0001450011-23-000105.txt : 20230301
0001450011-23-000105.hdr.sgml : 20230301
20230228191647
ACCESSION NUMBER: 0001450011-23-000105
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230301
DATE AS OF CHANGE: 20230228
PERIOD START: 20230630
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: 23688755
BUSINESS ADDRESS:
STREET 1: 650 NEWPORT CENTER DRIVE
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
BUSINESS PHONE: 949.720.6000
MAIL ADDRESS:
STREET 1: 650 NEWPORT CENTER DRIVE
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
0001450011
S000026751
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
C000080241
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001450011
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S000026751
C000080241
PIMCO ETF Trust
811-22250
0001450011
5493004M9TBGFQUJ6D27
650 Newport Center Drive
Newport Beach
92660
(888) 400-4383
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
S000026751
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2023-06-30
2022-12-31
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0.000000
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USD
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Fund's Securities Portfolio
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BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)
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BANCO BILBAO VIZCAYA ARG SR UNSECURED 09/23 0.875
05946KAH4
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PA
USD
28479401.620000
0.3241148
Long
DBT
CORP
ES
N
2
2023-09-18
Fixed
0.875
N
N
N
N
N
N
BANCO SANTANDER SA
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05964HAG0
4772000.000000
PA
USD
4747049.790000
0.0540246
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.848
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA SR UNSECURED 04/23 VAR
05964HAH8
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PA
USD
7001032.920000
0.0796765
Long
DBT
CORP
ES
N
2
2023-04-12
Floating
5.03914
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
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BANK OF AMERICA CORP SR UNSECURED 03/24 VAR
06051GHE2
35700000.000000
PA
USD
35683293.110000
0.4060999
Long
DBT
CORP
US
N
2
2024-03-05
Floating
5.555
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 04/25 VAR
06051GJU4
37879000.000000
PA
USD
37411303.060000
0.4257658
Long
DBT
CORP
US
N
2
2025-04-22
Floating
4.55129
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
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06051GJJ9
31400000.000000
PA
USD
31119546.190000
0.3541614
Long
DBT
CORP
US
N
2
2024-10-24
Floating
4.59129
N
N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)
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BANQUE FED CRED MUTUEL SR UNSECURED 144A 07/23 VAR
06675FAQ0
2100000.000000
PA
USD
2103100.940000
0.0239347
Long
DBT
CORP
FR
N
2
2023-07-20
Floating
5.20257
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 05/24 VAR
06738EBB0
2804000.000000
PA
USD
2784897.390000
0.0316940
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
4.338
N
N
N
N
N
N
BARCLAYS PLC
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BARCLAYS PLC SR UNSECURED 05/24 VAR
06738EBC8
68782000.000000
PA
USD
68785172.230000
0.7828216
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
6.02386
N
N
N
N
N
N
BARINGS CLO LTD 2018-III 2018-3A
N/A
BABSON CLO LTD BABSN 2018 3A A1 144A
06760PAC5
5043783.840000
PA
USD
5000772.620000
0.0569122
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
5.19257
N
N
N
N
N
N
BARRY CALLEBAUT SERVICES NV
213800R1F1EJYM4ICO85
BARRY CALLEBAUT SVCS NV COMPANY GUAR 144A 06/23 5.5
B0R9M3AC3
1610000.000000
PA
USD
1602424.950000
0.0182367
Long
DBT
CORP
BE
N
2
2023-06-15
Fixed
5.5
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC SR UNSECURED 12/23 VAR
071813CY3
3648000.000000
PA
USD
3620549.420000
0.0412043
Long
DBT
CORP
US
N
2
2023-12-01
Floating
4.3506
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC COMPANY GUAR 144A 12/23 3.875
07274NAE3
11788000.000000
PA
USD
11621827.750000
0.1322642
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.875
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC COMPANY GUAR 144A 12/23 VAR
07274NAG8
58933000.000000
PA
USD
58813710.770000
0.6693396
Long
DBT
CORP
US
N
2
2023-12-15
Floating
5.779
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC COMPANY GUAR REGS 12/23 3.875
U07265AC2
450000.000000
PA
USD
443656.470000
0.0050491
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.875
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC COMPANY GUAR REGS 12/23 VAR
U07265AD0
6900000.000000
PA
USD
6886033.370000
0.0783677
Long
DBT
CORP
US
N
2
2023-12-15
Floating
5.779
N
N
N
N
N
N
BCP TRUST 2021-330N
N/A
BCP TRUST BCP 2021 330N A 144A
05553BAA3
5500000.000000
PA
USD
5147605.650000
0.0585832
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
5.117
N
N
N
N
N
N
BEAR STEARNS ADJ RATE MTGE TR 2003-5
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 1A2
07384MWG3
312969.220000
PA
USD
296090.320000
0.0033697
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
3.23555
N
N
N
N
N
N
BEAST MORTGAGE TRUST 2022-1700
N/A
BSST MORTGAGE TRUST BSST 2022 1700 A 144A
055742AA8
8000000.000000
PA
USD
7463032.800000
0.0849343
Long
ABS-MBS
CORP
US
N
2
2037-02-15
Floating
5.636
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO XII LTD 2017-12A
N/A
BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A
08179HAE0
12300000.000000
PA
USD
12144042.150000
0.1382074
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
5.02914
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO XVI LTD
N/A
BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A
08181VAN5
8600000.000000
PA
USD
8420854.170000
0.0958350
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
5.10914
N
N
N
N
N
N
BFLD TRUST 2020-EYP
N/A
BFLD TRUST BFLD 2020 EYP A 144A
05493AAA8
12000000.000000
PA
USD
11422450.800000
0.1299952
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
5.468
N
N
N
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
BGC PARTNERS INC SR UNSECURED 07/23 5.375
05541TAK7
900000.000000
PA
USD
895929.300000
0.0101963
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
5.375
N
N
N
N
N
N
BHP TRUST 2019-BXHP
N/A
BHP TRUST BHPT 2019 BXHP A 144A
05550TAA7
2561020.900000
PA
USD
2492600.670000
0.0283675
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
5.29302
N
N
N
N
N
N
BLUEMOUNTAIN CLO LTD 2013-2A
N/A
BLUEMOUNTAIN CLO LTD BLUEM 2013 2A A1R 144A
09626YAN0
4465656.630000
PA
USD
4403978.190000
0.0501202
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
5.50457
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED 144A 01/24 3.8
05581KAB7
50047000.000000
PA
USD
49194980.850000
0.5598720
Long
DBT
CORP
FR
N
2
2024-01-10
Fixed
3.8
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED 144A 01/25 VAR
09659W2G8
9330000.000000
PA
USD
9240511.030000
0.1051632
Long
DBT
CORP
FR
N
2
2025-01-10
Floating
4.705
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED 144A 03/23 3.5
09659W2E3
14075000.000000
PA
USD
14041312.050000
0.1597996
Long
DBT
CORP
FR
N
2
2023-03-01
Fixed
3.5
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED REGS 01/24 3.8
05581LAB5
10200000.000000
PA
USD
10026351.320000
0.1141066
Long
DBT
CORP
FR
N
2
2024-01-10
Fixed
3.8
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED REGS 01/24 VAR
F1066WTY8
4000000.000000
PA
USD
4039639.640000
0.0459738
Long
DBT
CORP
FR
N
2
2024-01-15
Floating
5.30914
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 02/23 1.167
097023DD4
40610000.000000
PA
USD
40455455.400000
0.4604103
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
1.167
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 02/24 1.433
097023DE2
44917000.000000
PA
USD
43063165.360000
0.4900878
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 03/23 2.8
097023BW4
425000.000000
PA
USD
423442.730000
0.0048191
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.8
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/23 4.508
097023CS2
66926000.000000
PA
USD
66811117.510000
0.7603555
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.508
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP CAPITAL MARKETS PLC
05568UPA8
83200000.000000
PA
USD
82760190.660000
0.9418667
Long
DBT
CORP
GB
N
2
2023-02-10
None
0
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA SR UNSECURED 144A 09/23 VAR
05583JAD4
1125000.000000
PA
USD
1126984.680000
0.0128258
Long
DBT
CORP
FR
N
2
2023-09-12
Floating
5.97514
N
N
N
N
N
N
BRASS NO 8 PLC 8A
N/A
BRASS PLC BRASS 8A A1 144A
10554MAA8
1722721.520000
PA
USD
1723119.470000
0.0196103
Long
ABS-MBS
CORP
GB
N
2
2066-11-16
Floating
5.34386
N
N
N
N
N
N
BSST 2021-1818 MORTGAGE TRUST
N/A
BSST MORTGAGE TRUST BSST 2021 1818 A 144A
07403PAA0
600000.000000
PA
USD
565799.220000
0.0064392
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
5.368
N
N
N
N
N
N
BXMT 2020-FL3 LTD
N/A
BXMT LTD BXMT 2020 FL3 A 144A
05608XAA0
57900000.000000
PA
USD
57012847.520000
0.6488446
Long
ABS-MBS
CORP
KY
N
2
2037-11-15
Floating
5.32247
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK SR UNSECURED 12/23 VAR
13607GRT3
10000000.000000
PA
USD
9967113.500000
0.1134325
Long
DBT
CORP
CA
N
2
2023-12-14
Floating
4.64385
N
N
N
N
N
N
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2017-A5
N/A
CAPITAL ONE MULTI ASSET EXECUT COMET 2017 A5 A5
14041NFP1
34100000.000000
PA
USD
34058350.260000
0.3876070
Long
ABS-MBS
CORP
US
N
2
2027-07-15
Floating
4.89786
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 3RA A1A 144A
14315LAA2
4711205.330000
PA
USD
4643830.010000
0.0528499
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
5.408
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A
14310BAU5
42118270.000000
PA
USD
41662273.600000
0.4741447
Long
ABS-CBDO
CORP
KY
N
2
2030-08-14
Floating
5.59971
N
N
N
N
N
N
CARLYLE US CLO LTD 2017-1A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A
14314BAL1
10000000.000000
PA
USD
9840561.500000
0.1119922
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
5.24257
N
N
N
N
N
N
CATAMARAN CLO LTD 2014-1A
N/A
CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A
14889DAJ7
20892824.610000
PA
USD
20594524.380000
0.2343796
Long
ABS-CBDO
CORP
KY
N
2
2030-04-22
Floating
5.42457
N
N
N
N
N
N
CATERPILLAR FINANCIAL SERVICES CORPORATION
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SERVICE SR UNSECURED 05/23 VAR
14913Q2M0
3100000.000000
PA
USD
3102429.130000
0.0353077
Long
DBT
CORP
US
N
2
2023-05-15
Floating
5.11614
N
N
N
N
N
N
CBAM LTD 2017-1A
N/A
CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A
12480VAC9
6877530.720000
PA
USD
6809081.410000
0.0774919
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
5.49257
N
N
N
N
N
N
CENTERPOINT ENERGY RESOURCES CORP
2JADVB0458J06WCD4N56
CENTERPOINT ENERGY RES SR UNSECURED 03/23 VAR
15189WAN0
31980000.000000
PA
USD
31964943.820000
0.3637826
Long
DBT
CORP
US
N
2
2023-03-02
Floating
5.27857
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
54793000.000000
PA
USD
55053928.100000
0.6265508
Long
DBT
CORP
US
N
2
2024-02-01
Floating
6.08957
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC 2019-2A
N/A
CHESAPEAKE FUNDING II LLC CFII 2019 2A A2 144A
165183CE2
552671.000000
PA
USD
552450.980000
0.0062873
Long
ABS-O
CORP
US
N
2
2031-09-15
Floating
4.79786
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC 2020-1A
N/A
CHESAPEAKE FUNDING II LLC CFII 2020 1A A1 144A
165183CJ1
5870985.340000
PA
USD
5789503.700000
0.0658885
Long
ABS-O
CORP
US
N
2
2032-08-15
Fixed
0.87
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC 2020-1A
N/A
CHESAPEAKE FUNDING II LLC CFII 2020 1A A2 144A
165183CK8
6393250.900000
PA
USD
6388867.690000
0.0727096
Long
ABS-O
CORP
US
N
2
2032-08-15
Floating
4.96786
N
N
N
N
N
N
CHUGOKU ELECTRIC POWER CO INC
353800MV866ELME96Q46
CHUGOKU ELECTRIC POWER SR SECURED REGS 08/24 2.401
ACI1F2P70
11600000.000000
PA
USD
11033804.000000
0.1255721
Long
DBT
CORP
JP
N
2
2024-08-27
Fixed
2.401
N
N
N
N
N
N
CIFC FUNDING LTD 2017-4A
N/A
CIFC FUNDING LTD CIFC 2017 4A A1R 144A
12551JAL0
44000000.000000
PA
USD
43561614.360000
0.4957605
Long
ABS-CBDO
CORP
KY
N
2
2030-10-24
Floating
5.27457
N
N
N
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP COMPANY GUAR 07/23 3.75
125523AF7
4942000.000000
PA
USD
4910447.460000
0.0558842
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75
N
N
N
N
N
N
CIGNA CORPORATION
549300VIWYMSIGT1U456
CIGNA CORP COMPANY GUAR 07/23 VAR
125523AC4
25946000.000000
PA
USD
25992753.910000
0.2958150
Long
DBT
CORP
US
N
2
2023-07-15
Floating
4.96914
N
N
N
N
N
N
CIT MTGE LOAN TRUST 2007-1
N/A
CIT MORTGAGE LOAN TRUST CITM 2007 1 1A 144A
12559QAA0
3174753.900000
PA
USD
3159803.980000
0.0359607
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
5.73871
N
N
N
N
N
N
CITIBANK CREDIT CARD ISSUANCE TRUST 2017-A5
N/A
CITIBANK CREDIT CARD ISSUANCE CCCIT 2017 A5 A5
17305EGD1
55100000.000000
PA
USD
55138261.440000
0.6275106
Long
ABS-MBS
CORP
US
N
2
2026-04-22
Floating
4.98129
N
N
N
N
N
N
CITIBANK CREDIT CARD ISSUANCE TRUST 2018-A5
N/A
CITIBANK CREDIT CARD ISSUANCE CCCIT 2018 A5 A5
17305EGP4
34100000.000000
PA
USD
34099706.740000
0.3880776
Long
ABS-MBS
CORP
US
N
2
2027-08-07
Floating
4.82729
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 05/24 VAR
172967LL3
8724000.000000
PA
USD
8738245.160000
0.0994471
Long
DBT
CORP
US
N
2
2024-05-17
Floating
5.74971
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 06/24 VAR
172967MA6
55800000.000000
PA
USD
55883872.420000
0.6359961
Long
DBT
CORP
US
N
2
2024-06-01
Floating
5.78357
N
N
N
N
N
N
CNH INDUSTRIAL CAPITAL LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL CAP LLC COMPANY GUAR 01/24 4.2
12592BAJ3
20000000.000000
PA
USD
19721013.800000
0.2244384
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.2
N
N
N
N
N
N
CNH INDUSTRIAL CAPITAL LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL CAP LLC COMPANY GUAR 07/23 1.95
12592BAK0
9860000.000000
PA
USD
9693791.360000
0.1103219
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95
N
N
N
N
N
N
CNH INDUSTRIAL NV
549300WGC2HZ5J67V817
CNH INDUSTRIAL NV SR UNSECURED 08/23 4.5
12594KAA0
46930000.000000
PA
USD
46644983.320000
0.5308513
Long
DBT
CORP
NL
N
2
2023-08-15
Fixed
4.5
N
N
N
N
N
