0001450011-23-000614.txt : 20230828
0001450011-23-000614.hdr.sgml : 20230828
20230828172053
ACCESSION NUMBER: 0001450011-23-000614
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
PERIOD START: 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: 231217215
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
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false
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0001450011
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Newport Beach
92660
(888) 400-4383
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
S000026751
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2023-06-30
2023-06-30
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2023-07-19
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ES
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2024-05-24
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0.0105900
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2025-03-15
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0.0517945
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DBT
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US
N
2
2025-04-22
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N
N
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06051GJU4
37879000.000000
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37846484.670000
0.4088106
Long
DBT
CORP
US
N
2
2025-04-22
Floating
5.73869
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
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0.1833836
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US
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2
2024-06-14
Floating
5.47568
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 07/24 VAR
06051GHL6
13200000.000000
PA
USD
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0.1424122
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US
N
2
2024-07-23
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3.864
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
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06051GJJ9
31400000.000000
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USD
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0.3391972
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US
N
2
2024-10-24
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N
N
N
N
N
N
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BANK OF AMERICA CREDIT CARD TR BACCT 2021 A1 A1
05522RDD7
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USD
5965589.930000
0.0644392
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ABS-MBS
CORP
US
N
2
2026-09-15
Fixed
0.44
N
N
N
N
N
N
BANK OF MONTREAL
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06368FAH2
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USD
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0.0894751
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CORP
CA
N
2
2024-03-08
Floating
5.77541
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL SR UNSECURED 09/23 VAR
06368FAB5
2275000.000000
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USD
2274720.810000
0.0245711
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CORP
CA
N
2
2023-09-15
Floating
5.32977
N
N
N
N
N
N
BANK OF MONTREAL
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BANK OF MONTREAL SR UNSECURED 12/23 VAR
06368EA44
253000.000000
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USD
252931.240000
0.0027321
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CORP
CA
N
2
2023-12-08
Floating
5.41541
N
N
N
N
N
N
BANK OF MONTREAL
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BANK OF MONTREAL SR UNSECURED 12/24 VAR
06368LGW0
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USD
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0.1068958
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CORP
CA
N
2
2024-12-12
Floating
5.76344
N
N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)
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FR
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2024-02-27
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N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)
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BANQUE FED CRED MUTUEL SR UNSECURED 144A 07/23 3.75
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USD
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FR
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2023-07-20
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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
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PA
USD
5401107.650000
0.0583417
Long
DBT
CORP
FR
N
2
2023-07-20
Floating
6.21043
N
N
N
N
N
N
BARCLAYS BANK PLC
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06739FHV6
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USD
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0.0158170
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DBT
CORP
GB
N
2
2024-05-15
Fixed
3.75
N
N
N
N
N
N
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213800LBQA1Y9L22JB70
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06738EBH7
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PA
USD
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0.6116659
Long
DBT
CORP
GB
N
2
2025-05-07
Floating
3.932
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 12/24 VAR
06738EBQ7
17202000.000000
PA
USD
16773309.470000
0.1811821
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DBT
CORP
GB
N
2
2024-12-10
Floating
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N
N
N
N
N
N
BARINGS CLO LTD 2018-III 2018-3A
N/A
BABSON CLO LTD BABSN 2018 3A A1 144A
06760PAC5
3611142.380000
PA
USD
3606507.880000
0.0389568
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.20043
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC SR UNSECURED 12/23 VAR
071813CY3
13767000.000000
PA
USD
13737345.190000
0.1483882
Long
DBT
CORP
US
N
2
2023-12-01
Floating
5.33069
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC COMPANY GUAR 144A 07/24 3.375
07274NAW3
931000.000000
PA
USD
909879.770000
0.0098283
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.375
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
19458000.000000
PA
USD
19273079.340000
0.2081841
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
63232000.000000
PA
USD
63169915.660000
0.6823495
Long
DBT
CORP
US
N
2
2023-12-15
Floating
6.562
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC COMPANY GUAR REGS 12/23 VAR
U07265AD0
7325000.000000
PA
USD
7317807.950000
0.0790456
Long
DBT
CORP
US
N
2
2023-12-15
Floating
6.562
N
N
N
N
N
N
BCP TRUST 2021-330N
N/A
BCP TRUST BCP 2021 330N A 144A
05553BAA3
5500000.000000
PA
USD
4924298.500000
0.0531913
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
5.992
N
N
N
N
N
N
BEAR STEARNS ADJ RATE MTGE TR 2003-5
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BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 1A2
07384MWG3
294317.900000
PA
USD
273758.420000
0.0029571
Long
ABS-MBS
CORP
US
N
3
2033-08-25
Floating
4.34183
N
N
N
N
N
N
BEAST MORTGAGE TRUST 2022-1700
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BSST MORTGAGE TRUST BSST 2022 1700 A 144A
055742AA8
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USD
7241558.400000
0.0782219
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ABS-MBS
CORP
US
N
2
2037-02-15
Floating
6.447
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO XII LTD 2017-12A
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BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A
08179HAE0
11608495.820000
PA
USD
11514951.660000
0.1243823
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.21029
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
8505400.000000
0.0918737
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
6.29029
N
N
N
N
N
N
BGC GROUP INC
N/A
BGC PARTNERS INC SR UNSECURED 07/23 5.375
05541TAK7
900000.000000
PA
USD
899424.670000
0.0097154
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
5.375
N
N
N
N
N
N
BHP TRUST 2019-BXHP
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BHP TRUST BHPT 2019 BXHP A 144A
05550TAA7
1695301.830000
PA
USD
1674806.990000
0.0180909
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
6.16802
N
N
N
N
N
N
BLUEMOUNTAIN CLO LTD 2013-2A
N/A
BLUEMOUNTAIN CLO LTD BLUEM 2013 2A A1R 144A
09626YAN0
3982009.290000
PA
USD
3963667.400000
0.0428148
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
6.45271
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC COMPANY GUAR REGS 04/24 VAR
U09513JA8
1755000.000000
PA
USD
1755714.480000
0.0189649
Long
DBT
CORP
US
N
2
2024-04-01
Floating
5.60629
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED 144A 01/24 3.8
05581KAB7
54521000.000000
PA
USD
53843175.850000
0.5816038
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 3.375
09659W2D5
25000000.000000
PA
USD
24023678.750000
0.2594992
Long
DBT
CORP
FR
N
2
2025-01-09
Fixed
3.375
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED 144A 01/25 VAR
09659W2G8
13830000.000000
PA
USD
13709387.460000
0.1480862
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 REGS 01/24 3.8
05581LAB5
10200000.000000
PA
USD
10073190.030000
0.1088087
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
4020531.360000
0.0434290
Long
DBT
CORP
FR
N
2
2024-01-15
Floating
6.49029
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED REGS 01/25 VAR
09659X2G6
530000.000000
PA
USD
525377.830000
0.0056750
Long
DBT
CORP
FR
N
2
2025-01-10
Floating
4.705
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 02/24 1.433
097023DE2
89473000.000000
PA
USD
87112475.890000
0.9409724
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.433
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA SR UNSECURED 144A 09/23 4
05583JAF9
12365000.000000
PA
USD
12309369.870000
0.1329635
Long
DBT
CORP
FR
N
2
2023-09-12
Fixed
4
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA SR UNSECURED 144A 09/23 VAR
05583JAD4
3045000.000000
PA
USD
3048401.110000
0.0329283
Long
DBT
CORP
FR
N
2
2023-09-12
Floating
6.77971
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA SR UNSECURED REGS 09/23 VAR
05584KAD0
16437000.000000
PA
USD
16455359.310000
0.1777477
Long
DBT
CORP
FR
N
2
2023-09-12
Floating
6.77971
N
N
N
N
N
N
BRASS NO 8 PLC 8A
N/A
BRASS PLC BRASS 8A A1 144A
10554MAA8
594788.040000
PA
USD
594871.910000
0.0064257
Long
ABS-MBS
CORP
GB
N
2
2066-11-16
Floating
6.01829
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
525141.060000
0.0056725
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
6.243
N
N
N
N
N
N
BXMT 2020-FL3 LTD
N/A
BXMT LTD BXMT 2020 FL3 A 144A
05608XAA0
57900000.000000
PA
USD
55345831.250000
0.5978352
Long
ABS-MBS
CORP
KY
N
2
2037-11-15
Floating
6.61636
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK SR UNSECURED 09/23 VAR
13607RAE0
7869000.000000
PA
USD
7876253.330000
0.0850778
Long
DBT
CORP
CA
N
2
2023-09-13
Floating
6.20443
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK SR UNSECURED 12/23 VAR
13607GRT3
10588000.000000
PA
USD
10578169.040000
0.1142634
Long
DBT
CORP
CA
N
2
2023-12-14
Floating
5.4648
N
N
N
N
N
N
CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2017-A5
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CAPITAL ONE MULTI ASSET EXECUT COMET 2017 A5 A5
14041NFP1
38600000.000000
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USD
38662532.000000
0.4176253
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ABS-MBS
CORP
US
N
2
2027-07-15
Floating
5.77329
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2
N/A
CAPITAL ONE PRIME AUTO RECEIVA COPAR 2022 2 A2B
14043GAC8
34025821.060000
PA
USD
34032112.430000
0.3676084
Long
ABS-O
CORP
US
N
2
2025-09-15
Floating
5.71662
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
4668421.460000
0.0504274
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
6.34157
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
38770313.610000
PA
USD
38516897.660000
0.4160522
Long
ABS-CBDO
CORP
KY
N
2
2030-08-14
Floating
6.27071
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
9875765.500000
0.1066761
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.25043
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2022-4
N/A
CARMAX AUTO OWNER TRUST CARMX 2022 4 A2B
14318UAC5
25356203.570000
PA
USD
25400181.370000
0.2743679
Long
ABS-O
CORP
US
N
2
2025-12-15
Floating
5.96662
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2023-1
N/A
CARMAX AUTO OWNER TRUST CARMX 2023 1 A2B
14318DAH2
20300000.000000
PA
USD
20330961.560000
0.2196112
Long
ABS-O
CORP
US
N
2
2026-01-15
Floating
5.76662
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2023-2
N/A
CARMAX AUTO OWNER TRUST CARMX 2023 2 A2B
142921AC9
17000000.000000
PA
USD
17058585.400000
0.1842636
Long
ABS-O
CORP
US
N
2
2026-06-15
Floating
5.91662
N
N
N
N
N
N
CATAMARAN CLO LTD 2014-1A
N/A
CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A
14889DAJ7
18523491.920000
PA
USD
18412721.440000
0.1988907
Long
ABS-CBDO
CORP
KY
N
2
2030-04-22
Floating
6.37271
N
N
N
N
N
N
CATERPILLAR FINANCIAL SERVICES CORPORATION
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SERVICE SR UNSECURED 09/24 VAR
14913R2R7
125000.000000
PA
USD
124865.170000
0.0013488
Long
DBT
CORP
US
N
2
2024-09-13
Floating
5.33499
N
N
N
N
N
N
CATERPILLAR FINANCIAL SERVICES CORPORATION
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SERVICE SR UNSECURED 11/23 VAR
14913R2X4
200000.000000
PA
USD
200212.730000
0.0021627
Long
DBT
CORP
US
N
2
2023-11-13
Floating
5.52597
N
N
N
N
N
N
CBAM LTD 2017-1A
N/A
CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A
12480VAC9
6431395.220000
PA
USD
6407384.380000
0.0692114
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.50043
N
N
N
N
N
N
CCG RECEIVABLES TRUST 2023-1
N/A
CCG RECEIVABLES TRUST CCG 2023 1 A1 144A
12512XAA1
6015286.420000
PA
USD
6012643.300000
0.0649474
Long
ABS-O
CORP
US
N
2
2024-03-14
Fixed
5.395
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 02/24 4.5
161175BQ6
19000000.000000
PA
USD
18836095.930000
0.2034639
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.5
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 02/24 VAR
161175BP8
60346000.000000
PA
USD
60606714.630000
0.6546622
Long
DBT
CORP
US
N
2
2024-02-01
Floating
6.94914
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC 2020-1A
N/A
CHESAPEAKE FUNDING II LLC CFII 2020 1A A1 144A
165183CJ1
3980683.150000
PA
USD
3960857.760000
0.0427844
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
4334793.100000
PA
USD
4334603.670000
0.0468216
Long
ABS-O
CORP
US
N
2
2032-08-15
Floating
5.84329
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC 2023-1A
N/A
CHESAPEAKE FUNDING II LLC CFII 2023 1A A2 144A
165183CV4
12684562.930000
PA
USD
12708606.520000
0.1372760
Long
ABS-O
CORP
US
N
2
2035-05-15
Floating
6.31662
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
11117511.460000
0.1200893
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
41888274.720000
PA
USD
41595902.940000
0.4493111
Long
ABS-CBDO
CORP
KY
N
2
2030-10-24
Floating
6.22271
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
CIGNA GROUP/THE COMPANY GUAR 07/23 VAR
125523AC4
25946000.000000
PA
USD
25941388.880000
0.2802140
Long
DBT
CORP
US
N
2
2023-07-15
Floating
6.15029
N
N
N
N
N
N
CIT MTGE LOAN TRUST 2007-1
N/A
CIT MORTGAGE LOAN TRUST CITM 2007 1 1A 144A
12559QAA0
1560388.300000
PA
USD
1557622.200000
0.0168251
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
6.50043
N
N
N
N
N
N
CITIBANK CREDIT CARD ISSUANCE TRUST 2017-A5
N/A
CITIBANK CREDIT CARD ISSUANCE CCCIT 2017 A5 A5
17305EGD1
57584000.000000
PA
USD
57693714.800000
0.6231966
Long
ABS-MBS
CORP
US
N
2
2026-04-22
Floating
5.77414
N
N
N
N
N
N
CITIBANK CREDIT CARD ISSUANCE TRUST 2017-A6
N/A
CITIBANK CREDIT CARD ISSUANCE CCCIT 2017 A6 A6
17305EGE9
5550000.000000
PA
USD
5550904.650000
0.0599598
Long
ABS-MBS
CORP
US
N
2
2029-05-14
Floating
5.988
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
34201563.440000
0.3694388
Long
ABS-MBS
CORP
US
N
2
2027-08-07
Floating
5.80057
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 05/25 VAR
172967MX6
3987000.000000
PA
USD
3816432.350000
0.0412244
Long
DBT
CORP
US
Y
2
2025-05-01
Floating
0.981
N
N
N
N
N
N
CITIZENS AUTO RECEIVABLES TRUST 2023-1
N/A
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2B 144A
17331KAC3
15000000.000000
PA
USD
14969318.250000
0.1616957
Long
ABS-O
CORP
US
N
2
2026-07-15
Floating
6.01655
N
N
N
N
N
N
CNH INDUSTRIAL CAPITAL LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL CAP LLC COMPANY GUAR 01/24 4.2
12592BAJ3
41801000.000000
PA
USD
41393237.930000
0.4471219
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.2
N
N
N
N
N
N
CNH INDUSTRIAL NV
549300WGC2HZ5J67V817
CNH INDUSTRIAL NV SR UNSECURED 08/23 4.5
12594KAA0
46930000.000000
PA
USD
46857709.030000
0.5061481
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
26630254.490000
PA
USD
21039578.750000
0.2272655
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
9323686.000000
0.1007127
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
6.494
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST 2017-AGS
N/A
COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A2 144A
20267VAB3
273185.040000
PA
USD
268255.800000
0.0028976
Long
ABS-O
CORP
US
N
2
2041-05-25
Floating
6.00043
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC SR UNSECURED 05/24 4.3
205887CA8
23480000.000000
PA
USD
23168799.130000
0.2502650
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.3
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA FOODS INC.
