0001145549-23-043906.txt : 20230726
0001145549-23-043906.hdr.sgml : 20230726
20230726112320
ACCESSION NUMBER: 0001145549-23-043906
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230531
FILED AS OF DATE: 20230726
DATE AS OF CHANGE: 20230726
PERIOD START: 20231130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AMERICAN FUNDS INFLATION LINKED BOND FUND
CENTRAL INDEX KEY: 0001553197
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22746
FILM NUMBER: 231111336
BUSINESS ADDRESS:
STREET 1: 6455 IRVINE CENTER DRIVE
CITY: IRVINE
STATE: CA
ZIP: 92618-4518
BUSINESS PHONE: 800-421-4225
MAIL ADDRESS:
STREET 1: 6455 IRVINE CENTER DRIVE
CITY: IRVINE
STATE: CA
ZIP: 92618-4518
0001553197
S000039115
AMERICAN FUNDS INFLATION LINKED BOND FUND
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RISKLESS ISSUER
N/A
OIS PAYFIX USD 0.60602% 04-06-20/04-06-50 LCH
N/A
1.000000000000
NC
USD
6334376.290000000000
0.0466162774
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2050-04-06
0.000000000000
USD
0.000000000000
USD
13870000.000000000000
USD
6334376.290000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 0.616917% 04-06-20/04-06-50 LCH
N/A
1.000000000000
NC
USD
5684572.500000000000
0.0418342070
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2050-04-06
0.000000000000
USD
0.000000000000
USD
12500000.000000000000
USD
5684572.500000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 0.1275% 06-25-20/06-25-25 LCH
N/A
1.000000000000
NC
USD
11939128.780000000000
0.0878630687
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2025-06-25
0.000000000000
USD
0.000000000000
USD
148300000.000000000000
USD
11939128.780000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 0.126% 06-25-20/06-25-25 LCH
N/A
1.000000000000
NC
USD
11943488.800000000000
0.0878951552
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2025-06-25
0.000000000000
USD
0.000000000000
USD
148300000.000000000000
USD
11943488.800000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 0.106% 06-30-20/06-30-25 LCH
N/A
1.000000000000
NC
USD
13452409.460000000000
0.0989996840
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2025-06-30
0.000000000000
USD
0.000000000000
USD
165539389.000000000000
USD
13452409.460000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH
N/A
1.000000000000
NC
USD
21029411.160000000000
0.1547607562
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2030-11-19
0.000000000000
USD
0.000000000000
USD
118200000.000000000000
USD
21029411.160000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 0.207% 02-26-21/02-26-24 LCH
N/A
1.000000000000
NC
USD
-90562918.500000000000
-0.6664754253
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2024-02-26
0.000000000000
USD
0.000000000000
USD
2517000000.000000000000
USD
-90562918.500000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX JPY -0.01246731% 10-01-21/10-01-26 LCH
N/A
1.000000000000
NC
155556.810000000000
0.0011447819
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2026-10-01
0.000000000000
JPY
7727.080000000000
JPY
3447100000.000000000000
JPY
163283.890000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 2.5895% 07-27-22/07-27-27 LCH
N/A
1.000000000000
NC
USD
-39831.700000000000
-0.0002931316
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2027-07-27
0.000000000000
USD
0.000000000000
USD
1000000.000000000000
USD
-39831.700000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.2903% 01-12-23/01-12-33 LCH
N/A
1.000000000000
NC
USD
1634378.000000000000
0.0120278011
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2033-01-12
0.000000000000
USD
0.000000000000
USD
235000000.000000000000
USD
1634378.000000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.01413% 01-12-23/01-12-53 LCH
N/A
1.000000000000
NC
USD
951277.750000000000
0.0070006936
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2053-01-12
0.000000000000
USD
0.000000000000
USD
35399411.000000000000
USD
951277.750000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.02% 01-12-23/01-12-53 LCH
N/A
1.000000000000
NC
USD
912077.460000000000
0.0067122087
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2053-01-12
0.000000000000
USD
0.000000000000
USD
35400000.000000000000
USD
912077.460000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 4.27% 02-16-23/02-16-26 LCH
N/A
1.000000000000
NC
USD
1861598.070000000000
0.0136999711
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2026-02-16
0.000000000000
USD
0.000000000000
USD
244879450.000000000000
USD
1861598.070000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 4.265% 02-16-23/02-16-26 LCH
N/A
1.000000000000
NC
USD
908420.510000000000
0.0066852963
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2026-02-16
0.000000000000
USD
0.000000000000
USD
121527828.000000000000
USD
908420.510000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 4.3035% 02-17-23/02-17-26 LCH
N/A
1.000000000000
NC
USD
616483.480000000000
0.0045368579
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2026-02-17
0.000000000000
USD
0.000000000000
USD
72949718.000000000000
USD
616483.480000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 4.2515% 02-17-23/02-17-26 LCH
N/A
1.000000000000
NC
USD
514951.640000000000
0.0037896594
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2026-02-17
0.000000000000
USD
0.000000000000
USD
72241469.000000000000
USD
514951.640000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.4815% 02-17-23/02-17-33 LCH
N/A
1.000000000000
NC
USD
-2481620.400000000000
-0.0182628723
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2033-02-17
0.000000000000
USD
0.000000000000
USD
284000000.000000000000
USD
-2481620.400000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 4.2675% 02-17-23/02-17-26 LCH
N/A
1.000000000000
NC
USD
530623.670000000000
0.0039049938
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2026-02-17
0.000000000000
USD
0.000000000000
USD
70420256.000000000000
USD
530623.670000000000
N
N
N
ARES CLO LTD ARES_17-42A
5493004S1FMDW7K3MU50
ARES 17-42A AR CLO 144A FRN (L+92) 01-22-28
04016LAQ0
2371332.680000000000
PA
USD
2353448.090000000000
0.0173196198
Long
ABS-O
CORP
US
Y
2
2028-01-22
Variable
6.1927100000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.501% 02-17-23/02-17-33 LCH
N/A
1.000000000000
NC
USD
-2935935.200000000000
-0.0216062898
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2033-02-17
0.000000000000
USD
0.000000000000
USD
284000000.000000000000
USD
-2935935.200000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 4.3005% 02-17-23/02-17-26 LCH
N/A
1.000000000000
NC
USD
423659.790000000000
0.0031178196
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2026-02-17
0.000000000000
USD
0.000000000000
USD
50589264.000000000000
USD
423659.790000000000
N
N
N
ALLEGRO CLO I ALLEG_16-1A
635400THLJMIHHPCEN50
ALLEG 16-1A AR2 FRN (L+95) 01-15-30
01749TAN0
2412863.600000000000
PA
USD
2393415.920000000000
0.0176137532
Long
ABS-O
CORP
KY
Y
2
2030-01-15
Variable
6.2102900000000000
N
N
N
N
N
N
ALLEGRO CLO I LTD ALLEG_17-1A
254900TYK5TGNAFE3053
ALLEG 17-1A AR 144A CLO FRN (L+95) 10-16-30
01748RAL9
2000226.730000000000
PA
USD
1964786.710000000000
0.0144593624
Long
ABS-O
CORP
US
Y
2
2030-10-16
Variable
6.2102900000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 4.288% 02-17-23/02-17-26 LCH
N/A
1.000000000000
NC
USD
414044.910000000000
0.0030470612
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2026-02-17
0.000000000000
USD
0.000000000000
USD
51392015.000000000000
USD
414044.910000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.916% 03-30-23/07-11-25 LCH
N/A
1.000000000000
NC
USD
1607754.720000000000
0.0118318737
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2025-07-11
0.000000000000
USD
0.000000000000
USD
259600000.000000000000
USD
1607754.720000000000
N
N
N
BHG 2020-A
N/A
BHG 20-A A 144A 2.56% 09-17-31
06616PAA5
629589.550000000000
PA
USD
616149.070000000000
0.0045343969
Long
ABS-O
CORP
US
Y
2
2031-09-17
Fixed
2.560000000000
N
N
N
N
N
N
BALLYROCK LTD BALLY_19-2A
N/A
BALLY 19-2A A1AR CLO 144A FRN (L+100) 11-20-30
05875MAL6
5119088.040000000000
PA
USD
5072990.650000000000
0.0373334214
Long
ABS-O
CORP
US
Y
2
2030-11-20
Variable
6.3791400000000000
N
N
N
N
N
N
CENT CLO LP CECLO_14-21A
N/A
CECLO 14-21A A1R3 144A FRN (L+97) 07-27-30
15137EBN2
5596262.270000000000
PA
USD
5529174.280000000000
0.0406905921
Long
ABS-O
CORP
KY
Y
2
2030-07-27
Variable
6.2615700000000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_17-47A
N/A
DRSLF 17-47A A1R CLO 144A FRN (L+98) 04-15-28