N
COLT 2021-4 MORTGAGE LOAN TRUST
N/A
COLT FUNDING LLC COLT 2021 4 A1 144A
19688GAA1
27849542.260000
PA
USD
22747219.270000
0.2588787
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.397
N
N
N
N
N
N
COMM 2021-2400 MORTGAGE TRUST
N/A
COMM MORTGAGE TRUST COMM 2021 2400 A 144A
20048FAA6
10000000.000000
PA
USD
9246124.000000
0.1052271
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
5.618
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST 2017-AGS
N/A
COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A2 144A
20267VAB3
340432.010000
PA
USD
335297.510000
0.0038159
Long
ABS-O
CORP
US
N
2
2041-05-25
Floating
5.23871
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED ED CO N
20911MNH6
10250000.000000
PA
USD
10226261.000000
0.1163817
Long
DBT
CORP
US
N
2
2023-01-17
None
0
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED ED CO N
20911MNJ2
10350000.000000
PA
USD
10324664.960000
0.1175016
Long
DBT
CORP
US
N
2
2023-01-18
None
0
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED ED CO N
20911MNK9
10250000.000000
PA
USD
10223555.000000
0.1163509
Long
DBT
CORP
US
N
2
2023-01-19
None
0
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED ED CO N
20911MNL7
10250000.000000
PA
USD
10222196.880000
0.1163355
Long
DBT
CORP
US
N
2
2023-01-20
None
0
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21037DN91
4900000.000000
PA
USD
4893353.690000
0.0556897
Long
DBT
CORP
US
N
2
2023-01-09
None
0
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21037DNA8
11200000.000000
PA
USD
11183268.770000
0.1272731
Long
DBT
CORP
US
N
2
2023-01-10
None
0
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21037DNB6
13450000.000000
PA
USD
13428049.600000
0.1528202
Long
DBT
CORP
US
N
2
2023-01-11
None
0
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21037DNC4
4950000.000000
PA
USD
4941237.660000
0.0562346
Long
DBT
CORP
US
N
2
2023-01-12
None
0
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21037DNH3
27100000.000000
PA
USD
27033171.400000
0.3076557
Long
DBT
CORP
US
N
2
2023-01-17
None
0
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21037DNR1
13800000.000000
PA
USD
13750356.020000
0.1564883
Long
DBT
CORP
US
N
2
2023-01-25
None
0
N
N
N
N
N
N
COREBRIDGE GLOBAL FUNDING
54930057MDZ7KOVOTV71
COREBRIDGE GLOB FUNDING SR SECURED 144A 09/23 0.4
00138CAT5
2000000.000000
PA
USD
1938009.140000
0.0220558
Long
DBT
CORP
US
N
2
2023-09-13
Fixed
0.4
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK BRANCH
549300D0YARF5HYP1809
CREDIT SUISSE NEW YORK SR UNSECURED 02/24 VAR
22550UAB7
62400000.000000
PA
USD
59705020.750000
0.6794834
Long
DBT
CORP
CH
N
2
2024-02-02
Floating
4.32297
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK BRANCH
549300D0YARF5HYP1809
CREDIT SUISSE NEW YORK SR UNSECURED 05/23 1
22550L2D2
19750000.000000
PA
USD
19294599.960000
0.2195855
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK BRANCH
549300D0YARF5HYP1809
CREDIT SUISSE NEW YORK SR UNSECURED 08/23 VAR
22550UAD3
5658000.000000
PA
USD
5521065.370000
0.0628334
Long
DBT
CORP
CH
N
2
2023-08-09
Floating
4.36501
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG SR UNSECURED 06/23 3.8
225433AT8
10800000.000000
PA
USD
10518328.120000
0.1197057
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
3.8
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG SR UNSECURED 144A 06/24 VAR
225401AG3
10000000.000000
PA
USD
9751636.500000
0.1109802
Long
DBT
CORP
CH
N
2
2024-06-12
Floating
4.207
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG SR UNSECURED 144A 06/24 VAR
225401AH1
6000000.000000
PA
USD
5683287.120000
0.0646796
Long
DBT
CORP
CH
N
2
2024-06-12
Floating
5.97514
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP A 144A
12651QAA7
13000000.000000
PA
USD
12260891.500000
0.1395372
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
5.068
N
N
N
N
N
N
CRESTLINE DENALI CLO XV 2017-1A
N/A
CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A
22616CAJ2
21585790.230000
PA
USD
21315967.850000
0.2425901
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
5.27257
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP (CCI)
54930012H97VSM0I2R19
CROWN CASTLE
22823QN56
42500000.000000
PA
USD
42465603.480000
0.4832872
Long
DBT
CORP
US
N
2
2023-01-05
None
0
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP (CCI)
54930012H97VSM0I2R19
CROWN CASTLE
22823QN98
57100000.000000
PA
USD
57022629.500000
0.6489559
Long
DBT
CORP
US
N
2
2023-01-09
None
0
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP (CCI)
54930012H97VSM0I2R19
CROWN CASTLE
22823QNX5
9100000.000000
PA
USD
9059757.800000
0.1031061
Long
DBT
CORP
US
N
2
2023-01-31
None
0
N
N
N
N
N
N
CRSNT TRUST 2021-MOON
N/A
CRSNT TRUST CRSNT 2021 MOON A 144A
22877LAA5
52400000.000000
PA
USD
49346384.760000
0.5615951
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
5.14
N
N
N
N
N
N
CSMC 2020-FACT TRUST
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2020 FACT A 144A
126395AA0
8700000.000000
PA
USD
8494884.450000
0.0966775
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
5.668
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 04/24 VAR
233853AK6
1000000.000000
PA
USD
996582.770000
0.0113418
Long
DBT
CORP
US
N
2
2024-04-05
Floating
5.31
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 06/23 VAR
233853AA8
39800000.000000
PA
USD
39753686.330000
0.4524237
Long
DBT
CORP
US
N
2
2023-06-14
Floating
4.62651
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/23 VAR
233853AC4
23400000.000000
PA
USD
23262957.200000
0.2647481
Long
DBT
CORP
US
N
2
2023-12-14
Floating
4.88682
N
N
N
N
N
N
DAIMLER TRUCKS RETAIL TRUST 2022-1
N/A
DAIMLER TRUCKS RETAIL TRUST DTRT 2022 1 A2
233869AB2
700000.000000
PA
USD
699538.210000
0.0079612
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
5.07
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 01/24 5.375
23636AAT8
17755000.000000
PA
USD
17615123.620000
0.2004720
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
20557000.000000
PA
USD
20561541.040000
0.2340042
Long
DBT
CORP
DK
N
2
2023-09-12
Floating
5.79514
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED REGS 01/24 5.375
23636BAT6
28347000.000000
PA
USD
28123678.370000
0.3200664
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.375
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED REGS 09/23 VAR
23636BAP4
10128000.000000
PA
USD
10130237.280000
0.1152889
Long
DBT
CORP
DK
N
2
2023-09-12
Floating
5.79514
N
N
N
N
N
N
DBCG 2017-BBG MORTGAGE TRUST
N/A
DBCG MORTGAGE TRUST DBCG 2017 BBG A 144A
233062AA6
78640000.000000
PA
USD
77312368.060000
0.8798668
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
5.018
N
N
N
N
N
N
DBWF-2018-GLKS
N/A
DBWF MORTGAGE TRUST DBWF 2018 GLKS A 144A
23307GAA4
900000.000000
PA
USD
874523.250000
0.0099527
Long
ABS-MBS
CORP
US
N
2
2030-12-19
Floating
5.469
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 02/23 3.95
251526BR9
58408000.000000
PA
USD
58209995.710000
0.6624690
Long
DBT
CORP
DE
N
2
2023-02-27
Fixed
3.95
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 02/23 VAR
251526BS7
1750000.000000
PA
USD
1750497.700000
0.0199218
Long
DBT
CORP
DE
N
2
2023-02-27
Floating
5.96629
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 11/23 VAR
251526CL1
32300000.000000
PA
USD
32091310.350000
0.3652207
Long
DBT
CORP
DE
N
2
2023-11-08
Floating
4.47711
N
N
N
N
N
N
DISCOVER CARD EXECUTION NOTE TRUST 2017-A5
N/A
DISCOVER CARD EXECUTION NOTE T DCENT 2017 A5 A5
254683CA1
34100000.000000
PA
USD
34116558.960000
0.3882694
Long
ABS-MBS
CORP
US
N
2
2026-12-15
Floating
4.91786
N
N
N
N
N
N
DLLMT-2021-1A
N/A
DLLMT LLC DLLMT 2021 1A A3 144A
23345FAC6
3000000.000000
PA
USD
2849447.400000
0.0324286
Long
ABS-O
CORP
US
N
2
2025-07-21
Fixed
1
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION RESOURCES
2574P1NX6
10500000.000000
PA
USD
10456543.970000
0.1190025
Long
DBT
CORP
US
N
2
2023-01-31
None
0
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION RESOURCES
2574P1P14
16300000.000000
PA
USD
16230356.950000
0.1847124
Long
DBT
CORP
US
N
2
2023-02-01
None
0
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
4539404.350000
PA
USD
4496692.100000
0.0511754
Long
ABS-CBDO
CORP
KY
N
2
2028-04-15
Floating
5.05914
N
N
N
N
N
N
DRYDEN 80 CLO LTD 2019-80A
N/A
DRYDEN SENIOR LOAN FUND DRSLF 2019 80A AR 144A
26245JAQ1
3400000.000000
PA
USD
3333919.980000
0.0379423
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
5.11361
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
EBAY INC SR UNSECURED 01/23 2.75
278642AS2
6100000.000000
PA
USD
6090136.180000
0.0693099
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.75
N
N
N
N
N
N
EDUCATIONAL SERVICES OF AMERICA INC 2012-1
N/A
EDUCATIONAL SERVICES OF AMERIC EDUSA 2012 1 A1 144A
281380AA3
23392.170000
PA
USD
23376.540000
0.0002660
Long
ABS-O
CORP
US
N
2
2040-09-25
Floating
5.53871
N
N
N
N
N
N
EDUCATIONAL SERVICES OF AMERICA INC 2012-2
N/A
EDUCATIONAL SERVICES OF AMERIC EDUSA 2012 2 A 144A
28137QAA7
413764.760000
PA
USD
409071.100000
0.0046555
Long
ABS-O
CORP
US
N
2
2039-04-25
Floating
5.11871
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA (EDF)
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE SA
28504HNL4
4000000.000000
PA
USD
3989196.680000
0.0453997
Long
DBT
CORP
FR
N
2
2023-01-20
None
0
N
N
N
N
N
N
ELEVATION CLO LTD 2017-8A
N/A
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A
28622VAN0
15600000.000000
PA
USD
15321206.160000
0.1743656
Long
ABS-CBDO
CORP
KY
N
2
2030-10-25
Floating
5.30843
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
7509459.980000
PA
USD
6568886.600000
0.0747584
Long
ABS-O
CORP
US
N
2
2046-12-26
Fixed
1.53
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1
N/A
ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 1 A1 144A
31573CAA3
41676517.440000
PA
USD
35061091.300000
0.3990188
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.206
N
N
N
N
N
N
ENBRIDGE (US) INC
5493003FRODSVHJWFS32
ENBRIDGE (US) INC
29251VN44
18500000.000000
PA
USD
18487818.310000
0.2104038
Long
DBT
CORP
US
N
2
2023-01-04
None
0
N
N
N
N
N
N
ENBRIDGE (US) INC
5493003FRODSVHJWFS32
ENBRIDGE (US) INC
29251VN93
19000000.000000
PA
USD
18974888.270000
0.2159470
Long
DBT
CORP
US
N
2
2023-01-09
None
0
N
N
N
N
N
N
ENBRIDGE (US) INC
5493003FRODSVHJWFS32
ENBRIDGE (US) INC
29251VNL6
27800000.000000
PA
USD
27722095.230000
0.3154961
Long
DBT
CORP
US
N
2
2023-01-20
None
0
N
N
N
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
ENEL FINANCE AMERICA
29279HNC5
43200000.000000
PA
USD
43126617.460000
0.4908100
Long
DBT
CORP
US
N
2
2023-01-12
None
0
N
N
N
N
N
N
ENEL FINANCE INTERNATIONAL NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTL NV COMPANY GUAR 144A 09/24 2.65
29278GAL2
14100000.000000
PA
USD
13499937.560000
0.1536384
Long
DBT
CORP
NL
N
2
2024-09-10
Fixed
2.65
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER PARTNERS
29277FN56
47000000.000000
PA
USD
46961961.490000
0.5344588
Long
DBT
CORP
US
N
2
2023-01-05
None
0
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST 2021-ESH
N/A
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A
30227FAA8
2342861.330000
PA
USD
2278843.110000
0.0259348
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
5.398
N
N
N
N
N
N
FANNIE MAE 1998-22
N/A
FANNIE MAE FNR 1998 22 FA
31359RY63
39444.930000
PA
USD
39306.640000
0.0004473
Long
ABS-MBS
USGSE
US
N
2
2028-04-18
Floating
4.73914
N
N
N
N
N
N
FANNIE MAE 2001-46
N/A
FANNIE MAE FNR 2001 46 F
313920ZH6
249206.810000
PA
USD
248217.360000
0.0028249
Long
ABS-MBS
USGSE
US
N
2
2031-09-18
Floating
4.73914
N
N
N
N
N
N
FANNIE MAE 2001-57
N/A
FANNIE MAE FNR 2001 57 F
313921JD1
52922.700000
PA
USD
52530.540000
0.0005978
Long
ABS-MBS
USGSE
US
N
2
2031-06-25
Floating
4.88871
N
N
N
N
N
N
FANNIE MAE 2002-13
N/A
FANNIE MAE FNR 2002 13 FB
31392B4V5
12455.350000
PA
USD
12485.110000
0.0001421
Long
ABS-MBS
USGSE
US
N
2
2032-03-25
Floating
5.28871
N
N
N
N
N
N
FANNIE MAE 2002-34
N/A
FANNIE MAE FNR 2002 34 FA
31392CM92
62833.910000
PA
USD
62588.370000
0.0007123
Long
ABS-MBS
USGSE
US
N
2
2032-05-18
Floating
4.83914
N
N
N
N
N
N
FANNIE MAE 2002-39
N/A
FANNIE MAE FNR 2002 39 FB
31392DQA3
72213.930000
PA
USD
71749.270000
0.0008166
Long
ABS-MBS
USGSE
US
N
2
2032-03-18
Floating
4.88914
N
N
N
N
N
N
FANNIE MAE 2002-65
N/A
FANNIE MAE FNR 2002 65 FC
31392EG53
58512.870000
PA
USD
58180.660000
0.0006621
Long
ABS-MBS
USGSE
US
N
2
2026-06-25
Floating
4.78871
N
N
N
N
N
N
FANNIE MAE 2005-79
N/A
FANNIE MAE FNR 2005 79 NF
31394FHD0
241941.660000
PA
USD
238076.910000
0.0027095
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Floating
4.79871
N
N
N
N
N
N
FANNIE MAE 2006-112
N/A
FANNIE MAE FNR 2006 112 DF
31396LQH6
42817.300000
PA
USD
41859.410000
0.0004764
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Floating
4.73871
N
N
N
N
N
N
FANNIE MAE 2007-109
N/A
FANNIE MAE FNR 2007 109 GF
31396X2G8
267326.100000
PA
USD
264966.950000
0.0030155
Long
ABS-MBS
USGSE
US
N
2
2037-12-25
Floating
5.06871
N
N
N
N
N
N
FANNIE MAE 2007-16
N/A
FANNIE MAE FNR 2007 16 FC
31396PXY2
39742.630000
PA
USD
39442.530000
0.0004489
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
5.13871
N
N
N
N
N
N
FANNIE MAE 2007-3
N/A
FANNIE MAE FNR 2007 3 FG
31396PRM5
258925.310000
PA
USD
251408.990000
0.0028612
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
Floating
4.31614
N
N
N
N
N
N
FANNIE MAE 2007-42
N/A
FANNIE MAE FNR 2007 42 AF
31396VN53
10591.760000
PA
USD
10305.740000
0.0001173
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
4.63871
N
N
N
N
N
N
FANNIE MAE 2008-1
N/A
FANNIE MAE FNR 2008 1 LF
31396YCM2
50373.030000
PA
USD
50184.500000
0.0005711
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
5.08871
N
N
N
N
N
N
FANNIE MAE 2008-53
N/A
FANNIE MAE FNR 2008 53 LF
31397LC31
11948.350000
PA
USD
11930.790000
0.0001358
Long
ABS-MBS
USGSE
US
N
2
2038-07-25
Floating
5.23871
N
N
N
N
N
N
FANNIE MAE 2010-4
N/A
FANNIE MAE FNR 2010 4 AF
31398GS83
11486.000000
PA
USD
11435.900000
0.0001301
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
5.13871
N
N
N
N
N
N
FANNIE MAE 2020-12
N/A
FANNIE MAE FNR 2020 12 WF
3136B8D55
8351605.330000
PA
USD
8274106.610000
0.0941649
Long
ABS-MBS
USGSE
US
N
2
2060-03-25
Floating
3.35191
N
N
N
N
N
N
FANNIE MAE REMICS 2007-22
N/A
FANNIE MAE FNR 2007 22 FY
31396PT76
158467.960000
PA
USD
155094.110000
0.0017651