20600HU51
58360000.000000
PA
USD
58315889.760000
0.6299172
Long
DBT
CORP
US
N
2
2023-07-05
None
0
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA FOODS INC.
20600HU69
29400000.000000
PA
USD
29373324.500000
0.3172851
Long
DBT
CORP
US
N
2
2023-07-06
None
0
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA FOODS INC.
20600HUL6
39800000.000000
PA
USD
39672640.000000
0.4285363
Long
DBT
CORP
US
N
2
2023-07-20
None
0
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED ED CO N
20911MUH8
88200000.000000
PA
USD
87979046.650000
0.9503330
Long
DBT
CORP
US
N
2
2023-07-17
None
0
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21037DU36
5650000.000000
PA
USD
5647439.140000
0.0610026
Long
DBT
CORP
US
N
2
2023-07-03
None
0
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21037DU51
25450000.000000
PA
USD
25430764.130000
0.2746983
Long
DBT
CORP
US
N
2
2023-07-05
None
0
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21037DUH5
1100000.000000
PA
USD
1097078.640000
0.0118504
Long
DBT
CORP
US
N
2
2023-07-17
None
0
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21037DUJ1
12100000.000000
PA
USD
12065865.900000
0.1303332
Long
DBT
CORP
US
N
2
2023-07-18
None
0
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21037DUQ5
4950000.000000
PA
USD
4931163.620000
0.0532655
Long
DBT
CORP
US
N
2
2023-07-24
None
0
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21037DUR3
1900000.000000
PA
USD
1892462.020000
0.0204420
Long
DBT
CORP
US
N
2
2023-07-25
None
0
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY
21038QUD4
16000000.000000
PA
USD
15965720.480000
0.1724587
Long
DBT
CORP
US
N
2
2023-07-13
None
0
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA SR UNSECURED 144A 09/23 VAR
74977RDD3
1860000.000000
PA
USD
1862803.560000
0.0201217
Long
DBT
CORP
NL
N
2
2023-09-26
Floating
6.40186
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA/NEW YORK BRANCH
DG3RU1DBUFHT4ZF9WN62
COOPERAT RABOBANK UA/NY SR UNSECURED 01/24 VAR
21688AAR3
1480000.000000
PA
USD
1479849.740000
0.0159851
Long
DBT
CORP
NL
N
2
2024-01-12
Floating
5.31539
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
1978213.040000
0.0213683
Long
DBT
CORP
US
N
2
2023-09-13
Fixed
0.4
N
N
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB CAPITAL INC COMPANY GUAR 144A 04/25 VAR
22411VAV0
43250000.000000
PA
USD
43948320.120000
0.4747214
Long
DBT
CORP
CA
N
2
2025-04-04
Floating
6.30542
N
N
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB CAPITAL INC COMPANY GUAR REGS 03/26 VAR
22411WAS5
26000000.000000
PA
USD
26579450.040000
0.2871062
Long
DBT
CORP
CA
N
2
2026-03-11
Floating
6.30905
N
N
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB CAPITAL INC COMPANY GUAR REGS 04/25 VAR
22411WAU0
29500000.000000
PA
USD
29976310.840000
0.3237984
Long
DBT
CORP
CA
N
2
2025-04-04
Floating
6.30542
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
61916433.700000
0.6688096
Long
DBT
CORP
CH
N
2
2024-02-02
Floating
5.44857
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
5648978.720000
0.0610192
Long
DBT
CORP
CH
N
2
2023-08-09
Floating
5.45802
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
8479483.150000
PA
USD
8086977.200000
0.0873540
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
5.943
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
17496605.300000
PA
USD
17343730.990000
0.1873437
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
6.28043
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP (CCI)
54930012H97VSM0I2R19
CROWN CASTLE
22823QU58
6150000.000000
PA
USD
6145357.610000
0.0663810
Long
DBT
CORP
US
N
2
2023-07-05
None
0
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP (CCI)
54930012H97VSM0I2R19
CROWN CASTLE
22823QUL3
9400000.000000
PA
USD
9370849.570000
0.1012221
Long
DBT
CORP
US
N
2
2023-07-20
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
48952624.960000
0.5287770
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
6.02
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
8379006.540000
0.0905084
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
6.543
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS CORPORATION
12665KU61
26150000.000000
PA
USD
26127450.070000
0.2822238
Long
DBT
CORP
US
N
2
2023-07-06
None
0
N
N
N
N
N
N
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FIN NORTH AMER
23384HUM0
2800000.000000
PA
USD
2791143.600000
0.0301494
Long
DBT
CORP
US
N
2
2023-07-21
None
0
N
N
N
N
N
N
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 04/24 VAR
233853AK6
3933000.000000
PA
USD
3937845.180000
0.0425359
Long
DBT
CORP
US
N
2
2024-04-05
Floating
6.07886
N
N
N
N
N
N
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/23 1.125
233853AB6
1450000.000000
PA
USD
1420212.270000
0.0153409
Long
DBT
CORP
US
N
2
2023-12-14
Fixed
1.125
N
N
N
N
N
N
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/23 VAR
233853AC4
26450000.000000
PA
USD
26463205.430000
0.2858505
Long
DBT
CORP
US
N
2
2023-12-14
Floating
5.66568
N
N
N
N
N
N
DAIMLER TRUCKS RETAIL TRUST 2022-1
N/A
DAIMLER TRUCKS RETAIL TRUST DTRT 2022 1 A2
233869AB2
456310.430000
PA
USD
454703.720000
0.0049116
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
5.07
N
N
N
N
N
N
DANONE SA
969500KMUQ2B6CBAF162
DANONE SA SR UNSECURED 144A 11/23 2.589
23636TAD2
5408000.000000
PA
USD
5352129.680000
0.0578127
Long
DBT
CORP
FR
N
2
2023-11-02
Fixed
2.589
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 01/24 5.375
23636AAT8
19849000.000000
PA
USD
19736174.510000
0.2131864
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.375
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 09/23 3.875
23636AAP6
5500000.000000
PA
USD
5479321.540000
0.0591866
Long
DBT
CORP
DK
N
2
2023-09-12
Fixed
3.875
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 09/23 VAR
23636AAQ4
28760000.000000
PA
USD
28800542.680000
0.3110980
Long
DBT
CORP
DK
N
2
2023-09-12
Floating
6.59971
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED REGS 01/24 5.375
23636BAT6
28220000.000000
PA
USD
28059592.160000
0.3030944
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
10142277.340000
0.1095550
Long
DBT
CORP
DK
N
2
2023-09-12
Floating
6.59971
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
77660515.210000
0.8388742
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
5.894
N
N
N
N
N
N
DBWF-2018-GLKS
N/A
DBWF MORTGAGE TRUST DBWF 2018 GLKS A 144A
23307GAA4
900000.000000
PA
USD
887921.820000
0.0095912
Long
ABS-MBS
CORP
US
N
2
2030-12-19
Floating
6.276
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 2023-2
N/A
DELL EQUIPMENT FINANCE TRUST DEFT 2023 2 A2 144A
24703GAB0
23000000.000000
PA
USD
23048111.400000
0.2489613
Long
ABS-O
CORP
US
N
2
2029-01-22
Fixed
5.84
N
N
N
N
N
N
DEUTSCHE BANK AG/LONDON BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG LONDON SR UNSECURED 05/24 3.7
25152RXA6
15670000.000000
PA
USD
15252773.560000
0.1647576
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.7
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 05/24 0.898
251526CJ6
6500000.000000
PA
USD
6178333.660000
0.0667372
Long
DBT
CORP
DE
Y
2
2024-05-28
Fixed
0.898
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 05/24 3.7
251526BY4
8500000.000000
PA
USD
8255486.280000
0.0891742
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.7
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 11/23 0.962
251526CM9
26350000.000000
PA
USD
25823897.740000
0.2789448
Long
DBT
CORP
DE
N
2
2023-11-08
Fixed
0.962
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 11/23 VAR
251526CL1
36687000.000000
PA
USD
36608668.490000
0.3954399
Long
DBT
CORP
DE
N
2
2023-11-08
Floating
5.57843
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
34116910.190000
0.3685244
Long
ABS-MBS
CORP
US
N
2
2026-12-15
Floating
5.79329
N
N
N
N
N
N
DISCOVER CARD EXECUTION NOTE TRUST 2018-A6
N/A
DISCOVER CARD EXECUTION NOTE T DCENT 2018 A6 A6
254683CJ2
16000000.000000
PA
USD
15999315.200000
0.1728216
Long
ABS-MBS
CORP
US
N
2
2026-03-15
Floating
5.58329
N
N
N
N
N
N
DLLAD 2023-1A LLC
N/A
DLLAD LLC DLLAD 2023 1A A2 144A
233258AB8
17500000.000000
PA
USD
17341075.500000
0.1873150
Long
ABS-O
CORP
US
N
2
2026-04-20
Fixed
5.19
N
N
N
N
N
N
DLLMT-2021-1A
N/A
DLLMT LLC DLLMT 2021 1A A3 144A
23345FAC6
2969533.470000
PA
USD
2872024.380000
0.0310231
Long
ABS-O
CORP
US
N
2
2025-07-21
Fixed
1
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC SR UNSECURED 09/23 VAR
25746UDH9
2000000.000000
PA
USD
2000026.880000
0.0216039
Long
DBT
CORP
US
N
2
2023-09-15
Floating
6.082
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION RESOURCES
2574P1UB6
6550000.000000
PA
USD
6539542.730000
0.0706389
Long
DBT
CORP
US
N
2
2023-07-11
None
0
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION RESOURCES
2574P1UX8
34600000.000000
PA
USD
34439705.810000
0.3720112
Long
DBT
CORP
US
N
2
2023-07-31
None
0
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION RESOURCES
2574P1VF6
36200000.000000
PA
USD
35947537.220000
0.3882985
Long
DBT
CORP
US
N
2
2023-08-15
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
3958078.880000
PA
USD
3939808.660000
0.0425571
Long
ABS-CBDO
CORP
KY
N
2
2028-04-15
Floating
6.24029
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
3353860.130000
0.0362278
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
6.23632
N
N
N
N
N
N
DUKE ENERGY CORPORATION
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26244JUA5
20900000.000000
PA
USD
20869607.850000
0.2254295
Long
DBT
CORP
US
N
2
2023-07-10
None
0
N
N
N
N
N
N
DUKE ENERGY CORPORATION
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26244JV89
32300000.000000
PA
USD
32108455.510000
0.3468294
Long
DBT
CORP
US
N
2
2023-08-08
None
0
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC SR UNSECURED 11/23 VAR
26078JAH3
553000.000000
PA
USD
554492.640000
0.0059895
Long
DBT
CORP
US
N
2
2023-11-15
Floating
6.43071
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
324923.990000
PA
USD
321979.330000
0.0034780
Long
ABS-O
CORP
US
N
2
2039-04-25
Floating
5.88043
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA (EDF)
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE SA
28504HV35
44250000.000000
PA
USD
44016635.240000
0.4754593
Long
DBT
CORP
FR
N
2
2023-08-03
None
0
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA (EDF)
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE SA
28504HV43
44250000.000000
PA
USD
44009814.540000
0.4753857
Long
DBT
CORP
FR
N
2
2023-08-04
None
0
N
N
N
N
N
N
ELEVATION CLO LTD 2017-8A
N/A
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A
28622VAN0
15032170.490000
PA
USD
14923444.000000
0.1612002
Long
ABS-CBDO
CORP
KY
N
2
2030-10-25
Floating
6.20514
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
6931077.780000
PA
USD
5895697.440000
0.0636842
Long
ABS-O
CORP
US
N
2
2046-12-26
Fixed
1.53
N
N
N
N
N
N
ENBRIDGE (US) INC
5493003FRODSVHJWFS32
ENBRIDGE (US) INC
29251VUC8
19850000.000000
PA
USD
19814137.600000
0.2140286
Long
DBT
CORP
US
N
2
2023-07-12
None
0
N
N
N
N
N
N
ENBRIDGE (US) INC
5493003FRODSVHJWFS32
ENBRIDGE (US) INC
29251VUH7
20200000.000000
PA
USD
20147955.910000
0.2176344
Long
DBT
CORP
US
N
2
2023-07-17
None
0
N
N
N
N
N
N
ENBRIDGE (US) INC
5493003FRODSVHJWFS32
ENBRIDGE (US) INC
29251VUL8
19850000.000000
PA
USD
19789479.530000
0.2137622
Long
DBT
CORP
US
N
2
2023-07-20
None
0
N
N
N
N
N
N
ENBRIDGE (US) INC
5493003FRODSVHJWFS32
ENBRIDGE (US) INC
29251VUR5
17950000.000000
PA
USD
17881029.640000
0.1931475
Long
DBT
CORP
US
N
2
2023-07-25
None
0
N
N
N
N
N
N
ENBRIDGE (US) INC
5493003FRODSVHJWFS32
ENBRIDGE (US) INC
29251VUS3
14800000.000000
PA
USD
14740772.920000
0.1592270
Long
DBT
CORP
US
N
2
2023-07-26
None
0
N
N
N
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
ENEL FINANCE AMERICA
29279HUS2
16700000.000000
PA
USD
16635328.250000
0.1796917
Long
DBT
CORP
US
N
2
2023-07-26
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
29100000.000000
PA
USD
28010768.380000
0.3025670
Long
DBT
CORP
NL
N
2
2024-09-10
Fixed
2.65
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 01/24 5.875
29278NAM5
5630000.000000
PA
USD
5631466.780000
0.0608300
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.875
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 04/24 4.25
86765BAN9
19464000.000000
PA
USD
19169801.250000
0.2070686
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 04/24 4.5
29278NAH6
18082000.000000
PA
USD
17878542.960000
0.1931206
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.5
N
N
N
N
N
N
ENERGY TRANSFER LP / REGENCY ENERGY FINANCE CORP
N/A
ENRGY TRANS LP/REG FIN SR UNSECURED 11/23 4.5
75886AAJ7
6000000.000000
PA
USD
5976220.260000
0.0645540
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.5
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
ENI SPA SR UNSECURED 144A 09/23 4
26874RAG3
5350000.000000
PA
USD
5327718.590000
0.0575490
Long
DBT
CORP
IT
N
2
2023-09-12
Fixed
4
N
N
N
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORPORATION
29366GUB5
16100000.000000
PA
USD
16074099.130000
0.1736294
Long
DBT
CORP
US
N
2
2023-07-11
None
0
N
N
N
N
N
N
ENTERGY CORPORATION
4XM3TW50JULSLG8BNC79
ENTERGY CORPORATION
29366GUL3
26300000.000000
PA
USD
26221874.270000
0.2832437
Long
DBT
CORP
US
N
2
2023-07-20
None
0
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC 2022-1
N/A
ENTERPRISE FLEET FINANCING LLC EFF 2022 1 A2 144A
29375JAB0
17000256.130000
PA
USD
16560898.110000
0.1788877
Long
ABS-O
CORP
US
N
2
2028-01-20
Fixed
3.03
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC 2023-1
N/A
ENTERPRISE FLEET FINANCING LLC EFF 2023 1 A1 144A
29375CAA7
9049829.600000
PA
USD
9042149.910000
0.0976716
Long
ABS-O
CORP
US
N
2
2024-03-20
Fixed
5.33
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE LLC COMPANY GUAR 144A 11/23 2.7
26884TAT9
2500000.000000
PA
USD
2474508.080000
0.0267292
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
2.7
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST 2021-ESH
N/A
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A
30227FAA8
2312970.930000
PA
USD
2270032.240000
0.0245205
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.274
N
N
N
N
N
N
FANNIE MAE 1998-22
N/A
FANNIE MAE FNR 1998 22 FA
31359RY63
28908.180000
PA
USD
28891.710000
0.0003121
Long
ABS-MBS
USGSE
US
N
2
2028-04-18
Floating
5.54629
N
N
N
N
N
N
FANNIE MAE 2001-46
N/A
FANNIE MAE FNR 2001 46 F
313920ZH6
195064.270000
PA
USD
194935.160000
0.0021057
Long
ABS-MBS
USGSE
US
N
2
2031-09-18
Floating
5.54629
N
N
N
N
N
N
FANNIE MAE 2001-57
N/A
FANNIE MAE FNR 2001 57 F
313921JD1
48655.500000
PA
USD
48641.470000
0.0005254
Long
ABS-MBS
USGSE
US
N
2
2031-06-25
Floating
5.65043
N
N
N
N
N
N
FANNIE MAE 2002-13
N/A
FANNIE MAE FNR 2002 13 FB
31392B4V5
10175.930000
PA
USD
10250.870000
0.0001107
Long
ABS-MBS
USGSE
US
N
2
2032-03-25
Floating
6.05043
N
N
N
N
N
N
FANNIE MAE 2002-34
N/A
FANNIE MAE FNR 2002 34 FA
31392CM92
52354.620000
PA
USD
52389.650000
0.0005659
Long
ABS-MBS
USGSE
US
N
2