26245EAJ8
5846412.370000000000
PA
USD
5802973.530000000000
0.0427055501
Long
ABS-O
CORP
KY
Y
2
2028-04-15
Variable
6.2402900000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.45% 03-31-23/02-01-28 LCH
N/A
1.000000000000
NC
USD
-964711.410000000000
-0.0070995553
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2028-02-01
0.000000000000
USD
0.000000000000
USD
192300000.000000000000
USD
-964711.410000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.47% 04-03-23/02-02-28 LCH
N/A
1.000000000000
NC
USD
-210252.900000000000
-0.0015473043
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2028-02-02
0.000000000000
USD
0.000000000000
USD
50700000.000000000000
USD
-210252.900000000000
N
N
N
GOLDENTREE LOAN OPPORTUNITIES XI LTD GLD11_15-11A
549300ZH5R2TCUAYC824
GLD11 15-11 AR2 CLO 144A FRN (L+107) 01-18-31
38137HBU1
3200000.000000000000
PA
USD
3180934.400000000000
0.0234093009
Long
ABS-O
CORP
KY
Y
2
2031-01-18
Variable
6.3317100000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-1
N/A
HERTZ 21-1A A 144A 1.21% 12-26-25/24
42806MAA7
8127000.000000000000
PA
USD
7589082.000000000000
0.0558499741
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
1.210000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.055% 04-06-23/04-06-31 LCH
N/A
1.000000000000
NC
USD
1257971.070000000000
0.0092577273
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2031-04-06
0.000000000000
USD
0.000000000000
USD
54100000.000000000000
USD
1257971.070000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 2.92% 04-07-23/10-19-50 LCH
N/A
1.000000000000
NC
USD
-1021613.400000000000
-0.0075183114
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2050-10-19
0.000000000000
USD
0.000000000000
USD
20500000.000000000000
USD
-1021613.400000000000
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-2
N/A
HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26
42806MAE9
8811000.000000000000
PA
USD
7767354.670000000000
0.0571619278
Long
ABS-O
CORP
US
Y
2
2027-12-27
Fixed
1.680000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-1
N/A
HERTZ 21-1A C 144A 2.05% 12-26-25/24
42806MAC3
779000.000000000000
PA
USD
724243.310000000000
0.0053298897
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
2.050000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.232% 04-07-23/03-30-27 LCH
N/A
1.000000000000
NC
USD
1773117.080000000000
0.0130488171
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2027-03-30
0.000000000000
USD
0.000000000000
USD
110600000.000000000000
USD
1773117.080000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.18% 04-17-23/04-17-30 LCH
N/A
1.000000000000
NC
USD
-989548.480000000000
-0.0072823376
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2030-04-17
0.000000000000
USD
0.000000000000
USD
66800000.000000000000
USD
-989548.480000000000
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-1
N/A
HERTZ 21-1A B 144A 1.56% 12-26-25/24
42806MAB5
5490000.000000000000
PA
USD
5127769.800000000000
0.0377365550
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
1.560000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-2
N/A
HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26
42806MAF6
5925000.000000000000
PA
USD
5205823.500000000000
0.0383109720
Long
ABS-O
CORP
US
Y
2
2027-12-27
Fixed
2.120000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-2
N/A
HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26
42806MAG4
826000.000000000000
PA
USD
718811.630000000000
0.0052899166
Long
ABS-O
CORP
US
Y
2
2027-12-27
Fixed
2.520000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC HERTZ_21-A
N/A
HERTZ 21-A B 144A 3.65% 06-30-23
N/A
17780000.000000000000
PA
USD
17330166.000000000000
0.1275370753
Long
ABS-O
CORP
US
Y
3
2023-06-30
Fixed
3.650000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 2.974% 04-17-23/04-17-53 LCH
N/A
1.000000000000
NC
USD
705387.900000000000
0.0051911280
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2053-04-17
0.000000000000
USD
0.000000000000
USD
21000000.000000000000
USD
705387.900000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.044% 04-18-23/04-18-53 LCH
N/A
1.000000000000
NC
USD
428100.010000000000
0.0031504963
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2053-04-18
0.000000000000
USD
0.000000000000
USD
21100000.000000000000
USD
428100.010000000000
N
N
N
MARATHON CLO LTD MCLO_17-9A
5493008SBRQGMZFP2M89
MCLO 17-9A A1AR 144A FRN (L+115) 04-15-29
56577PAL3
2878122.690000000000
PA
USD
2853955.090000000000
0.0210029774
Long
ABS-O
CORP
KY
Y
2
2029-04-15
Variable
6.4102900000000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_15-17A
N/A
MDPK 15-17A AR2 CLO 144A FRN (L+100) 07-21-30
55818YBN0
6975153.070000000000
PA
USD
6911665.230000000000
0.0508646927
Long
ABS-O
CORP
KY
Y
2
2030-07-21
Variable
6.2614300000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.275% 04-18-23/04-18-30 LCH
N/A
1.000000000000
NC
USD
-604373.000000000000
-0.0044477338
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2030-04-18
0.000000000000
USD
0.000000000000
USD
66800000.000000000000
USD
-604373.000000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.342% 04-19-23/04-19-30 LCH
N/A
1.000000000000
NC
USD
-332730.800000000000
-0.0024486501
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2030-04-19
0.000000000000
USD
0.000000000000
USD
66800000.000000000000
USD
-332730.800000000000
N
N
N
NELNET STUDENT LOAN TRUST NSLT_21-A
N/A
NSLT 21-A APT1 144A 1.36% 04-20-62
64035DAB2
8610120.980000000000
PA
USD
7758950.250000000000
0.0571000775
Long
ABS-O
CORP
US
Y
2
2062-04-20
Fixed
1.360000000000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C
N/A
NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28
63942JAA5
6102289.590000000000
PA
USD
5322087.460000000000
0.0391665879
Long
ABS-O
CORP
US
Y
2
2069-10-15
Fixed
1.060000000000
N
N
N
N
N
N
NEWARK BSL CLO NBCLO_17-1A
N/A
NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30
65023PAN0
2155590.990000000000
PA
USD
2130842.650000000000
0.0156814101
Long
ABS-O
CORP
US
Y
2
2030-07-25
Variable
6.2251400000000000
N
N
N
N
N
N
OCP CLO LTD OCP_18-15A
254900WK4JKXAXOKTL68
OCP 2018-15A A1 144A FRN (L+110) 07-20-31
67112KAA7
3400000.000000000000
PA
USD
3370491.400000000000
0.0248042988
Long
ABS-O
CORP
US
Y
2
2031-07-20
Variable
6.3504300000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.0875% 04-19-23/04-19-53 LCH
N/A
1.000000000000
NC
USD
253288.620000000000
0.0018640150
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2053-04-19
0.000000000000
USD
0.000000000000
USD
21100000.000000000000
USD
253288.620000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.1035% 04-19-23/04-19-53 LCH
N/A
1.000000000000
NC
USD
190094.040000000000
0.0013989501
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2053-04-19
0.000000000000
USD
0.000000000000
USD
21200000.000000000000
USD
190094.040000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.353% 04-19-23/04-19-30 LCH
N/A
1.000000000000
NC
USD
-288175.200000000000
-0.0021207542
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2030-04-19
0.000000000000
USD
0.000000000000
USD
66800000.000000000000
USD
-288175.200000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.0895% 04-20-23/04-20-53 LCH
N/A
1.000000000000
NC
USD
245365.570000000000
0.0018057073
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2053-04-20
0.000000000000
USD
0.000000000000
USD
21100000.000000000000
USD
245365.570000000000
N
N
N
PALMER SQUARE LOAN FUNDING LTD PSTAT_20-4
N/A
PSTAT 20-4 A1 CLO 144A FRN (L+100) 11-25-28
69701PAA9
7655294.500000000000
PA
USD
7617324.240000000000
0.0560578159
Long
ABS-O
CORP
US
Y
2
2028-11-25
Variable
6.3958600000000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1
N/A
PSTAT 21-1 A1 CLO 144A FRN (L+90) 04-20-29
69701YAA0
3736770.460000000000
PA
USD
3711472.520000000000
0.0273136651
Long
ABS-O
CORP
US
Y
2
2029-04-20
Variable
6.1504300000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.344% 04-20-23/04-20-30 LCH
N/A
1.000000000000
NC
USD
-324140.320000000000
-0.0023854306
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2030-04-20
0.000000000000
USD
0.000000000000
USD
66800000.000000000000
USD
-324140.320000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.128% 04-28-23/04-28-30 LCH
N/A
1.000000000000
NC
USD
-1197164.950000000000
-0.0088102397
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2030-04-28
0.000000000000
USD
0.000000000000
USD
66700000.000000000000
USD
-1197164.950000000000
N
N
N
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3
