS
CORP
AU
N
2
2053-02-03
Floating
0.75125
N
N
N
N
N
N
RESIMAC PREMIER SERIES 2021-1A
N/A
RESIMAC RESI 2021 1A A1 144A
76123EAA9
9391593.750000
PA
USD
9384864.200000
0.0686157
Long
ABS-MBS
CORP
AU
N
2
2052-07-10
Floating
0.80138
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS IN COMPANY GUAR 03/22 VAR
775109BQ3
72630000.000000
PA
USD
72705799.570000
0.5315750
Long
DBT
CORP
CA
N
2
2022-03-22
Floating
0.81425
N
N
N
N
N
N
ROMARK CLO LTD 2017-1A
N/A
ROMARK CLO LTD RMRK 2017 1A A1R 144A
77587UAL6
40500000.000000
PA
USD
40510862.100000
0.2961877
Long
ABS-CBDO
CORP
KY
N
2
2030-10-23
Floating
1.15388
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA SR UNSECURED 01/23 VAR
78015K7E8
35100000.000000
PA
USD
35184141.020000
0.2572423
Long
DBT
CORP
CA
N
2
2023-01-17
Floating
0.48225
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA SR UNSECURED 01/24 VAR
78015K7M0
20900000.000000
PA
USD
20881915.440000
0.1526743
Long
DBT
CORP
CA
N
2
2024-01-19
Floating
0.34903
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMPANY GUAR 05/23 2.95
02209SAP8
6000000.000000
PA
USD
6152652.840000
0.0449840
Long
DBT
CORP
US
N
2
2023-05-02
Fixed
2.95
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMPANY GUAR 08/22 2.85
02209SAN3
18000000.000000
PA
USD
18248747.580000
0.1334223
Long
DBT
CORP
US
N
2
2022-08-09
Fixed
2.85
N
N
N
N
N
N
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-A
N/A
SANTANDER CONSUMER AUTO RECEIV SCART 2020 AA A 144A
80281MAA1
3488110.980000
PA
USD
3498864.830000
0.0255813
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
1.37
N
N
N
N
N
N
SANTANDER HOLDINGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA SR UNSECURED 01/23 3.4
80282KAS5
42216000.000000
PA
USD
43156089.530000
0.3155278
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
3.4
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST 2020-A
N/A
SANTANDER RETAIL AUTO LEASE TR SRT 2020 A A2 144A
80286KAB8
634983.090000
PA
USD
635550.760000
0.0046467
Long
ABS-O
CORP
US
N
2
2023-01-20
Fixed
1.69
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS SR UNSECURED 03/25 VAR
80281LAN5
35000000.000000
PA
USD
34693691.200000
0.2536565
Long
DBT
CORP
GB
N
2
2025-03-15
Floating
1.089
N
N
N
N
N
N
SARANAC CLO LTD 2018-6A
N/A
SARANAC CLO LTD SRANC 2018 6A A1R 144A
80317LAJ2
16400000.000000
PA
USD
16402091.490000
0.1199209
Long
ABS-CBDO
CORP
JE
N
2
2031-08-13
Floating
1.25413
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
KSA SUKUK LTD SR UNSECURED REGS 04/22 2.894
G5321UAD9
25000000.000000
PA
USD
25193775.000000
0.1841996
Long
DBT
NUSS
KY
N
2
2022-04-20
Fixed
2.894
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO SR UNSECURED REGS 04/22 2.75
ACI1B8H05
3495000.000000
PA
USD
3519901.880000
0.0257351
Long
DBT
CORP
SA
N
2
2022-04-16
Fixed
2.75
N
N
N
N
N
N
SCHNEIDER ELECTRIC SE
969500A1YF1XUYYXS284
SCHNEIDER ELECTRIC SE SR UNSECURED 144A 09/22 2.95
80687PAA4
6714000.000000
PA
USD
6833128.250000
0.0499592
Long
DBT
CORP
FR
N
2
2022-09-27
Fixed
2.95
N
N
N
N
N
N
SHINHAN BANK CO LTD
5493003P813VL21KG928
SHINHAN BANK SR UNSECURED REGS 03/22 2.875
82460EAK6
1869000.000000
PA
USD
1876904.900000
0.0137226
Long
DBT
CORP
KR
N
2
2022-03-28
Fixed
2.875
N
N
N
N
N
N
SK BROADBAND CO LTD
988400JTBDVK7K17FX69
SK BROADBAND CO LTD SR UNSECURED REGS 08/23 3.875
ACI14CDW8
2132000.000000
PA
USD
2227284.070000
0.0162844
Long
DBT
CORP
KR
N
2
2023-08-13
Fixed
3.875
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK HYNIX INC SR UNSECURED 144A 01/24 1
78392BAA5
4000000.000000
PA
USD
3956892.120000
0.0289301
Long
DBT
CORP
KR
N
2
2024-01-19
Fixed
1
N
N
N
N
N
N
SK TELECOM CO LTD
9884003WEA1PHW006037
SK TELECOM CO LTD SR UNSECURED REGS 04/23 3.75
Y4935NAM6
700000.000000
PA
USD
725028.120000
0.0053009
Long
DBT
CORP
KR
N
2
2023-04-16
Fixed
3.75
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA SR UNSECURED 144A 12/22 VAR
83051GAL2
60500000.000000
PA
USD
60801101.240000
0.4445360
Long
DBT
CORP
SE
N
2
2022-12-12
Floating
0.84588
N
N
N
N
N
N
SLC STUDENT LOAN TRUST 2006-1
N/A
SLC STUDENT LOAN TRUST SLCLT 2006 1 A5
784427AE6
2038018.450000
PA
USD
2035299.940000
0.0148807
Long
ABS-O
CORP
US
N
2
2027-03-15
Floating
0.31275
N
N
N
N
N
N
SLC STUDENT LOAN TRUST-2005-3
N/A
SLC STUDENT LOAN TRUST SLCLT 2005 3 A3