2032-05-18
Floating
5.64629
N
N
N
N
N
N
FANNIE MAE 2002-39
N/A
FANNIE MAE FNR 2002 39 FB
31392DQA3
66315.510000
PA
USD
66388.350000
0.0007171
Long
ABS-MBS
USGSE
US
N
2
2032-03-18
Floating
5.69629
N
N
N
N
N
N
FANNIE MAE 2002-65
N/A
FANNIE MAE FNR 2002 65 FC
31392EG53
45061.440000
PA
USD
44967.190000
0.0004857
Long
ABS-MBS
USGSE
US
N
2
2026-06-25
Floating
5.55043
N
N
N
N
N
N
FANNIE MAE 2005-79
N/A
FANNIE MAE FNR 2005 79 NF
31394FHD0
218903.810000
PA
USD
215252.950000
0.0023251
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Floating
5.56043
N
N
N
N
N
N
FANNIE MAE 2006-112
N/A
FANNIE MAE FNR 2006 112 DF
31396LQH6
36724.990000
PA
USD
35911.920000
0.0003879
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Floating
5.50043
N
N
N
N
N
N
FANNIE MAE 2007-109
N/A
FANNIE MAE FNR 2007 109 GF
31396X2G8
247507.800000
PA
USD
245286.690000
0.0026495
Long
ABS-MBS
USGSE
US
N
2
2037-12-25
Floating
5.83043
N
N
N
N
N
N
FANNIE MAE 2007-16
N/A
FANNIE MAE FNR 2007 16 FC
31396PXY2
35903.870000
PA
USD
35545.260000
0.0003840
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
5.90043
N
N
N
N
N
N
FANNIE MAE 2007-3
N/A
FANNIE MAE FNR 2007 3 FG
31396PRM5
235802.690000
PA
USD
229113.580000
0.0024748
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
Floating
4.71106
N
N
N
N
N
N
FANNIE MAE 2007-42
N/A
FANNIE MAE FNR 2007 42 AF
31396VN53
9240.650000
PA
USD
8992.510000
0.0000971
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
5.40043
N
N
N
N
N
N
FANNIE MAE 2008-1
N/A
FANNIE MAE FNR 2008 1 LF
31396YCM2
49041.720000
PA
USD
48675.300000
0.0005258
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
5.85043
N
N
N
N
N
N
FANNIE MAE 2008-53
N/A
FANNIE MAE FNR 2008 53 LF
31397LC31
11498.240000
PA
USD
11488.410000
0.0001241
Long
ABS-MBS
USGSE
US
N
2
2038-07-25
Floating
6.00043
N
N
N
N
N
N
FANNIE MAE 2010-4
N/A
FANNIE MAE FNR 2010 4 AF
31398GS83
11216.280000
PA
USD
11172.710000
0.0001207
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Floating
5.90043
N
N
N
N
N
N
FANNIE MAE 2020-12
N/A
FANNIE MAE FNR 2020 12 WF
3136B8D55
7624424.110000
PA
USD
7418205.550000
0.0801300
Long
ABS-MBS
USGSE
US
N
2
2060-03-25
Floating
4.33993
N
N
N
N
N
N
FANNIE MAE REMICS 2007-22
N/A
FANNIE MAE FNR 2007 22 FY
31396PT76
145820.290000
PA
USD
142441.090000
0.0015386
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
5.57043
N
N
N
N
N
N
FANNIE MAE REMICS 2007-7
N/A
FANNIE MAE FNR 2007 7 F
31396PSL6
16455.800000
PA
USD
16042.160000
0.0001733
Long
ABS-MBS
USGSE
US
N
2
2037-02-25
Floating
5.48043
N
N
N
N
N
N
FANNIE MAE REMICS 2008-3
N/A
FANNIE MAE FNR 2008 3 FG
31396YJK9
631157.750000
PA
USD
630865.330000
0.0068145
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
5.93043
N
N
N
N
N
N
FANNIE MAE REMICS 2010-89
N/A
FANNIE MAE FNR 2010 89 CF
31398TNX5
249484.760000
PA
USD
245516.280000
0.0026520
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Floating
5.60043
N
N
N
N
N
N
FANNIE MAE REMICS 2014-42
N/A
FANNIE MAE FNR 2014 42 FA
3136AKPQ0
2111245.600000
PA
USD
2067382.150000
0.0223315
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Floating
4.52183
N
N
N
N
N
N
FANNIE MAE REMICS 2014-49
N/A
FANNIE MAE FNR 2014 49 AF
3136AKWD1
2669834.000000
PA
USD
2603584.740000
0.0281234
Long
ABS-MBS
USGSE
US
N
2
2044-08-25
Floating
4.32003
N
N
N
N
N
N
FANNIE MAE REMICS 2014-50
N/A
FANNIE MAE FNR 2014 50 FC
3136AKXJ7
5258680.050000
PA
USD
5120318.920000
0.0553087
Long
ABS-MBS
USGSE
US
N
2
2044-08-25
Floating
4.50723
N
N
N
N
N
N
FANNIE MAE REMICS 2014-61
N/A
FANNIE MAE FNR 2014 61 FA
3136ALFX4
3503626.500000
PA
USD
3418324.060000
0.0369241
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Floating
4.11904
N
N
N
N
N
N
FANNIE MAE REMICS 2014-86
N/A
FANNIE MAE FNR 2014 86 PA
3136AMHN2
938312.260000
PA
USD
821677.610000
0.0088756
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
1703444.170000
PA
USD
1649804.080000
0.0178209
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Floating
5.45043
N
N
N
N
N
N
FANNIE MAE REMICS 2016-40
N/A
FANNIE MAE FNR 2016 40 AF
3136ASK88
248786.080000
PA
USD
243767.040000
0.0026331
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
4.36375
N
N
N
N
N
N
FANNIE MAE REMICS 2016-40
N/A
FANNIE MAE FNR 2016 40 DF
3136ASL61
3435042.940000
PA
USD
3369673.390000
0.0363986
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
4.31787
N
N
N
N
N
N
FANNIE MAE REMICS 2016-40
N/A
FANNIE MAE FNR 2016 40 EF
3136ASL87
5400646.000000
PA
USD
5293744.530000
0.0571820
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
4.57689
N
N
N
N
N
N
FANNIE MAE REMICS 2018-39
N/A
FANNIE MAE FNR 2018 39 FW
3136B2CD2
7467670.800000
PA
USD
7302842.130000
0.0788839
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Floating
4.4536
N
N
N
N
N
N
FANNIE MAE REMICS 2019-28
N/A
FANNIE MAE FNR 2019 28 FJ
3136B4UP1
5133519.460000
PA
USD
4971558.460000
0.0537018
Long
ABS-MBS
USGSE
US
N
2
2059-06-25
Floating
5.60043
N
N
N
N
N
N
FANNIE MAE REMICS 2019-53
N/A
FANNIE MAE FNR 2019 53 FA
3136B5K95
6620003.500000
PA
USD
6450610.190000
0.0696783
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Floating
4.32191
N
N
N
N
N
N
FANNIE MAE REMICS 2019-60
N/A
FANNIE MAE FNR 2019 60 WF
3136B6VA8
4406406.970000
PA
USD
4289953.120000
0.0463393
Long
ABS-MBS
USGSE
US
N
2
2059-10-25
Floating
4.34152
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 05/24 5.35
3130AVRX2
20000000.000000
PA
USD
19964834.000000
0.2156564
Long
DBT
USGSE
US
N
2
2024-05-17
Fixed
5.35
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 05/24 5.36
3130AVMU3
63000000.000000
PA
USD
62891359.650000
0.6793405
Long
DBT
USGSE
US
N
2
2024-05-10
Fixed
5.36
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 05/24 5.42
3130AVW57
100000000.000000
PA
USD
99880845.000000
1.0788940
Long
DBT
USGSE
US
N
2
2024-05-30
Fixed
5.42
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 05/25 5.65
3130AW6P0
21900000.000000
PA
USD
21873439.680000
0.2362727
Long
DBT
USGSE
US
N
2
2025-05-28
Fixed
5.65
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NOTES 04/25 5.375
3134GYPC0
26000000.000000
PA
USD
25879499.100000
0.2795454
Long
DBT
USGSE
US
N
2
2025-04-24
Fixed
5.375
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NOTES 04/25 5.68
3134GYNL2
80000000.000000
PA
USD
79899820.000000
0.8630627
Long
DBT
USGSE
US
N
2
2025-04-03
Fixed
5.68
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NOTES 05/25 5.52
3134GYSQ6
11800000.000000
PA
USD
11774441.790000
0.1271853
Long
DBT
USGSE
US
N
2
2025-05-28
Fixed
5.52
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NOTES 07/25 5.8
3134GYVM1
85000000.000000
PA
USD
84935871.750000
0.9174612
Long
DBT
USGSE
US
N
2
2025-07-03
Fixed
5.8
N
N
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
549300B2Q47IR0CR5B54
FED CAISSES DESJARDINS SR UNSECURED 144A 05/24 0.7
31429KAE3
6012000.000000
PA
USD
5742294.890000
0.0620272
Long
DBT
CORP
CA
N
2
2024-05-21
Fixed
0.7
N
N
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
549300B2Q47IR0CR5B54
FED CAISSES DESJARDINS SR UNSECURED 144A 05/24 VAR
31429KAF0
4897000.000000
PA
USD
4887750.500000
0.0527966
Long
DBT
CORP
CA
N
2
2024-05-21
Floating
5.50411
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 849407 FH 09/37 FLOATING VAR
31300MNY5
1197515.360000
PA
USD
1214585.370000
0.0131197
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
4.442
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
9008802.000000
0.0973114
Long
DBT
CORP
AE
N
2
2023-08-08
Floating
6.17371
N
N
N
N
N
N
FIVE CORNERS FUNDING TRUST
N/A
FIVE CORNERS FUNDING TRS SR UNSECURED 144A 11/23 4.419
33829TAA4
16056000.000000
PA
USD
15881846.190000
0.1715527
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.419
N
N
N
N
N
N
FLORIDA POWER & LIGHT COMPANY
A89MY1K3YLIGJMYWVX50
FLORIDA POWER + LIGHT CO SR UNSECURED 01/24 VAR
341081GH4
830000.000000
PA
USD
830017.360000
0.0089657
Long
DBT
CORP
US
N
2
2024-01-12
Floating
5.39539
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AL5548 FN 05/38 FLOATING VAR
3138ENEW5
211196.340000
PA
USD
214263.000000
0.0023144
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Floating
4.613
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AL7183 FN 01/36 FLOATING VAR
3138EP6V1
1582481.560000
PA
USD
1604341.940000
0.0173298
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Floating
4.957
N
N
N
N
N
N
PIMCO FUNDS
549300XUGLULJEQL0159
PIMCO GOVERNMENT MONEY MARKET FUND
72202E534
149100.000000
PA
USD
149100.000000
0.0016105
Long
STIV
RF
US
N
1
N
N
FORD CREDIT AUTO LEASE TRUST 2023-A
N/A
FORD CREDIT AUTO LEASE TRUST FORDL 2023 A A2B
345287AC0
9700000.000000
PA
USD
9704184.580000
0.1048228
Long
ABS-O
CORP
US
N
2
2025-06-15
Floating
5.71662
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
15156692.900000
PA
USD
15162228.120000
0.1637795
Long
ABS-O
CORP
US
N
2
2025-04-15
Floating
5.58662
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2023-A
N/A
FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A1
344928AA4
1451291.970000
PA
USD
1450841.200000
0.0156717
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
5.028
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2023-A
N/A
FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A2B
344928AC0
40000000.000000
PA
USD
40114264.000000
0.4333067
Long
ABS-O
CORP
US
N
2
2026-03-15
Floating
5.78662
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
47712793.140000
0.5153845
Long
ABS-O
CORP
US
N
2
2025-09-15
Floating
5.69329
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
5140129.320000
PA
USD
5103386.130000
0.0551258
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
155185.880000
PA
USD
152518.870000
0.0016475
Long
ABS-MBS
USGSE
US
N
2
2041-04-15
Floating
5.61329
N
N
N
N
N
N
FREDDIE MAC 3898
N/A
FREDDIE MAC FHR 3898 TF
3137ADYR2
20970.440000
PA
USD
20644.370000
0.0002230
Long
ABS-MBS
USGSE
US
N
2
2039-07-15
Floating
5.69329
N
N
N
N
N
N
FREDDIE MAC 4615
N/A
FREDDIE MAC FHR 4615 AF
3137BRYG4
376758.660000
PA
USD
365232.180000
0.0039452
Long
ABS-MBS
USGSE
US
N
2
2038-10-15
Floating
4.2687
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF60
N/A
FHLMC MULTIFAMILY STRUCTURED P FHMS KF60 A
3137FL7L2
2524441.570000
PA
USD
2517213.340000
0.0271905
Long
ABS-MBS
USGSE
US
N
2
2026-02-25
Floating
5.683
N
N
N
N
N
N
FREDDIE MAC REMICS 4102
N/A
FREDDIE MAC FHR 4102 LF
3137AUMR7
8459.790000
PA
USD
8425.410000
0.0000910
Long
ABS-MBS
USGSE
US
N
2
2040-01-15
Floating
5.44329
N
N
N
N
N
N
FREDDIE MAC REMICS 4344
N/A
FREDDIE MAC FHR 4344 FA
3137BAJK9
970150.320000
PA
USD
947042.600000
0.0102298
Long
ABS-MBS
USGSE
US
N
2
2037-12-15
Floating
4.5778
N
N
N
N
N
N
FREDDIE MAC REMICS 4367
N/A
FREDDIE MAC FHR 4367 GF
3137BCL48
5305321.800000
PA
USD
5156713.900000
0.0557018
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Floating
4.24804
N
N
N
N
N
N
FREDDIE MAC REMICS 4521
N/A
FREDDIE MAC FHR 4521 AF
3137BLN53
1905027.900000
PA
USD
1849886.300000
0.0199821
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
4.19036
N
N
N
N
N
N
FREDDIE MAC REMICS 4600
N/A
FREDDIE MAC FHR 4600 FA
3137BQX77
3146481.000000
PA
USD
3035975.960000
0.0327940
Long
ABS-MBS
USGSE
US
N
2
2044-11-15
Floating
4.57423
N
N
N
N
N
N
FREDDIE MAC REMICS 4678
N/A
FREDDIE MAC FHR 4678 AF
3137BWWX8
1417850.900000
PA
USD
1375372.800000
0.0148565
Long
ABS-MBS
USGSE
US
N
2
2042-12-15
Floating
4.25564
N
N
N
N
N
N
FREDDIE MAC REMICS 4722
N/A
FREDDIE MAC FHR 4722 FA
3137FAWH7
1808408.070000
PA
USD
1749236.960000
0.0188949
Long
ABS-MBS
USGSE
US
N
2
2038-05-15
Floating
4.35048
N
N
N
N
N
N
FREDDIE MAC REMICS 4736
N/A
FREDDIE MAC FHR 4736 AF
3137FCHA5
3763073.160000
PA
USD
3737295.360000
0.0403696
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Floating
4.24099
N
N
N
N
N
N
FREDDIE MAC REMICS 4794
N/A
FREDDIE MAC FHR 4794 WF
3137F5MJ5
4423075.800000
PA
USD
4260566.250000
0.0460218
Long
ABS-MBS
USGSE
US
N
2
2043-03-15
Floating
4.15168
N
N
N
N
N
N
FREDDIE MAC REMICS 4842
N/A
FREDDIE MAC FHR 4842 FW
3137FJG52
10596319.600000
PA
USD
10262388.240000
0.1108524
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Floating
4.303
N
N
N
N
N
N
FREDDIE MAC REMICS 4875
N/A
FREDDIE MAC FHR 4875 F
3137FLA87
3097983.230000
PA
USD
2993311.980000
0.0323332
Long
ABS-MBS
USGSE
US
N
2
2049-04-15
Floating
5.64329
N
N
N
N
N
N
FREDDIE MAC REMICS 4903
N/A
FREDDIE MAC FHR 4903 F
3137FN4L1
846596.550000
PA
USD
818878.050000
0.0088454
Long
ABS-MBS
USGSE
US
N
2
2048-09-15
Floating
5.64329
N
N
N
N
N
N
FREDDIE MAC REMICS 4913
N/A
FREDDIE MAC FHR 4913 FC
3137FNJC5
5924096.010000
PA
USD
5705288.340000
0.0616274
Long
ABS-MBS
USGSE
US
N
2
2044-06-15
Floating
4.26626
N
N
N
N
N
N
FREDDIE MAC REMICS 5104
N/A
FREDDIE MAC FHR 5104 DC
3137FYYN0
4343804.360000
PA
USD
3482652.100000
0.0376189
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
2176.930000
PA
USD
2148.380000
0.0000232
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Floating
5.44329
N
N
N
N
N
N
FREDDIE MAC STRIPS 328
N/A
FREDDIEMAC STRIP FHS 328 F4
31351DC90
4198537.210000
PA
USD
4081638.220000
0.0440891
Long
ABS-MBS
USGSE
US
N
2
2038-02-15
Floating
4.227
N
N
N
N
N
N
FREDDIE MAC STRIPS 330
N/A
FREDDIEMAC STRIP FHS 330 F4
31351DDT5
2707426.010000
PA
USD
2650374.700000
0.0286288
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Floating
4.28
N
N
N
N
N
N
FREDDIE MAC-3279
N/A
FREDDIE MAC FHR 3279 FB
31397FB50
596050.570000
PA
USD
581384.570000
0.0062800
Long
ABS-MBS
USGSE
US
N
2
2037-02-15
Floating
5.51329
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SECURED 144A 04/24 1
36143L2B0
63900000.000000
PA
USD
60957727.700000
0.6584538
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
16752086.820000
0.1809529
Long
DBT
CORP
US
N
2
2025-04-11
Floating
6.37894
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SECURED 144A 09/24 VAR
36143L2E4
50720000.000000
PA
USD
49712193.090000
0.5369817
Long
DBT
CORP
US
N
2
2024-09-13
Floating
5.56499
N
N
N
N
N
N
GALAXY XV CLO LTD 2013-15A
N/A
GALAXY CLO LTD GALXY 2013 15A ARR 144A
36318WAK6
6721586.710000
PA
USD
6674978.290000
0.0721018
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.23029
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
5884888.260000
0.0635674
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
6.35029
N
N
N
N
N
N
GCAT 2022-HX1 TRUST
N/A
GCAT GCAT 2022 HX1 A1 144A
36168XAA7
24618308.410000
PA
USD
21667479.190000
0.2340480
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
1834967.470000
PA
USD
1720912.310000
0.0185890
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
2.65
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 04/24 3.95
37045XBW5
22051000.000000
PA
USD
21711905.680000
0.2345279
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO SR UNSECURED 01/24 5.1
37045XCR5
28357000.000000
PA
USD
28259127.520000
0.3052497
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
853152.070000
0.0092156
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 03/24 VAR
37045XDF0
1226000.000000
PA
USD
1223314.130000
0.0132140
