0000731890-24-000013.txt : 20240126
0000731890-24-000013.hdr.sgml : 20240126
20240126091613
ACCESSION NUMBER: 0000731890-24-000013
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240126
DATE AS OF CHANGE: 20240126
PERIOD START: 20240531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price Short-Term Bond Fund, Inc.
CENTRAL INDEX KEY: 0000731890
ORGANIZATION NAME:
IRS NUMBER: 521332477
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03894
FILM NUMBER: 24564461
BUSINESS ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 410-345-2000
MAIL ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE SHORT TERM BOND FUND INC
DATE OF NAME CHANGE: 19920703
0000731890
S000002141
T. Rowe Price Short-Term Bond Fund, Inc.
C000005536
T. Rowe Price Short-Term Bond Fund, Inc.
PRWBX
C000005537
T. Rowe Price Short-Term Bond Fund-Advisor Class
PASHX
C000166333
T. Rowe Price Short-Term Bond Fund-I Class
TBSIX
C000225824
T. Rowe Price Short-Term Bond Fund-Z Class
TRZOX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000731890
XXXXXXXX
S000002141
C000225824
C000005537
C000005536
C000166333
T. ROWE PRICE SHORT-TERM BOND FUND, INC.
811-03894
0000731890
549300C2B2KYI619RG43
100 East Pratt Street
Baltimore
21202
410-345-2000
T. Rowe Price Short-Term Bond Fund, Inc.
S000002141
O3EF15Z749ITOPZMGX97
2024-05-31
2023-11-30
N
4605373287.209999
47591921.620000
4557781365.589999
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
9170000.000000
15671803.260000
0.000000
266898.700000
USD
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
00084DBA7
4000000.000000
PA
USD
4011616.000000
0.0880168590
Long
DBT
CORP
NL
N
2
2027-09-18
Variable
6.339
N
N
N
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES CORP/THE
00130HCB9
5425000.000000
PA
USD
5187363.300000
0.1138133421
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.3
N
N
N
N
N
N
APA Infrastructure Ltd
261700SS8OEHDOCOUJ33
APA INFRASTRUCTURE LTD
00205GAB3
16219000.000000
PA
USD
15870778.070000
0.3482127991
Long
DBT
CORP
AU
N
2
2025-03-23
Fixed
4.2
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RGL0
2395000.000000
PA
USD
2297786.950000
0.0504145935
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.1
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAY5
1295000.000000
PA
USD
1242983.740000
0.0272716842
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.2
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBV0
14705000.000000
PA
USD
13913444.560000
0.3052679241
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBZ1
20860000.000000
PA
USD
20274877.000000
0.4448409297
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.6
N
N
N
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC
00751YAH9
5550000.000000
PA
USD
5474814.150000
0.1201201574
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
5.9
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAK1
6790000.000000
PA
USD
6770078.140000
0.1485388964
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.875
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAU9
4392000.000000
PA
USD
4211835.770000
0.0924097808
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MBD6
3965000.000000
PA
USD
3984694.160000
0.0874261804
Long
DBT
CORP
IE
N
2
2027-01-15
Fixed
6.1
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MBF1
11189478.325000
PA
USD
11353348.240000
0.2490981319
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
6.45
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F0606C4
6010000.000000
PA
USD
6026686.580000
0.1322285142
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
6.0
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBH2
9890000.000000
PA
USD
9767571.690000
0.2143054023
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.875
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST 2023-A
N/A
ALLY AUTO RECEIVABLES TRUST 2023-A
02008NAC1
1052460.000000
PA
USD
1046031.680000
0.0229504576
Long
ABS-O
CORP
US
N
2
2034-01-17
Fixed
6.01
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST 2023-A
N/A
ALLY AUTO RECEIVABLES TRUST 2023-A
02008NAD9
1947065.000000
PA
USD
1944222.090000
0.0426572039
Long
ABS-O
CORP
US
N
2
2034-01-17
Fixed
6.08
N
N
N
N
N
N
Amcor Flexibles North America Inc
PTVU09TE3QPJPL7K4E13
AMCOR FLEXIBLES NORTH AMERICA INC
02343JAA8
5355000.000000
PA
USD
5219513.150000
0.1145187259
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
4.0
N
N
N
N
N
N
American Airlines 2017-2 Class B Pass Through Trust
N/A
AMERICAN AIRLINES 2017-2 CLASS B PASS THROUGH TRUST
02377DAA0
2945382.008000
PA
USD
2722410.700000
0.0597310507
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.7
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO
025816CQ0
12785000.000000
PA
USD
12272372.640000
0.2692619864
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
2.25
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XAD2
3384000.000000
PA
USD
3377624.540000
0.0741067697
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.0
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XAP5
4480000.000000
PA
USD
4204309.760000
0.0922446564
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.55
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XAZ3
4733000.000000
PA
USD
4539855.740000
0.0996067028
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.4
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XBL3
11099000.000000
PA
USD
10115550.910000
0.2219402402
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.6
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust 2021-1
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1
03063FAE4
6385000.000000
PA
USD
6044821.250000
0.1326263979
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
0.89
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust 2021-1
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1
03063FAF1
3945000.000000
PA
USD
3640986.470000
0.0798850620
Long
ABS-O
CORP
US
N
2
2026-12-18
Fixed
1.21
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust 2021-2
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2
03066RAF2
8770000.000000
PA
USD
7995302.050000
0.1754209210
Long
ABS-O
CORP
US
N
2
2027-06-18
Fixed
1.29
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust 2020-1
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1
03067DAF2
2410833.140000
PA
USD
2388302.460000
0.0524005490
Long
ABS-O
CORP
US
N
2
2025-10-20
Fixed
1.59
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust 2020-1
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1
03067DAG0
14235000.000000
PA
USD
13800448.160000
0.3027887266
Long
ABS-O
CORP
US
N
2
2025-12-18
Fixed
1.8
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162DM9
2635000.000000
PA
USD
2624001.510000
0.0575719039
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
5.25
N
N
N
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
AMPHENOL CORP
032095AK7
6720000.000000
PA
USD
6439399.680000
0.1412836458
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.05
N
N
N
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
AMPHENOL CORP
032095AM3
9211000.000000
PA
USD
9120483.500000
0.2001079641
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
4.75
N
N
N
N
N
N
Angel Oak Mortgage Trust 2021-1
N/A
ANGEL OAK MORTGAGE TRUST 2021-1
03465CAA3
4016598.840000
PA
USD
3342209.890000
0.0733297546
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.909
N
N
N
N
N
N
Angel Oak Mortgage Trust 2021-2
N/A
ANGEL OAK MORTGAGE TRUST 2021-2
03465DAA1
3737285.660000
PA
USD
3042664.030000
0.0667575688
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.985
N
N
N
N
N
N
Angel Oak Mortgage Trust 2021-2
N/A
ANGEL OAK MORTGAGE TRUST 2021-2
03465DAB9
1079313.820000
PA
USD
879648.430000
0.0192999260
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
1.19
N
N
N
N
N
N
Angel Oak Mortgage Trust 2021-3
N/A
ANGEL OAK MORTGAGE TRUST 2021-3
03465EAA9
2819935.430000
PA
USD
2297384.190000
0.0504057568
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.068
N
N
N
N
N
N
Angel Oak Mortgage Trust 2021-6
N/A
ANGEL OAK MORTGAGE TRUST 2021-6
03465JAC4
3068514.190000
PA
USD
2373458.600000
0.0520748673
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.714
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC
036752AV5
2325000.000000
PA
USD
2320275.600000
0.0509080058
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.35
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ARCELORMITTAL SA
03938LBB9
3220000.000000
PA
USD
3166544.780000
0.0694755743
Long
DBT
CORP
LU
N
2
2024-07-16
Fixed
3.6
N
N
N
N
N
N
Astrazeneca Finance LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE LLC
04636NAA1
12035000.000000
PA
USD
10984079.730000
0.2409961964
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.2
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING
04685A3F6
12540000.000000
PA
USD
11909062.440000
0.2612907791
Long
DBT
CORP
US
N
2
2025-01-07
Fixed
1.716
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING
04685A3J8
15230000.000000
PA
USD
15077502.010000
0.3308079261
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
2.514
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332BG6
4435000.000000
PA
USD
4610949.760000
0.1011665411
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC
05377RDE1
2103333.330000
PA
USD
2095525.340000
0.0459768728
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
4.95
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC
05377RDL5
7360000.000000
PA
USD
7247651.810000
0.1590171013
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC
05377RDM3
4265000.000000
PA
USD
4182268.810000
0.0917610669
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.55
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC
05377RDU5
3950000.000000
PA
USD
3744866.630000
0.0821642446
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD
05401AAF8
2230000.000000
PA
USD
2190968.310000
0.0480709392
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD
05401AAH4
7180000.000000
PA
USD
6846331.040000
0.1502119231
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.875
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD
05401AAM3
9215000.000000
PA
USD
8383834.650000
0.1839455204
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.125
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD
05401AAS0
2200000.000000
PA
USD
2190445.400000
0.0480594663
Long
DBT
CORP
KY
N
2
2028-05-04
Fixed
6.375
N
N
N
N
N
N
BAMLL Commercial Mortgage Securities Trust 2018-DSNY
N/A
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-DSNY
054967AA2
8180000.000000
PA
USD
8141625.170000
0.1786313234
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
6.47
N
N
N
N
N
N
BFLD 2019-DPLO
N/A
BFLD 2019-DPLO
054970AG3
5070000.000000
PA
USD
5021736.140000
0.1101793995
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Floating
6.777
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTERNATIONAL FINANCE PLC
05530QAN0
7140000.000000
PA
USD
6547737.000000
0.1436606207
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.668
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTERNATIONAL FINANCE PLC
05530QAP5
13155000.000000
PA
USD
12604515.870000
0.2765493748
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.448
N
N
N
N
N
N
BINOM Securitization Trust 2021-INV1
N/A
BINOM SECURITIZATION TRUST 2021-INV1
05552UAC8
2327879.870000
PA
USD
1946864.130000
0.0427151716
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
2.625
N
N
N
N
N
N
BCP Trust 2021-330N
N/A
BCP TRUST 2021-330N
05553BAA3
4285000.000000
PA
USD
3800709.300000
0.0833894607
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
6.236
N
N
N
N
N
N
BRE Grand Islander Timeshare Issuer 2019-A LLC
N/A
BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC
05588UAA0
1340243.920000
PA
USD
1269024.700000
0.0278430359
Long
ABS-O
CORP
US
N
2
2033-09-26
Fixed
3.28
N
N
N
N
N
N
BSREP Commercial Mortgage Trust 2021-DC
N/A
BSREP COMMERCIAL MORTGAGE TRUST 2021-DC
05591UAG2
5463525.700000
PA
USD
4400623.550000
0.0965518790
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
7.337
N
N
N
N
N
N
BPR Trust 2021-TY
N/A
BPR TRUST 2021-TY
05592AAG5
6525000.000000
PA
USD
6236350.310000
0.1368286412
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
6.587
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX COMMERCIAL MORTGAGE TRUST 2019-XL
056054AE9
4696250.000000
PA
USD
4660483.830000
0.1022533434
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.517
N
N
N
N
N
N
BX Trust 2021-VIEW
N/A
BX TRUST 2021-VIEW
05606GAA9
3785000.000000
PA
USD
3604571.700000
0.0790861038
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Floating
6.717
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-IMC
N/A
BX COMMERCIAL MORTGAGE TRUST 2019-IMC
05608BAA8
1140000.000000
PA
USD
1131130.340000
0.0248175647
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
6.369
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-IMC
N/A
BX COMMERCIAL MORTGAGE TRUST 2019-IMC
05608BAG5
4205430.000000
PA
USD
4161807.070000
0.0913121261
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
6.669
N
N
N
N
N
N
BX Trust 2021-ARIA
N/A
BX TRUST 2021-ARIA
05608RAG0
4830000.000000
PA
USD
4623870.570000
0.1014500302
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.083
N
N
N
N
N
N
BX Commercial Mortgage Trust 2022-CSMO
N/A
BX COMMERCIAL MORTGAGE TRUST 2022-CSMO
05610MAC6
7400000.000000
PA
USD
7386070.240000
0.1620540708
Long
ABS-MBS
CORP
US
N
2
2027-06-15
Floating
8.464
N
N
N
N
N
N
Ballyrock CLO 15 Ltd
N/A
BALLYROCK CLO 15 LTD
05875TAA5
2280000.000000
PA
USD
2266188.220000
0.0497213016
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.715
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05964HAP0
8200000.000000
PA
USD
7954992.200000
0.1745365028
Long
DBT
CORP
ES
N
2
2025-03-24
Fixed
3.496
N
N
N
N
N
N
Banco del Estado de Chile
5493004R4EJC0W0XVQ72
BANCO DEL ESTADO DE CHILE
05965MAG8
4585000.000000
PA
USD
4423791.720000
0.0970602002
Long
DBT
CORP
CL
N
2
2025-01-09
Fixed
2.704
N
N
N
N
N
N
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
SCRYQ25DTVRHYYMM6P89
BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND
05969BAD5
1865000.000000
PA
USD
1850273.180000
0.0405959179
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.375
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05971KAK5
3000000.000000
PA
USD
3000180.000000
0.0658254479
Long
DBT
CORP
ES
N
2
2024-06-30
Variable
5.77
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJR1
9040000.000000
PA
USD
8847231.040000
0.1941126687
Long
DBT
CORP
US
N
2
2025-04-22
Variable
0.976
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJS9
6595000.000000
PA
USD
5922600.180000
0.1299448066
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.734
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKG3
6080000.000000
PA
USD
6033998.720000
0.1323889462
Long
DBT
CORP
US
N
2
2025-02-04
Variable
1.843
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKM0
7560000.000000
PA
USD
7286728.680000
0.1598744673
Long
DBT
CORP
US
N
2
2026-04-02
Variable
3.384
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKS7
5330000.000000
PA
USD
5279967.290000
0.1158451199
Long
DBT
CORP
US
N
2
2025-04-25
Variable
3.841
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GLE7
3965000.000000
PA
USD
3920132.060000
0.0860096557
Long
DBT
CORP
US
N
2
2027-01-20
Variable
5.08
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368D3S1
10110000.000000
PA
USD
9835129.320000
0.2157876504
Long
DBT
CORP
CA
N
2
2025-06-07
Fixed
3.7
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368LAP1
5025000.000000
PA
USD
4966257.750000
0.1089621759
Long
DBT
CORP
CA
N
2
2024-09-14
Fixed
4.25
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368LNT9
5440000.000000
PA
USD
5431557.120000
0.1191710765
Long
DBT
CORP
CA
N
2
2026-06-05
Fixed
5.3
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368LWT9
10645000.000000
PA
USD
10724092.350000
0.2352919434
Long
DBT
CORP
CA
N
2
2025-09-25
Fixed
5.92
N
N
N
N
N
N
Bank of New York Mellon/The
HPFHU0OQ28E4N0NFVK49
BANK OF NEW YORK MELLON/THE
06405LAD3
4875000.000000
PA
USD
4838193.750000
0.1061523878
Long
DBT
CORP
US
N
2
2026-05-22
Variable
5.148
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP/THE
06406RBJ5
6645000.000000
PA
USD
6495540.660000
0.1425154069
Long
DBT
CORP
US
N
2
2026-07-24
Variable
4.414
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP/THE
06406RBQ9
6805000.000000
PA
USD
6728852.050000
0.1476343754
Long
DBT
CORP
US
N
2
2027-04-26
Variable
4.947
N
N
N
N
N
N
BANK 2019-BNK24
N/A
BANK 2019-BNK24
06540VAY1
450626.920000
PA
USD
445283.610000
0.0097697448
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Fixed
2.056
N
N
N
N
N
N
Bank 2019-BNK19
N/A
BANK 2019-BNK19
06540WBA0
992942.760000
PA
USD
930423.410000
0.0204139544
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
2.263
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
06675FAV9
7615000.000000
PA
USD
7523079.340000
0.1650601189
Long
DBT
CORP
FR
N
2
2024-02-27
Fixed
0.65
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
06675FAX5
9745000.000000
PA
USD
9203811.430000
0.2019362205
Long
DBT
CORP
FR
N
2
2025-02-04
Fixed
0.998
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
06675FAZ0
4965000.000000
PA
USD
4888370.190000
0.1072532840
Long
DBT
CORP
FR
N
2
2026-01-26
Fixed
4.935
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBQ7
7245000.000000
PA
USD
7238950.430000
0.1588261887
Long
DBT
CORP
GB
N
2
2024-12-10
Variable
1.007
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBZ7
4510000.000000
PA
USD
4423241.130000
0.0970481200
Long
DBT
CORP
GB
N
2
2026-08-09
Variable
5.304
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738ECC7
4915000.000000
PA
USD
5015364.300000
0.1100395982
Long
DBT
CORP
GB
N
2
2026-11-02
Variable
7.325
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC
07274NAE3
5080000.000000
PA
USD
5075006.360000
0.1113481748
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.875
N
N
N
N
N
N
Bayview MSR Opportunity Master Fund Trust 2021-INV5
N/A
BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5
07336JAH1
5019464.400000
PA
USD
4238170.710000
0.0929875826
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.5
N
N
N
N
N
N
Bayview MSR Opportunity Master Fund Trust 2021-INV2
N/A
BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV2
07336LAE3
6417338.680000
PA
USD
5428790.650000
0.1191103788
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.5
N
N
N
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON & CO
075887BF5
2160000.000000
PA
USD
2117162.880000
0.0464516112
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.734
N
N
N
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON & CO
075887CQ0
10060000.000000
PA
USD
9877803.340000
0.2167239397
Long
DBT
CORP
US
N
2
2028-02-13
Fixed
4.693
N
N
N
N
N
N
BRAVO Residential Funding Trust 2021-NQM3
N/A
BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3
105690AA9
3988745.020000
PA
USD
3503478.690000
0.0768680726
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
1.699
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING
10921U2A5
7275000.000000
PA
USD
7142900.550000
0.1567188063
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
1.0
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING
10921U2C1
1680000.000000
PA
USD
1510098.240000
0.0331323098
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
1.55
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAF0
1975000.000000
PA
USD
1944251.230000
0.0426578432
