0000731890-24-000014.txt : 20240126
0000731890-24-000014.hdr.sgml : 20240126
20240126091614
ACCESSION NUMBER: 0000731890-24-000014
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: 24564463
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
S000039055
T. Rowe Price Ultra Short-Term Bond Fund
C000119983
T. Rowe Price Ultra Short-Term Bond Fund
TRBUX
C000193195
T. Rowe Price Ultra Short-Term Bond Fund-I Class
TRSTX
C000225825
T. Rowe Price Ultra Short-Term Bond Fund-Z Class
TRZWX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000731890
XXXXXXXX
S000039055
C000193195
C000225825
C000119983
T. ROWE PRICE SHORT-TERM BOND FUND, INC.
811-03894
0000731890
549300C2B2KYI619RG43
100 East Pratt Street
Baltimore
21202
410-345-2000
T. Rowe Price Ultra Short-Term Bond Fund
S000039055
549300KJPJ2IQ3OSSV02
2024-05-31
2023-11-30
N
2260679514.190000
39392833.110000
2221286681.080000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
153853.230000
USD
JPY
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
00084DBA7
4000000.000000
PA
USD
4011616.000000
0.1805987509
Long
DBT
CORP
NL
N
2
2027-09-18
Variable
6.339
N
N
N
N
N
N
APA Infrastructure Ltd
261700SS8OEHDOCOUJ33
APA INFRASTRUCTURE LTD
00205GAB3
5000000.000000
PA
USD
4892650.000000
0.2202619789
Long
DBT
CORP
AU
N
2
2025-03-23
Fixed
4.2
N
N
N
N
N
N
ARI Fleet Lease Trust 2021-A
N/A
ARI FLEET LEASE TRUST 2021-A
00217FAB1
559182.480000
PA
USD
557346.290000
0.0250911463
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
0.37
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCX5
5428000.000000
PA
USD
5317230.800000
0.2393761618
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.8
N
N
N
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC
00751YAH9
3070000.000000
PA
USD
3028410.710000
0.1363358785
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
2000000.000000
PA
USD
1994132.000000
0.0897737342
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
7230000.000000
PA
USD
6933418.170000
0.3121352246
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
4530000.000000
PA
USD
4552500.510000
0.2049488051
Long
DBT
CORP
IE
N
2
2027-01-15
Fixed
6.1
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP 4/A 144A CP 0.0000 20231201
000000000
15000000.000000
PA
USD
14997619.650000
0.6751771294
Long
DBT
CORP
US
N
2
2023-12-01
None
0.0
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NAV2
6400000.000000
PA
USD
6339712.000000
0.2854071946
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.125
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBH2
7200000.000000
PA
USD
7110871.200000
0.3201239741
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.875
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST 2023-A
N/A
ALLY AUTO RECEIVABLES TRUST 2023-A
02008NAB3
6166284.200000
PA
USD
6172082.970000
0.2778607112
Long
ABS-O
CORP
US
N
2
2034-01-17
Fixed
6.15
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST 2023-A
N/A
ALLY AUTO RECEIVABLES TRUST 2023-A
02008NAC1
3713605.000000
PA
USD
3690922.670000
0.1661614731
Long
ABS-O
CORP
US
N
2
2034-01-17
Fixed
6.01
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER CO INC
02557TAD1
5967000.000000
PA
USD
5961486.490000
0.2683798782
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.699
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XAZ3
6014000.000000
PA
USD
5768580.690000
0.2596954612
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
15675000.000000
PA
USD
14286085.280000
0.6431445973
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.6
N
N
N
N
N
N
Angel Oak Mortgage Trust 2019-5
N/A
ANGEL OAK MORTGAGE TRUST 2019-5
03464KAA6
922085.930000
PA
USD
883547.810000
0.0397763971
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Variable
2.593
N
N
N
N
N
N
Angel Oak Mortgage Trust 2021-2
N/A
ANGEL OAK MORTGAGE TRUST 2021-2
03465DAA1
4656174.310000
PA
USD
3790765.650000
0.1706562994
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.985
N
N
N
N
N
N
ARI Fleet Lease Trust 2023-B
N/A
ARI FLEET LEASE TRUST 2023-B
04033GAB3
4165000.000000
PA
USD
4181649.590000
0.1882534850
Long
ABS-O
CORP
US
N
2
2032-07-15
Fixed
6.05
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING
04685A2L4
4103000.000000
PA
USD
3923575.810000
0.1766352738
Long
DBT
CORP
US
N
2
2025-01-14
Fixed
2.5
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING
04685A2X8
5000000.000000
PA
USD
4989635.000000
0.2246281420
Long
DBT
CORP
US
N
2
2024-05-24
Floating
1.11
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING
04685A3H2
9850000.000000
PA
USD
9754159.500000
0.4391220450
Long
DBT
CORP
US
N
2
2025-01-07
Floating
6.050346
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING
04685A3J8
5000000.000000
PA
USD
4949935.000000
0.2228408896
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
2.514
N
N
N
N
N
N
Austin Fairmont Hotel Trust 2019-FAIR
N/A
AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR
05223HAA0
9525000.000000
PA
USD
9464447.670000
0.4260795219
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Floating
6.42
N
N
N
N
N
N
BINOM Securitization Trust 2021-INV1
N/A
BINOM SECURITIZATION TRUST 2021-INV1
05552UAA2
9967071.830000
PA
USD
8350086.860000
0.3759121653
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
2.034
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX COMMERCIAL MORTGAGE TRUST 2019-XL
056054AA7
1201424.170000
PA
USD
1198373.510000
0.0539495203
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.357
N
N
N
N
N
N
BX Trust 2021-ARIA
N/A
BX TRUST 2021-ARIA
05608RAA3
3100000.000000
PA
USD
3010857.950000
0.1355456716
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.337
N
N
N
N
N
N
N/A
N/A
BACARDI MARTINI 4/2 144A CP 6.0000 20231206
000000000
3500000.000000
PA
USD
3496833.340000
0.1574237747
Long
DBT
CORP
US
N
2
2023-12-06
None
0.0
N
N
N
N
N
N
N/A
N/A
BACARDI MARTINI 4/2 144A CP 5.9500 20231219
000000000
9500000.000000
PA
USD
9472435.280000
0.4264391157
Long
DBT
CORP
US
N
2
2023-12-19
None
0.0
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GFU8
4900000.000000
PA
USD
4776441.600000
0.2150303984
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJU4
15000000.000000
PA
USD
14960220.000000
0.6734934364
Long
DBT
CORP
US
N
2
2025-04-22
Floating
6.03993
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06367WYQ0
10000000.000000
PA
USD
9977180.000000
0.4491621944
Long
DBT
CORP
CA
N
2
2024-07-09
Floating
5.654834
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
06675FBA4
14800000.000000
PA
USD
14857350.000000
0.6688623367
Long
DBT
CORP
FR
N
2
2026-07-13
Fixed
5.896
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EAC9
11420000.000000
PA
USD
11225460.300000
0.5053584661
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
4.375
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBZ7
8300000.000000
PA
USD
8140332.900000
0.3664692617
Long
DBT
CORP
GB
N
2
2026-08-09
Variable
5.304
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING
10921U2A5
970000.000000
PA
USD
952386.740000
0.0428754536
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
10921U2B3
18003000.000000
PA
USD
17952123.520000
0.8081857994
Long
DBT
CORP
US
N
2
2024-04-12
Floating
6.1186
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING
10921U2H0
5000000.000000
PA
USD
4761110.000000
0.2143401858
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
1.75
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAA1
5300000.000000
PA
USD
5146914.800000
0.2317087139
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAC7
1900000.000000
PA
USD
1813610.800000
0.0816468588
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.125
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAF0
605000.000000
PA
USD
595580.760000
0.0268124221
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
BROWN & BROWN INC
115236AA9
2850000.000000
PA
USD
2807563.500000
0.1263935684
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.2
N
N
N
N
N
N
BX Commercial Mortgage Trust 2020-VKNG
N/A
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG
12433YAA5
3876195.490000
PA
USD
3838385.140000
0.1728000790
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
6.367
N
N
N
N
N
N
CDW LLC / CDW Finance Corp
N/A
CDW LLC / CDW FINANCE CORP
12513GBA6
3675000.000000
PA
USD
3642843.750000
0.1639970104
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.5
N
N
N
N
N
N
COMM 2014-LC15 Mortgage Trust
N/A
COMM 2014-LC15 MORTGAGE TRUST
12591TAE6
6135370.650000
PA
USD
6104300.520000
0.2748092163
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Fixed
4.006
N
N
N
N
N
N
COMM 2014-CCRE21 Mortgage Trust
N/A
COMM 2014-CCRE21 MORTGAGE TRUST
12592RBF5
482273.220000
PA
USD
471154.410000
0.0212108781
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Fixed
3.528
N
N
N
N
N
N
COLT 2020-3 Mortgage Loan Trust
N/A
COLT 2020-3 MORTGAGE LOAN TRUST
12597QAA4
1057063.640000
PA
USD
986337.520000
0.0444038821
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
1.506
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GROUP INC
12621EAK9
8012000.000000
PA
USD
7931880.000000
0.3570849304
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
12803RAB0
11450000.000000
PA
USD
11544027.400000
0.5197000233
Long
DBT
CORP
ES
N
2
2027-09-13
Variable
6.684
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
13607GRT3
6257000.000000
PA
USD
6257000.000000
0.2816835870
Long
DBT
CORP
CA
N
2
2023-12-14
Floating
5.742356
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURC 4/2 144A CP 0.0000 20231222
000000000
19700000.000000
PA
USD
19627057.800000
0.8835895865
Long
DBT
CORP
US
N
2
2023-12-22
None
0.0
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HBZ7
1890000.000000
PA
USD
1834651.350000
0.0825940823
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
14040HCM5
7060000.000000
PA
USD
6655518.480000
0.2996244716
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
14040HCR4
10000000.000000
PA
USD
9958350.000000
0.4483144875
Long
DBT
CORP
US
N
2
2025-05-09
Floating
6.686539
N
N
N
N
N
N
CarMax Auto Owner Trust 2020-4
N/A
CARMAX AUTO OWNER TRUST 2020-4
14316HAE2
500000.000000
PA
USD
474319.900000
0.0213533851
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.85
N
N
N
N
N
N
Carmax Auto Owner Trust 2023-3
N/A
CARMAX AUTO OWNER TRUST 2023-3
14319BAC6
1660000.000000
PA
USD
1660010.960000
0.0747319549
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.28
N
N
N
N
N
N
Carmax Auto Owner Trust 2023-3
N/A
CARMAX AUTO OWNER TRUST 2023-3
14319BAH5
2490000.000000
PA
USD
2488961.420000
0.1120504364
Long
ABS-O
CORP
US
N
2
2026-11-16
Floating
5.331
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAT1
3855000.000000
PA
USD
3879020.510000
0.1746294408
Long
DBT
CORP
US
N
2
2025-11-30
Fixed
5.8
N
N
N
N
N
N
Carvana Auto Receivables Trust 2023-N3
N/A
CARVANA AUTO RECEIVABLES TRUST 2023-N3
14686RAA0
4373960.180000
PA
USD
4381580.060000
0.1972541454
Long
ABS-O
CORP
US
N
2
2027-09-10
Fixed
6.41
N
N
N
N
N
N
Carvana Auto Receivables Trust 2021-N4
N/A
CARVANA AUTO RECEIVABLES TRUST 2021-N4
14687HAC7
2356108.600000
PA
USD
2188743.370000
0.0985349342
Long
ABS-O
CORP
US
N
2
2028-09-11
Fixed
1.24
N
N
N
N
N
N
Carvana Auto Receivables Trust 2023-N1
N/A
CARVANA AUTO RECEIVABLES TRUST 2023-N1
14688FAB2
7025543.620000
PA
USD
7030206.470000
0.3164925325
Long
ABS-O
CORP
US
N
2
2027-04-12
Fixed
6.36
N
N
N
N
N
N
Carvana Auto Receivables Trust 2023-P3
N/A
CARVANA AUTO RECEIVABLES TRUST 2023-P3
14688GAB0
8075000.000000
PA
USD
8080469.200000
0.3637742606
Long
ABS-O
CORP
US
N
2
2026-11-10
Fixed
6.09
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS LLC
15089QAK0
7386000.000000
PA
USD
6568207.310000
0.2956938141
Long
DBT
CORP
US
N
2
2026-08-05
Fixed
1.4
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS LLC
15089QAL8
5550000.000000
PA
USD
5559484.950000
0.2502821899
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05
N
N
N
N
N
N
Celulosa Arauco y Constitucion SA
549300QEKV8G0AMNQD28
CELULOSA ARAUCO Y CONSTITUCION SA
151191AZ6
10000000.000000
PA
USD
9870241.100000
0.4443479171
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.5
N
N
N
N
N
N
Central Texas Regional Mobility Authority
N/A
CENTRAL TEXAS REGIONAL MOBILITY AUTHORITY
155498JA7
500000.000000
PA
USD
498278.450000
0.0224319740
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
1.345
N
N
N
N
N
N
Central Texas Regional Mobility Authority
N/A
CENTRAL TEXAS REGIONAL MOBILITY AUTHORITY
155498JR0
510000.000000
PA
USD
508298.080000
0.0228830472
Long
DBT
MUN
US
N
2
2024-01-01
Fixed
1.645
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
1965000.000000
PA
USD
1990387.800000
0.0896051742
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
9818000.000000
PA
USD
9820945.400000
0.4421286763
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.875
N
N
N
N
N
N
Chicago Transit Authority Capital Grant Receipts Revenue
N/A
CHICAGO TRANSIT AUTHORITY CAPITAL GRANT RECEIPTS REVENUE
167723GN9
100000.000000
PA
USD
102016.330000
0.0045926683
Long
DBT
MUN
US
N
2
2025-06-01
Fixed
5.0
N
N
N
N
N
N
Chicago Transit Authority Sales Tax Receipts Fund
N/A
CHICAGO TRANSIT AUTHORITY SALES TAX RECEIPTS FUND
16772PCJ3
870000.000000
PA
USD
870000.000000
0.0391664888
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
1.838
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967JT9
17400000.000000
PA
USD
17065885.200000
0.7682882784
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.4
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
CITIGROUP MORTGAGE LOAN TRUST INC
17328PAQ6
5924203.760000
PA
USD
4820763.940000
0.2170257437
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
2.5
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
CITIGROUP MORTGAGE LOAN TRUST INC
17328PAX1
1432192.300000
PA
USD
1144147.060000
0.0515083024
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
4895000.000000
PA
USD
4346525.040000
0.1956760051
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
2966000.000000
PA
USD
2813600.990000
0.1266653698
Long
DBT
CORP
US
N
2
2025-01-06
Fixed
1.65
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
20453KAA3
6125000.000000
PA
USD
5957665.000000
0.2682078388
Long
DBT
CORP
US
N
2
2025-04-10
Fixed
3.875
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2021-R01
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2021-R01
20754RAA4
99543.730000
PA
USD
99421.030000
0.0044758306
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
6.078
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2023-R05
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2023-R05
207942AA1
5260307.060000
PA
USD
5289861.040000
0.2381440039
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Floating
7.229
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871XAB5
10330000.000000
PA
USD
9997415.320000
0.4500731673
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
3.5
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
COX COMMUNICATIONS INC
224044CH8
7900000.000000
PA
USD
7748746.600000
0.3488404566
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.15
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
225401AM0
7750000.000000
PA
USD
7516066.250000
0.3383654309
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
2.593
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
225401BC1
5700000.000000
PA
USD
5755951.200000
0.2591268947
Long
DBT
CORP
CH
N
2
2027-12-22
Variable
6.327
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
226373AP3
2800000.000000
PA
USD
2786000.000000
0.1254228022
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.75
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VAB7
9500000.000000
PA
USD
9268352.000000
0.4172515002
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
22822VAS0
9700000.000000
PA
USD
9054125.500000
0.4076072475
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.35
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VAV3
4605000.000000
PA
USD
4104206.250000
0.1847670670
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.05
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP 4/2 144A CP 0.0000 20231205
000000000
1400000.000000
PA
USD
1398885.280000
0.0629763502
Long
DBT
CORP
US
N
2
2023-12-05
None
0.0
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CUBESMART LP
22966RAC0
3075000.000000
PA
USD
2969951.850000
0.1337041218
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.0
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPERATING LP
23311VAG2
17268000.000000
PA
USD
17236917.600000
0.7759879779
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.375
N
N
N
N
N
N
DLLAD 2023-1 LLC
N/A
DLLAD 2023-1 LLC
233258AB8
3835742.210000
PA
USD
3817297.660000
0.1718507427
Long
ABS-O
CORP
US
N
2
2026-04-20
Fixed
5.19
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
233853AE0
12843000.000000
PA
USD
12832764.130000
0.5777176012
Long
DBT
CORP
US
N
2
2024-12-13
Floating
6.1206645
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
233853AK6
10000000.000000
PA
USD
10007850.000000
0.4505429256
Long
DBT
CORP
US
N
2
2024-04-05
Floating
6.364192
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAT8
2916000.000000
PA
USD
2912626.190000
0.1311233806
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
6675000.000000
PA
USD
6613423.130000
0.2977293830
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
23636ABF7
12695000.000000
PA
USD
12710932.230000
0.5722328567
Long
DBT
CORP
DK
N
2
2026-01-09
Variable
6.466
N
N
N
N
N
N
Deephaven Residential Mortgage Trust 2021-1
N/A
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1
24380VAA9
4592887.070000
PA
USD
4137466.030000
0.1862643874
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.715
N
N
N
N
N
N
Dell Equipment Finance Trust 2023-3
N/A
DELL EQUIPMENT FINANCE TRUST 2023-3
24702EAC4
5640000.000000
PA
USD
5676709.070000
0.2555594970
Long
ABS-O
CORP
US
N
2
2029-04-23
Fixed
5.93
N
N
N
N
N
N
Dell Equipment Finance Trust 2023-2
N/A
DELL EQUIPMENT FINANCE TRUST 2023-2
24703GAC8
8985000.000000
PA
USD
8995366.890000
0.4049619964
Long
ABS-O
CORP
US
N
2
2029-01-22
Fixed
5.65
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG/NEW YORK NY
251526BY4
800000.000000
PA
USD
789663.200000
0.0355498102
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.7
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAQ4
18142000.000000
PA
USD
17602692.770000
0.7924547930
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.45
N
N
N
N
N
N
Drive Auto Receivables Trust 2020-2
N/A
DRIVE AUTO RECEIVABLES TRUST 2020-2
26208VAG1
530704.580000
PA
USD
523312.500000
0.0235589807
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
3.05
N
N
N
N
N
N
Eagle RE 2021-2 Ltd
N/A
EAGLE RE 2021-2 LTD
26982AAA2
413956.570000
PA
USD
413983.310000
0.0186370950
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
6.878
N
N
N
N
N
N
Elara HGV Timeshare Issuer 2017-A LLC
N/A
ELARA HGV TIMESHARE ISSUER 2017-A LLC
28416DAA8
2021330.180000
PA
USD
1953411.670000
0.0879405476
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
2.69
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273VAR1
6420000.000000
PA
USD
6508782.180000
0.2930185570
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
6.05
N
N
N
N
N
N
N/A
N/A
ENERGY TRANSFER PARTNERS 4/2 CP 5.7500 20231201
000000000
10000000.000000
PA
USD
9998417.100000
0.4501182664
Long
DBT
CORP
US
N
2
2023-12-01
None
0.0
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29278NAM5
6578000.000000
PA
USD
6577368.510000
0.2961062418
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.875
N
N
N
N
N
Enterprise Fleet Financing 2023-3 LLC
N/A
ENTERPRISE FLEET FINANCING 2023-3 LLC
29374LAB6
9280000.000000
PA
USD
9395796.770000
0.4229889302
Long
ABS-O
CORP
US
N
2
2030-03-20
Fixed
6.4
N
N
N
N
N
N
Enterprise Fleet Financing 2023-1 LLC
N/A
ENTERPRISE FLEET FINANCING 2023-1 LLC
29375CAB5
12345000.000000
PA
USD
12285561.290000
0.5530831024
Long
ABS-O
CORP
US
N
2
2029-01-22
Fixed
5.51
N
N
N
N
N
N
Enterprise Fleet Financing 2023-2 LLC
N/A
ENTERPRISE FLEET FINANCING 2023-2 LLC
29375NAB1
9575000.000000
PA
USD
9536522.860000
0.4293242714
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
29449WAA5
5684000.000000
PA
USD
5295225.770000
0.2383855184
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.4
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
29449WAP2
11911000.000000
PA
USD
11812543.670000
0.5317883446
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
5.5
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATION LLC
30161MAS2
6437000.000000
PA
USD
6213513.800000
0.2797258838
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2023-4
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4
30166TAB9
5120000.000000
PA
USD
5116163.580000
0.2303243261
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
6.07
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2023-4
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4
30166TAD5
3315000.000000
PA
USD
3320255.930000
0.1494744446
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
6.31
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2022-3
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3
30166YAD4
5400000.000000
PA
USD
5371374.600000
0.2418136590
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
4.86
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2022-5
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5
30167FAD4
3034000.000000
PA
USD
3023637.070000
0.1361209742
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
5.97
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2023-1
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1
30168BAD2
8978000.000000
PA
USD
8942490.210000
0.4025815437
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
5.72
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2023-3
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3
301989AD1
12335000.000000
PA
USD
12311364.910000
0.5542447544
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
6.11
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE SECURITIES
30711XL28
1307615.580000
PA
USD
1305671.940000
0.0587799833
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
649035.190000
PA
USD
648070.460000
0.0291754534
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
455446.610000
PA
USD
455264.430000
0.0204955278
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Floating
5.331
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS
3136AL5R8
135043.780000
PA
USD
129441.330000
0.0058273131
Long
ABS-MBS
USGSE
US
N
2
2045-01-25
Floating
5.331
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS
3137BGE39
167939.380000
PA
USD
159974.890000
0.0072019020
Long
ABS-MBS
USGSE
US
N
2
2045-02-15
Floating
5.331
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773CY4
2540000.000000
PA
USD
2437729.440000
0.1097440263
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
2.375
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BANK NA
31677AAB0
10505000.000000
PA
USD
9946186.530000
0.4477669008
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.85
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BANK NA
31677QBT5
2950000.000000
PA
USD
2909266.400000
0.1309721264
Long
DBT
CORP
US
N
2
2025-10-27
Variable
5.852
N
N
N
N
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL CORP
31847RAF9
9173000.000000
PA
USD
9034432.660000
0.4067206965
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.6
N
N
N
N
N
N
Fontainebleau Miami Beach Trust 2019-FBLU
N/A
FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU
34461LAA2
8905000.000000
PA
USD
8570049.110000
0.3858146354
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.144
N
N
N
N
N
N
Ford Credit Auto Lease Trust 2023-A
N/A
FORD CREDIT AUTO LEASE TRUST 2023-A
345287AF3
4690000.000000
PA
USD
4632996.800000
0.2085726637
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
5.29
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust A
5493001DTG5N7T8BG747
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A
34528QHX5
4495000.000000
PA
USD
4440343.950000
0.1998996342
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
5.31
N
N
N
N
N
N
Ford Credit Auto Lease Trust 2023-B
N/A
FORD CREDIT AUTO LEASE TRUST 2023-B
34529NAF7
3685000.000000
PA
USD
3701712.210000
0.1666472068
Long
ABS-O
CORP
US
N
2
2027-02-15
Fixed
6.2
N
N
N
N
N
N
Ford Credit Auto Owner Trust 2020-REV1
N/A
FORD CREDIT AUTO OWNER TRUST 2020-REV1
34531NAC0
5075000.000000
PA
USD
4842561.450000
0.2180070448
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
2.29
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397A60
2000000.000000
PA
USD
1954936.000000
0.0880091713
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
345397B85
6000000.000000
PA
USD
5707152.000000
0.2569300059
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.3
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397WW9
2700000.000000
PA
USD
2646105.300000
0.1191248893
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.664
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397XL2
4750000.000000
PA
USD
4557686.750000
0.2051822842
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.134
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397ZJ5
2000000.000000
PA
USD
1940072.000000
0.0873400096
Long
DBT
CORP
US
N
2
2025-06-09
Fixed
4.687
N
N
N
N
N
N
Freddie Mac Stacr Remic Trust 2023-Hqa3
529900ZTXRUUVE8G8W08
FREDDIE MAC STACR REMIC TRUST 2023-HQA3
35564K3F4
2345000.000000
PA
USD
2357795.730000
0.1061454944
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
35564KED7
2649236.050000
PA
USD
2642702.240000
0.1189716871
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
6.078
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2021-HQA2
5493000ISM9M3KNO6J64
FREDDIE MAC STACR REMIC TRUST 2021-HQA2
35564KFN4
532614.440000
PA
USD
531479.280000
0.0239266406
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Floating
6.028
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA2
5493000ISA3AUOXQEF68
FREDDIE MAC STACR REMIC TRUST 2022-DNA2
35564KRE1
3191057.120000
PA
USD
3187068.300000
0.1434784770
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
6.628
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA5
5493000IS349P4O9HR58
FREDDIE MAC STACR REMIC TRUST 2022-DNA5
35564KYN3
6224594.650000
PA
USD
6387839.620000
0.2875738496
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
8.278
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DCC7
103000.000000
PA
USD
100682.500000
0.0045326207
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.0
N
N
N
N
N
N
GM Financial Automobile Leasing Trust 2023-2
N/A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2
362548AF6
3920000.000000
PA
USD
3891585.490000
0.1751951031
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
5.54
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2020-NQM1
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2020-NQM1
36259WAA9
945590.920000
PA
USD
848614.520000
0.0382037369
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.382
N
N
N
N
N
N
GS Mortgage-Backed Securities Corp Trust 2021-PJ5
N/A
GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021-PJ5
36261HAF7
13942040.090000
PA
USD
12348488.610000
0.5559160245
Long
ABS-MBS
CORP
US
N
2
2051-10-25
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
36264YAA8
6665000.000000
PA
USD
5868604.480000
0.2641984274
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Floating
6.587
N
N
N
N
N
N
GM Financial Automobile Leasing Trust 2022-2
N/A
GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-2
36266FAE9
6700000.000000
PA
USD
6575536.780000
0.2960237792
Long
ABS-O
CORP
US
N
2
2026-05-20
Fixed
4.02
N
N
N
N
N
N
Galton Funding Mortgage Trust 2019-2
N/A
GALTON FUNDING MORTGAGE TRUST 2019-2
36418AAG2
298146.060000
PA
USD
263080.030000
0.0118435874
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Variable
4.0
N
N
N
N
N
N
Galton Funding Mortgage Trust 2020-H1
N/A
GALTON FUNDING MORTGAGE TRUST 2020-H1
36418HAB8
2824593.740000
PA
USD
2525555.980000
0.1136978852
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.413
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XDF0
20000000.000000
PA
USD
19993800.000000
0.9000999362
Long
DBT
CORP
US
N
2
2024-03-08
Floating
6.145528
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XDN3
15000000.000000
PA
USD
14957430.000000
0.6733678335
Long
DBT
CORP
US
N
2
2024-10-15
Floating
5.977025
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GYF5
10000000.000000
PA
USD
9950730.000000
0.4479714431
Long
DBT
CORP
US
N
2
2024-09-10
Floating
5.88477
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GZJ6
9950000.000000
PA
USD
9927244.350000
0.4469141437
Long
DBT
CORP
US
N
2
2025-01-24
Floating
6.0506
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GZQ0
5000000.000000
PA
USD
5003565.000000
0.2252552560
Long
DBT
CORP
US
N
2
2024-03-15
Floating
6.770043
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
GRAY OAK PIPELINE LLC
38937LAC5
2096000.000000
PA
USD
1960791.230000
0.0882727676
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.6
N
N
N
N
N
Great Wolf Trust 2019-WOLF
N/A
GREAT WOLF TRUST 2019-WOLF
39152TAA8
10000000.000000
PA
USD
9926930.000000
0.4468999920
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.471
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BN8
100000.000000
PA
USD
99750.000000
0.0044906405
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.0
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BR9
15750000.000000
PA
USD
15631875.000000
0.7037306410
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.375
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280AP4
20041000.000000
PA
USD
19921315.150000
0.8968367442
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
4.25
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS EQUIPMENT TRUST
40441RAD5
6000000.000000
PA
USD
5834350.200000
0.2626563356
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
1.79
N
N
N
N
N
N
HPEFS Equipment Trust 2023-1
N/A
HPEFS EQUIPMENT TRUST 2023-1
40443DAB8
3294424.680000
PA
USD
3281825.480000
0.1477443460
Long
ABS-O
CORP
US
N
2
2025-08-20
Fixed
5.43
N
N
N
N
N
N
Hardee s Funding LLC
N/A
HARDEE'S FUNDING LLC
411707AD4
2584000.000000
PA
USD
2456321.980000
0.1105810430
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.959
N
N
N
N
N
N
Harley-Davidson Financial Services Inc
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER 4/2 144A CP 0.0000 20231205
000000000
12000000.000000
PA
USD
11990788.080000
0.5398127213
Long
DBT
CORP
US
N
2
2023-12-05
None
0.0
N
N
N
N
N
N
Harley-Davidson Financial Services Inc
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER 4/2 144A CP 0.0000 20231206
000000000
2700000.000000
PA
USD
2697512.140000
0.1214391714
Long
DBT
CORP
US
N
2
2023-12-06
None
0.0
N
N
N
N
N
N
Harley-Davidson Financial Services Inc
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER 4/2 144A CP 0.0000 20231208
000000000
6000000.000000
PA
USD
5992615.860000
0.2697812899
Long
DBT
CORP
US
N
2
2023-12-08
None
0.0
N
N
N
N
N
N
Hilton Grand Vacations Trust 2018-A
N/A
HILTON GRAND VACATIONS TRUST 2018-A
43284BAA0
412348.670000
PA
USD
399076.440000
0.0179660034
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
3.54
N
N
N
N
N
N
Hilton Grand Vacations Trust 2019-A
N/A
HILTON GRAND VACATIONS TRUST 2019-A
43284HAA7
446369.870000
PA
USD
421647.230000
0.0189821167
Long
ABS-O
CORP
US
N
2
2033-07-25
Fixed
2.34
N
N
N
N
N
N
HPEFS Equipment Trust 2023-2
N/A
HPEFS EQUIPMENT TRUST 2023-2
44328UAC0
5350000.000000
PA
USD
5378629.460000
0.2421402652
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
5.99
N
N
N
N
N
N
HPEFS Equipment Trust 2023-2
N/A
HPEFS EQUIPMENT TRUST 2023-2
44328UAD8
2415000.000000
PA
USD
2427367.700000
0.1092775516
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
6.25
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH
446150AQ7
3775000.000000
PA
USD
3678424.180000
0.1655988041
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
2.625
N
N
N
N
N
Huntington National Bank/The
2WHM8VNJH63UN14OL754
HUNTINGTON NATIONAL BANK/THE
44644MAH4
7745000.000000
PA
USD
7570675.540000
0.3408238839
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
44891ABN6
7540000.000000
PA
USD
7006266.020000
0.3154147585
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.8
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ACB1
1610000.000000
PA
USD
1598419.270000
0.0719591615
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
44891ACG0
4800000.000000
PA
USD
4780339.200000
0.2152058643
Long
DBT
CORP
US
N
2
2026-06-26
Fixed
5.65
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ACQ8
1590000.000000
PA
USD
1599171.120000
0.0719930090
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
6.25
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust 2021-B
N/A
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-B
44891VAE1
20345000.000000
PA
USD
20291679.820000
0.9135101738
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
0.62
N
N
N
N
N
N
Imperial Brands Finance PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FINANCE PLC
45262BAA1
4200000.000000
PA
USD
4121250.000000
0.1855343588
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
452761AA7
8430754.680000
PA
USD
6508207.910000
0.2929927040
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
1.073
N
N
N
N
N
N
Imperial Brands Finance PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FINANCE PLC
453140AF2
9935000.000000
PA
USD
9684667.810000
0.4359936019
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
3845000.000000
PA
USD
3870165.530000
0.1742307989
Long
DBT
CORP
NL
N
2
2027-09-11
Variable
6.083
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
INTL FLAVORS & FRAGRANCE 4/2 144A CP 6.0500 20231204
000000000
4500000.000000
PA
USD
4497287.130000
0.2024631565
Long
DBT
CORP
US
N
2
2023-12-04
None
0.0
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
46115HAP2
9510000.000000
PA
USD
9499006.440000
0.4276353215
Long
DBT
CORP
IT
N
2
2024-01-12
Fixed
5.25
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
46115HBJ5
8275000.000000
PA
USD
8077591.600000
0.3636447141
Long
DBT
CORP
IT
N
2
2024-09-23
Fixed
3.25
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
46115HBU0
2491000.000000
PA
USD
2521494.820000
0.1135150560
Long
DBT
CORP
IT
N
2
2025-11-21
Fixed
7.0
N
N
N
N
N
N
JPMorgan Chase Bank NA - CACLN
N/A
JPMORGAN CHASE BANK NA - CACLN
46591HAU4
171458.150000
PA
USD
170545.410000
0.0076777757
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
0.84
N
N
N
N
N
N
JPMorgan Chase Bank NA - CACLN
N/A
JPMORGAN CHASE BANK NA - CACLN
46591HBR0
318392.610000
PA
USD
312174.210000
0.0140537560
Long
ABS-O
CORP
US
N
2
2028-09-25
Fixed
0.875
N
N
N
N
N
N
JPMorgan Chase Bank NA - CACLN
N/A
JPMORGAN CHASE BANK NA - CACLN
46591HCD0
4487126.170000
PA
USD
4322654.600000
0.1946013829
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
0.76
N
N
N
N
N
N
JP Morgan Mortgage Trust 2020-INV2
N/A
JP MORGAN MORTGAGE TRUST 2020-INV2
46652KAG4
29950.420000
PA
USD
29775.900000
0.0013404798
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Variable
2.5
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
46652RAA2
9870000.000000
PA
USD
9277800.000000
0.4176768392
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Floating
7.057
N
N
N
N
N
N
JPMorgan Chase Bank NA - CACLN
N/A
JPMORGAN CHASE BANK NA - CACLN
48128U2M0
4024932.940000
PA
USD
3925939.310000
0.1767416760
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
0.889
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAM4
11425000.000000
PA
USD
11051973.750000
0.4975482834
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.45
N
N
N
N
N
N
Kubota Credit Owner Trust 2023-2
N/A
KUBOTA CREDIT OWNER TRUST 2023-2
500945AB6
3340000.000000
PA
USD
3335443.910000
0.1501581916
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
5.61
N
N
N
N
N
N
Kubota Credit Owner Trust 2023-2
N/A
KUBOTA CREDIT OWNER TRUST 2023-2
500945AC4
2555000.000000
PA
USD
2548590.270000
0.1147348648
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
5.28
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FINANCING PLC
50220PAA1
14175000.000000
PA
USD
13902046.200000
0.6258555601
Long
DBT
CORP
GB
N
2
2024-04-06
Fixed
0.65
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FINANCING PLC
50220PAB9
6650000.000000
PA
USD
6032733.700000
0.2715873530
Long
DBT
CORP
GB
N
2
2026-04-06
Fixed
1.375
N
N
N
N
N
N
LeasePlan Corp NV
724500C60L930FVHS484
LEASEPLAN CORP NV
52206AAD2
11800000.000000
PA
USD
11451168.400000
0.5155196084
Long
DBT
CORP
NL
N
2
2024-10-24
Fixed
2.875
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
539439AV1
12665000.000000
PA
USD
12117112.100000
0.5454996963
Long
DBT
CORP
GB
N
2
2026-02-05
Variable
2.438
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
53944YAA1
2050000.000000
PA
USD
2013989.700000
0.0906677070
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
4.5
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
53944YAF0
4771000.000000
PA
USD
4680775.620000
0.2107236162
Long
DBT
CORP
GB
N
2
2025-05-08
Fixed
4.45
N
N
N
N
N
N
M&T Equipment 2023-LEAF1 Notes
N/A
M&T EQUIPMENT 2023-LEAF1 NOTES
551925AA8
3070000.000000
PA
USD
3068970.020000
0.1381618161
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
6.09
N
N
N
N
N
N
M&T Equipment 2023-LEAF1 Notes
N/A
M&T EQUIPMENT 2023-LEAF1 NOTES
551925AB6
4135000.000000
PA
USD
4123684.160000
0.1856439421
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
5.74
N
N
N
N
N
N
MMAF Equipment Finance LLC 2023-A
N/A
MMAF EQUIPMENT FINANCE LLC 2023-A
55317WAB7
7035000.000000
PA
USD
7030988.640000
0.3165277449
Long
ABS-O
CORP
US
N
2
2026-11-13
Fixed
5.79
N
N
N
N
N
N
MVW 2021-1W LLC
N/A
MVW 2021-1W LLC
55389TAA9
2516762.210000
PA
USD
2306166.090000
0.1038211821
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.14
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
46189.630000
PA
USD
42833.660000
0.0019283265
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VAZ6
14430000.000000
PA
USD
14040548.730000
0.6320907990
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.638
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
MATTEL INC
577081BE1
5675000.000000
PA
USD
5306125.000000
0.2388761903
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.375
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC
595017BB9
7600000.000000
PA
USD
7522662.400000
0.3386623827
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.972
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC
606822CQ5
11165000.000000
PA
USD
11090529.450000
0.4992840206
Long
DBT
CORP
JP
N
2
2025-09-12
Variable
5.063
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC
606822CV4
4310000.000000
PA
USD
4312211.030000
0.1941312243
Long
DBT
CORP
JP
N
2
2026-02-20
Variable
5.719
N
N
N
N
N
N
MMAF Equipment Finance LLC 2020-B
N/A
MMAF EQUIPMENT FINANCE LLC 2020-B
60700KAE2
2400000.000000
PA
USD
2241876.240000
0.1009269204
Long
ABS-O
CORP
US
N
2
2042-04-14
Fixed
0.85
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEP6
10000000.000000
PA
USD
10011710.000000
0.4507166988
Long
DBT
CORP
US
N
2
2025-04-17
Floating
6.519673
N
N
N
N
N
N
Utah Acquisition Sub Inc
254900JOFV74IJ7H9933
UTAH ACQUISITION SUB INC
62854AAN4
13605000.000000
PA
USD
12944436.440000
0.5827449717
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95
N
N
N
N
N
N
NLT 2021-INV2 Trust
N/A
NLT 2021-INV2 TRUST
62917JAA8
15762869.120000
PA
USD
12704793.700000
0.5719565065
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.162
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CK6
670000.000000
PA
USD
658425.080000
0.0296416075
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75
N
N
N
N
N
N
Nature Conservancy/The
549300GJ1IZME7V1JJ28
NATURE CONSERVANCY/THE
63902HAG4
650000.000000
PA
USD
629928.650000
0.0283587281
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.625
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
639057AJ7
3200000.000000
PA
USD
3188444.800000
0.1435404456
Long
DBT
CORP
GB
N
2
2027-03-02
Variable
5.847
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC
63906YAC2
6315000.000000
PA
USD
6298618.890000
0.2835572258
Long
DBT
CORP
GB
N
2
2024-08-12
Floating
5.864956
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC
63906YAF5
2483000.000000
PA
USD
2494950.680000
0.1123200666
Long
DBT
CORP
GB
N
2
2025-03-22
Floating
6.824402
N
N
N
N
N
N
Navistar Financial Dealer Note Master Owner Trust II
549300S28N49H5RT4J50
NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II
63938PBU2
4275000.000000
PA
USD
4285481.020000
0.1929278673
Long
ABS-O
CORP
US
N
2
2028-08-25
Fixed
6.18
N
N
N
N
N
N
Navient Private Education Loan Trust 2016-A
549300JSCKIU587G1R13
NAVIENT PRIVATE EDUCATION LOAN TRUST 2016-A
63939NAB9
6261138.190000
PA
USD
6078631.020000
0.2736536023
Long
ABS-O
CORP
US
N
2
2045-12-15
Fixed
3.91
N
N
N
N
N
N
Navient Private Education Loan Trust 2017-A
N/A
NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A
63939XAC5
45547.280000
PA
USD
45523.960000
0.0020494410
Long
ABS-O
CORP
US
N
2
2058-12-16
Floating
6.337
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
525300.230000
PA
USD
472470.100000
0.0212701091
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2020-F
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F
63941XAA5
2153804.200000
PA
USD
1922017.180000
0.0865272005
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
1.22
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2021-c
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C
63942JAA5
10990618.920000
PA
USD
9381838.500000
0.4223605435
Long
ABS-O
CORP
US
N
2
2069-10-15
Fixed
1.06
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2021-G
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G
63942KAA2
10319180.900000
PA
USD
8777281.670000
0.3951440282
Long
ABS-O
CORP
US
N
2
2070-04-15
Fixed
1.58
N
N
N
N
N
N
Nelnet Student Loan Trust 2021-D
N/A
NELNET STUDENT LOAN TRUST 2021-D
64034YAA9
3832174.610000
PA
USD
3764547.460000
0.1694759840
Long
ABS-O
CORP
US
N
2
2062-04-20
Floating
6.136
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2023-NQM1
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1
64831HAM5
5656036.900000
PA
USD
5678363.540000
0.2556339795
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
6.864
N
N
N
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
NISSAN MOTOR CO LTD
654744AB7
5955000.000000
PA
USD
5680331.580000
0.2557225786
Long
DBT
CORP
JP
N
2
2025-09-17
Fixed
3.522
N
N
N
N
N
N
Nissan Motor Acceptance Co LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE CO LLC
65480CAB1
1109000.000000
PA
USD
1063014.210000
0.0478557864
Long
DBT
CORP
US
N
2
2024-09-16
Fixed
1.125
N
N
N
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
NORDSTROM INC
655664AX8
9395000.000000
PA
USD
9242331.250000
0.4160800733
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
2.3
N
N
N
N
N
N
OBX 2018-EXP1 Trust
N/A
OBX 2018-EXP1 TRUST
67097VAS3
95632.290000
PA
USD
94848.800000
0.0042699936
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Floating
6.307
N
N
N
N
N
N
OBX 2019-EXP3 Trust
N/A
OBX 2019-EXP3 TRUST
67113ABB5
143375.990000
PA
USD
139215.300000
0.0062673270
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
67113CAL0
499412.270000
PA
USD
462849.650000
0.0208370065
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Floating
6.0
N
N
N
N
N
N
OBX 2020-EXP1 Trust
N/A
OBX 2020-EXP1 TRUST
67448TAP0
675645.980000
PA
USD
584865.310000
0.0263300237
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Variable
3.5
N
N
N
N
N
N
OBX 2020-EXP3 Trust
N/A
OBX 2020-EXP3 TRUST
67448WAP3
3733455.630000
PA
USD
3131000.220000
0.1409543508
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
3.0
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599DC6
3725000.000000
PA
USD
3715687.500000
0.1672763598
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599DZ5
2100000.000000
PA
USD
2268000.000000
0.1021029847
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.5
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599EB7
9528000.000000
PA
USD
9562586.640000
0.4304976355
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.875
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP
674599EE1
2145000.000000
PA
USD
2142318.750000
0.0964449464
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.5
N
N
N
N
N
N
Octane Receivables Trust 2021-1
N/A
OCTANE RECEIVABLES TRUST 2021-1
67571AAA3
2691964.940000
PA
USD
2646789.460000
0.1191556895
Long
ABS-O
CORP
US
N
2
2027-03-22
Fixed
0.93
N
N
N
N
N
N
Octane Receivables Trust 2023-1
N/A
OCTANE RECEIVABLES TRUST 2023-1
67571BAA1
2527275.460000
PA
USD
2519316.560000
0.1134169930
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
3904000.000000
PA
USD
3857079.390000
0.1736416746
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
67571CAB7
19075000.000000
PA
USD
19125522.050000
0.8610109723
Long
ABS-O
CORP
US
N
2
2029-03-20
Fixed
6.44
N
N
N
N
N
N
Octane Receivables Trust 2023-3
N/A
OCTANE RECEIVABLES TRUST 2023-3
67571CAC5
5610000.000000
PA
USD
5641754.840000
0.2539858942
Long
ABS-O
CORP
US
N
2
2029-07-20
Fixed
6.48
N
N
N
N
N
N
Octane Receivables Trust 2022-1
N/A
OCTANE RECEIVABLES TRUST 2022-1
67571EAB3
2775916.740000
PA
USD
2739642.730000
0.1233358464
Long
ABS-O
CORP
US
N
2
2028-03-20
Fixed
4.18
N
N
N
N
N
N
Octane Receivables Trust 2023-2
N/A
OCTANE RECEIVABLES TRUST 2023-2
67571QAB6
8194837.780000
PA
USD
8170355.700000
0.3678208567
Long
ABS-O
CORP
US
N
2
2031-06-20
Fixed
5.88
N
N
N
N
N
N
Octane Receivables Trust 2021-2
N/A
OCTANE RECEIVABLES TRUST 2021-2
67578AAA6
3774193.080000
PA
USD
3665197.400000
0.1650033483
Long
ABS-O
CORP
US
N
2
2028-09-20
Fixed
1.21
N
N
N
N
N
N
ONE 2021-PARK Mortgage Trust
N/A
ONE 2021-PARK MORTGAGE TRUST
682413AA7
7110000.000000
PA
USD
6698974.460000
0.3015808143
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
6.137
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK PARTNERS LP
68268NAP8
2020000.000000
PA
USD
1999385.900000
0.0900102592
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.9
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
OVINTIV INC 4/2 CP 0.0000 20231218
000000000
4700000.000000
PA
USD
4685659.130000
0.2109434667
Long
DBT
CORP
US
N
2
2023-12-18
None
0.0
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
OVINTIV INC 4/2 CP 6.1300 20231219
000000000
10250000.000000
PA
USD
10216961.070000
0.4599568870
Long
DBT
CORP
US
N
2
2023-12-19
None
0.0
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
OVINTIV INC 4/2 CP 0.0000 20231220
000000000
4750000.000000
PA
USD
4733870.660000
0.2131138993
Long
DBT
CORP
US
N
2
2023-12-20
None
0.0
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475BQ7
4980000.000000
PA
USD
4972171.440000
0.2238419508
Long
DBT
CORP
US
N
2
2026-06-12
Variable
5.812
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69349LAQ1
5948000.000000
PA
USD
5751644.620000
0.2589330170
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.2
N
N
N
N
N
PSMC 2021-2 Trust
N/A
PSMC 2021-2 TRUST
69376CAC8
11105601.550000
PA
USD
9487356.590000
0.4271108575
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.5
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308JP3
5985000.000000
PA
USD
5640922.350000
0.2539484164
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
3.15
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308KE6
9900000.000000
PA
USD
9748945.800000
0.4388873297
Long
DBT
CORP
US
N
2
2025-06-08
Fixed
4.95
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
709599AZ7
2900000.000000
PA
USD
2829834.500000
0.1273961855
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
3.95
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
709599BG8
2519000.000000
PA
USD
2440631.390000
0.1098746691
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.7
N
N
N
N
N
N
Perrigo Finance Unlimited Co
549300E86RB6YCTMRM83
PERRIGO FINANCE UNLIMITED CO
714295AC6
3364000.000000
PA
USD
3296720.000000
0.1484148817
Long
DBT
CORP
IE
N
2
2024-12-15
Fixed
3.9
N
N
N
N
N
Plains All American Pipeline LP
5521FA2ITF25TVH63740
PLAINS ALL AMER PIPELINE 4/2 144A CP 0.0000 20231201
000000000
28000000.000000
PA
USD
27995783.200000
1.2603408393
Long
DBT
CORP
US
N
2
2023-12-01
None
0.0
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINANCIAL GROUP INC
74251VAK8
3557000.000000
PA
USD
3434653.430000
0.1546245003
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.4
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME CORP
756109BD5
1636000.000000
PA
USD
1631530.450000
0.0734497921
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
4.6
N
N
N
N
N
N
T Rowe Price Government Reserve Investment Fund
5493002Y0IYARJVQ5N24
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND
76105Y109
2086.960000
NS
USD
2086.960000
0.0000939528
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
13673421.000000
NS
USD
13673421.000000
0.6155630931
Long
STIV
RF
US
N
1
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC
761713BG0
4250000.000000
PA
USD
4178247.250000
0.1881003153
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45
N
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109BE0
5000000.000000
PA
USD
4792485.000000
0.2157526555
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
3.625
N
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109CF6
16000000.000000
PA
USD
15416288.000000
0.6940251401
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
2.95
N
N
N
N
N
SFS Auto Receivables Securitization Trust 2023-1
N/A
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1
78398AAC7
3075689.210000
PA
USD
3077217.830000
0.1385331239
Long
ABS-O
CORP
US
N
2
2027-03-22
Floating
6.125
N
N
N
N
N
N
SCF Equipment Leasing 2023-1 LLC
N/A
SCF EQUIPMENT LEASING 2023-1 LLC
784024AB7
2465000.000000
PA
USD
2471621.730000
0.1112698217
Long
ABS-O
CORP
US
N
2
2030-01-22
Fixed
6.56
N
N
N
N
N
N
SG Residential Mortgage Trust 2021-1
N/A
SG RESIDENTIAL MORTGAGE TRUST 2021-1
784212AA0
15026260.130000
PA
USD
11475511.290000
0.5166154998
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.16
N
N
N
N
N
N
SG Residential Mortgage Trust 2019-3
N/A
SG RESIDENTIAL MORTGAGE TRUST 2019-3
78432BAA7
46795.440000
PA
USD
45532.290000
0.0020498160
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.703
N
N
N
N
N
N
SMB Private Education Loan Trust 2014-A
549300XC4C7GRVLU6076
SMB PRIVATE EDUCATION LOAN TRUST 2014-A
784456AD7
370866.940000
PA
USD
371119.570000
0.0167074144
Long
ABS-O
CORP
US
N
2
2032-04-15
Floating
6.937
N
N
N
N
N
N
SMB Private Education Loan Trust 2019-A
549300WEYOS38NWU8D22
SMB PRIVATE EDUCATION LOAN TRUST 2019-A
78449TAB7
1492287.250000
PA
USD
1425057.770000
0.0641546083
Long
ABS-O
CORP
US
N
2
2036-07-15
Fixed
3.44
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
80281LAN5
10510000.000000
PA
USD
10337068.460000
0.4653639959
Long
DBT
CORP
GB
N
2
2025-03-15
Variable
1.089
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust 2021-B
N/A
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-B
802824AB8
215867.740000
PA
USD
214449.660000
0.0096542991
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
1.45
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2023-3
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3
80285XAC9
3115000.000000
PA
USD
3109410.760000
0.1399824159
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.61
N
N
N
N
N
N
Santander Retail Auto Lease Trust 2021-C
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2021-C
80286CAE0
10135000.000000
PA
USD
9927481.820000
0.4469248344
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
0.83
N
N
N
N
N
N
Santander Retail Auto Lease Trust 2021-B
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2021-B
80286DAE8
13860000.000000
PA
USD
13638108.330000
0.6139733536
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
0.84
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2020-4
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4
80286WAH9
7000000.000000
PA
USD
6708852.360000
0.3020255070
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
2.85
N
N
N
N
N
N
Santander Retail Auto Lease Trust 2022-A
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2022-A
80287CAE9
7555000.000000
PA
USD
7273543.010000
0.3274472886
Long
ABS-O
CORP
US
N
2
2026-01-20
Fixed
1.61
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2023-1
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1
80287GAD2
3385000.000000
PA
USD
3340252.670000
0.1503746769
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
4.98
N
N
N
N
N
N
Santander Bank NA - SBCLN
N/A
SANTANDER BANK NA - SBCLN
80290CAE4
1236698.990000
PA
USD
1208513.510000
0.0544060125
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-A
N/A
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-A
80290CAS3
5573833.940000
PA
USD
5517475.230000
0.2483909563
Long
ABS-O
CORP
US
N
2
2032-05-15
Fixed
5.281
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
80290CAX2
1885483.760000
PA
USD
1876764.720000
0.0844899821
Long
ABS-O
CORP
US
N
2
2032-08-16
Fixed
5.721
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes Series 2023-A
N/A
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-A
80290CBU7
2715769.520000
PA
USD
2719802.980000
0.1224426817
Long
ABS-O
CORP
US
N
2
2033-06-15
Fixed
6.493
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2022-6
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6
802918AD4
10350000.000000
PA
USD
10175163.660000
0.4580752114
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
4.72
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2023-4
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4
802927AC7
9445000.000000
PA
USD
9459925.930000
0.4258759579
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
6.18
N
N
N
N
N
N
Scentre Group Trust 1 / Scentre Group Trust 2
N/A
SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2
806213AB0
10550000.000000
PA
USD
10261468.050000
0.4619605446
Long
DBT
CORP
AU
N
2
2025-02-12
Fixed
3.5
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP/THE
808513BM6
10000000.000000
PA
USD
9989950.000000
0.4497370864
Long
DBT
CORP
US
N
2
2024-03-18
Floating
5.722
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
SEMPRA
816851BN8
1618000.000000
PA
USD
1567652.690000
0.0705740823
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.3
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH1
549300ZUG1L9OO3W6B29
SEQUOIA MORTGAGE TRUST 2018-CH1
81747DAA7
189074.720000
PA
USD
169456.060000
0.0076287343
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
4.0
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
82620KBB8
10000000.000000
PA
USD
10000000.000000
0.4501895269
Long
DBT
CORP
NL
N
2
2024-03-11
Floating
5.81469
N
N
N
N
N
N
Sierra Timeshare 2020-2 Receivables Funding LLC
N/A
SIERRA TIMESHARE 2020-2 RECEIVABLES FUNDING LLC
826525AA5
122726.830000
PA
USD
115876.510000
0.0052166391
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
1.33
N
N
N
N
N
N
Sierra Timeshare 2019-3 Receivables Funding LLC
N/A
SIERRA TIMESHARE 2019-3 RECEIVABLES FUNDING LLC
82652NAA6
1992000.030000
PA
USD
1895932.040000
0.0853528748
Long
ABS-O
CORP
US
N
2
2036-08-20
Fixed
2.34
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA
83367TBG3
7815000.000000
PA
USD
7797244.320000
0.3510237731
Long
DBT
CORP
FR
N
2
2024-01-17
Fixed
5.0
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA
83367TBJ7
500000.000000
PA
USD
485295.000000
0.0218474726
Long
DBT
CORP
FR
N
2
2025-04-14
Fixed
4.25
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA
83368RBF8
10000000.000000
PA
USD
9929460.000000
0.4470138899
Long
DBT
CORP
FR
N
2
2026-01-21
Floating
6.401527
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO
842400HC0
2475000.000000
PA
USD
2474868.830000
0.1114160028
Long
DBT
CORP
US
N
2
2024-04-01
Floating
6.167467
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO/THE
842587DC8
8315000.000000
PA
USD
8221655.810000
0.3701303339
Long
DBT
CORP
US
N
2
2024-08-01
Variable
4.475
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
SPRINT LLC
85207UAH8
14750000.000000
PA
USD
14805312.500000
0.6665196630
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.125
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
SPRINT LLC
85207UAK1
11141000.000000
PA
USD
11558787.500000
0.5203645076
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.625
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254AL4
2157000.000000
PA
USD
2149517.370000
0.0967690208
Long
DBT
CORP
GB
N
2
2024-01-26
Fixed
5.2
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254CF5
5000000.000000
PA
USD
4960660.000000
0.2233237178
Long
DBT
CORP
GB
N
2
2025-11-23
Floating
6.255508
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254CJ7
800000.000000
PA
USD
774719.200000
0.0348770470
Long
DBT
CORP
GB
N
2
2026-03-30
Variable
3.971
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254CT5
5800000.000000
PA
USD
5808224.400000
0.2614801795
Long
DBT
CORP
GB
N
2
2027-07-06
Variable
6.187
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK & DECKER 4/2 144A CP 0.0000 20240118
000000000
16950000.000000
PA
USD
16822649.060000
0.7573380421
Long
DBT
CORP
US
N
2
2024-01-18
None
0.0
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2020-INV
N/A
STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV
85573EAA5
3081687.790000
PA
USD
2720024.920000
0.1224526732
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Variable
1.027
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2021-2
N/A
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2
85573HAA8
2156271.750000
PA
USD
1915039.280000
0.0862130627
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.943
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL
87165BAD5
3810000.000000
PA
USD
3746094.870000
0.1686452677
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25
N
N
N
N
N
N
N/A
N/A
SYNGENTA WILMINGTON INC 4/2 144A CP 0.0000 20231205
000000000
21600000.000000
PA
USD
21582467.060000
0.9716200634
Long
DBT
CORP
US
N
2
2023-12-05
None
0.0
N
N
N
N
N
N
Symphony Static CLO I Ltd
N/A
SYMPHONY STATIC CLO I LTD
87190TAA1
11783939.680000
PA
USD
11686359.820000
0.5261076798
Long
ABS-CBDO
CORP
KY
N
2
2029-10-25
Floating
6.47
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
TAKE-TWO INTERACTIVE SOFTWARE INC
874054AJ8
6250000.000000
PA
USD
6202250.000000
0.2792187993
Long
DBT
CORP
US
N
2
2026-03-28
Fixed
5.0
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
TAPESTRY INC
876030AB3
1800000.000000
PA
USD
1822953.600000
0.0820674619
Long
DBT
CORP
US
N
2
2025-11-27
Fixed
7.05
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
TARGA RESOURCES CORP 4/2 144A CP 0.0000 20231201
000000000
2700000.000000
PA
USD
2699617.600000
0.1215339570
Long
DBT
CORP
US
N
2
2023-12-01
None
0.0
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89114TZF2
10000000.000000
PA
USD
9974950.000000
0.4490618021
Long
DBT
CORP
CA
N
2
2024-09-10
Floating
5.73477
N
N
N
N
N
N
Towd Point Mortgage Trust 2017-3
N/A
TOWD POINT MORTGAGE TRUST 2017-3
89169DAA9
40987.280000
PA
USD
40114.680000
0.0018059209
Long
ABS-MBS
CORP
US
N
2
2057-07-25
Variable
2.75
N
N
N
N
N
N
Towd Point Mortgage Trust 2017-5
N/A
TOWD POINT MORTGAGE TRUST 2017-5
89169EAA7
88680.440000
PA
USD
89206.290000
0.0040159737
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
5.512
N
N
N
N
N
N
Towd Point Mortgage Trust 2017-1
N/A
TOWD POINT MORTGAGE TRUST 2017-1
89173FAA8
6183.960000
PA
USD
6134.330000
0.0002761611
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75
N
N
N
N
N
N
Towd Point Mortgage Trust 2017-4
N/A
TOWD POINT MORTGAGE TRUST 2017-4
89173UAA5
128611.700000
PA
USD
121985.240000
0.0054916477
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
2.75
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89788MAF9
20000000.000000
PA
USD
19611440.000000
0.8828864895
Long
DBT
CORP
US
N
2
2025-06-09
Floating
5.78477
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHK9
4900000.000000
PA
USD
4820272.100000
0.2170036016
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
3.6
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJH4
6535000.000000
PA
USD
6494032.090000
0.2923545234
Long
DBT
CORP
US
N
2
2026-10-21
Variable
5.727
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
UNITED STATES TREASURY BILL
912796CX5
24420000.000000
PA
USD
23928757.760000
1.0772476135
Long
DBT
UST
US
N
2
2024-04-18
None
0.0
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
UNITED STATES TREASURY BILL
912797GZ4
18000000.000000
PA
USD
17673125.040000
0.7956255800
Long
DBT
UST
US
N
2
2024-04-04
None
0.0
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
UNITED STATES TREASURY BILL
912797HP5
12075000.000000
PA
USD
11478582.180000
0.5167537481
Long
DBT
UST
US
N
2
2024-11-29
None
0.0
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
UNITED STATES TREASURY BILL
912797HS9
12390000.000000
PA
USD
12067004.720000
0.5432439146
Long
DBT
UST
US
N
2
2024-05-30
None
0.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CJK8
7400000.000000
PA
USD
7432375.000000
0.3345977385
Long
DBT
UST
US
N
2
2026-11-15
Fixed
4.625
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204BA5
11782000.000000
PA
USD
11115433.350000
0.5004051681
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
2.4
N
N
N
N
N
N
Verdant Receivables 2023-1 LLC
N/A
VERDANT RECEIVABLES 2023-1 LLC
92339GAB9
5280000.000000
PA
USD
5272270.080000
0.2373520773
Long
ABS-O
CORP
US
N
2
2031-01-13
Fixed
6.24
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
VERIZON MASTER TRUST
92348KBL6
2180000.000000
PA
USD
2160361.910000
0.0972572306
Long
ABS-O
CORP
US
N
2
2028-04-13
Fixed
4.89
N
N
N
N
N
N
Verus Securitization Trust 2019-INV2
N/A
VERUS SECURITIZATION TRUST 2019-INV2
92537HAA9
374632.290000
PA
USD
362127.290000
0.0163025913
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.913
N
N
N
N
N
N
Verus Securitization Trust 2019-4
N/A
VERUS SECURITIZATION TRUST 2019-4
92537KAA2
994322.340000
PA
USD
950651.310000
0.0427973263
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.642
N
N
N
N
N
N
Verus Securitization Trust 2019-INV3
N/A
VERUS SECURITIZATION TRUST 2019-INV3
92537MAA8
738991.520000
PA
USD
712876.080000
0.0320929345
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.692
N
N
N
N
N
N
Verus Securitization Trust 2021-1
N/A
VERUS SECURITIZATION TRUST 2021-1
92537QAA9
5219923.580000
PA
USD
4377099.580000
0.1970524389
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.815
N
N
N
N
N
N
Verus Securitization Trust 2020-INV1
N/A
VERUS SECURITIZATION TRUST 2020-INV1
92537TAA3
247707.180000
PA
USD
244308.790000
0.0109985259
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
1.977
N
N
N
N
N
N
Verus Securitization Trust 2020-2
N/A
VERUS SECURITIZATION TRUST 2020-2
92537UAA0
418832.060000
PA
USD
408753.370000
0.0184016486
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
2.226
N
N
N
N
N
N
Verus Securitization Trust 2021-R1
N/A
VERUS SECURITIZATION TRUST 2021-R1
92538BAA1
1856933.930000
PA
USD
1662068.770000
0.0748245953
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.82
N
N
N
N
N
N
Verus Securitization Trust 2021-R3
N/A
VERUS SECURITIZATION TRUST 2021-R3
92538EAA5
7584205.770000
PA
USD
6697266.280000
0.3015039138
Long
ABS-MBS
CORP
US
N
2
2064-04-25
Variable
1.02
N
N
N
N
N
N
Verus Securitization Trust 2021-2
N/A
VERUS SECURITIZATION TRUST 2021-2
92538FAA2
4446784.590000
PA
USD
3710072.000000
0.1670235558
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
92538KAA1
12424506.400000
PA
USD
9676329.830000
0.4356182348
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.013
N
N
N
N
N
N
Verus Securitization Trust 2020-4
N/A
VERUS SECURITIZATION TRUST 2020-4
92538LAA9
859857.920000
PA
USD
797574.800000
0.0359059822
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.502
N
N
N
N
N
N
Verus Securitization Trust 2023-3
N/A
VERUS SECURITIZATION TRUST 2023-3
92539GAA9
8629365.930000
PA
USD
8543042.930000
0.3845988455
Long
ABS-MBS
CORP
US
N
2
2068-03-25
Variable
5.93
N
N
N
N
N
N
Verus Securitization Trust 2023-INV3
9845008F97BFO762AF95
VERUS SECURITIZATION TRUST 2023-INV3
92540CAA5
4230000.000000
PA
USD
4245722.910000
0.1911379988
Long
ABS-MBS
CORP
US
N
2
2068-11-25
Variable
6.876
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VIATRIS INC
92556VAB2
5207000.000000
PA
USD
4878516.410000
0.2196256994
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65
N
N
N
N
N
N
Vista Point Securitization Trust 2020-2
N/A
VISTA POINT SECURITIZATION TRUST 2020-2
92838TAA9
2272525.680000
PA
USD
2040262.650000
0.0918504877
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.475
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC
92840VAD4
24655000.000000
PA
USD
24137245.000000
1.0866334907
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668BU5
5700000.000000
PA
USD
5706264.300000
0.2568900425
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
928668CA8
11380000.000000
PA
USD
11474818.160000
0.5165842958
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
6.0
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
VOYA FINANCIAL INC
929089AB6
17754000.000000
PA
USD
16915194.520000
0.7615043418
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.65
N
N
N
N
N
N
WPP Finance 2010
549300OJB3S151W7KN44
WPP FINANCE 2010
92936MAF4
19500000.000000
PA
USD
19117351.500000
0.8606431427
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75
N
N
N
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC
931427AH1
15350000.000000
PA
USD
15006743.300000
0.6755878666
Long
DBT
CORP
US
N
2
2024-11-18
Fixed
3.8
N
N
N
N
N
N
N/A
N/A
WALGREENS BOOTS ALLIANCE 4/2 144A CP 6.0000 20231201
000000000
2200000.000000
PA
USD
2199633.850000
0.0990252122
Long
DBT
CORP
US
N
2
2023-12-01
None
0.0
N
N
N
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE 4/2 144A CP 6.2500 20231229
000000000
4450000.000000
PA
USD
4428440.280000
0.1993637434
Long
DBT
CORP
US
N
2
2023-12-29
None
0.0
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
94974BFY1
11710000.000000
PA
USD
11389204.550000
0.5127300608
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.1
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP
958667AB3
6623000.000000
PA
USD
6412587.290000
0.2886879638
Long
DBT
CORP
US
N
2
2025-02-01
Variable
3.1
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERAT 4/2 144A CP 5.9986 20240103
000000000
19400000.000000
PA
USD
19286048.090000
0.8682376865
Long
DBT
CORP
US
N
2
2024-01-03
None
0.0
N
N
N
N
N
N
Woori Bank
549300VUVMRL6RE7R376
WOORI BANK
98105HAC4
6800000.000000
PA
USD
6764878.000000
0.3045477226
Long
DBT
CORP
KR
N
2
2024-04-30
Fixed
4.75
N
N
N
N
N
World Omni Select Auto Trust 2020-A
N/A
WORLD OMNI SELECT AUTO TRUST 2020-A
98163DAE8
2347412.090000
PA
USD
2329539.600000
0.1048734330
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.84
N
N
N
N
N
N
Bangkok Bank PCL/Hong Kong
549300CCL2BKJGMYXV60
BANGKOK BANK PCL/HONG KONG
AU4984756
5700000.000000
PA
USD
5668996.050000
0.2552122650
Long
DBT
CORP
TH
N
2
2024-03-19
Fixed
4.05
N
N
N
N
N
N
Siam Commercial Bank PCL/Cayman Islands
54930068OELHUBHH1U03
SIAM COMMERCIAL BANK PCL/CAYMAN ISLANDS
AW9410936
9800000.000000
PA
USD
9766288.000000
0.4396680574
Long
DBT
CORP
TH
N
2
2024-02-11
Fixed
3.9
N
N
N
N
N
N
Indian Railway Finance Corp Ltd
335800F2JHSOGXQEBY56
INDIAN RAILWAY FINANCE CORP LTD
AX8583459
8000000.000000
PA
USD
7950240.000000
0.3579114784
Long
DBT
CORP
IN
N
2
2024-03-29
Fixed
3.73
N
N
N
N
N
N
HPHT Finance 19 Ltd
254900U58MWSWY66P584
HPHT FINANCE 19 LTD
ZQ3747594
7278000.000000
PA
USD
7096050.000000
0.3194567392
Long
DBT
CORP
KY
N
2
2024-11-05
Fixed
2.875
N
N
N
N
N
N
Emirates NBD Bank PJSC
54930029BCN8HF3B1286
EMIRATES NBD BANK PJSC
ZP9886703
6400000.000000
PA
USD
6153772.800000
0.2770364065
Long
DBT
CORP
AE
N
2
2025-02-18
Fixed
2.625
N
N
N
N
N
Kia Corp
988400V8MJK9N7OI5X76
KIA CORP
BU3443373
1900000.000000
PA
USD
1828591.810000
0.0823212882
Long
DBT
CORP
KR
N
2
2025-02-14
Fixed
2.375
N
N
N
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG CHEM LTD
BX5347808
7610000.000000
PA
USD
7446922.950000
0.3352526720
Long
DBT
CORP
KR
N
2
2025-07-14
Fixed
4.375
N
N
N
N
N
Pelabuhan Indonesia Persero PT
N/A
PELABUHAN INDONESIA PERSERO PT
EK5153128
5800000.000000
PA
USD
5745425.070000
0.2586530194
Long
DBT
CORP
ID
N
2
2024-10-01
Fixed
4.875
N
N
N
N
N
N
Japan Treasury Discount Bill
353800WZS8AXZXFUC241
JAPAN TREASURY DISCOUNT BILL
ZH7440691
3355900000.000000
PA
22643021.920000
1.0193651325
Long
DBT
NUSS
JP
N
2
2024-02-13
None
0.0
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) MAR24
000000000
-737.000000
NC
USD
-576827.790000
-0.0259681830
N/A
DIR
CORP
US
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
United States Treasury Note/Bond
US TREASURY N/B
2024-03-28
-78172771.930000
USD
-576827.790000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JPY/USD FWD 20240213 CHASGB2L
000000000
1.000000
NC
USD
-397549.640000
-0.0178972684
N/A
DFE
CORP
JP
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-3355900000.000000
JPY
22513058.100000
USD
2024-02-13
-397549.640000
N
N
N
AT&T Corp
4PD8YHHBETYIBWD91168
ICE_AT&T INC CDS 12/20/2023
000000000
1.000000
NC
USD
58816.070000
0.0026478379
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
AT&T Inc
AT&T INC
Y
Default Event
2023-12-20
295115.720000
USD
0.000000
USD
25000000.000000
USD
-236299.650000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
ICE_BANK OF AMERICA CORP CDS 12/20/2023
000000000
1.000000
NC
USD
46969.740000
0.0021145285
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Bank of America Corp
BANK OF AMERICA CORP
Y
Default Event
2023-12-20
276826.350000
USD
0.000000
USD
20000000.000000
USD
-229856.610000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
ICE_CITIGROUP INC CDS 12/20/2023
000000000
1.000000
NC
USD
47692.130000
0.0021470497
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Citigroup Inc
CITIGROUP INC
Y
Default Event
2023-12-20
268600.290000
USD
0.000000
USD
20000000.000000
USD
-220908.160000
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
ICE_VERIZON COMMUNICATIONS CDS 12/20/2023
000000000
1.000000
NC
USD
58495.940000
0.0026334260
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Verizon Communications Inc
VERIZON COMMUNICATIONS
Y
Default Event
2023-12-20
343399.140000
USD
0.000000
USD
25000000.000000
USD
-284903.200000
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
ICE_HESS CORP CDS 06/20/2024
000000000
1.000000
NC
USD
66097.770000
0.0029756524
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Hess Corp
HESS CORP
Y
Default Event
2024-06-20
53695.170000
USD
0.000000
USD
10000000.000000
USD
12402.600000
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
ICE_DEVON ENERGY CORP CDS 06/20/2024
000000000
1.000000
NC
USD
54419.230000
0.0024498967
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Devon Energy Corp
DEVON ENERGY CORP
Y
Default Event
2024-06-20
18695.310000
USD
0.000000
USD
10000000.000000
USD
35723.920000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
SWAPTION_CDX_USD_2I65BYED3_OTC_E_PAYER_K_1_EFF_2023-11-22_MAT_2024-01-17 BOFA
000000000
1.000000
NC
USD
58450.290000
0.0026313708
N/A
DCR
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Put
Purchased
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
N/A
B4TYDEB6GKMZO031MB27
CDX IG CDSI S41 5Y CDS 12/20/2028
000000000
0.000000
NC
USD
0.000000
N/A
DCR
CORP
US
N/A
CDX IG CDSI S41 5Y CDS 12/20/2028
Default Event
2028-12-20
0.000000
USD
0.000000
USD
N/A
USD
100000000.0000000000
USD
72.5
USD
2024-01-17
XXXX
-16549.710000
N
N
N
N/A
N/A
3 MONTH SOFR FUT MAR24
000000000
500.000000
NC
USD
105215.000000
0.0047366691
N/A
DIR
CORP
US
N
1
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Long
United States 90 Day Average SOFR Secured Overnight Financing Rate
US 90 DAY AVERAGE SOFR
2024-06-18
118419785.000000
USD
105215.000000
N
N
N
N/A
N/A
3 MONTH SOFR FUT JUN24
000000000
-1127.000000
NC
USD
-391908.399265
-0.0176433057
N/A
DIR
CORP
US
N
1
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Short
United States 90 Day Average SOFR Secured Overnight Financing Rate
US 90 DAY AVERAGE SOFR
2024-09-17
-267636866.600735
USD
-391908.399265
N
N
N
N/A
N/A
3 MONTH SOFR FUT JUN24
000000000
-179.000000
NC
USD
-62246.320735
-0.0028022642
N/A
DIR
CORP
US
N
1
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Short
United States 90 Day Average SOFR Secured Overnight Financing Rate
US 90 DAY AVERAGE SOFR
2024-09-17
-42508428.679265
USD
-62246.320735
N
N
N
N/A
N/A
3 MONTH SOFR FUT DEC23
000000000
404.000000
NC
USD
38844.520000
0.0017487396
N/A
DIR
CORP
US
N
1
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Long
United States 90 Day Average SOFR Secured Overnight Financing Rate
US 90 DAY AVERAGE SOFR
2024-03-19
95529880.480000
USD
38844.520000
N
N
N
N/A
N/A
US 2YR NOTE (CBT) MAR24
000000000
-512.000000
NC
USD
-132774.080000
-0.0059773500
N/A
DIR
CORP
US
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
United States Treasury Note/Bond
US TREASURY N/B
2024-03-28
-104551226.170000
USD
-132774.080000
N
N
N
N/A
N/A
US 10YR NOTE (CBT)MAR24
000000000
-376.000000
NC
USD
-179724.240000
-0.0080909971
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
-41103902.640000
USD
-179724.240000
N
N
N
N/A
N/A
US LONG BOND(CBT) MAR24
000000000
-22.000000
NC
USD
541.420000
0.0000243742
N/A
DIR
CORP
US
N
1
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Short
United States Treasury Note/Bond
US TREASURY N/B
2024-03-19
-2562166.420000
USD
541.420000
N
N
N
N/A
N/A
US 10YR ULTRA FUT MAR24
000000000
-47.000000
NC
USD
-29441.740000
-0.0013254363
N/A
DIR
CORP
US
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
United States Treasury Note/Bond
US TREASURY N/B
2024-03-19
-5305792.870000
USD
-29441.740000
N
N
N
2024-01-02
T. ROWE PRICE SHORT-TERM BOND FUND, INC.
/s/ Alan Dupski
Alan Dupski
Treasurer & Vice President