784420AP6
9807362.970000
PA
USD
9787988.520000
0.0715631
Long
ABS-O
CORP
US
N
2
2029-06-15
Floating
0.32275
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2003-10A
N/A
SLM STUDENT LOAN TRUST SLMA 2003 10A A3 144A
78442GJG2
4126448.070000
PA
USD
4127032.790000
0.0301740
Long
ABS-O
CORP
US
N
2
2027-12-15
Floating
0.67275
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2003-11
N/A
SLM STUDENT LOAN TRUST SLMA 2003 11 A6 144A
78442GJS6
1726876.250000
PA
USD
1726783.690000
0.0126251
Long
ABS-O
CORP
US
N
2
2025-12-15
Floating
0.75275
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2005-4
N/A
SLM STUDENT LOAN TRUST SLMA 2005 4 A3
78442GPG5
7913687.070000
PA
USD
7897738.620000
0.0577429
Long
ABS-O
CORP
US
N
2
2027-01-25
Floating
0.24388
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2005-5
N/A
SLM STUDENT LOAN TRUST SLMA 2005 5 A4
78442GPQ3
1311588.610000
PA
USD
1307919.970000
0.0095626
Long
ABS-O
CORP
US
N
2
2028-10-25
Floating
0.26388
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2005-A
N/A
SLM STUDENT LOAN TRUST SLMA 2005 A A4
78443CBV5
6341590.740000
PA
USD
6238687.020000
0.0456130
Long
ABS-O
CORP
US
N
2
2038-12-15
Floating
0.51275
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2008-9
N/A
SLM STUDENT LOAN TRUST SLMA 2008 9 A
78445JAA5
209231.490000
PA
USD
210847.970000
0.0015416
Long
ABS-O
CORP
US
N
2
2023-04-25
Floating
1.62388
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2012-2
N/A
SLM STUDENT LOAN TRUST SLMA 2012 2 A
78446YAA1
2785788.550000
PA
USD
2725373.430000
0.0199261
Long
ABS-O
CORP
US
N
2
2029-01-25
Floating
0.80275
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2012-3
N/A
SLM STUDENT LOAN TRUST SLMA 2012 3 A
78447AAA2
2448134.760000
PA
USD
2459853.490000
0.0179848
Long
ABS-O
CORP
US
N
2
2038-12-27
Floating
0.75275
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2015-A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A A2A 144A
78448PAB6
103480.120000
PA
USD
103560.990000
0.0007572
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
2.49
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2015-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 B A2A 144A
78448QAB4
604311.410000
PA
USD
606349.630000
0.0044332
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
2.98
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2015-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2015 B A2B 144A
78448QAC2
647567.290000
PA
USD
648195.300000
0.0047392
Long
ABS-O
CORP
US
N
2
2027-07-15
Floating
1.30975
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2016-C
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2A 144A
78449KAB6
5162171.230000
PA
USD
5211339.880000
0.0381017
Long
ABS-O
CORP
US
N
2
2034-09-15
Fixed
2.34
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2016-C
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2B 144A
78449KAC4
4030112.530000
PA
USD
4065162.020000
0.0297217
Long
ABS-O
CORP
US
N
2
2034-09-15
Floating
1.20975
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2017-A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2017 A A2B 144A
78448WAC9
8814590.550000
PA
USD
8864898.940000
0.0648141
Long
ABS-O
CORP
US
N
2
2034-09-15
Floating
1.00975
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
22515863.900000
PA
USD
22281888.050000
0.1629099
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1B 144A
78449XAB8
2839243.820000
PA
USD
2890873.200000
0.0211361
Long
ABS-O
CORP
US
N
2
2053-07-15
Floating
1.20975
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2021-D
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1B 144A
78449MAB2
9456250.160000
PA
USD
9433822.770000
0.0689736
Long
ABS-O
CORP
US
N
2
2053-03-17
Floating
0.70975
N
N
N
N
N
N
SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY
549300OD7VKRVNWB2J98
SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 07/22 3
78448TAB8
3531000.000000
PA
USD
3567787.410000
0.0260852
Long
DBT
CORP
IE
N
2
2022-07-15
Fixed
3
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM 2016-F LLC
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 F A1 144A
78471AAA1
722873.190000
PA
USD
727588.780000
0.0053196
Long
ABS-O
CORP
US
N
2
2040-02-25
Floating
1.40275