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
4.80871
N
N
N
N
N
N
FANNIE MAE REMICS 2007-7
N/A
FANNIE MAE FNR 2007 7 F
31396PSL6
16930.900000
PA
USD
16521.860000
0.0001880
Long
ABS-MBS
USGSE
US
N
2
2037-02-25
Floating
4.71871
N
N
N
N
N
N
FANNIE MAE REMICS 2008-3
N/A
FANNIE MAE FNR 2008 3 FG
31396YJK9
648543.500000
PA
USD
647890.290000
0.0073734
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
5.16871
N
N
N
N
N
N
FANNIE MAE REMICS 2010-89
N/A
FANNIE MAE FNR 2010 89 CF
31398TNX5
264489.230000
PA
USD
260205.670000
0.0029613
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
4.83871
N
N
N
N
N
N
FANNIE MAE REMICS 2014-42
N/A
FANNIE MAE FNR 2014 42 FA
3136AKPQ0
2370031.000000
PA
USD
2296578.530000
0.0261366
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Floating
3.27679
N
N
N
N
N
N
FANNIE MAE REMICS 2014-49
N/A
FANNIE MAE FNR 2014 49 AF
3136AKWD1
2903906.250000
PA
USD
2821546.240000
0.0321111
Long
ABS-MBS
USGSE
US
N
2
2044-08-25
Floating
3.44918
N
N
N
N
N
N
FANNIE MAE REMICS 2014-50
N/A
FANNIE MAE FNR 2014 50 FC
3136AKXJ7
5732728.950000
PA
USD
5589452.000000
0.0636117
Long
ABS-MBS
USGSE
US
N
2
2044-08-25
Floating
2.93168
N
N
N
N
N
N
FANNIE MAE REMICS 2014-61
N/A
FANNIE MAE FNR 2014 61 FA
3136ALFX4
3758290.200000
PA
USD
3642788.170000
0.0414574
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Floating
3.67674
N
N
N
N
N
N
FANNIE MAE REMICS 2014-86
N/A
FANNIE MAE FNR 2014 86 PA
3136AMHN2
975592.580000
PA
USD
855546.600000
0.0097367
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Fixed
2
N
N
N
N
N
N
FANNIE MAE REMICS 2015-87
N/A
FANNIE MAE FNR 2015 87 BF
3136AQWE6
1842401.990000
PA
USD
1794363.020000
0.0204211
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Floating
4.68871
N
N
N
N
N
N
FANNIE MAE REMICS 2016-40
N/A
FANNIE MAE FNR 2016 40 AF
3136ASK88
273807.780000
PA
USD
266620.680000
0.0030343
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
3.489
N
N
N
N
N
N
FANNIE MAE REMICS 2016-40
N/A
FANNIE MAE FNR 2016 40 DF
3136ASL61
4025351.660000
PA
USD
3914691.520000
0.0445518
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
3.19653
N
N
N
N
N
N
FANNIE MAE REMICS 2016-40
N/A
FANNIE MAE FNR 2016 40 EF
3136ASL87
6001470.000000
PA
USD
5841049.510000
0.0664751
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
3.36281
N
N
N
N
N
N
FANNIE MAE REMICS 2018-39
N/A
FANNIE MAE FNR 2018 39 FW
3136B2CD2
8090316.860000
PA
USD
7905823.660000
0.0899736
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Floating
3.68385
N
N
N
N
N
N
FANNIE MAE REMICS 2019-28
N/A
FANNIE MAE FNR 2019 28 FJ
3136B4UP1
5420279.440000
PA
USD
5254699.120000
0.0598020
Long
ABS-MBS
USGSE
US
N
2
2059-06-25
Floating
4.83871
N
N
N
N
N
N
FANNIE MAE REMICS 2019-53
N/A
FANNIE MAE FNR 2019 53 FA
3136B5K95
7253407.500000
PA
USD
6994584.160000
0.0796031
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Floating
3.31545
N
N
N
N
N
N
FANNIE MAE REMICS 2019-60
N/A
FANNIE MAE FNR 2019 60 WF
3136B6VA8
4967025.360000
PA
USD
4963923.450000
0.0564928
Long
ABS-MBS
USGSE
US
N
2
2059-10-25
Floating
3.3663
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 01/23 VAR
3130ATAD9
336000000.000000
PA
USD
336000924.000000
3.8239169
Long
DBT
USGSE
US
N
2
2023-01-10
Floating
4.33
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 01/23 VAR
3130ATCZ8
250000000.000000
PA
USD
250002610.000000
2.8451981
Long
DBT
USGSE
US
N
2
2023-01-17
Floating
4.32
N
N
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
549300B2Q47IR0CR5B54
FED CAISSES DESJARDINS SR UNSECURED 144A 05/24 0.7
31429KAE3
4000000.000000
PA
USD
3749419.040000
0.0426709
Long
DBT
CORP
CA
N
2
2024-05-21
Fixed
0.7
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 849407 FH 09/37 FLOATING VAR
31300MNY5
1318144.950000
PA
USD
1340008.850000
0.0152502
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
3.756
N
N
N
N
N
N
FIRST ABU DHABI BANK PJSC
2138002Y3WMK6RZS8H90
FIRST ABU DHABI BANK PJS SR UNSECURED REGS 08/23 VAR
ACI1DSTV8
9000000.000000
PA
USD
8997147.000000
0.1023936
Long
DBT
CORP
AE
N
2
2023-08-08
Floating
5.40029
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC
33774LN95
15300000.000000
PA
USD
15280458.530000
0.1739019
Long
DBT
CORP
US
N
2
2023-01-09
None
0
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST 2020-3
N/A
FLAGSHIP CREDIT AUTO TRUST FCAT 2020 3 A 144A
33844TAA5
13494.400000
PA
USD
13476.200000
0.0001534
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
0.7
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AL5548 FN 05/38 FLOATING VAR
3138ENEW5
233692.620000
PA
USD
237375.390000
0.0027015
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Floating
3.555
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AL7183 FN 01/36 FLOATING VAR
3138EP6V1
1731905.560000
PA
USD
1765367.810000
0.0200911
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Floating
3.631
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2022-C
N/A
FORD CREDIT AUTO OWNER TRUST FORDO 2022 C A2B
34535AAC4
21300000.000000
PA
USD
21327732.600000
0.2427240
Long
ABS-O
CORP
US
N
2
2025-04-15
Floating
4.32732
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2020-1
N/A
FORD CREDIT FLOORPLAN MASTER O FORDF 2020 1 A2
34528QHL1
47700000.000000
PA
USD
47544626.790000
0.5410899
Long
ABS-O
CORP
US
N
2
2025-09-15
Floating
4.81786
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2022-1
N/A
FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2022 1 A2 144A
35105JAB4
14843019.420000
PA
USD
14580596.320000
0.1659370
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
1.15
N
N
N
N
N
N
FREDDIE MAC 3850
N/A
FREDDIE MAC FHR 3850 FC
3137A96V3
164359.000000
PA
USD
161477.240000
0.0018377
Long
ABS-MBS
USGSE
US
N
2
2041-04-15
Floating
4.73786
N
N
N
N
N
N
FREDDIE MAC 3898
N/A
FREDDIE MAC FHR 3898 TF
3137ADYR2
21992.960000
PA
USD
21643.760000
0.0002463
Long
ABS-MBS
USGSE
US
N
2
2039-07-15
Floating
4.81786
N
N
N
N
N
N
FREDDIE MAC 4615
N/A
FREDDIE MAC FHR 4615 AF
3137BRYG4
418124.470000
PA
USD
407080.590000
0.0046329
Long
ABS-MBS
USGSE
US
N
2
2038-10-15
Floating
3.33823
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF60
N/A
FHLMC MULTIFAMILY STRUCTURED P FHMS KF60 A
3137FL7L2
2711619.150000
PA
USD
2690654.270000
0.0306215
Long
ABS-MBS
USGSE
US
N
2
2026-02-25
Floating
4.632
N
N
N
N
N
N
FREDDIE MAC REMICS 4102
N/A
FREDDIE MAC FHR 4102 LF
3137AUMR7
11487.500000
PA
USD
11425.990000
0.0001300
Long
ABS-MBS
USGSE
US
N
2
2040-01-15
Floating
4.56786
N
N
N
N
N
N
FREDDIE MAC REMICS 4344
N/A
FREDDIE MAC FHR 4344 FA
3137BAJK9
1039281.480000
PA
USD
1008079.960000
0.0114726
Long
ABS-MBS
USGSE
US
N
2
2037-12-15
Floating
3.4004
N
N
N
N
N
N
FREDDIE MAC REMICS 4367
N/A
FREDDIE MAC FHR 4367 GF
3137BCL48
5833857.000000
PA
USD
5633367.170000
0.0641115
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Floating
3.08964
N
N
N
N
N
N
FREDDIE MAC REMICS 4521
N/A
FREDDIE MAC FHR 4521 AF
3137BLN53
2141364.750000
PA
USD
2079081.440000
0.0236613
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
3.28593
N
N
N
N
N
N
FREDDIE MAC REMICS 4600
N/A
FREDDIE MAC FHR 4600 FA
3137BQX77
3474340.400000
PA
USD
3474071.830000
0.0395373
Long
ABS-MBS
USGSE
US
N
2
2044-11-15
Floating
3.42838
N
N
N
N
N
N
FREDDIE MAC REMICS 4678
N/A
FREDDIE MAC FHR 4678 AF
3137BWWX8
1547879.100000
PA
USD
1537463.270000
0.0174974
Long
ABS-MBS
USGSE
US
N
2
2042-12-15
Floating
3.10428
N
N
N
N
N
N
FREDDIE MAC REMICS 4722
N/A
FREDDIE MAC FHR 4722 FA
3137FAWH7
2001449.610000
PA
USD
1974319.960000
0.0224691
Long
ABS-MBS
USGSE
US
N
2
2038-05-15
Floating
3.22647
N
N
N
N
N
N
FREDDIE MAC REMICS 4736
N/A
FREDDIE MAC FHR 4736 AF
3137FCHA5
4134110.830000
PA
USD
3825893.850000
0.0435412
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Floating
3.33737
N
N
N
N
N
N
FREDDIE MAC REMICS 4794
N/A
FREDDIE MAC FHR 4794 WF
3137F5MJ5
4847767.800000
PA
USD
4807612.280000
0.0547139
Long
ABS-MBS
USGSE
US
N
2
2043-03-15
Floating
3.15615
N
N
N
N
N
N
FREDDIE MAC REMICS 4842
N/A
FREDDIE MAC FHR 4842 FW
3137FJG52
11578199.200000
PA
USD
11610143.450000
0.1321313
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Floating
3.56
N
N
N
N
N
N
FREDDIE MAC REMICS 4875
N/A
FREDDIE MAC FHR 4875 F
3137FLA87
3257038.870000
PA
USD
3171153.360000
0.0360899
Long
ABS-MBS
USGSE
US
N
2
2049-04-15
Floating
4.76786
N
N
N
N
N
N
FREDDIE MAC REMICS 4903
N/A
FREDDIE MAC FHR 4903 F
3137FN4L1
892067.150000
PA
USD
864145.720000
0.0098346
Long
ABS-MBS
USGSE
US
N
2
2048-09-15
Floating
4.76786
N
N
N
N
N
N
FREDDIE MAC REMICS 4913
N/A
FREDDIE MAC FHR 4913 FC
3137FNJC5
6284071.640000
PA
USD
6252169.920000
0.0711539
Long
ABS-MBS
USGSE
US
N
2
2044-06-15
Floating
3.15053
N
N
N
N
N
N
FREDDIE MAC REMICS 5104
N/A
FREDDIE MAC FHR 5104 DC
3137FYYN0
4514168.400000
PA
USD
3568530.470000
0.0406123
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
1
N
N
N
N
N
N
FREDDIE MAC STRIPS 242
N/A
FREDDIEMAC STRIP FHS 242 F29
3128HWDU8
2327.080000
PA
USD
2304.840000
0.0000262
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Floating
4.56786
N
N
N
N
N
N
FREDDIE MAC STRIPS 328
N/A
FREDDIEMAC STRIP FHS 328 F4
31351DC90
4595940.000000
PA
USD
4474626.170000
0.0509243
Long
ABS-MBS
USGSE
US
N
2
2038-02-15
Floating
3.195
N
N
N
N
N
N
FREDDIE MAC STRIPS 330
N/A
FREDDIEMAC STRIP FHS 330 F4
31351DDT5
2980153.800000
PA
USD
2930337.760000
0.0333492
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Floating
3.604
N
N
N
N
N
N
FREDDIE MAC-3279
N/A
FREDDIE MAC FHR 3279 FB
31397FB50
632404.830000
PA
USD
616907.690000
0.0070208
Long
ABS-MBS
USGSE
US
N
2
2037-02-15
Floating
4.63786
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SECURED 144A 04/24 1
36143L2B0
63200000.000000
PA
USD
59235178.970000
0.6741362
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
1
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SECURED 144A 04/25 VAR
36143L2K0
17100000.000000
PA
USD
16725093.620000
0.1903428
Long
DBT
CORP
US
N
2
2025-04-11
Floating
5.0514
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SECURED 144A 09/24 VAR
36143L2E4
50570000.000000
PA
USD
49137813.600000
0.5592214
Long
DBT
CORP
US
N
2
2024-09-13
Floating
4.69383
N
N
N
N
N
N
GALAXY XV CLO LTD 2013-15A
N/A
GALAXY CLO LTD GALXY 2013 15A ARR 144A
36318WAK6
6900000.000000
PA
USD
6748469.860000
0.0768021
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
5.04914
N
N
N
N
N
N
GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A
N/A
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A
36361UAL4
6000000.000000
PA
USD
5896500.000000
0.0671061
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
5.16914
N
N
N
N
N
N
GCAT 2022-HX1 TRUST
N/A
GCAT GCAT 2022 HX1 A1 144A
36168XAA7
25634393.940000
PA
USD
22915099.990000
0.2607893
Long
ABS-MBS
CORP
US
N
2
2066-12-27
Variable
2.885
N
N
N
N
N
N
GCAT LLC 2019-RPL1
N/A
GCAT GCAT 2019 RPL1 A1 144A
36167CAA4
1986945.800000
PA
USD
1872628.070000
0.0213118
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
2.65
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSECURED 10/23 4.875
37045VAE0
3242000.000000
PA
USD
3232889.920000
0.0367925
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.875
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 01/23 3.25
37045XCF1
43000000.000000
PA
USD
42997470.740000
0.4893402
Long
DBT
CORP
US
N
2
2023-01-05
Fixed
3.25
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 01/23 VAR
37045XCE4
30240000.000000
PA
USD
30237726.860000
0.3441257
Long
DBT
CORP
US
N
2
2023-01-05
Floating
4.73829
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 05/23 3.7
37045XBK1
6986000.000000
PA
USD
6952417.530000
0.0791232
Long
DBT
CORP
US
N
2
2023-05-09
Fixed
3.7
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 05/23 4.25
37045XAL0
13000000.000000
PA
USD
12948174.850000
0.1473590
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.25
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO SR UNSECURED 01/24 5.1
37045XCR5
5000000.000000
PA
USD
4982252.700000
0.0567014
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.1
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO SR UNSECURED 03/24 1.05
37045XDG8
882000.000000
PA
USD
837949.530000
0.0095364
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.05
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO SR UNSECURED 06/23 4.15
37045XCL8
17993000.000000
PA
USD
17900032.330000
0.2037144
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO SR UNSECURED 08/23 1.7
37045XCZ7
865000.000000
PA
USD
845370.570000
0.0096209
Long
DBT
CORP
US
N
2
2023-08-18
Fixed
1.7
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO SR UNSECURED 11/23 VAR
37045XDC7
29931000.000000
PA
USD
29853863.320000
0.3397571
Long
DBT
CORP
US
N
2
2023-11-17
Floating
5.21407
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-3
N/A
GM FINANCIAL SECURITIZED TERM GMCAR 2022 3 A2B
36265WAC7
19200000.000000
PA
USD
19226016.000000
0.2188050
Long
ABS-O
CORP
US
N
2
2025-09-16
Floating
4.40799
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-4
N/A
GM FINANCIAL SECURITIZED TERM GMCAR 2022 4 A2B
36265QAC0
12500000.000000
PA
USD
12525300.000000
0.1425464
Long
ABS-O
CORP
US
N
2
2025-11-17
Floating
4.45799
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 354798 GN 04/24 FIXED 7
36203PDB6
178.870000
PA
USD
179.290000
0.0000020
Long
ABS-MBS
USGSE
US
N
2
2024-04-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 385437 GN 02/24 FIXED 7
36205BEJ7
41.380000
PA
USD
41.350000
0.0000005
Long
ABS-MBS
USGSE
US
N
2
2024-02-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 388562 GN 07/24 FIXED 7.5
36205ETT3
8977.150000
PA
USD
8972.830000
0.0001021
Long
ABS-MBS
USGSE
US
N
2
2024-07-15
Fixed
7.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 402398 GN 08/24 FIXED 7
36205V7K8
8663.560000
PA
USD
8656.510000
0.0000985
Long
ABS-MBS
USGSE
US
N
2
2024-08-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 402438 GN 09/24 FIXED 7
36205WBF2
7703.250000
PA
USD
7696.960000
0.0000876
Long
ABS-MBS
USGSE
US
N
2
2024-09-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 402453 GN 09/24 FIXED 7
36205WBW5
12165.440000
PA
USD
12155.620000
0.0001383
Long
ABS-MBS
USGSE
US
N
2
2024-09-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 429790 GN 12/33 FIXED 6.5
36207ENF7
1177.820000
PA
USD
1212.950000
0.0000138
Long
ABS-MBS
USGSE
US
N
2
2033-12-15
Fixed
6.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 441967 GN 06/31 FIXED 7
36207T6C0
652.540000
PA
USD
652.040000
0.0000074
Long
ABS-MBS
USGSE
US
N
2
2031-06-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 455301 GN 09/27 FIXED 7.5
36208MX67
2779.680000
PA
USD
2809.720000
0.0000320
Long
ABS-MBS
USGSE
US
N
2
2027-09-15
Fixed
7.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 462512 GN 02/28 FIXED 7.5
36208VYH2
6176.490000
PA
USD
6190.080000
0.0000704
Long
ABS-MBS
USGSE
US
N
2
2028-02-15
Fixed
7.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 462600 GN 03/28 FIXED 7
36208V3H6
29.190000
PA
USD
29.170000
0.0000003
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 462765 GN 06/28 FIXED 7.5
36208WCA9
6129.050000
PA
USD
6253.120000
0.0000712
Long
ABS-MBS
USGSE
US
N
2
2028-06-15
Fixed
7.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 485867 GN 10/31 FIXED 7
36209YW46
459.130000
PA
USD
460.130000
0.0000052
Long
ABS-MBS
USGSE
US
N
2
2031-10-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 508472 GN 04/31 FIXED 7
36211B2D5
124.750000
PA
USD
126.660000
0.0000014
Long
ABS-MBS
USGSE
US
N
2
2031-04-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 511872 GN 01/31 FIXED 7
36211FT54
147.430000
PA
USD
147.610000
0.0000017
Long
ABS-MBS
USGSE
US
N
2
2031-01-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 543868 GN 01/31 FIXED 7
36212UFH9
458.150000
PA
USD
458.250000
0.0000052
Long
ABS-MBS
USGSE
US
N
2
2031-01-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 545862 GN 08/31 FIXED 7
36212WMK0
91.210000
PA
USD
91.150000
0.0000010
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 551599 GN 08/31 FIXED 7
36213DX45
813.070000
PA
USD
818.010000
0.0000093
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 557712 GN 08/31 FIXED 7
36213LR93
396.230000
PA
USD
398.070000
0.0000045
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 568048 GN 08/31 FIXED 7
36213YBR2
626.730000
PA
USD
627.780000
0.0000071
Long
ABS-MBS
USGSE
US
N
2
2031-08-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 569554 GN 01/32 FIXED 7
36200QWP5
1102.670000
PA
USD
1135.810000
0.0000129
Long
ABS-MBS
USGSE
US
N
2
2032-01-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 571205 GN 09/31 FIXED 7
36200SR28
528.860000
PA
USD
544.420000
0.0000062
Long
ABS-MBS
USGSE
US
N
2
2031-09-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 572369 GN 10/31 FIXED 7
36200T2A5
157.070000
PA
USD
156.950000
0.0000018
Long
ABS-MBS
USGSE
US
N
2
2031-10-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 590330 GN 07/32 FIXED 7
36201QY31
603.290000
PA
USD
616.450000
0.0000070
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Fixed
7
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 605375 GN 09/34 FIXED 6.5
36200NQ46
7155.600000
PA
USD
7363.980000
0.0000838
Long
ABS-MBS
USGSE
US
N
2
2034-09-15
Fixed
6.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 621752 GN 11/33 FIXED 6.5
36290YWM6
2425.950000
PA
USD
2422.800000
0.0000276
Long
ABS-MBS
USGSE
US
N
2
2033-11-15
Fixed
6.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 622628 GN 11/33 FIXED 6.5
36291AVV8
932.340000
PA
USD
959.490000
0.0000109
Long
ABS-MBS
USGSE
US
N
2
2033-11-15
Fixed
6.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 628408 GN 11/33 FIXED 6.5
36291HDM3
3068.740000
PA
USD
3158.110000
0.0000359
Long
ABS-MBS
USGSE
US
N
2
2033-11-15
Fixed
6.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 781690 GN 12/33 FIXED 6
36225B2X5
10094.570000
PA
USD
10708.050000
0.0001219
Long
ABS-MBS
USGSE
US
N
2
2033-12-15
Fixed
6
N
N
N
N
N
N
GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD 2017-2A
N/A
GOLDENTREE LOAN MANAGEMENT US GLM 2017 2A AR 144A
38136MAU2
31500000.000000
PA
USD
31115016.450000
0.3541098
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
5.15257
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 02/23 VAR
38141GWU4
21715000.000000
PA
USD
21726621.430000
0.2472636
Long
DBT
CORP
US
N
2
2023-02-23
Floating
5.44186
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 03/24 VAR
38141GXW9
500000.000000
PA
USD
496977.550000
0.0056559
Long
DBT
CORP
US
N
2
2024-03-08
Floating
4.73432
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 03/24 VAR
38141GZQ0
16600000.000000
PA
USD
16593932.870000
0.1888501
Long
DBT
CORP
US
N
2
2024-03-15
Floating
5.65358
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 10/24 VAR
38141GYQ1
26600000.000000
PA
USD
26192261.900000
0.2980856
Long
DBT
CORP
US
N
2
2024-10-21
Floating
4.28606
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 11/23 VAR
38141EB81
2478000.000000
PA
USD
2497267.910000
0.0284206
Long
DBT
CORP
US
N
2
2023-11-29
Floating
6.33386
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-115
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 115 FP
38377KEE6
3253588.370000
PA
USD
3209046.090000
0.0365211
Long
ABS-MBS
USGSE
US
N
2
2040-09-20
Floating
4.95286
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-129
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 129 FJ
38377MAP1
5972185.980000
PA
USD
5899385.030000
0.0671390
Long
ABS-MBS
USGSE
US
N
2
2040-10-20
Floating
4.98286
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 15 AF
38376WXM2
2055290.860000
PA
USD
2048614.660000
0.0233146
Long
ABS-MBS
USGSE
US
N
2
2040-02-20
Floating
5.09286
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-37
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 37 FG
38376XJP9
4443599.420000
PA
USD
4437362.380000
0.0505002
Long
ABS-MBS
USGSE
US
N
2
2040-03-20
Floating
5.15286
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-4
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 4 FM
38376TX98
2387180.240000
PA
USD
2370930.470000
0.0269828
Long
ABS-MBS
USGSE
US
N
2
2040-01-16
Floating
5.02629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-50
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 50 GF
38376YGD7
4225720.400000
PA
USD
4216592.000000
0.0479877
Long
ABS-MBS
USGSE
US
N
2
2040-04-20
Floating
5.12286
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-69
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 69 FB
38377VE28
1741555.530000
PA
USD
1719225.650000
0.0195659
Long
ABS-MBS
USGSE
US
N
2
2041-05-20
Floating
5.00286
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-72
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 72 AF
38377WGH1
6407334.210000
PA
USD
6324083.080000
0.0719723
Long
ABS-MBS
USGSE
US
N
2
2041-05-20
Floating
4.97286
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H11
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H11 FA
38375BLN0
750019.780000
PA
USD
744694.560000
0.0084751
Long
ABS-MBS
USGSE
US
N
2
2061-03-20
Floating
4.34157
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H13
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H13 FT
38375B2L5
500502.460000
PA
USD
498883.530000
0.0056776
Long
ABS-MBS
USGSE
US
N
2
2063-05-20
Floating
4.99052
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H15 FC
38375B4J8
476762.670000
PA
USD
473633.720000
0.0053903
Long
ABS-MBS
USGSE
US
N
2
2063-07-20
Floating
4.34157
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H10
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H10 FA
38375UFM7
974122.720000
PA
USD
969388.870000
0.0110323
Long
ABS-MBS
USGSE
US
N
2
2064-04-20
Floating
4.34157
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H04
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H04 FA
38378U8L4
5892003.990000
PA
USD
5775811.310000
0.0657326
Long
ABS-MBS
USGSE
US
N
2
2064-12-20
Floating
3.4935
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H12
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H12 FD
38376RBP0
6948623.240000
PA
USD
6843555.890000
0.0778843
Long
ABS-MBS
USGSE
US
N
2
2065-05-20
Floating
3.92762
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H25
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H25 FD
38376RJN7
8356692.680000
PA
USD
8215184.620000
0.0934943
Long
ABS-MBS
USGSE
US
N
2
2065-10-20
Floating
4.49157
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H19
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H19 FA
38376RZN9
1188732.730000
PA
USD
1176576.040000
0.0133902
Long
ABS-MBS
USGSE
US
N
2
2066-09-20
Floating
4.62157
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H02
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H02 FH
38376RPV2
3627427.260000
PA
USD
3579601.810000
0.0407383
Long
ABS-MBS
USGSE
US
N
2
2066-01-20
Floating
4.84157
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FK
38376RQN9
8823534.130000
PA
USD
8713451.720000
0.0991650
Long
ABS-MBS
USGSE
US
N
2
2066-02-20
Floating
3.20459
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H06 FD
38376RSG2
3751393.140000
PA
USD
3717937.090000
0.0423126
Long
ABS-MBS
USGSE
US
N
2
2065-07-20
Floating
4.41746
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H15 FA
38376RWY8
2187374.980000
PA
USD
2167799.510000
0.0246710
Long
ABS-MBS
USGSE
US
N
2
2066-07-20
Floating
4.60077
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H17 FC
38376RXT8
772677.980000
PA
USD
764583.020000
0.0087015
Long
ABS-MBS
USGSE
US
N
2
2066-08-20
Floating
4.67157
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-121
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 121 PE
38380TV37
328035.650000
PA
USD
313474.570000
0.0035676
Long
ABS-MBS
USGSE
US
N
2
2046-07-20
Fixed
3
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB
38375UZZ6
1300835.690000
PA
USD
1288085.940000
0.0146593
Long
ABS-MBS
USGSE
US
N
2
2067-04-20
Floating
1.96829
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H12
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H12 FE
38376R2V7
142447.050000
PA
USD
141904.610000
0.0016150
Long
ABS-MBS
USGSE
US
N
2
2066-06-20
Floating
4.04157
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FD
38376R5D4
964686.380000
PA
USD
941755.980000
0.0107178
Long
ABS-MBS
USGSE
US
N
2
2067-06-20
Floating
4.31157
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE
38376R5H5
4703784.410000
PA
USD
4682778.720000
0.0532932
Long
ABS-MBS
USGSE
US
N
2
2067-06-20
Floating
3.37857
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FN
38376R5Y8
1827643.530000
PA
USD
1810633.100000
0.0206062
Long
ABS-MBS
USGSE
US
N
2
2067-07-20
Floating
4.34157
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-31
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 31 CF
38381RYA1
4579154.770000
PA
USD
4470174.550000
0.0508736
Long
ABS-MBS
USGSE
US
N
2
2049-03-20
Floating
4.80286
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-44
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 44 FE
38381TQQ1
4918391.890000
PA
USD
4796355.770000
0.0545858
Long
ABS-MBS
USGSE
US
N
2
2049-04-20
Floating
4.80286
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-78
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 78 FJ
38381WUF3
4657708.860000
PA
USD
4545174.420000
0.0517271
Long
ABS-MBS
USGSE
US
N
2
2049-06-20
Floating
4.80286
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H02
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H02 FB
38380LPZ0
5678412.310000
PA
USD
5533112.530000
0.0629705
Long
ABS-MBS
USGSE
US
N
2
2068-12-20
Floating
0.70588
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU
38382CP47
1284655.360000
PA
USD
1120576.990000
0.0127529
Long
ABS-MBS
USGSE
US
N
2
2049-10-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 21 AC
38382DMC0
1588896.640000
PA
USD
1435652.010000
0.0163387
Long
ABS-MBS
USGSE
US
N
2
2049-01-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H07
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H07 FA
38380L8G1
35538638.040000
PA
USD
34280534.710000
0.3901356
Long
ABS-MBS
USGSE
US
N
2
2070-04-20
Floating
4.54157
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-97
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 97 FA
38382VER6
116426240.020000
PA
USD
100124237.890000
1.1394813
Long
ABS-MBS
USGSE
US
N
2
2051-06-20
Floating
3
N
N
N
N
N
N
GPMT LLC 2021-FL3
N/A
GPMT LTD. GPMT 2021 FL3 A 144A
36264BAA8
25387312.780000
PA
USD
24914344.600000
0.2835420
Long
ABS-MBS
CORP
KY
N
2
2035-07-16
Floating
5.58914
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP TRUST 2018-TWR
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2018 TWR A 144A
36251SAA6
9100000.000000
PA
USD
8689768.360000
0.0988954
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
5.468
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2014-GC18 2014-GC18
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC18 AAB
36252RAQ2
1871026.710000
PA
USD
1852180.790000
0.0210791
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Fixed
3.648
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A
36261WAA5
54370641.720000
PA
USD
49421260.460000
0.5624472
Long
ABS-MBS
CORP
US
N
2
2060-12-25
Variable
1.75
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE CAPITAL US LLC
549300N8C3A3L0UVQB07
GSK CONSUMER HEALTHCARE COMPANY GUAR 03/24 VAR
36264FAJ0
18900000.000000
PA
USD
18838715.990000
0.2143973
Long
DBT
CORP
US
N
2
2024-03-24
Floating
5.19338
N
N
N
N
N
N
HALSEYPOINT CLO 2 LTD
N/A
HALSEYPOINT CLO II, LTD. HLSY 2020 2A A1 144A
40638TAA0
13193761.840000
PA
USD
12990552.440000
0.1478412
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
5.34257
N
N
N
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 02/23 3.35
41283LAS4
9570000.000000
PA
USD
9548262.990000
0.1086657
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.35
N
N
N
N
N
N
HEINEKEN NV
724500K5PTPSST86UQ23
HEINEKEN NV SR UNSECURED 144A 04/23 2.75
423012AD5
24061000.000000
PA
USD
23918499.690000
0.2722086
Long
DBT
CORP
NL
N
2
2023-04-01
Fixed
2.75
N
N
N
N
N
N
HILTON USA TRUST 2016-SFP
N/A
HILTON USA TRUST HILT 2016 SFP A 144A
43289VAA1
11600000.000000
PA
USD
11033711.200000
0.1255711
Long
ABS-MBS
CORP
US
N
2
2035-11-05
Fixed
2.82844
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 03/25 VAR
404280CA5
2300000.000000
PA
USD
2280669.170000
0.0259556
Long
DBT
CORP
GB
N
2
2025-03-11
Floating
5.96514
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 05/24 VAR
404280BR9
134185000.000000
PA
USD
133689874.790000
1.5214808
Long
DBT
CORP
GB
N
2
2024-05-18
Floating
5.67429
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC.
44486JNH8
3400000.000000
PA
USD
3392062.700000
0.0386040
Long
DBT
CORP
US
N
2
2023-01-17
None
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC.
44486JP11
1700000.000000
PA
USD
1692686.740000
0.0192639
Long
DBT
CORP
US
N
2
2023-02-01
None
0
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2022-C
N/A
HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 C A2B 144A
448978AC0
15000000.000000
PA
USD
15012063.000000
0.1708474
Long
ABS-O
CORP
US
N
2
2025-01-15
Floating
4.50732
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/24 0.8
44891ABR7
4000000.000000
PA
USD
3806803.840000
0.0433240
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.8
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 02/23 2.375
44891ABE6
6000000.000000
PA
USD
5986734.360000
0.0681331
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.375
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/23 1.25
44891ABM8
18145000.000000
PA
USD
17590600.030000
0.2001929
Long
DBT
CORP
US
N
2
2023-09-18
Fixed
1.25
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/23 1.25
44891CBM4
120000.000000
PA
USD
116333.540000
0.0013240
Long
DBT
CORP
US
N
2
2023-09-18
Fixed
1.25
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES SR UNSECURED 144A 03/23 3.75
44920UAM0
2910000.000000
PA
USD
2900987.240000
0.0330152
Long
DBT
CORP
KR
N
2
2023-03-05
Fixed
3.75
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES SR UNSECURED 144A 09/23 0.75
44920UAQ1
14476000.000000
PA
USD
13923019.700000
0.1584533
Long
DBT
CORP
KR
N
2
2023-09-15
Fixed
0.75
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES SR UNSECURED REGS 03/23 3.75
Y3815NBA8
500000.000000
PA
USD
498451.420000
0.0056727
Long
DBT
CORP
KR
N
2
2023-03-05
Fixed
3.75
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
ILLUMINA INC SR UNSECURED 03/23 0.55
452327AL3
8166000.000000
PA
USD
8083026.170000
0.0919903
Long
DBT
CORP
US
N
2
2023-03-23
Fixed
0.55
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV SR UNSECURED 10/23 4.1
456837AK9
16246000.000000
PA
USD
16119165.530000
0.1834470
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
4.1
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV SR UNSECURED 10/23 VAR
456837AL7
37989000.000000
PA
USD
38090478.880000
0.4334953
Long
DBT
CORP
NL
N
2
2023-10-02
Floating
5.75386
N
N
N
N
N
N
ING INVESTMENT MANAGEMENT CLO LTD 2012-4A
N/A
VOYA CLO LTD INGIM 2012 4A A1R3 144A
92916GBE3
14500000.000000
PA
USD
14242206.100000
0.1620859
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
5.07914
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL SECURED 144A 06/24 VAR
46849CJL6
40800000.000000
PA
USD
40816862.640000
0.4645234
Long
DBT
CORP
US
N
2
2024-06-28
Floating
5.45315
N
N
N
N
N
N
JFIN CLO LTD 2017-2A
N/A
APEX CREDIT CLO LLC JFIN 2017 2A AR 144A
46593CAA7
8392885.530000
PA
USD
8257340.430000
0.0939741
Long
ABS-CBDO
CORP
KY
N
2
2029-09-20
Floating
5.73586
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 02/26 VAR
46647PCX2
12682000.000000
PA
USD
12479547.980000
0.1420257
Long
DBT
CORP
US
N
2
2026-02-24
Floating
4.96552
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 04/24 VAR
46647PAP1
35090000.000000
PA
USD
34863236.840000
0.3967671
Long
DBT
CORP
US
N
2
2024-04-23
Floating
3.559
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 04/24 VAR
46647PAQ9
25991000.000000
PA
USD
25998413.930000
0.2958795
Long
DBT
CORP
US
N
2
2024-04-23
Floating
5.05457
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7 ELEVEN INC SR UNSECURED 144A 02/23 0.625
817826AA8
13165000.000000
PA
USD
13098079.280000
0.1490650
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
0.625
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7 ELEVEN INC SR UNSECURED 144A 02/24 0.8
817826AB6
30665000.000000
PA
USD
29194465.140000
0.3322527
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.8
N
N
N
N
N
N
JPMCC-2019-BKWD
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 BKWD A 144A
46591JAA4
39072476.910000
PA
USD
37916287.150000
0.4315129
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
5.568
N
N
N
N
N
N
KANSAI ELECTRIC POWER CO INC
353800PFUKP5ONPJNZ86
KANSAI ELECTRIC POWER CO SR SECURED REGS 09/24 2.55
ACI1FH4Q8
14272000.000000
PA
USD
13603784.960000
0.1548202
Long
DBT
CORP
JP
N
2
2024-09-17
Fixed
2.55
N
N
N
N
N
N
KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
6RPK2YDJN6L35AS0M510
HANA BANK SR UNSECURED REGS 03/23 VAR
ACI120FL8
18900000.000000
PA
USD
18913419.000000
0.2152474
Long
DBT
CORP
KR
N
2
2023-03-13
Floating
5.53314
N
N
N
N
N
N
KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
6RPK2YDJN6L35AS0M510
HANA BANK SR UNSECURED REGS 06/24 VAR
BK1M80II9
1900000.000000
PA
USD
1901994.430000
0.0216460
Long
DBT
CORP
KR
N
2
2024-06-13
Floating
5.48314
N
N
N
N
N
N
KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
6RPK2YDJN6L35AS0M510
HANA BANK SR UNSECURED REGS 07/23 VAR
ACI13X1V8
3000000.000000
PA
USD
3003900.450000
0.0341864
Long
DBT
CORP
KR
N
2
2023-07-26
Floating
5.12686
N
N
N
N
N
N
KIA CORPORATION
988400V8MJK9N7OI5X76
KIA CORP SR UNSECURED 144A 04/23 3
493738AE8
1000000.000000
PA
USD
992998.480000
0.0113010
Long
DBT
CORP
KR
N
2
2023-04-25
Fixed
3
N
N
N
N
N
N
KIA CORPORATION
988400V8MJK9N7OI5X76
KIA CORP SR UNSECURED 144A 04/24 1
49374JAB9
2200000.000000
PA
USD
2072006.200000
0.0235808
Long
DBT
CORP
KR
N
2
2024-04-16
Fixed
1
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC COMPANY GUAR 144A 11/23 5.625
49456BAB7
2695000.000000
PA
USD
2697225.180000
0.0306962
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.625
N
N
N
N
N
N
KKR CLO LTD 18
N/A
KKR FINANCIAL CLO LTD KKR 18 AR 144A
48251JAL7
3772528.540000
PA
USD
3737514.040000
0.0425354
Long
ABS-CBDO
CORP
KY
N
2
2030-07-18
Floating
5.13371
N
N
N
N
N
N
KOOKMIN BANK
549300XXMOJSIW8P4769
KOOKMIN BANK SR UNSECURED REGS 03/23 2.875
50050HAK2
1180000.000000
PA
USD
1174749.000000
0.0133694
Long
DBT
CORP
KR
N
2
2023-03-25
Fixed
2.875
N
N
N
N
N
N
KOREA NATIONAL OIL CORP (KNOC)
988400ZTQ08W926ONT36
KOREA NATIONAL OIL CORP SR UNSECURED REGS 07/23 VAR
BD5JRZII0
7400000.000000
PA
USD
7411988.000000
0.0843534
Long
DBT
CORP
KR
N
2
2023-07-16
Floating
4.95414
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)
549300UTE50ZMDBG8A20
L3HARRIS TECH INC SR UNSECURED 06/23 3.85
502431AJ8
21693000.000000
PA
USD
21569574.210000
0.2454763
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.85
N
N
N
N
N
N
LCM 29 LTD
N/A
LCM LTD PARTNERSHIP LCM 29A AR 144A
50201MAQ6
1000000.000000
PA
USD
982994.100000
0.0111871
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
5.14914
N
N
N
N
N
N
LCM LP 13A
N/A
LCM LTD PARTNERSHIP LCM 13A AR3 144A
50184KBL1
3938569.540000
PA
USD
3896058.590000
0.0443398
Long
ABS-CBDO
CORP
KY
N
2
2027-07-19
Floating
5.09657
N
N
N
N
N
N
LCM XV LP 15A
N/A
LCM LTD PARTNERSHIP LCM 15A AR2 144A
50184NAR3
770530.710000
PA
USD
759003.050000
0.0086380
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
5.24257
N
N
N
N
N
N
LCM XX LP 20A
N/A
LCM LTD PARTNERSHIP LCM 20A AR 144A
50188WAE8
993600.460000
PA
USD
989022.790000
0.0112557
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
5.28257
N
N
N
N
N
N
LCM XXII LTD 22A
N/A
LCM LTD PARTNERSHIP LCM 22A A1R 144A
50189GAK8
5635758.220000
PA
USD
5593209.370000
0.0636545
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
5.40257
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST 2021-GS1
N/A
LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS1 A1 144A
52474JAA4
5521485.410000
PA
USD
5072674.780000
0.0577305
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Fixed
1.892
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
LEIDOS INC COMPANY GUAR 05/23 2.95
52532XAB1
39357000.000000
PA
USD
39046300.490000
0.4443732
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.95
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 08/23 4.05
539439AS8
720000.000000
PA
USD
715290.470000
0.0081405
Long
DBT
CORP
GB
N
2
2023-08-16
Fixed
4.05
N
N
N
N
N
N
LMREC 2021-CRE4 LLC
N/A
LATITUDE MANAGEMENT REAL ESTAT LMREC 2021 CRE4 A 144A
50210LAA2
6336240.310000
PA
USD
6276972.390000
0.0714362
Long
ABS-CBDO
CORP
US
N
2
2037-04-22
Floating
5.43557
N
N
N
N
N
N
LOANCORE ISSUER LTD 2021-CRE4
N/A
LOANCORE 2018 CRE1 ISSUER, LTD LNCR 2021 CRE4 A 144A
53946CAA7
8464946.210000
PA
USD
8219999.450000
0.0935491
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
4.7218
N
N
N
N
N
N
LUXE TRUST 2021-TRIP
N/A
LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP A 144A
55066WAA2
8998594.440000
PA
USD
8620494.200000
0.0981070
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
5.368
N
N
N
N
N
N
MADISON AVENUE MORTGAGE TRUST 2017-330M
N/A
MADISON AVENUE TRUST MAD 2017 330M A 144A
55282MAA2
3527800.000000
PA
USD
3293778.450000
0.0374854
Long
ABS-MBS
CORP
US
N
2
2034-08-15
Variable
3.1881
N
N
N
N
N
N
MADISON PARK FUNDING XIX LTD 2015-19A
N/A
MADISON PARK FUNDING LTD MDPK 2015 19A A1R2 144A
55819QAY3
458916.690000
PA
USD
454568.870000
0.0051733
Long
ABS-CBDO
CORP
KY
N
2
2028-01-22
Floating
5.24457
N
N
N
N
N
N
MADISON PARK FUNDING XVII LTD 2015-17A
N/A
MADISON PARK FUNDING LTD MDPK 2015 17A AR2 144A
55818YBN0
3965025.460000
PA
USD
3914950.760000
0.0445548
Long
ABS-CBDO
CORP
KY
N
2
2030-07-21
Floating
5.27757
N
N
N
N
N
N
MADISON PARK FUNDING XXIII LTD 2017-23A
N/A
MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A
55820TAJ7
7400000.000000
PA
USD
7316154.300000
0.0832628
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
5.328
N
N
N
N
N
N
MADISON PARK FUNDING XXVI LTD 2017-26A
N/A
MADISON PARK FUNDING LTD MDPK 2017 26A AR 144A
55819YAA8
4000000.000000
PA
USD
3942833.480000
0.0448721
Long
ABS-CBDO
CORP
KY
N
2
2030-07-29
Floating
5.61471
N
N
N
N
N
N
MADISON PARK FUNDING XXXIV LTD 2019-34A
N/A
MADISON PARK FUNDING LTD MDPK 2019 34A AR 144A
55819GAL3
6800000.000000
PA
USD
6693213.480000
0.0761733
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
5.47843
N
N
N
N
N
N
MADISON PARK FUNDING XXXV LTD
N/A
MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A
55819MAN6
4500000.000000
PA
USD
4422670.650000
0.0503330
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
5.23257
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC COMPANY GUAR 144A 03/24 3.528
55903VAB9
38100000.000000
PA
USD
36941067.720000
0.4204142
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.528
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC COMPANY GUAR 144A 03/24 VAR
55903VAA1
19700000.000000
PA
USD
19642240.390000
0.2235419
Long
DBT
CORP
US
N
2
2024-03-15
Floating
6.04358
N
N
N
N
N
N
MAGNETITE XVIII LTD 2016-18A
N/A
MAGNETITE CLO LTD MAGNE 2016 18A AR2 144A
55953TAS6
4534361.130000
PA
USD
4485170.570000
0.0510443
Long
ABS-CBDO
CORP
KY
N
2
2028-11-15
Floating
5.48614
N
N
N
N
N
N
MARATHON CLO IX LTD 2017-9A
N/A
MARATHON CLO LTD MCLO 2017 9A A1AR 144A
56577PAL3
13276549.540000
PA
USD
13193671.870000
0.1501529
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
5.22914
N
N
N
N
N
N
MARBLE POINT CLO XI LTD 2017-2A
N/A
MARBLE POINT CLO XI LTD MP11 2017 2A A 144A
56607FAA3
5330615.000000
PA
USD
5228822.110000
0.0595075
Long
ABS-CBDO
CORP
KY
N
2
2030-12-18
Floating
5.37371
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
MARVELL TECHNOLOGY INC COMPANY GUAR 06/23 4.2
573874AL8
9000000.000000
PA
USD
8949669.300000
0.1018533
Long
DBT
CORP
US
N
2
2023-06-22
Fixed
4.2
N
N
N
N
N
N
MASTER CREDIT CARD TRUST II SERIES 2018-1A
N/A
MASTER CREDIT CARD TRUST MCCT 2018 1A A 144A
576339BM6
16213000.000000
PA
USD
16213095.660000
0.1845160
Long
ABS-MBS
CORP
CA
N
2
2024-07-21
Floating
4.84386
N
N
N
N
N
N
MCCORMICK & COMPANY INCORPORATED
549300JQQA6MQ4OJP259
MCCORMICK + COMPANY
57978DNT2
26600000.000000
PA
USD
26502907.070000
0.3016209
Long
DBT
CORP
US
N
2
2023-01-27
None
0
N
N
N
N
N
N
MELLON RESIDENTIAL FUNDING CO 2001-TBC1
N/A
MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1
585525FC7
349980.110000
PA
USD
333279.020000
0.0037929
Long
ABS-MBS
CORP
US
N
2
2031-11-15
Floating
5.01786
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES BENZ FIN NA COMPANY GUAR 144A 05/23 VAR
233851DM3
3200000.000000
PA
USD
3200484.380000
0.0364237
Long
DBT
CORP
US
N
2
2023-05-04
Floating
5.34843
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES BENZ FIN NORTH
58768KNW1
52900000.000000
PA
USD
52685446.590000
0.5995959
Long
DBT
CORP
US
N
2
2023-01-30
None
0
N
N
N
N
N
N
MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2021-W10
N/A
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 W10 A 144A
55284DAA0
2700000.000000
PA
USD
2552547.060000
0.0290497
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
5.40633
N
N
N
N
N
N
MFA 2020-NQM2 TRUST
N/A
MFRA TRUST MFRA 2020 NQM2 A1 144A
552751AA7
11691305.550000
PA
USD
10539440.720000
0.1199459
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.381
N
N
N
N
N
N
ADCB FINANCE (CAYMAN) LIMITED
213800R9XDKRM525M609
ADCB FINANCE CAYMAN LTD COMPANY GUAR REGS 03/23 4
ACI11PK46
2366000.000000
PA
USD
2360934.390000
0.0268690
Long
DBT
CORP
KY
N
2
2023-03-29
Fixed
4
N
N
N
N
N
N
MILL CITY MORTGAGE LOAN TRUST 2019-GS1
N/A
MILL CITY MORTGAGE TRUST MCMLT 2019 GS1 A1 144A
59981BAC8
608239.680000
PA
USD
568011.800000
0.0064644
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Fixed
2.75
N
N
N
N
N
N
MISSISSIPPI POWER COMPANY
LNZ0J6YZ5SC6ILIRU850
MISSISSIPPI POWE SR UNSECURED 06/24 VAR
605417CC6
16575000.000000
PA
USD
16248916.540000
0.1849236
Long
DBT
CORP
US
N
2
2024-06-28
Floating
4.60315
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED 144A 09/23 3.96
60682LAC6
210000.000000
PA
USD
207650.100000
0.0023632
Long
DBT
CORP
JP
N
2
2023-09-19
Fixed
3.96
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED REGS 02/24 3.559
J4706DKF6
7093000.000000
PA
USD
6933237.760000
0.0789049
Long
DBT
CORP
JP
N
2
2024-02-28
Fixed
3.559
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 07/23 VAR
606822AZ7
37312000.000000
PA
USD
37378864.220000
0.4253967
Long
DBT
CORP
JP
N
2
2023-07-26
Floating
5.18686
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 09/25 VAR
606822CP7
5300000.000000
PA
USD
5301001.540000
0.0603290
Long
DBT
CORP
JP
N
2
2025-09-12
Floating
5.48553
N
N
N
N
N
N
MITSUI FUDOSAN CO LTD
353800ND4ZKNZDYKMF33
MITSUI FUDOSAN CO LTD SR UNSECURED REGS 01/23 2.95
J4509LBW0
5000000.000000
PA
USD
4994213.400000
0.0568375
Long
DBT
CORP
JP
N
2
2023-01-23
Fixed
2.95
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 05/24 VAR
60687YBC2
13710000.000000
PA
USD
13636498.630000
0.1551925
Long
DBT
CORP
JP
N
2
2024-05-25
Floating
5.38729
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 05/26 VAR
60687YBY4
36640000.000000
PA
USD
35976681.900000
0.4094389
Long
DBT
CORP
JP
N
2
2026-05-22
Floating
4.93189
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 07/24 VAR
60687YBG3
3760000.000000
PA
USD
3751727.510000
0.0426972
Long
DBT
CORP
JP
N
2
2024-07-10
Floating
4.89871
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 09/24 VAR
60687YBM0
41300000.000000
PA
USD
41040500.540000
0.4670685
Long
DBT
CORP
JP
N
2
2024-09-08
Floating
5.34457
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC 2014-AA