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65
N
N
N
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP/DE
117043AS8
10060000.000000
PA
USD
9668987.920000
0.2121424251
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.85
N
N
N
N
N
N
CDW LLC / CDW Finance Corp
N/A
CDW LLC / CDW FINANCE CORP
12513GBA6
2690000.000000
PA
USD
2666462.500000
0.0585035193
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.5
N
N
N
N
N
N
CGDB Commercial Mortgage Trust 2019-MOB
N/A
CGDB COMMERCIAL MORTGAGE TRUST 2019-MOB
125284AG4
5059392.000000
PA
USD
4853574.920000
0.1064898583
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
7.087
N
N
N
N
N
N
CIFC Funding 2021-IV Ltd
N/A
CIFC FUNDING 2021-IV LTD
12547DAA4
15375000.000000
PA
USD
15315492.450000
0.3360295552
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
6.705
N
N
N
N
N
N
CIM Trust 2020-INV1
N/A
CIM TRUST 2020-INV1
12560AAB0
4209513.700000
PA
USD
3280461.400000
0.0719749619
Long
ABS-MBS
CORP
US
N
2
2050-04-25
Variable
2.5
N
N
N
N
N
N
CIM Trust 2021-INV1
N/A
CIM TRUST 2021-INV1
12566PAH8
3135147.560000
PA
USD
2645614.960000
0.0580461138
Long
ABS-MBS
CORP
US
N
2
2051-07-01
Variable
2.5
N
N
N
N
N
N
COMM 2014-CCRE15 Mortgage Trust
N/A
COMM 2014-CCRE15 MORTGAGE TRUST
12591RBD1
6420000.000000
PA
USD
6084528.680000
0.1334975988
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.679
N
N
N
N
N
N
COMM 2014-CCRE19 Mortgage Trust
N/A
COMM 2014-CCRE19 MORTGAGE TRUST
12592GAG8
2995000.000000
PA
USD
2550404.830000
0.0559571560
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
4.784
N
N
N
N
N
N
COMM 2014-CCRE19 Mortgage Trust
N/A
COMM 2014-CCRE19 MORTGAGE TRUST
12592GBF9
7262000.000000
PA
USD
7025399.680000
0.1541407785
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Fixed
4.08
N
N
N
N
N
N
COMM 2017-PANW Mortgage Trust
N/A
COMM 2017-PANW MORTGAGE TRUST
12595HAA6
509000.000000
PA
USD
457394.370000
0.0100354610
Long
ABS-MBS
CORP
US
N
2
2029-10-10
Fixed
3.244
N
N
N
N
N
N
COMM 2017-PANW Mortgage Trust
N/A
COMM 2017-PANW MORTGAGE TRUST
12595HAG3
2419000.000000
PA
USD
2030831.050000
0.0445574477
Long
ABS-MBS
CORP
US
N
2
2029-10-10
Variable
4.343
N
N
N
N
N
N
COLT 2020-3 Mortgage Loan Trust
N/A
COLT 2020-3 MORTGAGE LOAN TRUST
12597QAA4
406647.590000
PA
USD
379439.570000
0.0083250937
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
1.506
N
N
N
N
N
N
CSMC 2020-NET
N/A
CSMC 2020-NET
126438AA8
3276432.140000
PA
USD
2993320.230000
0.0656749412
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
2.257
N
N
N
N
N
N
Credit Suisse Mortgage Capital Certificates 2019-ICE4
N/A
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-ICE4
12653VAE6
8498855.900000
PA
USD
8449594.830000
0.1853883316
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
6.8
N
N
N
N
N
N
Credit Suisse Mortgage Capital Certificates 2019-ICE4
N/A
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-ICE4
12653VAG1
6204563.810000
PA
USD
6154088.440000
0.1350237746
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
6.97
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL FINANCE PLC
12661PAA7
2575000.000000
PA
USD
2469664.480000
0.0541856724
Long
DBT
CORP
GB
N
2
2027-04-27
Fixed
3.85
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CU2
3470000.000000
PA
USD
3275992.300000
0.0718769076
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.875
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DF4
2945000.000000
PA
USD
2776142.540000
0.0609099541
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.0
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DM9
11154000.000000
PA
USD
9702206.510000
0.2128712576
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
1.3
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DS6
6970000.000000
PA
USD
6929378.840000
0.1520340333
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.0
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
12803RAA2
7445000.000000
PA
USD
7383236.280000
0.1619918923
Long
DBT
CORP
ES
N
2
2029-01-18
Variable
6.208
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
12803RAB0
6125000.000000
PA
USD
6175298.500000
0.1354891340
Long
DBT
CORP
ES
N
2
2027-09-13
Variable
6.684
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES LTD
136385AT8
1890000.000000
PA
USD
1874517.120000
0.0411278420
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
3.8
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES LTD
136385AZ4
11415000.000000
PA
USD
10771342.400000
0.2363286331
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.05
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO
13645RBD5
10590000.000000
PA
USD
10137997.620000
0.2224327322
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO
13645RBE3
4645000.000000
PA
USD
4201853.070000
0.0921907554
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HBZ7
1490000.000000
PA
USD
1446365.350000
0.0317339783
Long
DBT
CORP
US
N
2
2025-04-30
Fixed
4.25
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCA1
4115000.000000
PA
USD
4099646.940000
0.0899483018
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.9
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCM5
7645000.000000
PA
USD
7207002.660000
0.1581252386
Long
DBT
CORP
US
N
2
2026-03-03
Variable
2.636
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCU7
5995000.000000
PA
USD
5837565.310000
0.1280790991
Long
DBT
CORP
US
N
2
2026-07-24
Variable
4.985
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCZ6
3000000.000000
PA
USD
2972883.000000
0.0652265381
Long
DBT
CORP
US
N
2
2029-06-08
Variable
6.312
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HDB8
2860000.000000
PA
USD
2900366.040000
0.0636354798
Long
DBT
CORP
US
N
2
2027-10-29
Variable
7.149
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC
14149YBA5
6185000.000000
PA
USD
6054855.230000
0.1328465484
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.5
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC
14149YBH0
5115000.000000
PA
USD
5037778.850000
0.1105313846
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.079
N
N
N
N
N
N
CarMax Auto Owner Trust 2021-2
N/A
CARMAX AUTO OWNER TRUST 2021-2
14314QAF1
4605000.000000
PA
USD
4273120.870000
0.0937544065
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.34
N
N
N
N
N
N
Carmax Auto Owner Trust 2020-1
N/A
CARMAX AUTO OWNER TRUST 2020-1
14315XAF5
2965000.000000
PA
USD
2931457.840000
0.0643176494
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.34
N
N
N
N
N
N
CarMax Auto Owner Trust 2020-4
N/A
CARMAX AUTO OWNER TRUST 2020-4
14316HAG7
4290000.000000
PA
USD
4090072.270000
0.0897382288
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.75
N
N
N
N
N
N
CarMax Auto Owner Trust 2023-4
N/A
CARMAX AUTO OWNER TRUST 2023-4
14318XAE5
8020000.000000
PA
USD
8155928.570000
0.1789451471
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
6.39
N
N
N
N
N
N
CarMax Auto Owner Trust 2023-4
N/A
CARMAX AUTO OWNER TRUST 2023-4
14318XAF2
8020000.000000
PA
USD
8141033.030000
0.1786183315
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
6.58
N
N
N
N
N
N
Carmax Auto Owner Trust 2023-3
N/A
CARMAX AUTO OWNER TRUST 2023-3
14319BAE2
1595000.000000
PA
USD
1575487.890000
0.0345669913
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
5.47
N
N
N
N
N
N
Carmax Auto Owner Trust 2023-3
N/A
CARMAX AUTO OWNER TRUST 2023-3
14319BAF9
5070000.000000
PA
USD
4998911.000000
0.1096786045
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
5.61
N
N
N
N
N
N
Carmax Auto Owner Trust 2023-3
N/A
CARMAX AUTO OWNER TRUST 2023-3
14319BAG7
2515000.000000
PA
USD
2488093.020000
0.0545900038
Long
ABS-O
CORP
US
N
2
2030-12-16
Fixed
6.44
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAN4
1909000.000000
PA
USD
1833558.230000
0.0402291835
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.242
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAT1
3640000.000000
PA
USD
3662680.840000
0.0803610473
Long
DBT
CORP
US
N
2
2025-11-30
Fixed
5.8
N
N
N
N
N
N
Carvana Auto Receivables Trust 2022-N1
N/A
CARVANA AUTO RECEIVABLES TRUST 2022-N1
14686GAD8
856194.800000
PA
USD
834351.470000
0.0183060881
Long
ABS-O
CORP
US
N
2
2028-12-11
Fixed
3.32
N
N
N
N
N
N
Carvana Auto Receivables Trust 2022-P1
N/A
CARVANA AUTO RECEIVABLES TRUST 2022-P1
14688DAD3
12850000.000000
PA
USD
12150163.300000
0.2665806524
Long
ABS-O
CORP
US
N
2
2028-02-10
Fixed
3.52
N
N
N
N
N
N
Cedar Funding XIV CLO Ltd
N/A
CEDAR FUNDING XIV CLO LTD
15034AAA3
10480000.000000
PA
USD
10465235.360000
0.2296124917
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
6.755
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS LLC
15089QAL8
4340000.000000
PA
USD
4347417.060000
0.0953845020
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS LLC
15089QAW4
3080000.000000
PA
USD
3139428.600000
0.0688806318
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.35
N
N
N
N
N
N
Celulosa Arauco y Constitucion SA
549300QEKV8G0AMNQD28
CELULOSA ARAUCO Y CONSTITUCION SA
151191AZ6
5349000.000000
PA
USD
5279591.960000
0.1158368850
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.5
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175AY0
27430000.000000
PA
USD
26979517.110000
0.5919440830
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.908
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175CM4
2995000.000000
PA
USD
3033695.400000
0.0665607926
Long
DBT
CORP
US
N
2
2026-11-10
Fixed
6.15
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HOLDINGS LLC
16412XAC9
10955000.000000
PA
USD
10958286.500000
0.2404302800
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.875
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967JT9
4390000.000000
PA
USD
4305703.220000
0.0944692796
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.4
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MQ1
4035000.000000
PA
USD
3892185.210000
0.0853964878
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.106
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MX6
7545000.000000
PA
USD
7372687.290000
0.1617604422
Long
DBT
CORP
US
N
2
2025-05-01
Variable
0.981
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NQ0
7260000.000000
PA
USD
7190521.800000
0.1577636403
Long
DBT
CORP
US
N
2
2025-05-24
Variable
4.14
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
CITIGROUP MORTGAGE LOAN TRUST INC
17328PAQ6
4086223.650000
PA
USD
3325125.270000
0.0729549095
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
2.5
N
N
N
N
N
N
CNO Global Funding
6354008GTNR4833ULD48
CNO GLOBAL FUNDING
18977W2A7
10016000.000000
PA
USD
8893727.230000
0.1951328183
Long
DBT
CORP
US
N
2
2026-10-07
Fixed
1.75
N
N
N
N
N
N
CNO Global Funding
6354008GTNR4833ULD48
CNO GLOBAL FUNDING
18977W2B5
8042000.000000
PA
USD
7628785.960000
0.1673793749
Long
DBT
CORP
US
N
2
2025-01-06
Fixed
1.65
N
N
N
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
COCA-COLA EUROPACIFIC PARTNERS PLC
19123MAE3
14655000.000000
PA
USD
14325467.670000
0.3143079170
Long
DBT
CORP
GB
N
2
2024-05-03
Fixed
0.8
N
N
N
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
COCA-COLA EUROPACIFIC PARTNERS PLC
19123MAF0
1091000.000000
PA
USD
967317.690000
0.0212234333
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
1.5
N
N
N
N
N
N
COLT 2021-1 Mortgage Loan Trust
N/A
COLT 2021-1 MORTGAGE LOAN TRUST
19688EAC2
2529559.570000
PA
USD
1979515.950000
0.0434315688
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.373
N
N
N
N
N
N
Columbia Pipelines Holding Co LLC
N/A
COLUMBIA PIPELINES HOLDING CO LLC
19828AAA5
1060000.000000
PA
USD
1074505.040000
0.0235751773
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.055
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R01
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01
20754LAA7
6053466.440000
PA
USD
6024155.560000
0.1321729824
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
6.328
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATION LLC
210385AB6
3910000.000000
PA
USD
3934073.870000
0.0863155460
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.6
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871XAB5
5855000.000000
PA
USD
5666492.420000
0.1243256744
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H0526C7
4295000.000000
PA
USD
4263390.170000
0.0935409101
Long
ABS-MBS
USGA
US
N
2
2032-01-01
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H0626C6
5515000.000000
PA
USD
5608281.040000
0.1230484876
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
6.5
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
COX COMMUNICATIONS INC
224044CH8
13268000.000000
PA
USD
13013970.870000
0.2855330220
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.15
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
COX COMMUNICATIONS INC
224044CJ4
2570000.000000
PA
USD
2406350.110000
0.0527965235
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.5
N
N
N
N
N
N
Credicorp Ltd
529900UYAEYQCQ2BKB17
CREDICORP LTD
22530EAA0
2715000.000000
PA
USD
2573758.040000
0.0564695371
Long
DBT
CORP
BM
N
2
2025-06-17
Fixed
2.75
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
225401BC1
6100000.000000
PA
USD
6159877.600000
0.1351507917
Long
DBT
CORP
CH
N
2
2027-12-22
Variable
6.327
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
CREDIT SUISSE AG/NEW YORK NY
22550L2E0
7350000.000000
PA
USD
7274030.400000
0.1595958607
Long
DBT
CORP
CH
N
2
2024-02-02
Fixed
0.495
N
N
N
N
N
N
Crown Castle Towers LLC
N/A
CROWN CASTLE TOWERS LLC
22822RBH2
2075000.000000
PA
USD
1923943.650000
0.0422122848
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.241
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VAB7
4475000.000000
PA
USD
4365881.600000
0.0957896233
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.45
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VAV3
9140000.000000
PA
USD
8146025.000000
0.1787278578
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.05
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VAZ4
7465000.000000
PA
USD
6868882.430000
0.1507067119
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.9
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VBA8
2340000.000000
PA
USD
2293630.560000
0.0503234003
Long
DBT
CORP
US
N
2
2028-01-11
Fixed
5.0
N
N
N
N
N
N
DLLAA 2023-1 LLC
N/A
DLLAA 2023-1 LLC
23292HAC5
4710000.000000
PA
USD
4710226.550000
0.1033447235
Long
ABS-O
CORP
US
N
2
2028-02-22
Fixed
5.64
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPERATING LP
23311VAG2
12541000.000000
PA
USD
12518426.200000
0.2746605244
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.375
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331BD8
7175000.000000
PA
USD
7063328.300000
0.1549729514
Long
DBT
CORP
US
N
2
2024-11-01
Variable
4.22
N
N
N
N
N
N
DAE Funding LLC
635400SZTPQL3Y1P2C76
DAE FUNDING LLC
23371DAJ3
4225000.000000
PA
USD
4088761.500000
0.0897094699
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
1.55
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
233853AD2
7760000.000000
PA
USD
7447791.920000
0.1634082753
Long
DBT
CORP
US
N
2
2024-12-13
Fixed
1.625
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
233853AN0
2745000.000000
PA
USD
2731173.440000
0.0599233096
Long
DBT
CORP
US
N
2
2025-01-17
Fixed
5.2
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
233853AP5
2165000.000000
PA
USD
2151230.600000
0.0471990740
Long
DBT
CORP
US
N
2
2026-01-16
Fixed
5.15
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAT8
8680000.000000
PA
USD
8669957.240000
0.1902231929
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
23636ABD2
5275000.000000
PA
USD
5226338.130000
0.1146684694
Long
DBT
CORP
DK
N
2
2025-03-28
Variable
3.773
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636ABE0
3080000.000000
PA
USD
3090521.280000
0.0678075808
Long
DBT
CORP
DK
N
2
2026-09-22
Variable
6.259
N
N
N
N
N
N
Deephaven Residential Mortgage Trust 2021-1
N/A
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1
24380VAC5
909336.400000
PA
USD
818476.690000
0.0179577874
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.128
N
N
N
N
N
N
Deephaven Residential Mortgage Trust 2021-2
N/A
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2
24381WAC2
1688072.740000
PA
USD
1381369.500000
0.0303079369
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
1.26
N
N
N
N
N
N
Dell Equipment Finance Trust 2023-3
N/A
DELL EQUIPMENT FINANCE TRUST 2023-3
24702EAC4
2920000.000000
PA
USD
2939005.400000
0.0644832467
Long
ABS-O
CORP
US
N
2
2029-04-23
Fixed
5.93
N
N
N
N
N
N
Dell Equipment Finance Trust 2023-3
N/A
DELL EQUIPMENT FINANCE TRUST 2023-3
24702EAF7
820000.000000
PA
USD
826348.930000
0.0181305083
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
6.75
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAQ4
1390000.000000
PA
USD
1348679.470000
0.0295907013
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.45
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES
254709AK4
2715000.000000
PA
USD
2653958.660000
0.0582291788
Long
DBT
CORP
US
N
2
2024-11-06
Fixed
3.95
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP
256677AK1
6000000.000000
PA
USD
5867112.000000
0.1287273682
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
4.625
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP
256677AN5
4099000.000000
PA
USD
4052062.350000
0.0889042722
Long
DBT
CORP
US
N
2
2028-07-05
Fixed
5.2
N
N
N
N
N
DRIVEN BRANDS FUNDING LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAC2
10402475.900000
PA
USD
10052911.100000
0.2205658915
Long
ABS-O
CORP
US
N
2
2048-04-20
Fixed
4.739
N
N
N
N
N
N
Dryden 86 CLO Ltd
25490017VKY7XEFZL303
DRYDEN 86 CLO LTD
26245XAL1
9145000.000000
PA
USD
9085557.500000
0.1993416702
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Floating
6.764
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE LLC
26884TAV4
8895000.000000
PA
USD
8655199.700000
0.1898994051
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.6
N
N
N
N
N
N
Eagle RE 2021-2 Ltd
N/A
EAGLE RE 2021-2 LTD
26982AAA2
221412.110000
PA
USD
221426.410000
0.0048582060
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
6.878
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
ECOLAB INC
278865BL3
2900000.000000
PA
USD
2619543.900000
0.0574741018
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.65
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
ECOLAB INC
278865BP4
8040000.000000
PA
USD
8154779.040000
0.1789199259
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.25
N
N
N
N
N
N
Elara HGV Timeshare Issuer 2023-A LLC
N/A
ELARA HGV TIMESHARE ISSUER 2023-A LLC
28415AAA5
3457408.950000
PA
USD
3484041.720000
0.0764416158
Long
ABS-O
CORP
US
N
2
2038-02-25
Fixed
6.16
N
N
N
N
N
N
Elara HGV Timeshare Issuer 2023-A LLC
N/A
ELARA HGV TIMESHARE ISSUER 2023-A LLC
28415AAC1
2968288.680000
PA
USD
2998156.790000
0.0657810577
Long
ABS-O
CORP
US
N
2
2038-02-25
Fixed
7.3
N
N
N
N
N
N
Elara HGV Timeshare Issuer 2017-A LLC
N/A
ELARA HGV TIMESHARE ISSUER 2017-A LLC
28416DAA8
378080.850000
PA
USD
365376.990000
0.0080165537
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
2.69
N
N
N
N
N
N
Elara HGV Timeshare Issuer 2019-A LLC
N/A
ELARA HGV TIMESHARE ISSUER 2019-A LLC
28416TAA3
1967486.140000
PA
USD
1863471.440000
0.0408854943
Long
ABS-O
CORP
US
N
2
2034-01-25
Fixed
2.61
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAY1
9500000.000000
PA
USD
9165695.000000
0.2010999270
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.5
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBK0
2395000.000000
PA
USD
2374070.100000
0.0520882840
Long
DBT
CORP
CA
N
2
2024-02-16
Fixed
2.15