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-A
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 A A1 144A
78469PAA2
711507.860000
PA
USD
713190.650000
0.0052144
Long
ABS-O
CORP
US
N
2
2036-08-25
Floating
1.85188
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 C A1 144A
83402DAA9
1610716.840000
PA
USD
1614906.960000
0.0118071
Long
ABS-O
CORP
US
N
2
2036-10-27
Floating
1.20275
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 C A2B 144A
83402DAC5
186095.550000
PA
USD
187065.500000
0.0013677
Long
ABS-O
CORP
US
N
2
2032-12-27
Fixed
2.36
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-D
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 D A1 144A
83404LAA9
116442.630000
PA
USD
117032.620000
0.0008557
Long
ABS-O
CORP
US
N
2
2039-01-25
Floating
1.05275
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-E
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 E A1 144A
78470RAA5
606740.470000
PA
USD
607386.950000
0.0044408
Long
ABS-O
CORP
US
N
2
2039-07-25
Floating
0.95275
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-A
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 A A1 144A
83404FAA2
518683.620000
PA
USD
519285.810000
0.0037967
Long
ABS-O
CORP
US
N
2
2040-03-26
Floating
0.80275
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-B
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 B A2FX 144A
83403YAB0
1645605.100000
PA
USD
1662580.170000
0.0121556
Long
ABS-O
CORP
US
N
2
2040-05-25
Fixed
2.74
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 C A1 144A
83405DAA6
550455.020000
PA
USD
550764.710000
0.0040268
Long
ABS-O
CORP
US
N
2
2040-07-25
Floating
0.70275
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-D
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D A2FX 144A
78471CAB5
1991537.540000
PA
USD
2015138.060000
0.0147333
Long
ABS-O
CORP
US
N
2
2040-09-25
Fixed
2.65
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2018-A
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2018 A A1 144A
83406EAA3
403388.030000
PA
USD
401892.390000
0.0029384
Long
ABS-O
CORP
US
N
2
2042-02-25
Floating
0.45275
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 C AFX 144A
83390UAF4
19522271.860000
PA
USD
19660907.320000
0.1437471
Long
ABS-O
CORP
US
N
2
2046-02-15
Fixed
1.95
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
2576805.620000
PA
USD
2577570.780000
0.0188454
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
1.1815
N
N
N
N
N
N
SOUND POINT CLO XIV LTD 2016-3A
N/A
SOUND POINT CLO LTD SNDPT 2016 3A AR2 144A
83609NAN0
21896914.350000
PA
USD
21904075.080000
0.1601476
Long
ABS-CBDO
CORP
KY
N
2
2029-01-23
Floating
1.11388
N
N
N
N
N
N
SOUND POINT CLO XV LTD 2017-1A
N/A
SOUND POINT CLO LTD SNDPT 2017 1A ARR 144A
83609RAL5
8800000.000000
PA
USD
8799698.600000
0.0643374
Long
ABS-CBDO
CORP
KY
N
2
2029-01-23
Floating
1.02388
N
N
N
N
N
N
SOUND POINT CLO XVI LTD 2017-2A
N/A
SOUND POINT CLO LTD SNDPT 2017 2A AR 144A
83610KAJ2
10000000.000000
PA
USD
10006046.400000
0.0731574
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
1.10388
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 04/23 0.7
842400GZ0
27400000.000000
PA
USD
27275237.940000
0.1994179
Long
DBT
CORP
US
N
2
2023-04-03
Fixed
0.7
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 04/23 VAR
842400HA4
62700000.000000
PA
USD
62759170.620000
0.4588521
Long
DBT
CORP
US
N
2
2023-04-03
Floating
0.69002
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 06/22 VAR
842400HE6
30000000.000000
PA
USD
30008644.200000
0.2194026
Long
DBT
CORP
US
N
2
2022-06-13
Floating
0.399632
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 08/23 0.7
842400HH9
20400000.000000
PA
USD
20279388.060000
0.1482690
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.7
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER SR UNSECURED 11/23 VAR
025537AS0
163600000.000000
PA
USD
163616602.130000
1.1962525
Long
DBT
CORP
US
N
2
2023-11-01
Floating
0.61163
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO SR UNSECURED 05/22 VAR
025816CE7
37000000.000000
PA
USD
37048161.420000
0.2708708
Long
DBT
CORP
US
N
2
2022-05-20
Floating
0.78
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO SR UNSECURED 08/22 VAR
025816BN8
14200000.000000
PA
USD
14226531.710000
0.1040147