N/A
RPM 22-3 A 144A 5.38% 11-25-30
76088TAA9
10033013.630000000000
PA
USD
9839918.250000000000
0.0724144474
Long
ABS-O
CORP
US
Y
2
2030-11-25
Fixed
5.380000000000
N
N
N
N
N
N
RACE POINT CLO LTD RACEP_15-9A
549300C3570PBQ31OI09
RACEP 15-9A A1A2 CLO 144A FRN (L+94) 10-15-30
74982WAA4
5762817.990000000000
PA
USD
5698136.120000000000
0.0419340251
Long
ABS-O
CORP
KY
Y
2
2030-10-15
Variable
6.2002900000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 2.9405% 04-28-23/04-28-53 LCH
N/A
1.000000000000
NC
USD
844735.200000000000
0.0062166200
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2053-04-28
0.000000000000
USD
0.000000000000
USD
21200000.000000000000
USD
844735.200000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.259% 05-01-23/05-01-30 LCH
N/A
1.000000000000
NC
USD
-665408.160000000000
-0.0048969070
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2030-05-01
0.000000000000
USD
0.000000000000
USD
66800000.000000000000
USD
-665408.160000000000
N
N
N
SBA TOWER TRUST
N/A
SBA TOWER TRUST 144A LIFE 1.631% 11-15-26
78403DAT7
22469000.000000000000
PA
USD
19618335.500000000000
0.1443762934
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
1.631000000000
N
N
N
N
N
N
SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1
N/A
SPSS 21-1 A 144A 1.95% 09-15-75
78472VAA4
14769814.320000000000
PA
USD
13568201.310000000000
0.0998518255
Long
ABS-O
CORP
US
Y
2
2075-09-15
Fixed
1.950000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.0535% 05-01-23/05-01-53 LCH
N/A
1.000000000000
NC
USD
776158.470000000000
0.0057119465
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2053-05-01
0.000000000000
USD
0.000000000000
USD
42300000.000000000000
USD
776158.470000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.285% 05-01-23/05-01-30 LCH
N/A
1.000000000000
NC
USD
-558785.920000000000
-0.0041122469
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2030-05-01
0.000000000000
USD
0.000000000000
USD
66700000.000000000000
USD
-558785.920000000000
N
N
N
CF HIPPOLYTA ISSUER LLC SORT_20-1
N/A
SORT 20-1 A1 144A 1.69% 07-15-60/25
12530MAA3
4672653.140000000000
PA
USD
4224246.650000000000
0.0310872996
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.690000000000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC SORT_20-1
N/A
SORT 20-1 A2 144A 1.99% 07-15-60/27
12530MAB1
750602.880000000000
PA
USD
632352.150000000000
0.0046536394
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.990000000000
N
N
N
N
N
N
SEACO_20-1
N/A
SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30
37959PAA5
21435351.340000000000
PA
USD
19395156.030000000000
0.1427338593
Long
ABS-O
CORP
US
Y
2
2040-10-17
Fixed
2.170000000000
N
N
N
N
N
N
SEACO_20-1
N/A
SEACO 20-1A B 144A 3.55% 10-17-40/03-18-30
37959PAB3
2940353.260000000000
PA
USD
2659296.650000000000
0.0195704367
Long
ABS-O
CORP
US
Y
2
2040-10-17
Fixed
3.550000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.085% 05-09-23/05-09-53 LCH
N/A
1.000000000000
NC
USD
261325.440000000000
0.0019231600
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2053-05-09
0.000000000000
USD
0.000000000000
USD
21300000.000000000000
USD
261325.440000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.186% 05-09-23/05-09-30 LCH
N/A
1.000000000000
NC
USD
-960390.280000000000
-0.0070677550
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2030-05-09
0.000000000000
USD
0.000000000000
USD
66800000.000000000000
USD
-960390.280000000000
N
N
N
GLOBAL SC FINANCE VII SRL
N/A
SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30
37959PAC1
17745762.250000000000
PA
USD
16016011.820000000000
0.1178658823
Long
ABS-O
CORP
US
Y
2
2040-11-19
Fixed
2.260000000000
N
N
N
N
N
N
SOUND POINT CLO LTD SNDPT_15-1RA
N/A
SNDPT 15-1RA AR CLO 144A FRN (L+108) 04-15-30
83607HAL9
3318378.480000000000
PA
USD
3288997.560000000000
0.0242045650
Long
ABS-O
CORP
KY
Y
2
2030-04-15
Variable
6.3402900000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_16-5
N/A
TPMT 16-5 A1 144A 2.5% 10-25-56
89173CAA5
558054.540000000000
PA
USD
549112.830000000000
0.0040410602
Long
ABS-CBDO
CORP
US
Y
2
2056-10-25
Variable
2.5000000000000000
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC TCF_20-1
N/A
TCF 20-1 A 144A 2.11% 09-20-45/05-20-30
89680HAA0
2675733.320000000000
PA
USD
2334732.510000000000
0.0171818871
Long
ABS-O
CORP
US
Y
2
2045-09-20
Fixed
2.110000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.215% 05-10-23/05-10-30 LCH
N/A
1.000000000000
NC
USD
-840600.090000000000
-0.0061861887
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2030-05-10
0.000000000000
USD
0.000000000000
USD
66700000.000000000000
USD
-840600.090000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.1135% 05-10-23/05-10-53 LCH
N/A
1.000000000000
NC
USD
145317.120000000000
0.0010694254
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2053-05-10
0.000000000000
USD
0.000000000000
USD
21300000.000000000000
USD
145317.120000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.2545% 05-18-23/05-18-33 LCH
N/A
1.000000000000
NC
USD
-3406093.200000000000
-0.0250663014
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2033-05-18
0.000000000000
USD
0.000000000000
USD
346000000.000000000000
USD
-3406093.200000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.1605% 05-19-23/05-19-53 LCH
N/A
1.000000000000
NC
USD
-56074.500000000000
-0.0004126664
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2053-05-19
0.000000000000
USD
0.000000000000
USD
25500000.000000000000
USD
-56074.500000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.29% 05-19-23/05-19-30 LCH
N/A
1.000000000000
NC
USD
-637784.000000000000
-0.0046936138
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2030-05-19
0.000000000000
USD
0.000000000000
USD
80000000.000000000000
USD
-637784.000000000000
N
N
N
EUREX CLEARING AG
N/A
EURO-BUXL 30YR FUT UBM3 06-08-23
N/A
62.000000000000
NC
446619.580000000000
0.0032867865
N/A
DIR
CORP
DE
N
1
Eurex Clearing
N/A
Long
EUREX CLEARING AG
EURO-BUXL 30YR FUT UBM3 06-08-23
2023-06-08
9191898.670000000000
EUR
446619.580000000000
N
N
N
EUREX CLEARING AG
N/A
EURO-BUND 10YR FUT RXM3 06-08-23
N/A
2502.000000000000
NC
1908802.980000000000
0.0140473640
N/A
DIR
CORP
DE
N
1
Eurex Clearing
N/A
Long
EUREX CLEARING AG
EURO-BUND 10YR FUT RXM3 06-08-23
2023-06-08
363850460.420000000000
EUR
1908802.980000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FED FUND 30DAY FUT FFK3 05-31-23
N/A
16123.000000000000
NC
USD
-1703789.950000000000
-0.0125386212
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
FED FUND 30DAY FUT FFK3 05-31-23
2023-06-01
6378836245.250000000000
USD
-1703789.950000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FED FUND 30DAY FUT FFN3 07-31-23
N/A
1576.000000000000
NC
USD
201171.470000000000
0.0014804717
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
FED FUND 30DAY FUT FFN3 07-31-23
2023-08-01
622701145.440000000000
USD
201171.470000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FED FUND 30DAY FUT FFX3 11-30-23
N/A
1531.000000000000
NC
USD
1828137.560000000000
0.0134537267
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
FED FUND 30DAY FUT FFX3 11-30-23
2023-12-01
605558940.840000000000
USD
1828137.560000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FED FUND 30DAY FUT FFV3 10-31-23
N/A
1531.000000000000
NC
USD
-1192000.010000000000
-0.0087722296
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Short
CME CHICAGO MERCANTILE EXCHANGE
FED FUND 30DAY FUT FFV3 10-31-23
2023-11-01
-604633887.680000000000
USD
-1192000.010000000000
N
N
N
EUREX CLEARING AG
N/A
ITA GB 10YR FUT IKM3 06-08-23
N/A
3132.000000000000
NC
-6007995.040000000000
-0.0442143552
N/A
DIR
CORP
DE
N
1
Eurex Clearing
N/A
Short
EUREX CLEARING AG
ITA GB 10YR FUT IKM3 06-08-23
2023-06-08
-388210285.250000000000
EUR
-6007995.040000000000
N
N
N
JAPAN EXCHANGE GROUP INC
353800578ADEGIJTVW07
JPN GB 10YR FUT JBM3 06-13-23
N/A
880.000000000000
NC
-20265173.370000000000
-0.1491365369
N/A
DIR
CORP
JP
N
1
Japan Exchange Group
353800578ADEGIJTVW07
Short
JAPAN EXCHANGE GROUP INC
JPN GB 10YR FUT JBM3 06-13-23
2023-06-13
-938582451.100000000000
JPY
-20265173.370000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
SOFR 90DAY FUT SFRZ4 03-18-25
N/A
4679.000000000000
NC
USD
1831828.500000000000
0.0134808893
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Short
CME CHICAGO MERCANTILE EXCHANGE
SOFR 90DAY FUT SFRZ4 03-18-25
2025-03-19
-1131791612.500000000000
USD
1831828.500000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