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBL8
4350000.000000
PA
USD
4182177.000000
0.0917590526
Long
DBT
CORP
CA
N
2
2025-02-14
Fixed
2.5
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBW4
2765000.000000
PA
USD
2813567.230000
0.0617310705
Long
DBT
CORP
CA
N
2
2026-11-15
Fixed
5.9
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBX2
2270000.000000
PA
USD
2333691.660000
0.0512023608
Long
DBT
CORP
CA
N
2
2028-11-15
Fixed
6.0
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273RAY5
4925000.000000
PA
USD
4909693.100000
0.1077211193
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.9
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273VAR1
10455000.000000
PA
USD
10599582.200000
0.2325601285
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
6.05
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTERNATIONAL NV
29278GAL2
12355000.000000
PA
USD
12022366.340000
0.2637767233
Long
DBT
CORP
NL
N
2
2024-09-10
Fixed
2.65
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTERNATIONAL NV
29278GAM0
9605000.000000
PA
USD
8595101.490000
0.1885808204
Long
DBT
CORP
NL
N
2
2026-07-12
Fixed
1.375
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTERNATIONAL NV
29278GAZ1
1400000.000000
PA
USD
1421000.000000
0.0311774499
Long
DBT
CORP
NL
N
2
2025-10-14
Fixed
6.8
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29278NAM5
17363000.000000
PA
USD
17361333.150000
0.3809163222
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
29278NAP8
1860000.000000
PA
USD
1787521.380000
0.0392191120
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.9
N
N
N
N
N
N
Enterprise Fleet Financing 2023-3 LLC
N/A
ENTERPRISE FLEET FINANCING 2023-3 LLC
29374LAB6
7545000.000000
PA
USD
7639147.260000
0.1676067070
Long
ABS-O
CORP
US
N
2
2030-03-20
Fixed
6.4
N
N
N
N
N
N
Enterprise Fleet Financing 2023-2 LLC
N/A
ENTERPRISE FLEET FINANCING 2023-2 LLC
29375NAB1
11695000.000000
PA
USD
11648003.640000
0.2555630186
Long
ABS-O
CORP
US
N
2
2030-04-22
Fixed
5.56
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
29449WAE7
490000.000000
PA
USD
442229.410000
0.0097027342
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
1.0
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
29449WAK3
7095000.000000
PA
USD
6784068.720000
0.1488458567
Long
DBT
CORP
US
N
2
2024-11-12
Fixed
1.1
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
29449WAL1
2095000.000000
PA
USD
1857927.710000
0.0407638621
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
1.7
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
29449WAP2
3500000.000000
PA
USD
3471069.000000
0.0761569878
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
5.5
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2022-4
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4
30166BAF9
4100000.000000
PA
USD
4019709.290000
0.0881944299
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
5.98
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2022-2
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2
30166QAE9
6660000.000000
PA
USD
6494651.510000
0.1424958985
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
3.85
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2022-5
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5
30167FAE2
12400000.000000
PA
USD
12415606.640000
0.2724046119
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
6.51
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2022-6
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6
30168AAC6
310000.000000
PA
USD
309627.780000
0.0067933882
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
5.7
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2023-1
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1
30168BAF7
485000.000000
PA
USD
480737.580000
0.0105476227
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
6.69
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC
30303M8L9
4770000.000000
PA
USD
4737697.560000
0.1039474512
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.6
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES
30711XL28
2776067.880000
PA
USD
2771941.530000
0.0608177819
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Floating
5.331
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES
30711XM92
171345.290000
PA
USD
171090.600000
0.0037538132
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Floating
5.331
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES
30711XQA5
65246.960000
PA
USD
65220.860000
0.0014309782
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Floating
5.331
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283H6N0
242162.570000
PA
USD
250060.950000
0.0054864622
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128JNNV3
35294.620000
PA
USD
34970.920000
0.0007672795
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Variable
4.091
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128JRBQ8
1379.220000
PA
USD
1365.850000
0.0000299674
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Variable
4.225
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128JRZ33
59918.430000
PA
USD
59099.930000
0.0012966820
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Variable
5.059
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128LU7A8
123353.000000
PA
USD
123050.630000
0.0026997923
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Variable
4.582
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128LUHZ2
19577.240000
PA
USD
19477.130000
0.0004273380
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
4.292
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128LXDC1
80585.680000
PA
USD
83310.510000
0.0018278742
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M76Q4
19073.800000
PA
USD
19389.360000
0.0004254122
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MC6H3
20.160000
PA
USD
20.030000
0.0000004395
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJ3A6
1432020.170000
PA
USD
1281887.160000
0.0281252447
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128NC3S1
51029.960000
PA
USD
52015.410000
0.0011412441
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
5.939
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128NGAT2
76375.360000
PA
USD
75841.590000
0.0016640024
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Variable
5.251
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128QJ2R6
4760.050000
PA
USD
4689.000000
0.0001028790
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Variable
4.849
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128QJPK6
30424.650000
PA
USD
30162.170000
0.0006617731
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
5.049
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128QJQE9
52772.960000
PA
USD
52579.200000
0.0011536139
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
4.187
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128QJUV6
22112.130000
PA
USD
22004.020000
0.0004827792
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
4.108
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128QS3L8
115981.420000
PA
USD
116146.910000
0.0025483212
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
5.592
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128QSD29
25993.340000
PA
USD
25567.230000
0.0005609578
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Variable
5.232
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128QTE91
116487.320000
PA
USD
115175.650000
0.0025270113
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Variable
5.259
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128QTFG4
17732.910000
PA
USD
17701.880000
0.0003883881
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Variable
5.703
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128S4GD3
30549.200000
PA
USD
30445.130000
0.0006679814
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
4.558
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31297EJ72
12411.250000
PA
USD
12711.930000
0.0002789061
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
6.0
N
N
N
N
N
N
Federal Home Loan Banks
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS
3130AV7L0
17215000.000000
PA
USD
17201293.760000
0.3774049780
Long
DBT
USGSE
US
N
2
2025-02-28
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132A4LW6
1600721.370000
PA
USD
1580461.740000
0.0346761201
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132CW6E9
1050421.330000
PA
USD
896759.880000
0.0196753597
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
1.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132CWG73
684743.530000
PA
USD
636327.090000
0.0139613342
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6CX6
2610666.730000
PA
USD
2548503.540000
0.0559154408
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132D6D31
4428813.520000
PA
USD
4318140.530000
0.0947421604
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDZ3
10216410.900000
PA
USD
8619354.070000
0.1891129341
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132E0A77
7414806.980000
PA
USD
7311298.050000
0.1604135316
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335APZ5
2247271.920000
PA
USD
2036553.680000
0.0446830051
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335CHF4
584863.420000
PA
USD
610159.290000
0.0133871996
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
7.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335CHG2
494709.950000
PA
USD
514753.860000
0.0112939568
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
7.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
31336SLR7
602.900000
PA
USD
598.640000
0.0000131345
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Variable
4.461
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KH3Q7
734774.600000
PA
USD
696670.390000
0.0152852964
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KHDK9
368212.530000
PA
USD
339781.240000
0.0074549701
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KHKY1
1683515.120000
PA
USD
1556749.580000
0.0341558635
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KNLC5
8320213.270000
PA
USD
6795490.010000
0.1490964455
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KQQC3
2855878.890000
PA
USD
2896742.920000
0.0635559867
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133L75R4
4134729.260000
PA
USD
3529660.170000
0.0774425074
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
1.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
31342A6S3
410.110000
PA
USD
404.890000
0.0000088835
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
6.344
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31360FC60
55.700000
PA
USD
55.320000
0.0000012137
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Variable
4.807
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
313617NN8
808.010000
PA
USD
795.760000
0.0000174594
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Variable
4.327
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31368HMT7
20459.240000
PA
USD
21122.900000
0.0004634470
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.0
N
N
N
N
N
N
Freddie Mac Structured Agency Credit Risk Debt Notes
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
3137G0BK4
735552.150000
PA
USD
737322.400000
0.0161772218
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Floating
5.331
N
N
N
N
N
N
Freddie Mac Whole Loan Securities Trust 2017-SC02
N/A
FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02
3137G1BY2
347277.310000
PA
USD
328409.180000
0.0072054615
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
3.866
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137HAZH2
3985000.000000
PA
USD
3921436.860000
0.0860382837
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Fixed
4.6
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385JJC3
124264.480000
PA
USD
128901.170000
0.0028281561
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31388RNM5
13297.810000
PA
USD
13184.990000
0.0002892853
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Variable
5.965
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31388RNR4
21102.800000
PA
USD
20943.610000
0.0004595133
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Variable
4.205
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138AFC24
1553733.130000
PA
USD
1501385.840000
0.0329411553
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGQ49
1907565.690000
PA
USD
1936380.270000
0.0424851504
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGQS6
758.500000
PA
USD
759.880000
0.0000166721
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EH7F3
171025.710000
PA
USD
176448.110000
0.0038713597
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EHQ39
13.440000
PA
USD
13.330000
0.0000002925
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPSG0
1489347.750000
PA
USD
1439232.810000
0.0315774868
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERYP9
2077544.670000
PA
USD
1926433.150000
0.0422669057
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X6M85
2174289.400000
PA
USD
2090061.820000
0.0458570004
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
3.0
N
N
N
N
N
N
Fannie Mae REMIC Trust 2001-W4
N/A
FANNIE MAE REMIC TRUST 2001-W4
3139216U7
325.760000
PA
USD
321.240000
0.0000070482
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Variable
5.11
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31400BYV2
2008.150000
PA
USD
1988.120000
0.0000436203
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Variable
4.046
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402CVW9
398760.680000
PA
USD
409377.630000
0.0089819497
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402DC73
456380.720000
PA
USD
463253.060000
0.0101640036
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402Q2N0
3840.940000
PA
USD
3799.390000
0.0000833605
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Variable
4.822
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402QTS0
39922.370000
PA
USD
41215.800000
0.0009042952
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402QWA5
966549.660000
PA
USD
981109.740000
0.0215260378
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RDF3
107708.420000
PA
USD
111198.370000
0.0024397478
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RF87
105344.220000
PA
USD
105560.830000
0.0023160573
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RFT1
464322.950000
PA
USD
465278.770000
0.0102084486
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RFV6
283278.250000
PA
USD
283860.390000
0.0062280388
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RJV2
800986.730000
PA
USD
802633.970000
0.0176101903
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RR92
238568.590000
PA
USD
242166.160000
0.0053132465
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RRN1
4958.520000
PA
USD
4968.750000
0.0001090169
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403C6L0
140580.530000
PA
USD
140870.580000
0.0030907709
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DBX6
59969.530000
PA
USD
60874.030000
0.0013356066
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DDX4
109835.150000
PA
USD
111491.660000
0.0024461827
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DE70
12499.800000
PA
USD
12905.310000
0.0002831489
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DGZ6
76956.530000
PA
USD
78117.170000
0.0017139297
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DPZ6
728193.400000
PA
USD
729696.440000
0.0160099044
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403VLM9
11232.610000
PA
USD
11155.590000
0.0002447592
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Variable
6.03
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31404A3G7
214044.840000
PA
USD
214091.080000
0.0046972652
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
4.861
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31406AUU4
10753.580000
PA
USD
10915.630000
0.0002394944
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31407CB71
23819.440000
PA
USD
23438.490000
0.0005142522
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
5.242
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408BQC5
19087.490000
PA
USD
18937.700000
0.0004155026
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
4.779
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408DT95
53304.330000
PA
USD
52971.650000
0.0011622245
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
5.33
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408DVP6
21582.230000
PA
USD
21252.400000
0.0004662883
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
3.59
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408GJG3
7383.660000
PA
USD
7326.290000
0.0001607425
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
4.145
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140GYJX8
558557.710000
PA
USD
500402.300000
0.0109790764
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140HMPA6
622943.980000
PA
USD
608571.110000
0.0133523542
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q9NZ2
334431.800000
PA
USD
318394.600000
0.0069857366
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q9XM0
6234474.330000
PA
USD
5943857.990000
0.1304112136
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCCH7
482387.450000
PA
USD
443652.680000
0.0097339614
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCLD6
160572.370000
PA
USD
147988.630000
0.0032469445
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCNB8
1867200.190000
PA
USD
1735171.010000
0.0380705188
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCXQ4
269006.710000
PA
USD
255948.410000
0.0056156360
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QEEH1
3729452.740000
PA
USD
3327896.860000
0.0730157196
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QM4V3
8012172.500000
PA
USD
6535585.030000
0.1433940004
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QSQH7
2946093.040000
PA
USD
2959187.780000
0.0649260582
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QST84
24415631.110000
PA
USD
24524154.440000
0.5380721995
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4GD2
4646190.370000
PA
USD
4862540.320000
0.1066865637
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X5ZM8
1023614.330000
PA
USD
951222.970000
0.0208703071
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X6C66
721869.040000
PA
USD
719203.880000
0.0157796924
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XH4E4
1003406.540000
PA
USD
967312.690000
0.0212233236
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GGR8
62346.120000
PA
USD
64369.030000
0.0014122887
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GJ95
17362.030000
PA
USD
17623.900000
0.0003866772
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KGP3
57101.690000
PA
USD
58954.030000
0.0012934809
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KJY1
17268.330000
PA
USD
17824.600000
0.0003910806
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KLN2
418886.180000
PA
USD
425201.850000
0.0093291410
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410LAE2
314.590000
PA
USD
315.160000
0.0000069148
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410LQV7
824913.080000
PA
USD
851644.020000
0.0186854952
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411ETV9
29126.290000
PA
USD
30068.910000
0.0006597269
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411HJ35
28015.510000
PA
USD
27782.960000
0.0006095720