Long
DBT
CORP
US
N
2
2024-03-08
Floating
5.82542
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
860556.710000
0.0092956
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
32344000.000000
PA
USD
32369399.740000
0.3496481
Long
DBT
CORP
US
N
2
2023-11-17
Floating
6.27466
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PMTS INC
37961DUE8
9000000.000000
PA
USD
8979367.510000
0.0969934
Long
DBT
CORP
US
N
2
2023-07-14
None
0
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PMTS INC
37961DUM0
85200000.000000
PA
USD
84909602.620000
0.9171774
Long
DBT
CORP
US
N
2
2023-07-21
None
0
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PMTS INC
37961DUS7
2250000.000000
PA
USD
2240475.890000
0.0242012
Long
DBT
CORP
US
N
2
2023-07-26
None
0
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PMTS INC 07/23 ZCP
37961DUU2
42600000.000000
PA
USD
42405573.600000
0.4580570
Long
DBT
CORP
US
N
2
2023-07-28
None
0
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2
N/A
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 2 A2B
362548AC3
17000000.000000
PA
USD
17047562.600000
0.1841445
Long
ABS-O
CORP
US
N
2
2025-10-20
Floating
5.88629
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
28807448.760000
PA
USD
28814224.270000
0.3112458
Long
ABS-O
CORP
US
N
2
2025-09-16
Floating
5.66662
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
10775914.430000
PA
USD
10790084.760000
0.1165524
Long
ABS-O
CORP
US
N
2
2025-11-17
Floating
5.71662
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1
N/A
GM FINANCIAL SECURITIZED TERM GMCAR 2023 1 A2B
38013JAC7
21000000.000000
PA
USD
21027577.200000
0.2271359
Long
ABS-O
CORP
US
N
2
2026-03-16
Floating
5.68662
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2
N/A
GM FINANCIAL SECURITIZED TERM GMCAR 2023 2 A2B
362583AC0
25000000.000000
PA
USD
25032840.000000
0.2704000
Long
ABS-O
CORP
US
N
2
2026-05-18
Floating
5.81662
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL 354798 GN 04/24 FIXED 7
36203PDB6
101.570000
PA
USD
101.540000
0.0000011
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
22.650000
PA
USD
22.620000
0.0000002
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
6101.050000
PA
USD
6092.530000
0.0000658
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
6036.190000
PA
USD
6020.400000
0.0000650
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
5239.250000
PA
USD
5226.690000
0.0000565
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
8797.870000
PA
USD
8771.750000
0.0000948
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
1133.790000
PA
USD
1157.460000
0.0000125
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
612.470000
PA
USD
607.080000
0.0000066
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
1341.310000
PA
USD
1340.410000
0.0000145
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
5555.240000
PA
USD
5552.070000
0.0000600
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
13.150000
PA
USD
13.100000
0.0000001
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
5646.630000
PA
USD
5705.980000
0.0000616
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
440.380000
PA
USD
437.100000
0.0000047
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
99.230000
PA
USD
101.050000
0.0000011
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
139.930000
PA
USD
138.840000
0.0000015
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
436.560000
PA
USD
432.830000
0.0000047
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
87.300000
PA
USD
86.480000
0.0000009
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
776.870000
PA
USD
774.030000
0.0000084
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
379.350000
PA
USD
377.590000
0.0000041
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
589.170000
PA
USD
584.700000
0.0000063
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
1054.120000
PA
USD
1074.550000
0.0000116
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
505.620000
PA
USD
515.090000
0.0000056
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 590330 GN 07/32 FIXED 7
36201QY31
572.230000
PA
USD
579.030000
0.0000063
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
6953.510000
PA
USD
7094.590000
0.0000766
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
2349.340000
PA
USD
2341.980000
0.0000253
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
903.020000
PA
USD
921.340000
0.0000100
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
2570.470000
PA
USD
2622.620000
0.0000283
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
9281.920000
PA
USD
9705.080000
0.0001048
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
31315110.750000
0.3382599
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
6.16043
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 01/25 VAR
38141GZH0
14644000.000000
PA
USD
14261080.490000
0.1540455
Long
DBT
CORP
US
N
2
2025-01-24
Floating
1.757
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 03/24 VAR
38141GZQ0
16600000.000000
PA
USD
16675895.530000
0.1801299
Long
DBT
CORP
US
N
2
2024-03-15
Floating
6.45477
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
26513611.710000
0.2863950
Long
DBT
CORP
US
N
2
2024-10-21
Floating
5.52412
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 11/23 VAR
38141EB81
34178000.000000
PA
USD
34342054.740000
0.3709564
Long
DBT
CORP
US
N
2
2023-11-29
Floating
7.06314
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 11/24 5.7
38141GZV9
2400000.000000
PA
USD
2397285.430000
0.0258950
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.7
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-115
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 115 FP
38377KEE6
3110042.130000
PA
USD
3035338.920000
0.0327872
Long
ABS-MBS
USGSE
US
N
2
2040-09-20
Floating
5.74629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-129
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 129 FJ
38377MAP1
5662391.580000
PA
USD
5537544.910000
0.0598155
Long
ABS-MBS
USGSE
US
N
2
2040-10-20
Floating
5.78657
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 15 AF
38376WXM2
1940554.250000
PA
USD
1932861.700000
0.0208784
Long
ABS-MBS
USGSE
US
N
2
2040-02-20
Floating
5.88629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-37
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 37 FG
38376XJP9
4193306.440000
PA
USD
4182262.110000
0.0451760
Long
ABS-MBS
USGSE
US
N
2
2040-03-20
Floating
5.94629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-4
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 4 FM
38376TX98
2280495.200000
PA
USD
2264428.200000
0.0244599
Long
ABS-MBS
USGSE
US
N
2
2040-01-16
Floating
5.85814
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-50
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 50 GF
38376YGD7
3993217.360000
PA
USD
3979716.690000
0.0429881
Long
ABS-MBS
USGSE
US
N
2
2040-04-20
Floating
5.91629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-69
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 69 FB
38377VE28
1657573.830000
PA
USD
1637767.480000
0.0176909
Long
ABS-MBS
USGSE
US
N
2
2041-05-20
Floating
5.79629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-72
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 72 AF
38377WGH1
6029822.890000
PA
USD
5895510.390000
0.0636822
Long
ABS-MBS
USGSE
US
N
2
2041-05-20
Floating
5.76629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H11
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H11 FA
38375BLN0
625464.870000
PA
USD
622263.990000
0.0067216
Long
ABS-MBS
USGSE
US
N
2
2061-03-20
Floating
5.59386
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H13
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H13 FT
38375B2L5
371674.000000
PA
USD
370271.270000
0.0039996
Long
ABS-MBS
USGSE
US
N
2
2063-05-20
Floating
5.17
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H15 FC
38375B4J8
325842.430000
PA
USD
323979.460000
0.0034996
Long
ABS-MBS
USGSE
US
N
2
2063-07-20
Floating
5.59386
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H10
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H10 FA
38375UFM7
606405.210000
PA
USD
604084.920000
0.0065252
Long
ABS-MBS
USGSE
US
N
2
2064-04-20
Floating
5.59386
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H04
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H04 FA
38378U8L4
5593252.550000
PA
USD
5512609.590000
0.0595462
Long
ABS-MBS
USGSE
US
N
2
2064-12-20
Floating
4.29626
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H12
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H12 FD
38376RBP0
6923361.530000
PA
USD
6858768.640000
0.0740871
Long
ABS-MBS
USGSE
US
N
2
2065-05-20
Floating
5.69386
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H25
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H25 FD
38376RJN7
7598043.360000
PA
USD
7504103.430000
0.0810579
Long
ABS-MBS
USGSE
US
N
2
2065-10-20
Floating
5.74386
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H19
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H19 FA
38376RZN9
1064510.970000
PA
USD
1057883.430000
0.0114271
Long
ABS-MBS
USGSE
US
N
2
2066-09-20
Floating
5.02138
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H02
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H02 FH
38376RPV2
3376652.010000
PA
USD
3346252.010000
0.0361456
Long
ABS-MBS
USGSE
US
N
2
2066-01-20
Floating
6.09386
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FK
38376RQN9
8230598.130000
PA
USD
8161787.040000
0.0881621
Long
ABS-MBS
USGSE
US
N
2
2066-02-20
Floating
4.79513
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H06 FD
38376RSG2
3400714.320000
PA
USD
3388958.390000
0.0366069
Long
ABS-MBS
USGSE
US
N
2
2065-07-20
Floating
5.1202
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H15 FA
38376RWY8
2140645.180000
PA
USD
2131157.840000
0.0230204
Long
ABS-MBS
USGSE
US
N
2
2066-07-20
Floating
5.46508
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H17 FC
38376RXT8
732072.890000
PA
USD
728210.110000
0.0078660
Long
ABS-MBS
USGSE
US
N
2
2066-08-20
Floating
5.92386
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-121
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 121 PE
38380TV37
301268.990000
PA
USD
284112.260000
0.0030689
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
1242332.670000
PA
USD
1235749.180000
0.0133483
Long
ABS-MBS
USGSE
US
N
2
2067-04-20
Floating
6.464
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FD
38376R5D4
866975.690000
PA
USD
858077.660000
0.0092688
Long
ABS-MBS
USGSE
US
N
2
2067-06-20
Floating
5.56386
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE
38376R5H5
4514680.500000
PA
USD
4509182.970000
0.0487073
Long
ABS-MBS
USGSE
US
N
2
2067-06-20
Floating
5.61565
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FN
38376R5Y8
1401597.400000
PA
USD
1391966.180000
0.0150358
Long
ABS-MBS
USGSE
US
N
2
2067-07-20
Floating
5.59386
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-31
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 31 CF
38381RYA1
4392449.280000
PA
USD
4297211.320000
0.0464177
Long
ABS-MBS
USGSE
US
N
2
2049-03-20
Floating
5.60657
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-44
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 44 FE
38381TQQ1
4657194.710000
PA
USD
4531195.240000
0.0489451
Long
ABS-MBS
USGSE
US
N
2
2049-04-20
Floating
5.60657
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-78
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 78 FJ
38381WUF3
4405838.960000
PA
USD
4299697.450000
0.0464445
Long
ABS-MBS
USGSE
US
N
2
2049-06-20
Floating
5.59629
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H02
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H02 FB
38380LPZ0
5258809.360000
PA
USD
5135855.240000
0.0554765
Long
ABS-MBS
USGSE
US
N
2
2068-12-20
Floating
3.64272
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU
38382CP47
1256023.200000
PA
USD
1110332.300000
0.0119936
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
1498857.920000
PA
USD
1321749.870000
0.0142773
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
34614654.850000
PA
USD
33653509.730000
0.3635188
Long
ABS-MBS
USGSE
US
N
2
2070-04-20
Floating
5.79386
N
N
N
N
N
N
GPMT LLC 2021-FL3
N/A
GPMT LTD. GPMT 2021 FL3 A 144A
36264BAA8
21799731.110000
PA
USD
21083330.910000
0.2277381
Long
ABS-MBS
CORP
KY
N
2
2035-07-16
Floating
6.40657
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
589233.130000
PA
USD
586702.670000
0.0063375
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Fixed
3.648
N
N
N
N
N
N
HALEON UK CAPITAL PLC
5493004B26DRJNN0OV17
HALEON UK CAP PLC DISC
40555MUH7
1600000.000000
PA
USD
1595913.950000
0.0172388
Long
DBT
CORP
GB
N
2
2023-07-17
None
0
N
N
N
N
N
N
HALEON UK CAPITAL PLC
5493004B26DRJNN0OV17
HALEON UK CAP PLC DISC
40555MUJ3
400000.000000
PA
USD
398916.800000
0.0043090
Long
DBT
CORP
GB
N
2
2023-07-18
None
0
N
N
N
N
N
N
HALEON UK CAPITAL PLC
5493004B26DRJNN0OV17
HALEON UK CAP PLC DISC
40555MUQ7
13800000.000000
PA
USD
13749712.800000
0.1485218
Long
DBT
CORP
GB
N
2
2023-07-24
None
0
N
N
N
N
N
N
HALEON UK CAPITAL PLC
5493004B26DRJNN0OV17
HALEON UK CAP PLC DISC 07/23 ZCP
40555MUK0
35150000.000000
PA
USD
35049377.150000
0.3785967
Long
DBT
CORP
GB
N
2
2023-07-19
None
0
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
HALEON US CAPITAL LLC COMPANY GUAR 03/24 3.024
36264FAH4
18000000.000000
PA
USD
17613538.740000
0.1902581
Long
DBT
CORP
US
N
2
2024-03-24
Fixed
3.024
N
N
N
N
N
N
HALSEYPOINT CLO 2 LTD
N/A
HALSEYPOINT CLO II, LTD. HLSY 2020 2A A1 144A
40638TAA0
12911743.440000
PA
USD
12827168.940000
0.1385566
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
6.35043
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST 2023-A
N/A
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2023 A A2A
41285JAB4
4000000.000000
PA
USD
3979848.000000
0.0429896
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
5.32
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST 2023-A
N/A
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2023 A A2B
41285JAC2
3450000.000000
PA
USD
3446037.330000
0.0372234
Long
ABS-O
CORP
US
N
2
2026-06-15
Floating
5.59662
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 03/24 5
404119BN8
28664000.000000
PA
USD
28487883.800000
0.3077207
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5
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
10776770.040000
0.1164086
Long
ABS-MBS
CORP
US
N
2
2035-11-05
Fixed
2.82844
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST 2023-2
N/A
HONDA AUTO RECEIVABLES OWNER T HAROT 2023 2 A2
437927AB2
9000000.000000
PA
USD
8975702.700000
0.0969538
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
5.41
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 03/25 VAR
404280CA5
2300000.000000
PA
USD
2309510.710000
0.0249469
Long
DBT
CORP
GB
N
2
2025-03-11
Floating
6.76971
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC.