SOFR 90DAY FUT SFRZ3 03-19-24
N/A
11280.000000000000
NC
USD
12312120.000000000000
0.0906080055
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Short
CME CHICAGO MERCANTILE EXCHANGE
SOFR 90DAY FUT SFRZ3 03-19-24
2024-03-20
-2683371000.000000000000
USD
12312120.000000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
SOFR 90DAY FUT SFRU3 12-19-23
N/A
11305.000000000000
NC
USD
-11208907.500000000000
-0.0824891856
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
SOFR 90DAY FUT SFRU3 12-19-23
2023-12-20
2680132875.000000000000
USD
-11208907.500000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 30YR FUT ULTRA WNU3 09-20-23
N/A
6039.000000000000
NC
USD
-13271631.930000000000
-0.0976692965
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Short
CME CHICAGO MERCANTILE EXCHANGE
UST 30YR FUT ULTRA WNU3 09-20-23
2023-09-20
-826588125.000000000000
USD
-13271631.930000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 10YR FUT TYU3 09-20-23
N/A
4173.000000000000
NC
USD
-2170447.370000000000
-0.0159728712
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Short
CME CHICAGO MERCANTILE EXCHANGE
UST 10YR FUT TYU3 09-20-23
2023-09-20
-477678093.750000000000
USD
-2170447.370000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 10YR FUT ULTRA UXYU3 09-20-23
N/A
12207.000000000000
NC
USD
-8015647.310000000000
-0.0589891761
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Short
CME CHICAGO MERCANTILE EXCHANGE
UST 10YR FUT ULTRA UXYU3 09-20-23
2023-09-20
-1470371357.910000000000
USD
-8015647.310000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 20YR FUT USU3 09-20-23
N/A
3191.000000000000
NC
USD
5343017.660000000000
0.0393206185
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 20YR FUT USU3 09-20-23
2023-09-20
409544906.250000000000
USD
5343017.660000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 2YR FUT TUU3 09-29-23
N/A
48818.000000000000
NC
USD
-16787352.600000000000
-0.1235423742
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 2YR FUT TUU3 09-29-23
2023-09-29
10048117650.340000000000
USD
-16787352.600000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 5YR FUT FVU3 09-29-23
N/A
13460.000000000000
NC
USD
-927591.170000000000
-0.0068263781
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 5YR FUT FVU3 09-29-23
2023-09-29
1468191629.800000000000
USD
-927591.170000000000
N
N
N
TRITON CONTAINER FINANCE LLC TCF_20-1
N/A
TCF 20-1 B 144A 3.74% 09-20-45/05-20-30
89680HAB8
4798533.310000000000
PA
USD
4248669.380000000000
0.0312670327
Long
ABS-O
CORP
US
Y
2
2045-09-20
Fixed
3.740000000000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2
549300WW1K7EYP0YPC14
TMCL 20-2A B 144A 3.34% 09-20-45/06-20-30
88315LAH1
5520488.090000000000
PA
USD
4922663.390000000000
0.0362271251
Long
ABS-O
CORP
US
Y
2
2045-09-20
Fixed
3.340000000000
N
N
N
N
N
N
TAL ADVANTAGE VII LLC TAL_20-1A
N/A
TAL 20-1A A 144A 2.05% 09-20-45/05-21-29
87407RAA4
7498800.000000000000
PA
USD
6669747.670000000000
0.0490843602
Long
ABS-O
CORP
US
Y
2
2045-09-20
Fixed
2.050000000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD SR UNSEC 4.5% 11-28-34
01609WAR3
1663000.000000000000
PA
USD
1553612.850000000000
0.0114334300
Long
DBT
CORP
CN
N
2
2034-11-28
Fixed
4.500000000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD SR UNSEC 4.0% 12-06-37
01609WAU6
2286000.000000000000
PA
USD
1941268.910000000000
0.0142862890
Long
DBT
CORP
CN
N
2
2037-12-06
Fixed
4.000000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.6% 04-15-48
035240AN0
8519000.000000000000
PA
USD
7835341.730000000000
0.0576622618
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.600000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.5% 06-01-50
035240AT7
1481000.000000000000
PA
USD
1343107.050000000000
0.0098842645
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.500000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 3.5% 06-01-30
035240AV2
7500000.000000000000
PA
USD
7043340.000000000000
0.0518337207
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.500000000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS INC
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS AND CHEMICALS INC SR UNSEC 1.5% 10-15-25
009158BB1
6427000.000000000000
PA
USD
5973311.640000000000
0.0439591113
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.500000000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS INC
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS AND CHEMICALS INC SR UNSEC 2.05% 05-15-30
009158BC9
3284000.000000000000
PA
USD
2814046.460000000000
0.0207092797
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.050000000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC SR UNSEC 2.4% 08-20-50
037833DZ0
30000000.000000000000
PA
USD
19773420.000000000000
0.1455175995
Long
DBT
CORP
US
N
2
2050-08-20
Fixed
2.400000000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD SR UNSEC 2.125% 02-09-31
01609WAX0
1062000.000000000000
PA
USD
874213.970000000000
0.0064335617
Long
DBT
CORP
CN
N
2
2031-02-09
Fixed
2.125000000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD SR UNSEC 3.15% 02-09-51
01609WAZ5
10297000.000000000000
PA
USD
6674216.790000000000
0.0491172496
Long
DBT
CORP
CN
N
2
2051-02-09
Fixed
3.150000000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD SR UNSEC 2.7% 02-09-41
01609WAY8
4394000.000000000000
PA
USD
2941326.020000000000
0.0216459622
Long
DBT
CORP
CN
N
2
2041-02-09
Fixed
2.700000000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC SR UNSEC 3.1% 05-12-51
023135CB0
40000000.000000000000
PA
USD
29293120.000000000000
0.2155754798
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.100000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSEC 3.0% 02-22-29
031162DD9
450000.000000000000
PA
USD
409630.950000000000
0.0030145778
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
3.000000000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO SR UNSEC 4.42% 08-03-33/32
025816DA4
10449000.000000000000
PA
USD
9886007.880000000000
0.0727536327
Long
DBT
CORP
US
N
2
2033-08-03
Variable
4.4200000000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSEC 4.05% 08-18-29
031162DH0
12050000.000000000000
PA
USD
11487831.350000000000
0.0845418568
Long
DBT
CORP
US
N
2
2029-08-18
Fixed
4.050000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSEC 4.2% 03-01-33
031162DJ6
13350000.000000000000
PA
USD
12526411.800000000000
0.0921850330
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
4.200000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSEC 4.875% 03-01-53
031162DK3
10600000.000000000000
PA
USD
9592618.400000000000
0.0705945053
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
4.875000000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO SR UNSEC 3.7% 06-06-27
075887BW8
7700000.000000000000
PA
USD
7390436.900000000000
0.0543880946
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.700000000000
N
N
N
N
N
N
BOSTON UNIVERSITY
549300M1CR2B2GU2ZU17
TRUSTEES OF BOSTON UNIVERSITY SR SEC 1ST LIEN SF 4.061% 10-01-48
89838QAA1
2075000.000000000000
PA
USD
1818880.680000000000
0.0133856030
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
4.061000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 144A SR UNSEC 3.187% 11-15-36
11135FBQ3
17063000.000000000000
PA
USD
12779606.860000000000
0.0940483595
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.187000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52
05526DBV6
11876000.000000000000
PA
USD
10169335.670000000000
0.0748387136
Long
DBT
CORP
US
N
2
2052-03-16
Fixed
5.650000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 5.015% 07-22-33/32
06051GKY4
7018000.000000000000
PA
USD
6866642.790000000000
0.0505333612
Long
DBT
CORP
US
N
2
2033-07-22
Variable
5.0150000000000000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.05% 05-15-48
210518DB9
8570000.000000000000
PA
USD
7232480.100000000000
0.0532256505
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.050000000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC SR UNSEC 4.85% 11-01-28
205887CC4
5499000.000000000000
PA
USD
5419313.990000000000
0.0398821025
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.850000000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC SR UNSEC 1.375% 11-01-27
205887CF7
1156000.000000000000
PA
USD
988296.770000000000
0.0072731259
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.375000000000
N
N
N
N
N
N
CORP INMOBILIARIA VESTA SAB DE CV
4469000001BIRIFZJ959
CORP INMOBILIARIA VESTA SAB DE CV 144A LIFE SR UNSEC 3.625% 05-13-31
21989DAA0
4080000.000000000000
PA
USD
3469203.600000000000
0.0255307468
Long
DBT
CORP
MX
Y
2
2031-05-13
Fixed
3.625000000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP SR UNSEC 0.9% 09-15-25
26441CBJ3
6850000.000000000000
PA
USD
6237726.450000000000
0.0459050068
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.900000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSEC 6.0% 06-15-48
29278NAE3
9257000.000000000000
PA
USD
8536897.970000000000
0.0628251916
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.000000000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP SR UNSEC 4.05% 04-15-30
30161NAX9
700000.000000000000
PA
USD
657038.900000000000
0.0048353155
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.050000000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
ENTERGY CORP SR UNSEC 2.8% 06-15-30
29364GAL7
4425000.000000000000
PA
USD
3800862.600000000000
0.0279715093
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.800000000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
ENTERGY CORP SR UNSEC 3.75% 06-15-50
29364GAK9
4700000.000000000000
PA
USD
3453169.900000000000
0.0254127508
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.750000000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP SR UNSEC 4.1% 03-15-52
30161NBH3
1300000.000000000000
PA
USD
1029450.500000000000
0.0075759866
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.100000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 5.35% 01-31-33
29379VCD3
5990000.000000000000
PA
USD
6109674.210000000000
0.0449626380
Long
DBT
CORP
US
N
2
2033-01-31
Fixed
5.350000000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC SR UNSEC 2.9% 05-15-30
37940XAD4
6972000.000000000000
PA
USD
5884737.520000000000
0.0433072720
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.900000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC SR UNSEC 4.5% 12-06-48
437076BX9
1240000.000000000000
PA
USD
1137301.960000000000
0.0083696928
Long
DBT
CORP
US
N
2
2048-12-06
Fixed
4.500000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC SR UNSEC 2.95% 06-15-29
437076BY7
8408000.000000000000
PA
USD
7738479.370000000000
0.0569494271
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
2.950000000000
N
N
N
N
N
N
MISSISSIPPI POWER COMPANY
LNZ0J6YZ5SC6ILIRU850
MISSISSIPPI POWER CO SR UNSEC 4.25% 03-15-42
605417BZ6
1660000.000000000000
PA
USD
1382909.480000000000
0.0101771807
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.250000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSEC 4.0% 03-15-28
55336VAR1
2430000.000000000000
PA
USD
2309270.310000000000
0.0169945043
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.000000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSEC 4.7% 04-15-48
55336VAN0
10000000.000000000000
PA
USD
8024820.000000000000
0.0590566803
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.700000000000
N
N
N
N
N
N
MASSACHUSETTS INSTITUTE OF TECHNOLOGY
DLZO3A31IADZ27B62557
MASSACHUSETTS INSTITUTE OF TECHNOLOGY SR UNSEC 2.294% 07-01-51
575718AH4
22000000.000000000000
PA
USD
13856810.000000000000
0.1019757699
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
2.294000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 2.239% 07-21-32/31
61747YED3
14149000.000000000000
PA
USD
11298627.350000000000
0.0831494567
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.2390000000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC SR UNSEC 7.15% 01-15-51
682680BF9
2782000.000000000000
PA
USD
2879606.470000000000
0.0211917524
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
7.150000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC SR UNSEC 6.35% 01-15-31
682680BE2
7508000.000000000000
PA
USD
7744464.460000000000
0.0569934729
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.350000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS MXN SR UNSEC 7.47% 11-12-26
N/A
300.000000000000
PA
1455.970000000000
0.0000107149
Long
DBT
CORP
MX
N
2
2026-11-12
Fixed
7.470000000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.2% 08-01-49
74456QCA2
8250000.000000000000
PA
USD
6058536.000000000000
0.0445862989
Long
DBT
CORP
US
N
2
2049-08-01
Fixed
3.200000000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC SR UNSEC 1.65% 06-01-25
70450YAG8
11647000.000000000000
PA
USD
10960223.000000000000
0.0806590535
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.650000000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC SR UNSEC 3.25% 06-01-50
70450YAJ2
6210000.000000000000
PA
USD
4367778.660000000000
0.0321435880
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.250000000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.05% 08-01-50
74456QCE4
5365000.000000000000
PA
USD
3062358.100000000000
0.0225366679
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
2.050000000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTERPRISES PTE LTD
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53
716973AG7
8654000.000000000000
PA
USD
8915766.190000000000
0.0656133787
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.300000000000
N
N
N
N
N
N
QATAR ENERGY
N/A
QATARENERGY 144A LIFE SR UNSEC 2.25% 07-12-31
74730DAC7
17300000.000000000000
PA
USD
14617046.800000000000
0.1075705448
Long
DBT
CORP
QA
Y
2
2031-07-12
Fixed
2.250000000000
N
N
N
N
N
N
QATAR ENERGY
N/A
QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41
74730DAE3
13495000.000000000000
PA
USD
10196848.990000000000
0.0750411910
Long
DBT
CORP
QA
Y
2
2041-07-12
Fixed
3.125000000000
N
N
N
N
N
N
QATAR ENERGY
N/A
QATARENERGY 144A LIFE SR UNSEC 3.3% 07-12-51
74730DAD5
12200000.000000000000
PA
USD
8788819.000000000000
0.0646791422
Long
DBT
CORP
QA
Y
2
2051-07-12
Fixed
3.300000000000
N
N
N
N
N
N
BOARD OF TRUSTEES OF LELAND STANFORD JUNIOR UNIVERSITY
JIUV0DC2REIJXQ26CR37
LELAND STANFORD JUNIOR UNIVERSITY SR UNSEC 1.289% 06-01-27
85440KAC8
4950000.000000000000
PA
USD
4402267.650000000000
0.0323974012
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.289000000000
N
N
N
N
N
N
SHARP HEALTHCARE
549300DEPBQ9WUW1K512
SHARP HEALTHCARE SR UNSEC 2.68% 08-01-50
819892AL4
17500000.000000000000
PA
USD
11226862.500000000000
0.0826213210
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
2.680000000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC SR SEC 1ST LIEN 4.5% 05-15-30
785592AX4
8109000.000000000000
PA
USD
7671811.370000000000
0.0564588005
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.500000000000
N
N
N
N
N
N
SUMMA HEALTH
549300N4NP4BSOJ08A82
SUMMA HEALTH SR SEC 1ST LIEN 3.511% 11-15-51
86564UAA8
9945000.000000000000
PA
USD
6964563.060000000000
0.0512539813
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
3.511000000000
N
N
N
N
N
N
STELLANTIS FINANCE US INC
549300QZ0AI8Q7LNON33
STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27
85855CAA8
8525000.000000000000
PA
USD
7540643.830000000000
0.0554935054
Long
DBT
CORP
US
Y
2
2027-01-29
Fixed
1.711000000000
N
N
N
N
N
N
STELLANTIS FINANCE US INC
549300QZ0AI8Q7LNON33
STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31
85855CAB6
7425000.000000000000
PA
USD
5908035.380000000000
0.0434787268
Long
DBT
CORP
US
Y
2
2031-09-15
Fixed
2.691000000000
N
N
N
N
N
N
TAMPA ELECTRIC COMPANY
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC CO SR UNSEC 4.45% 06-15-49
875127BF8
8070000.000000000000
PA
USD
6856933.740000000000
0.0504619099
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.450000000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD SR UNSEC 4.1% 04-15-30
89352HBA6
6315000.000000000000
PA
USD
5865485.670000000000
0.0431655927
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.100000000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD REG S SR UNSEC 2.39% 06-03-30
88032XAU8
11207000.000000000000
PA
USD
9449518.260000000000
0.0695413952
Long
DBT
CORP
CN
Y
2
2030-06-03
Fixed
2.390000000000
N
N
N
N
N
N
TRINITY HEALTH CORP
TWSRHFGEDJDX0GKMGJ67
TRINITY HEALTH CORP SR UNSEC 2.632% 12-01-40
896517AB5
5000000.000000000000
PA
USD
3525725.000000000000
0.0259467021
Long
DBT
CORP
US
N
2
2040-12-01
Fixed
2.632000000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD REG S SR UNSEC 3.68% 04-22-41
88032XBB9
2857000.000000000000
PA
USD
2211495.130000000000
0.0162749521
Long
DBT
CORP
CN
Y
2
2041-04-22
Fixed
3.680000000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD REG S SR UNSEC 3.84% 04-22-51
88032XBC7
11480000.000000000000
PA
USD
8495027.800000000000
0.0625170584
Long
DBT
CORP
CN
Y
2
2051-04-22
Fixed
3.840000000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP SR UNSEC 4.125% 11-16-28
913017CY3
3265000.000000000000
PA
USD
3160719.170000000000
0.0232605319
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.125000000000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER COMPANY
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.875% 07-15-29
927804GB4
2800000.000000000000
PA
USD
2512946.800000000000
0.0184934112
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
2.875000000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER COMPANY
AENKIFMULUAWOUU8Q584
WISCONSIN ELECTRIC POWER CO SR UNSEC 4.3% 10-15-48
976656CK2
2600000.000000000000
PA
USD
2254447.000000000000
0.0165910457
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.300000000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC (THE)
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC SR UNSEC 3.5% 11-15-30
969457BX7
8448000.000000000000
PA
USD
7578548.740000000000
0.0557724572
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.500000000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC (THE)
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC SR UNSEC 2.6% 03-15-31
969457BY5
1450000.000000000000
PA
USD
1200321.600000000000
0.0088334703
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.600000000000
N
N
N
N
N
N
YALE UNIVERSITY
9SFB6DIM0FRWV0EV8S84
YALE UNIVERSITY SR UNSEC 1.482% 04-15-30
98459LAB9
15000000.000000000000
PA
USD
12397545.000000000000
0.0912366696
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
1.482000000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA SR UNSEC 3.625% 09-10-28
29446MAB8
13165000.000000000000
PA
USD
12730923.620000000000
0.0936900872
Long
DBT
CORP
NO
N
2
2028-09-10
Fixed
3.625000000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 3.5% 04-21-30
716743AP4
5490000.000000000000
PA
USD
5147089.110000000000
0.0378787307
Long
DBT
CORP
MY
Y
2
2030-04-21
Fixed
3.500000000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.55% 04-21-50
716743AR0
5775000.000000000000
PA
USD
5332750.500000000000
0.0392450599
Long
DBT
CORP
MY
Y
2
2050-04-21
Fixed
4.550000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
BONOS MEXICAN MXN 10.0% 12-05-24
N/A
1100000.000000000000
PA
6161940.190000000000
0.0453472765
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.000000000000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
549300MHDRBVRF6B9117
COLOMBIA REP OF 5.0% 06-15-45
195325CU7
600000.000000000000
PA
USD
400199.400000000000
0.0029451686
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.000000000000
N
N
N
N
N
N
HUNGARY (REPUBLIC OF)
5299003F3UFKGCCMAP43
HUNGARY GOVT BOND 144A LIFE 2.125% 09-22-31
445545AM8
13860000.000000000000
PA
USD
10585630.440000000000
0.0779023321
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.125000000000
N
N
N
N
N
N
HUNGARY (REPUBLIC OF)
5299003F3UFKGCCMAP43
HUNGARY GOVT BOND 144A LIFE 3.125% 09-21-51
445545AN6
17300000.000000000000
PA
USD
10371782.500000000000
0.0763285710
Long
DBT
NUSS
HU
Y
2
2051-09-21
Fixed
3.125000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN GVT I/L 24 JPY 0.1% 03-10-29
N/A
110025300.000000000000
PA
835245.850000000000
0.0061467855
Long
DBT
NUSS
JP
N
2
2029-03-10
Fixed
0.100000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN GVT I/L 18 JPY 0.1% 03-10-24
N/A
2343500000.000000000000
PA
17139971.290000000000
0.1261373843
Long
DBT
NUSS
JP
N
2
2024-03-10
Fixed
0.100000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN GVT I/L 20 JPY 0.1% 03-10-25
N/A
4517750000.000000000000
PA
33479826.840000000000
0.2463865145
Long
DBT
NUSS
JP
N
2
2025-03-10
Fixed
0.100000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
BONOS MEXICAN MXN 7.5% 06-03-27
N/A
1100000.000000000000
PA
5880015.830000000000
0.0432725239
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.500000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
BONOS MEXICAN MXN 8.0% 11-07-47
N/A
4185438.000000000000
PA
21296068.840000000000
0.1567231575
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.000000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
BONOS MEXICAN MXN 5.75% 03-05-26
N/A
5215000.000000000000
PA
26783531.260000000000
0.1971067815
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.750000000000
N
N
N
N
N
N
PERU (REPUBLIC OF)
254900STKLK2DBJJZ530
PERU GOVT 2.392% 01-23-26
715638DE9
2730000.000000000000
PA
USD
2567163.690000000000
0.0188924070
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.392000000000
N
N
N
N
N
N
PHILIPPINES (REPUBLIC OF)
529900RAHBALMYIJ3T08
PHILIPPINES REP OF 1.648% 06-10-31
718286CK1
18830000.000000000000
PA
USD
15110980.850000000000
0.1112055304
Long
DBT
NUSS
PH
N
2
2031-06-10
Fixed
1.648000000000
N
N
N
N
N
N
PHILIPPINES (REPUBLIC OF)
529900RAHBALMYIJ3T08
PHILIPPINES REP OF 2.65% 12-10-45
718286CL9
18235000.000000000000
PA
USD
12372793.970000000000
0.0910545205
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.650000000000
N
N
N
N
N
N
SPAIN (KINGDOM OF)
9598007A56S18711AH60
SPAIN GOVT EUR 144A LIFE/REG S 1.25% 10-31-30
N/A
20861000.000000000000
PA
19599556.890000000000
0.1442380969
Long
DBT
NUSS
ES
Y
2
2030-10-31
Fixed
1.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.125% 07-15-26
912828S50
240511020.000000000000
PA
USD
228064696.000000000000
1.6783857873
Long
DBT
UST
US
N
2
2026-07-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 1.375% 02-15-44
912810RF7
84311661.000000000000
PA
USD
79532409.600000000000
0.5852991201
Long
DBT
UST
US
N
2
2044-02-15
Fixed
1.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.375% 01-15-27
912828V49
374359188.000000000000
PA
USD
355173103.600000000000
2.6138087112
Long
DBT
UST
US
N
2
2027-01-15
Fixed
0.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.875% 02-15-47
912810RW0
199938960.000000000000
PA
USD
168005171.100000000000
1.2363925514
Long
DBT
UST
US
N
2
2047-02-15
Fixed
0.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.375% 07-15-27
9128282L3
102221793.258000000000
PA
USD
96968667.900000000000
0.7136169555
Long
DBT
UST
US
N
2
2027-07-15
Fixed
0.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.5% 01-15-28
9128283R9
280707604.000000000000
PA
USD
265706679.200000000000
1.9554026633
Long
DBT
UST
US
N
2
2028-01-15
Fixed
0.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 1.0% 02-15-48
912810SB5
318854605.000000000000
PA
USD
274744140.000000000000
2.0219116234
Long
DBT
UST
US
N
2
2048-02-15
Fixed
1.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.875% 01-15-29
9128285W6
81763992.000000000000
PA
USD
78499054.800000000000
0.5776944008
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 1.0% 02-15-49
912810SG4
55896700.000000000000
PA
USD
48052289.000000000000
0.3536289497
Long
DBT
UST
US
N
2
2049-02-15
Fixed
1.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.5% 04-15-24
9128286N5
216591434.600000000000
PA
USD
211328898.160000000000
1.5552228176
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.25% 07-15-29
9128287D6
259836000.000000000000
PA
USD
240632578.200000000000
1.7708760115
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 10-15-24
912828YL8
302170711.920000000000
PA
USD
292279433.820000000000
2.1509582862
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 01-15-30
912828Z37
636499952.372000000000
PA
USD
579413747.600000000000
4.2640523325
Long
DBT
UST
US
N
2
2030-01-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.25% 02-15-50
912810SM1
264352813.010000000000
PA
USD
184530661.180000000000
1.3580078130
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 04-15-25
912828ZJ2
433738677.200000000000
PA
USD
415440245.560000000000
3.0573298535
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.625% 01-15-24
912828B25
145789237.440000000000
PA
USD
143294726.790000000000
1.0545421411
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND I/L 0.125% 07-15-30
912828ZZ6
793466500.000000000000
PA
USD
721000716.000000000000
5.3060266477
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 10-15-25
91282CAQ4
99576768.000000000000
PA
USD
95196958.400000000000
0.7005784971
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 01-15-31
91282CBF7
1283561166.300000000000
PA
USD
1156809086.000000000000
8.5132506811
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 12-15-51
912810SV1
462581645.162000000000
PA
USD
307363785.410000000000
2.2619678451
Long
DBT
UST
US
N
2
2051-02-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 04-15-26
91282CCA7
1058550467.955000000000
PA
USD
1002066851.430000000000
7.3744634346
Long
DBT
UST
US
N
2
2026-04-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 07-15-31
91282CCM1
225234000.000000000000
PA
USD
202376200.000000000000
1.4893376473
Long
DBT
UST
US
N
2
2031-07-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 10-15-26
91282CDC2
318284506.084000000000
PA
USD
300878241.120000000000
2.2142390842
Long
DBT
UST
US
N
2
2026-10-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 01-15-32
91282CDX6
271948882.616000000000
PA
USD
242608094.240000000000
1.7854143337
Long
DBT
UST
US
N
2
2032-01-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 02-15-52
912810TE8
274214412.000000000000
PA
USD
181420596.900000000000
1.3351200633
Long
DBT
UST
US
N
2
2052-02-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 04-15-27
91282CEJ6
628754484.426000000000
PA
USD
588745294.970000000000
4.3327255500
Long
DBT
UST
US
N
2
2027-04-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.625% 07-15-32
91282CEZ0
539594584.405000000000
PA
USD
502413278.990000000000
3.6973864066
Long
DBT
UST
US
N
2
2032-07-15
Fixed
0.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 1.625% 10-15-27
91282CFR7
642237896.366000000000
PA
USD
640958374.780000000000
4.7169748118
Long
DBT
UST
US
N
2
2027-10-15
Fixed
1.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 1.125% 01-15-33
91282CGK1
182392200.000000000000
PA
USD
176949000.000000000000
1.3022124506
Long
DBT
UST
US
N
2
2033-01-15
Fixed
1.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 1.5% 02-15-53
912810TP3
425456790.000000000000
PA
USD
413706773.000000000000
3.0445727905
Long
DBT
UST
US
N
2
2053-02-15
Fixed
1.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 2.5% 01-15-29
912810PZ5
2811700.000000000000
PA
USD
2938402.000000000000
0.0216244436
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.125% 07-15-24
912828WU0
333579242.060000000000
PA
USD
323804733.640000000000
2.3829609419
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 2.375% 01-15-27
912810PS1
227800784.000000000000
PA
USD
231802426.400000000000
1.7058926908
Long
DBT
UST
US
N
2
2027-01-15
Fixed
2.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.25% 01-15-25
912828H45
239263290.420000000000
PA
USD
230500285.320000000000
1.6963099052
Long
DBT
UST
US
N
2
2025-01-15
Fixed
0.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.75% 02-15-45
912810RL4
143559360.000000000000
PA
USD
118797840.000000000000
0.8742633547
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.375% 07-15-25
912828XL9
409505580.800000000000
PA
USD
394935122.570000000000
2.9064274667
Long
DBT
UST
US
N
2
2025-07-15
Fixed
0.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.625% 01-15-26
912828N71
208962705.000000000000
PA
USD
201340268.500000000000
1.4817139653
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 1.0% 02-15-46
912810RR1
123367940.150000000000
PA
USD
107243731.870000000000
0.7892337504
Long
DBT
UST
US
N
2
2046-02-15
Fixed
1.000000000000
N
N
N
N
N
N
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)
ECTRVYYCEF89VWYS6K36
UTD KINGDOM GILT I/L GBP REG S 0.125% 08-10-41
N/A
10541806.800000000000
PA
11256087.400000000000
0.0828363944
Long
DBT
NUSS
GB
N
2
2041-08-10
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 2.0% 01-15-26
912810FS2
158159040.000000000000
PA
USD
157846312.000000000000
1.1616309376
Long
DBT
UST
US
N
2
2026-01-15
Fixed
2.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 2.125% 02-15-40
912810QF8
62842050.000000000000
PA
USD
67777470.000000000000
0.4987915462
Long
DBT
UST
US
N
2
2040-02-15
Fixed
2.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 1.75% 01-15-28
912810PV4
87886970.000000000000
PA
USD
88024769.000000000000
0.6477965411
Long
DBT
UST
US
N
2
2028-01-15
Fixed
1.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 2.125% 02-15-41
912810QP6
59956050.000000000000
PA
USD
64735699.500000000000
0.4764063876
Long
DBT
UST
US
N
2
2041-02-15
Fixed
2.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.75% 02-15-42
912810QV3
66789500.000000000000
PA
USD
56884100.000000000000
0.4186244809
Long
DBT
UST
US
N
2
2042-02-15
Fixed
0.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.625% 02-15-43
912810RA8
178677524.000000000000
PA
USD
146870545.700000000000
1.0808574970
Long
DBT
UST
US
N
2
2043-02-15
Fixed
0.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.0% 08-15-51
912810SZ2
600.000000000000
PA
USD
407.890000000000
0.0000030018
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 2.375% 01-15-25
912810FR4
37550016.000000000000
PA
USD
37428474.650000000000
0.2754456126
Long
DBT
UST
US
N
2
2025-01-15
Fixed
2.375000000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST ARRW_22-1
N/A
ARRW 22-1 A1A 144A 2.495% 12-25-56/02-25-26
042855AA4
3106880.480000000000
PA
USD
2853874.770000000000
0.0210023863
Long
ABS-CBDO
CORP
US
Y
2
2056-12-25
Variable
2.4950000000000000
N
N
N
N
N
N
FIRSTKEY HOMES FKH_20-SFR2
N/A
FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25
33767JAA0
6498357.660000000000
PA
USD
5885848.460000000000
0.0433154477
Long
ABS-O
CORP
US
Y
2
2037-10-19
Fixed
1.266000000000
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3
N/A
MWST 21-3 A 144A FRN (L+85) 11-25-55
58552FAA4
12120000.000000000000
PA
USD
11973251.040000000000
0.0881141831
Long
ABS-CBDO
CORP
US
Y
2
2055-11-25
Variable
5.9880000000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMP_20-4
N/A
TPMT 20-4 A1 144A 1.75% 10-25-60/08-26-30
89179JAA4
17474851.670000000000
PA
USD
15369394.170000000000
0.1131072594
Long
ABS-CBDO
CORP
US
Y
2
2060-10-25
Fixed
1.750000000000
N
N
N
N
N
N
CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH
549300KI3FXFLUKF3A98
US DEPT OF VETERANS OH SF 4.425% 05-01-31
18611CAA4
24215000.000000000000
PA
USD
21028136.500000000000
0.1547513756
Long
DBT
MUN
US
N
2
2031-05-01
Fixed
4.425000000000
N
N
N
N
N
N
DUKE UNIVERSITY
FY5ICUIRRDCHN4HHL592
DUKE UNIVERSITY SR UNSEC SF 2.832% 10-01-55
26442TAH0
5000000.000000000000
PA
USD
3388665.000000000000
0.0249380429
Long
DBT
CORP
US
N
2
2055-10-01
Fixed
2.832000000000
N
N
N
N
N
N
STATE BOARD OF ADMINISTRATION FINANCE CORP
549300S34SOJ0RULXM35
FLORIDA HURRICANE CATASTROPHE FUND 2.154% 07-01-30
341271AF1
17885000.000000000000
PA
USD
15124682.760000000000
0.1113063663
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.154000000000
N
N
N
N
N
N
STATE BOARD OF ADMINISTRATION FINANCE CORP
549300S34SOJ0RULXM35
FLORIDA HURRICANE CATASTROPHE FUND 1.258% 07-01-25
341271AD6
18085000.000000000000
PA
USD
16779678.960000000000
0.1234859019
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
1.258000000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
STATE OF ILLINOIS 4.95% 06-01-23
452151LE1
338181.810000000000
PA
USD
338181.810000000000
0.0024887655
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
4.950000000000
N
N
N
N
N
N
MICHIGAN ST BLDG AUTH
N/A
MI ST BLDG AUTH REV 20II TXBL SF 2.705% 10-15-40
594615HY5
9715000.000000000000
PA
USD
7419296.930000000000
0.0546004828
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
2.705000000000
N
N
N
N
N
N
METROPOLITAN PIER & EXPOSITION AUTH (HYATT REGENCY MCCORMICK PL)
254900I3VDCQ58UGBR15
METRO PIER/EXPO IL SALES TAX 20C 3.955% 12-15-26
592250DX9
5000000.000000000000
PA
USD
4765335.000000000000
0.0350693057
Long
DBT
MUN
US
N
2
2026-12-15
Fixed
3.955000000000
N
N
N
N
N
N
PUBLIC FINANCE AUTHORITY WISCONSIN
5493004S6D3NA627K012
WI PFA TAXABLE SF 4.95% 03-01-34
74447CAA7
14645000.000000000000
PA
USD
13847286.850000000000
0.1019056866
Long
DBT
MUN
US
N
2
2034-03-01
Fixed
4.950000000000
N
N
N
N
N
N
UNIVERSITY OF CALIFORNIA
N/A
UNIVERSITY OF CALIFORNIA 0.883% 05-15-25
91412HGE7
7500000.000000000000
PA
USD
6971625.000000000000
0.0513059519
Long
DBT
MUN
US
N
2
2025-05-15
Fixed
0.883000000000
N
N
N
N
N
N
UNIVERSITY OF CALIFORNIA
N/A
UNIVERSITY OF CALIFORNIA 1.316% 05-15-27
91412HGF4
9200000.000000000000
PA
USD
8203005.200000000000
0.0603679902
Long
DBT
MUN
US
N
2
2027-05-15
Fixed
1.316000000000
N
N
N
N
N
N
UNIVERSITY OF CALIFORNIA
N/A
UNIVERSITY OF CALIFORNIA 1.614% 05-15-30
91412HGG2
10100000.000000000000
PA
USD
8417562.200000000000
0.0619469695
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
1.614000000000
N
N
N
N
N
N
N/A
N/A
COP FWD PUR FROM USD NDF 6/16/2023
N/A
1.000000000000
NC
N/A
2657783.760000000000
0.0195593030
N/A
DFE
NUSS
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES
I7331LVCZKQKX5T7XV54
124954229.550000000000
USD
570316094494.000000000000
COP
2023-06-16
2657783.760000000000
N
N
N
N/A
N/A
CLP FWD PUR FROM USD NDF 6/15/2023
N/A
1.000000000000
NC
N/A
-1118954.470000000000
-0.0082346690
N/A
DFE
NUSS
N/A
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
35466098.460000000000
USD
27879900000.000000000000
CLP
2023-06-15
-1118954.470000000000
N
N
N
N/A
N/A
CAD FWD SALE TO USD 7/7/2023
N/A
1.000000000000
NC
N/A
46.770000000000
0.0000003442
N/A
DFE
NUSS
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES
I7331LVCZKQKX5T7XV54
28401.040000000000
CAD
20988.400000000000
USD
2023-07-07
46.770000000000
N
N
N
N/A
N/A
CAD FWD PUR FROM USD 7/7/2023
N/A
1.000000000000
NC
N/A
-68362.050000000000
-0.0005030936
N/A
DFE
NUSS
N/A
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
32436738.090000000000
USD
43898000.000000000000
CAD
2023-07-07
-68362.050000000000
N
N
N
N/A
N/A
EUR FWD PUR FROM USD 6/26/2023
N/A
1.000000000000
NC
N/A
-459120.100000000000
-0.0033787810
N/A
DFE
NUSS
N/A
N
2
BANK OF NEW YORK MELLON/THE
HPFHU0OQ28E4N0NFVK49
37213769.130000000000
USD
34332199.000000000000
EUR
2023-06-26
-459120.100000000000
N
N
N
N/A
N/A
EUR FWD SALE TO USD 7/7/2023
N/A
1.000000000000
NC
N/A
1165864.760000000000
0.0085798937
N/A
DFE
NUSS
N/A
N
2
Citibank
E57ODZWZ7FF32TWEFA76
129138746.000000000000
EUR
139503550.890000000000
USD
2023-07-07
1165864.760000000000
N
N
N
N/A
N/A
GBP FWD SALE TO USD 6/23/2023
N/A
1.000000000000
NC
N/A
129476.320000000000
0.0009528490
N/A
DFE
NUSS
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES
I7331LVCZKQKX5T7XV54
16828497.000000000000
GBP
21073872.420000000000
USD
2023-06-23
129476.320000000000
N
N
N
N/A
N/A
GBP FWD SALE TO USD 6/26/2023
N/A
1.000000000000
NC
N/A
1328.660000000000
0.0000097779
N/A
DFE
NUSS
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
525000.000000000000
GBP
654777.900000000000
USD
2023-06-26
1328.660000000000
N
N
N
N/A
N/A
GBP FWD SALE TO USD 6/26/2023
N/A
1.000000000000
NC
N/A
32006.710000000000
0.0002355455
N/A
DFE
NUSS
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
12647000.000000000000
GBP
15773287.810000000000
USD
2023-06-26
32006.710000000000
N
N
N
N/A
N/A
JPY FWD PUR FROM USD 6/22/2023
N/A
1.000000000000
NC
N/A
-2575046.880000000000
-0.0189504214
N/A
DFE
NUSS
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
68485748.820000000000
USD
9151100000.000000000000
JPY
2023-06-22
-2575046.880000000000
N
N
N
N/A
N/A
JPY FWD PUR FROM USD 6/12/2023
N/A
1.000000000000
NC
N/A
-3893264.010000000000
-0.0286515147
N/A
DFE
NUSS
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES
I7331LVCZKQKX5T7XV54
98393279.630000000000
USD
13141800000.000000000000
JPY
2023-06-12
-3893264.010000000000
N
N
N
N/A
N/A
JPY FWD PUR FROM EUR 6/15/2023
N/A
1.000000000000
NC
N/A
-278505.880000000000
-0.0020495952
N/A
DFE
NUSS
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
13660522.280000000000
EUR
1992700000.000000000000
JPY
2023-06-15
-278505.880000000000
N
N
N
N/A
N/A
JPY FWD PUR FROM USD 6/15/2023
N/A
1.000000000000
NC
N/A
-3134209.800000000000
-0.0230654427
N/A
DFE
NUSS
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES
I7331LVCZKQKX5T7XV54
78431636.860000000000
USD
10466254878.000000000000
JPY
2023-06-15
-3134209.800000000000
N
N
N
N/A
N/A
KRW FWD SALE TO USD NDF 6/15/2023
N/A
1.000000000000
NC
N/A
-267339.590000000000
-0.0019674197
N/A
DFE
NUSS
N/A
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
32489550000.000000000000
KRW
24314339.600000000000
USD
2023-06-15
-267339.590000000000
N
N
N
N/A
N/A
MXN FWD SALE TO USD 6/26/2023
N/A
1.000000000000
NC
N/A
20407.950000000000
0.0001501873
N/A
DFE
NUSS
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES
I7331LVCZKQKX5T7XV54
1491588398.000000000000
MXN
83859760.270000000000
USD
2023-06-26
20407.950000000000
N
N
N
N/A
N/A
MXN FWD SALE TO EUR 6/28/2023
N/A
1.000000000000
NC
N/A
-650421.760000000000
-0.0047866183
N/A
DFE
NUSS
N/A
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
460000000.000000000000
MXN
23530495.010000000000
EUR
2023-06-28
-650421.760000000000
N
N
N
N/A
N/A
MXN FWD SALE TO USD 7/7/2023
N/A
1.000000000000
NC
N/A
-1526873.460000000000
-0.0112366480
N/A
DFE
NUSS
N/A
N
2
Citibank
E57ODZWZ7FF32TWEFA76
3096884000.000000000000
MXN
172156230.540000000000
USD
2023-07-07
-1526873.460000000000
N
N
N
N/A
N/A
NOK FWD PUR FROM USD 6/15/2023
N/A
1.000000000000
NC
N/A
-10670375.060000000000
-0.0785259892
N/A
DFE
NUSS
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES
I7331LVCZKQKX5T7XV54
247672413.800000000000
USD
2628795000.000000000000
NOK
2023-06-15
-10670375.060000000000
N
N
N
N/A
N/A
NZD FWD SALE TO USD 6/16/2023
N/A
1.000000000000
NC
N/A
2311151.390000000000
0.0170083477
N/A
DFE
NUSS
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES
I7331LVCZKQKX5T7XV54
120300000.000000000000
NZD
74761878.600000000000
USD
2023-06-16
2311151.390000000000
N
N
N
N/A
N/A
NZD FWD PUR FROM USD 6/16/2023
N/A
1.000000000000
NC
N/A
-3353.550000000000
-0.0000246796
N/A
DFE
NUSS
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES
I7331LVCZKQKX5T7XV54
108481.930000000000
USD
174559.240000000000
NZD
2023-06-16
-3353.550000000000
N
N
N
N/A
N/A
SEK FWD SALE TO USD 6/15/2023
N/A
1.000000000000
NC
N/A
481904.190000000000
0.0035464548
N/A
DFE
NUSS
N/A
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
100000000.000000000000
SEK
9704584.680000000000
USD
2023-06-15
481904.190000000000
N
N
N
CAPITAL GROUP CENTRAL CASH FUND
549300YD0SRETB6WWP29
CAPITAL GROUP CENTRAL CASH FUND
14020B102
1563363.050000000000
NS
USD
156320671.370000000000
1.1504033622
Long
STIV
RF
US
N
1
N
N
N
CDX HIGH GRADE ISSUER
N/A
CDX NA IG S40 5Y 1.0% 06-20-28 0.40 REC ICE
N/A
1.000000000000
NC
USD
-27074156.680000000000
-0.1992455675
N/A
DCR
CORP
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
Y
CDX
2028-06-20
0.000000000000
USD
34522298.820000000000
USD
5502828000.000000000000
USD
-27074156.680000000000
N
N
N
RISKLESS ISSUER
N/A
FSWP: OIS PAYFIX USD 0.11% 05-18-23/05-18-24 LCH
N/A
1.000000000000
NC
USD
45395019.150000000000
0.3340734287
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2024-05-18
0.000000000000
USD
0.000000000000
USD
978900000.000000000000
USD
45395019.150000000000
N
N
N
RISKLESS ISSUER
N/A
FSWP: OIS RECFIX USD 3.16% 06-20-23/06-20-28 LCH
N/A
1.000000000000
NC
USD
-1244279.950000000000
-0.0091569709
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2028-06-20
0.000000000000
USD
0.000000000000
USD
78500000.000000000000
USD
-1244279.950000000000
N
N
N
RISKLESS ISSUER
N/A
FSWP: OIS PAYFIX USD 3.1% 06-20-23/06-20-33 LCH
N/A
1.000000000000
NC
USD
920934.450000000000
0.0067773896
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2033-06-20
0.000000000000
USD
0.000000000000
USD
42300000.000000000000
USD
920934.450000000000
N
N
N
RISKLESS ISSUER
N/A
FSWP: IFS PAYFIX USD CPURNSA 3.127% 10-01-22/10-01-24 LCH
N/A
1.000000000000
NC
USD
-10129258.030000000000
-0.0745437721
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
U.S. Urban CPI
CPURNSA
Y
Rate on Reference Inflation Index
2024-10-01
0.000000000000
USD
0.000000000000
USD
976700000.000000000000
USD
-10129258.030000000000
N
N
N
RISKLESS ISSUER
N/A
FSWP: OIS PAYFIX USD 3.175% 02-01-28/02-01-38 LCH
N/A
1.000000000000
NC
USD
711857.790000000000
0.0052387415
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2038-02-01
0.000000000000
USD
0.000000000000
USD
106900000.000000000000
USD
711857.790000000000
N
N
N
RISKLESS ISSUER
N/A
FSWP: OIS PAYFIX USD 2.99% 02-02-28/02-02-38 LCH
N/A
1.000000000000
NC
USD
642121.600000000000
0.0047255353
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2038-02-02
0.000000000000
USD
0.000000000000
USD
32000000.000000000000
USD
642121.600000000000
N
N
N
RISKLESS ISSUER
N/A
IRS PAYFIX MXN 6.95% 04-03-20/03-22-30 CME
N/A
1.000000000000
NC
3224196.770000000000
0.0237276796
N/A
DIR
CORP
US
N
2
CME Group
LCZ7XYGSLJUHFXXNXD88
Y
2030-03-22
0.000000000000
MXN
0.000000000000
MXN
775250000.000000000000
MXN
3224196.770000000000
N
N
N
RISKLESS ISSUER
N/A
IRS PAYFIX EUR 0.0897% 06-04-20/06-04-50 LCH
N/A
1.000000000000
NC
11413640.450000000000
0.0839958672
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2050-06-04
0.000000000000
EUR
0.000000000000
EUR
22000000.000000000000
EUR
11413640.450000000000
N
N
N
RISKLESS ISSUER
N/A
IRS RECFIX EUR -0.452% 12-03-20/12-03-25 LCH
N/A
1.000000000000
NC
-33230284.000000000000
-0.2445500656
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2025-12-03
0.000000000000
EUR
0.000000000000
EUR
344500000.000000000000
EUR
-33230284.000000000000
N
N
N
2023-07-26
American Funds Inflation Linked Bond Fund
Scott Lewis
Scott Lewis
Analyst