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Variable
4.538
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413MUF2
8257.790000
PA
USD
8152.150000
0.0001788622
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Variable
5.905
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413VJY4
110645.790000
PA
USD
108902.850000
0.0023893829
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Variable
5.081
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414DPA8
91396.310000
PA
USD
90011.430000
0.0019748957
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Variable
5.2
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414NGE8
1489.710000
PA
USD
1498.740000
0.0000328831
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414SED1
62047.700000
PA
USD
61895.200000
0.0013580116
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414YEC0
55741.710000
PA
USD
55182.970000
0.0012107419
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Variable
5.44
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31415AY70
3270.180000
PA
USD
3222.060000
0.0000706936
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Variable
6.08
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31415LL62
66472.620000
PA
USD
68669.760000
0.0015066488
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Variable
6.103
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31415LL96
11528.000000
PA
USD
11560.440000
0.0002536418
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Variable
6.103
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BLD8
529001.690000
PA
USD
536974.540000
0.0117814897
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BN53
18591.730000
PA
USD
18871.850000
0.0004140578
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BXJ2
1.730000
PA
USD
1.750000
0.0000000384
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416CA63
116957.510000
PA
USD
120519.880000
0.0026442664
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416CME3
8356.180000
PA
USD
8288.690000
0.0001818580
Long
ABS-MBS
USGSE
US
N
2
2024-06-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416VKM5
61363.200000
PA
USD
63353.610000
0.0013900099
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BW93
365846.800000
PA
USD
330881.270000
0.0072597004
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418C2A1
353456.470000
PA
USD
336347.410000
0.0073796302
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418C4G6
527950.870000
PA
USD
502292.610000
0.0110205508
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CUA0
5140361.300000
PA
USD
4604111.660000
0.1010165098
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DTQ5
2490831.040000
PA
USD
1950996.220000
0.0428058317
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EAQ3
1662448.430000
PA
USD
1465795.340000
0.0321602820
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ED64
3160790.340000
PA
USD
2668319.130000
0.0585442547
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EE63
10502525.480000
PA
USD
9840794.640000
0.2159119504
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EGJ3
2531810.410000
PA
USD
2299201.900000
0.0504456383
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EGK0
7169681.930000
PA
USD
6717927.940000
0.1473946949
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EHJ2
12165016.370000
PA
USD
11048947.410000
0.2424194257
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EP38
5030300.450000
PA
USD
4957173.920000
0.1087628722
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418MWZ1
9508.110000
PA
USD
9674.390000
0.0002122609
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418MZ47
587037.910000
PA
USD
595885.970000
0.0130740359
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418UEL4
527189.560000
PA
USD
525188.810000
0.0115229048
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419A3K1
1058938.320000
PA
USD
1092514.090000
0.0239703049
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AF69
174784.100000
PA
USD
177418.160000
0.0038926431
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419ANJ2
225025.480000
PA
USD
228424.100000
0.0050117389
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.5
N
N
N
N
N
N
Ellington Financial Mortgage Trust 2021-2
N/A
ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2
31572LAA4
2289195.140000
PA
USD
1775333.780000
0.0389517100
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.931
N
N
N
N
N
N
Ellington Financial Mortgage Trust 2021-2
N/A
ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2
31572LAC0
2192165.800000
PA
USD
1693535.330000
0.0371570111
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.291
N
N
N
N
N
N
Ellington Financial Mortgage Trust 2021-3
N/A
ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3
31573JAC4
2218397.850000
PA
USD
1685316.850000
0.0369766936
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.55
N
N
N
N
N
N
Ellington Financial Mortgage Trust 2019-2
N/A
ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2
31573TAC2
475514.710000
PA
USD
437795.600000
0.0096054542
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.046
N
N
N
N
N
N
Ellington Financial Mortgage Trust 2017-1
N/A
ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1
31574XAA6
852377.820000
PA
USD
696343.160000
0.0152781168
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
0.797
N
N
N
N
N
N
Ellington Financial Mortgage Trust 2017-1
N/A
ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1
31574XAC2
720686.170000
PA
USD
587176.250000
0.0128829402
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.106
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SERVICES INC
31620MBQ8
4700000.000000
PA
USD
4638871.800000
0.1017791646
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.6
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SERVICES INC
31620MBV7
3965000.000000
PA
USD
3898542.640000
0.0855359730
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.5
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773DJ6
1200000.000000
PA
USD
1203726.000000
0.0264103498
Long
DBT
CORP
US
N
2
2028-10-27
Variable
6.361
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773DK3
2490000.000000
PA
USD
2514558.870000
0.0551706778
Long
DBT
CORP
US
N
2
2029-07-27
Variable
6.339
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BANK NA
31677QBR9
540000.000000
PA
USD
485068.500000
0.0106426452
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BANK NA
31677QBT5
13720000.000000
PA
USD
13530554.240000
0.2968671192
Long
DBT
CORP
US
N
2
2025-10-27
Variable
5.852
N
N
N
N
N
N
Finance of America HECM Buyout 2022-HB2
N/A
FINANCE OF AMERICA HECM BUYOUT 2022-HB2
317380AA1
6315730.270000
PA
USD
6131065.900000
0.1345186486
Long
ABS-MBS
CORP
US
N
2
2032-08-01
Variable
4.0
N
N
N
N
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL CORP
31847RAF9
2840000.000000
PA
USD
2797098.960000
0.0613697485
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.6
N
N
N
N
N
N
FirstKey Homes 2020-SFR2 Trust
N/A
FIRSTKEY HOMES 2020-SFR2 TRUST
33767JAG7
7535000.000000
PA
USD
6870098.040000
0.1507333830
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.968
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FIRSTKEY HOMES 2020-SFR1 TRUST
33767MAA3
6376339.690000
PA
USD
5889078.300000
0.1292093198
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
1.339
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FIRSTKEY HOMES 2020-SFR1 TRUST
33767MAE5
6850000.000000
PA
USD
6320361.430000
0.1386718871
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
1.941
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AS7
13355000.000000
PA
USD
13123544.500000
0.2879371222
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75
N
N
N
N
N
N
Flagstar Mortgage Trust 2021-5INV
N/A
FLAGSTAR MORTGAGE TRUST 2021-5INV
33851PAE5
2683919.130000
PA
USD
2274377.760000
0.0499009842
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.5
N
N
N
N
N
N
Flagstar Mortgage Trust 2020-1NV
N/A
FLAGSTAR MORTGAGE TRUST 2020-1NV
33851YAL0
1583667.440000
PA
USD
1460893.620000
0.0320527358
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
6.0
N
N
N
N
N
N
FOCUS Brands Funding LLC
N/A
FOCUS BRANDS FUNDING LLC
34417MAB3
6142950.000000
PA
USD
5749162.330000
0.1261394935
Long
ABS-O
CORP
US
N
2
2047-04-30
Fixed
5.093
N
N
N
N
N
N
Fontainebleau Miami Beach Trust 2019-FBLU
N/A
FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU
34461LAA2
3575000.000000
PA
USD
3440530.670000
0.0754869616
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.144
N
N
N
N
N
N
Fontainebleau Miami Beach Trust 2019-FBLU
N/A
FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU
34461LAG9
7180000.000000
PA
USD
6899849.320000
0.1513861409
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.447
N
N
N
N
N
N
Ford Credit Auto Owner Trust 2023-A
N/A
FORD CREDIT AUTO OWNER TRUST 2023-A
344928AF3
2655000.000000
PA
USD
2608943.180000
0.0572415167
Long
ABS-O
CORP
US
N
2
2029-01-15
Fixed
5.07
N
N
N
N
N
N
Ford Credit Auto Lease Trust 2022-A
N/A
FORD CREDIT AUTO LEASE TRUST 2022-A
34528LAG0
13100000.000000
PA
USD
12846035.540000
0.2818484370
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
4.18
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust A
5493001DTG5N7T8BG747
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A
34528QHY3
2985000.000000
PA
USD
2940460.820000
0.0645151793
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.75
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust A
5493001DTG5N7T8BG747
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A
34528QHZ0
3590000.000000
PA
USD
3534293.610000
0.0775441674
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
6.62
N
N
N
N
N
N
Ford Credit Auto Lease Trust 2023-B
N/A
FORD CREDIT AUTO LEASE TRUST 2023-B
34529NAF7
1290000.000000
PA
USD
1295850.410000
0.0284316053
Long
ABS-O
CORP
US
N
2
2027-02-15
Fixed
6.2
N
N
N
N
N
N
Ford Credit Auto Lease Trust 2023-B
N/A
FORD CREDIT AUTO LEASE TRUST 2023-B
34529NAG5
2440000.000000
PA
USD
2447055.500000
0.0536896201
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
6.43
N
N
N
N
N
N
Ford Credit Auto Owner Trust 2020-REV1
N/A
FORD CREDIT AUTO OWNER TRUST 2020-REV1
34531NAC0
5140000.000000
PA
USD
4904584.400000
0.1076090318
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
2.29
N
N
N
N
N
N
Ford Credit Auto Owner Trust 2020-REV2
N/A
FORD CREDIT AUTO OWNER TRUST 2020-REV2
34532JAC8
4600000.000000
PA
USD
4223220.900000
0.0926595763
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.74
N
N
N
N
N
N
Ford Credit Auto Owner Trust 2019-REV1
N/A
FORD CREDIT AUTO OWNER TRUST 2019-REV1
34532PAB6
5000000.000000
PA
USD
4983472.500000
0.1093398761
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
3.82
N
N
N
N
N
N
Ford Credit Auto Owner Trust 2020-B
N/A
FORD CREDIT AUTO OWNER TRUST 2020-B
34533GAG4
7465000.000000
PA
USD
7376385.970000
0.1618415931
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
2.04
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397A60
7190000.000000
PA
USD
7027994.920000
0.1541977194
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.125
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397D59
3810000.000000
PA
USD
3885224.640000
0.0852437695
Long
DBT
CORP
US
N
2
2028-11-07
Fixed
6.798
N
N
N
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
FORTINET INC
34959EAA7
5710000.000000
PA
USD
5154696.790000
0.1130966226
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.0
N
N
N
N
N
N
Freddie Mac Stacr Remic Trust 2023-Hqa3
529900ZTXRUUVE8G8W08
FREDDIE MAC STACR REMIC TRUST 2023-HQA3
35564K3F4
2010000.000000
PA
USD
2020967.770000
0.0443410424
Long
ABS-MBS
USGSE
US
N
2
2043-11-25
Floating
7.172
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2021-DNA3
5493000ISUYHCRLRBE46
FREDDIE MAC STACR REMIC TRUST 2021-DNA3
35564KEL9
5855000.000000
PA
USD
5869169.100000
0.1287725020
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
7.428
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2021-DNA5
5493000ISU5NYXNHD479
FREDDIE MAC STACR REMIC TRUST 2021-DNA5
35564KHE2
2394792.590000
PA
USD
2385837.020000
0.0523464561
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
6.978
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA5
5493000IS349P4O9HR58
FREDDIE MAC STACR REMIC TRUST 2022-DNA5
35564KYN3
6820642.410000
PA
USD
6999519.210000
0.1535729481
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
8.278
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448AW3
6715000.000000
PA
USD
6486522.130000
0.1423175359
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
3.25
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448AY9
461000.000000
PA
USD
432863.790000
0.0094972478
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.25
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448AZ6
795000.000000
PA
USD
749855.130000
0.0164521961
Long
DBT
CORP
US
N
2
2027-03-30
Fixed
3.85
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448BD4
11813000.000000
PA
USD
11764306.810000
0.2581147683
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.35
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RNX3
956909.220000
PA
USD
903637.070000
0.0198262487
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SNV5
9728.890000
PA
USD
8821.190000
0.0001935413
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SQW0
586713.060000
PA
USD
531990.270000
0.0116721323
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SUV7
625258.350000
PA
USD
567343.010000
0.0124477891
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TE35
1248608.160000
PA
USD
1200296.240000
0.0263350991
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TG33
6628185.460000
PA
USD
5810173.250000
0.1274781036
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TJ22
1355571.810000
PA
USD
1343657.960000
0.0294805269
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TLV5
456146.720000
PA
USD
450330.320000
0.0098804722
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TNU5
1557108.590000
PA
USD
1537218.940000
0.0337273515
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TQS7
1161875.700000
PA
USD
1146836.110000
0.0251621572
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TUE3
262359.450000
PA
USD
266891.560000
0.0058557342
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TXX8
219136.110000
PA
USD
216128.710000
0.0047419719
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UH70
76237.710000
PA
USD
77035.250000
0.0016901919
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UMP4
183737.950000
PA
USD
185546.500000
0.0040709829
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VV31
1468266.500000
PA
USD
1372544.640000
0.0301143151
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WY85
529253.600000
PA
USD
426936.130000
0.0093671920
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
2.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179XBS4
10794004.370000
PA
USD
9649024.640000
0.2117044208
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179XHX7
1377824.900000
PA
USD
1269183.350000
0.0278465167
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179XHY5
15505851.780000
PA
USD
14665203.580000
0.3217618925
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617G1SL3
221105.090000
PA
USD
205781.060000
0.0045149393
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617MHSU1
61066.980000
PA
USD
56479.860000
0.0012391963
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617MHSV9
76412.040000
PA
USD
70671.740000
0.0015505733
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617MHSW7
15301.000000
PA
USD
14160.080000
0.0003106792
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617MLYC5
40992.400000
PA
USD
37913.110000
0.0008318326
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617MLYN1
195127.770000
PA
USD
180470.060000
0.0039596033
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617MRJ39
77283.860000
PA
USD
71573.800000
0.0015703649
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617MRJ47
85345.250000
PA
USD
78828.310000
0.0017295325
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617N3MD5
168181.360000
PA
USD
155339.750000
0.0034082317
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617N3ME3
139506.050000
PA
USD
128853.360000
0.0028271071
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EBU2
127490.440000
PA
USD
128097.570000
0.0028105247
Long
ABS-MBS
USGA
US
N
2
2034-12-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EGC7
82024.230000
PA
USD
82414.280000
0.0018082105
Long
ABS-MBS
USGA
US
N
2
2035-12-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EGN3
61329.460000
PA
USD
61621.730000
0.0013520115
Long
ABS-MBS
USGA
US
N
2
2036-01-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EH36
74271.120000
PA
USD
74625.360000
0.0016373177
Long
ABS-MBS
USGA
US
N
2
2036-05-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FCP9
604424.250000
PA
USD
607312.640000
0.0133247427
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FEJ1
115956.350000
PA
USD
116155.930000
0.0025485191
Long
ABS-MBS
USGA
US
N
2
2040-02-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FQ82
70082.770000
PA
USD
70418.090000
0.0015450081
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A2RW4
1436603.540000
PA
USD
1307302.410000
0.0286828679
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3622AABW3
2008851.540000
PA
USD
2005847.680000
0.0440093001
Long
ABS-MBS
USGA
US
N
2
2045-09-15
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36241L5Z5
1194053.440000
PA
USD
1226508.650000
0.0269102125
Long
ABS-MBS
USGA
US
N
2
2036-07-15
Fixed
6.0
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2022-GR2
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2
36250BAE6
73673.550000
PA
USD
73401.350000
0.0016104623
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Variable
4.154
N
N
N
N
N
N
GM Financial Automobile Leasing Trust 2023-1
254900DSTG5GSVOBDN09
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1
362541AG9
2405000.000000
PA
USD
2378704.450000
0.0521899639
Long
ABS-O
CORP
US
N
2
2027-01-20
Fixed
5.76
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2021-GR2
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2
36262JAF2
7259864.190000
PA
USD
6128775.900000
0.1344684049
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
2.5
N
N
N
N
N
N
GS Mortgage Securities Corp Trust 2021-ROSS
N/A
GS MORTGAGE SECURITIES CORP TRUST 2021-ROSS
36264YAE0
5705000.000000
PA
USD
4432706.270000
0.0972557899
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Floating
7.037
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2022-GR1
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR1
36266TAJ8
11774309.570000
PA
USD
9859612.560000
0.2163248249
Long
ABS-MBS
CORP
US
N
2
2052-06-25
Variable
2.5
N
N
N
N
N
N
Galton Funding Mortgage Trust 2017-1
N/A
GALTON FUNDING MORTGAGE TRUST 2017-1
36417JAS8
406036.870000
PA
USD
356304.010000
0.0078174880
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.5
N
N
N
N
N
N
Galton Funding Mortgage Trust 2020-H1
N/A
GALTON FUNDING MORTGAGE TRUST 2020-H1
36418HAD4
4592000.000000
PA
USD
3377638.710000
0.0741070806
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.832
N
N
N
N
N
N
Galton Funding Mortgage Trust 2019-1
N/A
GALTON FUNDING MORTGAGE TRUST 2019-1
36418WAQ2
421692.290000
PA
USD
382924.180000
0.0084015478
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
4.0
N
N
N
N
N
N
Galton Funding Mortgage Trust 2019-H1
N/A
GALTON FUNDING MORTGAGE TRUST 2019-H1
36418XAD9