Long
DBT
CORP
US
N
2
2022-08-01
Floating
0.74163
N
N
N
N
N
N
SOUTHERN CALIFORNIA GAS COMPANY
XY0N0J73VHV5F4CUJV89
SOUTHERN CALIF GAS CO SR UNSECURED 09/23 VAR
842434CV2
9700000.000000
PA
USD
9690680.140000
0.0708516
Long
DBT
CORP
US
N
2
2023-09-14
Floating
0.54825
N
N
N
N
N
N
SOUTHERN NATURAL GAS COMPANY
N/A
SOUTHERN NATURAL GAS SR UNSECURED 144A 04/23 0.625
84346LAC4
7000000.000000
PA
USD
6961701.670000
0.0508992
Long
DBT
CORP
US
N
2
2023-04-28
Fixed
0.625
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 01/23 VAR
853254BL3
7570000.000000
PA
USD
7572901.130000
0.0553679
Long
DBT
CORP
GB
N
2
2023-01-20
Floating
1.2815
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 01/23 VAR
853254BM1
4129000.000000
PA
USD
4134960.790000
0.0302320
Long
DBT
CORP
GB
N
2
2023-01-20
Floating
4.247
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 10/23 VAR
853254BV1
6356000.000000
PA
USD
6362351.550000
0.0465172
Long
DBT
CORP
GB
N
2
2023-10-14
Floating
1.319
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 10/23 VAR
853254BW9
2100000.000000
PA
USD
2114372.610000
0.0154588
Long
DBT
CORP
GB
N
2
2023-10-14
Floating
1.29906
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR
853254CF5
12900000.000000
PA
USD
12909271.100000
0.0943837
Long
DBT
CORP
GB
N
2
2025-11-23
Floating
0.979789
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV1
N/A
STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A
85573EAA5
8562003.500000
PA
USD
8517355.220000
0.0622731
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
1.027
N
N
N
N
N
N
STARWOOD PROPERTY MORTGAGE TRUST 2021-LIH
N/A
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH A 144A
78486EAA6
17200000.000000
PA
USD
17168274.600000
0.1255227
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
0.968
N
N
N
N
N
N
STELLANTIS NV
549300LKT9PW7ZIBDF31
STELLANTIS NV SR UNSECURED 04/23 5.25
31562QAF4
2000000.000000
PA
USD
2100300.000000
0.0153560
Long
DBT
CORP
NL
N
2
2023-04-15
Fixed
5.25
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORPORATION
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE SR UNSECURED 02/22 VAR
02665WDE8
29600000.000000
PA
USD
29613942.780000
0.2165169
Long
DBT
CORP
US
N
2
2022-02-15
Floating
0.606
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORPORATION
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE SR UNSECURED 06/22 VAR
02665WCX7
79300000.000000
PA
USD
79476679.610000
0.5810790
Long
DBT
CORP
US
N
2
2022-06-27
Floating
0.75975
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP SR UNSECURED 01/23 VAR
86562MAW0
943000.000000
PA
USD
947619.080000
0.0069283
Long
DBT
CORP
JP
N
2
2023-01-17
Floating
0.86225
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP SR UNSECURED 07/22 VAR
86562MAP5
42765000.000000
PA
USD
42911107.910000
0.3137366
Long
DBT
CORP
JP
N
2
2022-07-12
Floating
0.90113
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP SR UNSECURED 10/22 VAR
86562MAT7
4500000.000000
PA
USD
4521986.100000
0.0330617
Long
DBT
CORP
JP
N
2
2022-10-18
Floating
0.86225
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LIMITED
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/24 0.85
86563VAU3
56000000.000000
PA
USD
55489464.240000
0.4057010
Long
DBT
CORP
JP
N
2
2024-03-25
Fixed
0.85
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LIMITED
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/24 VAR
86563VAX7
25275000.000000
PA
USD
25264556.370000
0.1847171
Long
DBT
CORP
JP
N
2
2024-09-16
Floating
0.48958
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LIMITED
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 09/24 VAR
J7771YLH8
1200000.000000
PA
USD
1199504.160000
0.0087700
Long
DBT
CORP
JP
N
2
2024-09-16
Floating
0.48958
N
N
N
N
N
N
SUNTORY HOLDINGS LIMITED
54930074QUY8RD0UZM08
SUNTORY HOLDINGS LTD SR UNSECURED REGS 06/22 2.55
J7818LAD2
2791000.000000
PA
USD
2812238.640000
0.0205612
Long
DBT
CORP
JP
N
2
2022-06-28
Fixed
2.55
N
N
N
N
N
N
SYMPHONY CLO XIV LTD 2014-14A
N/A
SYMPHONY CLO LTD SYMP 2014 14A AR 144A
87159QBV9
8028699.390000
PA
USD
8032712.700000
0.0587297
Long
ABS-CBDO
CORP
KY
N
2
2026-07-14
Floating
1.07675
N
N
N
N
N
N
SYMPHONY STATIC CLO 2021-1A
N/A
SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A
87190TAA1