N/A
MMAF EQUIPMENT FINANCE LLC MMAF 2014 AA A5 144A
55315CAE7
48995.540000
PA
USD
48971.360000
0.0005573
Long
ABS-O
CORP
US
N
2
2025-12-08
Fixed
2.33
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC 2022-B
N/A
MMAF EQUIPMENT FINANCE LLC MMAF 2022 B A1 144A
606940AA2
21512616.420000
PA
USD
21513231.680000
0.2448351
Long
ABS-O
CORP
US
N
2
2023-12-01
Fixed
4.924
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL SR UNSECURED 03/24 2.125
609207AZ8
6400000.000000
PA
USD
6174827.650000
0.0702737
Long
DBT
CORP
US
N
2
2024-03-17
Fixed
2.125
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 02/26 VAR
61747YEN1
66700000.000000
PA
USD
65683147.160000
0.7475185
Long
DBT
CORP
US
N
2
2026-02-18
Floating
4.98873
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 04/24 VAR
61744YAQ1
6400000.000000
PA
USD
6366214.210000
0.0724518
Long
DBT
CORP
US
N
2
2024-04-24
Floating
3.737
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I INC 2021-230P
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A
61772WAA5
47200000.000000
PA
USD
45265423.040000
0.5151510
Long
ABS-MBS
CORP
US
N
2
2023-12-15
Floating
5.48706
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2017-ASHF
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF A 144A
61691KAA9
4535244.000000
PA
USD
4395239.200000
0.0500208
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
5.293
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2018-SUN
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2018 SUN A 144A
61691MAA5
2300000.000000
PA
USD
2256261.590000
0.0256778
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
5.218
N
N
N
N
N
N
MOUNTAIN VIEW CLO LLC 2017-1A
N/A
MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A
62432HAJ9
9341818.040000
PA
USD
9242265.930000
0.1051832
Long
ABS-CBDO
CORP
KY
N
2
2029-10-16
Floating
5.16914
N
N
N
N
N
N
MOUNTAIN VIEW CLO LLC 2017-2A
N/A
MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A
62432LAL5
16500000.000000
PA
USD
16244250.000000
0.1848705
Long
ABS-CBDO
CORP
KY
N
2
2031-01-16
Floating
5.11914
N
N
N
N
N
N
MP CLO VII LTD 2015-1A
N/A
MP CLO VII, LTD MP7 2015 1A AR3 144A
55320RAQ0
21480088.060000
PA
USD
21211586.960000
0.2414021
Long
ABS-CBDO
CORP
KY
N
2
2028-10-18
Floating
5.08371
N
N
N
N
N
N
MUFG BANK LTD (AKA: BANK OF TOKYO-MITSUBISHI UFJ LTD)
C3GTMMZIHMY46P4OIX74
MUFG BANK LTD SR UNSECURED REGS 09/23 4.1
J0423YBK9
1757000.000000
PA
USD
1743061.930000
0.0198372
Long
DBT
CORP
JP
N
2
2023-09-09
Fixed
4.1
N
N
N
N
N
N
NASSAU LTD 2017-IA
N/A
NASSAU LTD NCC 2017 IA A1AS 144A
631707AL0
21599718.860000
PA
USD
21325597.480000
0.2426997
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
5.22914
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 03/24 VAR
63861VAA5
8677000.000000
PA
USD
8630054.220000
0.0982158
Long
DBT
CORP
GB
N
2
2024-03-08
Floating
3.766
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2021-APPL
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL A 144A
63874AAA6
3000000.000000
PA
USD
2824473.300000
0.0321444
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
5.268
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC SR UNSECURED 06/24 VAR
780097BH3
7500000.000000
PA
USD
7502889.230000
0.0853879
Long
DBT
CORP
GB
N
2
2024-06-25
Floating
6.27386
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-DA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 DA A 144A
63941HAA0
8773671.760000
PA
USD
7893181.160000
0.0898297
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A
63935BAA1
16851590.900000
PA
USD
15136355.090000
0.1722619
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2021 A A 144A
63942BAA2
5510796.970000
PA
USD
4769481.260000
0.0542799
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2021 GA A 144A
63942KAA2
36101050.250000
PA
USD
30614333.210000
0.3484117
Long
ABS-O
CORP
US
N
2
2070-04-15
Fixed
1.58
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2022 A A 144A
63942MAA8
28334986.360000
PA
USD
24624766.410000
0.2802464
Long
ABS-O
CORP
US
N
2
2070-07-15
Fixed
2.23
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2014-AA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2014 AA A2B 144A
63939CAC1
44657.320000
PA
USD
44652.720000
0.0005082
Long
ABS-O
CORP
US
N
2
2029-02-15
Floating
5.56786
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2017-2
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2017 2A A 144A
63939RAA2
15440110.300000
PA
USD
15187953.230000
0.1728491
Long
ABS-O
CORP
US
N
2
2066-12-27
Floating
5.43871
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2017-5A
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2017 5A A 144A
63940CAA2
5762826.190000
PA
USD
5619997.420000
0.0639594
Long
ABS-O
CORP
US
N
2
2066-07-26
Floating
5.18871
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2019-CA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A
63940YAB2
2998598.630000
PA
USD
2832816.910000
0.0322394
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
3.13
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2020-IA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A
63942AAB2
10090378.920000
PA
USD
9823038.370000
0.1117928
Long
ABS-O
CORP
US
N
2
2069-04-15
Floating
5.31786
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2005-3
N/A
NELNET STUDENT LOAN TRUST NSLT 2005 3 A5
64031QCD1
2279540.450000
PA
USD
2210710.640000
0.0251594
Long
ABS-O
CORP
US
N
2
2035-12-24
Floating
4.87257
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2014-2A
N/A
NELNET STUDENT LOAN TRUST NSLT 2014 2A A2 144A
64033LAB6
565513.540000
PA
USD
564275.570000
0.0064218
Long
ABS-O
CORP
US
N
2
2030-03-25
Floating
4.98871
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2016-1A
N/A
NELNET STUDENT LOAN TRUST NSLT 2016 1A A 144A
64033UAA8
10653229.180000
PA
USD
10535043.320000
0.1198959
Long
ABS-O
CORP
US
N
2
2065-09-25
Floating
5.18871
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2017-3A
N/A
NELNET STUDENT LOAN TRUST NSLT 2017 3A A 144A
64032KAA1
8316574.320000
PA
USD
8164297.010000
0.0929152
Long
ABS-O
CORP
US
N
2
2066-02-25
Floating
5.23871
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2019-3A
N/A
NELNET STUDENT LOAN TRUST NSLT 2019 3A A 144A
64031DAA8
16865561.030000
PA
USD
16593445.320000
0.1888446
Long
ABS-O
CORP
US
N
2
2067-08-25
Floating
5.18871
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD
N/A
NEUBERGER BERMAN CLO LTD NEUB 2017 25A AR 144A
64131JAL0
2000000.000000
PA
USD
1969515.600000
0.0224144
Long
ABS-CBDO
CORP
KY
N
2
2029-10-18
Floating
5.12371
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 09/23 VAR
00774MBA2
12450000.000000
PA
USD
12223368.170000
0.1391102
Long
DBT
CORP
IE
N
2
2023-09-29
Floating
4.98266
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD
N/A
NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A
64132JAN5
600000.000000
PA
USD
590096.400000
0.0067157
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
5.28257
N
N
N
N
N
N
NEUBERGER BERMAN LOAN ADVISERS CLO LTD 2017-24A
N/A
NEUBERGER BERMAN CLO LTD NEUB 2017 24A AR 144A
64130HAL5
1381813.230000
PA
USD
1365202.450000
0.0155369
Long
ABS-CBDO
CORP
KY
N
2
2030-04-19
Floating
5.24657
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/23 1.15
00774MAT2
10000000.000000
PA
USD
9625043.400000
0.1095395
Long
DBT
CORP
IE
N
2
2023-10-29
Fixed
1.15
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.75
00774MBB0
23800000.000000
PA
USD
21901337.630000
0.2492520
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.75
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL COMPANY GUAR 03/23 VAR
65339KBV1
28500000.000000
PA
USD
28488094.700000
0.3242137
Long
DBT
CORP
US
N
2
2023-03-01
Floating
4.6306
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL COMPANY GUAR 11/23 VAR
65339KBX7
2035000.000000
PA
USD
2026913.850000
0.0230676
Long
DBT
CORP
US
N
2
2023-11-03
Floating
4.34643
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL SR UNSECURED 03/24 VAR
65339KCE8
28000000.000000
PA
USD
27849720.640000
0.3169486
Long
DBT
CORP
US
N
2
2024-03-21
Floating
5.3241
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/23 3.45
654740BH1
3421000.000000
PA
USD
3406516.270000
0.0387684
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.45
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/24 VAR
654740BR9
39530000.000000
PA
USD
38908330.270000
0.4428030
Long
DBT
CORP
US
N
2
2024-03-08
Floating
5.37457
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/23 3.875
654740BL2
6500000.000000
PA
USD
6381601.790000
0.0726269
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
3.875
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/23 3.875
U65478BQ8
200000.000000
PA
USD
196356.980000
0.0022347
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
3.875
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/23 3.043
654744AA9
3821000.000000
PA
USD
3744766.540000
0.0426180
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
100795000.000000
PA
USD
95245709.100000
1.0839603
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
2.648
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP SR UNSECURED 144A 06/25 VAR
65558RAB5
12000000.000000
PA
USD
11938635.000000
0.1358697
Long
DBT
CORP
FI
N
2
2025-06-06
Floating
5.07417
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP SR UNSECURED 144A 08/23 VAR
65557CAZ6
1549000.000000
PA
USD
1550980.580000
0.0176512
Long
DBT
CORP
FI
N
2
2023-08-30
Floating
5.67486
N
N
N
N
N
N
NORTHSTAR EDUCATION FINANCE INC 2012-1
N/A
NORTHSTAR EDUCATION FINANCE I NEF 2012 1 A 144A
66705EAA6
289237.910000
PA
USD
287414.150000
0.0032710
Long
ABS-O
CORP
US
N
2
2031-12-26
Floating
5.08871
N
N
N
N
N
N
NSLT-2021-BA
N/A
NELNET STUDENT LOAN TRUST NSLT 2021 BA AFX 144A
64034QAB4
877158.540000
PA
USD
779983.230000
0.0088767
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
1.42
N
N
N
N
N
N
OBX 2022-NQM1 TRUST
N/A
ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A
67114VAA1
45773715.710000
PA
USD
39437122.920000
0.4488210
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.305
N
N
N
N
N
N
OBX 2022-NQM2 TRUST
N/A
ONSLOW BAY FINANCIAL LLC OBX 2022 NQM2 A1A 144A
67448DAL4
48295965.860000
PA
USD
43512752.720000
0.4952044
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
2.783
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A
N/A
OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A
67590QBK2
3900000.000000
PA
USD
3836396.110000
0.0436608
Long
ABS-CBDO
CORP
KY
N
2
2031-02-14
Floating
5.64971
N
N
N
N
N
N
ONSLOW BAY MORTGAGE LOAN TRUST 2021-NQM4
N/A
ONSLOW BAY FINANCIAL LLC OBX 2021 NQM4 A1 144A
67115DAA0
32802306.400000
PA
USD
26250114.580000
0.2987440
Long
ABS-MBS
CORP
US
N
2
2061-10-25
Fixed
1.957
N
N
N
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP SR UNSECURED 01/24 4.05
686330AL5
4916000.000000
PA
USD
4847630.730000
0.0551693
Long
DBT
CORP
JP
N
2
2024-01-16
Fixed
4.05
N
N
N
N
N
N
OSCAR US FUNDING TRUST XIII LLC 2021-2A
N/A
OSCAR US FUNDING TRUST OSCAR 2021 2A A2 144A
68785BAB9
3724818.980000
PA
USD
3695619.010000
0.0420586
Long
ABS-O
CORP
JP
N
2
2024-08-12
Fixed
0.39
N
N
N
N
N
N
OSCAR US FUNDING XIV LLC 2022-1A
N/A
OSCAR US FUNDING TRUST OSCAR 2022 1A A2 144A
68784HAB7
35202013.050000
PA
USD
34372878.920000
0.3911865
Long
ABS-O
CORP
JP
N
2
2025-03-10
Fixed
1.6
N
N
N
N
N
N
OZLM VII LTD 2014-7RA
N/A
OZLM LTD OZLM 2014 7RA A1R 144A
67108WBE8
3281298.730000
PA
USD
3244172.340000
0.0369209
Long
ABS-CBDO
CORP
KY
N
2
2029-07-17
Floating
5.08914
N
N
N
N
N
N
OZLM VIII LTD 2014-8A
N/A
OZLM LTD OZLM 2014 8A A1R3 144A
67107FBL0
29765860.870000
PA
USD
29336538.930000
0.3338696
Long
ABS-CBDO
CORP
KY
N
2
2029-10-17
Floating
5.05914
N
N
N
N
N
N
OZLM XVI LTD 2017-16A
N/A
OZLM LTD OZLM 2017 16A A1R 144A
67111KAJ9
6774116.710000
PA
USD
6671391.430000
0.0759249
Long
ABS-CBDO
CORP
KY
N
2
2030-05-16
Floating
5.67386
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/23 4.25
694308JB4
24070000.000000
PA
USD
23951649.490000
0.2725859
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.25
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/23 1.7
694308JY4
14000000.000000
PA
USD
13554228.100000
0.1542562
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.7
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING 2020-1 LTD
N/A
PALMER SQUARE LOAN FUNDING LTD PSTAT 2020 1A A1 144A
69701EAA4
10403542.910000
PA
USD
10334388.580000
0.1176123
Long
ABS-CBDO
CORP
KY
N
2
2028-02-20
Floating
5.47543
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING 2021-1 LTD
N/A
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 1A A1 144A
69701YAA0
2842170.000000
PA
USD
2808841.070000
0.0319665
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
5.14257
N
N
N
N
N
N
PAWNEE EQUIPMENT RECEIVABLES 2022-1
N/A
PAWNEE EQUIPMENT RECEIVABLES PWNE 2022 1 A1 144A
70410DAA6
862760.040000
PA
USD
861941.630000
0.0098095
Long
ABS-O
CORP
US
N
2
2023-08-15
Fixed
3.809
N
N
N
N
N
N
PAWNEE EQUIPMENT RECEIVABLES 2022-1
N/A
PAWNEE EQUIPMENT RECEIVABLES PWNE 2022 1 A2 144A
70410DAB4
4800000.000000
PA
USD
4763377.440000
0.0542104
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
4.84
N
N
N
N
N
N
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
N/A
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 08/23 4.125
709599BC7
2143000.000000
PA
USD
2131448.120000
0.0242573
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.125
N
N
N
N
N
N
PFP III LTD 2021-7
N/A
PFP III PFP 2021 7 A 144A
69290LAA5
6180443.890000
PA
USD
6017230.730000
0.0684801
Long
ABS-MBS
CORP
KY
N
2
2038-04-14
Floating
5.16786
N
N
N
N
N
N
PHEAA STUDENT LOAN TRUST 2016-2A
N/A
PENNSYLVANIA HIGHER EDUCATION PHEAA 2016 2A A 144A
69343VAA0
4689955.040000
PA
USD
4654478.340000
0.0529711
Long
ABS-O
CORP
US
N
2
2065-11-25
Floating
5.33871
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL3 LLC
N/A
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A
74143EAA0
4844383.290000
PA
USD
4299780.630000
0.0489344
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Fixed
1.8677
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD COMPANY GUAR 03/24 VAR
ACI23SGL3
25000000.000000
PA
USD
25150750.000000
0.2862325
Long
DBT
CORP
KY
N
2
2024-03-21
Floating
5.98829
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC
74767HN97
13950000.000000
PA
USD
13930962.160000
0.1585437
Long
DBT
CORP
US
N
2
2023-01-09
None
0
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC
74767HNB2
13550000.000000
PA
USD
13527750.900000
0.1539549
Long
DBT
CORP
US
N
2
2023-01-11
None
0
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC
74767HND8
11300000.000000
PA
USD
11278300.270000
0.1283547
Long
DBT
CORP
US
N
2
2023-01-13
None
0
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC
74767HNK2
6650000.000000
PA
USD
6631716.220000
0.0754734
Long
DBT
CORP
US
N
2
2023-01-19
None
0
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC COMPANY GUAR 05/23 2.95
02209SAP8
2400000.000000
PA
USD
2382517.940000
0.0271147
Long
DBT
CORP
US
N
2
2023-05-02
Fixed
2.95
N
N
N
N
N
N
READY CAPITAL MORTGAGE FINANCING 2021-FL5 LLC
N/A
READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL5 A 144A
75574YAA1
17777753.100000
PA
USD
17299939.540000
0.1968850
Long
ABS-MBS
CORP
US
N
2
2038-04-25
Floating
5.38871
N
N
N
N
N
N
READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC
N/A
READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A
75574PAA0
25000000.000000
PA
USD
24404922.500000
0.2777445
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.5944
N
N
N
N
N
N
RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC)
2R15C3RTKJN1RCBOV146
RELX CAPITAL INC COMPANY GUAR 03/23 3.5
74949LAB8
16870000.000000
PA
USD
16803188.560000
0.1912316
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.5
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SVCS INC
76076GNC3
4550000.000000
PA
USD
4542456.740000
0.0516962
Long
DBT
CORP
US
N
2
2023-01-12
None
0
N
N
N
N
N
N
RESIMAC BASTILLE TRUST SERIES 2021-2NCA
N/A
RESIMAC RESI 2021 2NCA A1A 144A
76120BAA8
21872213.790000
PA
USD
21636332.900000
0.2462360
Long
ABS-MBS
CORP
AU
N
2
2053-02-03
Floating
5.01871
N
N
N
N
N
N
RESIMAC PREMIER SERIES 2021-1A
N/A
RESIMAC RESI 2021 1A A1 144A
76123EAA9
5688550.100000
PA
USD
5643445.810000
0.0642262
Long
ABS-MBS
CORP
AU
N
2
2052-07-10
Floating
4.97429
N
N
N
N
N
N
ROMARK CLO LTD 2017-1A
N/A
ROMARK CLO LTD RMRK 2017 1A A1R 144A
77587UAL6
40500000.000000
PA
USD
39781125.000000
0.4527360
Long
ABS-CBDO
CORP
KY
N
2
2030-10-23
Floating
5.35457
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA SR UNSECURED 01/26 VAR
78016EZP5
31476000.000000
PA
USD
30575217.940000
0.3479666
Long
DBT
CORP
CA
N
2
2026-01-20
Floating
4.31169
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2
N/A
SANTANDER DRIVE AUTO RECEIVABL SDART 2022 2 A2
80286MAB4
4379901.770000
PA
USD
4366417.370000
0.0496928
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
2.12
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS SR UNSECURED 01/24 VAR
80281LAH8
1020000.000000
PA
USD
1020000.000000
0.0116083
Long
DBT
CORP
GB
N
2
2024-01-05
Floating
3.373
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS SR UNSECURED 03/25 VAR
80281LAN5
35000000.000000
PA
USD
32716778.850000
0.3723390
Long
DBT
CORP
GB
N
2
2025-03-15
Floating
1.089
N
N
N
N
N
N
SARANAC CLO LTD 2018-6A
N/A
SARANAC CLO LTD SRANC 2018 6A A1R 144A
80317LAJ2
16400000.000000
PA
USD
15892186.460000
0.1808638
Long
ABS-CBDO
CORP
JE
N
2
2031-08-13
Floating
5.87314
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER SR UNSECURED 11/23 VAR
025537AS0
111100000.000000
PA
USD
110600405.520000
1.2587071
Long
DBT
CORP
US
N
2
2023-11-01
Floating
4.91957
N
N
N
N
N
N
SGSP AUSTRALIA ASSETS PTY LTD (AKA: SPI AUSTRALIA ASSETS PTY LTD)
254900BJJ12X7PJT5072
SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 04/23 3.3
ACI02IL67
11350000.000000
PA
USD
11295592.530000
0.1285515
Long
DBT
CORP
AU
N
2
2023-04-09
Variable
3.3
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK HYNIX INC SR UNSECURED 144A 01/24 1
78392BAA5
4000000.000000
PA
USD
3801688.120000
0.0432658
Long
DBT
CORP
KR
N
2
2024-01-19
Fixed
1
N
N
N
N
N
N
SK TELECOM CO LTD
9884003WEA1PHW006037
SK TELECOM CO LTD SR UNSECURED REGS 04/23 3.75
Y4935NAM6
1400000.000000
PA
USD
1394587.220000
0.0158713
Long
DBT
CORP
KR
N
2
2023-04-16
Fixed
3.75
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA SR UNSECURED 144A 06/25 VAR
830505AY9
31750000.000000
PA
USD
31491675.330000
0.3583965
Long
DBT
CORP
SE
N
2
2025-06-09
Floating
5.12653
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2005-4
N/A
SLM STUDENT LOAN TRUST SLMA 2005 4 A3
78442GPG5
1512529.440000
PA
USD
1510409.480000
0.0171895
Long
ABS-O
CORP
US
N
2
2027-01-25
Floating
4.47843
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2005-5
N/A
SLM STUDENT LOAN TRUST SLMA 2005 5 A4
78442GPQ3
541801.910000
PA
USD
539113.710000
0.0061355
Long
ABS-O
CORP
US
N
2
2028-10-25
Floating
4.49843
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2005-A
N/A
SLM STUDENT LOAN TRUST SLMA 2005 A A4
78443CBV5
5108045.290000
PA
USD
4870344.450000
0.0554278
Long
ABS-O
CORP
US
N
2
2038-12-15
Floating
5.079
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2008-9
N/A
SLM STUDENT LOAN TRUST SLMA 2008 9 A
78445JAA5
176697.680000
PA
USD
175110.090000
0.0019929
Long
ABS-O
CORP
US
N
2
2023-04-25
Floating
5.85843
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2012-2
N/A
SLM STUDENT LOAN TRUST SLMA 2012 2 A
78446YAA1
2427537.380000
PA
USD
2321939.500000
0.0264252
Long
ABS-O
CORP
US
N
2
2029-01-25
Floating
5.08871
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2012-3
N/A
SLM STUDENT LOAN TRUST SLMA 2012 3 A
78447AAA2
2105844.150000
PA
USD
2020412.370000
0.0229937
Long
ABS-O
CORP
US
N
2
2038-12-27
Floating
5.03871
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2016-C
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2A 144A
78449KAB6
3062090.040000
PA
USD
2917366.780000
0.0332016
Long
ABS-O
CORP
US
N
2
2034-09-15
Fixed
2.34
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2016-C
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2B 144A
78449KAC4
2390576.970000
PA
USD
2382287.170000
0.0271120
Long
ABS-O
CORP
US
N
2
2034-09-15
Floating
5.41786
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2017-A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2017 A A2B 144A
78448WAC9
5812783.600000
PA
USD
5745162.910000
0.0653838
Long
ABS-O
CORP
US
N
2
2034-09-15
Floating
5.21786
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A
78449XAA0
16723202.260000
PA
USD
14766480.570000
0.1680525
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1B 144A
78449XAB8
2108790.920000
PA
USD
2044046.190000
0.0232626
Long
ABS-O
CORP
US
N
2
2053-07-15
Floating
5.41786
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
7049950.500000
PA
USD
6800524.660000
0.0773946
Long
ABS-O
CORP
US
N
2
2053-03-17
Floating
4.91786
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SR UNSECURED 144A 03/24 3.875
83368RAT9
32990000.000000
PA
USD
32238267.430000
0.3668932
Long
DBT
CORP
FR
N
2
2024-03-28
Fixed
3.875
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SR UNSECURED 144A 09/23 4.25
83368RAL6
21608000.000000
PA
USD
21423610.720000
0.2438151
Long
DBT
CORP
FR
N
2
2023-09-14
Fixed
4.25
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM 2016-F LLC
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 F A1 144A
78471AAA1
424425.270000
PA
USD
423859.600000
0.0048238
Long
ABS-O
CORP
US
N
2
2040-02-25
Floating
5.68871
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-D
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 D A1 144A
83404LAA9
59494.420000
PA
USD
59344.870000
0.0006754
Long
ABS-O
CORP
US
N
2
2039-01-25
Floating
5.33871
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-A
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 A A1 144A
83404FAA2
215949.090000
PA
USD
215601.540000
0.0024537
Long
ABS-O
CORP
US
N
2
2040-03-26
Floating
5.08871
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-B
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 B A2FX 144A
83403YAB0
531123.540000
PA
USD
524515.570000
0.0059693
Long
ABS-O
CORP
US
N
2
2040-05-25
Fixed
2.74
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 C A1 144A
83405DAA6
198168.980000
PA
USD
197422.440000
0.0022468
Long
ABS-O
CORP
US
N
2
2040-07-25
Floating
4.98871
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-D
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D A2FX 144A
78471CAB5
1210062.580000
PA
USD
1157072.970000
0.0131683
Long
ABS-O
CORP
US
N
2
2040-09-25
Fixed
2.65
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2018-A
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2018 A A1 144A
83406EAA3
83082.940000
PA
USD
82905.730000
0.0009435
Long
ABS-O
CORP
US
N
2
2042-02-25
Floating
4.73871
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
14106505.660000
PA
USD
12646961.950000
0.1439309
Long
ABS-O
CORP
US
N
2
2046-02-15
Fixed
1.95
N
N
N
N
N
N
SOUND POINT CLO LTD 2018-2A
N/A
SOUND POINT CLO LTD SNDPT 2018 2A A 144A
83611JAA3
600000.000000
PA
USD
584157.000000
0.0066481
Long
ABS-CBDO
CORP
KY
N
2
2031-07-26
Floating
5.42686
N
N
N
N
N
N
SOUND POINT CLO VIII-R LTD 2015-1RA
N/A
SOUND POINT CLO LTD SNDPT 2015 1RA AR 144A
83607HAL9
3055000.000000
PA
USD
3008944.350000
0.0342438
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
5.15914
N
N
N
N
N
N
SOUND POINT CLO XII LTD 2016-2A
N/A
SOUND POINT CLO LTD SNDPT 2016 2A AR2 144A
83610CAW1
1743601.160000
PA
USD
1729808.210000
0.0196864
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
5.29257
N
N
N
N
N
N
SOUND POINT CLO XIV LTD 2016-3A
N/A
SOUND POINT CLO LTD SNDPT 2016 3A AR2 144A
83609NAN0
13461416.760000
PA
USD
13392515.580000
0.1524158
Long
ABS-CBDO
CORP
KY
N
2
2029-01-23
Floating
5.31457
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
6571147.870000
PA
USD
6489552.680000
0.0738555
Long
ABS-CBDO
CORP
KY
N
2
2029-01-23
Floating
5.22457
N
N
N
N
N
N
SOUND POINT CLO XVI LTD 2017-2A
N/A
SOUND POINT CLO LTD SNDPT 2017 2A AR 144A
83610KAJ2
29350000.000000
PA
USD
28909750.000000
0.3290124
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
5.33843
N
N
N
N
N
N
SOUND POINT CLO XVII 2017-3A
N/A
SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A
83611GAL5
4500000.000000
PA
USD
4439040.750000
0.0505193
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
5.22257
N
N
N
N
N
N
SOUNDS POINT CLO IV-R LTD 2013-3RA
N/A
SOUND POINT CLO LTD SNDPT 2013 3RA A 144A
83609YAC0
1000000.000000
PA
USD
978589.370000
0.0111370
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
5.34371
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 04/23 0.7
842400GZ0
27400000.000000
PA
USD
27125527.350000
0.3087068
Long
DBT
CORP
US
N
2
2023-04-03
Fixed
0.7
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 04/23 VAR
842400HA4
62700000.000000
PA
USD
62608303.130000
0.7125247
Long
DBT
CORP
US
N
2
2023-04-03
Floating
4.94247
N
N
N
N
N
N
SOUTHERN CALIFORNIA GAS COMPANY
XY0N0J73VHV5F4CUJV89
SOUTHERN CALIF GAS CO SR UNSECURED 09/23 VAR
842434CV2
2000000.000000
PA
USD
1994507.380000
0.0226988
Long
DBT
CORP
US
N
2
2023-09-14
Floating
5.10271
N
N
N
N
N
N
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 06/23 3
03027XAQ3
6100000.000000
PA
USD
6036202.660000
0.0686961
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 03/24 VAR
853254BJ8
5200000.000000
PA
USD
5175363.910000
0.0588991
Long
DBT
CORP
GB
N
2
2024-03-15
Floating
3.885
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 03/26 VAR
853254CK4
5300000.000000
PA
USD
5215652.510000
0.0593576
Long
DBT
CORP
GB
N
2
2026-03-30
Floating
6.04253
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR
853254CF5
50400000.000000
PA
USD
48986658.000000
0.5575012
Long
DBT
CORP
GB
N
2
2025-11-23
Floating
4.97036
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV1
N/A
STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A
85573EAA5
4780443.580000
PA
USD
4420322.730000
0.0503063
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
1.027
N
N
N
N
N
N
STARWOOD PROPERTY MORTGAGE TRUST 2021-LIH
N/A
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH A 144A
78486EAA6
17200000.000000
PA
USD
16601808.080000
0.1889398
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
5.176
N
N
N
N
N
N
STELLANTIS NV
549300LKT9PW7ZIBDF31
STELLANTIS NV SR UNSECURED 04/23 5.25
31562QAF4
25565000.000000
PA
USD
25588008.500000
0.2912088
Long
DBT
CORP
NL
N
2
2023-04-15
Fixed
5.25
N
N
N
N
N
N
STRATUS CLO 2021-2A LTD
N/A
STRATUS CLO STRAS 2021 2A A 144A
86315TAA3
4627655.480000
PA
USD
4574356.920000
0.0520593
Long
ABS-CBDO
CORP
KY
N
2
2029-12-28
Floating
5.14257
N
N
N
N
N
N
STWD 2022-FL3 LTD
N/A
STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A
78485KAA3
23200000.000000
PA
USD
22476489.440000
0.2557976
Long
ABS-CBDO
CORP
KY
N
2
2038-11-15
Floating
5.15732
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP SR UNSECURED 01/23 VAR
86562MAW0
943000.000000
PA
USD
942997.480000
0.0107319
Long
DBT
CORP
JP
N
2
2023-01-17
Floating
4.81914
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LIMITED
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/25 2.55
86563VAZ2
4100000.000000
PA
USD
3867388.350000
0.0440135
Long
DBT
CORP
JP
N
2
2025-03-10
Fixed
2.55
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LIMITED
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/23 0.8
86563VAQ2
6000000.000000
PA
USD
5821659.900000
0.0662544
Long
DBT
CORP
JP
N
2
2023-09-12
Fixed
0.8
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LIMITED
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 09/24 VAR
J7771YLH8
3700000.000000
PA
USD
3677442.950000
0.0418518
Long
DBT
CORP
JP
N
2
2024-09-16
Floating
4.66506
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED
549300MJAANHLHOVTO40
SYDNEY AIRPORT FINANCE SR SECURED 144A 03/23 3.9
87124VAD1
3410000.000000
PA
USD
3400892.710000
0.0387044
Long
DBT
CORP
AU
N
2
2023-03-22
Fixed
3.9
N
N
N
N
N
N
SYMPHONY CLO XIV LTD 2014-14A
N/A
SYMPHONY CLO LTD SYMP 2014 14A AR 144A
87159QBV9
894649.170000
PA
USD
895201.270000
0.0101880
Long
ABS-CBDO
CORP
KY
N
2
2026-07-14
Floating
4.96086
N
N
N
N
N
N
SYMPHONY STATIC CLO 2021-1A
N/A
SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A
87190TAA1
3777184.100000
PA
USD
3719903.860000
0.0423350
Long
ABS-CBDO
CORP
KY
N
2
2029-10-25
Floating
5.18843
N
N
N
N
N
N
AMMC CLO 20 LTD 2017-20A
N/A
AMERICAN MONEY MANAGEMENT CORP AMMC 2017 20A AR 144A
00177TAJ2
11090217.570000
PA
USD
11036837.910000
0.1256067
Long
ABS-CBDO
CORP
KY
N
2
2029-04-17
Floating
4.94914
N
N
N
N
N
N
TAMPA ELECTRIC COMPANY
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC CO
87513MNC8
65300000.000000
PA
USD
65191270.280000
0.7419206
Long
DBT
CORP
US
N
2
2023-01-12
None
0
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
TARGA RES CORP
87613LND7
95800000.000000
PA
USD
95639503.390000
1.0884420
Long
DBT
CORP
US
N
2
2023-01-13
None
0
N
N
N
N
N
N
TCW CLO LTD 2018-1A
N/A
TCW CLO TCW 2018 1A A1R 144A
87240UAR1
19100000.000000
PA
USD
18809076.440000
0.2140600
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
5.32843
N
N
N
N
N
N
THARALDSON HOTEL PORTFOLIO TRUST 2018
N/A
THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL A 144A
88327HAA1
4466782.560000
PA
USD
4346382.670000
0.0494648
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
5.268
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA SR UNSECURED 03/24 VAR
06418BAD0
24100000.000000
PA
USD
24065918.990000
0.2738864
Long
DBT
CORP
CA
N
2
2024-03-11
Floating
5.13967
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC SR UNSECURED 04/23 VAR
883556CN0
44000000.000000
PA
USD
43903111.560000
0.4996470
Long
DBT
CORP
US
N
2
2023-04-18
Floating
4.10161
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC SR UNSECURED 10/23 VAR
883556CR1
39900000.000000
PA
USD
39761759.270000
0.4525156
Long
DBT
CORP
US
N
2
2023-10-18
Floating
4.14161
N
N
N
N
N
N
THOMSON REUTERS CORPORATION
549300561UZND4C7B569
THOMSON REUTERS CORP
88513BNR7
88700000.000000
PA
USD
88412814.240000
1.0061974
Long
DBT
CORP
CA
N
2
2023-01-25
None
0
N
N
N
N
N
N
TICP CLO II LTD 2018-IIA
N/A
TICP CLO LTD TICP 2018 IIA A1 144A
87249TAC8
410558.340000
PA
USD
409359.310000
0.0046588
Long
ABS-CBDO
CORP
KY
N
2
2028-04-20
Floating
5.08257
N
N
N
N
N
N
TIME WARNER CABLE ENTERPRISES LLC
N/A
TIME WARNER CABLE ENTRMN SR SECURED 03/23 8.375
88731EAF7
13192000.000000
PA
USD
13275480.430000
0.1510839
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.375
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK SR UNSECURED 03/24 VAR
89114TZS4
41800000.000000
PA
USD
41742303.880000
0.4750555
Long
DBT
CORP
CA
N
2
2024-03-08
Floating
5.06432
N
N
N
N
N
N
TORONTO-DOMINION BANK/NEW YORK BRANCH
PT3QB789TSUIDF371261
TORONTO DOMINION BK
000000000
2300000.000000
PA
USD
2301361.030000
0.0261910
Long
DBT
CORP
CA
N
2
2023-04-21
Floating
4.9
N
N
N
N
N
N
TOWD POINT HE TRUST 2021-HE1
N/A
TOWD POINT ASSET FUNDING, LLC TPHT 2021 HE1 A1 144A
89180DAA4
9243747.240000
PA
USD
8685456.340000
0.0988463
Long
ABS-MBS
CORP
US
N
2
2063-02-25
Variable
0.918
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2017-5
N/A
TOWD POINT MORTGAGE TRUST TPMT 2017 5 A1 144A
89169EAA7
758568.000000
PA
USD
751074.410000
0.0085477
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
4.98871
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019-4
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A
89178BAA2
15993427.150000
PA
USD
14925755.530000
0.1698652
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.9
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019-HY3
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A
89177XAA5
1696718.160000
PA
USD
1680343.300000
0.0191234
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
5.38871
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2020-1
N/A
TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A
89178WAU2
19045176.820000
PA
USD
17544774.940000
0.1996714
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
58962302.630000
PA
USD
51923825.160000
0.5909281
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
1.636
N
N
N
N
N
N
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2020-1A
N/A
TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2020 1A A 144A
89237JAA4
41800000.000000
PA
USD
38271745.600000
0.4355582
Long
ABS-O
CORP
US
N
2
2033-05-25
Fixed
1.35
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST
N/A
TOYOTA AUTO RECEIVABLES OWNER TAOT 2022 C A2B
89231CAC1
10000000.000000
PA
USD
10009151.000000
0.1139109
Long
ABS-O
CORP
US
N
2
2025-08-15
Floating
4.37799
N
N
N
N
N
N
ANCHORAGE CAPITAL CLO LTD 2015-6A
N/A
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A ARR 144A
03328QAY7
4399733.670000
PA
USD
4340036.280000
0.0493925
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.12914
N
N
N
N
N
N
TPMT-2019-1
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 1 A1 144A
89177BAA3
10405232.540000
PA
USD
9838095.340000
0.1119642
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.72174
N
N
N
N
N
N
TRANSCANADA PIPELINES LIMITED
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD
89355QNK8
3200000.000000
PA
USD
3191744.000000
0.0363242
Long
DBT
CORP
CA
N
2
2023-01-19
None
0
N
N
N
N
N
N
UBS AG/LONDON BRANCH
BFM8T61CT2L1QCEMIK50
UBS AG LONDON SR UNSECURED 144A 02/24 VAR
902674YC8
14800000.000000
PA
USD
14732847.810000
0.1676697
Long
DBT
CORP
CH
N
2
2024-02-09
Floating
4.34501
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 05/26 VAR
902613AN8
21200000.000000
PA
USD
21373141.670000
0.2432407
Long
DBT
CORP
CH
N
2
2026-05-12
Floating
5.57149
N
N
N
N
N
N
AOZORA BANK LTD
X0XUGKC9FD2CYUQNC010
AOZORA BANK SR UNSECURED REGS 09/24 1.05
ACI208763
50280000.000000
PA
USD
46658331.600000
0.5310032
Long
DBT
CORP
JP
N
2
2024-09-09
Fixed
1.05
N
N
N
N
N
N
APIDOS CLO 2017-27A
N/A
APIDOS CLO APID 2017 27A A1R 144A
03767JAF2
15800000.000000
PA
USD
15630846.310000
0.1778896
Long
ABS-CBDO
CORP
KY
N
2
2030-07-17
Floating
5.00914
N
N
N
N
N
N
APIDOS CLO XV 2013-15A
N/A
APIDOS CLO APID 2013 15A A1RR 144A
03764QBC5
9450000.000000
PA
USD
9315802.720000
0.1060201
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
5.25257
N
N
N
N
N
N
APIDOS CLO XXVI LLC 2017-26A
N/A
APIDOS CLO APID 2017 26A A1AR 144A
03766GAL6
24900000.000000
PA
USD
24606747.970000
0.2800414
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
5.09371
N
N
N
N
N
N
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL2
N/A
ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL2 A 144A
03881EAA5
6400000.000000
PA
USD
6188357.120000
0.0704277
Long
ABS-CBDO
CORP
KY
N
2
2036-05-15
Floating
5.41786
N
N
N
N
N
N
VENTURE CDO LTD 2016-25A
N/A
VENTURE CDO LTD VENTR 2016 25A ARR 144A
92329VAS1
24255017.330000
PA
USD
24015829.140000
0.2733163
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
5.26257
N
N
N
N
N
N
VENTURE CLO LTD 2013-4A
N/A
VENTURE CDO LTD VENTR 2013 14A ARR 144A
92328GBA3
32180367.270000
PA
USD
31851527.680000
0.3624918
Long
ABS-CBDO
CORP
KY
N
2
2029-08-28
Floating
5.76629
N
N
N
N
N
N
VENTURE XXI CLO LTD 2015-21A
N/A
VENTURE XXI CLO VENTR 2015 21A AR 144A
92330MAL3
2647120.370000
PA
USD
2652712.840000
0.0301897
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
4.95914
N
N
N
N
N
N
VENTURE XXVII CLO LTD 2017-27A
N/A
VENTURE CDO LTD VENTR 2017 27A AR 144A
92331LBC3
8494024.350000
PA
USD
8298745.880000
0.0944453
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
5.29257
N
N
N
N
N
N
VENTURE XXVIII CLO LTD 2017-28A
N/A
VENTURE CDO LTD VENTR 2017 28A A2R 144A
92331AAW4
34400000.000000
PA
USD
33682129.450000
0.3833253
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
5.23257
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSECURED 05/25 VAR
92343VEP5
120952000.000000
PA
USD
121974949.120000
1.3881571
Long
DBT
CORP
US
N
2
2025-05-15
Floating
5.70614
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2021-6
N/A
VERUS SECURITIZATION TRUST VERUS 2021 6 A1 144A
92538MAA7
39511294.590000
PA
USD
32066529.050000
0.3649387
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.63
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2021-R1
N/A
VERUS SECURITIZATION TRUST VERUS 2021 R1 A1 144A
92538BAA1
7139205.910000
PA
USD
6406763.360000
0.0729133
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.82
N
N
N
N
N
N
VIBRANT CLO VI LTD 2017-6A
N/A
VIBRANT CLO LTD VIBR 2017 6A AR 144A
92558EAJ1
6465664.320000
PA
USD
6379296.430000
0.0726007
Long
ABS-CBDO
CORP
KY
N
2
2029-06-20
Floating
5.69586
N
N
N
N
N
N
AREIT TRUST 2019-CRE3
N/A
AREIT CRE TRUST AREIT 2019 CRE3 A 144A
00217LAA0
657316.700000
PA
USD
646358.210000
0.0073560
Long
ABS-MBS
CORP
US
N
2
2036-09-14
Floating
5.7102
N
N
N
N
N
N
AREIT TRUST 2021-CRE5
N/A
AREIT CRE TRUST AREIT 2021 CRE5 A 144A
04002PAA2
22897723.350000
PA
USD
21921593.400000
0.2494825
Long
ABS-MBS
CORP
KY
N
2
2038-11-17
Floating
5.41914
N
N
N
N
N
N
VMC FINANCE 2021-FL4 LLC
N/A
VMC FINANCE LLC VMC 2021 FL4 A 144A
91835RAA8
11292688.470000
PA
USD
10598753.330000
0.1206210
Long
ABS-MBS
CORP
US
N
2
2036-06-16
Floating
5.43914
N
N
N
N
N
N
AREIT TRUST 2022-CRE6
N/A
AREIT CRE TRUST AREIT 2022 CRE6 A 144A
04002VAA9
38787998.800000
PA
USD
37064892.380000
0.4218234
Long
ABS-MBS
CORP
KY
N
2
2037-01-16
Floating
5.07571
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC SR UNSECURED 08/23 0.6
928563AG0
48511000.000000
PA
USD
47255434.420000
0.5377987
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.6
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857MN57
80700000.000000
PA
USD
80637915.070000
0.9177138
Long
DBT
CORP
US
N
2
2023-01-05
None
0
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/23 4.25
928668AR3
11148000.000000
PA
USD
11042769.680000
0.1256742
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
4.25
N
N
N
N
N
N
VOYA CLO 2017-2A
N/A
VOYA CLO LTD VOYA 2017 2A A1R 144A
92915UAG9
9609095.090000
PA
USD
9440943.610000
0.1074443
Long
ABS-CBDO
CORP
KY
N
2
2030-06-07
Floating
5.05914
N
N
N
N
N
N
VOYA CLO LTD 2017-1A
N/A
VOYA CLO LTD VOYA 2017 1A A1R 144A
92916MAF8
28828293.970000
PA
USD
28471379.800000
0.3240235
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
5.02914
N
N
N
N
N
N
VW CREDIT INC
549300UUPJ2NXDB68M19
VW CR INC
91842KNS1
55500000.000000
PA
USD
55304903.630000
0.6294071
Long
DBT
CORP
US
N
2
2023-01-26
None
0
N
N
N
N
N
N
VW CREDIT INC
549300UUPJ2NXDB68M19
VW CR INC
91842KNT9
22100000.000000
PA
USD
22019332.570000
0.2505948
Long
DBT
CORP
US
N
2
2023-01-27
None
0
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
WALGREENS BOOTS
93142XNB3
38150000.000000
PA
USD
38090854.910000
0.4334996
Long
DBT
CORP
US
N
2
2023-01-11
None
0
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
WALGREENS BOOTS
93142XNJ6
32050000.000000
PA
USD
31970362.800000
0.3638443
Long
DBT
CORP
US
N
2
2023-01-18
None
0
N
N
N
N
N
N
WALT DISNEY COMPANY
549300GZKULIZ0WOW665
DISNEY (WALT) CO THE
2546R3PM0
11500000.000000
PA
USD
11422898.250000
0.1300003
Long
DBT
CORP
US
N
2
2023-02-21
None
0
N
N
N
N
N
N
ARES XL CLO LTD 2016-40A
N/A
ARES CLO LTD ARES 2016 40A A1RR 144A
04016GBB3
7028669.940000
PA
USD
6937922.780000
0.0789582
Long
ABS-CBDO
CORP
KY
N
2
2029-01-15
Floating
4.94914
N
N
N
N
N
N
ARES XXXIX CLO LTD 2016-39A
N/A
ARES CLO LTD ARES 2016 39A A1R2 144A
04015WBA1
2200000.000000
PA
USD
2161500.000000
0.0245993
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
5.24371
N
N
N
N
N
N
WELLFLEET CLO LTD 2015-1
N/A
WELLFLEET CLO LTD WELF 2015 1A AR4 144A
949496BJ1
14344142.000000
PA
USD
14158716.420000
0.1611357
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
5.13257
N
N
N
N
N
N
WELLFLEET CLO LTD 2017-1A
N/A
WELLFLEET CLO LTD WELF 2017 1A A1RR 144A
94950GAL1
7142550.240000
PA
USD
7056839.640000
0.0803116
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
5.13257
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2013 LC12 A3FL 144A
94988QBG5
3931828.830000
PA
USD
3926488.620000
0.0446861
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Floating
5.37629
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-HSDB
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 HSDB A 144A
95001EAA6
5400000.000000
PA
USD
5329195.740000
0.0606498
Long
ABS-MBS
CORP
US
N
2
2031-12-13
Floating
5.37
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP SR UNSECURED 01/23 VAR
961214DT7
3619000.000000
PA
USD
3618771.030000
0.0411841
Long
DBT
CORP
AU
N
2
2023-01-11
Floating
4.47871
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP SR UNSECURED 01/23 VAR
961214EK5
6353000.000000
PA
USD
6352228.360000
0.0722926
Long
DBT
CORP
AU
N
2
2023-01-13
Floating
4.33071
N
N
N
N
N
N
WOORI BANK
549300VUVMRL6RE7R376
WOORI BANK SR UNSECURED REGS 02/23 VAR
ACI101VM8
2000000.000000
PA
USD
2000640.000000
0.0227686
Long
DBT
CORP
KR
N
2
2023-02-01
Floating
5.30957
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
ZOETIS INC SR UNSECURED 02/23 3.25
98978VAB9
6600000.000000
PA
USD
6590589.790000
0.0750054
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.25
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
502256.780000
PA
USD
502256.780000
0.0057160
Long
RA
US
N
2
Repurchase
N
1.9000000
2023-01-03
536600.000000
USD
512367.140000
USD
UST
N
N
N
N/A
N/A
PARIBAS REPO
000000000
137500000.000000
PA
USD
137500000.000000
1.5648426
Long
RA
US
N
2
Repurchase
N
4.1500000
2023-01-03
144275200.000000
USD
140042751.390000
USD
UST
N
N
N
N/A
N/A
PARIBAS REPO
000000000
24400000.000000
PA
USD
24400000.000000
0.2776884
Long
RA
US
N
2
Repurchase
N
4.3100000
2023-01-03
31383400.000000
USD
24915477.410000
USD
UST
N
N
N
ARKANSAS STUDENT LOAN AUTHORITY 2010-1
N/A
ARKANSAS ST STUDENT LOAN AUTH ARSSTD 11/43 FLOATINOID VAR
041150DJ9
270217.120000
PA
USD
266161.400000
0.0030291
Long
ABS-O
MUN
US
N
2
2043-11-25
Floating
5.59871
N
N
N
N
N
N
ARROYO MORTGAGE TRUST 2021-1R
N/A
ARROYO MORTGAGE TRUST ARRW 2021 1R A1 144A
042853AA9
15128336.770000
PA
USD
11954295.230000
0.1360479
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
1.175
N
N
N
N
N
N
ASHFORD HOSPITALITY TRUST 2018-ASHF
N/A
ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A
04410RAA4
1818931.150000
PA
USD
1759457.920000
0.0200238
Long
ABS-MBS
CORP
US
N
2
2035-04-15
Floating
5.218
N
N
N
N
N
N
ASHFORD HOSPITALITY TRUST 2018-KEYS
N/A
ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A
04410CAA7
9300000.000000
PA
USD
8966624.760000
0.1020462
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
5.318
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC SR UNSECURED 08/23 VAR
046353AS7
1895000.000000
PA
USD
1895356.680000
0.0215704
Long
DBT
CORP
GB
N
2
2023-08-17
Floating
5.31471
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 02/23 VAR
00206RFY3
74811000.000000
PA
USD
74830621.430000
0.8516229
Long
DBT
CORP
US
N
2
2023-02-15
Floating
5.53971
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 06/24 VAR
00206RGD8
3265000.000000
PA
USD
3289063.830000
0.0374318
Long
DBT
CORP
US
N
2
2024-06-12
Floating
5.91514
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SECURED 144A 10/23 1.2
04685A2Q3
8000000.000000
PA
USD
7733133.120000
0.0880083
Long
DBT
CORP
US
N
2
2023-10-13
Fixed
1.2
N
N
N
N
N
N
ATLAS SENIOR LOAN FUND LTD 2018-9A
N/A
ATLAS SENIOR LOAN FUND LTD ATCLO 2018 9A A 144A
04941VAC9
965477.630000
PA
USD
959041.880000
0.0109145
Long
ABS-CBDO
CORP
KY
N
2
2028-04-20
Floating
5.11257
N
N
N
N
N
N
ATLAS SENIOR LOAN FUND XIII
N/A
ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A
04942VAW4
2000000.000000
PA
USD
1947814.400000
0.0221674
Long
ABS-CBDO
CORP
KY
N
2
2031-04-22
Floating
5.40457
N
N
N
N
N
N
ATMOS ENERGY CORPORATION
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP SR UNSECURED 03/23 VAR
049560AV7
102934000.000000
PA
USD
102875485.110000
1.1707923
Long
DBT
CORP
US
N
2
2023-03-09
Floating
5.10343
N
N
N
N
N
N
AUSGRID FINANCE PTY LTD
549300DN8D7YR73BKB57
AUSGRID FINANCE PTY LTD SR SECURED 144A 05/23 3.85
052113AA5
20000000.000000
PA
USD
19900724.400000
0.2264836
Long
DBT
CORP
AU
N
2
2023-05-01
Fixed
3.85
N
N
N
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP SR UNSECURED 144A 05/23 3.875
05369AAC5
6351000.000000
PA
USD
6300182.850000
0.0717003
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.875
N
N
N
N
N
N
AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD)
635400CPI3EOIFF6OC33
PARK AEROSPACE HOLDINGS COMPANY GUAR 144A 03/23 4.5
70014LAC4
9645000.000000
PA
USD
9621912.760000
0.1095038
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
4.5
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 01/23 5.5
05401AAA9
3003000.000000
PA
USD
2995325.770000
0.0340888
Long
DBT
CORP
KY
N
2
2023-01-15
Fixed
5.5
N
N
N
N
N
N
2023-02-09
PIMCO ETF Trust
/s/ Bijal Parikh
Bijal Parikh
Treasurer