7916000.000000
PA
USD
7246448.100000
0.1589906913
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.339
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XCV6
13795000.000000
PA
USD
13275480.300000
0.2912706695
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.9
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XEF9
3685000.000000
PA
USD
3662444.120000
0.0803558536
Long
DBT
CORP
US
N
2
2026-04-06
Fixed
5.4
N
N
N
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
GENUINE PARTS CO
372460AB1
2980000.000000
PA
USD
2841725.020000
0.0623488665
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.75
N
N
N
N
N
N
GM Financial Automobile Leasing Trust 2022-3
N/A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-3
380130AG9
10120000.000000
PA
USD
9991110.670000
0.2192099592
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
5.13
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN STATE TOBACCO SECURITIZATION CORP
38122NC34
5815000.000000
PA
USD
5696619.970000
0.1249866879
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
1.711
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GXJ8
7425000.000000
PA
USD
7211702.030000
0.1582283451
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.5
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GYE8
4990000.000000
PA
USD
4971671.730000
0.1090809614
Long
DBT
CORP
US
N
2
2024-09-10
Floating
0.657
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GYL2
4580000.000000
PA
USD
4568069.100000
0.1002257180
Long
DBT
CORP
US
N
2
2024-10-21
Floating
5.838286
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GZH0
7600000.000000
PA
USD
7542065.200000
0.1654766781
Long
DBT
CORP
US
N
2
2025-01-24
Variable
1.757
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GZU1
5960000.000000
PA
USD
5747084.960000
0.1260939150
Long
DBT
CORP
US
N
2
2028-08-23
Variable
4.482
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GZV9
2915000.000000
PA
USD
2911429.130000
0.0638782095
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.7
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
GRAY OAK PIPELINE LLC
38937LAC5
3115000.000000
PA
USD
2914057.580000
0.0639358790
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.6
N
N
N
N
N
N
Great Wolf Trust 2019-WOLF
N/A
GREAT WOLF TRUST 2019-WOLF
39152TAA8
3785000.000000
PA
USD
3757343.010000
0.0824379826
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.471
N
N
N
N
N
N
Great Wolf Trust 2019-WOLF
N/A
GREAT WOLF TRUST 2019-WOLF
39152TAJ9
4200000.000000
PA
USD
4149374.460000
0.0910393485
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.07
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BR9
4260000.000000
PA
USD
4228050.000000
0.0927655291
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.375
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BS7
5890000.000000
PA
USD
5890000.000000
0.1292295423
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.875
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CH0
7560000.000000
PA
USD
6991654.320000
0.1534003885
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.125
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CJ6
12655000.000000
PA
USD
11916201.100000
0.2614474049
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
1.645
N
N
N
N
N
N
HPEFS Equipment Trust 2021-2
N/A
HPEFS EQUIPMENT TRUST 2021-2
40441JAF8
3915000.000000
PA
USD
3782637.370000
0.0829929535
Long
ABS-O
CORP
US
N
2
2029-03-20
Fixed
1.29
N
N
N
N
N
N
HPEFS Equipment Trust 2023-1
N/A
HPEFS EQUIPMENT TRUST 2023-1
40443DAD4
6910000.000000
PA
USD
6865263.280000
0.1506273059
Long
ABS-O
CORP
US
N
2
2028-04-20
Fixed
5.73
N
N
N
N
N
N
HPEFS Equipment Trust 2023-1
N/A
HPEFS EQUIPMENT TRUST 2023-1
40443DAE2
4315000.000000
PA
USD
4283629.950000
0.0939849810
Long
ABS-O
CORP
US
N
2
2028-04-20
Fixed
5.91
N
N
N
N
N
N
Hardee s Funding LLC
N/A
HARDEE'S FUNDING LLC
411707AD4
1453500.000000
PA
USD
1381681.110000
0.0303147738
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.959
N
N
N
N
N
N
Hardee s Funding LLC
N/A
HARDEE'S FUNDING LLC
411707AF9
2424967.150000
PA
USD
2204113.270000
0.0483593462
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
5.71
N
N
N
N
N
N
Hardee s Funding LLC
N/A
HARDEE'S FUNDING LLC
411707AH5
2654925.000000
PA
USD
2299441.160000
0.0504508877
Long
ABS-O
CORP
US
N
2
2050-12-20
Fixed
3.981
N
N
N
N
N
N
Harley-Davidson Financial Services Inc
RLUFFFFW4GRYU77BTS24
HARLEY-DAVIDSON FINL SER 4/2 144A CP 6.0700 20240105
000000000
12085000.000000
PA
USD
12015752.950000
0.2636316222
Long
DBT
CORP
US
N
2
2024-01-05
None
0.0
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
HASBRO INC
418056AX5
13727000.000000
PA
USD
13336027.590000
0.2925991073
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.0
N
N
N
N
N
N
Health Care Service Corp A Mutual Legal Reserve Co
549300TMJ1FKCKECR148
HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO
42218SAD0
11700000.000000
PA
USD
10990722.600000
0.2411419443
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.5
N
N
N
N
N
N
Hilton Grand Vacations Trust 2022-1D
N/A
HILTON GRAND VACATIONS TRUST 2022-1D
43283BAA1
1648724.030000
PA
USD
1572003.130000
0.0344905340
Long
ABS-O
CORP
US
N
2
2034-06-20
Fixed
3.61
N
N
N
N
N
N
Hilton Grand Vacations Trust 2019-A
N/A
HILTON GRAND VACATIONS TRUST 2019-A
43284HAA7
532302.040000
PA
USD
502819.960000
0.0110321211
Long
ABS-O
CORP
US
N
2
2033-07-25
Fixed
2.34
N
N
N
N
N
N
Hilton Grand Vacations Trust 2019-A
N/A
HILTON GRAND VACATIONS TRUST 2019-A
43284HAB5
1096351.240000
PA
USD
1031221.070000
0.0226255054
Long
ABS-O
CORP
US
N
2
2033-07-25
Fixed
2.54
N
N
N
N
N
N
Hilton Grand Vacations Trust 2020-A
N/A
HILTON GRAND VACATIONS TRUST 2020-A
43285HAA6
772172.230000
PA
USD
728931.360000
0.0159931182
Long
ABS-O
CORP
US
N
2
2039-02-25
Fixed
2.74
N
N
N
N
N
N
Hilton Grand Vacations Trust 2023-1
N/A
HILTON GRAND VACATIONS TRUST 2023-1
432917AB8
8930769.350000
PA
USD
8901868.490000
0.1953114416
Long
ABS-O
CORP
US
N
2
2038-01-25
Fixed
6.11
N
N
N
N
N
N
Hilton Grand Vacations Trust 2023-1
N/A
HILTON GRAND VACATIONS TRUST 2023-1
432917AC6
1715114.800000
PA
USD
1714032.390000
0.0376067269
Long
ABS-O
CORP
US
N
2
2038-01-25
Fixed
6.94
N
N
N
N
N
N
HPEFS Equipment Trust 2023-2
N/A
HPEFS EQUIPMENT TRUST 2023-2
44328UAE6
1440000.000000
PA
USD
1447651.440000
0.0317621958
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
6.48
N
N
N
N
N
N
HPEFS Equipment Trust 2023-2
N/A
HPEFS EQUIPMENT TRUST 2023-2
44328UAF3
3042000.000000
PA
USD
3065234.490000
0.0672527759
Long
ABS-O
CORP
US
N
2
2031-07-21
Fixed
6.97
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BD3
6064000.000000
PA
USD
5957055.300000
0.1307007691
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.85
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BM3
4125000.000000
PA
USD
4066561.130000
0.0892223826
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.5
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BQ4
3515000.000000
PA
USD
3115650.310000
0.0683589242
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BU5
2290000.000000
PA
USD
2328861.300000
0.0510963803
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75
N
N
N
N
N
N
Huntington National Bank/The
2WHM8VNJH63UN14OL754
HUNTINGTON NATIONAL BANK/THE
44644MAH4
3105000.000000
PA
USD
3035112.660000
0.0665918880
Long
DBT
CORP
US
N
2
2025-11-18
Variable
5.699
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ABR7
5910000.000000
PA
USD
5880550.470000
0.1290222149
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.8
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ABV8
5795000.000000
PA
USD
5641003.670000
0.1237664385
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.875
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ABY2
3765000.000000
PA
USD
3621756.810000
0.0794631537
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
1.0
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ACB1
3270000.000000
PA
USD
3246478.890000
0.0712293686
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
5.5
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ACD7
4300000.000000
PA
USD
4254226.500000
0.0933398546
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.6
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ACQ8
3100000.000000
PA
USD
3117880.800000
0.0684078623
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
6.25
N
N
N
N
N
N
Hyundai Capital Services Inc
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES INC
44920UAS7
2800000.000000
PA
USD
2666346.060000
0.0585009645
Long
DBT
CORP
KR
N
2
2025-04-24
Fixed
2.125
N
N
N
N
N
N
Imperial Brands Finance PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FINANCE PLC
45262BAA1
13435000.000000
PA
USD
13183093.750000
0.2892436625
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.125
N
N
N
N
N
N
Imperial Fund Mortgage Trust 2021-NQM2
N/A
IMPERIAL FUND MORTGAGE TRUST 2021-NQM2
452761AC3
3556183.930000
PA
USD
2692408.190000
0.0590727807
Long
ABS-MBS
CORP
US
N
2
2056-09-01
Variable
1.516
N
N
N
N
N
N
Imperial Fund Mortgage Trust 2022-NQM4
N/A
IMPERIAL FUND MORTGAGE TRUST 2022-NQM4
45276NAA9
9438465.420000
PA
USD
8971278.370000
0.1968343290
Long
ABS-MBS
CORP
US
N
2
2067-06-25
Variable
4.767
N
N
N
N
N
N
Imperial Brands Finance PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FINANCE PLC
453140AF2
7761000.000000
PA
USD
7565446.080000
0.1659896663
Long
DBT
CORP
GB
N
2
2025-07-21
Fixed
4.25
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837BF9
4110000.000000
PA
USD
4136899.950000
0.0907656515
Long
DBT
CORP
NL
N
2
2027-09-11
Variable
6.083
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA INC
46266TAE8
3065000.000000
PA
USD
3098975.530000
0.0679930712
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-BKWD
46591JAJ5
3975000.000000
PA
USD
3103643.830000
0.0680954961
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
7.537
N
N
N
N
N
N
JP Morgan Mortgage Trust 2020-INV1
N/A
JP MORGAN MORTGAGE TRUST 2020-INV1
46591VBC2
671452.200000
PA
USD
630601.320000
0.0138357080
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Floating
6.0
N
N
N
N
N
N
JP Morgan Mortgage Trust 2020-INV1
N/A
JP MORGAN MORTGAGE TRUST 2020-INV1
46591VBH1
1104362.160000
PA
USD
939458.800000
0.0206121954
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
3.5
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C23
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23
46643ABE2
8280000.000000
PA
USD
8105472.500000
0.1778381157
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Fixed
3.934
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBK1
13190000.000000
PA
USD
12512878.160000
0.2745387976
Long
DBT
CORP
US
N
2
2026-04-22
Variable
2.083
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PCF1
5480000.000000
PA
USD
5456375.720000
0.1197156090
Long
DBT
CORP
US
N
2
2027-04-22
Floating
6.236527
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PCH7
8300000.000000
PA
USD
8073044.800000
0.1771266358
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.824
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PCZ7
7690000.000000
PA
USD
7506939.550000
0.1647060038
Long
DBT
CORP
US
N
2
2026-04-26
Variable
4.08
N
N
N
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M
N/A
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M
46652RAG9
8240000.000000
PA
USD
7348528.410000
0.1612303843
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Floating
7.457
N
N
N
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M
N/A
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M
46652RAJ3
6310000.000000
PA
USD
5185045.630000
0.1137624913
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Floating
7.857
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
JACKSON NATIONAL LIFE GLOBAL FUNDING
46849LUV1
8265000.000000
PA
USD
7840096.350000
0.1720156304
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75
N
N
N
N
N
N
JDE Peet s NV
724500EHG519SE5ZRT89
JDE PEET'S NV
47216QAA1
4440000.000000
PA
USD
4252640.880000
0.0933050653
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.8
N
N
N
N
N
N
KKR CLO 29 Ltd
5493000WWM0GGYYSIJ83
KKR CLO 29 LTD
48254GAA4
8250000.000000
PA
USD
8228359.920000
0.1805343271
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
6.855
N
N
N
N
N
N
KIND Trust 2021-KIND
N/A
KIND TRUST 2021-KIND
482606AL4
8414187.780000
PA
USD
7808589.240000
0.1713243487
Long
ABS-MBS
CORP
US
N
2
2038-08-15
Floating
7.187
N
N
N
N
N
N
KT Corp
9884005ACF8449EANY26
KT CORP
48268KAG6
8770000.000000
PA
USD
8567889.390000
0.1879837733
Long
DBT
CORP
KR
N
2
2025-08-08
Fixed
4.0
N
N
N
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
KENVUE INC
49177JAD4
3085000.000000
PA
USD
3110189.030000
0.0682391010
Long
DBT
CORP
US
N
2
2026-03-22
Fixed
5.35
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAL6
2355000.000000
PA
USD
2249025.000000
0.0493447320
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.375
N
N
N
N
N
N
Korea Electric Power Corp
988400QG33WS7JEIV602
KOREA ELECTRIC POWER CORP
500631AX4
12400000.000000
PA
USD
12413076.540000
0.2723491002
Long
DBT
NUSS
KR
N
2
2026-04-06
Fixed
5.375
N
N
N
N
N
N
Korea Hydro & Nuclear Power Co Ltd
9884008CRY5MLCN8OQ43
KOREA HYDRO & NUCLEAR POWER CO LTD
50064YAP8
12038000.000000
PA
USD
10942796.600000
0.2400904239
Long
DBT
NUSS
KR
N
2
2026-04-27
Fixed
1.25
N
N
N
N
N
N
Korea Hydro & Nuclear Power Co Ltd
9884008CRY5MLCN8OQ43
KOREA HYDRO & NUCLEAR POWER CO LTD
50064YAQ6
2010000.000000
PA
USD
1953521.370000
0.0428612347
Long
DBT
NUSS
KR
N
2
2027-07-27
Fixed
4.25
N
N
N
N
N
N
Korea Hydro & Nuclear Power Co Ltd
9884008CRY5MLCN8OQ43
KOREA HYDRO & NUCLEAR POWER CO LTD
50064YAS2
1400000.000000
PA
USD
1392469.150000
0.0305514688
Long
DBT
NUSS
KR
N
2
2028-07-18
Fixed
5.0
N
N
N
N
N
N
Korea Housing Finance Corp
9884002AAOBT56QW9B80
KOREA HOUSING FINANCE CORP
50065RAK3
12080000.000000
PA
USD
11846948.900000
0.2599279770
Long
DBT
NUSS
KR
N
2
2028-02-24
Fixed
4.625
N
N
N
N
N
N
LPL Holdings Inc
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC
50212YAH7
2275000.000000
PA
USD
2325511.830000
0.0510228913
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
6.75
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FINANCING PLC
50220PAA1
13435000.000000
PA
USD
13176295.640000
0.2890945086
Long
DBT
CORP
GB
N
2
2024-04-06
Fixed
0.65
N
N
N
N
N
N
LYB International Finance III LLC
N/A
LYB INTERNATIONAL FINANCE III LLC
50249AAF0
5631000.000000
PA
USD
5205082.420000
0.1142021085
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.25
N
N
N
N
N
N
LeasePlan Corp NV
724500C60L930FVHS484
LEASEPLAN CORP NV
52206AAD2
11692000.000000
PA
USD
11346361.100000
0.2489448306
Long
DBT
CORP
NL
N
2
2024-10-24
Fixed
2.875
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
53944YAA1
4744000.000000
PA
USD
4660666.900000
0.1022573600
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
4.5
N
N
N
N
N
N
Tenaga Nasional Bhd
549300FV8X6UID6I1413
TENAGA NASIONAL BHD
DD0052462
8850000.000000
PA
USD
9134564.760000
0.2004169140
Long
DBT
CORP
MY
N
2
2025-11-01
Fixed
7.5
N
N
N
N
N
N
Lowe s Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661EG8
2275000.000000
PA
USD
2158281.130000
0.0473537662
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.35
N
N
N
N
N
N
Lowe s Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661EP8
4745000.000000
PA
USD
4698214.300000
0.1030811687
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.8
N
N
N
N
N
N
LSTAR Commercial Mortgage Trust 2017-5
N/A
LSTAR COMMERCIAL MORTGAGE TRUST 2017-5
54910TAL6
4905000.000000
PA
USD
4293531.420000
0.0942022242
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Fixed
4.021
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
AKER BP ASA
55037AAA6
1994000.000000
PA
USD
1815770.300000
0.0398389074
Long
DBT
CORP
NO
N
2
2026-07-15
Fixed
2.0
N
N
N
N
N
N
MFA 2021-INV1 Trust
N/A
MFA 2021-INV1 TRUST
552747AA5
1524652.870000
PA
USD
1390767.310000
0.0305141295
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
0.852
N
N
N
N
N
N
MFA 2021-NQM2 Trust
N/A
MFA 2021-NQM2 TRUST
55283WAB7
1657908.800000
PA
USD
1380660.520000
0.0302923815
Long
ABS-MBS
CORP
US
N
2
2064-11-25
Variable
1.317
N
N
N
N
N
N
MHC Commercial Mortgage Trust 2021-MHC
N/A
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC
55316VAC8
10188912.570000
PA
USD
10029140.230000
0.2200443467
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
6.538
N
N
N
N
N
N
MVW 2021-1W LLC
N/A
MVW 2021-1W LLC
55389TAB7
528520.060000
PA
USD
481195.530000
0.0105576703
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.44
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAB5
869204.900000
PA
USD
816175.490000
0.0179072980
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
2.73
N
N
N
N
N
N
MVW 2023-2 LLC
N/A
MVW 2023-2 LLC
55400WAA7
4385000.000000
PA
USD
4417884.430000
0.0969305913
Long
ABS-O
CORP
US
N
2
2040-11-20
Fixed
6.18
N
N
N
N
N
N
MVW 2023-2 LLC
N/A
MVW 2023-2 LLC
55400WAB5
810000.000000
PA
USD
815889.430000
0.0179010217
Long
ABS-O
CORP
US
N
2
2040-11-20
Fixed
6.33
N
N
N
N
N
N
Madison Park Funding XXXVII Ltd
N/A
MADISON PARK FUNDING XXXVII LTD
55817EAN6
7285000.000000
PA
USD
7252817.710000
0.1591304437
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
6.725
N
N
N
N
N
N
Madison Park Funding XXXIII Ltd
N/A
MADISON PARK FUNDING XXXIII LTD
55819JAN3
13845000.000000
PA
USD
13757358.800000
0.3018433246
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
6.684
N
N
N
N
N
N
Madison Park Funding XXXV Ltd
N/A
MADISON PARK FUNDING XXXV LTD
55819MAN6
8915000.000000
PA
USD
8872506.470000
0.1946672242
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
6.667
N
N
N
N
N
N
Madison Park Funding XXXV Ltd
N/A
MADISON PARK FUNDING XXXV LTD
55819MAW6
745000.000000
PA
USD
735687.500000
0.0161413513
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
7.577
N
N
N
N
N
N
Madison Park Funding XXIII Ltd
N/A
MADISON PARK FUNDING XXIII LTD
55820TAJ7
10513881.320000
PA
USD
10474414.000000
0.2298138757
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
6.619
N
N
N
N
N
N
Madison Park Funding XXIII Ltd
N/A
MADISON PARK FUNDING XXIII LTD
55820TAL2
7810000.000000
PA
USD
7732192.020000
0.1696481555
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Floating
7.199
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VBA0
20340000.000000
PA
USD
19143011.340000
0.4200072317
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.755
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VBG7
3375000.000000
PA
USD
3378958.880000
0.0741360458
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.412
N
N
N
N
N
N
Magnetite XXV Ltd
549300WFCL37N4TDUR08
MAGNETITE XXV LTD
55955GAA1
8065000.000000
PA
USD
8067580.800000
0.1770067529
Long
ABS-CBDO
CORP
KY
N
2
2032-01-25
Floating
6.84
N
N
N
N
N
N
Mars Inc
54930073HKEO6GZBSS03
MARS INC
571676AT2
9340000.000000
PA
USD
9196173.340000
0.2017686370
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.55
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD
571900BB4
11722000.000000
PA
USD
11606573.470000
0.2546540200
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.6
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD
571903AW3
1345000.000000
PA
USD
1306586.800000
0.0286671671
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD
571903BD4
1381000.000000
PA
USD
1381824.460000
0.0303179189
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD
571903BL6
1480000.000000
PA
USD
1444053.760000
0.0316832609
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.9
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD
571903BM4