4250000.000000
PA
USD
4247892.000000
0.0310577
Long
ABS-CBDO
CORP
KY
N
2
2029-10-25
Floating
0.95911
N
N
N
N
N
N
SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK)
549300UATVPGSLE43Z27
SYNCHRONY BANK SR UNSECURED 06/22 3
87166FAA1
26808000.000000
PA
USD
27044090.010000
0.1977279
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL SR UNSECURED 07/22 2.85
87165BAQ6
24575000.000000
PA
USD
24828178.530000
0.1815266
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
2.85
N
N
N
N
N
N
TCW CLO LTD 2018-1A
N/A
TCW CLO TCW 2018 1A A1R 144A
87240UAR1
19100000.000000
PA
USD
19071267.870000
0.1394360
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
1.12438
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-2
N/A
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 2 A2A
03066EAB0
2600770.350000
PA
USD
2601486.600000
0.0190203
Long
ABS-O
CORP
US
N
2
2023-12-18
Fixed
0.6
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA SR UNSECURED 07/24 VAR
0641596F8
14100000.000000
PA
USD
14105349.400000
0.1031287
Long
DBT
CORP
CA
N
2
2024-07-31
Floating
0.429859
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA SR UNSECURED 09/26 VAR
0641598M1
27800000.000000
PA
USD
27819532.000000
0.2033974
Long
DBT
CORP
CA
N
2
2026-09-15
Floating
0.659566
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC SR UNSECURED 04/23 VAR
883556CN0
44000000.000000
PA
USD
43954138.360000
0.3213625
Long
DBT
CORP
US
N
2
2023-04-18
Floating
0.399223
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC SR UNSECURED 10/23 VAR
883556CR1
39900000.000000
PA
USD
39871132.750000
0.2915104
Long
DBT
CORP
US
N
2
2023-10-18
Floating
0.439223
N
N
N
N
N
N
TIME WARNER ENTERTAINMENT COMPANY LP
N/A
TIME WARNER ENT SR SECURED 03/23 8.375
88731EAF7
1890000.000000
PA
USD
2050037.070000
0.0149885
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.375
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
15449924.220000
PA
USD
15393127.210000
0.1125440
Long
ABS-MBS
CORP
US
N
2
2063-02-25
Variable
0.918
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2017-5
N/A
TOWD POINT MORTGAGE TRUST TPMT 2017 5 A1 144A
89169EAA7
1344521.750000
PA
USD
1344496.740000
0.0098300
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
0.70188
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019-4
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A
89178BAA2
20374512.560000
PA
USD
20797471.140000
0.1520569
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.9
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019-HY3
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A
89177XAA5
2413113.340000
PA
USD
2427585.260000
0.0177488
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
1.10188
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2020-1
N/A
TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A
89178WAU2
25064105.230000
PA
USD
25474409.650000
0.1862514
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.71
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2020-2
N/A
TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A
89176UAN4
73004359.360000
PA
USD
72594600.490000
0.5307620
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
1.636
N
N
N
N
N
N
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2020-1A
N/A
TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2020 1A A 144A
89237JAA4
41800000.000000
PA
USD
41725562.560000
0.3050687
Long
ABS-O
CORP
US
N
2
2033-05-25
Fixed
1.35
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/24 VAR
89236THV0
25262000.000000
PA
USD
25267269.400000
0.1847370
Long
DBT
CORP
US
N
2
2024-01-11
Floating
0.37911
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/22 VAR
89236TFD2
13250000.000000
PA
USD
13262339.990000
0.0969651
Long
DBT
CORP
US
N
2
2022-05-17
Floating
0.55788
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 09/22 VAR
89236TED3
10600000.000000
PA
USD
10620886.560000
0.0776526
Long
DBT
CORP
US
N
2
2022-09-08
Floating
0.67
N
N
N
N
N
N
TPMT-2019-1
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 1 A1 144A
89177BAA3
13435751.180000
PA
USD
13924498.130000
0.1018064
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.67769
N
N
N
N
N
N
AMMC CLO 20 LTD 2017-20A
N/A
AMERICAN MONEY MANAGEMENT CORP AMMC 2017 20A AR 144A
