0001450011-22-000128.txt : 20220228
0001450011-22-000128.hdr.sgml : 20220228
20220228135845
ACCESSION NUMBER: 0001450011-22-000128
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: 22687224
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
S000037977
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
C000117167
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
LDUR
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001450011
XXXXXXXX
S000037977
C000117167
PIMCO ETF Trust
811-22250
0001450011
5493004M9TBGFQUJ6D27
650 Newport Center Drive
Newport Beach
92660
(888) 400-4383
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
S000037977
549300GQB1D1UUTM2872
2022-06-30
2021-12-31
N
2285027030.070000
1093895086.880000
1191131943.190000
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0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
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0.000000
0.000000
0.000000
USD
N
AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD)
635400CPI3EOIFF6OC33
PARK AEROSPACE HOLDINGS COMPANY GUAR 144A 03/23 4.5
70014LAC4
3580000.000000
PA
USD
3695970.340000
0.3102906
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
4.5
N
N
N
N
N
N
AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD)
635400CPI3EOIFF6OC33
PARK AEROSPACE HOLDINGS COMPANY GUAR 144A 08/22 5.25
70014LAA8
2800000.000000
PA
USD
2861913.460000
0.2402684
Long
DBT
CORP
KY
N
2
2022-08-15
Fixed
5.25
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LIMITED
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 01/23 5.5
05401AAA9
1100000.000000
PA
USD
1141182.610000
0.0958066
Long
DBT
CORP
KY
N
2
2023-01-15
Fixed
5.5
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LIMITED
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/22 3.625
05401AAE1
2893000.000000
PA
USD
2911869.130000
0.2444623
Long
DBT
CORP
KY
N
2
2022-05-01
Fixed
3.625
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LIMITED
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10/23 5.125
05401AAB7
400000.000000
PA
USD
421506.110000
0.0353870
Long
DBT
CORP
KY
N
2
2023-10-01
Fixed
5.125
N
N
N
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-235557.440000
-0.0197759
N/A
DFE
N/A
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
20965000.000000
EUR
23633087.030000
USD
2022-01-04
-235557.440000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-27479.180000
-0.0023070
N/A
DFE
N/A
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
20965000.000000
EUR
23855022.730000
USD
2022-02-02
-27479.180000
N
N
N
N/A
N/A
IRS USD 0.25000 06/16/21-2Y CME
000000000
1.000000
NC
USD
-1173031.870000
-0.0984804
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2023-06-16
52603.360000
USD
0.000000
USD
168600000.000000
USD
-1225635.230000
N
N
N
N/A
N/A
IRS USD R 3ML/1ML+9.75 01/13/22-23 CME
000000000
1.000000
NC
USD
-7078.030000
-0.0005942
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2023-01-13
0.000000
USD
0.000000
USD
18000000.000000
USD
-7078.030000
N
N
N
N/A
N/A
IRS USD R 3ML/1ML+9.8 01/13/22-23 CME
000000000
1.000000
NC
USD
-5496.380000
-0.0004614
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2023-01-13
0.000000
USD
0.000000
USD
13800000.000000
USD
-5496.380000
N
N
N
N/A
N/A
317562SS6 OTC EPUT FN 3.0 JAN22 104.0625 PUT
000000000
-9100000.000000
NC
USD
-37342.760000
-0.0031351
N/A
DIR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Written
UMBS PASS THRU POOLS
FNMA TBA 3.0% JAN 30YR
N/A
104.060000
USD
2022-01-06
XXXX
-21702.130000
N
N
N
N/A
N/A
317574TU5 OTC ECAL FN 3.0 103.75390625
000000000
-2100000.000000
NC
USD
-1125.810000
-0.0000945
N/A
DIR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Written
UMBS PASS THRU POOLS
FNMA TBA 3.0% MAR 30YR
N/A
103.750000
USD
2022-03-07
XXXX
1171.070000
N
N
N
N/A
N/A
US 10YR NOTE (CBT)MAR22 XCBT 20220322
000000000
-151.000000
NC
USD
-81594.510000
-0.0068502
N/A
DIR
US
N
2
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2022-03-22
-19680726.640000
USD
-81594.510000
N
N
N
N/A
N/A
US 10YR ULTRA FUT MAR22 XCBT 20220322
000000000
-415.000000
NC
USD
-779032.460000
-0.0654027
N/A
DIR
US
N
2
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2022-03-22
-60632148.230000
USD
-779032.460000
N
N
N
N/A
N/A
US 2YR NOTE (CBT) MAR22 XCBT 20220331
000000000
1126.000000
NC
USD
-285425.250000
-0.0239625
N/A
DIR
US
N
2
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
N/A
UNITED STATES GOVT
2022-03-31
245621944.470000
USD
-285425.250000
N
N
N
N/A
N/A
US 5YR NOTE (CBT) MAR22 XCBT 20220331
000000000
-2626.000000
NC
USD
303373.320000
0.0254693
N/A
DIR
US
N
2
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2022-03-31
-317448524.090000
USD
303373.320000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 05/24 VAR
06738EBB0
3800000.000000
PA
USD
3956955.770000
0.3322013
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
4.338
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 05/24 VAR
06738EBC8
6600000.000000
PA
USD
6683574.080000
0.5611111
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
1.535
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 05/26 VAR
06738EBL8
800000.000000
PA
USD
825733.180000
0.0693234
Long
DBT
CORP
GB
N
2
2026-05-07
Floating
2.852
N
N
N
N
N
N
BARRY CALLEBAUT SERVICES NV
213800R1F1EJYM4ICO85
BARRY CALLEBAUT SVCS NV COMPANY GUAR REGS 06/23 5.5
ACI067KC5
1000000.000000
PA
USD
1061972.890000
0.0891566
Long
DBT
CORP
BE
N
2
2023-06-15
Fixed
5.5
N
N
N
N
N
N
BAT CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP COMPANY GUAR 08/24 3.222
05526DAZ8
10200000.000000
PA
USD
10607465.420000
0.8905366
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.222
N
N
N
N
N
N
BAT CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP COMPANY GUAR 08/27 3.557
05526DBB0
1017000.000000
PA
USD
1067427.020000
0.0896145
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.557
N
N
N
N
N
N
BCP TRUST 2021-330N
N/A
BCP TRUST BCP 2021 330N A 144A
05553BAA3
5600000.000000
PA
USD
5547897.040000
0.4657668
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
0.909
N
N
N
N
N
N
BEAR STEARNS ABS INC 2004-HE7
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE7 M1
073879EU8
533728.910000
PA
USD
530977.700000
0.0445776
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
1.00188
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2005-4
N/A
BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2
07386HSZ5
35587.930000
PA
USD
35915.320000
0.0030152
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
2.60336
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2006-8
N/A
BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1
07387QAX8
1000803.160000
PA
USD
978118.660000
0.0821167
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Floating
0.42188
N
N
N
N
N
N
BEAR STEARNS ARM TRUST 2002-11
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1
07384MSH6
1125.990000
PA
USD
1170.160000
0.0000982
Long
ABS-MBS
CORP
US
N
2
2033-02-25
Floating
2.4999
N
N
N
N
N
N
BEAR STEARNS ASSETBACKED SEC 2001-3
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2
07384YBM7
28824.490000
PA
USD
28702.050000
0.0024096
Long
ABS-MBS
CORP
US
N
2
2032-10-27
Floating
0.90188
N
N
N
N
N
N
BEAR STEARNS ASSETBK SEC 2005-AQ2
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ2 M1
0738792V9
1002813.990000
PA
USD
1002505.520000
0.0841641
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
0.83688
Y
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
1500000.000000
PA
USD
1498208.850000
0.1257803
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
400000.000000
PA
USD
400446.460000
0.0336190
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
1.15225
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC SR SECURED 01/26 1.57
08576PAH4
4000000.000000
PA
USD
3918600.000000
0.3289812
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC SR SECURED 144A 07/26 4.875
085770AA3
2000000.000000
PA
USD
2071460.040000
0.1739068
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.875
N
N
N
N
N
N
BFLD TRUST 2020-EYP
N/A
BFLD TRUST BFLD 2020 EYP A 144A
05493AAA8
2000000.000000
PA
USD
2003696.800000
0.1682179
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
1.26
N
N
N
N
N
N
BOC AVIATION (USA) CORPORATION
254900QKLTY6MF4Y3P65
BOC AVIATION USA CORP COMPANY GUAR 144A 04/24 1.625
66980P2A6
1700000.000000
PA
USD
1698309.330000
0.1425794
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
1.625
N
N
N
N
N
N
BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)
254900H06V5RMEB3KE72
BOC AVIATION LTD SR UNSECURED 144A 09/23 VAR
09681LAH3
1000000.000000
PA
USD
1003251.310000
0.0842267
Long
DBT
CORP
SG
N
2
2023-09-26
Floating
1.34475
N
N
N
N
N
N
BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)
254900H06V5RMEB3KE72
BOC AVIATION LTD SR UNSECURED REGS 05/22 3
BZ12VMII6
1000000.000000
PA
USD
1005156.430000
0.0843867
Long
DBT
CORP
SG
N
2
2022-05-23
Fixed
3
N
N
N
N
N
N
BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)
254900H06V5RMEB3KE72
BOC AVIATION LTD SR UNSECURED REGS 09/22 2.75
09681MAD0
2800000.000000
PA
USD
2823256.040000
0.2370229
Long
DBT
CORP
SG
N
2
2022-09-18
Fixed
2.75
N
N
N
N
N
N
BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)
254900H06V5RMEB3KE72
BOC AVIATION LTD SR UNSECURED REGS 09/23 VAR
09681MAH1
1700000.000000
PA
USD
1705527.230000
0.1431854
Long
DBT
CORP
SG
N
2
2023-09-26
Floating
1.34475
N
N
N
N
N
N
BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)
254900H06V5RMEB3KE72
BOC AVIATION LTD SR UNSECURED REGS 12/23 2.75
ACI1MNQL4
2400000.000000
PA
USD
2456740.700000
0.2062526
Long
DBT
CORP
SG
N
2
2023-12-02
Fixed
2.75
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 02/24 1.433
097023DE2
2300000.000000
PA
USD
2297553.670000
0.1928883
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
17000000.000000
PA
USD
17760965.560000
1.4910998
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.508
N
N
N
N
N
N
BORAL FINANCE PTY LTD
549300X2TYFVNPM0UT91
BORAL FINANCE PTY LTD COMPANY GUAR 144A 11/22 3
09952AAA4
3039000.000000
PA
USD
3073119.890000
0.2580000
Long
DBT
CORP
AU
N
2
2022-11-01
Fixed
3
N
N
N
N
N
N
BOSTON SCIENTIFIC CORPORATION
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP SR UNSECURED 03/24 3.45
101137AV9
500000.000000
PA
USD
523116.400000
0.0439176
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.45
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA SR UNSECURED 144A 10/26 VAR
05583JAH5
2000000.000000
PA
USD
1974263.680000
0.1657469
Long
DBT
CORP
FR
N
2
2026-10-06
Floating
1.652
N
N
N
N
N
N
BRASS NO 8 PLC 8A
N/A
BRASS PLC BRASS 8A A1 144A
10554MAA8
131240.520000
PA
USD
131705.510000
0.0110572
Long
ABS-MBS
CORP
GB
N
2
2066-11-16
Floating
0.855
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 04/26 4.25
11135FAZ4
600000.000000
PA
USD
654952.360000
0.0549857
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.25
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 09/26 3.459
11135FAN1
4238000.000000
PA
USD
4516730.080000
0.3791965
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.459
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC COMPANY GUAR 11/25 3.15
11135FBB6
1200000.000000
PA
USD
1257494.480000
0.1055714
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15
N
N
N
N
N
N
BWAY MORTGAGE TRUST 2021-1450
N/A
BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A
12430YAA8
3000000.000000
PA
USD
3002088.300000
0.2520366
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
1.35976
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-MFM1
N/A
BX TRUST BX 2021 MFM1 A 144A
05608VAA4
3800000.000000
PA
USD
3778501.500000
0.3172194
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
0.80975
N
N
N
N
N
N
BXMT 2020-FL3 LTD
N/A
BXMT LTD BXMT 2020 FL3 A 144A
05608XAA0
3900000.000000
PA
USD
3903515.070000
0.3277148
Long
ABS-MBS
CORP
KY
N
2
2037-11-15
Floating
1.56448
N
N
N
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
CANTOR FITZGERALD LP UNSECURED 144A 06/22 6.5
138616AC1
9018000.000000
PA
USD
9242647.400000
0.7759550
Long
DBT
CORP
US
N
2
2022-06-17
Fixed
6.5
N
N
N
N
N
N
CARLYLE US CLO LTD 2017-1A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A
14314BAL1
5600000.000000
PA
USD
5595884.500000
0.4697955
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.1315
N
N
N
N
N
N
CARRIER GLOBAL CORPORATION
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP SR UNSECURED 02/25 2.242
14448CAN4
2000000.000000
PA
USD
2049439.780000
0.1720582
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.242
N
N
N
N
N
N
CBAM 2018-5 LTD 8A
N/A
CBAM CLO MANAGEMENT CBAM 2018 8A A1 144A
12478CAA9
3200000.000000
PA
USD
3199117.280000
0.2685779
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
1.2515
N
N
N
N
N
N
CENTERPOINT ENERGY RESOURCES CORP
2JADVB0458J06WCD4N56
CENTERPOINT ENERGY RES SR UNSECURED 03/23 0.7
15189WAM2
1100000.000000
PA
USD
1095225.900000
0.0919483
Long
DBT
CORP
US
N
2
2023-03-02
Fixed
0.7
N
N
N
N
N
N
CENTERPOINT ENERGY RESOURCES CORP
2JADVB0458J06WCD4N56
CENTERPOINT ENERGY RES SR UNSECURED 03/23 VAR
15189WAN0
800000.000000
PA
USD
798359.500000
0.0670253
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 03/22 2.849
ACI0SQCV6
1000000.000000
PA
USD
1003550.000000
0.0842518
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
500000.000000
PA
USD
500561.690000
0.0420240
Long
DBT
CORP
JP
N
2
2022-03-03
Floating
0.98463
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 4.5
161175BQ6
500000.000000
PA
USD
531991.470000
0.0446627
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.5
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
6600000.000000
PA
USD
6746171.850000
0.5663665
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 07/25 4.908
161175AY0
1000000.000000
PA
USD
1102000.400000
0.0925171
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.908
N
N
N
N
N
N
CHASE FUNDING MTGE LN ASSET-BKD 2003-5
N/A
CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 5 2A2
161546GR1
209779.450000
PA
USD
202545.790000
0.0170045
Long
ABS-MBS
CORP
US
N
2
2033-07-25
Floating
0.70188
N
N
N
N
N
N
CHASE MORTGAGE FINANCE CORP 2007-A1
N/A
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 8A1
161630AW8
480727.670000
PA
USD
498411.910000
0.0418436
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.39689
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HOLDINGS LLC
549300I7CIEWU1BBLQ53
CHENIERE CORP CHRISTI HD SR SECURED 06/24 7
16412XAD7
400000.000000
PA
USD
442709.100000
0.0371671
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7
N
N
N
N
N
N
CHEVY CHASE MORTGAGE FUND CORP 2005-1A
N/A
CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 1A A2 144A
16678RCU9
50548.450000
PA
USD
48102.780000
0.0040384
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.30188
N
N
N
N
N
N
CHEVY CHASE MTGE FUNDING CORP 2004-3A
N/A
CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A2 144A
16678RBV8
28732.680000
PA
USD
28732.320000
0.0024122
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
0.40188
N
N
N
N
N
N
CHEVY CHASE MTGE FUNDING CORP 2004-4A
N/A
CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 4A A1 144A
16678RCC9
274071.090000
PA
USD
274718.170000
0.0230636
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
0.33188
N
N
N
N
N
N
CHUGOKU ELECTRIC POWER CO INC
353800MV866ELME96Q46
CHUGOKU ELECTRIC POWER SR SECURED REGS 02/24 3.488
ACI18ZTK2
200000.000000
PA
USD
208711.160000
0.0175221
Long
DBT
CORP
JP
N
2
2024-02-28
Fixed
3.488
N
N
N
N
N
N
CHUGOKU ELECTRIC POWER CO INC
353800MV866ELME96Q46
CHUGOKU ELECTRIC POWER SR SECURED REGS 08/24 2.401
ACI1F2P70
800000.000000
PA
USD
818198.650000
0.0686908
Long
DBT
CORP
JP
N
2
2024-08-27
Fixed
2.401
N
N
N
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP COMPANY GUAR 07/23 3.75
125523AF7
361000.000000
PA
USD
375538.310000
0.0315279
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC SR UNSECURED 08/22 5
125581GQ5
8826000.000000
PA
USD
9034205.340000
0.7584555
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS A 144A
17291GAA4
1950000.000000
PA
USD
1951294.020000
0.1638185
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.29
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 07/23 VAR
172967LN9
1500000.000000
PA
USD
1504401.680000
0.1263002
Long
DBT
CORP
US
N
2
2023-07-24
Floating
1.07388
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2019-C
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2019 C A1 144A
17328GAA1
142660.740000
PA
USD
142933.360000
0.0119998
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.228
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV3
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A
17329VDF3
4502094.860000
PA
USD
4489696.990000
0.3769269
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Floating
0.89967
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
CITRIX SYSTEMS INC SR UNSECURED 03/26 1.25
177376AG5
1600000.000000
PA
USD
1559729.200000
0.1309451
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25
N
N
N
N
N
N
CK HUTCHISON INTERNATIONAL (19) LIMITED
254900FPY8WXG61CMU70
CK HUTCHISON INTL 19 LTD COMPANY GUAR 144A 04/24 3.25
12564CAA4
3100000.000000
PA
USD
3229489.200000
0.2711277
Long
DBT
CORP
KY
N
2
2024-04-11
Fixed
3.25
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH SR SECURED 10/25 1.547
20268JAE3
3700000.000000
PA
USD
3668288.480000
0.3079666
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.547
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC SR UNSECURED 05/24 4.3
205887CA8
500000.000000
PA
USD
532326.490000
0.0446908
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.3
N
N
N
N
N
N
CONTINENTAL AIRLINES 2007-1 CLASS A PASS THROUGH TRUST
N/A
CONTL AIRLINES 2007 1 PASS THRU CE 10/23 5.983
21079NAA9
300411.200000
PA
USD
303895.790000
0.0255132
Long
DBT
CORP
US
N
2
2023-10-19
Fixed
5.983
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-OA6
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA6 A1A
02150PAA6
70667.420000
PA
USD
68199.730000
0.0057256
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
0.24188
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-7
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 MV4
1266732K7
296991.010000
PA
USD
297322.570000
0.0249613
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
1.15188
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTS 2005-15
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 15 M1
126670MH8
275000.000000
PA
USD
273186.270000
0.0229350
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
0.55188
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA SR UNSECURED 144A 01/27 VAR
22535WAH0
300000.000000
PA
USD
292064.800000
0.0245199
Long
DBT
CORP
FR
N
2
2027-01-26
Floating
1.247
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG SR UNSECURED 144A 06/26 VAR
225401AQ1
1500000.000000
PA
USD
1509660.860000
0.1267417
Long
DBT
CORP
CH
N
2
2026-06-05
Floating
2.193
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG SR UNSECURED REGS 06/24 VAR
H3698DBT0
4428000.000000
PA
USD
4476530.170000
0.3758215
Long
DBT
CORP
CH
N
2
2024-06-12
Floating
1.44088
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP10
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP10 A1 144A
12597FAC4
1254141.700000
PA
USD
1256907.830000
0.1055221
Long
ABS-MBS
CORP
US
N
2
2059-12-26
Fixed
2.97269
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE FUNDING LLC COMPANY GUAR 144A 08/24 1.55
23371DAJ3
2700000.000000
PA
USD
2683030.500000
0.2252505
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
1.55
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/23 1.125
233853AB6
4000000.000000
PA
USD
4002865.160000
0.3360556
Long
DBT
CORP
US
N
2
2023-12-14
Fixed
1.125
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 01/23 VAR
23636AAX9
1000000.000000
PA
USD
1000867.260000
0.0840266
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
2000000.000000
PA
USD
2153899.820000
0.1808280
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 VAR
23636AAQ4
6359000.000000
PA
USD
6414763.020000
0.5385434
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
2800000.000000
PA
USD
2799959.460000
0.2350671
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 09/23 VAR
23636BAP4
1600000.000000
PA
USD
1614030.640000
0.1355039
Long
DBT
CORP
DK
N
2
2023-09-12
Floating
1.26088
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INT LLC / EMC CORP SR UNSECURED 06/23 5.45
24703TAA4
134000.000000
PA
USD
141402.490000
0.0118713
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INT LLC / EMC CORP SR UNSECURED 10/26 4.9
24703TAE6
1700000.000000
PA
USD
1915963.630000
0.1608523
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.9
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC SR UNSECURED 01/26 7.375
247361ZZ4
3000000.000000
PA
USD
3535067.130000
0.2967822
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.375
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC SR UNSECURED 03/22 3.625
247361ZJ0
4300000.000000
PA
USD
4300161.980000
0.3610147
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.625
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 05/24 0.898
251526CJ6
900000.000000
PA
USD
892552.720000
0.0749332
Long
DBT
CORP
DE
Y
2
2024-05-28
Fixed
0.898
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 11/22 VAR
251526BM0
200000.000000
PA
USD
201266.670000
0.0168971
Long
DBT
CORP
DE
N
2
2022-11-16
Floating
1.345
N
N
N
N
N
N
DROP MORTGAGE TRUST 2021-FILE
N/A
DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A
26210YAA4
4000000.000000
PA
USD
4007332.800000
0.3364306
Long
ABS-MBS
CORP
US
N
2
2026-04-15
Floating
1.26
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
3517210.940000
PA
USD
3518966.770000
0.2954305
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
2500000.000000
PA
USD
2499022.150000
0.2098023
Long
ABS-CBDO
CORP
KY
N
2
2028-04-15
Floating
1.10375
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 11/22 3.125
281020AP2
3453000.000000
PA
USD
3507594.350000
0.2944757
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.125
N
N
N
N
N
N
ELEVATION CLO LTD 2017-8A
N/A
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A
28622VAN0
5800000.000000
PA
USD
5791256.500000
0.4861977
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
6755186.800000
PA
USD
6704366.850000
0.5628568
Long
ABS-O
CORP
US
N
2
2046-12-26
Fixed
1.53
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 03/23 4.25
29278NAL7
500000.000000
PA
USD
513914.610000
0.0431451
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO JR SUBORDINA 12/49 VAR
46625HHA1
761000.000000
NS
USD
764810.360000
0.0642087
Long
EP
CORP
US
N
2
N
N
N
ENERGY TRANSFER LP / REGENCY ENERGY FINANCE CORP
N/A
ENRGY TRANS LP/REG FIN SR UNSECURED 10/22 5
75886AAQ1
7000000.000000
PA
USD
7140011.410000
0.5994308
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
ENI SPA SR UNSECURED REGS 09/23 4
T3666JJQ0
580000.000000
PA
USD
606743.410000
0.0509384
Long
DBT
CORP
IT
N
2
2023-09-12
Fixed
4
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
335800OFZ8YEIVN1QI11
EXPORT IMPORT BK INDIA SR UNSECURED REGS 08/22 VAR
ACI0WQLC3
1000000.000000
PA
USD
1003820.000000
0.0842745
Long
DBT
CORP
IN
N
2
2022-08-21
Floating
1.15963
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST 2021-ESH
N/A
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A
30227FAA8
5571017.300000
PA
USD
5587030.630000
0.4690522
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
1.19
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 02/27 0.9
3130AL5A8
8200000.000000
PA
USD
7984687.270000
0.6703445
Long
DBT
USGSE
US
N
2
2027-02-26
Fixed
0.9
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 02/27 0.92
3130ALCE2
17000000.000000
PA
USD
16570248.500000
1.3911346
Long
DBT
USGSE
US
N
2
2027-02-26
Fixed
0.92
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 02/27 1.02
3130ALED2
15000000.000000
PA
USD
14694390.000000
1.2336492
Long
DBT
USGSE
US
N
2
2027-02-24
Fixed
1.02
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 07/26 1.11
3130ANCD0
2333333.330000
PA
USD
2311557.030000
0.1940639
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
11000000.000000
PA
USD
10864657.650000
0.9121288
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
11000000.000000
PA
USD
10886508.600000
0.9139633
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 11/24 0.625
3130AMNR9
10000000.000000
PA
USD
9888262.500000
0.8301568
Long
DBT
USGSE
US
N
2
2024-11-27
Fixed
0.625
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NOTES 10/26 0.8
3134GW6C5
6500000.000000
PA
USD
6325080.780000
0.5310143
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
10600000.000000
PA
USD
10336768.080000
0.8678105
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 B32059 FG 09/37 FIXED 5.4
312979JC2
193874.200000
PA
USD
212701.320000
0.0178571
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.4
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL B70184 FG 05/29 FIXED 7
312988FZ6
14997.880000
PA
USD
15072.110000
0.0012654
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
7
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL E04367 FG 04/28 FIXED 2
31294NZ85
1330.380000
PA
USD
1368.230000
0.0001149
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL G15159 FG 01/24 FIXED 5
3128MD5U3
164.660000
PA
USD
170.000000
0.0000143
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL G80365 FG 10/38 FIXED 6.5
31335PMN2
52793.480000
PA
USD
59566.890000
0.0050009
Long
ABS-MBS
USGSE
US
N
2
2038-10-17
Fixed
6.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL H00259 FG 04/35 FIXED 5.5
3128MSJC5
2135.990000
PA
USD
2200.800000
0.0001848
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL H00962 FG 07/37 FIXED 6.5
3128MTB72
26189.180000
PA
USD
27673.330000
0.0023233
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL H01085 FG 07/37 FIXED 6.5
3128MTF29
7986.060000
PA
USD
8244.490000
0.0006922
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL H01774 FG 09/37 FIXED 6.5
3128MT6K9
107176.420000
PA
USD
124265.570000
0.0104326
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL H03252 FG 10/37 FIXED 6.5
3128MVTH6
13330.130000
PA
USD
14130.700000
0.0011863
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL H09022 FG 02/37 FIXED 5.5
3128UNAX0
10222.540000
PA
USD
11125.750000
0.0009340
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL H09069 FG 09/37 FIXED 6.5
3128UNCE0
16735.840000
PA
USD
19390.250000
0.0016279
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL H09070 FG 09/37 FIXED 6.5
3128UNCF7
28507.060000
PA
USD
31577.160000
0.0026510
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL H09098 FG 10/37 FIXED 6.5
3128UNDB5
163326.930000
PA
USD
179878.060000
0.0151014
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL H09117 FG 11/37 FIXED 6.5
3128UNDW9
8003.230000
PA
USD
8979.180000
0.0007538
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL H09152 FG 02/38 FIXED 6.5
3128UNEZ1
29156.850000
PA
USD
32171.730000
0.0027009
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
6.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL H19005 FG 01/37 FIXED 5.5
3128NAAE8
175262.940000
PA
USD
184421.900000
0.0154829
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL J22451 FG 02/28 FIXED 2
31307AWL2
4660.950000
PA
USD
4779.150000
0.0004012
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
2
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL K30023 FG 02/47 FIXED 5.5
31302PAY0
70303.120000
PA
USD
74573.420000
0.0062607
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL K30066 FG 06/47 FIXED 5.5
31302PCB8
53559.130000
PA
USD
56824.310000
0.0047706
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL L00007 FG 03/35 FIXED 5.5
3128DFAG3
18604.620000
PA
USD
21188.180000
0.0017788
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL L10155 FG 01/34 FIXED 6
3128DHE42
265393.020000
PA
USD
277271.390000
0.0232780
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL N30959 FG 03/33 FIXED 5
31281BB41
18736.400000
PA
USD
20235.520000
0.0016988
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL N31005 FG 08/33 FIXED 5.5
31281BDJ6
110247.800000
PA
USD
118081.900000
0.0099134
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL N31013 FG 10/33 FIXED 5
31281BDS6
12678.350000
PA
USD
13958.440000
0.0011719
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL N31137 FG 09/34 FIXED 5.5
31281BHN3
7106.200000
PA
USD
7527.680000
0.0006320
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL N31138 FG 09/34 FIXED 5.5
31281BHP8
5597.250000
PA
USD
5826.720000
0.0004892
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL N31330 FG 08/36 FIXED 5.5
31281BPP9
16688.060000
PA
USD
17665.790000
0.0014831
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL N31347 FG 11/36 FIXED 5.5
31281BP87
3336.980000
PA
USD
3527.180000
0.0002961
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL N31368 FG 01/37 FIXED 5
31281BQV5
7666.600000
PA
USD
8688.410000
0.0007294
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL N31448 FG 10/37 FIXED 5.5
31281BTD2
12598.770000
PA
USD
13791.400000
0.0011578
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL N31453 FG 10/37 FIXED 5
31281BTJ9
7987.270000
PA
USD
8649.830000
0.0007262
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL N31465 FG 11/37 FIXED 5
31281BTW0
2431.090000
PA
USD
2684.250000
0.0002254
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL N31476 FG 12/37 FIXED 5
31281BT91
16180.670000
PA
USD
17908.150000
0.0015035
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL N31480 FG 04/37 FIXED 5
31281BUD0
23244.680000
PA
USD
25152.130000
0.0021116
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL N31493 FG 02/38 FIXED 5
31281BUS7
72137.350000
PA
USD
81906.380000
0.0068763
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL N39008 FG 09/38 FIXED 5.5
31320LAH4
716396.830000
PA
USD
796184.060000
0.0668426
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL P00039 FG 05/33 FIXED 6
31283NBG6
21379.260000
PA
USD
22191.050000
0.0018630
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
6
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL P20442 FG 05/34 FIXED 5
31283YLW6
113714.860000
PA
USD
118277.450000
0.0099298
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL P20584 FG 11/34 FIXED 5
31283YRC4
143253.300000
PA
USD
150678.250000
0.0126500
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL P20615 FG 04/35 FIXED 5.5
31283YSB5
93571.980000
PA
USD
96992.760000
0.0081429
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL P50075 FG 09/31 FIXED 6
31288LCL3
36951.730000
PA
USD
37324.890000
0.0031336
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
6
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL P50485 FG 05/35 FIXED 5.5
31288LRE3
9761.620000
PA
USD
10248.530000
0.0008604
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL P50557 FG 06/37 FIXED 6
31288LTN1
6600.480000
PA
USD
6917.350000
0.0005807
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL P51237 FG 11/36 FIXED 6.5
3128C6LS6
58946.790000
PA
USD
67725.790000
0.0056858
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL P51262 FG 02/37 FIXED 5.5
3128C6MK2
61897.350000
PA
USD
65788.050000
0.0055232
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL P51299 FG 07/37 FIXED 5.5
3128C6NQ8
61371.040000
PA
USD
66383.840000
0.0055732
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL P51309 FG 07/37 FIXED 5.5
3128C6N21
107652.410000
PA
USD
115193.920000
0.0096710
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL T30133 FG 07/37 FIXED 5.55
31286DEE7
31786.740000
PA
USD
34905.760000
0.0029305
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.55
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL U30321 FG 02/37 FIXED 5
31335YLA2
128626.710000
PA
USD
140429.510000
0.0117896
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
5
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL U30400 FG 06/37 FIXED 5.55
31335YNR3
39934.300000
PA
USD
43853.000000
0.0036816
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
5.55
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL U30402 FG 06/37 FIXED 5.55
31335YNT9
41945.470000
PA
USD
46055.330000
0.0038665
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
5.55
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL U30683 FG 12/37 FIXED 5.4
31335YXL5
83194.850000
PA
USD
91223.080000
0.0076585
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
5.4
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL U31817 FG 03/38 FIXED 5.4
31321XAS3
79862.770000
PA
USD
87577.140000
0.0073524
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5.4
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL U32257 FG 08/38 FIXED 5.4
31321XQJ6
89199.910000
PA
USD
97821.960000
0.0082125
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
5.4
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL U32423 FG 11/38 FIXED 5.4
31321XVQ4
76063.000000
PA
USD
83416.080000
0.0070031
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.4
N
N
N
N
N
N
FINANCE AMERICA MTGE LOAN TRUST 2004-2
N/A
FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M1
317350BD7
142424.240000
PA
USD
142056.090000
0.0119261
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
0.92688
N
N
N
N
N
N
FIRST ABU DHABI BANK PJSC
2138002Y3WMK6RZS8H90
FIRST ABU DHABI BANK PJS SR UNSECURED REGS 04/22 VAR
ACI1B1WQ6
1800000.000000
PA
USD
1803776.400000
0.1514338
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
4000000.000000
PA
USD
4018836.000000
0.3373964
Long
DBT
CORP
AE
N
2
2023-08-08
Floating
0.99438
N
N
N
N
N
N
FIRST FRANKLIN MTG LN ASSET CER 2004-FF1
N/A
FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF1 M1
32027NGC9
152295.860000
PA
USD
151786.600000
0.0127431
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
0.85188
N
N
N
N
N
N
FIRST FRANKLIN MTG LOAN 2006-FF5
N/A
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3
32027EAE1
1310725.130000
PA
USD
1289395.830000
0.1082496
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.42188
N
N
N
N
N
N
FIRST FRANKLIN MTG LOAN ASSET 2004-FF6
N/A
FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF6 M1
32027NKJ9
253013.090000
PA
USD
254687.200000
0.0213819
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Floating
1.03188
N
N
N
N
N
N
FIRST HORIZON ALT MTGE SEC 2004-AA7
N/A
FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA7 2A1
32051GFB6
251317.960000
PA
USD
256687.270000
0.0215499
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
2.28059
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSECURED 07/22 3.35
337932AG2
3470000.000000
PA
USD
3485094.500000
0.2925868
Long
DBT
CORP
US
N
2
2022-07-15
Variable
3.35
N
N
N
N
N
N
FIVE CORNERS FUNDING TRUST
N/A
FIVE CORNERS FUNDING TRS SR UNSECURED 144A 11/23 4.419
33829TAA4
400000.000000
PA
USD
424158.580000
0.0356097
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.419
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 254670 FN 02/33 FIXED 5.5
31371K2B6
620.370000
PA
USD
672.400000
0.0000565
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 255538 FN 11/34 FIXED 5.5
31371LZB8
14164.550000
PA
USD
15214.400000
0.0012773
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 255990 FN 11/35 FIXED 5
31371MKB2
99630.310000
PA
USD
107169.350000
0.0089973
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 256372 FN 07/36 FIXED 6.5
31371MW94
177502.540000
PA
USD
195010.590000
0.0163719
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 256496 FN 10/36 FIXED 6.5
31371M3D7
9305.930000
PA
USD
9498.220000
0.0007974
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 256526 FN 12/36 FIXED 6
31371M4K0
1659.980000
PA
USD
1862.070000
0.0001563
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 256809 FN 07/37 FIXED 6
31371NGS8
14277.630000
PA
USD
15693.010000
0.0013175
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 256860 FN 08/37 FIXED 6.5
31371NJD8
753.330000
PA
USD
866.190000
0.0000727
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 256890 FN 09/37 FIXED 6
31371NKB0
88160.050000
PA
USD
98644.840000
0.0082816
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 256973 FN 11/37 FIXED 6.5
31371NMW2
7329.710000
PA
USD
8636.640000
0.0007251
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 257044 FN 01/38 FIXED 6
31371NP58
2408.280000
PA
USD
2689.460000
0.0002258
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 257138 FN 03/38 FIXED 5
31371NS30
12222.620000
PA
USD
12651.160000
0.0010621
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 257213 FN 04/48 FIXED 6
31371NVE2
13721.380000
PA
USD
14636.260000
0.0012288
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 257393 FN 09/48 FIXED 6.5
31371N3A1
2595.040000
PA
USD
2651.610000
0.0002226
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
6.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 357175 FN 12/31 FIXED 5.5
31376JXC8
10744.370000
PA
USD
11121.990000
0.0009337
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 405220 FN 09/28 FIXED 6
31378QDZ1
4430.810000
PA
USD
4873.290000
0.0004091
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 452968 FN 12/28 FIXED 5.5
31380XFH0
478.810000
PA
USD
474.630000
0.0000398
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 499703 FN 05/29 FIXED 6
31383DDG5
2304.060000
PA
USD
2348.790000
0.0001972
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 519281 FN 09/29 FIXED 5.34
31384B2N5
58832.780000
PA
USD
64399.030000
0.0054065
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
5.34
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 535994 FN 06/31 FIXED VAR
31384WNK2
1704.970000
PA
USD
1957.750000
0.0001644
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 577852 FN 06/31 FIXED 6
31386Y5M2
22138.980000
PA
USD
23265.490000
0.0019532
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 596705 FN 04/32 FIXED 6
31387W3N5
13293.100000
PA
USD
14509.050000
0.0012181
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 616215 FN 12/31 FIXED 5.5
31388VSC3
600.000000
PA
USD
594.690000
0.0000499
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 657457 FN 04/33 FIXED 5
31390VME1
54836.410000
PA
USD
56501.460000
0.0047435
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 660720 FN 03/26 FIXED 6.5
31391AAV1
1188.780000
PA
USD
1197.780000
0.0001006
Long
ABS-MBS
USGSE
US
N
2
2026-03-01
Fixed
6.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 695530 FN 04/33 FIXED 6
31400RVX6
37960.850000
PA
USD
39494.910000
0.0033157
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 707317 FN 06/33 FIXED 5.5
31401FYN0
52877.880000
PA
USD
57966.590000
0.0048665
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 713199 FN 06/33 FIXED 5.5
31401NKL2
19234.810000
PA
USD
21068.030000
0.0017687
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 738753 FN 09/33 FIXED 6
31402UWN8
151068.580000
PA
USD
166303.240000
0.0139618
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 800447 FN 10/34 FIXED 5
31405VHY6
27823.720000
PA
USD
30049.040000
0.0025227
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 801506 FN 09/34 FIXED 4.75
31405WNX9
37589.580000
PA
USD
40631.740000
0.0034112
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
4.75
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 819230 FN 02/35 FIXED 5.35
31406TEB3
36789.520000
PA
USD
37121.700000
0.0031165
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.35
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 819457 FN 02/35 FIXED 4.75
31406TME8
218117.380000
PA
USD
236515.590000
0.0198564
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
4.75
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 820191 FN 05/35 FIXED 5
31406UF86
53288.490000
PA
USD
57554.580000
0.0048319
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 833303 FN 05/35 FIXED 5.15
31407KX87
42097.620000
PA
USD
43265.770000
0.0036323
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.15
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 839137 FN 10/35 FIXED 6
31407SHN5
32586.700000
PA
USD
35838.090000
0.0030087
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 846323 FN 11/35 FIXED 4.25
31408BG85
110137.960000
PA
USD
117575.630000
0.0098709
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
4.25
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 847106 FN 10/35 FIXED 5.5
31408CDK9
20611.050000
PA
USD
21517.200000
0.0018064
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 851762 FN 01/36 FIXED 4.25
31408HJF3
89391.050000
PA
USD
95335.300000
0.0080038
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
4.25
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 852504 FN 09/35 FIXED 5.35
31408JDH1
118371.280000
PA
USD
124144.320000
0.0104224
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.35
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 870801 FN 10/36 FIXED 5.5
31409GNS1
3981.550000
PA
USD
4200.110000
0.0003526
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 871039 FN 02/37 FIXED 5.5
31409GV86
7070.280000
PA
USD
7500.890000
0.0006297
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 879922 FN 11/35 FIXED 5
31409VSK0
40884.440000
PA
USD
42886.810000
0.0036005
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 888372 FN 04/37 FIXED VAR
31410F6H3
8383.470000
PA
USD
9611.570000
0.0008069
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
6.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 888796 FN 09/37 FIXED VAR
31410GNM1
79455.040000
PA
USD
87929.590000
0.0073820
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 888970 FN 06/37 FIXED VAR
31410GT37
7554.470000
PA
USD
7605.570000
0.0006385
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 889154 FN 02/38 FIXED VAR
31410GZT3
3669.180000
PA
USD
3810.700000
0.0003199
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 889187 FN 07/33 FIXED VAR
31410G2U6
19335.170000
PA
USD
20874.800000
0.0017525
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 889322 FN 04/38 FIXED VAR
31410KAX2
16377.860000
PA
USD
17865.170000
0.0014998
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 891367 FN 04/36 FIXED 4.75
31410MJL5
241637.340000
PA
USD
262057.020000
0.0220007
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
4.75
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 893258 FN 08/36 FIXED 5.5
31410PMF7
3765.560000
PA
USD
3873.380000
0.0003252
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 895567 FN 04/36 FIXED 5.45
31410R6C8
96283.340000
PA
USD
100793.740000
0.0084620
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.45
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 899432 FN 05/37 FIXED 6
31410WHH4
75.460000
PA
USD
80.640000
0.0000068
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 901658 FN 10/36 FIXED 5.5
31410YWT7
6986.370000
PA
USD
7167.640000
0.0006018
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 910758 FN 01/37 FIXED 5.5
31411KZX4
22878.350000
PA
USD
24255.430000
0.0020363
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 913145 FN 03/37 FIXED 5.35
31411RP69
38175.130000
PA
USD
38520.450000
0.0032339
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
5.35
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 918929 FN 04/37 FIXED 5.5
31411Y4N0
259594.640000
PA
USD
281400.650000
0.0236246
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 922855 FN 11/36 FIXED 5.5
31412EH82
39910.420000
PA
USD
44766.490000
0.0037583
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 924068 FN 05/37 FIXED 6.5
31412FTZ6
49145.420000
PA
USD
54523.270000
0.0045774
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 932214 FN 09/39 FIXED 6
31412QVF3
411066.340000
PA
USD
443646.860000
0.0372458
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 933032 FN 10/37 FIXED 6
31412SA96
591.130000
PA
USD
616.420000
0.0000518
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 939484 FN 06/37 FIXED 5
31413AFZ1
9436.910000
PA
USD
9817.130000
0.0008242
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 941742 FN 07/37 FIXED 5.35
31413CWB1
116023.500000
PA
USD
122150.760000
0.0102550
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.35
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 944066 FN 07/37 FIXED 6.5
31413FJK9
724.460000
PA
USD
795.140000
0.0000668
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
6.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 944530 FN 07/47 FIXED 6
31413FY30
118926.370000
PA
USD
126746.070000
0.0106408
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 952320 FN 10/37 FIXED 6.5
31413QPD4
18728.000000
PA
USD
19924.290000
0.0016727
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 961191 FN 01/38 FIXED 6
31414BKC3
4495.890000
PA
USD
4621.700000
0.0003880
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 972781 FN 01/38 FIXED 5.35
31414QFW2
101778.630000
PA
USD
107522.200000
0.0090269
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.35
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 973542 FN 03/38 FIXED 5.5
31414RBK0
7951.510000
PA
USD
8168.070000
0.0006857
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 982008 FN 05/38 FIXED 5.5
31415BNZ8
8219.330000
PA
USD
8468.400000
0.0007110
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 995092 FN 12/37 FIXED VAR
31416BNH7
124464.490000
PA
USD
143387.830000
0.0120379
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 995858 FN 09/37 FIXED VAR
31416CJB3
3630.350000
PA
USD
4145.370000
0.0003480
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AB1063 FN 03/50 FIXED 5.5
31416WFD9
78939.030000
PA
USD
83712.970000
0.0070280
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AB1927 FN 07/50 FIXED 5.5
31416XD98
259553.030000
PA
USD
275636.510000
0.0231407
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AB6113 FN 08/42 FIXED 4
31417CYK5
66378.830000
PA
USD
68856.790000
0.0057808
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
4
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AB6261 FN 09/42 FIXED 4
31417C5X9
58285.900000
PA
USD
63433.600000
0.0053255
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AC4532 FN 01/34 FIXED 5
31417QBA1
976026.750000
PA
USD
1044640.730000
0.0877015
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AD0893 FN 01/39 FIXED VAR
31418M7F3
370066.070000
PA
USD
404519.530000
0.0339609
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
6
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AE0287 FN 02/38 FIXED VAR
31419AJ99
673650.770000
PA
USD
751137.640000
0.0630608
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AL2591 FN 05/38 FIXED VAR
3138EJ2Z0
43739.200000
PA
USD
46600.340000
0.0039123
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AL6513 FN 07/44 FIXED VAR
3138EPGX6
36406.080000
PA
USD
40562.780000
0.0034054
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AO3529 FN 06/42 FIXED 4
3138LT4P0
88205.360000
PA
USD
96350.460000
0.0080890
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AS0070 FN 08/43 FIXED 4
3138W9CG3
76222.710000
PA
USD
83058.040000
0.0069730
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AW0293 FN 02/44 FIXED 4
3138XPKF9
22219.650000
PA
USD
24181.760000
0.0020301
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
4
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AW1120 FN 11/34 FIXED 5
3138XQG62
504201.020000
PA
USD
547909.340000
0.0459990
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL MA0101 FN 05/39 FIXED 5
31417YDF1
4235.100000
PA
USD
4535.760000
0.0003808
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL MA0565 FN 09/40 FIXED 5.5
31417YTX5
67575.030000
PA
USD
74971.150000
0.0062941
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
5.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL MA1137 FN 07/42 FIXED 4
31418AHP6
61846.710000
PA
USD
64743.420000
0.0054355
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL MA1253 FN 11/42 FIXED 4
31418AMB1
162472.820000
PA
USD
177377.010000
0.0148915
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
4
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL MA1715 FN 12/43 FIXED 4
31418A3Z9
1841.880000
PA
USD
2012.340000
0.0001689
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL MA2313 FN 06/45 FIXED 4
31418BSB3
29900.880000
PA
USD
32663.720000
0.0027422
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL MA2953 FN 03/47 FIXED 4
31418CH72
70519.540000
PA
USD
77400.450000
0.0064981
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL MA3290 FN 09/47 FIXED 5
31418CUQ5
528020.310000
PA
USD
562287.960000
0.0472062
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
5
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/22 3.219
345397XA6
300000.000000
PA
USD
300381.000000
0.0252181
Long
DBT
CORP
US
N
2
2022-01-09
Fixed
3.219
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/22 5.596
345397ZM8
6600000.000000
PA
USD
6613134.000000
0.5551974
Long
DBT
CORP
US
N
2
2022-01-07
Fixed
5.596
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/22 VAR
345397ZN6
1000000.000000
PA
USD
1000000.780000
0.0839538
Long
DBT
CORP
US
N
2
2022-01-07
Floating
3.264
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/23 3.087
345397A29
600000.000000
PA
USD
610932.000000
0.0512900
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.087
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 08/22 2.979
345397YQ0
700000.000000
PA
USD
704469.500000
0.0591429
Long
DBT
CORP
US
N
2
2022-08-03
Fixed
2.979
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 09/22 4.25
345397WF6
1625000.000000
PA
USD
1656386.880000
0.1390599
Long
DBT
CORP
US
N
2
2022-09-20
Fixed
4.25
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/22 3.35
345397ZU0
400000.000000
PA
USD
405526.000000
0.0340454
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.35
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/23 3.37
345397A78
200000.000000
PA
USD
206500.000000
0.0173365
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.37
N
N
N
N
N
N
FREDDIE MAC REMICS 4948
N/A
FREDDIE MAC FHR 4948 E
3137FQZF3
202313.970000
PA
USD
205743.960000
0.0172730
Long
ABS-MBS
USGSE
US
N
2
2048-10-25
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC REMICS 5115
N/A
FREDDIE MAC FHR 5115 DA
3137H0VQ8
8486628.580000
PA
USD
8305136.940000
0.6972474
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Fixed
1
N
N
N
N
N
N
FREDDIE MAC REMICS 5115
N/A
FREDDIE MAC FHR 5115 EM
3137H0W53
17083582.890000
PA
USD
17044348.730000
1.4309371
Long
ABS-MBS
USGSE
US
N
2
2044-09-15
Fixed
1
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR CAPITAL CORP SR UNSECURED 10/24 1.65
302635AJ6
5000000.000000
PA
USD
4908363.950000
0.4120756
Long
DBT
CORP
US
N
2
2024-10-12
Fixed
1.65
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SECURED 144A 01/26 1.625
36143L2A2
900000.000000
PA
USD
893440.900000
0.0750077
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.625
N
N
N
N
N
N
GCAT 2021-NQM3 TRUST
N/A
GCAT GCAT 2021 NQM3 A2 144A
36167HAC9
4118690.770000
PA
USD
4080664.960000
0.3425871
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.348
N
N
N
N
N
N
GCAT 2021-NQM3 TRUST
N/A
GCAT GCAT 2021 NQM3 A3 144A
36167HAD7
3720001.510000
PA
USD
3685752.940000
0.3094328
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.503
N
N
N
N
N
N
GCAT LLC 2019-RPL1
N/A
GCAT GCAT 2019 RPL1 A1 144A
36167CAA4
584522.100000
PA
USD
593658.360000
0.0498398
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
2.65
N
N
N
N
N
N
GCT COMMERCIAL MORTGAGE TRUST 2021-GCT
N/A
GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT A 144A
36167RAA1
800000.000000
PA
USD
799337.680000
0.0671074
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
0.91
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 01/22 VAR
37045XBR6
365000.000000
PA
USD
365111.010000
0.0306524
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 06/22 VAR
37045XBX3
3100000.000000
PA
USD
3113464.790000
0.2613871
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
1500000.000000
PA
USD
1521954.990000
0.1277738
Long
DBT
CORP
US
N
2
2022-07-08
Fixed
3.55
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC SR UNSECURED 10/27 1.2
375558BX0
2900000.000000
PA
USD
2805238.320000
0.2355103
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.2
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2
37940XAE2
2600000.000000
PA
USD
2526146.450000
0.2120795
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.2
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC SR UNSECURED 11/24 1.5
37940XAF9
4000000.000000
PA
USD
4003029.160000
0.3360693
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 002076 G2 09/25 FIXED 6.5
36202CJV6
877.580000
PA
USD
917.590000
0.0000770
Long
ABS-MBS
USGSE
US
N
2
2025-09-20
Fixed
6.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 004182 G2 07/38 FIXED 5.5
36202EUF4
38125.380000
PA
USD
40561.900000
0.0034053
Long
ABS-MBS
USGSE
US
N
2
2038-07-20
Fixed
5.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 004239 G2 09/38 FIXED 6
36202EV89
41492.910000
PA
USD
44797.850000
0.0037609
Long
ABS-MBS
USGSE
US
N
2
2038-09-20
Fixed
6
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 004241 G2 09/38 FIXED 7
36202EWA3
101656.610000
PA
USD
109741.700000
0.0092132
Long
ABS-MBS
USGSE
US
N
2
2038-09-20
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 004262 G2 10/38 FIXED 7
36202EWX3
94809.480000
PA
USD
102992.680000
0.0086466
Long
ABS-MBS
USGSE
US
N
2
2038-10-20
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 004312 G2 12/38 FIXED 7
36202EYH6
33848.240000
PA
USD
36080.850000
0.0030291
Long
ABS-MBS
USGSE
US
N
2
2038-12-20
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 004362 G2 02/39 FIXED 5
36202EZ36
1177.510000
PA
USD
1250.180000
0.0001050
Long
ABS-MBS
USGSE
US
N
2
2039-02-20
Fixed
5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 004492 G2 07/39 FIXED 6.5
36202E7D5
31593.830000
PA
USD
34854.690000
0.0029262
Long
ABS-MBS
USGSE
US
N
2
2039-07-20
Fixed
6.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 004537 G2 06/39 FIXED 7
36202FBE5
24621.510000
PA
USD
24820.510000
0.0020838
Long
ABS-MBS
USGSE
US
N
2
2039-06-20
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 004670 G2 04/40 FIXED 4
36202FFK7
274258.350000
PA
USD
281113.860000
0.0236006
Long
ABS-MBS
USGSE
US
N
2
2040-04-20
Fixed
4
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 004796 G2 09/40 FIXED 4.5
36202FKH8
1048.800000
PA
USD
1116.430000
0.0000937
Long
ABS-MBS
USGSE
US
N
2
2040-09-20
Fixed
4.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 004879 G2 12/40 FIXED 4
36202FM45
5561.550000
PA
USD
5892.350000
0.0004947
Long
ABS-MBS
USGSE
US
N
2
2040-12-20
Fixed
4
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 004918 G2 01/41 FIXED 4
36202FPB6
122446.700000
PA
USD
129750.080000
0.0108930
Long
ABS-MBS
USGSE
US
N
2
2041-01-20
Fixed
4
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 004949 G2 02/41 FIXED 4
36202FQA7
151242.590000
PA
USD
160254.320000
0.0134540
Long
ABS-MBS
USGSE
US
N
2
2041-02-20
Fixed
4
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 005073 G2 05/41 FIXED 5.5
36202FT63
65661.520000
PA
USD
69754.000000
0.0058561
Long
ABS-MBS
USGSE
US
N
2
2041-05-20
Fixed
5.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 005164 G2 08/41 FIXED 5.5
36202FWZ5
183293.020000
PA
USD
194846.260000
0.0163581
Long
ABS-MBS
USGSE
US
N
2
2041-08-20
Fixed
5.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 005201 G2 10/41 FIXED 4
36202FX68
37827.380000
PA
USD
40081.060000
0.0033650
Long
ABS-MBS
USGSE
US
N
2
2041-10-20
Fixed
4
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 627122 G2 03/34 FIXED 5.5
36291FVP0
140968.700000
PA
USD
152686.640000
0.0128186
Long
ABS-MBS
USGSE
US
N
2
2034-03-20
Fixed
5.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 688058 G2 08/38 FIXED 4.5
36296DMF2
129559.490000
PA
USD
137839.550000
0.0115721
Long
ABS-MBS
USGSE
US
N
2
2038-08-20
Fixed
4.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 716993 G2 06/39 FIXED 5.4
3620A2RN8
88298.970000
PA
USD
95649.160000
0.0080301
Long
ABS-MBS
USGSE
US
N
2
2039-06-20
Fixed
5.4
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 723581 G2 04/35 FIXED 5.5
3620A92N0
90353.830000
PA
USD
97954.320000
0.0082236
Long
ABS-MBS
USGSE
US
N
2
2035-04-20
Fixed
5.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 734402 G2 04/41 FIXED 4.5
3620AM3K6
82835.920000
PA
USD
87664.320000
0.0073597
Long
ABS-MBS
USGSE
US
N
2
2041-04-20
Fixed
4.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 754366 G2 03/42 FIXED 4
36230NZ73
8694.660000
PA
USD
9235.090000
0.0007753
Long
ABS-MBS
USGSE
US
N
2
2042-03-20
Fixed
4
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 758659 G2 03/41 FIXED 4.5
36230TTQ5
114890.550000
PA
USD
121568.380000
0.0102061
Long
ABS-MBS
USGSE
US
N
2
2041-03-20
Fixed
4.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 773563 G2 07/41 FIXED 4.5
36176RFC1
155513.470000
PA
USD
164630.160000
0.0138213
Long
ABS-MBS
USGSE
US
N
2
2041-07-20
Fixed
4.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 799902 G2 03/42 FIXED 3.74
36177VAC6
44660.240000
PA
USD
46422.660000
0.0038974
Long
ABS-MBS
USGSE
US
N
2
2042-03-20
Fixed
3.74
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL AA0711 G2 07/42 FIXED 3.74
36177WYG9
34560.940000
PA
USD
35930.340000
0.0030165
Long
ABS-MBS
USGSE
US
N
2
2042-07-20
Fixed
3.74
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL AH5878 G2 03/44 FIXED 3.75
36182NQ71
60855.690000
PA
USD
66164.730000
0.0055548
Long
ABS-MBS
USGSE
US
N
2
2044-03-20
Fixed
3.75
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL AV9440 G2 11/46 FIXED 3
36195LPZ9
110451.830000
PA
USD
116868.640000
0.0098116
Long
ABS-MBS
USGSE
US
N
2
2046-11-20
Fixed
3
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL BK5879 G2 11/48 FIXED 4.5
3617J6Q80
82437.380000
PA
USD
87466.220000
0.0073431
Long
ABS-MBS
USGSE
US
N
2
2048-11-20
Fixed
4.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL MA0082 G2 05/42 FIXED 3.5
36179MCT5
81962.150000
PA
USD
84683.340000
0.0071095
Long
ABS-MBS
USGSE
US
N
2
2042-05-20
Fixed
3.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL MA1084 G2 06/43 FIXED 4
36179NFZ6
53772.560000
PA
USD
56071.840000
0.0047074
Long
ABS-MBS
USGSE
US
N
2
2043-06-20
Fixed
4
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL MA5042 G2 10/38 FIXED 7
36179TS71
393457.200000
PA
USD
427621.790000
0.0359005
Long
ABS-MBS
USGSE
US
N
2
2038-10-20
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 412608 GN 05/26 FIXED 7
36206JKV5
1777.390000
PA
USD
1900.240000
0.0001595
Long
ABS-MBS
USGSE
US
N
2
2026-05-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 662867 GN 12/36 FIXED 5.35
36294XMQ6
34761.970000
PA
USD
39097.780000
0.0032824
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
Fixed
5.35
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 671883 GN 06/37 FIXED 5.35
36295JM86
67538.430000
PA
USD
75962.400000
0.0063773
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
Fixed
5.35
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 672041 GN 08/37 FIXED 5.35
36295JS64
59861.480000
PA
USD
67327.910000
0.0056524
Long
ABS-MBS
USGSE
US
N
2
2037-08-15
Fixed
5.35
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 672173 GN 09/37 FIXED 5.35
36295JXA9
29053.710000
PA
USD
32677.540000
0.0027434
Long
ABS-MBS
USGSE
US
N
2
2037-09-15
Fixed
5.35
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 672295 GN 01/38 FIXED 5.35
36295J3C8
73320.150000
PA
USD
82465.260000
0.0069233
Long
ABS-MBS
USGSE
US
N
2
2038-01-15
Fixed
5.35
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 678977 GN 10/37 FIXED 5.35
36295SJW7
50454.030000
PA
USD
56747.080000
0.0047641
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Fixed
5.35
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 679071 GN 11/37 FIXED 5.35
36295SMU7
43298.090000
PA
USD
48698.590000
0.0040884
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
Fixed
5.35
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 679165 GN 11/37 FIXED 5.35
36295SQS8
46788.690000
PA
USD
52624.570000
0.0044180
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
Fixed
5.35
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 780058 GN 01/25 FIXED 7
36225AB33
693.730000
PA
USD
720.260000
0.0000605
Long
ABS-MBS
USGSE
US
N
2
2025-01-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 780650 GN 10/27 FIXED 6.5
36225AWK2
5582.970000
PA
USD
6130.730000
0.0005147
Long
ABS-MBS
USGSE
US
N
2
2027-10-15
Fixed
6.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 780742 GN 09/24 FIXED 7
36225AZF0
1347.320000
PA
USD
1409.910000
0.0001184
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 799863 GN 04/42 FIXED 3.75
36177U5Z3
135508.980000
PA
USD
143830.060000
0.0120751
Long
ABS-MBS
USGSE
US
N
2
2042-04-15
Fixed
3.75
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL AA0060 GN 04/42 FIXED 3.7
36177WB58
131426.040000
PA
USD
138720.240000
0.0116461
Long
ABS-MBS
USGSE
US
N
2
2042-04-15
Fixed
3.7
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 03/23 0.523
38141GXY5
1000000.000000
PA
USD
997046.070000
0.0837058
Long
DBT
CORP
US
N
2
2023-03-08
Fixed
0.523
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
0.8418556
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
1.217
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU
38382CP47
178400.040000
PA
USD
183696.670000
0.0154220
Long
ABS-MBS
USGSE
US
N
2
2049-10-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATL MTGE ASSOC 2009-66
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 66 UF
38376FRF1
4633.320000
PA
USD
4740.880000
0.0003980
Long
ABS-MBS
USGSE
US
N
2
2039-08-16
Floating
1.1075
N
N
N
N
N
N
GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2
N/A
GREYSTONE COMMERCIAL REAL ESTA GSTNE 2019 FL2 A 144A
39809LAA2
1000000.000000
PA
USD
998428.100000
0.0838218
Long
ABS-CBDO
CORP
KY
N
2
2037-09-15
Floating
1.28975
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A9 144A
36262JAJ4
4846467.150000
PA
USD
4855464.130000
0.4076344
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Floating
0.89967
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A9 144A
36263KAJ0
2879107.710000
PA
USD
2877667.580000
0.2415910
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Floating
0.89967
N
N
N
N
N
N
GSAA HOME EQUITY TRUST 2007-7
N/A
GSAA HOME EQUITY TRUST GSAA 2007 7 A4
36249BAD2
200155.590000
PA
USD
199568.390000
0.0167545
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
0.64188
N
N
N
N
N
N
GSAMP TRUST 2006-HE4
N/A
GSAMP TRUST GSAMP 2006 HE4 A2D
362439AE1
792687.180000
PA
USD
784096.670000
0.0658279
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.62188
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2003-9
N/A
GSR MORTGAGE LOAN TRUST GSR 2003 9 A2
36228FWS1
115051.560000
PA
USD
112389.540000
0.0094355
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
2.16988
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2005-AR6
N/A
GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A4
362341RW1
5486.080000
PA
USD
5563.750000
0.0004671
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
2.74912
N
N
N
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 02/22 4.05
41283LAU9
500000.000000
PA
USD
501393.630000
0.0420939
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
800000.000000
PA
USD
805061.420000
0.0675879
Long
DBT
CORP
US
N
2
2022-06-09
Fixed
2.55
N
N
N
N
N
N
HERA COMMERCIAL MORTGAGE 2021-FL1
N/A
HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A
42704RAA9
3300000.000000
PA
USD
3286470.000000
0.2759115
Long
ABS-CBDO
CORP
KY
N
2
2038-02-18
Floating
1.15388
N
N
N
N
N
N
HOME EQUITY ASSET TRUST 2004-5
N/A
HOME EQUITY ASSET TRUST HEAT 2004 5 M3
437084DY9
870527.740000
PA
USD
872419.400000
0.0732429
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
1.15188
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 03/25 VAR
404280CA5
10107000.000000
PA
USD
10267869.580000
0.8620262
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 09/26 VAR
404280BW8
2450000.000000
PA
USD
2518637.900000
0.2114491
Long
DBT
CORP
GB
N
2
2026-09-12
Floating
1.58088
N
N
N
N
N
N
HYATT HOTELS CORPORATION
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP SR UNSECURED 10/24 1.8
448579AN2
1100000.000000
PA
USD
1101163.910000
0.0924468
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.8
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 04/23 5.75
44891ABJ5
400000.000000
PA
USD
422420.280000
0.0354638
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 144A 11/22 1.15
44891ABQ9
1700000.000000
PA
USD
1704641.530000
0.1431111
Long
DBT
CORP
US
N
2
2022-11-10
Fixed
1.15
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/22 2.85
44891ABC0
1900000.000000
PA
USD
1933103.300000
0.1622913
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 11/22 2.85
44891CBC6
272000.000000
PA
USD
276739.000000
0.0232333
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.85
N
N
N
N
N
N
IBERDROLA INTERNATIONAL BV
549300ZMLFJKWC63XN87
IBERDROLA INTL BV COMPANY GUAR 03/25 5.81
81013TAC5
400000.000000
PA
USD
455697.280000
0.0382575
Long
DBT
CORP
NL
N
2
2025-03-15
Fixed
5.81
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
ILLINOIS ST ILS 05/23 FIXED 5.375
4521526F3
450000.000000
PA
USD
479431.130000
0.0402500
Long
DBT
MUN
US
N
2
2023-05-01
Fixed
5.375
N
N
N
N
N
N
IMPAC CMB TR 2004-10
N/A
IMPAC CMB TRUST IMM 2004 10 1A1
45254NLJ4
116901.070000
PA
USD
115377.660000
0.0096864
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
0.74188
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
1170000.000000
PA
USD
1192051.350000
0.1000772
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
3275000.000000
PA
USD
3311519.890000
0.2780145
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 144A 07/24 3.125
45262BAA1
3700000.000000
PA
USD
3825465.560000
0.3211622
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.125
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5
45262BAB9
1300000.000000
PA
USD
1367936.800000
0.1148434
Long
DBT
CORP
GB
N
2
2026-07-26
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 02/23 3.5
G4721VBL7
975000.000000
PA
USD
993376.130000
0.0833977
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
200000.000000
PA
USD
202230.220000
0.0169780
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 07/24 3.125
G471ABNU0
400000.000000
PA
USD
413563.840000
0.0347202
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.125
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV SR UNSECURED 04/27 VAR
456837AX1
5594000.000000
PA
USD
5647184.340000
0.4741023
Long
DBT
CORP
NL
N
2
2027-04-01
Floating
1.06
N
N
N
N
N
N
ING INVESTMENT MANAGEMENT CLO LTD 2012-4A
N/A
VOYA CLO LTD INGIM 2012 4A A1R3 144A
92916GBE3
3500000.000000
PA
USD
3500420.700000
0.2938735
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
1.12375
N
N
N
N
N
N
ISRAEL ELECTRIC CORPORATION LTD
254900JW7GE35YNJGJ55
ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 11/24 5
465077AK1
8100000.000000
PA
USD
8799637.500000
0.7387626
Long
DBT
CORP
IL
N
2
2024-11-12
Fixed
5
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A
46651QAA5
1419805.770000
PA
USD
1408950.930000
0.1182867
Long
ABS-MBS
CORP
US
N
2
2031-12-15
Floating
2.45
N
N
N
N
N
N
JFIN CLO LTD 2017-2A
N/A
APEX CREDIT CLO LLC JFIN 2017 2A AR 144A
46593CAA7
1000000.000000
PA
USD
997513.800000
0.0837450
Long
ABS-CBDO
CORP
KY
N
2
2029-09-20
Floating
1.20363
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2007-A1
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A2
46630GAH8
239959.380000
PA
USD
242173.870000
0.0203314
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
2.69487
N
N
N
N
N
N
JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2017 JP7 A3
465968AC9
300000.000000
PA
USD
309302.790000
0.0259671
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.3785
N
N
N
N
N
N
KANSAS CITY SOUTHERN/OLD
5493008C12PZMWP3WY03
KANSAS CITY SOUTHERN COMPANY GUAR 05/23 3
485170AV6
1100000.000000
PA
USD
1125654.330000
0.0945029
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3
N
N
N
N
N
N
KANSAS CITY SOUTHERN/OLD
5493008C12PZMWP3WY03
KANSAS CITY SOUTHERN COMPANY GUAR 06/26 3.125
485170BA1
700000.000000
PA
USD
734454.170000
0.0616602
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.125
N
N
N
N
N
N
KKR CLO 9 LTD
N/A
KKR FINANCIAL CLO LTD KKR 9 AR2 144A
48250LAW9
2400000.000000
PA
USD
2397038.420000
0.2012404
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
1.07375
N
N
N
N
N
N
KKR CLO LTD 18
N/A
KKR FINANCIAL CLO LTD KKR 18 AR 144A
48251JAL7
600000.000000
PA
USD
600046.060000
0.0503761
Long
ABS-CBDO
CORP
KY
N
2
2030-07-18
Floating
1.06225
N
N
N
N
N
N
KKR FINANCIAL HOLDINGS LLC
549300U5WMP5TYFNKW68
KKR FINANCIAL HOLDINGS SR UNSECURED 144A 05/33 5.4
48248AAG3
5500000.000000
PA
USD
5737540.050000
0.4816880
Long
DBT
CORP
US
N
2
2033-05-23
Fixed
5.4
N
N
N
N
N
N
LCCM 2021-FL2 TRUST
N/A
LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL2 A 144A
50202KAA4
4000000.000000
PA
USD
3992316.400000
0.3351700
Long
ABS-CBDO
CORP
US
N
2
2038-12-13
Floating
1.30975
N
N
N
N
N
N
LCM 30 LTD
N/A
LCM LTD PARTNERSHIP LCM 30A AR 144A
50200YAQ1
1100000.000000
PA
USD
1099687.620000
0.0923229
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.2115
N
N
N
N
N
N
LCM LP 13A
N/A
LCM LTD PARTNERSHIP LCM 13A AR3 144A
50184KBL1
1200000.000000
PA
USD
1200000.000000
0.1007445
Long
ABS-CBDO
CORP
KY
N
2
2027-07-19
Floating
1.086
N
N
N
N
N
N
LCM XV LP 15A
N/A
LCM LTD PARTNERSHIP LCM 15A AR2 144A
50184NAR3
4900000.000000
PA
USD
4887207.720000
0.4102994
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
258236.020000
PA
USD
258360.070000
0.0216903
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
1.1715
N
N
N
N
N
N
LEASEPLAN CORPORATION NV
724500C60L930FVHS484
LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875
52206AAD2
8885000.000000
PA
USD
9167162.810000
0.7696177
Long
DBT
CORP
NL
N
2
2024-10-24
Fixed
2.875
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST 2019-GS6
N/A
LEGACY MORTGAGE ASSET TRUST LMAT 2019 GS6 A1 144A
52474VAA7
1795548.670000
PA
USD
1800148.150000
0.1511292
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Fixed
3
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST 2021-SL1
N/A
LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL1 A 144A
52475PAA9
3122441.240000
PA
USD
3131780.460000
0.2629247
Long
ABS-MBS
CORP
US
N
2
2060-09-25
Variable
1.991
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
LEIDOS INC COMPANY GUAR 05/23 2.95
52532XAB1
200000.000000
PA
USD
205289.020000
0.0172348
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.95
N
N
N
N
N
N
LEIGHTON FINANCE USA PTY LTD
213800GNWSV32LXHCZ50
CIMIC FINANCE USA PTY LT COMPANY GUAR REGS 11/22 5.95
Q55038AA3
400000.000000
PA
USD
409710.960000
0.0343968
Long
DBT
CORP
AU
N
2
2022-11-13
Fixed
5.95
N
N
N
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP COMPANY GUAR 04/24 4.5
526057BZ6
1950000.000000
PA
USD
2073669.000000
0.1740923
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.5
N
N
N
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP COMPANY GUAR 11/22 4.75
526057BN3
2500000.000000
PA
USD
2559350.000000
0.2148670
Long
DBT
CORP
US
N
2
2022-11-15
Variable
4.75
N
N
N
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP COMPANY GUAR 11/24 5.875
526057CR3
1200000.000000
PA
USD
1323786.000000
0.1111368
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.875
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7 ELEVEN INC SR UNSECURED 144A 02/26 0.95
817826AC4
3800000.000000
PA
USD
3683014.800000
0.3092029
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
0.95
N
N
N
N
N
N
A10 BRIDGE ASSET FINANCING 2020-C LLC
N/A
A10 SECURITIZATION A10 2020 C A 144A
66981EAA1
1545259.910000
PA
USD
1547848.920000
0.1299477
Long
ABS-MBS
CORP
US
N
2
2040-08-15
Fixed
2.021
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 03/23 VAR
53944YAK9
2800000.000000
PA
USD
2810977.430000
0.2359921
Long
DBT
CORP
GB
N
2
2023-03-17
Floating
2.858
N
N
N
N
N
N
LOANCORE ISSUER LTD 2019-CRE2
N/A
LOANCORE 2019 CRE2 ISSUER, LTD LNCR 2019 CRE2 A 144A
53946JAA2
263625.960000
PA
USD
263726.430000
0.0221408
Long
ABS-CBDO
CORP
KY
N
2
2036-05-15
Floating
1.23975
N
N
N
N
N
N
LOANCORE ISSUER LTD 2021-CRE4
N/A
LOANCORE 2018 CRE1 ISSUER, LTD LNCR 2021 CRE4 A 144A
53946CAA7
2241012.370000
PA
USD
2226545.740000
0.1869269
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
6000000.000000
PA
USD
6007105.200000
0.5043190
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 11/22 2.3
00287YBM0
2000000.000000
PA
USD
2028344.320000
0.1702871
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
2.3
N
N
N
N
N
N
MASTR ADJUSTABLE RATE MTGES TRU 2004-13
N/A
MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 2A2
576433WE2
21400.230000
PA
USD
21819.140000
0.0018318
Long
ABS-MBS
CORP
US
N
2
2034-04-21
Floating
2.62012
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVS 2005-A9
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A9 2A1C
59020UZ57
282656.060000
PA
USD
279888.290000
0.0234977
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
2.4707
N
N
N
N
N
N
MF1 2020-FL3 LTD
N/A
MF1 LTD MF1 2020 FL3 A 144A
59319WAA9
1894757.230000
PA
USD
1905229.460000
0.1599512
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
2.21448
N
N
N
N
N
N
MF1 2020-FL4 LTD
N/A
MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A
58003UAA6
2000000.000000
PA
USD
2010185.700000
0.1687626
Long
ABS-CBDO
CORP
US
N
2
2035-11-15
Floating
1.86448
N
N
N
N
N
N
MF1 2021-FL5 LTD
N/A
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A
55282XAA8
4011153.550000
PA
USD
4008728.610000
0.3365478
Long
ABS-MBS
CORP
KY
N
2
2036-07-15
Floating
1.01448
N
N
N
N
N
N
MFA 2020-NQM2 TRUST
N/A
MFRA TRUST MFRA 2020 NQM2 A1 144A
552751AA7
895948.590000
PA
USD
893427.840000
0.0750066
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
3655110.190000
PA
USD
3599049.940000
0.3021538
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Variable
1.1313
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTL COMPANY GUAR 03/22 7.75
552953BX8
10700000.000000
PA
USD
10847285.500000
0.9106704
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
7.75
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC SR UNSECURED 02/27 4.185
595112BP7
2300000.000000
PA
USD
2521754.500000
0.2117108
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.185
N
N
N
N
N
N
MIDOCEAN CREDIT CLO II 2013-2A
N/A
MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A
59863KAS6
4000000.000000
PA
USD
3998626.400000
0.3356997
Long
ABS-CBDO
CORP
KY
N
2
2030-01-29
Floating
1.20713
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED 144A 02/22 3.406
60682LAD4
700000.000000
PA
USD
701274.000000
0.0588746
Long
DBT
CORP
JP
N
2
2022-02-28
Fixed
3.406
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 10/25 VAR
606822CA0
2500000.000000
PA
USD
2466750.000000
0.2070929
Long
DBT
CORP
JP
N
2
2025-10-11
Floating
0.962
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 07/24 VAR
60687YBG3
1500000.000000
PA
USD
1513540.070000
0.1270674
Long
DBT
CORP
JP
N
2
2024-07-10
Floating
1.11113
N
N
N
N
N
N
MKS CLO LTD 2017-1A
N/A
MKS CLO LTD MKS 2017 1A AR 144A
55317AAA7
4600000.000000
PA
USD
4600940.470000
0.3862662
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.1315
N
N
N
N
N
N
MLCC MORTGAGE INVESTORS INC 2004-A
N/A
MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1
59020UAR6
173378.370000
PA
USD
169924.660000
0.0142658
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Floating
0.56188
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 05/27 VAR
61772BAB9
500000.000000
PA
USD
495334.940000
0.0415852
Long
DBT
CORP
US
N
2
2027-05-04
Floating
1.593
N
N
N
N
N
N
MORGAN STANLEY MORTGAGE TRUST-2005-6AR
N/A
MORGAN STANLEY MORTGAGE LOAN T MSM 2005 6AR 1M6
61748HNB3
755000.000000
PA
USD
746682.540000
0.0626868
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
1.18188
N
N
N
N
N
N
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-6
N/A
MORGAN STANLEY RESIDENTIAL MOR MSRM 2021 6 A6 144A
61772QAN0
994944.990000
PA
USD
993702.500000
0.0834251
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Floating
0.89967
N
N
N
N
N
N
NASSAU LTD 2017-IA
N/A
NASSAU LTD NCC 2017 IA A1AS 144A
631707AL0
2000000.000000
PA
USD
2000497.160000
0.1679492
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 04/23 VAR
63861VAD9
1600000.000000
PA
USD
1613134.460000
0.1354287
Long
DBT
CORP
GB
N
2
2023-04-26
Floating
3.622
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC SR UNSECURED 05/23 VAR
780097BF7
6300000.000000
PA
USD
6327082.060000
0.5311823
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
780097BJ9
2600000.000000
PA
USD
2720851.720000
0.2284257
Long
DBT
CORP
GB
N
2
2024-06-25
Floating
4.519
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-A
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 A A2A 144A
63941FAB2
1175927.100000
PA
USD
1199587.460000
0.1007099
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
2.46
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A
63941TAA4
3478541.440000
PA
USD
3479930.070000
0.2921532
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-GA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A
63941UAA1
2761670.690000
PA
USD
2749963.420000
0.2308698
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.17
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
1201617.170000
PA
USD
1197278.730000
0.1005160
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2015-AA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A2B 144A
63939EAC7
205075.230000
PA
USD
205957.770000
0.0172909
Long
ABS-O
CORP
US
N
2
2028-12-15
Floating
1.30975
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2015-BA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A
63939KAC3
2943932.470000
PA
USD
2958589.130000
0.2483847
Long
ABS-O
CORP
US
N
2
2040-07-16
Floating
1.55975
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2020-IA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A
63942AAB2
2599696.200000
PA
USD
2617266.770000
0.2197294
Long
ABS-O
CORP
US
N
2
2069-04-15
Floating
1.10975
N
N
N
N
N
N
NEW CENTURY HOME EQUITY LOAN TR 2004-3
N/A
NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1
64352VHV6
423754.720000
PA
USD
421794.560000
0.0354112
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
1.03188
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A
64830KAA5
148065.000000
PA
USD
157813.690000
0.0132491
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
4.5
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A
64829VAA4
1650657.990000
PA
USD
1688494.040000
0.1417554
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
3.5
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A
64830NAA9
2635058.930000
PA
USD
2687483.950000
0.2256244
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Fixed
2.75
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-1A
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A
64830TAD0
603980.720000
PA
USD
627704.960000
0.0526982
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.5
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A
64828XAA1
2987950.630000
PA
USD
3042660.900000
0.2554428
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.75
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A
64831EAA8
2738136.100000
PA
USD
2726875.240000
0.2289314
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.94054
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 01/22 VAR
654740AW9
500000.000000
PA
USD
500047.000000
0.0419808
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 1.05
654740BQ1
1000000.000000
PA
USD
988806.800000
0.0830140
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.05
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/22 VAR
654740BA6
3795000.000000
PA
USD
3797851.070000
0.3188439
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
1000000.000000
PA
USD
1010632.630000
0.0848464
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
3900000.000000
PA
USD
3904234.500000
0.3277751
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 09/22 2.6
U65478BJ4
500000.000000
PA
USD
505316.320000
0.0424232
Long
DBT
CORP
US
N
2
2022-09-28
Fixed
2.6
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/23 3.043
654744AA9
1400000.000000
PA
USD
1437103.140000
0.1206502
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
3.043
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC SR UNSECURED 01/25 2.648
65535HAP4
8893000.000000
PA
USD
9151944.860000
0.7683401
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
2.648
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC SR UNSECURED 07/25 1.851
65535HAR0
3200000.000000
PA
USD
3200724.420000
0.2687128
Long
DBT
CORP
JP
N
2
2025-07-16
Fixed
1.851
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP SR UNSECURED 144A 08/23 VAR
65557CAZ6
2000000.000000
PA
USD
2021930.640000
0.1697487
Long
DBT
CORP
FI
N
2
2023-08-30
Floating
1.11538
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
628000.000000
PA
USD
633605.450000
0.0531936
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 09/23 4.5
00774MAP0
4500000.000000
PA
USD
4721658.530000
0.3964010
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.5
N
N
N
N
N
N
NOVASTAR HOME EQUITY LOAN 2005-4
N/A
NOVASTAR HOME EQUITY LOAN NHEL 2005 4 M1
66987WDE4
570096.540000
PA
USD
570418.870000
0.0478888
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.76188
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.65
00774MAU9
5000000.000000
PA
USD
4993491.700000
0.4192224
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65
N
N
N
N
N
N
NTT FINANCE CORPORATION
3538007PR116187GD960
NTT FINANCE CORP COMPANY GUAR 144A 04/26 1.162
62954WAC9
8800000.000000
PA
USD
8641246.770000
0.7254651
Long
DBT
CORP
JP
N
2
2026-04-03
Fixed
1.162
N
N
N
N
N
N
NYO 2021-1290 NYO COMMERCIAL MORTGAGE TRUST
N/A
NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A
62955HAA5
6000000.000000
PA
USD
5982292.200000
0.5022359
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
1.205
N
N
N
N
N
N
OAKTREE CLO 2019-1A
N/A
OAKTREE CLO LTD OAKCL 2019 1A A1R 144A
67401XAS0
1600000.000000
PA
USD
1600153.890000
0.1343389
Long
ABS-CBDO
CORP
KY
N
2
2030-04-22
Floating
1.23825
N
N
N
N
N
N
AES CORPORATION
2NUNNB7D43COUIRE5295
AES CORP/THE SR UNSECURED 01/26 1.375
00130HCE3
4300000.000000
PA
USD
4178689.990000
0.3508167
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.375
N
N
N
N
N
N
ONE NEW YORK PLAZA TRUST 2020-1NYP
N/A
ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A
68249DAA7
3700000.000000
PA
USD
3697772.230000
0.3104419
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
1.06
N
N
N
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP SR UNSECURED 01/24 4.05
686330AL5
2000000.000000
PA
USD
2112216.580000
0.1773285
Long
DBT
CORP
JP
N
2
2024-01-16
Fixed
4.05
N
N
N
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP SR UNSECURED 07/22 2.9
686330AH4
500000.000000
PA
USD
505852.220000
0.0424682
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.9
N
N
N
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP SR UNSECURED REGS 01/22 3.2
ACI0RXMB5
2000000.000000
PA
USD
2002251.340000
0.1680965
Long
DBT
CORP
JP
N
2
2022-01-19
Fixed
3.2
N
N
N
N
N
N
OTIS WORLDWIDE CORPORATION
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP SR UNSECURED 04/25 2.056
68902VAH0
2500000.000000
PA
USD
2543488.480000
0.2135354
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
2.056
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/24 3.75
694308HG5
200000.000000
PA
USD
207494.060000
0.0174199
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95
694308HP5
100000.000000
PA
USD
101808.180000
0.0085472
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/22 1.75
694308JE8
7700000.000000
PA
USD
7700056.830000
0.6464487
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
1700000.000000
PA
USD
1700692.430000
0.1427795
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 06/23 3.25
694308HC4
1500000.000000
PA
USD
1528341.110000
0.1283100
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.25
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/23 4.25
694308JB4
300000.000000
PA
USD
310683.030000
0.0260830
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 08/24 3.4
694308HK6
200000.000000
PA
USD
206961.220000
0.0173752
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.4
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1
694308JF5
800000.000000
PA
USD
772984.310000
0.0648949
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.1
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/23 1.7
694308JY4
2100000.000000
PA
USD
2105834.910000
0.1767927
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.7
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/23 3.85
694308HE0
100000.000000
PA
USD
103326.950000
0.0086747
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.85
N
N
N
N
N
N
PACIFIC NATIONAL FINANCE PTY LTD
213800SSTRDXLWWVF948
PACIFIC NATIONAL FINANCE COMPANY GUAR 144A 04/23 6
04363UAD8
1000000.000000
PA
USD
1049840.110000
0.0881380
Long
DBT
CORP
AU
N
2
2023-04-07
Fixed
6
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
1208695.590000
PA
USD
1208128.970000
0.1014270
Long
ABS-CBDO
CORP
KY
N
2
2028-02-20
Floating
0.95963
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
200000.000000
PA
USD
200085.980000
0.0167980
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
0.92788
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
1284215.090000
PA
USD
1284856.710000
0.1078685
Long
ABS-CBDO
CORP
KY
N
2
2027-04-20
Floating
1.1015
N
N
N
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORP SR UNSECURED 01/23 2.75
00912XAX2
1300000.000000
PA
USD
1320250.980000
0.1108400
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.75
N
N
N
N
N
N
AIRCASTLE LIMITED
549300PNK8AKY3OIKP58
AIRCASTLE LTD SR UNSECURED 04/23 5
00928QAP6
200000.000000
PA
USD
208831.260000
0.0175322
Long
DBT
CORP
BM
N
2
2023-04-01
Fixed
5
N
N
N
N
N
N
AIRCASTLE LIMITED
549300PNK8AKY3OIKP58
AIRCASTLE LTD SR UNSECURED 09/23 4.4
00928QAR2
3874000.000000
PA
USD
4060695.340000
0.3409106
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.4
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GROUP
N/A
PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.375
70462GAB4
700000.000000
PA
USD
696121.760000
0.0584420
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.375
N
N
N
N
N
N
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
N/A
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/24 3.45
709599BF0
1000000.000000
PA
USD
1048492.250000
0.0880249
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
3.45
N
N
N
N
N
N
PETRONAS ENERGY CANADA LTD
5493001PEB90YGTDC638
PETRONAS ENERGY CANADA COMPANY GUAR 144A 03/28 2.112
71675BAA8
4000000.000000
PA
USD
4004898.280000
0.3362263
Long
DBT
CORP
CA
N
2
2028-03-23
Fixed
2.112
N
N
N
N
N
N
PFS FINANCING CORP 2020-F
N/A
PFS FINANCING CORP. PFSFC 2020 F A 144A
69335PDV4
500000.000000
PA
USD
501210.600000
0.0420785
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.93
N
N
N
N
N
N
PIPER SANDLER COMPANIES
QUQDBTUSOAKFEVMRMF78
PIPER SANDLER COS SR UNSECURED 144A 10/23 5.2
724078AE0
600000.000000
PA
USD
600152.460000
0.0503851
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
5.2
N
N
N
N
N
N
POPULAR ABS MTGE PASS THRU TRUST 2007-A
N/A
POPULAR ABS MORTGAGE PASS THRO POPLR 2007 A A2
73316NAB1
122730.380000
PA
USD
122367.000000
0.0102732
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
0.35188
Y
N
N
N
N
N
PRET 2021-NPL6 LLC
N/A
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL6 A1 144A
69362GAA9
4800000.000000
PA
USD
4786416.530000
0.4018376
Long
ABS-MBS
CORP
US
N
3
2051-07-25
Fixed
2.4871
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS I 2021-RN1 LLC
N/A
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A1 144A
74140QAA6
2516807.760000
PA
USD
2487912.540000
0.2088696
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
1.9917
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD COMPANY GUAR REGS 01/26 1.375
ACI1V8415
4000000.000000
PA
USD
3909000.000000
0.3281752
Long
DBT
CORP
KY
N
2
2026-01-26
Fixed
1.375
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD COMPANY GUAR REGS 03/24 3.5
ACI19T8T9
1000000.000000
PA
USD
1048975.000000
0.0880654
Long
DBT
CORP
KY
N
2
2024-03-28
Fixed
3.5
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD COMPANY GUAR REGS 05/22 VAR
ACI1BFTD8
5800000.000000
PA
USD
5810973.600000
0.4878531
Long
DBT
CORP
KY
N
2
2022-05-02
Floating
1.13225
N
N
N
N
N
N
RAAC SERIES 2006-RP4
N/A
RAAC SERIES RAAC 2006 RP4 M1 144A
74919TAB7
636865.210000
PA
USD
636197.390000
0.0534112
Long
ABS-MBS
CORP
US
N
2
2046-01-25
Floating
0.92688
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 02/22 4.125
02005NAY6
200000.000000
PA
USD
200794.980000
0.0168575
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
300000.000000
PA
USD
304474.820000
0.0255618
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
4.625
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 10/23 1.45
02005NBL3
3300000.000000
PA
USD
3316479.640000
0.2784309
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
1.45
N
N
N
N
N
N
RESIDENTIAL ASSET SECURITIES 2005-EMX1
N/A
RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M2
76110WQ66
252528.980000
PA
USD
251501.410000
0.0211145
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
1.19688
N
N
N
N
N
N
RESIDENTIAL ASSET SECURITIES C 2005-KS5
N/A
RESIDENTIAL ASSET SECURITIES C RASC 2005 KS5 M6
76110WX27
1348409.610000
PA
USD
1355836.110000
0.1138275
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
0.80188
N
N
N
N
N
N
RESIMAC BASTILLE TRUST SERIES 2021-2NCA
N/A
RESIMAC RESI 2021 2NCA A1A 144A
76120BAA8
4611911.810000
PA
USD
4613445.270000
0.3873161
Long
ABS-MBS
CORP
AU
N
2
2053-02-03
Floating
0.75125
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC COMPANY GUAR 06/25 4.45
761713BG0
1000000.000000
PA
USD
1080843.780000
0.0907409
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC SR UNSECURED 06/22 2.875
78355HKM0
900000.000000
PA
USD
906967.640000
0.0761433
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.875
N
N
N
N
N
N
SABIC CAPITAL II BV
2138005PCUTH59D4RJ83
SABIC CAPITAL II BV COMPANY GUAR REGS 10/23 4
ACI15FHJ5
2900000.000000
PA
USD
3045162.400000
0.2556528
Long
DBT
CORP
NL
N
2
2023-10-10
Fixed
4
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS SR UNSECURED 03/25 VAR
80281LAN5
7000000.000000
PA
USD
6938738.240000
0.5825331
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
5200000.000000
PA
USD
5200663.160000
0.4366152
Long
ABS-CBDO
CORP
JE
N
2
2031-08-13
Floating
1.25413
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/23 1.25
80414L2G9
3300000.000000
PA
USD
3303699.300000
0.2773580
Long
DBT
CORP
SA
N
2
2023-11-24
Fixed
1.25
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO SR UNSECURED REGS 04/24 2.875
ACI1B8GJ5
5000000.000000
PA
USD
5167410.000000
0.4338235
Long
DBT
CORP
SA
N
2
2024-04-16
Fixed
2.875
N
N
N
N
N
N
SAXON ASSET SECURITIES TRUST 2005-1
N/A
SAXON ASSET SECURITIES TRUST SAST 2005 1 M2
805564RN3
195116.220000
PA
USD
193191.910000
0.0162192
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.82188
N
N
N
N
N
N
AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST
N/A
AMER AIRLN 13 1 A PASS T AMER AIRLN 13 1 A PASS T
023772AB2
474709.340000
PA
USD
459216.770000
0.0385530
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA TOWER TRUST ASSET BACKED 144A 01/50 2.836
78403DAN0
5000000.000000
PA
USD
5134167.000000
0.4310326
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
2.836
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA TOWER TRUST SBAC 2014 2A C 144A
78403DAH3
1000000.000000
PA
USD
1036348.500000
0.0870053
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.869
N
N
N
N
N
N
SCENTRE MANAGEMENT LTD (SCENTRE GROUP TRUST 1/SCENTRE GROUP TRUST 2)
N/A
SCENTRE GROUP TRUST 1/2 COMPANY GUAR REGS 02/25 3.5
Q8351LAB9
3859000.000000
PA
USD
4065840.590000
0.3413426
Long
DBT
CORP
AU
N
2
2025-02-12
Fixed
3.5
N
N
N
N
N
N
SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1
N/A
SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2
81375WCT1
124879.690000
PA
USD
122079.390000
0.0102490
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
0.77688
N
N
N
N
N
N
SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-OP1
N/A
SECURITIZED ASSET BACKED RECEI SABR 2006 OP1 M2
81375WJG2
55860.560000
PA
USD
55890.960000
0.0046923
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
0.68688
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2003-2
N/A
SEQUOIA MORTGAGE TRUST SEMT 2003 2 A1
81743PAP1
1632.220000
PA
USD
1631.870000
0.0001370
Long
ABS-MBS
CORP
US
N
2
2033-06-20
Floating
0.76388
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2007-3
N/A
SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1
81744MAA0
850637.610000
PA
USD
794091.730000
0.0666670
Long
ABS-MBS
CORP
US
N
2
2036-07-20
Floating
0.50388
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA COMPANY GUAR 144A 04/23 3.6
78413HAA7
1000000.000000
PA
USD
1028893.550000
0.0863795
Long
DBT
CORP
LU
N
2
2023-04-04
Fixed
3.6
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK HYNIX INC SR UNSECURED 144A 01/24 1
78392BAA5
3666000.000000
PA
USD
3626491.630000
0.3044576
Long
DBT
CORP
KR
N
2
2024-01-19
Fixed
1
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2008-2
N/A
SLM STUDENT LOAN TRUST SLMA 2008 2 A3
784442AC9
374050.750000
PA
USD
368695.910000
0.0309534
Long
ABS-O
CORP
US
N
2
2023-04-25
Floating
0.87388
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2008-5
N/A
SLM STUDENT LOAN TRUST SLMA 2008 5 A4
78444YAD7
179612.840000
PA
USD
180403.320000
0.0151455
Long
ABS-O
CORP
US
N
2
2023-07-25
Floating
1.82388
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
0.0177015
Long
ABS-O
CORP
US
N
2
2023-04-25
Floating
1.62388
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
113592.400000
PA
USD
113975.520000
0.0095687
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
2.98
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 A A2A 144A
78449UAB4
2642627.490000
PA
USD
2675804.890000
0.2246439
Long
ABS-O
CORP
US
N
2
2037-09-15
Fixed
2.23
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A
78449VAB2
1605676.830000
PA
USD
1594550.130000
0.1338685
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.6
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A
78449VAC0
3568170.900000
PA
USD
3612377.680000
0.3032727
Long
ABS-O
CORP
US
N
2
2054-09-15
Floating
0.95188
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A
78449DAC0
2835841.160000
PA
USD
2845386.030000
0.2388808
Long
ABS-O
CORP
US
N
2
2054-09-15
Floating
0.95188
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
727403.870000
PA
USD
725678.690000
0.0609235
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 04/24 3.55
78448TAE2
1500000.000000
PA
USD
1566875.270000
0.1315451
Long
DBT
CORP
IE
N
2
2024-04-15
Fixed
3.55
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
200000.000000
PA
USD
202083.680000
0.0169657
Long
DBT
CORP
IE
N
2
2022-07-15
Fixed
3
N
N
N
N
N
N
SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY
549300OD7VKRVNWB2J98
SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 07/23 4.125
78448TAD4
2734000.000000
PA
USD
2849646.670000
0.2392385
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
4.125
N
N
N
N
N
N
SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY
549300OD7VKRVNWB2J98
SMBC AVIATION CAPITAL FI COMPANY GUAR REGS 07/22 3
G82296AB3
600000.000000
PA
USD
606251.050000
0.0508971
Long
DBT
CORP
IE
N
2
2022-07-15
Fixed
3
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SR UNSECURED 144A 12/26 VAR
83368RAZ5
5200000.000000
PA
USD
5067362.460000
0.4254241
Long
DBT
CORP
FR
N
2
2026-12-14
Floating
1.488
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM 2016-F LLC
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 F A2 144A
78471AAB9
95293.890000
PA
USD
97380.940000
0.0081755
Long
ABS-O
CORP
US
N
2
2040-02-25
Fixed
3.02
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
976113.720000
PA
USD
983045.490000
0.0825304
Long
ABS-O
CORP
US
N
2
2046-02-15
Fixed
1.95
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
5000000.000000
PA
USD
4999828.750000
0.4197544
Long
ABS-CBDO
CORP
KY
N
2
2029-01-23
Floating
1.02388
N
N
N
N
N
N
SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT1
N/A
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 OPT1 M2
83611MDH8
501549.850000
PA
USD
500174.000000
0.0419915
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
0.77688
N
N
N
N
N
N
SOUTHERN CALIFORNIA GAS COMPANY
XY0N0J73VHV5F4CUJV89
SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/30 2.55
842434CU4
1800000.000000
PA
USD
1847609.080000
0.1551137
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.55
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/23 3.95
85205TAJ9
2800000.000000
PA
USD
2822092.000000
0.2369252
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.95
N
N
N
N
N
N
SPRINT CORP (SPRINT COMMUNICATIONS INC)
549300JKU50UT08ZWD77
SPRINT COMMUNICATIONS COMPANY GUAR 11/22 6
852061AS9
400000.000000
PA
USD
416840.000000
0.0349953
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 09/23 7.875
85207UAF2
900000.000000
PA
USD
992452.500000
0.0833201
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.875
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 10/23 VAR
853254BV1
3800000.000000
PA
USD
3803797.340000
0.3193431
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 11/25 VAR
853254CE8
3000000.000000
PA
USD
2998295.370000
0.2517182
Long
DBT
CORP
GB
N
2
2025-11-23
Floating
1.822
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3
N/A
STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A
85573MAA7
819658.350000
PA
USD
820884.070000
0.0689163
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Fixed
1.486
N
N
N
N
N
N
STATE BANK OF INDIA/LONDON BRANCH
5493001JZ37UBBZF6L49
STATE BANK INDIA/LONDON SR UNSECURED 144A 01/22 4
85628UAH9
2600000.000000
PA
USD
2604238.000000
0.2186356
Long
DBT
CORP
IN
N
2
2022-01-24
Fixed
4
N
N
N
N
N
N
STEELE CREEK CLO LTD 2015-1A
N/A
STEELE CREEK CLO LTD STCR 2015 1A AR2 144A
85816BDC1
3604147.810000
PA
USD
3605797.610000
0.3027203
Long
ABS-CBDO
CORP
KY
N
2
2029-05-21
Floating
1.05963
N
N
N
N
N
N
STELLANTIS FINANCE US INC
549300QZ0AI8Q7LNON33
STELLANTIS FIN US INC COMPANY GUAR 144A 01/27 1.711
85855CAA8
3000000.000000
PA
USD
2950471.320000
0.2477031
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
1.711
N
N
N
N
N
N
STRUCTURED ASSEET MTGE INV INC 2002-AR3
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1
86358HNX3
8780.340000
PA
USD
8787.530000
0.0007377
Long
ABS-MBS
CORP
US
N
2
2032-09-19
Floating
0.76388
N
N
N
N
N
N
STRUCTURED ASSET INVESTMENT LN TR 2004-2
N/A
STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4
86358EGW0
596885.520000
PA
USD
586972.800000
0.0492786
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Floating
0.80688
N
N
N
N
N
N
STRUCTURED ASSET INVST LN TR 2004-8
N/A
STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 A1
86358ELK0
1734418.750000
PA
USD
1697793.200000
0.1425361
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
0.65188
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2004-AR3
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2
86359LBY4
4980.590000
PA
USD
5004.330000
0.0004201
Long
ABS-MBS
CORP
US
N
2
2034-07-19
Floating
0.68388
N
N
N
N
N
N
STRUCTURED ASSET SEC CORP 2006-EQ1A
N/A
STRUCTURED ASSET SECURITIES CO SASC 2006 EQ1A A1 144A
86360RAA1
629280.340000
PA
USD
624231.440000
0.0524066
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
0.23688
N
N
N
N
N
N
STWD 2021-HTS MORTGAGE TRUST 2021-HTS
N/A
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS A 144A
78486DAA8
3100000.000000
PA
USD
3108410.920000
0.2609628
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
1.15975
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL SR UNSECURED 07/22 2.85
87165BAQ6
4700000.000000
PA
USD
4748420.720000
0.3986478
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
2.85
N
N
N
N
N
N
SYSTEMS ENERGY RESOURCES INC
N/A
SYSTEMS RESOURCE 1ST MORTGAGE 12/25 2.14
871911AT0
4800000.000000
PA
USD
4818114.240000
0.4044988
Long
DBT
CORP
US
N
2
2025-12-09
Fixed
2.14
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T MOBILE USA INC SR SECURED 02/26 1.5
87264ABZ7
1000000.000000
PA
USD
988743.350000
0.0830087
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.5
N
N
N
N
N
N
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 09/25 1.3
03027XBB5
1100000.000000
PA
USD
1084251.810000
0.0910270
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.3
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX CORP SR UNSECURED 144A 08/24 1.25
87162WAC4
4000000.000000
PA
USD
3957024.960000
0.3322071
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC SR UNSECURED 10/24 1.215
883556CS9
11000000.000000
PA
USD
10993772.900000
0.9229685
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.215
N
N
N
N
N
N
THORNBURG MORTGAGE SEC TRUST 2005-1
N/A
THORNBURG MORTGAGE SECURITIES TMST 2005 1 A3
885220HB2
51925.740000
PA
USD
52981.800000
0.0044480
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Floating
2.14154
N
N
N
N
N
N
TOWD POINT ASSET TRUST 2021-SL1
N/A
TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A
89179XAL9
2226256.640000
PA
USD
2226325.210000
0.1869084
Long
ABS-O
CORP
US
N
2
2061-11-20
Floating
0.80388
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2017-5
N/A
TOWD POINT MORTGAGE TRUST TPMT 2017 5 A1 144A
89169EAA7
179269.540000
PA
USD
179266.210000
0.0150501
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
0.70188
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2018-3
N/A
TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A
89175MAA1
3313237.800000
PA
USD
3431610.840000
0.2880966
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019-HY2
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A
89177HAA0
1467341.240000
PA
USD
1474314.930000
0.1237743
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Floating
1.10188
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019-HY3
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A
89177XAA5
965245.410000
PA
USD
971034.180000
0.0815220
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
1.10188
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019-MH1
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 MH1 A1 144A
89177WAA7
446307.520000
PA
USD
451887.440000
0.0379376
Long
ABS-O
CORP
US
N
2
2058-11-25
Fixed
3
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2020-1
N/A
TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A
89178WAU2
1336752.270000
PA
USD
1358635.170000
0.1140625
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
3855641.410000
PA
USD
3834000.470000
0.3218787
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
1.636
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2021-SJ2
N/A
TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A
89180LAA6
6000000.000000
PA
USD
6024200.040000
0.5057542
Long
ABS-MBS
CORP
US
N
3
2059-03-25
Variable
2.25
N
N
N
N
N
N
AMMC CLO 16 LTD 2015-16A
N/A
AMERICAN MONEY MANAGEMENT CORP AMMC 2015 16A AR2 144A
00176JAT3
646730.420000
PA
USD
646582.570000
0.0542830
Long
ABS-CBDO
CORP
KY
N
2
2029-04-14
Floating
1.10675
N
N
N
N
N
N
ANCHORAGE CAPITAL CLO LTD 2015-6A
N/A
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A ARR 144A
03328QAY7
2800000.000000
PA
USD
2799300.000000
0.2350117
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
1.17375
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2020-4
N/A
ANGEL OAK MORTGAGE TRUST AOMT 2020 4 A1 144A
03464LAA4
1218232.090000
PA
USD
1217344.850000
0.1022007
Long
ABS-MBS
CORP
US
N
2
2065-06-25
Variable
1.469
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 03/23 0.125
91282CBU4
95200000.000000
PA
USD
94772343.510000
7.9564942
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.125
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 04/23 0.125
91282CBX8
11300000.000000
PA
USD
11240851.510000
0.9437117
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.125
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 05/23 0.125
91282CCD1
383500000.000000
PA
USD
381178026.390000
32.0013269
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.125
N
N
N
N
N
N
AOZORA BANK LTD
X0XUGKC9FD2CYUQNC010
AOZORA BANK SR UNSECURED REGS 09/22 2.55
ACI1F8R18
2760000.000000
PA
USD
2784922.800000
0.2338047
Long
DBT
CORP
JP
N
2
2022-09-09
Fixed
2.55
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 10/23 0.375
91282CDD0
6400000.000000
PA
USD
6363249.980000
0.5342187
Long
DBT
UST
US
N
2
2023-10-31
Fixed
0.375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 11/24 0.75
91282CDH1
84900000.000000
PA
USD
84435703.130000
7.0886944
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.75
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 12/22 0.125
91282CBD2
95300000.000000
PA
USD
95010591.050000
7.9764959
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.125
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 12/24 1
91282CDN8
264100000.000000
PA
USD
264419809.250000
22.1990360
Long
DBT
UST
US
N
2
2024-12-15
Fixed
1
N
N
N
N
N
N
VENTURE 36 CLO LTD
N/A
VENTURE CDO LTD VENTR 2019 36A A1AR 144A
92332LAU3
1100000.000000
PA
USD
1098514.120000
0.0922244
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
1.2615
N
N
N
N
N
N
VENTURE CDO LTD 2016-25A
N/A
VENTURE CDO LTD VENTR 2016 25A ARR 144A
92329VAS1
2636244.170000
PA
USD
2637559.020000
0.2214330
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
1.1515
N
N
N
N
N
N
VENTURE XXVI CLO LTD 2017-26A
N/A
VENTURE CDO LTD VENTR 2017 26A AR 144A
92331MAE8
1200000.000000
PA
USD
1200325.020000
0.1007718
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
1.2315
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSECURED 05/25 VAR
92343VEP5
1000000.000000
PA
USD
1020036.110000
0.0856359
Long
DBT
CORP
US
N
2
2025-05-15
Floating
1.256
N
N
N
N
N
N
VIBRANT CLO IV LTD 2016-4A
N/A
VIBRANT CLO LTD VIBR 2016 4A A1RR 144A
92557WAW3
300000.000000
PA
USD
300137.850000
0.0251977
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
1.20826
N
N
N
N
N
N
VMC FINANCE 2019-FL3 LLC
N/A
VMC FINANCE LLC VMC 2019 FL3 A 144A
91834PAA3
618282.980000
PA
USD
618615.590000
0.0519351
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
1.20863
N
N
N
N
N
N
VMC FINANCE 2021-FL4 LLC
N/A
VMC FINANCE LLC VMC 2021 FL4 A 144A
91835RAA8
3740231.770000
PA
USD
3739634.270000
0.3139563
Long
ABS-MBS
CORP
US
N
2
2036-06-16
Floating
1.20388
N
N
N
N
N
N
VOYA CLO LTD 2017-1A
N/A
VOYA CLO LTD VOYA 2017 1A A1R 144A
92916MAF8
5000000.000000
PA
USD
4998620.550000
0.4196530
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
1.07225
N
N
N
N
N
N
WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)
06BTX5UWZD0GQ5N5Y745
WESTINGHOUSE AIR BRAKE COMPANY GUAR 03/24 4.4
960386AN0
2500000.000000
PA
USD
2645925.800000
0.2221354
Long
DBT
CORP
US
N
2
2024-03-15
Variable
4.4
N
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY7
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 2A2
93364FAD3
474539.130000
PA
USD
478706.440000
0.0401892
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
2.92989
Y
N
N
N
N
N
AREIT TRUST 2019-CRE3
N/A
AREIT CRE TRUST AREIT 2019 CRE3 A 144A
00217LAA0
209306.350000
PA
USD
209439.420000
0.0175832
Long
ABS-MBS
CORP
US
N
2
2036-09-14
Floating
1.18448
N
N
N
N
N
N
WASHINGTON MUTUAL 2003-AR5
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR5 A7
929227R65
1603.240000
PA
USD
1636.410000
0.0001374
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Floating
2.57862
N
N
N
N
N
N
AREIT TRUST 2020-CRE4
N/A
AREIT CRE TRUST AREIT 2020 CRE4 A 144A
04002RAA8
297124.090000
PA
USD
297554.360000
0.0249808
Long
ABS-MBS
CORP
KY
N
2
2037-04-15
Floating
2.78448
N
N
N
N
N
N
WASHINGTON MUTUAL 2004-AR8
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A2
92922FUN6
533624.090000
PA
USD
527724.340000
0.0443044
Long
ABS-MBS
CORP
US
N
2
2044-06-25
Floating
0.90275
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR13
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1B2
92922F4R6
89347.670000
PA
USD
89228.500000
0.0074911
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
0.96188
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR2
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A
92922FD21
11147.440000
PA
USD
11147.840000
0.0009359
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Floating
0.72188
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR5
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A
93362YAB8
29610.450000
PA
USD
30029.570000
0.0025211
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
1.06203
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY SR UNSECURED 10/23 VAR
949746SJ1
3500000.000000
PA
USD
3528658.630000
0.2962441
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 A4
94988QAG6
1000000.000000
PA
USD
1035921.600000
0.0869695
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.218
N
N
N
N
N
N
WELLS FARGO HOME EQUITY ABS SER 2004-1
N/A
WELLS FARGO HOME EQUITY TRUST WFHET 2004 1 1A
86359BMW8
1295518.830000
PA
USD
1277981.260000
0.1072913
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Floating
0.70188
N
N
N
N
N
N
ARES XXXIX CLO LTD 2016-39A
N/A
ARES CLO LTD ARES 2016 39A A1R2 144A
04015WBA1
4400000.000000
PA
USD
4396774.230000
0.3691257
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
1.17225
N
N
N
N
N
N
WEYERHAEUSER COMPANY
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO SR UNSECURED 07/23 7.125
962166AS3
1600000.000000
PA
USD
1743827.330000
0.1464009
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
7.125
N
N
N
N
N
N
WOODSIDE FINANCE LIMITED
254900AIZKU6TGRRNZ98
WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/25 3.65
980236AM5
100000.000000
PA
USD
105161.900000
0.0088287
Long
DBT
CORP
AU
N
2
2025-03-05
Fixed
3.65
N
N
N
N
N
N
WOODSIDE FINANCE LIMITED
254900AIZKU6TGRRNZ98
WOODSIDE FINANCE LTD COMPANY GUAR 144A 09/26 3.7
980236AN3
1150000.000000
PA
USD
1225159.600000
0.1028567
Long
DBT
CORP
AU
N
2
2026-09-15
Fixed
3.7
N
N
N
N
N
N
WOODSIDE FINANCE LIMITED
254900AIZKU6TGRRNZ98
WOODSIDE FINANCE LTD COMPANY GUAR REGS 03/25 3.65
Q98229AH2
5000000.000000
PA
USD
5258094.950000
0.4414368
Long
DBT
CORP
AU
N
2
2025-03-05
Fixed
3.65
N
N
N
N
N
N
WOODSIDE FINANCE LIMITED
254900AIZKU6TGRRNZ98
WOODSIDE FINANCE LTD COMPANY GUAR REGS 09/26 3.7
Q98236AC8
3500000.000000
PA
USD
3728746.600000
0.3130423
Long
DBT
CORP
AU
N
2
2026-09-15
Fixed
3.7
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
8903009.650000
PA
USD
8903009.650000
0.7474411
Long
RA
US
N
2
Repurchase
N
0.0000001
2022-01-03
8228400.000000
USD
9081135.830000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO CREDIT AGRICOLE 03/14 VAR
000000000
-50946375.000000
PA
USD
-50946587.280000
-4.2771573
Short
RA
US
N
2
Reverse repurchase
N
0.0500000
2022-01-03
51200000.000000
USD
50943416.170000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-260349250.000000
PA
USD
-260353010.620000
-21.8576130
Short
RA
US
N
2
Reverse repurchase
N
0.0400000
2022-01-04
259700000.000000
USD
260014481.120000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-81291500.000000
PA
USD
-81292990.340000
-6.8248518
Short
RA
US
N
2
Reverse repurchase
N
0.0600000
2022-01-03
81700000.000000
USD
81253203.120000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-3192000.000000
PA
USD
-3192057.640000
-0.2679852
Short
RA
US
N
2
Reverse repurchase
N
0.0500000
2022-01-04
3200000.000000
USD
3182500.000000
USD
UST
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
-80720.320000
-0.0067768
N/A
DFE
JP
N
2
BNP Paribas S.A.
N/A
6112271.270000
USD
693800000.000000
JPY
2022-01-07
-80720.320000
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC SR UNSECURED 04/22 3.5
042735BD1
900000.000000
PA
USD
901828.840000
0.0757119
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.5
N
N
N
N
N
N
N/A
N/A
CDX IG36 5Y ICE
000000000
1.000000
NC
USD
-2225554.530000
-0.1868437
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.IG.36
Y
Single Leg Swap
2026-06-21
0.000000
USD
-2195553.370000
USD
89700000.000000
USD
-30001.160000
N
N
N
N/A
N/A
317537IP5 PIMCO CDSOPT PUT USD 0.8 20220119
OP00167W8
-87100000.000000
NC
USD
-3497.940000
-0.0002937
N/A
DCR
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
N/A
N/A
SWOP CDX IG37 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG37 (V1 ONLY) 5Y SP
Single Leg Swap
2026-12-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.800000
USD
2022-01-19
XXXX
97799.360000
N
N
N
N/A
N/A
317550NN7 PIMCO CDSOPT PUT USD 0.9 20220316
OP001BL43
-51000000.000000
NC
USD
-16360.290000
-0.0013735
N/A
DCR
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
N/A
N/A
SWOP CDX IG37 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG37 (V1 ONLY) 5Y SP
Single Leg Swap
2026-12-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.900000
USD
2022-03-16
XXXX
40249.710000
N
N
N
N/A
N/A
317552495 PIMCO CDSOPT PUT USD 0.9 20220316
OP001BL50
-36700000.000000
NC
USD
-11772.990000
-0.0009884
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
N/A
SWOP CDX IG37 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG37 (V1 ONLY) 5Y SP
Single Leg Swap
2026-12-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.900000
USD
2022-03-16
XXXX
28964.010000
N
N
N
N/A
N/A
317555U81 PIMCO CDSOPT PUT USD 0.95 20220316
OP001BRZ8
-95200000.000000
NC
USD
-25786.820000
-0.0021649
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Put
Written
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
N/A
N/A
SWOP CDX IG37 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG37 (V1 ONLY) 5Y SP
Single Leg Swap
2026-12-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.950000
USD
2022-03-16
XXXX
93213.180000
N
N
N
N/A
N/A
317561KN7 PIMCO CDSOPT PUT USD 1.0 20220316
OP001BNB5
-42300000.000000
NC
USD
-9886.360000
-0.0008300
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
N/A
SWOP CDX IG37 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG37 (V1 ONLY) 5Y SP
Single Leg Swap
2026-12-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
1.000000
USD
2022-03-16
XXXX
38335.640000
N
N
N
N/A
N/A
3175629V0 PIMCO CDSOPT PUT USD 0.95 20220316
OP001BQL0
-75000000.000000
NC
USD
-20315.250000
-0.0017055
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
SWOP CDX IG37 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG37 (V1 ONLY) 5Y SP
Single Leg Swap
2026-12-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.950000
USD
2022-03-16
XXXX
62934.750000
N
N
N
N/A
N/A
CDX IG37 5Y ICE
000000000
1.000000
NC
USD
-3509139.870000
-0.2946055
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.IG.37
Y
Single Leg Swap
2026-12-22
0.000000
USD
-3463038.780000
USD
141400000.000000
USD
-46101.090000
N
N
N
ASSET BACKED SEC HOME EQTY LN 2004-HE3
N/A
ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1
04541GJT0
77372.360000
PA
USD
76223.530000
0.0063993
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
0.91188
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 02/23 VAR
00206RFY3
1100000.000000
PA
USD
1106763.420000
0.0929169
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