2225000.000000
PA
USD
2232727.430000
0.0489871552
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.45
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
MATTEL INC
577081BD3
5750000.000000
PA
USD
5649375.000000
0.1239501096
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.875
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
MATTEL INC
577081BE1
5109000.000000
PA
USD
4776915.000000
0.1048079014
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.375
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
58769JAF4
5025000.000000
PA
USD
4974569.100000
0.1091445311
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
4.8
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC
595017BB9
10345000.000000
PA
USD
10239729.280000
0.2246647757
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.972
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC
595017BC7
8380000.000000
PA
USD
8069671.840000
0.1770526314
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.983
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112BM4
1110000.000000
PA
USD
1096125.000000
0.0240495301
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
4.975
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112BP7
1110000.000000
PA
USD
1068375.000000
0.0234406812
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.185
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112CA9
6955000.000000
PA
USD
6901815.120000
0.1514292715
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.375
N
N
N
N
N
N
MidOcean Credit CLO XI Ltd
N/A
MIDOCEAN CREDIT CLO XI LTD
59801AAN4
3670000.000000
PA
USD
3670000.000000
0.0805216333
Long
ABS-CBDO
CORP
JE
N
2
2033-10-18
Floating
7.107
N
N
N
N
N
N
MidOcean Credit CLO XI Ltd
N/A
MIDOCEAN CREDIT CLO XI LTD
59801AAQ7
5500000.000000
PA
USD
5500000.000000
0.1206727475
Long
ABS-CBDO
CORP
JE
N
2
2033-10-18
Floating
8.027
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC
606822BW3
9285000.000000
PA
USD
8995809.390000
0.1973725519
Long
DBT
CORP
JP
N
2
2025-07-19
Variable
0.953
N
N
N
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
MOHAWK INDUSTRIES INC
608190AM6
3565000.000000
PA
USD
3610820.950000
0.0792232154
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
5.85
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207BA2
5415000.000000
PA
USD
5010699.860000
0.1099372580
Long
DBT
CORP
US
N
2
2027-03-17
Fixed
2.625
N
N
N
N
N
N
Mondelez International Holdings Netherlands BV
549300CW356R8I7N8D33
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV
60920LAS3
3950000.000000
PA
USD
3866267.900000
0.0848278491
Long
DBT
CORP
NL
N
2
2025-09-15
Fixed
4.25
N
N
N
N
N
N
Moody s Corp
549300GCEDD8YCF5WU84
MOODY'S CORP
615369AS4
6475000.000000
PA
USD
6330730.530000
0.1388993903
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
3.75
N
N
N
N
N
N
Morgan Stanley Bank NA
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BANK NA
61690U4T4
5725000.000000
PA
USD
5652344.030000
0.1240152516
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
4.754
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2019-NUGS
N/A
MORGAN STANLEY CAPITAL I TRUST 2019-NUGS
61692AAL6
4445000.000000
PA
USD
1581335.420000
0.0346952891
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.237
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468W2
6450000.000000
PA
USD
6449967.750000
0.1415155145
Long
DBT
CORP
US
N
2
2024-01-25
Floating
5.79
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEG6
6525000.000000
PA
USD
6214716.680000
0.1363539885
Long
DBT
CORP
US
N
2
2025-10-21
Variable
1.164
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEM3
7180000.000000
PA
USD
6875323.880000
0.1508480405
Long
DBT
CORP
US
N
2
2026-02-18
Variable
2.63
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEQ4
4160000.000000
PA
USD
4118187.840000
0.0903550984
Long
DBT
CORP
US
N
2
2025-04-17
Variable
3.62
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEX9
6730000.000000
PA
USD
6783220.840000
0.1488272538
Long
DBT
CORP
US
N
2
2026-10-16
Variable
6.138
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEZ4
2810000.000000
PA
USD
2771531.100000
0.0608087769
Long
DBT
CORP
US
N
2
2027-01-28
Variable
5.05
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2014-150E
N/A
MORGAN STANLEY CAPITAL I TRUST 2014-150E
61764BAA1
9590000.000000
PA
USD
7696825.630000
0.1688721993
Long
ABS-MBS
CORP
US
N
2
2032-09-09
Fixed
3.912
N
N
N
N
N
N
Morgan Stanley Residential Mortgage Loan Trust 2023-NQM1
N/A
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1
61775VAB2
1637126.260000
PA
USD
1649816.280000
0.0361977933
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Variable
7.53
N
N
N
N
N
N
MVW 2023-1 LLC
N/A
MVW 2023-1 LLC
62848PAA8
8478614.520000
PA
USD
8322489.310000
0.1825995730
Long
ABS-O
CORP
US
N
2
2040-10-20
Fixed
4.93
N
N
N
N
N
N
Utah Acquisition Sub Inc
254900JOFV74IJ7H9933
UTAH ACQUISITION SUB INC
62854AAN4
11199000.000000
PA
USD
10655254.950000
0.2337816164
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95
N
N
N
N
N
N
NBN Co Ltd
2549007CRZ2NT7S96A24
NBN CO LTD
62878U2A9
15195000.000000
PA
USD
13877912.600000
0.3044883352
Long
DBT
CORP
AU
N
2
2026-05-05
Fixed
1.45
N
N
N
N
N
N
NLT 2021-INV2 Trust
N/A
NLT 2021-INV2 TRUST
62917JAC4
3014464.140000
PA
USD
2400343.040000
0.0526647254
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.52
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CK6
4470000.000000
PA
USD
4392776.280000
0.0963797060
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75
N
N
N
N
N
N
NXP BV / NXP Funding LLC
N/A
NXP BV / NXP FUNDING LLC
62947QBA5
6671000.000000
PA
USD
6642821.700000
0.1457468265
Long
DBT
CORP
NL
N
2
2024-03-01
Fixed
4.875
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP FUNDING LLC / NXP USA INC
62954HAW8
5910000.000000
PA
USD
5666153.400000
0.1243182361
Long
DBT
CORP
NL
N
2
2025-05-01
Fixed
2.7
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP FUNDING LLC / NXP USA INC
62954HAX6
490000.000000
PA
USD
455456.960000
0.0099929532
Long
DBT
CORP
NL
N
2
2027-05-01
Fixed
3.15
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP FUNDING LLC / NXP USA INC
62954HAZ1
4219000.000000
PA
USD
4066415.650000
0.0892191907
Long
DBT
CORP
NL
N
2
2026-06-18
Fixed
3.875
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP FUNDING LLC / NXP USA INC
62954HBE7
1040000.000000
PA
USD
1005112.160000
0.0220526629
Long
DBT
CORP
NL
N
2
2027-06-01
Fixed
4.4
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE CORP
62954WAB1
4120000.000000
PA
USD
4063345.880000
0.0891518385
Long
DBT
CORP
JP
N
2
2024-03-01
Fixed
0.583
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE CORP
62954WAJ4
1630000.000000
PA
USD
1601437.510000
0.0351363390
Long
DBT
CORP
JP
N
2
2025-07-25
Fixed
4.239
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
63111XAG6
1155000.000000
PA
USD
1155015.020000
0.0253416065
Long
DBT
CORP
US
N
2
2025-06-28
Fixed
5.65
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC
63906YAB4
6020000.000000
PA
USD
5817505.260000
0.1276389715
Long
DBT
CORP
GB
N
2
2024-08-12
Fixed
0.8
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC
63906YAG3
3600000.000000
PA
USD
3501406.800000
0.0768226143
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
3.479
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2020-H
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H
63935BAA1
1279155.120000
PA
USD
1159717.720000
0.0254447861
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31
N
N
N
N
N
N
Navistar Financial Dealer Note Master Owner Trust II
549300S28N49H5RT4J50
NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II
63938PBU2
3325000.000000
PA
USD
3333151.900000
0.0731310178
Long
ABS-O
CORP
US
N
2
2028-08-25
Fixed
6.18
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-A
549300ZUZB9UCBWEBN39
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A
63941BAB1
2261136.450000
PA
USD
2179944.690000
0.0478290755
Long
ABS-O
CORP
US
N
2
2043-01-15
Fixed
3.42
N
N
N
N
N
N
Navient Private Education Loan Trust 2020-A
N/A
NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A
63941FAB2
3685081.300000
PA
USD
3413754.290000
0.0748994745
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
2.46
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2020-B
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B
63941GAB0
2061427.240000
PA
USD
1878614.310000
0.0412177364
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
2.12
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2020-D
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D
63941HAA0
2232525.990000
PA
USD
2007997.950000
0.0440564781
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 2019-G
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G
63941JAA6
5658036.340000
PA
USD
5210407.580000
0.1143189452
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
2.4
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2020-C
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C
63941KAB1
13974418.690000
PA
USD
12828066.380000
0.2814541846
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
2.15
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-E
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-E
63941MAB7
3846301.660000
PA
USD
3622516.910000
0.0794798306
Long
ABS-O
CORP
US
N
2
2068-05-15
Fixed
2.64
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2020-G
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G
63941UAA1
1455305.410000
PA
USD
1285406.940000
0.0282024704
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.17
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2020-F
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F
63941XAA5
2417385.900000
PA
USD
2157232.870000
0.0473307668
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
1.22
N
N
N
N
N
N
Nelnet Student Loan Trust 2005-4
N/A
NELNET STUDENT LOAN TRUST 2005-4
64031QCJ8
2613326.190000
PA
USD
2476519.090000
0.0543360660
Long
ABS-O
CORP
US
N
2
2032-03-22
Floating
5.346
N
N
N
N
N
N
Nelnet Student Loan Trust 2020-1
N/A
NELNET STUDENT LOAN TRUST 2020-1
64034GAA8
1512804.390000
PA
USD
1493673.770000
0.0327719487
Long
ABS-O
CORP
US
N
2
2068-03-26
Floating
6.197
N
N
N
N
N
N
Nelnet Student Loan Trust 2021-D
N/A
NELNET STUDENT LOAN TRUST 2021-D
64034YAB7
2932811.130000
PA
USD
2647773.560000
0.0580934746
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
1.63
N
N
N
N
N
N
Nelnet Student Loan Trust 2021-C
N/A
NELNET STUDENT LOAN TRUST 2021-C
64035GAB5
8500373.320000
PA
USD
7538484.680000
0.1653981197
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
1.32
N
N
N
N
N
N
Neuberger Berman CLO XVII Ltd
549300XVEYZNG956Y145
NEUBERGER BERMAN CLO XVII LTD
64129UBS3
7867573.650000
PA
USD
7854529.840000
0.1723323084
Long
ABS-CBDO
CORP
KY
N
2
2029-04-22
Floating
6.704
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 26 Ltd
549300P0MOXZPIM3AS61
NEUBERGER BERMAN LOAN ADVISERS CLO 26 LTD
64131QAL4
7575000.000000
PA
USD
7447039.310000
0.1633917626
Long
ABS-CBDO
CORP
KY
N
2
2030-10-18
Floating
7.057
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 32 Ltd
5493007YBEOXQIHH3C54
NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD
64132DAJ7
14325000.000000
PA
USD
14309529.000000
0.3139582146
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
6.648
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2021-INV1
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV1
64829WAF1
4252097.390000
PA
USD
3615095.360000
0.0793169981
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.5
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2021-INV2
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2
64831GAG0
10630942.920000
PA
USD
9021085.410000
0.1979271204
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.5
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KBP4
3175000.000000
PA
USD
3183159.750000
0.0698401151
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.051
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KBS8
2175000.000000
PA
USD
2176829.180000
0.0477607196
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.749
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KBY5
9130000.000000
PA
USD
8218342.110000
0.1803145314
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.875
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KCG3
6955000.000000
PA
USD
6848011.240000
0.1502487875
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
4.45
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473PAN5
1560000.000000
PA
USD
1556541.480000
0.0341512976
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.25
N
N
N
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
NORDSTROM INC
655664AX8
1280000.000000
PA
USD
1259200.000000
0.0276274770
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
2.3
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
NORTHERN TRUST CORP
665859AP9
4035000.000000
PA
USD
3942747.800000
0.0865058563
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
3.95
N
N
N
N
N
N
Northwestern Mutual Global Funding
635400LZXFVELZDVP257
NORTHWESTERN MUTUAL GLOBAL FUNDING
66815L2K4
5950000.000000
PA
USD
5755619.450000
0.1262811660
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.35
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346AR6
2330000.000000
PA
USD
2211810.750000
0.0485282328
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.0
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346AX3
3585000.000000
PA
USD
3509693.490000
0.0770044284
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.95
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MBA5
2955000.000000
PA
USD
2908972.920000
0.0638243190
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.9
N
N
N
N
N
N
OCP CLO 2017-13 Ltd
254900M77QLN2EBJHE11
OCP CLO 2017-13 LTD
67097LAM8
5510000.000000
PA
USD
5439410.560000
0.1193433849
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
7.205
N
N
N
N
N
N
O Reilly Automotive Inc
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC
67103HAM9
4570000.000000
PA
USD
4622513.870000
0.1014202635
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
5.75
N
N
N
N
N
N
OBX 2019-EXP3 Trust
N/A
OBX 2019-EXP3 TRUST
67113ABB5
1005900.510000
PA
USD
976709.880000
0.0214295027
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
6.357
N
N
N
N
N
N
OBX 2020-INV1 Trust
N/A
OBX 2020-INV1 TRUST
67113CAE6
643841.610000
PA
USD
555551.870000
0.0121890856
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.5
N
N
N
N
N
N
OBX 2019-EXP2 Trust
N/A
OBX 2019-EXP2 TRUST
67113KAL2
214265.860000
PA
USD
205506.070000
0.0045089058
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Floating
5.502
N
N
N
N
N
N
OBX 2021-NQM1 Trust
N/A
OBX 2021-NQM1 TRUST
67114BAB3
2981327.710000
PA
USD
2409937.170000
0.0528752254
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.175
N
N
N
N
N
N
OBX 2023-NQM9 Trust
2549007JKD4UEFDCFB08
OBX 2023-NQM9 TRUST
673921AB8
430407.950000
PA
USD
435689.360000
0.0095592422
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
7.513
N
N
N
N
N
N
OBX 2020-EXP1 Trust
N/A
OBX 2020-EXP1 TRUST
67448TAP0
2349896.720000
PA
USD
2034161.540000
0.0446305204
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Variable
3.5
N
N
N
N
N
N
OBX 2020-EXP1 Trust
N/A
OBX 2020-EXP1 TRUST
67448TBF1
389208.550000
PA
USD
352958.020000
0.0077440753
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Floating
6.407
N
N
N
N
N
N
OBX 2020-EXP2 Trust
N/A
OBX 2020-EXP2 TRUST
67448VAF7
2708997.660000
PA
USD
2211523.560000
0.0485219317
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
3.0
N
N
N
N
N
N
OBX 2020-EXP2 Trust
N/A
OBX 2020-EXP2 TRUST
67448VAG5
408690.450000
PA
USD
332696.140000
0.0072995195
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
3.0
N
N
N
N
N
N
OBX 2020-EXP3 Trust
N/A
OBX 2020-EXP3 TRUST
67448WAP3
2291824.250000
PA
USD
1922000.130000
0.0421696430
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
3.0
N
N
N
N
N
N
Octane Receivables Trust 2023-1
N/A
OCTANE RECEIVABLES TRUST 2023-1
67571BAA1
510122.880000
PA
USD
508516.400000
0.0111571038
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
5.87
N
N
N
N
N
N
Octane Receivables Trust 2023-1
N/A
OCTANE RECEIVABLES TRUST 2023-1
67571BAB9
2695000.000000
PA
USD
2662609.870000
0.0584189907
Long
ABS-O
CORP
US
N
2
2029-07-20
Fixed
5.96
N
N
N
N
N
N
Octane Receivables Trust 2023-3
N/A
OCTANE RECEIVABLES TRUST 2023-3
67571CAC5
1570000.000000
PA
USD
1578886.830000
0.0346415658
Long
ABS-O
CORP
US
N
2
2029-07-20
Fixed
6.48
N
N
N
N
N
N
Octane Receivables Trust 2023-3
N/A
OCTANE RECEIVABLES TRUST 2023-3
67571CAD3
515000.000000
PA
USD
519834.870000
0.0114054367
Long
ABS-O
CORP
US
N
2
2029-08-20
Fixed
6.74
N
N
N
N
N
N
Octane Receivables Trust 2023-3
N/A
OCTANE RECEIVABLES TRUST 2023-3
67571CAE1
425000.000000
PA
USD
430377.480000
0.0094426969
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
7.58
N
N
N
N
N
N
Octane Receivables Trust 2022-1
N/A
OCTANE RECEIVABLES TRUST 2022-1
67571EAC1
5025000.000000
PA
USD
4905538.160000
0.1076299578
Long
ABS-O
CORP
US
N
2
2028-05-22
Fixed
4.9
N
N
N
N
N
N
Octane Receivables Trust 2021-2
N/A
OCTANE RECEIVABLES TRUST 2021-2
67578AAA6
1749346.100000
PA
USD
1698826.380000
0.0372730994
Long
ABS-O
CORP
US
N
2
2028-09-20
Fixed
1.21
N
N
N
N
N
N
Oceanview Mortgage Trust 2022-INV1
N/A
OCEANVIEW MORTGAGE TRUST 2022-INV1
67648BAE2
5556009.730000
PA
USD
4665996.420000
0.1023742924
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.5
N
N
N
N
N
N
ONE 2021-PARK Mortgage Trust
N/A
ONE 2021-PARK MORTGAGE TRUST
682413AC3
11219000.000000
PA
USD
10405354.370000
0.2282986729
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
6.387
N
N
N
N
N
N
ONE 2021-PARK Mortgage Trust
N/A
ONE 2021-PARK MORTGAGE TRUST
682413AE9
6005000.000000
PA
USD
5491092.100000
0.1204773037
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
6.537
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680BH5
4840000.000000
PA
USD
4879547.640000
0.1070597128
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.55
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP
68902VAH0
7965000.000000
PA
USD
7614882.500000
0.1670743261
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
2.056
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
OVINTIV INC
69047QAA0
5605000.000000
PA
USD
5602253.550000
0.1229162415
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.65
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
OWENS CORNING
690742AF8
795000.000000
PA
USD
750444.230000
0.0164651213
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.4
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475BH7
9110000.000000
PA
USD
9049081.430000
0.1985413670
Long
DBT
CORP
US
N
2
2025-10-28
Variable
5.671
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475BL8
7035000.000000
PA
USD
6860116.940000
0.1505143926
Long
DBT
CORP
US
N
2
2027-01-26
Variable
4.758
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475BQ7
2525000.000000
PA
USD
2521030.700000
0.0553126729
Long
DBT
CORP
US
N
2
2026-06-12
Variable
5.812
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308HM2
8205000.000000
PA
USD
7873009.290000
0.1727377568
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.5
N
N
N
N
N
N
Palmer Square CLO 2020-3 Ltd
549300IUW4WDDDVSMS20
PALMER SQUARE CLO 2020-3 LTD
69701RAL1
17285000.000000
PA
USD
17228996.080000
0.3780127807
Long
ABS-CBDO
CORP
JE
N
2
2031-11-15
Floating
6.721
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP
701094AQ7
11495000.000000
PA
USD
11352990.770000
0.2490902889
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65
N
N
N
N
N
N
PeaceHealth Obligated Group
N/A
PEACEHEALTH OBLIGATED GROUP
70462GAB4
1555000.000000
PA
USD
1425650.440000
0.0312794828
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.375
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
709599BF0
4905000.000000
PA
USD
4831194.470000
0.1059988201
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
3.45
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
709599BU7
5960000.000000
PA
USD
5933758.120000
0.1301896174
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
5.75
N
N
N
N
N
N
Perrigo Finance Unlimited Co
549300E86RB6YCTMRM83
PERRIGO FINANCE UNLIMITED CO
714295AC6
25290000.000000
PA
USD
24784200.000000
0.5437777289
Long
DBT
CORP
IE
N
2
2024-12-15
Fixed
3.9
N
N
N
N
N
N
Pfizer Investment Enterprises Pte Ltd
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE LTD
716973AC6
7090000.000000
PA
USD
6961429.940000
0.1527372505
Long
DBT
CORP
SG
N
2
2028-05-19
Fixed
4.45
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172CY3
5920000.000000
PA
USD
5878903.360000
0.1289860765
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
4.875
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO
723787AV9
4380000.000000
PA
USD
4359037.320000
0.0956394564
Long
DBT
CORP
US
N
2
2026-03-29
Fixed
5.1
N
N
N
N
N
N
POSCO
9884000N94NH7G6LQ816
POSCO
73730EAC7
6020000.000000
PA
USD
6026672.750000
0.1322282108
Long
DBT
CORP
KR
N
2
2026-01-17
Fixed
5.625
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
PRINCIPAL LIFE GLOBAL FUNDING II
74256LEK1
5795000.000000
PA
USD
5253358.740000
0.1152613151
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
0.875
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
PRINCIPAL LIFE GLOBAL FUNDING II
74256LEL9
4970000.000000
PA
USD
4881136.400000
0.1070945710
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
0.75
N
N
N
N
N
N
Progress Residential 2020-SFR3 Trust
N/A
PROGRESS RESIDENTIAL 2020-SFR3 TRUST
74333AAE0
2000000.000000
PA
USD
1829746.000000
0.0401455413
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
1.695
N
N
N
N
N
N
Progress Residential 2020-SFR2 Trust
N/A
PROGRESS RESIDENTIAL 2020-SFR2 TRUST
74333LAA4
1870693.530000
PA
USD
1762458.380000
0.0386692173
Long
ABS-O
CORP
US
N
2
2037-06-17
Fixed
2.078
N
N
N
N
N
N
Progress Residential 2022-SFR6 Trust
N/A
PROGRESS RESIDENTIAL 2022-SFR6 TRUST
74334DAA1
6835066.300000
PA
USD
6479797.320000
0.1421699902
Long
ABS-O
CORP
US
N
2
2039-07-20
Fixed
4.451
N
N
N
N
N
N
Public Storage Operating Co
549300LMZF40TKJ6DM64
PUBLIC STORAGE OPERATING CO
74460WAB3
4245000.000000
PA
USD
4245000.000000
0.0931374206
Long
DBT
CORP
US
N
2
2024-04-23
Floating
5.821527
N
N
N
N
N
N
Public Storage Operating Co
549300LMZF40TKJ6DM64
PUBLIC STORAGE OPERATING CO
74460WAF4
2435000.000000
PA
USD
2453759.240000
0.0538367035
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.125
N
N
N
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
QORVO INC
74739DAB0
3710000.000000
PA
USD
3552325.000000
0.0779397851
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75
N
N
N
N
N
N
RLGH Trust 2021-TROT
N/A
RLGH TRUST 2021-TROT
74969CAA5
5580000.000000
PA
USD
5438086.090000
0.1193143254
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
6.237
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME CORP
756109BQ6
1780000.000000
PA
USD
1770601.600000
0.0388478836
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
5.05
N
N
N
N
N
N
Regal Rexnord Corp
QH78R09VCJGQKPBPYU33
REGAL REXNORD CORP
758750AC7
4655000.000000
PA
USD
4645443.290000
0.1019233464
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.05
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC
760759AY6
1566000.000000
PA
USD
1433626.020000
0.0314544710
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.875
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC
760759BB5
2085000.000000
PA
USD
2072979.980000
0.0454822163
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.875
N
N
N
N
N
N
T Rowe Price Government Reserve Investment Fund
5493002Y0IYARJVQ5N24
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND
76105Y109
30774438.240000
NS
USD
30774438.240000
0.6752065484
Long
STIV
RF
US
N
1
N
N
N
T Rowe Price Government Reserve Investment Fund
5493002Y0IYARJVQ5N24
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral
76105YYY8
4002242.500000
NS
USD
4002242.500000
0.0878111998
Long
STIV
RF
US
N
1
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109CF6
10585000.000000
PA
USD
10198838.030000
0.2237676012
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
2.95
N
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109CG4
9100000.000000
PA
USD
8448740.300000
0.1853695827
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.2
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296AB9
15624000.000000
PA
USD
15414341.540000
0.3381983536
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.6
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296AF0
4540000.000000
PA
USD
4084937.640000
0.0896255725
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.875
N
N
N
N
N
N
SCG 2023-NASH Mortgage Trust
N/A
SCG 2023-NASH MORTGAGE TRUST
78398BAA9
4565000.000000
PA
USD
4559266.360000
0.1000325815
Long
ABS-MBS
CORP
US
N
2
2040-12-15
Floating
7.722
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAH3
2540000.000000
PA
USD
2490134.440000
0.0546347936
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
3.869
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAN0
9510000.000000
PA
USD
9161568.440000
0.2010093882
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.836
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAP5
2480000.000000
PA
USD
2274217.290000
0.0498974634
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.884
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAT7
4260000.000000
PA
USD
3744991.560000
0.0821669856
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.631
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAZ3
4150000.000000
PA
USD
4207921.010000
0.0923238890
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.599
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409VBH6
14680000.000000
PA
USD
13613439.280000
0.2986856584
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.45
N
N
N
N
N
N
SG Residential Mortgage Trust 2022-1
N/A
SG RESIDENTIAL MORTGAGE TRUST 2022-1
78433QAA3
3487770.520000
PA
USD
3050377.940000
0.0669268158
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.166
N
N
N
N
N
N
SMB Private Education Loan Trust 2014-A
549300XC4C7GRVLU6076
SMB PRIVATE EDUCATION LOAN TRUST 2014-A
784456AD7
1504483.570000
PA
USD
1505508.420000
0.0330316068
Long
ABS-O
CORP
US
N
2
2032-04-15
Floating
6.937
N
N
N
N
N
N
SMBC Aviation Capital Finance DAC
549300OD7VKRVNWB2J98
SMBC AVIATION CAPITAL FINANCE DAC
78448TAE2
4855000.000000
PA
USD
4805954.790000
0.1054450489
Long
DBT
CORP
IE
N
2
2024-04-15
Fixed
3.55
N
N
N
N
N
N
SMB Private Education Loan Trust 2020-PTB
N/A
SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB
78449DAB2
5760103.320000
PA
USD
5134284.800000
0.1126487733
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.6
N
N
N
N
N
N
SMB Private Education Loan Trust 2016-B
5493008SQ2WS8HE83M61
SMB PRIVATE EDUCATION LOAN TRUST 2016-B
78449GAB5
1221641.110000
PA
USD
1187233.220000
0.0260484899
Long
ABS-O
CORP
US
N
2
2032-02-17
Fixed
2.43
N
N
N
N
N
N
SMB Private Education Loan Trust 2016-C
54930027GONY06ZX8P67
SMB PRIVATE EDUCATION LOAN TRUST 2016-C
78449KAC4
1815770.130000
PA
USD
1815935.550000
0.0398425331
Long
ABS-O
CORP
US
N
2
2034-09-15
Floating
6.537
N
N
N
N
N
N
SMB Private Education Loan Trust 2018-B
549300INMCHM7L5O6M41
SMB PRIVATE EDUCATION LOAN TRUST 2018-B
78449LAC2
5309651.390000
PA
USD
5252577.950000
0.1152441841
Long
ABS-O
CORP
US
N
2
2037-01-15
Floating
6.157
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB PRIVATE EDUCATION LOAN TRUST
78449XAA0
1532196.280000
PA
USD
1365836.690000
0.0299671393
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29
N
N
N
N
N
N
SMB Private Education Loan Trust 2021-B
N/A
SMB PRIVATE EDUCATION LOAN TRUST 2021-B
78449YAA8
7533156.500000
PA
USD
6665447.610000
0.1462432503
Long
ABS-O
CORP
US
N
2
2051-07-17
Fixed
1.31
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC
785592AJ5
1287000.000000
PA
USD
1284812.100000
0.0281894193
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC
785592AM8
8540000.000000
PA
USD
8535730.000000
0.1872781802
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.625
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust 2021-B
N/A
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-B
802824AC6
3105000.000000
PA
USD
2976396.800000
0.0653036327
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
3.09
N
N
N
N
N
N
Santander Holdings USA Inc
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC
80282KBC9
5540000.000000
PA
USD
4965828.860000
0.1089527659
Long
DBT
CORP
US
N
2
2028-01-06
Variable
2.49
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2021-4
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4
80285VAF6
9480000.000000
PA
USD
8885628.650000
0.1949551314
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.67
N
N
N
N
N
N
Santander Retail Auto Lease Trust 2021-C
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2021-C
80286CAF7
5315000.000000
PA
USD
5171827.190000
0.1134724721
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.11
N
N
N
N
N
N
Santander Retail Auto Lease Trust 2021-B
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2021-B
80286DAG3
6710000.000000
PA
USD
6535101.170000
0.1433833843
Long
ABS-O
CORP
US
N
2
2025-11-20
Fixed
1.41
N
N
N
N
N
N
Santander Retail Auto Lease Trust 2020-B
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2020-B
80286RAG2
4050000.000000
PA
USD
4020752.930000
0.0882173279
Long
ABS-O
CORP
US
N
2
2025-10-20
Fixed
1.98
N
N
N
N
N
N
Santander Retail Auto Lease Trust 2021-A
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2021-A
80286TAF0
15370000.000000
PA
USD
15175291.300000
0.3329534719
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.14
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2020-4
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4
80286WAH9
11230000.000000
PA
USD
10762916.000000
0.2361437537
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
2.85
N
N
N
N
N
N
Santander Bank NA - SBCLN
N/A
SANTANDER BANK NA - SBCLN
80290CAE4
502482.860000
PA
USD
491030.820000
0.0107734615
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
1.833
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes Series 2022-B
N/A
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-B
80290CAY0
1577852.200000
PA
USD
1571070.120000
0.0344700633
Long
ABS-O
CORP
US
N
2
2032-08-16
Fixed
5.916
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes Series 2022-B
N/A
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-B
80290CBD5
2162887.250000
PA
USD
2146693.060000
0.0470995181
Long
ABS-O
CORP
US
N
2
2032-08-16
Fixed
5.587
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes Series 2022-C
N/A
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-C
80290CBE3
1560779.970000
PA
USD
1556259.640000
0.0341451139
Long
ABS-O
CORP
US
N
2
2032-12-15
Fixed
6.024
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes Series 2022-C
N/A
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-C
80290CBF0
1706015.420000
PA
USD
1705257.610000
0.0374142038
Long
ABS-O
CORP
US
N
2
2032-12-15
Fixed
6.451
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP/THE
808513AQ8
3330000.000000
PA
USD
3081731.850000
0.0676147363
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
3.2
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP/THE
808513BY0
16134000.000000
PA
USD
14647526.180000
0.3213740416
Long
DBT
CORP
US
N
2
2027-03-03
Fixed
2.45
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
SEMPRA
816851BN8
5035000.000000
PA
USD
4878325.910000
0.1070329074
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.3
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
SEMPRA
816851BQ1
2840000.000000
PA
USD
2844007.240000
0.0623989396
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.4
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH3
549300FECQ7XLTBL1027
SEQUOIA MORTGAGE TRUST 2018-CH3
81746WAU2
53975.350000
PA
USD
52431.640000
0.0011503764
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.5
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH2
N/A
SEQUOIA MORTGAGE TRUST 2018-CH2
81747EAC1
886797.550000
PA
USD
805988.120000
0.0176837820
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.0
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH2
N/A
SEQUOIA MORTGAGE TRUST 2018-CH2
81747EAW7
338742.190000
PA
USD
304851.980000
0.0066886047
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.0
N
N
N
N
N
N
7-Eleven Inc
549300K23JPL0SS3LB18
7-ELEVEN INC
817826AB6
4890000.000000
PA
USD
4841965.530000
0.1062351425
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.8
N
N
N
N
N
N
SG Residential Mortgage Trust 2020-2
N/A
SG RESIDENTIAL MORTGAGE TRUST 2020-2
81882JAA9
1356812.750000
PA
USD
1185507.270000
0.0260106217
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.381
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE
824348BR6
2980000.000000
PA
USD
2921437.040000
0.0640977881
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.25
N
N
N
N
N
N
Sierra Timeshare 2020-2 Receivables Funding LLC
N/A
SIERRA TIMESHARE 2020-2 RECEIVABLES FUNDING LLC
826525AC1
956451.100000
PA
USD
913356.760000
0.0200395036
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
3.51
N
N
N
N
N
N
Sierra Timeshare 2019-2 Receivables Funding LLC
N/A
SIERRA TIMESHARE 2019-2 RECEIVABLES FUNDING LLC
82652MAA8
1574853.890000
PA
USD
1540906.340000
0.0338082549
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
2.59
N
N
N
N
N
N
Sierra Timeshare 2019-3 Receivables Funding LLC
N/A
SIERRA TIMESHARE 2019-3 RECEIVABLES FUNDING LLC
82652NAA6
2348940.080000
PA
USD
2235657.980000
0.0490514529
Long
ABS-O
CORP
US
N
2
2036-08-20
Fixed
2.34
N
N
N
N
N
N
Sierra Timeshare 2019-1 Receivables Funding LLC
N/A
SIERRA TIMESHARE 2019-1 RECEIVABLES FUNDING LLC
82653EAA5
482383.020000
PA
USD
476493.030000
0.0104544951
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.2
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807DG9
3350000.000000
PA
USD
3253282.150000
0.0713786355
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
2.0
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA BANKEN AB
830505AX1
7645000.000000
PA
USD
7446184.130000
0.1633729996
Long
DBT
CORP
SE
N
2
2025-06-09
Fixed
3.7
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA
83368RAU6
1120000.000000
PA
USD
1086811.040000
0.0238451771
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
2.625
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
SOUTHERN CALIFORNIA GAS CO
842434CW0
5420000.000000
PA
USD
5045098.600000
0.1106919836
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.95
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO/THE
842587DC8
14724000.000000
PA
USD
14558708.380000
0.3194253347
Long
DBT
CORP
US
N
2
2024-08-01
Variable
4.475
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254BY5
3390000.000000
PA
USD
3365256.390000
0.0738354063
Long
DBT
CORP
GB
N
2
2025-01-12
Variable
0.991
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254CB4
520000.000000
PA
USD
511304.040000
0.0112182661
Long
DBT
CORP
GB
N
2
2025-03-23
Variable
1.214
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254CE8
3965000.000000
PA
USD
3792752.470000
0.0832148839
Long
DBT
CORP
GB
N
2
2025-11-23
Variable
1.822
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244BE8
5815000.000000
PA
USD
5778865.590000
0.1267911979
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2019-INV1
N/A
STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1
85572JAC1
2599232.700000
PA
USD
2481957.400000
0.0544553852
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.916
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2020-1
N/A
STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1
85573AAB1
2554683.720000
PA
USD
2374244.880000
0.0520921187
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.408
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2021-2
N/A
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2
85573HAA8
1995137.310000
PA
USD
1771931.720000
0.0388770671
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.943
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2021-4
N/A
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4
85573PAA0
8659458.920000
PA
USD
6986641.100000
0.1532903959
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.162
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477BZ5
3080000.000000
PA
USD
3045374.640000
0.0668170409
Long
DBT
CORP
US
N
2
2026-01-26
Variable
4.857
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477CB7
4620000.000000
PA
USD
4578761.880000
0.1004603230
Long
DBT
CORP
US
N
2
2026-05-18
Variable
5.104
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477CD3
7550000.000000
PA
USD
7531781.850000
0.1652510563
Long
DBT
CORP
US
N
2
2026-08-03
Fixed
5.272
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
STEEL DYNAMICS INC
858119BJ8
5070000.000000
PA
USD
4898887.500000
0.1074840390
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.8
N
N
N
N
N
N
Stellantis Finance US Inc
549300QZ0AI8Q7LNON33
STELLANTIS FINANCE US INC
85855CAA8
5790000.000000
PA
USD
5141444.730000
0.1128058658
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
1.711
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
86765BAN9
455000.000000
PA
USD
452270.000000
0.0099230297
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL
87165BAD5
16585000.000000
PA
USD
16306819.800000
0.3577797725
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25
N
N
N
N
N
N
Symphony CLO XVII Ltd
549300X84MR2MGY6OR68
SYMPHONY CLO XVII LTD
87165UAN1
527023.830000
PA
USD
526802.000000
0.0115582990
Long
ABS-CBDO
CORP
KY
N
2
2028-04-15
Floating
6.535
N
N
N
N
N
N
Symphony CLO XXIII Ltd
54930001DQI1CFLYVB48
SYMPHONY CLO XXIII LTD
87167NDC6
3605000.000000
PA
USD
3597236.560000
0.0789251671
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
6.675
N
N
N
N
N
N
Symphony CLO XXVI Ltd
N/A
SYMPHONY CLO XXVI LTD
87190GAC5
4230000.000000
PA
USD
4199661.760000
0.0921426770
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
6.757
N
N
N
N
N
N
Symphony Static CLO I Ltd
N/A
SYMPHONY STATIC CLO I LTD
87190TAC7
11545000.000000
PA
USD
11244661.560000
0.2467134919
Long
ABS-CBDO
CORP
KY
N
2
2029-10-25
Floating
7.09
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABB0
7685000.000000
PA
USD
7480310.030000
0.1641217388
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.5
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABU8
2755000.000000
PA
USD
2589606.330000
0.0568172565
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.625
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
TAKE-TWO INTERACTIVE SOFTWARE INC
874054AE9
242000.000000
PA
USD
240015.600000
0.0052660622
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.3
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
TAKE-TWO INTERACTIVE SOFTWARE INC
874054AF6
3135000.000000
PA
USD
3048461.460000
0.0668847673
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
TAKE-TWO INTERACTIVE SOFTWARE INC
874054AJ8
7055000.000000
PA
USD
7001099.800000
0.1536076270
Long
DBT
CORP
US
N
2
2026-03-28
Fixed
5.0
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
TAPESTRY INC
876030AB3
940000.000000
PA
USD
951986.880000
0.0208870677
Long
DBT
CORP
US
N
2
2025-11-27
Fixed
7.05
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
TAPESTRY INC
876030AC1
1130000.000000
PA
USD
1140005.020000
0.0250122796
Long
DBT
CORP
US
N
2
2026-11-27
Fixed
7.0
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
TARGA RESOURCES CORP 4/2 144A CP 0.0000 20231218
000000000
12090000.000000
PA
USD
12058550.890000
0.2645706304
Long
DBT
CORP
US
N
2
2023-12-18
None
0.0
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89115A2J0
12675000.000000
PA
USD
12531379.580000
0.2749447280
Long
DBT
CORP
CA
N
2
2024-09-13
Fixed
4.285
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89115A2S0
11650000.000000
PA
USD
11703450.200000
0.2567795438
Long
DBT
CORP
CA
N
2
2026-07-17
Fixed
5.532
N
N
N
N
N
N
Towd Point Mortgage Trust 2017-3
N/A
TOWD POINT MORTGAGE TRUST 2017-3
89169DAA9
819073.740000
PA
USD
801635.990000
0.0175882941
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75
N
N
N
N
N
N
Towd Point Mortgage Trust 2017-1
N/A
TOWD POINT MORTGAGE TRUST 2017-1
89173FAA8
156610.600000
PA
USD
155353.640000
0.0034085365
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75
N
N
N
N
N
N
Towd Point Mortgage Trust 2017-2
N/A
TOWD POINT MORTGAGE TRUST 2017-2
89173HAA4
26580.760000
PA
USD
26467.400000
0.0005807080
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.75
N
N
N
N
N
N
Towd Point Mortgage Trust 2018-1
N/A
TOWD POINT MORTGAGE TRUST 2018-1
89176EAA8
648406.650000
PA
USD
625188.570000
0.0137169495
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.0
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD
89352HBE8
11255000.000000
PA
USD
11224904.130000
0.2462800040
Long
DBT
CORP
CA
N
2
2026-03-09
Fixed
6.203
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89788MAF9
6125000.000000
PA
USD
6006003.500000
0.1317747171
Long
DBT
CORP
US
N
2
2025-06-09
Floating
5.78477
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AH1
3200000.000000
PA
USD
2835977.600000
0.0622227653
Long
DBT
CORP
CH
N
2
2027-08-10
Variable
1.494
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AM0
2465000.000000
PA
USD
2408699.400000
0.0528480681
Long
DBT
CORP
CH
N
2
2026-05-12
Variable
4.488
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
902613AR9
6380000.000000
PA
USD
6304805.320000
0.1383305783
Long
DBT
CORP
CH
N
2
2025-08-05
Variable
4.49
N
N
N
N
N
N
UWM Mortgage Trust 2021-INV2
N/A
UWM MORTGAGE TRUST 2021-INV2
90354TAD1
2111105.780000
PA
USD
1779811.010000
0.0390499427
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.5
N
N
N
N
N
N
UWM Mortgage Trust 2021-INV5
N/A
UWM MORTGAGE TRUST 2021-INV5
90355DAE3
2498254.660000
PA
USD
2095098.060000
0.0459674980
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
2.5
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJF8
13020000.000000
PA
USD
12519719.520000
0.2746889005
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.548
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJH4
4020000.000000
PA
USD
3994798.620000
0.0876478773
Long
DBT
CORP
US
N
2
2026-10-21
Variable
5.727
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CEQ0
430000.000000
PA
USD
416696.880000
0.0091425377
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.75
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CFW6
136205000.000000
PA
USD
135630385.160000
2.9757984045
Long
DBT
UST
US
N
2
2025-11-15
Fixed
4.5
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CGA3
56960000.000000
PA
USD
56194600.000000
1.2329375960
Long
DBT
UST
US
N
2
2025-12-15
Fixed
4.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CGU9
665000.000000
PA
USD
655232.810000
0.0143761352
Long
DBT
UST
US
N
2
2025-03-31
Fixed
3.875
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CHL8
6560000.000000
PA
USD
6534375.000000
0.1433674517
Long
DBT
UST
US
N
2
2025-06-30
Fixed
4.625
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CHV6
56775000.000000
PA
USD
56943550.780000
1.2493699503
Long
DBT
UST
US
N
2
2025-08-31
Fixed
5.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CJB8
314475000.000000
PA
USD
315605144.530000
6.9245345315
Long
DBT
UST
US
N
2
2025-09-30
Fixed
5.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CJE2
228150000.000000
PA
USD
229183804.690000
5.0284071636
Long
DBT
UST
US
N
2
2025-10-31
Fixed
5.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CJK8
15050000.000000
PA
USD
15115843.750000
0.3316491630
Long
DBT
UST
US
N
2
2026-11-15
Fixed
4.625
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PEG3
7965000.000000
PA
USD
7665691.230000
0.1681890950
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.7
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PEN8
6730000.000000
PA
USD
6757916.040000
0.1482720538
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.15
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PEP3
4825000.000000
PA
USD
4901418.350000
0.1075395671
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.25
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PEU2
9500000.000000
PA
USD
9248924.500000
0.2029260238
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204BA5
8392000.000000
PA
USD
7917222.600000
0.1737078189
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
2.4
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204BB3
5330000.000000
PA
USD
4767716.980000
0.1046060923
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
2.8
N
N
N
N
N
N
Verdant Receivables 2023-1 LLC
N/A
VERDANT RECEIVABLES 2023-1 LLC
92339GAB9
5325000.000000
PA
USD
5317204.200000
0.1166621164
Long
ABS-O
CORP
US
N
2
2031-01-13
Fixed
6.24
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VDD3
11075000.000000
PA
USD
10403146.200000
0.2282502245
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.625
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFS8
11600000.000000
PA
USD
10664796.400000
0.2339909606
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGG3
9810000.000000
PA
USD
9018058.320000
0.1978607045
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
1.45
N
N
N
N
N
N
Verus Securitization Trust 2019-INV2
N/A
VERUS SECURITIZATION TRUST 2019-INV2
92537HAA9
1064383.840000
PA
USD
1028855.350000
0.0225736003
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.913
N
N
N
N
N
N
Verus Securitization Trust 2021-1
N/A
VERUS SECURITIZATION TRUST 2021-1
92537QAE1
1706061.270000
PA
USD
1434812.710000
0.0314805076
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.052
N
N
N
N
N
N
Verus Securitization Trust 2021-1
N/A
VERUS SECURITIZATION TRUST 2021-1
92537QAF8
1008050.110000
PA
USD
848246.550000
0.0186109530
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.155
N
N
N
N
N
N
Verus Securitization Trust 2020-INV1
N/A
VERUS SECURITIZATION TRUST 2020-INV1
92537TAA3
84505.650000
PA
USD
83346.280000
0.0018286590
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
1.977
N
N
N
N
N
N
Verus Securitization Trust 2021-R1
N/A
VERUS SECURITIZATION TRUST 2021-R1
92538BAB9
677078.160000
PA
USD
607696.610000
0.0133331672
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
1.057
N
N
N
N
N
N
Verus Securitization Trust 2020-5
N/A
VERUS SECURITIZATION TRUST 2020-5
92538CAC5
991880.480000
PA
USD
905189.030000
0.0198602995
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.733
N
N
N
N
N
N
Verus Securitization Trust 2021-R2
N/A
VERUS SECURITIZATION TRUST 2021-R2
92538DAA7
2443378.290000
PA
USD
2111761.280000
0.0463330974
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
0.918
N
N
N
N
N
N
Verus Securitization Trust 2021-2
N/A
VERUS SECURITIZATION TRUST 2021-2
92538FAA2
2346293.370000
PA
USD
1957575.670000
0.0429501881
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.031
N
N
N
N
N
N
Verus Securitization Trust 2021-5
N/A
VERUS SECURITIZATION TRUST 2021-5
92538KAC7
3019009.180000
PA
USD
2322150.610000
0.0509491444
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.373
N
N
N
N
N
N
Verus Securitization Trust 2022-1
N/A
VERUS SECURITIZATION TRUST 2022-1
92538WAC1
8210299.620000
PA
USD
6929854.130000
0.1520444614
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
3.288
N
N
N
N
N
N
Verus Securitization Trust 2022-6
N/A
VERUS SECURITIZATION TRUST 2022-6
92539AAA2
4829950.760000
PA
USD
4663797.560000
0.1023260483
Long
ABS-MBS
CORP
US
N
2
2067-06-25
Variable
4.91
N
N
N
N
N
N
Verus Securitization Trust 2023-6
984500915DDB7T2ACA27
VERUS SECURITIZATION TRUST 2023-6
92539XAB0
3016039.850000
PA
USD
3018179.130000
0.0662203578
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Variable
6.939
N
N
N
N
N
N
Verus Securitization Trust 2023-7
213800W65K5FH3AI2J91
VERUS SECURITIZATION TRUST 2023-7
92539YAB8
6014870.850000
PA
USD
6057441.100000
0.1329032837
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
7.272
N
N
N
N
N
N
Verus Securitization Trust 2023-INV3
9845008F97BFO762AF95
VERUS SECURITIZATION TRUST 2023-INV3
92540CAB3
4235000.000000
PA
USD
4254809.210000
0.0933526396
Long
ABS-MBS
CORP
US
N
2
2068-11-25
Variable
7.33
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VIATRIS INC
92556VAB2
12497000.000000
PA
USD
11708626.760000
0.2568931202
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VIATRIS INC
92556VAC0
5092000.000000
PA
USD
4492523.930000
0.0985682193
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.3
N
N
N
N
N
N
Vista Point Securitization Trust 2020-2
N/A
VISTA POINT SECURITIZATION TRUST 2020-2
92838TAC5
667121.840000
PA
USD
604298.780000
0.0132586171
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
2.496
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC
92840VAD4
30800000.000000
PA
USD
30153200.000000
0.6615762710
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC
92840VAL6
8015000.000000
PA
USD
7875947.770000
0.1728022285
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
5.125
N
N
N
N
N
N
Viterra Finance BV
213800HBZGEIZLKJBI17
VITERRA FINANCE BV
92852LAC3
7230000.000000
PA
USD
7024328.190000
0.1541172695
Long
DBT
CORP
NL
N
2
2027-04-21
Fixed
4.9
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668BR2
5185000.000000
PA
USD
5042034.000000
0.1106247447
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
3.95
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668BU5
4550000.000000
PA
USD
4555000.450000
0.0999389853
Long
DBT
CORP
US
N
2
2025-09-12
Fixed
5.8
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668BV3
3870000.000000
PA
USD
3869887.770000
0.0849072709
Long
DBT
CORP
US
N
2
2026-09-12
Fixed
5.7
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668CA8
4520000.000000
PA
USD
4557660.640000
0.0999973512
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
6.0
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP CAREY INC
92936UAA7
8290000.000000
PA
USD
8241884.840000
0.1808310706
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.6
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities 2020-RR1 Trust
N/A
WELLS FARGO MORTGAGE BACKED SECURITIES 2020-RR1 TRUST
949796AS5
501121.010000
PA
USD
407566.380000
0.0089422100
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.0
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-NXS2
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2
94989MAB5
872446.230000
PA
USD
843607.870000
0.0185091781
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Fixed
3.02
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2N2
5935000.000000
PA
USD
5634611.850000
0.1236261988
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.188
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2V4
4850000.000000
PA
USD
4546069.900000
0.0997430446
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.526
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2X0
7870000.000000
PA
USD
7663601.380000
0.1681432426
Long
DBT
CORP
US
N
2
2026-04-25
Variable
3.908
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U3C5
7470000.000000
PA
USD
7320323.610000
0.1606115569
Long
DBT
CORP
US
N
2
2026-08-15
Variable
4.54
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities 2021-RR1 Trust
N/A
WELLS FARGO MORTGAGE BACKED SECURITIES 2021-RR1 TRUST
95003JAC9
8645549.180000
PA
USD
7378064.980000
0.1618784314
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
2.5
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
WESTERN UNION CO/THE
959802AY5
16803000.000000
PA
USD
16203821.820000
0.3555199453
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
2.85
N
N
N
N
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
WESTLAKE CORP
960413AX0
5460000.000000
PA
USD
5260895.640000
0.1154266784
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.875
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-LC14
549300QGM7D5K3CV2643
WFRBS COMMERCIAL MORTGAGE TRUST 2014-LC14
96221TAE7
4898472.320000
PA
USD
4884058.570000
0.1071586849
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Fixed
4.045
N
N
N
N
N
N
Wheels Fleet Lease Funding 1 LLC
549300BSFY0E0XXREF43
WHEELS FLEET LEASE FUNDING 1 LLC
96328GBG1
9280000.000000
PA
USD
9278797.310000
0.2035814482
Long
ABS-O
CORP
US
N
2
2038-08-18
Fixed
6.46
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE
969457CH1
11725000.000000
PA
USD
11696883.450000
0.2566354661
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.4
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
WORKDAY INC
98138HAG6
3450000.000000
PA
USD
3275588.700000
0.0718680524
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.5
N
N
N
N
N
N
World Omni Select Auto Trust 2020-A
N/A
WORLD OMNI SELECT AUTO TRUST 2020-A
98163DAE8
1716952.260000
PA
USD
1703879.900000
0.0373839762
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.84
N
N
N
N
N
N
World Omni Select Auto Trust 2020-A
N/A
WORLD OMNI SELECT AUTO TRUST 2020-A
98163DAF5
4660000.000000
PA
USD
4541886.240000
0.0996512530
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
1.25
N
N
N
N
N
N
World Omni Auto Receivables Trust 2020-A
N/A
WORLD OMNI AUTO RECEIVABLES TRUST 2020-A
98163MAG3
3390000.000000
PA
USD
3343489.880000
0.0733578382
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.64
N
N
N
N
N
N
World Omni Auto Receivables Trust 2022-A
N/A
WORLD OMNI AUTO RECEIVABLES TRUST 2022-A
98164GAF7
4240000.000000
PA
USD
3936006.420000
0.0863579471
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
2.55
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978VAU7
6720000.000000
PA
USD
6705888.000000
0.1471305326
Long
DBT
CORP
US
N
2
2025-11-14
Fixed
5.4
N
N
N
N
N
N
QNB Finance Ltd
549300MY0DXTHQEX5O57
QNB FINANCE LTD
AX8006402
8635000.000000
PA
USD
8563890.780000
0.1878960418
Long
DBT
CORP
KY
N
2
2024-03-28
Fixed
3.5
N
N
N
N
N
N
HPHT Finance 19 Ltd
254900U58MWSWY66P584
HPHT FINANCE 19 LTD
ZQ3747594
9234000.000000
PA
USD
9003150.000000
0.1975336085
Long
DBT
CORP
KY
N
2
2024-11-05
Fixed
2.875
N
N
N
N
N
N
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
SCRYQ25DTVRHYYMM6P89
BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND
BH8025505
8000000.000000
PA
USD
7936828.640000
0.1741379852
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.375
N
N
N
N
N
N
POSCO
9884000N94NH7G6LQ816
POSCO
BY0800403
7200000.000000
PA
USD
7057203.340000
0.1548385667
Long
DBT
CORP
KR
N
2
2025-08-04
Fixed
4.375
N
N
N
N
N
N
QNB Finance Ltd
549300MY0DXTHQEX5O57
QNB FINANCE LTD
BJ2959366
4765000.000000
PA
USD
4546462.810000
0.0997516652
Long
DBT
CORP
KY
N
2
2025-05-12
Fixed
2.625
N
N
N
N
N
N
HPHT Finance 21 II Ltd
254900SLH6EYTB8QK559
HPHT FINANCE 21 II LTD
BR4365655
6650000.000000
PA
USD
5975158.000000
0.1310979514
Long
DBT
CORP
KY
N
2
2026-09-17
Fixed
1.5
N
N
N
N
N
N
Bharat Petroleum Corp Ltd
8GRDBX1TJ0PU5NCSHT72
BHARAT PETROLEUM CORP LTD
EK8698384
11900000.000000
PA
USD
11627235.460000
0.2551073544
Long
DBT
CORP
IN
N
2
2025-05-08
Fixed
4.0
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) MAR24
000000000
-152.000000
NC
USD
-118965.840000
-0.0026101700
N/A
DIR
CORP
US
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
United States Treasury Note/Bond
US TREASURY N/B
2024-03-28
-16122471.280000
USD
-118965.840000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
OMNICOM GROUP INC / OMNICOM CAPITAL INC CDS 12/20/2024
000000000
1.000000
NC
USD
-74659.380000
-0.0016380641
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
Omnicom Group Inc / Omnicom Capital Inc
OMNICOM GROUP INC
Y
Default Event
2024-12-20
0.000000
USD
-46622.800000
USD
-6875000.000000
USD
-28036.580000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
OMNICOM GROUP INC / OMNICOM CAPITAL INC CDS 12/20/2024
000000000
1.000000
NC
USD
-74659.380000
-0.0016380641
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
Omnicom Group Inc / Omnicom Capital Inc
OMNICOM GROUP INC
Y
Default Event
2024-12-20
0.000000
USD
-46620.130000
USD
-6875000.000000
USD
-28039.250000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GENERAL MILLS INC CDS 12/20/2024
000000000
1.000000
NC
USD
-74985.320000
-0.0016452154
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
GENERAL MILLS INC
Y
Default Event
2024-12-20
0.000000
USD
-45926.420000
USD
-6875000.000000
USD
-29058.900000
N
N
N
CITIBANK
E57ODZWZ7FF32TWEFA76
GENERAL MILLS INC CDS 12/20/2024
000000000
1.000000
NC
USD
-75672.450000
-0.0016602914
N/A
DCR
CORP
US
N
2
CITIBANK
E57ODZWZ7FF32TWEFA76
CITIBANK
GENERAL MILLS INC
Y
Default Event
2024-12-20
0.000000
USD
-46340.480000
USD
-6938000.000000
USD
-29331.970000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GENERAL MILLS INC CDS 12/20/2024
000000000
1.000000
NC
USD
-75694.270000
-0.0016607701
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
GENERAL MILLS INC
Y
Default Event
2024-12-20
0.000000
USD
-47044.900000
USD
-6940000.000000
USD
-28649.370000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
GENERAL MILLS INC CDS 12/20/2024
000000000
1.000000
NC
USD
-52975.080000
-0.0011622997
N/A
DCR
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
GENERAL MILLS INC
Y
Default Event
2024-12-20
0.000000
USD
-32441.010000
USD
-4857000.000000
USD
-20534.070000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CMBX AAA CDSI S13 12/16/2072
000000000
1.000000
NC
USD
838581.000000
0.0183988861
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
Markit CMBX NA AAA
Y
Default Event
2072-12-16
1575532.690000
USD
0.000000
USD
-56976000.000000
USD
-736951.690000
N
N
N
N/A
N/A
US 2YR NOTE (CBT) MAR24
000000000
5190.000000
NC
USD
2749817.700000
0.0603323740
N/A
DIR
CORP
US
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Long
United States Treasury Note/Bond
US TREASURY N/B
2024-03-28
1058402450.520000
USD
2749817.700000
N
N
N
N/A
N/A
US 10YR NOTE (CBT)MAR24
000000000
-897.000000
NC
USD
-428757.030000
-0.0094071434
N/A
DIR
CORP
US
N
1
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Short
United States Treasury Note/Bond
US TREASURY N/B
2024-03-19
-98059044.330000
USD
-428757.030000
N
N
N
N/A
N/A
US 10YR ULTRA FUT MAR24
000000000
-898.000000
NC
USD
-562525.160000
-0.0123420830
N/A
DIR
CORP
US
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
United States Treasury Note/Bond
US TREASURY N/B
2024-03-19
-101374510.580000
USD
-562525.160000
N
N
N
N/A
N/A
US ULTRA BOND CBT MAR24
000000000
-183.000000
NC
USD
-426305.820000
-0.0093533627
N/A
DIR
CORP
US
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
United States Treasury Note/Bond
US TREASURY N/B
2024-03-19
-22082694.180000
USD
-426305.820000
N
N
N
2024-01-02
T. ROWE PRICE SHORT-TERM BOND FUND, INC.
/s/ Alan Dupski
Alan Dupski
Treasurer & Vice President