00177TAJ2
20507332.800000
PA
USD
20486825.470000
0.1497856
Long
ABS-CBDO
CORP
KY
N
2
2029-04-17
Floating
0.99225
N
N
N
N
N
N
UBS AG/LONDON BRANCH
BFM8T61CT2L1QCEMIK50
UBS AG LONDON SR UNSECURED 144A 02/24 VAR
902674YC8
24000000.000000
PA
USD
23991773.760000
0.1754114
Long
DBT
CORP
CH
N
2
2024-02-09
Floating
0.40984
N
N
N
N
N
N
UBS AG/LONDON BRANCH
BFM8T61CT2L1QCEMIK50
UBS AG LONDON SR UNSECURED 144A 08/24 VAR
902674YL8
50000000.000000
PA
USD
50102151.500000
0.3663126
Long
DBT
CORP
CH
N
2
2024-08-09
Floating
0.49984
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 08/23 VAR
90352JAD5
72186000.000000
PA
USD
72514979.750000
0.5301799
Long
DBT
CORP
CH
N
2
2023-08-15
Floating
1.106
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED REGS 08/23 VAR
H4209UAF3
2600000.000000
PA
USD
2611849.210000
0.0190961
Long
DBT
CORP
CH
N
2
2023-08-15
Floating
1.106
N
N
N
N
N
N
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6
N/A
UBS BARCLAYS COMMERCIAL MORTGA UBSBB 2013 C6 A3FL 144A
90349GAC9
14051427.920000
PA
USD
14015200.530000
0.1024695
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Floating
0.89138
N
N
N
N
N
N
ANCHORAGE CAPITAL CLO LTD 2015-6A
N/A
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A ARR 144A
03328QAY7
4400000.000000
PA
USD
4398900.000000
0.0321617
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
1.17375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/22 0.00000
912796L80
12400000.000000
PA
USD
12399612.500000
0.0906575
Long
DBT
UST
US
N
2
2022-02-17
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/22 0.00000
912796F38
53300000.000000
PA
USD
53293959.510000
0.3896489
Long
DBT
UST
US
N
2
2022-03-24
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/22 0.00000
912796N39
141300000.000000
PA
USD
141283723.650000
1.0329698
Long
DBT
UST
US
N
2
2022-03-31
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 05/22 0.00000
912796Q28
4400000.000000
PA
USD
4398659.850000
0.0321600
Long
DBT
UST
US
N
2
2022-05-12
None
0
N
N
N
N
N
N
AOZORA BANK LTD
X0XUGKC9FD2CYUQNC010
AOZORA BANK SR UNSECURED REGS 09/22 2.55
ACI1F8R18
4819000.000000
PA
USD
4862515.570000
0.0355514
Long
DBT
CORP
JP
N
2
2022-09-09
Fixed
2.55
N
N
N
N
N
N
AOZORA BANK LTD
X0XUGKC9FD2CYUQNC010
AOZORA BANK SR UNSECURED REGS 09/24 1.05
ACI208763
21380000.000000
PA
USD
21106716.990000
0.1543179
Long
DBT
CORP
JP
N
2
2024-09-09
Fixed
1.05
N
N
N
N
N
N
APIDOS CLO 2017-27A
N/A
APIDOS CLO APID 2017 27A A1R 144A
03767JAF2
15800000.000000
PA
USD
15780250.000000
0.1153744
Long
ABS-CBDO
CORP
KY
N
2
2030-07-17
Floating
1.05225
N
N
N
N
N
N
APIDOS CLO XXVI LLC 2017-26A
N/A
APIDOS CLO APID 2017 26A A1AR 144A
03766GAL6
24900000.000000
PA
USD
24884890.180000
0.1819413
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
1.02225
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST 2020-1
N/A
UPSTART SECURITIZATION TRUST UPST 2020 1 A 144A
91679UAA0
459685.880000
PA
USD
460846.270000
0.0033694
Long
ABS-O
CORP
US
N
2
2030-04-22
Fixed
2.322
N
N
N
N
N
N
UTAH STATE BOARD OF REGENTS 2016-1
N/A
STATE BOARD OF REGENTS OF THE USBR 2016 1 A
91754RZD2
8293470.310000
PA
USD
8265627.470000
0.0604326
Long
ABS-O
MUN
US
N
2
2056-09-25
Floating
0.85275
N
N
N
N
N
N
UTAH STATE BOARD OF REGENTS 2017-1
N/A
STATE BOARD OF REGENTS OF THE USBR 2017 1 A
91754RZF7
5209196.980000
PA
USD
5134504.910000
0.0375400
Long
ABS-O
MUN
US
N
2
2057-01-25
Floating
0.85275
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC SR UNSECURED 05/22 VAR
037833CP3
100000.000000
PA
USD
100109.200000
0.0007319
Long
DBT
CORP
US
N
2
2022-05-11
Floating
0.4995
N
N
N
N
N
N
VENTURE CDO LTD 2016-25A
N/A
VENTURE CDO LTD VENTR 2016 25A ARR 144A
92329VAS1
38445227.320000
PA
USD
38464402.260000
0.2812254
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
1.1515
N
N
N
N
N
N
VENTURE CLO LTD 2013-4A
N/A
VENTURE CDO LTD VENTR 2013 14A ARR 144A
92328GBA3
36400000.000000
PA
USD
36384485.230000
0.2660184
Long
ABS-CBDO
CORP
KY
N
2
2029-08-28
Floating
1.20563
N
N
N
N
N
N
VENTURE XXVII CLO LTD 2017-27A
N/A
VENTURE CDO LTD VENTR 2017 27A AR 144A
92331LBC3
8500000.000000
PA
USD
8501324.300000
0.0621559
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.1815
N
N
N
N
N
N
VENTURE XXVIII CLO LTD 2017-28A
N/A
VENTURE CDO LTD VENTR 2017 28A A2R 144A