44486JUB3
27750000.000000
PA
USD
27703220.440000
0.2992449
Long
DBT
CORP
US
N
2
2023-07-11
None
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC.
44486JUD9
21150000.000000
PA
USD
21107818.020000
0.2280026
Long
DBT
CORP
US
N
2
2023-07-13
None
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC.
44486JUJ6
3950000.000000
PA
USD
3939062.450000
0.0425490
Long
DBT
CORP
US
N
2
2023-07-18
None
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC.
44486JUL1
3000000.000000
PA
USD
2990760.000000
0.0323056
Long
DBT
CORP
US
N
2
2023-07-20
None
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC.
44486JV14
13200000.000000
PA
USD
13134492.760000
0.1418763
Long
DBT
CORP
US
N
2
2023-08-01
None
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC.
44486JV22
13800000.000000
PA
USD
13729324.400000
0.1483016
Long
DBT
CORP
US
N
2
2023-08-02
None
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC.
44486JV30
9850000.000000
PA
USD
9797988.160000
0.1058360
Long
DBT
CORP
US
N
2
2023-08-03
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
11457852.820000
PA
USD
11470454.170000
0.1239017
Long
ABS-O
CORP
US
N
2
2025-01-15
Floating
5.76662
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2023-A
N/A
HYUNDAI AUTO RECEIVABLES TRUST HART 2023 A A2B
448979AC8
25000000.000000
PA
USD
25040585.000000
0.2704837
Long
ABS-O
CORP
US
N
2
2025-12-15
Floating
5.81662
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/23 1.25
44891ABM8
18870000.000000
PA
USD
18692118.360000
0.2019087
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 09/23 0.75
44920UAQ1
2300000.000000
PA
USD
2275642.240000
0.0245811
Long
DBT
CORP
KR
N
2
2023-09-15
Fixed
0.75
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV SR UNSECURED 04/24 3.55
456837AP8
5053000.000000
PA
USD
4961351.160000
0.0535916
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
3.55
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV SR UNSECURED 10/23 4.1
456837AK9
23031000.000000
PA
USD
22927280.350000
0.2476561
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
40754000.000000
PA
USD
40798463.840000
0.4406973
Long
DBT
CORP
NL
N
2
2023-10-02
Floating
6.53343
N
N
N
N
N
N
ING INVESTMENT MANAGEMENT CLO LTD 2012-4A
N/A
VOYA CLO LTD INGIM 2012 4A A1R3 144A
92916GBE3
13516388.960000
PA
USD
13420122.260000
0.1449616
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.24793
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNAL FLV&FGR INC
4595A3UU9
10150000.000000
PA
USD
10107251.550000
0.1091766
Long
DBT
CORP
US
N
2
2023-07-28
None
0
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNAL FLV+FGR INC
4595A3U39
2300000.000000
PA
USD
2299003.530000
0.0248334
Long
DBT
CORP
US
N
2
2023-07-03
None
0
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNAL FLV+FGR INC
4595A3U54
3200000.000000
PA
USD
3197688.000000
0.0345408
Long
DBT
CORP
US
N
2
2023-07-05
None
0
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL SECURED 144A 06/24 VAR
46849CJL6
41900000.000000
PA
USD
41960511.980000
0.4532495
Long
DBT
CORP
US
N
2
2024-06-28
Floating
6.22031
N
N
N
N
N
N
JERSEY CENTRAL POWER & LIGHT COMPANY
549300W9UGH9ZPLNPF79
JERSEY CENTRAL PWR + LT SR UNSECURED 144A 04/24 4.7
476556DB8
1482000.000000
PA
USD
1466722.000000
0.0158433
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.7
N
N
N
N
N
N
JFIN CLO LTD 2017-2A
N/A
APEX CREDIT CLO LLC JFIN 2017 2A AR 144A
46593CAA7
6611708.560000
PA
USD
6570857.660000
0.0709772
Long
ABS-CBDO
CORP
KY
N
2
2029-09-20
Floating
6.5
N
N
N
N
N
N
JOHN DEERE CAPITAL CORPORATION
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAPITAL CORP SR UNSECURED 07/23 VAR
24422EVT3
765000.000000
PA
USD
764981.590000
0.0082632
Long
DBT
CORP
US
N
2
2023-07-10
Floating
5.11579
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 02/26 VAR
46647PCX2
12682000.000000
PA
USD
12698678.990000
0.1371687
Long
DBT
CORP
US
N
2
2026-02-24
Floating
5.99309
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 07/24 VAR
46647PAU0
27717000.000000
PA
USD
27684439.450000
0.2990421
Long
DBT
CORP
US
N
2
2024-07-23
Floating
3.797
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 12/24 VAR
46647PAY2
39965000.000000
PA
USD
39625890.180000
0.4280314
Long
DBT
CORP
US
N
2
2024-12-05
Floating
4.023
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
36273480.950000
0.3918193
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
6.443
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
1901738.500000
0.0205422
Long
DBT
CORP
KR
N
2
2024-06-13
Floating
6.29443
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
3000645.000000
0.0324124
Long
DBT
CORP
KR
N
2
2023-07-26
Floating
6.06814
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271KU51
24500000.000000
PA
USD
24482468.780000
0.2644550
Long
DBT
CORP
US
N
2
2023-07-05
None
0
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271KUL6
38100000.000000
PA
USD
37987731.870000
0.4103363
Long
DBT
CORP
US
N
2
2023-07-20
None
0
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
2693672.470000
0.0290965
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
3286792.970000
PA
USD
3256860.410000
0.0351800
Long
ABS-CBDO
CORP
KY
N
2
2030-07-18
Floating
6.20171
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
KOREA DEVELOPMENT BANK SR UNSECURED 03/24 VAR
500630DK1
500000.000000
PA
USD
500309.600000
0.0054042
Long
DBT
CORP
KR
N
2
2024-03-09
Floating
5.31217
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
7400888.000000
0.0799430
Long
DBT
CORP
KR
N
2
2023-07-16
Floating
6.13529
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST 2023-1A
N/A
KUBOTA CREDIT OWNER TRUST KCOT 2023 1A A2 144A
50117KAB6
10000000.000000
PA
USD
9915857.000000
0.1071092
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
5.4
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
50248CUH1
47650000.000000
PA
USD
47531012.710000
0.5134210
Long
DBT
CORP
US
N
2
2023-07-17
None
0
N
N
N
N
N
N
LAD AUTO RECEIVABLES TRUST 2023-2A
N/A
LAD AUTO RECEIVABLES TRUST LADAR 2023 2A A1 144A
505713AA5
12887806.530000
PA
USD
12887770.440000
0.1392113
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
5.44
N
N
N
N
N
N
LAD AUTO RECEIVABLES TRUST 2023-2A
N/A
LAD AUTO RECEIVABLES TRUST LADAR 2023 2A A2 144A
505713AB3
15000000.000000
PA
USD
14931624.000000
0.1612886
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
5.93
N
N
N
N
N
N
LCM 29 LTD
N/A
LCM LTD PARTNERSHIP LCM 29A AR 144A
50201MAQ6
1000000.000000
PA
USD
986000.000000
0.0106506
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
6.33029
N
N
N
N
N
N
LCM LP 13A
N/A
LCM LTD PARTNERSHIP LCM 13A AR3 144A
50184KBL1
2905378.920000
PA
USD
2890663.230000
0.0312244
Long
ABS-CBDO
CORP
KY
N
2
2027-07-19
Floating
6.135
N
N
N
N
N
N
LCM XV LP 15A
N/A
LCM LTD PARTNERSHIP LCM 15A AR2 144A
50184NAR3
667901.510000
PA
USD
663447.540000
0.0071664
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.25043
N
N
N
N
N
N
LCM XX LP 20A
N/A
LCM LTD PARTNERSHIP LCM 20A AR 144A
50188WAE8
439409.540000
PA
USD
439960.840000
0.0047524
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
6.29043
N
N
N
N
N
N
LCM XXII LTD 22A
N/A
LCM LTD PARTNERSHIP LCM 22A A1R 144A
50189GAK8
4726813.810000
PA
USD
4697638.360000
0.0507430
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
6.41043
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST 2021-GS1
N/A
LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS1 A1 144A
52474JAA4
5245290.890000
PA
USD
4914552.220000
0.0530861
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Fixed
1.892
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
LEIDOS INC
52533BUA8
23500000.000000
PA
USD
23463477.010000
0.2534480
Long
DBT
CORP
US
N
2
2023-07-10
None
0
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7 ELEVEN INC SR UNSECURED 144A 02/24 0.8
817826AB6
33165000.000000
PA
USD
32150540.690000
0.3472840
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.8
N
N
N
N
N
N
LMREC 2021-CRE4 LLC
N/A
LATITUDE MANAGEMENT REAL ESTAT LMREC 2021 CRE4 A 144A
50210LAA2
3429792.770000
PA
USD
3350532.630000
0.0361918
Long
ABS-CBDO
CORP
US
N
2
2037-04-22
Floating
6.20043
N
N
N
N
N
N
LOANCORE ISSUER LTD 2021-CRE4
N/A
LOANCORE 2018 CRE1 ISSUER, LTD LNCR 2021 CRE4 A 144A
53946CAA7
6025930.890000
PA
USD
5899261.910000
0.0637227
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
5.9811
N
N
N
N
N
N
LVMH MOET HENNESSY-LOUIS VUITTON SE
IOG4E947OATN0KJYSD45
LVMH MOET HEN LV SE
50244LAV6
25000000.000000
PA
USD
24191487.500000
0.2613119
Long
DBT
CORP
FR
N
2
2024-01-29
None
0
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
3246552.850000
0.0350686
Long
ABS-MBS
CORP
US
N
2
2034-08-15
Variable
3.29437
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
394921.510000
PA
USD
392429.470000
0.0042389
Long
ABS-CBDO
CORP
KY
N
2
2028-01-22
Floating
6.19271
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
3888587.060000
PA
USD
3863757.960000
0.0417356
Long
ABS-CBDO
CORP
KY
N
2
2030-07-21
Floating
6.26143
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
7275107.360000
PA
USD
7211829.710000
0.0779008
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
6.26157
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
3951257.580000
PA
USD
3938168.800000
0.0425394
Long
ABS-CBDO
CORP
KY
N
2
2030-07-29
Floating
6.49914
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
6735400.000000
0.0727545
Long
ABS-CBDO
CORP
KY
N
2
2032-04-25
Floating
6.37514
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
4440769.700000
0.0479684
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
6.24043
N
N
N
N
N
N
MAGNETITE XVIII LTD 2016-18A
N/A
MAGNETITE CLO LTD MAGNE 2016 18A AR2 144A
55953TAS6
3981244.440000
PA
USD
3956014.060000
0.0427321
Long
ABS-CBDO
CORP
KY
N
2
2028-11-15
Floating
6.20071
N
N
N
N
N
N
MARATHON CLO IX LTD 2017-9A
N/A
MARATHON CLO LTD MCLO 2017 9A A1AR 144A
56577PAL3
11005252.880000
PA
USD
10990966.300000
0.1187223
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
6.41029
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
5185200.250000
PA
USD
5110318.280000
0.0552007
Long
ABS-CBDO
CORP
KY
N
2
2030-12-18
Floating
6.44171
N
N
N
N
N
N
MCCORMICK & COMPANY INCORPORATED
549300JQQA6MQ4OJP259
MCCORMICK + COMPANY
57978DUR8
11000000.000000
PA
USD
10958864.620000
0.1183756
Long
DBT
CORP
US
N
2
2023-07-25
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
290927.840000
PA
USD
277352.710000
0.0029959
Long
ABS-MBS
CORP
US
N
2
2031-11-15
Floating
5.89329
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1
N/A
MERCEDES BENZ AUTO RECEIVABLES MBART 2023 1 A2
58770AAB9
12300000.000000
PA
USD
12254357.160000
0.1323692
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.09
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
2611226.430000
0.0282060
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
6.21733
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
552632.860000
PA
USD
519519.260000
0.0056117
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
18190000.000000
PA
USD
18064237.070000
0.1951265
Long
DBT
CORP
US
N
2
2024-06-28
Floating
5.37031
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED 144A 02/24 3.559
60682LAE2
515000.000000
PA
USD
505949.980000
0.0054652
Long
DBT
CORP
JP
N
2
2024-02-28
Fixed
3.559
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED 144A 09/23 3.96
60682LAC6
210000.000000
PA
USD
208971.000000
0.0022573
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
7000000.000000
PA
USD
6876989.980000
0.0742839
Long
DBT
CORP
JP
N
2
2024-02-28
Fixed
3.559
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED REGS 09/23 3.96
J4706DJP6
4000000.000000
PA
USD
3980400.000000
0.0429955
Long
DBT
CORP
JP
N
2
2023-09-19
Fixed
3.96
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 07/23 3.761
606822BA1
15100000.000000
PA
USD
15080551.350000
0.1628973
Long
DBT
CORP
JP
N
2
2023-07-26
Fixed
3.761
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 07/23 VAR
606822AZ7
52317000.000000
PA
USD
52330244.570000
0.5652614
Long
DBT
CORP
JP
N
2
2023-07-26
Floating
6.12814
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 07/25 VAR
606822CJ1
4570000.000000
PA
USD
4606346.400000
0.0497569
Long
DBT
CORP
JP
N
2
2025-07-18
Floating
6.67305
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 09/24 VAR
606822BV5
17625000.000000
PA
USD
17430566.640000
0.1882817
Long
DBT
CORP
JP
N
2
2024-09-15
Floating
0.848
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
5330637.130000
0.0575805
Long
DBT
CORP
JP
N
2
2025-09-12
Floating
6.44405
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 05/26 VAR
60687YBY4
36640000.000000
PA
USD
36535160.500000
0.3946459
Long
DBT
CORP
JP
N
2
2026-05-22
Floating
6.03015
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 07/24 VAR
60687YBG3
3760000.000000
PA
USD
3760107.610000
0.0406160
Long
DBT
CORP
JP
N
2
2024-07-10
Floating
6.201
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 09/24 VAR
60687YBJ7
4025000.000000
PA
USD
3984175.590000
0.0430363
Long
DBT
CORP
JP
N
2
2024-09-08
Floating
0.849
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 09/24 VAR
60687YBM0
48300000.000000
PA
USD
48323142.950000
0.5219774
Long
DBT
CORP
JP
N
2
2024-09-08
Floating
6.12329
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC 2022-B
N/A
MMAF EQUIPMENT FINANCE LLC MMAF 2022 B A1 144A
606940AA2
5407772.550000
PA
USD
5404509.500000
0.0583785
Long
ABS-O
CORP
US
N
2
2023-12-01
Fixed
4.924
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTL INC
60920WUD0
750000.000000
PA
USD
748586.250000
0.0080861
Long
DBT
CORP
US
N
2
2023-07-13
None
0
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTL INC
60920WUE8
750000.000000
PA
USD
748476.920000
0.0080849
Long
DBT
CORP
US
N
2
2023-07-14
None
0
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTL INC
60920WUR9
30400000.000000
PA
USD
30287583.230000
0.3271607
Long
DBT
CORP
US
N
2
2023-07-25
None
0
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 01/24 VAR
6174468W2
15746000.000000
PA
USD
15732448.990000
0.1699389
Long
DBT
CORP
US
N
2
2024-01-25
Floating
5.50643
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 02/26 VAR
61747YEN1
66700000.000000
PA
USD
66840625.610000
0.7219998
Long
DBT
CORP
US
N
2
2026-02-18
Floating
6.02465
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 05/25 VAR
61747YEA9
10000000.000000
PA
USD
9502625.900000
0.1026456
Long
DBT
CORP
US
N
2
2025-05-30
Floating
0.79
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 11/23 VAR
6174468T9
4704000.000000
PA
USD
4701303.670000
0.0507826
Long
DBT
CORP
US
N
2
2023-11-10
Floating
5.54281
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
44493943.760000
0.4806151
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
6.43067
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
4455583.800000
0.0481284
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
6.168
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
2273622.910000
0.0245592
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
6.093
N
N
N
N
N
N
MOUNTAIN VIEW CLO LLC 2017-1A
N/A
MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A
62432HAJ9
6761340.240000
PA
USD
6719504.850000
0.0725828
Long
ABS-CBDO
CORP
KY
N
2
2029-10-16
Floating
6.35029
N
N
N
N
N
N
MOUNTAIN VIEW CLO LLC 2017-2A
N/A
MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A
62432LAL5
16326577.370000
PA
USD
16129056.310000
0.1742230
Long
ABS-CBDO
CORP
KY
N
2
2031-01-16
Floating
6.30029
N
N
N
N
N
N
MP CLO VII LTD 2015-1A
N/A
MP CLO VII, LTD MP7 2015 1A AR3 144A
55320RAQ0
18274237.110000
PA
USD
18160676.800000
0.1961682
Long
ABS-CBDO
CORP
KY
N
2
2028-10-18
Floating
6.15171
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
1751179.710000
0.0189159
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
10883422.930000
PA
USD
10868961.580000
0.1174045
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
6.41029
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA COMPANY GUAR 08/24 VAR
63307A2Q7
5443000.000000
PA
USD
5431536.230000
0.0586704
Long
DBT
CORP
CA
N
2
2024-08-06
Floating
5.56843
N
N
N
N
N
N
NATIONAL GRID NORTH AMERICA INC (AKA: NATIONAL GRID HOLDINGS INC)
5Q3U0WRKWZZGRMPYFT08
NATIONAL GRID HOLDINGS
63627BUD6
29200000.000000
PA
USD
29144483.500000
0.3148132
Long
DBT
CORP
US
N
2
2023-07-13
None
0
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 01/24 0.55
63859UBG7
950000.000000
PA
USD
922196.960000
0.0099614
Long
DBT
CORP
GB
N
2
2024-01-22
Fixed
0.55
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
2804424.300000
0.0302929
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
6.143
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC SR UNSECURED 09/23 3.875
780097BD2
600000.000000
PA
USD
596625.710000
0.0064446
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.875
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC SR UNSECURED REGS 03/25 VAR
G6382GYW6
1500000.000000
PA
USD
1507014.980000
0.0162785
Long
DBT
CORP
GB
N
2
2025-03-22
Floating
6.51532
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
7822285.430000
PA
USD
7028237.410000
0.0759177
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
14127068.140000
PA
USD
12771868.380000
0.1379593
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
4958838.900000
PA
USD
4305503.440000
0.0465072
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
33578421.630000
PA
USD
28854270.130000
0.3116784
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
26475323.270000
PA
USD
22979174.760000
0.2482167
Long
ABS-O
CORP
US
N
2
2070-07-15
Fixed
2.23
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2017-2
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2017 2A A 144A
63939RAA2
14466960.050000
PA
USD
14331575.340000
0.1548070
Long
ABS-O
CORP
US
N
2
2066-12-27
Floating
6.20043
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2017-5A
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2017 5A A 144A
63940CAA2
5358015.450000
PA
USD
5209835.780000
0.0562757
Long
ABS-O
CORP
US
N
2
2066-07-26
Floating
5.95043
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2019-CA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A
63940YAB2
2552838.350000
PA
USD
2413879.190000
0.0260743
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
9023563.800000
PA
USD
8883558.700000
0.0959585
Long
ABS-O
CORP
US
N
2
2069-04-15
Floating
6.19329
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2005-3
N/A
NELNET STUDENT LOAN TRUST NSLT 2005 3 A5
64031QCD1
1976894.980000
PA
USD
1933986.280000
0.0208906
Long
ABS-O
CORP
US
N
2
2035-12-24
Floating
5.34804
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2014-2A
N/A
NELNET STUDENT LOAN TRUST NSLT 2014 2A A2 144A
64033LAB6
217895.390000
PA
USD
217783.630000
0.0023525
Long
ABS-O
CORP
US
N
2
2030-03-25
Floating
5.75043
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2016-1A
N/A
NELNET STUDENT LOAN TRUST NSLT 2016 1A A 144A
64033UAA8
9461475.050000
PA
USD
9364535.620000
0.1011539
Long
ABS-O
CORP
US
N
2
2065-09-25
Floating
5.95043
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2017-3A
N/A
NELNET STUDENT LOAN TRUST NSLT 2017 3A A 144A
64032KAA1
7538004.840000
PA
USD
7394690.030000
0.0798760
Long
ABS-O
CORP
US
N
2
2066-02-25
Floating
6.00043
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2019-3A
N/A
NELNET STUDENT LOAN TRUST NSLT 2019 3A A 144A
64031DAA8
14896421.790000
PA
USD
14692331.870000
0.1587038
Long
ABS-O
CORP
US
N
2
2067-08-25
Floating
5.95043
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
1958154.570000
PA
USD
1942121.400000
0.0209784
Long
ABS-CBDO
CORP
KY
N
2
2029-10-18
Floating
6.19171
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
850000.000000
PA
USD
838366.350000
0.0090559
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.29043
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
1338920.140000
PA
USD
1330617.710000
0.0143731
Long
ABS-CBDO
CORP
KY
N
2
2030-04-19
Floating
6.285
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FUNDING
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG SECURED 144A 10/23 VAR
64952WDV2
110000.000000
PA
USD
110005.830000
0.0011883
Long
DBT
CORP
US
N
2
2023-10-21
Floating
5.3941
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC
65339NUJ1
700000.000000
PA
USD
698087.250000
0.0075406
Long
DBT
CORP
US
N
2
2023-07-18
None
0
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL COMPANY GUAR 11/23 VAR
65339KBX7
6462000.000000
PA
USD
6461261.910000
0.0697933
Long
DBT
CORP
US
N
2
2023-11-03
Floating
5.46801
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL SR UNSECURED 03/24 VAR
65339KCE8
39160000.000000
PA
USD
39176815.700000
0.4231805
Long
DBT
CORP
US
N
2
2024-03-21
Floating
6.08433
N
N
N
N
N
N
NISSAN AUTO LEASE TRUST 2023-B
N/A
NISSAN AUTO LEASE TRUST NALT 2023 B A2B
65473FAC1
25250000.000000
PA
USD
25203582.930000
0.2722443
Long
ABS-O
CORP
US
N
2
2025-08-15
Floating
5.68588
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST 2023-A
N/A
NISSAN AUTO RECEIVABLES OWNER NAROT 2023 A A2B
65480WAC5
11000000.000000
PA
USD
11021153.000000
0.1190484
Long
ABS-O
CORP
US
N
2
2026-02-17
Floating
5.71662
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/24 1.05
654740BQ1
2100000.000000
PA
USD
2017433.120000
0.0217919
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.05
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/24 VAR
654740BR9
39530000.000000
PA
USD
39248610.040000
0.4239560
Long
DBT
CORP
US
N
2
2024-03-08
Floating
6.15329
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
6464177.790000
0.0698248
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
198897.780000
0.0021485
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
3794260.300000
0.0409849
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
3.043
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 02/24 3.15
00774MAQ8
10000000.000000
PA
USD
9812315.600000
0.1059908
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
3.15
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC SR UNSECURED 01/25 2.648
65535HAP4
100795000.000000
PA
USD
95473893.860000
1.0312909
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
2.648
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
12885000.000000
PA
USD
12867570.070000
0.1389931
Long
DBT
CORP
IE
N
2
2023-09-29
Floating
5.75214
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP SR UNSECURED 144A 06/25 VAR
65558RAB5
12000000.000000
PA
USD
12027835.080000
0.1299224
Long
DBT
CORP
FI
N
2
2025-06-06
Floating
6.02825
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP SR UNSECURED 144A 08/23 3.75
65557CAY9
3000000.000000
PA
USD
2991708.780000
0.0323159
Long
DBT
CORP
FI
N
2
2023-08-30
Fixed
3.75
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP SR UNSECURED 144A 08/23 VAR
65557CAZ6
1675000.000000
PA
USD
1676710.810000
0.0181115
Long
DBT
CORP
FI
N
2
2023-08-30
Floating
6.40314
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
22363664.050000
0.2415681
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.75
N
N
N
N
N
N
NORTHROP GRUMMAN CORPORATION
RIMU48P07456QXSO0R61
NORTHROP GRUMAN CORP
66681MVH8
25900000.000000
PA
USD
25711206.350000
0.2777276
Long
DBT
CORP
US
N
2
2023-08-17
None
0
N
N
N
N
N
N
NORTHSTAR EDUCATION FINANCE INC 2012-1
N/A
NORTHSTAR EDUCATION FINANCE I NEF 2012 1 A 144A
66705EAA6
194307.570000
PA
USD
193282.640000
0.0020878
Long
ABS-O
CORP
US
N
2
2031-12-26
Floating
5.85043
N
N
N
N
N
N
NSLT-2021-BA
N/A
NELNET STUDENT LOAN TRUST NSLT 2021 BA AFX 144A
64034QAB4
778577.910000
PA
USD
692376.180000
0.0074789
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
1.42
N
N
N
N
N
N
AES CORPORATION
2NUNNB7D43COUIRE5295
AES CORP DISC COML PAPER
00809KU30
7600000.000000
PA
USD
7596266.500000
0.0820534
Long
DBT
CORP
US
N
2
2023-07-03
None
0
N
N
N
N
N
N
OBX 2022-NQM2 TRUST
N/A
ONSLOW BAY FINANCIAL LLC OBX 2022 NQM2 A1A 144A
67448DAL4
45972293.400000
PA
USD
41557302.830000
0.4488941
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
3855338.100000
0.0416446
Long
ABS-CBDO
CORP
KY
N
2
2031-02-14
Floating
6.32071
N
N
N
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP SR UNSECURED 01/24 4.05
686330AL5
7292000.000000
PA
USD
7209700.810000
0.0778778
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
434371.960000
PA
USD
433856.160000
0.0046864
Long
ABS-O
CORP
JP
N
3
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
18587303.090000
PA
USD
18315005.790000
0.1978352
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
2206337.590000
PA
USD
2199616.730000
0.0237598
Long
ABS-CBDO
CORP
KY
N
2
2029-07-17
Floating
6.27029
N
N
N
N
N
N
OZLM VIII LTD 2014-8A
N/A
OZLM LTD OZLM 2014 8A A1R3 144A
67107FBL0
23948471.120000
PA
USD
23798596.800000
0.2570679
Long
ABS-CBDO
CORP
KY
N
2
2029-10-17
Floating
6.24029
N
N
N
N
N
N
OZLM XVI LTD 2017-16A
N/A
OZLM LTD OZLM 2017 16A A1R 144A
67111KAJ9
5183133.670000
PA
USD
5146955.660000
0.0555964
Long
ABS-CBDO
CORP
KY
N
2
2030-05-16
Floating
6.34829
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
24046161.070000
0.2597421
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 3.85
694308HE0
3855000.000000
PA
USD
3821716.550000
0.0412815
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.85
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
4268035.650000
PA
USD
4245013.990000
0.0458538
Long
ABS-CBDO
CORP
KY
N
2
2028-02-20
Floating
6.17914
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
2431210.430000
PA
USD
2414942.080000
0.0260857
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
6.15043
N
N
N
N
N
N
PAWNEE EQUIPMENT RECEIVABLES 2022-1
N/A
PAWNEE EQUIPMENT RECEIVABLES PWNE 2022 1 A2 144A
70410DAB4
3217445.090000
PA
USD
3199698.950000
0.0345625
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
4.84
N
N
N
N
N
N
PENSKE TRUCK LEASING CO LP
549300ZX07JYMI8GHQ39
PENSKE TRUCK LEASING CO
70962BUA0
16800000.000000
PA
USD
16775149.940000
0.1812020
Long
DBT
CORP
US
N
2
2023-07-10
None
0
N
N
N
N
N
N
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
N/A
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 02/24 3.9
709599BB9
25250000.000000
PA
USD
24924603.250000
0.2692308
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.9
N
N
N
N
N
N
PFP III LTD 2021-7
N/A
PFP III PFP 2021 7 A 144A
69290LAA5
1352078.230000
PA
USD
1327502.520000
0.0143394
Long
ABS-MBS
CORP
KY
N
2
2038-04-14
Floating
6.04329
N
N
N
N
N
N
PHEAA STUDENT LOAN TRUST 2016-2A
N/A
PENNSYLVANIA HIGHER EDUCATION PHEAA 2016 2A A 144A
69343VAA0
4222875.310000
PA
USD
4170026.030000
0.0450438
Long
ABS-O
CORP
US
N
2
2065-11-25
Floating
6.10043
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
4551644.920000
PA
USD
4173934.400000
0.0450860
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Fixed
1.8677
N
N
N
N
N
N
PSP CAPITAL INC
549300B456N0WEIC5249
PSP CAPITAL INC COMPANY GUAR 144A 03/25 VAR
69376P2C8
2447000.000000
PA
USD
2444531.640000
0.0264054
Long
DBT
MUN
CA
N
2
2025-03-03
Floating
5.30718
N
N
N
N
N
N
PSP CAPITAL INC
549300B456N0WEIC5249
PSP CAPITAL INC COMPANY GUAR REGS 03/25 VAR
69376Q2C6
64000000.000000
PA
USD
63935441.280000
0.6906185
Long
DBT
MUN
CA
N
2
2025-03-03
Floating
5.30718
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD COMPANY GUAR 03/24 VAR
ACI23SGL3
25000000.000000
PA
USD
25093625.000000
0.2710566
Long
DBT
CORP
KY
N
2
2024-03-21
Floating
6.76429
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC
74767HU73
5700000.000000
PA
USD
5693931.890000
0.0615048
Long
DBT
CORP
US
N
2
2023-07-07
None
0
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC
74767HUC2
50000000.000000
PA
USD
49907266.500000
0.5390888
Long
DBT
CORP
US
N
2
2023-07-12
None
0
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC
74767HUD0
22400000.000000
PA
USD
22354847.870000
0.2414728
Long
DBT
CORP
US
N
2
2023-07-13
None
0
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC
74767HUH1
5800000.000000
PA
USD
5784541.720000
0.0624835
Long
DBT
CORP
US
N
2
2023-07-17
None
0
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC
74767HUJ7
17500000.000000
PA
USD
17450510.000000
0.1884971
Long
DBT
CORP
US
N
2
2023-07-18
None
0
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
J M SMUCKER CO DISC COML PAPER
75513GUC8
9500000.000000
PA
USD
9483200.870000
0.1024357
Long
DBT
CORP
US
N
2
2023-07-12
None
0
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
12802695.380000
PA
USD
12537377.440000
0.1354264
Long
ABS-MBS
CORP
US
N
2
2038-04-25
Floating
6.15043
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
23865590.650000
PA
USD
23546005.330000
0.2543395
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
6.71655
N
N
N
N
N
N
RESIMAC BASTILLE TRUST SERIES 2021-2NCA
N/A
RESIMAC RESI 2021 2NCA A1A 144A
76120BAA8
15855280.910000
PA
USD
15720733.000000
0.1698124
Long
ABS-MBS
CORP
AU
N
2
2053-02-03
Floating
5.855
N
N
N
N
N
N
RESIMAC PREMIER SERIES 2021-1A
N/A
RESIMAC RESI 2021 1A A1 144A
76123EAA9
4131632.030000
PA
USD
4113350.430000
0.0444316
Long
ABS-MBS
CORP
AU
N
2
2052-07-10
Floating
5.92243
N
N
N
N
N
N
ROMARK CLO LTD 2017-1A
N/A
ROMARK CLO LTD RMRK 2017 1A A1R 144A
77587UAL6
40206825.570000
PA
USD
39754895.620000
0.4294248
Long
ABS-CBDO
CORP
KY
N
2
2030-10-23
Floating
6.30271
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
31189071.080000
0.3368984
Long
DBT
CORP
CA
N
2
2026-01-20
Floating
5.55678
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AMERICA INC
PTVU09TE3QPJPL7K4E13
AMCOR FLEXIBLES NORTH AMER
02343CUB9
1000000.000000
PA
USD
998375.060000
0.0107843
Long
DBT
CORP
US
N
2
2023-07-11
None
0
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AMERICA INC
PTVU09TE3QPJPL7K4E13
AMCOR FLEXIBLES NORTH AMER
02343CUL7
53000000.000000
PA
USD
52839439.680000
0.5707616
Long
DBT
CORP
US
N
2
2023-07-20
None
0
N
N
N
N
N
N
SANTANDER HOLDINGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA SR UNSECURED 06/24 3.5
80282KAW6
39775000.000000
PA
USD
38637576.600000
0.4173558
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.5
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
16205261.480000
0.1750462
Long
ABS-CBDO
CORP
JE
N
2
2031-08-13
Floating
6.68443
N
N
N
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A
N/A
SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A2B 144A
78398AAC7
4800000.000000
PA
USD
4793841.120000
0.0517822
Long
ABS-O
CORP
US
N
2
2027-03-22
Floating
5.86655
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK HYNIX INC SR UNSECURED 144A 01/24 1
78392BAA5
3700000.000000
PA
USD
3596648.830000
0.0388503
Long
DBT
CORP
KR
N
2
2024-01-19
Fixed
1
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA SR UNSECURED 144A 06/25 VAR
830505AY9
31750000.000000
PA
USD
31823309.160000
0.3437494
Long
DBT
CORP
SE
N
2
2025-06-09
Floating
6.02526
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA SR UNSECURED 144A 09/23 VAR
83051GAP3
1400000.000000
PA
USD
1399804.290000
0.0151204
Long
DBT
CORP
SE
N
2
2023-09-01
Floating
5.816
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2005-5
N/A
SLM STUDENT LOAN TRUST SLMA 2005 5 A4
78442GPQ3
84145.410000
PA
USD
84072.200000
0.0009081
Long
ABS-O
CORP
US
N
2
2028-10-25
Floating
5.39514
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2005-A
N/A
SLM STUDENT LOAN TRUST SLMA 2005 A A4
78443CBV5
4505292.320000
PA
USD
4326604.320000
0.0467352
Long
ABS-O
CORP
US
N
2
2038-12-15
Floating
5.862
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2012-2
N/A
SLM STUDENT LOAN TRUST SLMA 2012 2 A
78446YAA1
2240959.380000
PA
USD
2148295.710000
0.0232055
Long
ABS-O
CORP
US
N
2
2029-01-25
Floating
5.85043
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2012-3
N/A
SLM STUDENT LOAN TRUST SLMA 2012 3 A
78447AAA2
1931095.530000
PA
USD
1881847.190000
0.0203274
Long
ABS-O
CORP
US
N
2
2038-12-27
Floating
5.80043
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
2139200.830000
PA
USD
2060245.490000
0.0222544
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
1670076.370000
PA
USD
1665173.030000
0.0179869
Long
ABS-O
CORP
US
N
2
2034-09-15
Floating
6.29329
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
4336772.420000
PA
USD
4314322.250000
0.0466025
Long
ABS-O
CORP
US
N
2
2034-09-15
Floating
6.09329
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
14755203.780000
PA
USD
13159283.890000
0.1421441
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
1860626.870000
PA
USD
1840834.820000
0.0198843
Long
ABS-O
CORP
US
N
2
2053-07-15
Floating
6.29329
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
6006851.510000
PA
USD
5854726.190000
0.0632416
Long
ABS-O
CORP
US
N
2
2053-03-17
Floating
5.79329
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SR UNSECURED 144A 03/24 3.875
83368RAT9
32668000.000000
PA
USD
31975010.450000
0.3453880
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
22708000.000000
PA
USD
22601319.860000
0.2441352
Long
DBT
CORP
FR
N
2
2023-09-14
Fixed
4.25
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST
N/A
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2023 1S A 144A
83407EAA2
8517390.860000
PA
USD
8504551.750000
0.0918646
Long
ABS-O
CORP
US
N
2
2031-05-15
Fixed
5.81
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
308745.460000
PA
USD
308115.900000
0.0033282
Long
ABS-O
CORP
US
N
2
2040-02-25
Floating
6.45043
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
16479.740000
PA
USD
16473.040000
0.0001779
Long
ABS-O
CORP
US
N
2
2040-03-26
Floating
5.85043
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
216196.190000
PA
USD
214570.810000
0.0023178
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-D
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D A2FX 144A
78471CAB5
985918.220000
PA
USD
939081.680000
0.0101438
Long
ABS-O
CORP
US
N
2
2040-09-25
Fixed
2.65
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
12510920.030000
PA
USD
11215200.320000
0.1211445
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
589565.810000
0.0063684
Long
ABS-CBDO
CORP
KY
N
2
2031-07-26
Floating
6.36814
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
2260344.510000
PA
USD
2234601.760000
0.0241377
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
6.34029
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
589587.550000
PA
USD
589031.420000
0.0063626
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
6.30043
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
2857660.010000
PA
USD
2859135.910000
0.0308838
Long
ABS-CBDO
CORP
KY
N
2
2029-01-23
Floating
6.26271
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
3932487.070000
PA
USD
3927288.480000
0.0424218
Long
ABS-CBDO
CORP
KY
N
2
2029-01-23
Floating
6.17271
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
26410078.680000
PA
USD
26110316.630000
0.2820387
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
6.23514
N
N
N
N
N
N
SOUND POINT CLO XVII 2017-3A
N/A
SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A
83611GAL5
4330848.440000
PA
USD
4282136.100000
0.0462548
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
6.23043
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
982530.510000
0.0106131
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
6.41171
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 04/24 1.1
842400HB2
8000000.000000
PA
USD
7725404.000000
0.0834483
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.1
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 04/24 VAR
842400HC0
449000.000000
PA
USD
448439.310000
0.0048440
Long
DBT
CORP
US
N
2
2024-04-01
Floating
5.90629
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 03/26 VAR
853254CK4
5300000.000000
PA
USD
5339818.480000
0.0576797
Long
DBT
CORP
GB
N
2
2026-03-30
Floating
6.81459
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR
853254CF5
50400000.000000
PA
USD
50001979.610000
0.5401119
Long
DBT
CORP
GB
N
2
2025-11-23
Floating
6.00361
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV1
N/A
STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A
85573EAA5
4265257.410000
PA
USD
3781800.720000
0.0408503
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
16752856.760000
0.1809612
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
6.051
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER SR UNSECURED 11/23 VAR
025537AS0
111600000.000000
PA
USD
111526614.070000
1.2046893
Long
DBT
CORP
US
N
2
2023-11-01
Floating
5.77914
N
N
N
N
N
N
STRATUS CLO 2021-2A LTD
N/A
STRATUS CLO STRAS 2021 2A A 144A
86315TAA3
4277742.000000
PA
USD
4227564.510000
0.0456654
Long
ABS-CBDO
CORP
KY
N
2
2029-12-28
Floating
6.15043
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO SR UNSECURED 05/24 VAR
025816CU1
2160000.000000
PA
USD
2163765.070000
0.0233726
Long
DBT
CORP
US
N
2
2024-05-03
Floating
5.78801
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO SR UNSECURED 08/23 VAR
025816BX6
812000.000000
PA
USD
812000.000000
0.0087711
Long
DBT
CORP
US
N
2
2023-08-03
Floating
6.05243
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
22540238.400000
0.2434754
Long
ABS-CBDO
CORP
KY
N
2
2038-11-15
Floating
6.41662
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP SR UNSECURED 07/23 VAR
86562MBA7
1292000.000000
PA
USD
1292262.950000
0.0139588
Long
DBT
CORP
JP
N
2
2023-07-19
Floating
6.125
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP SR UNSECURED 10/23 VAR
86562MBE9
18167000.000000
PA
USD
18189686.590000
0.1964815
Long
DBT
CORP
JP
N
2
2023-10-16
Floating
6.06029
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
3874446.780000
0.0418510
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 09/24 VAR
86563VAX7
550000.000000
PA
USD
547659.270000
0.0059157
Long
DBT
CORP
JP
N
2
2024-09-16
Floating
5.49734
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LIMITED
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 09/24 VAR
J7771YLH8
4100000.000000
PA
USD
4082550.930000
0.0440989
Long
DBT
CORP
JP
N
2
2024-09-16
Floating
5.49734
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
SWEDBANK AB SR UNSECURED 144A 04/25 VAR
87020PAR8
4500000.000000
PA
USD
4495132.940000
0.0485556
Long
DBT
CORP
SE
N
2
2025-04-04
Floating
5.98884
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
SWEDBANK AB SR UNSECURED 144A 09/23 0.6
87020PAL1
580000.000000
PA
USD
573107.340000
0.0061906
Long
DBT
CORP
SE
N
2
2023-09-25
Fixed
0.6
N
N
N
N
N
N
SYMPHONY STATIC CLO 2021-1A
N/A
SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A
87190TAA1
3521446.810000
PA
USD
3482541.690000
0.0376178
Long
ABS-CBDO
CORP
KY
N
2
2029-10-25
Floating
6.08514
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
TARGA RES CORP
87613LU72
31300000.000000
PA
USD
31270512.900000
0.3377782
Long
DBT
CORP
US
N
2
2023-07-07
None
0
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
TARGA RES CORP
87613LUS6
9800000.000000
PA
USD
9763783.020000
0.1054665
Long
DBT
CORP
US
N
2
2023-07-26
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
18905746.510000
0.2042163
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
6.22514
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORPORATION
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE SR UNSECURED 09/23 VAR
02665WDP3
3247000.000000
PA
USD
3247428.700000
0.0350781
Long
DBT
CORP
US
N
2
2023-09-08
Floating
5.93329
N
N
N
N
N
N
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 01/24 0.6
03027XBH2
19078000.000000
PA
USD
18551073.840000
0.2003852
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.6
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
4410852.640000
0.0476452
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
6.241
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA SR UNSECURED 03/24 2.44
06418BAC2
4647000.000000
PA
USD
4537933.790000
0.0490179
Long
DBT
CORP
CA
N
2
2024-03-11
Fixed
2.44
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA SR UNSECURED 03/24 VAR
06418BAD0
27100000.000000
PA
USD
27185061.750000
0.2936479
Long
DBT
CORP
CA
N
2
2024-03-11
Floating
6.02511
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA SR UNSECURED 04/24 VAR
0641593W4
14779000.000000
PA
USD
14758470.790000
0.1594182
Long
DBT
CORP
CA
N
2
2024-04-15
Floating
5.46602
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA SR UNSECURED 09/23 VAR
0641598L3
2270000.000000
PA
USD
2269829.180000
0.0245183
Long
DBT
CORP
CA
N
2
2023-09-15
Floating
5.32477
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA SR UNSECURED 09/23 VAR
064159YN0
5739000.000000
PA
USD
5741902.210000
0.0620229
Long
DBT
CORP
CA
N
2
2023-09-15
Floating
5.61477
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC SR UNSECURED 10/23 VAR
883556CR1
39900000.000000
PA
USD
39901365.380000
0.4310070
Long
DBT
CORP
US
N
2
2023-10-18
Floating
5.41305
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC SR UNSECURED 10/24 VAR
883556CQ3
3000000.000000
PA
USD
3000084.420000
0.0324063
Long
DBT
CORP
US
N
2
2024-10-18
Floating
5.55305
N
N
N
N
N
N
THOMSON REUTERS CORPORATION
549300561UZND4C7B569
THOMSON REUTERS CORP
88513BUC2
27250000.000000
PA
USD
27201585.740000
0.2938264
Long
DBT
CORP
CA
N
2
2023-07-12
None
0
N
N
N
N
N
N
THOMSON REUTERS CORPORATION
549300561UZND4C7B569
THOMSON REUTERS CORP
88513BUD0
56550000.000000
PA
USD
56441095.440000
0.6096660
Long
DBT
CORP
CA
N
2
2023-07-13
None
0
N
N
N
N
N
N
THOMSON REUTERS CORPORATION
549300561UZND4C7B569
THOMSON REUTERS CORP
88513BUJ7
8700000.000000
PA
USD
8676736.200000
0.0937245
Long
DBT
CORP
CA
N
2
2023-07-18
None
0
N
N
N
N
N
N
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 02/24 5
03027XAD2
32086000.000000
PA
USD
31905641.710000
0.3446387
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK SR UNSECURED 03/24 VAR
89114TZS4
44480000.000000
PA
USD
44588166.910000
0.4816329
Long
DBT
CORP
CA
N
2
2024-03-08
Floating
5.97542
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK SR UNSECURED 09/23 VAR
89114QCL0
14011000.000000
PA
USD
14014482.150000
0.1513818
Long
DBT
CORP
CA
N
2
2023-09-28
Floating
5.52031
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
7436118.100000
PA
USD
6947132.360000
0.0750416
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
592844.140000
PA
USD
592296.060000
0.0063979
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
5.75043
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019-4
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A
89178BAA2
14878105.740000
PA
USD
13685740.130000
0.1478308
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
1507714.350000
PA
USD
1492911.160000
0.0161261
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
6.15043
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST
N/A
TOYOTA AUTO RECEIVABLES OWNER TAOT 2022 C A2B
89231CAC1
7739596.120000
PA
USD
7741805.000000
0.0836255
Long
ABS-O
CORP
US
N
2
2025-08-15
Floating
5.63662
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/24 VAR
89236THV0
515000.000000
PA
USD
515024.680000
0.0055632
Long
DBT
CORP
US
N
2
2024-01-11
Floating
5.33883
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 06/24 VAR
89236TJJ5
1050000.000000
PA
USD
1048910.300000
0.0113301
Long
DBT
CORP
US
N
2
2024-06-18
Floating
5.32479
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 07/23 VAR
89236TKE4
375000.000000
PA
USD
375101.800000
0.0040518
Long
DBT
CORP
US
N
2
2023-07-25
Floating
5.81
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 12/23 VAR
89236TKB0
930000.000000
PA
USD
930988.250000
0.0100564
Long
DBT
CORP
US
N
2
2023-12-29
Floating
5.72214
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 12/23 VAR
89236TKM6
3048000.000000
PA
USD
3052147.470000
0.0329687
Long
DBT
CORP
US
N
2
2023-12-11
Floating
5.81
N
N
N
N
N
N
TPMT-2019-1
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 1 A1 144A
89177BAA3
9606792.270000
PA
USD
9033745.190000
0.0975808
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75
N
N
N
N
N
N
TRANE TECHNOLOGIES FINANCING LIMITED
549300A5OEF3CJI2CO89
TRANE TECHNOLOGIES FING LTD 07/23 ZCP
89301NUQ9
11300000.000000
PA
USD
11259508.370000
0.1216231
Long
DBT
CORP
IE
N
2
2023-07-24
None
0
N
N
N
N
N
N
TRANE TECHNOLOGIES FINANCING LIMITED
549300A5OEF3CJI2CO89
TRANE TECHNOLOGIES FING LTD 07/23 ZCP
89301NUR7
3700000.000000
PA
USD
3691852.300000
0.0398787
Long
DBT
CORP
IE
N
2
2023-07-25
None
0
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 05/26 VAR
902613AN8
21200000.000000
PA
USD
21310158.800000
0.2301883
Long
DBT
CORP
CH
N
2
2026-05-12
Floating
6.65597
N
N
N
N
N
N
AMMC CLO 20 LTD 2017-20A
N/A
AMERICAN MONEY MANAGEMENT CORP AMMC 2017 20A AR 144A
00177TAJ2
2170636.530000
PA
USD
2171719.740000
0.0234585
Long
ABS-CBDO
CORP
KY
N
2
2029-04-17
Floating
6.13029
N
N
N
N
N
N
ANCHORAGE CAPITAL CLO LTD 2015-6A
N/A
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A ARR 144A
03328QAY7
4240542.810000
PA
USD
4216321.760000
0.0455439
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
6.31029
N
N
N
N
N
N
VENTURE CDO LTD 2016-25A
N/A
VENTURE CDO LTD VENTR 2016 25A ARR 144A
92329VAS1
15251598.400000
PA
USD
15232435.380000
0.1645379
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
6.27043
N
N
N
N
N
N
VENTURE CLO LTD 2013-4A
N/A
VENTURE CDO LTD VENTR 2013 14A ARR 144A
92328GBA3
21807030.200000
PA
USD
21695031.040000
0.2343456
Long
ABS-CBDO
CORP
KY
N
2
2029-08-28
Floating
6.49314
N
N
N
N
N
N
VENTURE XXVII CLO LTD 2017-27A
N/A
VENTURE CDO LTD VENTR 2017 27A AR 144A
92331LBC3
8191165.190000
PA
USD
8113734.270000
0.0876430
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.30043
N
N
N
N
N
N
VENTURE XXVIII CLO LTD 2017-28A
N/A
VENTURE CDO LTD VENTR 2017 28A A2R 144A
92331AAW4
32450324.510000
PA
USD
32084122.920000
0.3465666
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.24043
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSECURED 05/25 VAR
92343VEP5
120952000.000000
PA
USD
121991430.040000
1.3177283
Long
DBT
CORP
US
N
2
2025-05-15
Floating
6.42071
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/24 VAR
035240AK6
2150000.000000
PA
USD
2154448.030000
0.0232719
Long
DBT
CORP
US
N
2
2024-01-12
Floating
5.93786
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2021-R1
N/A
VERUS SECURITIZATION TRUST VERUS 2021 R1 A1 144A
92538BAA1
6195091.080000
PA
USD
5523739.590000
0.0596664
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
4519873.870000
PA
USD
4514315.010000
0.0487628
Long
ABS-CBDO
CORP
KY
N
2
2029-06-20
Floating
6.46
N
N
N
N
N
N
VMC FINANCE 2021-FL4 LLC
N/A
VMC FINANCE LLC VMC 2021 FL4 A 144A
91835RAA8
10535777.950000
PA
USD
10333522.090000
0.1116207
Long
ABS-MBS
CORP
US
N
2
2036-06-16
Floating
6.25657
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC SR UNSECURED 08/23 0.6
928563AG0
32321000.000000
PA
USD
32128093.730000
0.3470416
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.6
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1
N/A
VOLKSWAGEN AUTO LOAN ENHANCED VALET 2023 1 A2B
92867WAC2
42750000.000000
PA
USD
42784413.750000
0.4621491
Long
ABS-O
CORP
US
N
2
2026-12-21
Floating
5.58662
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 06/24 VAR
928668BQ4
1827000.000000
PA
USD
1831546.450000
0.0197840
Long
DBT
CORP
US
N
2
2024-06-07
Floating
6.01392
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/23 4.25
928668AR3
3148000.000000
PA
USD
3129749.440000
0.0338070
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
8534332.440000
PA
USD
8477115.630000
0.0915682
Long
ABS-CBDO
CORP
KY
N
2
2030-06-07
Floating
6.24029
N
N
N
N
N
N
VOYA CLO LTD 2017-1A
N/A
VOYA CLO LTD VOYA 2017 1A A1R 144A
92916MAF8
25220805.580000
PA
USD
25038456.380000
0.2704607
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
6.21029
N
N
N
N
N
N
VW CREDIT INC
549300UUPJ2NXDB68M19
VW CR INC
91842KUR5
51100000.000000
PA
USD
50908907.460000
0.5499084
Long
DBT
CORP
US
N
2
2023-07-25
None
0
N
N
N
N
N
N
VW CREDIT INC
549300UUPJ2NXDB68M19
VW CR INC
91842KUS3
33700000.000000
PA
USD
33568691.660000
0.3626026
Long
DBT
CORP
US
N
2
2023-07-26
None
0
N
N
N
N
N
N
VW CREDIT INC
549300UUPJ2NXDB68M19
VW CR INC
91842KUT1
2600000.000000
PA
USD
2589460.250000
0.0279709
Long
DBT
CORP
US
N
2
2023-07-27
None
0
N
N
N
N
N
N
VW CREDIT INC
549300UUPJ2NXDB68M19
VW CR INC
91842KV11
2400000.000000
PA
USD
2388386.140000
0.0257989
Long
DBT
CORP
US
N
2
2023-08-01
None
0
N
N
N
N
N
N
WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)
06BTX5UWZD0GQ5N5Y745
WESTINGHOUSE AIR BRAKE COMPANY GUAR 03/24 4.4
960386AN0
12188000.000000
PA
USD
12027618.470000
0.1299201
Long
DBT
CORP
US
N
2
2024-03-15
Variable
4.4
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
WALGREENS BOOTS
93142XU58
34350000.000000
PA
USD
34322653.620000
0.3707468
Long
DBT
CORP
US
N
2
2023-07-05
None
0
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
WALGREENS BOOTS
93142XU66
43200000.000000
PA
USD
43158715.060000
0.4661923
Long
DBT
CORP
US
N
2
2023-07-06
None
0
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
WALGREENS BOOTS
93142XUA7
52650000.000000
PA
USD
52565686.810000
0.5678046
Long
DBT
CORP
US
N
2
2023-07-10
None
0
N
N
N
N
N
N
AOZORA BANK LTD
X0XUGKC9FD2CYUQNC010
AOZORA BANK SR UNSECURED REGS 09/24 1.05
ACI208763
61280000.000000
PA
USD
57496920.260000
0.6210708
Long
DBT
CORP
JP
N
2
2024-09-09
Fixed
1.05
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/24 3.428
55903VAW3
16054000.000000
PA
USD
15766409.450000
0.1703058
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.428
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/24 3.528
55903VAV5
40423000.000000
PA
USD
39701730.790000
0.4288506
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.528
N
N
N
N
N
N
APIDOS CLO 2017-27A
N/A
APIDOS CLO LTD APID 2017 27A A1R 144A
03767JAF2
15625566.190000
PA
USD
15504095.690000
0.1674723
Long
ABS-CBDO
CORP
KY
N
2
2030-07-17
Floating
6.19029
N
N
N
N
N
N
APIDOS CLO XV 2013-15A
N/A
APIDOS CLO LTD APID 2013 15A A1RR 144A
03764QBC5
9450000.000000
PA
USD
9360428.650000
0.1011096
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.26043
N
N
N
N
N
N
APIDOS CLO XXVI LLC 2017-26A
N/A
APIDOS CLO LTD APID 2017 26A A1AR 144A
03766GAL6
24598037.700000
PA
USD
24413229.200000
0.2637071
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
6.16171
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
WASTE MANAGEMENT INC
94107NV92
14200000.000000
PA
USD
14114247.760000
0.1524594
Long
DBT
CORP
US
N
2
2023-08-09
None
0
N
N
N
N
N
N
WELLFLEET CLO LTD 2015-1
N/A
WELLFLEET CLO LTD WELF 2015 1A AR4 144A
949496BJ1
9024718.940000
PA
USD
8927236.900000
0.0964303
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.14043
N
N
N
N
N
N
WELLFLEET CLO LTD 2017-1A
N/A
WELLFLEET CLO LTD WELF 2017 1A A1RR 144A
94950GAL1
4943651.320000
PA
USD
4938462.560000
0.0533443
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
6.14043
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
6292160.000000
0.0679667
Long
ABS-CBDO
CORP
KY
N
2
2036-05-15
Floating
6.29329
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2022-B
N/A
WORLD OMNI AUTO RECEIVABLES TR WOART 2022 B A2B
98163QAC3
5095648.080000
PA
USD
5095689.860000
0.0550427
Long
ABS-O
CORP
US
N
2
2025-10-15
Floating
5.63662
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2023-A
N/A
WORLD OMNI AUTO RECEIVABLES TR WOART 2023 A A2B
98164JAC8
23850000.000000
PA
USD
23855084.820000
0.2576781
Long
ABS-O
CORP
US
N
2
2026-07-15
Floating
5.49662
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2023-B
N/A
WORLD OMNI AUTO RECEIVABLES TR WOART 2023 B A2B
98164QAC2
23500000.000000
PA
USD
23543254.100000
0.2543098
Long
ABS-O
CORP
US
N
2
2026-11-16
Floating
5.77662
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
1837255.870000
PA
USD
1837255.870000
0.0198457
Long
RA
US
N
2
Repurchase
N
2.4000000
2023-07-03
2055300.000000
USD
1874025.440000
USD
UST
N
N
N
AREIT TRUST 2021-CRE5
N/A
AREIT CRE TRUST AREIT 2021 CRE5 A 144A
04002PAA2
21327471.550000
PA
USD
20779969.760000
0.2244613
Long
ABS-MBS
CORP
KY
N
2
2038-11-17
Floating
6.23657
N
N
N
N
N
N
AREIT TRUST 2022-CRE6
N/A
AREIT CRE TRUST AREIT 2022 CRE6 A 144A
04002VAA9
38108936.420000
PA
USD
37151811.430000
0.4013068
Long
ABS-MBS
CORP
KY
N
2
2037-01-20
Floating
6.31662
N
N
N
N
N
N
N/A
N/A
PARIBAS REPO
000000000
357800000.000000
PA
USD
357800000.000000
3.8648878
Long
RA
US
N
2
Repurchase
N
5.1100000
2023-07-03
369819100.000000
USD
364697970.840000
USD
UST
N
N
N
N/A
N/A
RBC CAPITAL MARKETS REPO REPO
000000000
130000000.000000
PA
USD
130000000.000000
1.4042354
Long
RA
US
N
2
Repurchase
N
5.1600000
2023-07-03
142447000.000000
USD
131707832.350000
USD
UST
N
N
N
ARES XL CLO LTD 2016-40A
N/A
ARES CLO LTD ARES 2016 40A A1RR 144A
04016GBB3
5597073.600000
PA
USD
5561878.190000
0.0600784
Long
ABS-CBDO
CORP
KY
N
2
2029-01-15
Floating
6.13029
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
2176350.000000
0.0235085
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
6.31171
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC
04273MUJ0
14800000.000000
PA
USD
14757620.200000
0.1594090
Long
DBT
CORP
US
N
2
2023-07-18
None
0
N
N
N
N
N
N
ARROYO MORTGAGE TRUST 2021-1R
N/A
ARROYO MORTGAGE TRUST ARRW 2021 1R A1 144A
042853AA9
14002830.340000
PA
USD
11241512.810000
0.1214287
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
1483550.690000
PA
USD
1450503.860000
0.0156681
Long
ABS-MBS
CORP
US
N
2
2035-04-15
Floating
6.219
N
N
N
N
N
N
ASHFORD HOSPITALITY TRUST 2018-KEYS
N/A
ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A
04410CAA7
8068453.390000
PA
USD
7860148.520000
0.0849038
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
6.319
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC SR UNSECURED 08/23 VAR
046353AS7
1895000.000000
PA
USD
1895555.880000
0.0204754
Long
DBT
CORP
GB
N
2
2023-08-17
Floating
5.99543
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC
0020A3YM6
69200000.000000
PA
USD
67633035.200000
0.7305592
Long
DBT
CORP
US
N
2
2023-11-21
None
0
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 06/24 VAR
00206RGD8
2397000.000000
PA
USD
2418193.820000
0.0261209
Long
DBT
CORP
US
N
2
2024-06-12
Floating
6.71971
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SECURED 144A 01/24 0.95
04685A2S9
7540000.000000
PA
USD
7317975.350000
0.0790474
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.95
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SECURED 144A 01/24 VAR
04685A2T7
11702000.000000
PA
USD
11655968.660000
0.1259056
Long
DBT
CORP
US
N
2
2024-01-08
Floating
5.941
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SECURED 144A 03/24 2.514
04685A3J8
1287000.000000
PA
USD
1251989.830000
0.0135238
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
2.514
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SECURED 144A 06/24 2.75
04685A2J9
4450000.000000
PA
USD
4281258.090000
0.0462453
Long
DBT
CORP
US
N
2
2024-06-25
Fixed
2.75
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SECURED 144A 10/23 1.2
04685A2Q3
22405000.000000
PA
USD
22051619.380000
0.2381974
Long
DBT
CORP
US
N
2
2023-10-13
Fixed
1.2
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SR SECURED 144A 05/24 VAR
04685A2X8
31030000.000000
PA
USD
30734801.060000
0.3319915
Long
DBT
CORP
US
N
2
2024-05-24
Floating
5.77308
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
240330.360000
PA
USD
240630.500000
0.0025992
Long
ABS-CBDO
CORP
KY
N
2
2028-04-20
Floating
6.12043
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
1959959.620000
0.0211711
Long
ABS-CBDO
CORP
KY
N
2
2031-04-22
Floating
6.35271
N
N
N
N
N
N
2023-08-17
PIMCO ETF Trust
/s/ Bijal Parikh
Bijal Parikh
Treasurer