92331AAW4
34400000.000000
PA
USD
34361553.180000
0.2512281
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.1215
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
VERISK ANALYTICS INC SR UNSECURED 09/22 4.125
92345YAC0
489000.000000
PA
USD
500190.710000
0.0036571
Long
DBT
CORP
US
N
2
2022-09-12
Fixed
4.125
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSECURED 03/24 VAR
92343VGD0
13160000.000000
PA
USD
13215242.520000
0.0966208
Long
DBT
CORP
US
N
2
2024-03-22
Floating
0.54937
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSECURED 05/25 VAR
92343VEP5
56931000.000000
PA
USD
58071675.780000
0.4245803
Long
DBT
CORP
US
N
2
2025-05-15
Floating
1.256
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2021-6
N/A
VERUS SECURITIZATION TRUST VERUS 2021 6 A1 144A
92538MAA7
50543248.560000
PA
USD
50367984.790000
0.3682562
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.63
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2021-R1
N/A
VERUS SECURITIZATION TRUST VERUS 2021 R1 A1 144A
92538BAA1
13488386.550000
PA
USD
13438323.050000
0.0982518
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.82
N
N
N
N
N
N
VIBRANT CLO VI LTD 2017-6A
N/A
VIBRANT CLO LTD VIBR 2017 6A AR 144A
92558EAJ1
10998230.680000
PA
USD
10990101.340000
0.0803521
Long
ABS-CBDO
CORP
KY
N
2
2029-06-20
Floating
1.16363
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
6400000.000000
PA
USD
6391946.880000
0.0467335
Long
ABS-CBDO
CORP
KY
N
2
2036-05-15
Floating
1.20975
N
N
N
N
N
N
VMC FINANCE 2021-FL4 LLC
N/A
VMC FINANCE LLC VMC 2021 FL4 A 144A
91835RAA8
16623252.260000
PA
USD
16620596.700000
0.1215184
Long
ABS-MBS
CORP
US
N
2
2036-06-16
Floating
1.20388
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC SR UNSECURED 08/22 2.95
928563AB1
15500000.000000
PA
USD
15684214.250000
0.1146722
Long
DBT
CORP
US
N
2
2022-08-21
Fixed
2.95
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC SR UNSECURED 08/23 0.6
928563AG0
19300000.000000
PA
USD
19171617.560000
0.1401697
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.6
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/22 2.9
928668BC5
40755000.000000
PA
USD
41091320.450000
0.3004316
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
2.9
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/22 0.75
928668BG6
30800000.000000
PA
USD
30801345.340000
0.2251983
Long
DBT
CORP
US
N
2
2022-11-23
Fixed
0.75
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/23 4.25
928668AR3
4313000.000000
PA
USD
4556520.300000
0.0333142
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
4.25
N
N
N
N
N
N
VOYA CLO 2017-2A
N/A
VOYA CLO LTD VOYA 2017 2A A1R 144A
92915UAG9
10000000.000000
PA
USD
10003166.600000
0.0731363
Long
ABS-CBDO
CORP
KY
N
2
2030-06-07
Floating
1.10375
N
N
N
N
N
N
VOYA CLO LTD 2016-4A
N/A
VOYA CLO LTD VOYA 2016 4A ARR 144A
92915TAN7
58489377.350000
PA
USD
58476843.660000
0.4275426
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
1.0315
N
N
N
N
N
N
VOYA CLO LTD 2017-1A
N/A
VOYA CLO LTD VOYA 2017 1A A1R 144A
92916MAF8
30500000.000000
PA
USD
30491585.360000
0.2229336
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
1.07225
N
N
N
N
N
N
ARCH STREET CLO LTD 2016-2A
N/A
ARCH STREET CLO, LTD. ARCHS 2016 2A AR2 144A
03940AAU8
14461953.120000
PA
USD
14465555.160000
0.1057622
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
1.1315
N
N
N
N
N
N
WASHINGTON HEALTH CARE FACILITY AUTHORITY
549300ZVPWQIL3N5TL85
WASHINGTON ST HLTH CARE FACS A WASMED 01/42 FLOATING VAR
93978HRL1
7350000.000000
PA
USD
7352016.110000
0.0537529
Long
DBT
MUN
US
N
2
2042-01-01
Floating
1.168
N
N
N
N
N
N
AREIT TRUST 2019-CRE3
N/A
AREIT CRE TRUST AREIT 2019 CRE3 A 144A
00217LAA0
5860568.800000
PA
USD
5864294.660000
0.0428757
Long
ABS-MBS
CORP
US
N
2
2036-09-14
Floating
1.18448
N
N
N
N
N
N
AREIT TRUST 2021-CRE5
N/A
AREIT CRE TRUST AREIT 2021 CRE5 A 144A
04002PAA2
30000000.000000
PA
USD
30033399.000000
0.2195836
Long
ABS-MBS
CORP
US
N
2
2026-07-17
Floating
1.18975
N
N
N
N
N
N
WELLFLEET CLO LTD 2015-1
N/A
WELLFLEET CLO LTD WELF 2015 1A AR4 144A
949496BJ1
19217486.190000
PA
USD
19194199.400000
0.1403348
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
1.0215
N
N
N
N
N
N
WELLFLEET CLO LTD 2017-1A
N/A
WELLFLEET CLO LTD WELF 2017 1A A1RR 144A
94950GAL1
12325175.170000
PA
USD
12323309.880000
0.0900996
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
1.0215
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY SR UNSECURED 10/23 VAR
949746SJ1
167791000.000000
PA
USD
169164902.910000
1.2368179
Long
DBT
CORP
US
N
2
2023-10-31
Floating
1.35863
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2013 LC12 A3FL 144A
94988QBG5
4228837.090000
PA
USD
4228706.420000
0.0309174
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Floating
1.15863
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-HSDB
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 HSDB A 144A
95001EAA6
5400000.000000
PA
USD
5363045.640000
0.0392109
Long
ABS-MBS
CORP
US
N
2
2031-12-13
Floating
0.955
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-3A
N/A
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2020 3A A2 144A
96042QAC4
6283589.200000
PA
USD
6285537.110000
0.0459555
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
0.56
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST 2013-C11
N/A
WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2013 C11 A5
92937EAZ7
24173652.320000
PA
USD
24512731.310000
0.1792203
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Fixed
3.071
N
N
N
N
N
N
WOORI BANK
549300VUVMRL6RE7R376
WOORI BANK SR UNSECURED REGS 02/23 VAR
ACI101VM8
2000000.000000
PA
USD
2009569.940000
0.0146926
Long
DBT
CORP
KR
N
2
2023-02-01
Floating
1.00163
N
N
N
N
N
N
WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD)
ZTMSNXROF84AHWJNKQ93
INTL BK RECON + DEVELOP SR UNSECURED 01/23 VAR
459058JQ7
62000000.000000
PA
USD
62038484.640000
0.4535829
Long
DBT
CORP
N/A
N
2
2023-01-13
Floating
0.1791
N
N
N
N
N
N
WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD)
ZTMSNXROF84AHWJNKQ93
INTL BK RECON + DEVELOP SR UNSECURED 02/26 0.65
459058JS3
70100000.000000
PA
USD
68361204.550000
0.4998103
Long
DBT
CORP
N/A
N
2
2026-02-10
Fixed
0.65
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS INC
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HOLDINGS SR UNSECURED 04/22 3.15
98956PAL6
1520000.000000
PA
USD
1523082.640000
0.0111357
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
ZOETIS INC SR UNSECURED 02/23 3.25
98978VAB9
6600000.000000
PA
USD
6726934.760000
0.0491827
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.25
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
9870330.630000
PA
USD
9870330.630000
0.0721651
Long
RA
US
N
2
Repurchase
N
0.0000001
2022-01-03
9122400.000000
USD
10067783.960000
USD
UST
N
N
N
N/A
N/A
PARIBAS REPO
000000000
119700000.000000
PA
USD
119700000.000000
0.8751644
Long
RA
US
N
2
Repurchase
N
0.0400000
2022-01-03
113820187.520000
USD
121972619.910000
USD
UST
N
N
N
N/A
N/A
J P MORGAN TERM REPO
000000000
100000000.000000
PA
USD
100000000.000000
0.7311315
Long
RA
US
N
2
Repurchase
N
0.0400000
2022-01-03
120516000.000000
USD
102386815.480000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO TORONTO DOMINIO
000000000
-486380.030000
PA
USD
-486491.490000
-0.0035569
Short
RA
US
N
2
Reverse repurchase
N
-0.2500000
2023-12-01
500000.000000
USD
500910.000000
USD
CDS
N
N
N
ARI FLEET LEASE TRUST 2019-A
N/A
ARI FLEET LEASE TRUST ARIFL 2019 A A2B 144A
04033JAC5
2325855.920000
PA
USD
2327529.140000
0.0170173
Long
ABS-O
CORP
US
N
2
2027-11-15
Floating
0.58975
N
N
N
N
N
N
ARKANSAS STUDENT LOAN AUTHORITY 2010-1
N/A
ARKANSAS ST STUDENT LOAN AUTH ARSSTD 11/43 FLOATINOID VAR
041150DJ9
396262.840000
PA
USD
397702.340000
0.0029077
Long
ABS-O
MUN
US
N
2
2043-11-25
Floating
1.078
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC SR UNSECURED 04/22 3.5
042735BD1
2298000.000000
PA
USD
2302669.630000
0.0168355
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.5
N
N
N
N
N
N
ARROYO MORTGAGE TRUST 2021-1R
N/A
ARROYO MORTGAGE TRUST ARRW 2021 1R A1 144A
042853AA9
21617067.380000
PA
USD
21519159.360000
0.1573334
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
1.175
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 02/23 VAR
00206RFY3
74811000.000000
PA
USD
75270979.920000
0.5503298
Long
DBT
CORP
US
N
2
2023-02-15
Floating
1.046
N
N
N
N
N
N
2022-02-15
PIMCO ETF Trust
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer