NPORT-P
false
0001005942
XXXXXXXX
S000034192
C000105377
C000105376
C000105375
C000105380
C000207666
C000105379
C000118012
Putnam Funds Trust
811-07513
0001005942
549300S9JYWEMKQCLW53
100 FEDERAL STREET
BOSTON
02110
1-800-225-1581
Putnam Ultra Short Duration Income Fund
S000034192
549300AUL3M7GYSCX444
2021-07-31
2021-04-30
N
16844197952.00
86177261.68
16758020690.32
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
12191486.32
USD
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
N/A
AGENCY
3133EK6W1
93000000
PA
USD
93496858.08
0.557923037617
Long
DBT
USGSE
US
N
2
2022-11-07
Floating
.44
N
N
N
N
N
N
AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R7
N/A
ASSET BACKED SECURITY
03072SJ97
840823.26
PA
USD
840561.76
0.005015877325
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
.856
N
N
N
N
N
N
ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-W8
N/A
ASSET BACKED SECURITY
040104JJ1
101853.23
PA
USD
101856.9
0.000607809847
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Floating
1.066
N
N
N
N
N
N
LONG BEACH MORTGAGE LOAN TRUST 2004-1
N/A
ASSET BACKED SECURITY
542514EU4
450463.58
PA
USD
449482.38
0.002682192535
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Floating
.856
N
N
N
N
N
N
STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-1
N/A
ASSET BACKED SECURITY
86358EQJ8
1223670.25
PA
USD
1219445.04
0.007276784428
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
.826
N
N
N
N
N
N
AMERIQUEST MORTGAGE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2005-R8
N/A
ASSET BACKED SECURITY
03072SL94
637099.63
PA
USD
637099.63
0.003801759419
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
.841
N
N
N
N
N
N
AMERIQUEST MORTGAGE SECURITIES INC ASSET BACKED PASS-THROUGH CTFS SER 2005-R11
N/A
ASSET BACKED SECURITY
03072SV28
8321209
PA
USD
8237996.91
0.04915853168
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
.811
N
N
N
N
N
N
HOME EQUITY ASSET TRUST 2006-1
N/A
ASSET BACKED SECURITY
437084RY4
8069923.88
PA
USD
8064315.28
0.048122122708
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
.796
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-NC1
N/A
ASSET BACKED SECURITY
61744CYB6
2503720.21
PA
USD
2493092.42
0.014877010036
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
.676
N
N
N
N
N
N
HOME EQUITY ASSET TRUST 2006-4
N/A
ASSET BACKED SECURITY
437084VJ2
5059401.98
PA
USD
5016163.32
0.029932910412
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
.426
N
N
N
N
N
N
FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF7
N/A
ASSET BACKED SECURITY
320277AB2
8307334.84
PA
USD
8214220.42
0.049016650425
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
.386
N
N
N
N
N
N
RASC SERIES 2006-KS7 TRUST
N/A
ASSET BACKED SECURITY
75406XAD1
458301.61
PA
USD
454552.79
0.002712449151
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
.346
N
N
N
N
N
N
RASC SERIES 2006-KS6 TRUST
N/A
ASSET BACKED SECURITY
75406WAD3
5618520.24
PA
USD
5553800.51
0.033141148425
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
.356
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST 2019-NQM2
N/A
ASSET BACKED SECURITY
10569AAA7
14981292.39
PA
USD
15300393.92
0.091301915678
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.748
N
N
N
N
N
N
HONDA AUTO RECEIVABLES 2019-4 OWNER TRUST
N/A
ASSET BACKED SECURITY
43813VAC2
7300000
PA
USD
7410809.62
0.04422246372
Long
ABS-MBS
CORP
US
N
2
2024-01-18
Fixed
1.83
N
N
N
N
N
N
STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE3
N/A
ASSET BACKED SECURITY
86358EWX0
5892110.32
PA
USD
5874042.75
0.035052127328
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
.826
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2020-1
N/A
ASSET BACKED SECURITY
14315XAB4
5640492.26
PA
USD
5667774.76
0.033821266036
Long
ABS-MBS
CORP
US
N
2
2023-04-17
Fixed
1.87
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC
549300R1KUK063S4I339
ASSET BACKED SECURITY
17307G2R8
2584000
PA
USD
2578834.84
0.015388660079
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
.856
N
N
N
N
N
N
HONDA AUTO RECEIVABLES 2019-3 OWNER TRUST
N/A
ASSET BACKED SECURITY
43815NAB0
1385249.33
PA
USD
1386607.43
0.008274291192
Long
ABS-MBS
CORP
US
N
2
2022-04-15
Fixed
1.9
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CORP 2005-WF1
N/A
ASSET BACKED SECURITY
86359BV73
2731730.18
PA
USD
2732308.21
0.016304480466
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
.766
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST 2020-1
549300G7ER2PTT19ZV22
ASSET BACKED SECURITY
13645YAB5
6834015.65
PA
USD
6859339.78
0.040931682248
Long
ABS-MBS
CORP
CA
N
2
2022-11-21
Fixed
1.77
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019-HY2
N/A
ASSET BACKED SECURITY
89177HAA0
1147083.25
PA
USD
1156699.48
0.00690236336
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Floating
1.106
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019-HY1
N/A
ASSET BACKED SECURITY
89177EAA7
9520749.25
PA
USD
9601475.68
0.057294807409
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Floating
1.106
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2019-C
N/A
ASSET BACKED SECURITY
34531KAC6
2616186.14
PA
USD
2616159.98
0.015611390082
Long
ABS-MBS
CORP
US
N
2
2022-07-15
Floating
.305
N
N
N
N
N
N
BANK OF THE WEST AUTO TRUST 2019-1
549300VWQMQWM78WF314
ASSET BACKED SECURITY
065606AC9
16993442.06
PA
USD
17151498.06
0.102347994295
Long
ABS-MBS
CORP
US
N
2
2024-04-15
Fixed
2.43
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2020-B OWNER TRUST
N/A
ASSET BACKED SECURITY
89239RAC0
35000000
PA
USD
35488145
0.211768117821
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Fixed
1.36
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2020-1
N/A
ASSET BACKED SECURITY
92868JAD8
10000000
PA
USD
10074250
0.060115989747
Long
ABS-MBS
CORP
US
N
2
2024-11-20
Fixed
.98
N
N
N
N
N
N
HONDA AUTO RECEIVABLES 2020-2 OWNER TRUST
N/A
ASSET BACKED SECURITY
43813DAC2
12500000
PA
USD
12568950
0.075002592682
Long
ABS-MBS
CORP
US
N
2
2024-07-15
Fixed
.82
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2020-B
N/A
ASSET BACKED SECURITY
34533GAB5
7753290.17
PA
USD
7759446.28
0.046302880414
Long
ABS-MBS
CORP
US
N
2
2023-02-15
Fixed
.5
N
N
N
N
N
N
BMW VEHICLE OWNER TRUST 2020-A
N/A
ASSET BACKED SECURITY
09661RAB7
3982267.03
PA
USD
3984454.09
0.02377640035
Long
ABS-MBS
CORP
US
N
2
2023-02-27
Fixed
.39
N
N
N
N
N
N
HONDA AUTO RECEIVABLES 2019-4 OWNER TRUST
N/A
ASSET BACKED SECURITY
43813VAB4
7804131.4
PA
USD
7818155.42
0.046653214986
Long
ABS-MBS
CORP
US
N
2
2022-06-20
Fixed
1.86
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2020-B
N/A
ASSET BACKED SECURITY
44933FAB2
11293848.23
PA
USD
11300884.3
0.067435674587
Long
ABS-MBS
CORP
US
N
2
2023-03-15
Fixed
.38
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2020-3
N/A
ASSET BACKED SECURITY
14315FAD9
19000000
PA
USD
19083087
0.113874349201
Long
ABS-MBS
CORP
US
N
2
2025-03-17
Fixed
.62
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2020-C OWNER TRUST
N/A
ASSET BACKED SECURITY
89237VAA7
11338074.04
PA
USD
11345638.8
0.06770273775
Long
ABS-MBS
CORP
US
N
2
2023-02-15
Fixed
.36
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-WF1
N/A
ASSET BACKED SECURITY
863576FL3
1953000
PA
USD
1955787.13
0.011670752568
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
.751
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-3
N/A
ASSET BACKED SECURITY
362590AB7
6735531.07
PA
USD
6740619.76
0.040223245242
Long
ABS-MBS
CORP
US
N
2
2023-07-17
Fixed
.35
N
N
N
N
N
N
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-B
N/A
ASSET BACKED SECURITY
802830AK5
8925000
PA
USD
8931104.7
0.053294508135
Long
ABS-MBS
CORP
US
N
2
2025-04-15
Fixed
.54
N
N
N
N
N
N
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-B
N/A
ASSET BACKED SECURITY
802830AD1
8576337.52
PA
USD
8578798.93
0.051192196791
Long
ABS-MBS
CORP
US
N
2
2023-02-15
Fixed
.38
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TRUST
N/A
ASSET BACKED SECURITY
361886CH5
26500000
PA
USD
26617342
0.158833447529
Long
ABS-MBS
CORP
US
N
2
2025-08-15
Fixed
.68
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A
5493001DTG5N7T8BG747
ASSET BACKED SECURITY
34528QHK3
31000000
PA
USD
31129859
0.185760953368
Long
ABS-MBS
CORP
US
N
2
2025-09-15
Fixed
.7
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2020-B
N/A
ASSET BACKED SECURITY
44891PAB0
16407189.8
PA
USD
16416394.23
0.097961415213
Long
ABS-MBS
CORP
US
N
2
2023-01-17
Fixed
.36
N
N
N
N
N
N
HONDA AUTO RECEIVABLES 2020-3 OWNER TRUST
N/A
ASSET BACKED SECURITY
43813KAC6
12500000
PA
USD
12508312.5
0.074640751024
Long
ABS-MBS
CORP
US
N
2
2024-10-18
Fixed
.37
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-3
N/A
ASSET BACKED SECURITY
362569AA3
16721206.89
PA
USD
16720036.41
0.099773336714
Long
ABS-MBS
CORP
US
N
2
2022-11-21
Fixed
.35
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTIFICATES
N/A
ASSET BACKED SECURITY
126670NG9
1821385.75
PA
USD
1821605.77
0.010870053234
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
.856
N
N
N
N
N
N
FIRST FRANKLIN MORTGAGE LOAN TRUST 2005-FF9
N/A
ASSET BACKED SECURITY
32027NVV0
1222250.91
PA
USD
1220492.09
0.007283032481
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
.826
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4
N/A
ASSET BACKED SECURITY
36260KAC8
3000000
PA
USD
3004611
0.017929390681
Long
ABS-MBS
CORP
US
N
2
2025-08-18
Fixed
.38
N
N
N
N
N
N
NATIONSTAR HOME EQUITY LOAN TRUST 2007-B
N/A
ASSET BACKED SECURITY
63860LAE0
4684404.45
PA
USD
4628031.86
0.02761681672
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
.426
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST 2020-B
N/A
ASSET BACKED SECURITY
80286RAB3
7451312.25
PA
USD
7463638.21
0.044537707334
Long
ABS-MBS
CORP
US
N
2
2023-11-20
Fixed
.42
N
N
N
N
N
N
CREDIT-BASED ASSET SERVICING AND SECURITIZATION
N/A
ASSET BACKED SECURITY
12489WPL2
2113834.32
PA
USD
2101909.12
0.012542705125
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
.721
N
N
N
N
N
N
JP MORGAN MORTGAGE ACQUISITION CORP 2005-OPT2
N/A
ASSET BACKED SECURITY
46626LEM8
1989436.6
PA
USD
1987937.36
0.011862602373
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
.781
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTIFICATES
N/A
ASSET BACKED SECURITY
1266733F7
1934036.49
PA
USD
1939573.44
0.011574000748
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
1.606
N
N
N
N
N
N
JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH2
N/A
ASSET BACKED SECURITY
46630MAX0
6660000
PA
USD
6606309.74
0.039421778157
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
.386
N
N
N
N
N
N
ENCORE CREDIT RECEIVABLES TRUST 2005-3
N/A
ASSET BACKED SECURITY
29256PAG9
1859735.33
PA
USD
1853366.85
0.011059580867
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
.871
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2020-P1
N/A
ASSET BACKED SECURITY
14687AAM0
9483587.74
PA
USD
9484905.01
0.056599196201
Long
ABS-MBS
CORP
US
N
2
2023-11-08
Fixed
.28
N
N
N
N
N
N
NISSAN AUTO LEASE TRUST 2020-B
N/A
ASSET BACKED SECURITY
65480EAB7
21715566.31
PA
USD
21727010.41
0.129651411772
Long
ABS-MBS
CORP
US
N
2
2022-12-15
Fixed
.34
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1
N/A
ASSET BACKED SECURITY
36261LAB7
21500000
PA
USD
21511180
0.128363488729
Long
ABS-MBS
CORP
US
N
2
2023-11-16
Fixed
.23
N
N
N
N
N
N
ENCORE CREDIT RECEIVABLES TRUST 2005-4
N/A
ASSET BACKED SECURITY
29256PAY0
6500000
PA
USD
6496945
0.038769166837
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
.811
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2021-A OWNER TRUST
N/A
ASSET BACKED SECURITY
89240BAB4
16000000
PA
USD
15985888
0.095392458903
Long
ABS-MBS
CORP
US
N
2
2023-07-17
Fixed
.16
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2021-A
N/A
ASSET BACKED SECURITY
98164EAB1
28500000
PA
USD
28492692.6
0.170024211848
Long
ABS-MBS
CORP
US
N
2
2024-02-15
Fixed
.17
N
N
N
N
N
N
GSAA TRUST
N/A
ASSET BACKED SECURITY
362334AA2
5363008.46
PA
USD
5366092.73
0.032021041322
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
.726
N
N
N
N
N
N
NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-C
N/A
ASSET BACKED SECURITY
64352VNY3
1581579.18
PA
USD
1581754.89
0.009438793037
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
.786
N
N
N
N
N
N
HONDA AUTO RECEIVABLES 2021-1 OWNER TRUST
N/A
ASSET BACKED SECURITY
43813GAB7
20500000
PA
USD
20500129.15
0.122330253249
Long
ABS-MBS
CORP
US
N
2
2023-07-21
Fixed
.16
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2021-A
N/A
ASSET BACKED SECURITY
34532NAB1
25500000
PA
USD
25500316.2
0.152167828595
Long
ABS-MBS
CORP
US
N
2
2023-10-15
Fixed
.17
N
N
N
N
N
N
FINANCE OF AMERICA HECM BUYOUT 2021-HB1
N/A
ASSET BACKED SECURITY
31735RAA5
8657921.32
PA
USD
8694284.59
0.051881333426
Long
ABS-MBS
CORP
US
N
2
2031-02-25
Variable
.875
N
N
N
N
N
N
DISCOVER CARD EXECUTION NOTE TRUST
549300CKCX1QE4RUW216
ASSET BACKED SECURITY
254683CF0
15430000
PA
USD
15430308.6
0.092077154487
Long
ABS-MBS
CORP
US
N
2
2023-12-15
Floating
.345
N
N
N
N
N
N
UNIFY AUTO RECEIVABLES TRUST 2021-1
N/A
ASSET BACKED SECURITY
90775QAB2
25000000
PA
USD
24993075
0.149140972325
Long
ABS-MBS
CORP
US
N
2
2024-02-15
Fixed
.39
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2021-1
N/A
ASSET BACKED SECURITY
14316NAB5
3156000
PA
USD
3154930.12
0.018826388738
Long
ABS-MBS
CORP
US
N
2
2024-02-15
Fixed
.22
N
N
N
N
N
N
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A
N/A
ASSET BACKED SECURITY
80282YAB2
8190000
PA
USD
8187158.07
0.048855161485
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Fixed
.23
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2005-NC2
N/A
ASSET BACKED SECURITY
86359DCQ8
2212692.66
PA
USD
2214696.03
0.013215737532
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
.811
N
N
N
N
N
N
FIRST FRANKLIN MORTGAGE LOAN TRUST 2004-FF7
N/A
ASSET BACKED SECURITY
32027NLA7
975722.76
PA
USD
969672.6
0.005786319387
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
.976
N
N
N
N
N
N
CWABS ASSET-BACKED CERTIFICATES TRUST 2004-10
N/A
ASSET BACKED SECURITY
126673JV5
4690986.95
PA
USD
4658783.79
0.027800322461
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
1.231
N
N
N
N
N
N
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-MHQ
N/A
ASSET BACKED SECURITY
70069FCX3
3589914.33
PA
USD
3596485.31
0.021461277417
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
1.381
N
N
N
N
N
N
RASC SERIES 2004-KS10 TRUST
N/A
ASSET BACKED SECURITY
76110WG34
3695467.51
PA
USD
3681276.18
0.021967249283
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
1.006
N
N
N
N
N
N
CWABS ASSET-BACKED CERTIFICATES TRUST 2004-AB2
N/A
ASSET BACKED SECURITY
126673QG0
788432.54
PA
USD
788432.54
0.004704807057
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
.961
N
N
N
N
N
N
RASC SERIES 2005-KS1 TRUST
N/A
ASSET BACKED SECURITY
76110WM45
1697422.63
PA
USD
1679360.36
0.010021233361
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
1.231
N
N
N
N
N
N
RAMP SERIES 2005-RS2 TRUST
N/A
ASSET BACKED SECURITY
76112BKE9
2427422.83
PA
USD
2439790.06
0.014558939299
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
1.186
N
N
N
N
N
N
GSAA HOME EQUITY TRUST 2005-8
N/A
ASSET BACKED SECURITY
362341CT4
3091887.82
PA
USD
3091887.82
0.018450196936
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
.966
N
N
N
N
N
N
STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-7
N/A
ASSET BACKED SECURITY
86358EKH8
952873.32
PA
USD
949882.92
0.005668228591
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
.946
N
N
N
N
N
N
RAMP SERIES 2005-RS6 TRUST
N/A
ASSET BACKED SECURITY
76112BTV2
2300197.51
PA
USD
2323199.49
0.013863209343
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
1.081
N
N
N
N
N
N
WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 2005-2 TRUST
N/A
ASSET BACKED SECURITY
9497ENAF0
1585000
PA
USD
1579816.73
0.00942722747
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
1.111
N
N
N
N
N
N
CWABS ASSET-BACKED CERTIFICATES TRUST 2005-3
N/A
ASSET BACKED SECURITY
126673B84
2609483.45
PA
USD
2604977.65
0.015544661856
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
1.111
N
N
N
N
N
N
CIT MORTGAGE LOAN TRUST 2007-1
N/A
ASSET BACKED SECURITY
12559QAD4
1559326.43
PA
USD
1566334.82
0.009346776979
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
1.556
N
N
N
N
N
N
DISCOVER CARD EXECUTION NOTE TRUST
549300CKCX1QE4RUW216
ASSET BACKED SECURITY
254683BX2
15481000
PA
USD
15722008.21
0.093817811187
Long
ABS-MBS
CORP
US
N
2
2024-07-15
Fixed
2.39
N
N
N
N
N
N
GSAMP TRUST 2006-HE7
N/A
ASSET BACKED SECURITY
36245EAE8
763819.86
PA
USD
731281.13
0.004363767915
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
.336
N
N
N
N
N
N
CAPITAL ONE MULTI-ASSET EXECUTION TRUST
R42WS16M9R97TJJKGU15
ASSET BACKED SECURITY
14041NFL0
14850000
PA
USD
14895638.51
0.088886622026
Long
ABS-MBS
CORP
US
N
2
2025-01-15
Floating
.525
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES 2017-A OWNER TRUST
N/A
ASSET BACKED SECURITY
654747AE4
3395911.74
PA
USD
3400435.77
0.020291392598
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Fixed
2.11
N
N
N
N
N
N
CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-RFC1
N/A
ASSET BACKED SECURITY
14453EAD4
4822775.22
PA
USD
4796060.9
0.028619495038
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
.586
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-OPT1
N/A
ASSET BACKED SECURITY
86359UAE9
1229363.56
PA
USD
1204776.29
0.007189251716
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
.366
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2007-HE7
N/A
ASSET BACKED SECURITY
07387VAA7
3368140.83
PA
USD
3368140.16
0.020098675269
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
1.106
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2017-C OWNER TRUST
N/A
ASSET BACKED SECURITY
89237RAE8
944670.67
PA
USD
947591.88
0.005654557286
Long
ABS-MBS
CORP
US
N
2
2022-12-15
Fixed
1.98
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST 2017-4
N/A
ASSET BACKED SECURITY
02007FAD7
4851668.09
PA
USD
4869328.16
0.029056702161
Long
ABS-MBS
CORP
US
N
2
2022-07-15
Fixed
1.96
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES 2017-B OWNER TRUST
54930039HJHMLGTL9O65
ASSET BACKED SECURITY
65478GAE0
8931823.29
PA
USD
8964541.45
0.05349403498
Long
ABS-MBS
CORP
US
N
2
2023-10-16
Fixed
1.95
N
N
N
N
N
N
EQUIFIRST MORTGAGE LOAN TRUST 2005-1
N/A
ASSET BACKED SECURITY
29445FCQ9
1825016.88
PA
USD
1824432.87
0.010886923365
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
.826
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2017-D OWNER TRUST
N/A
ASSET BACKED SECURITY
89238KAE2
4442130.06
PA
USD
4467044.19
0.026656156312
Long
ABS-MBS
CORP
US
N
2
2023-02-15
Fixed
2.12
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2018-1
N/A
ASSET BACKED SECURITY
36255PAD2
1033548.21
PA
USD
1035046.85
0.006176426615
Long
ABS-MBS
CORP
US
N
2
2022-07-18
Fixed
2.32
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2018-1
N/A
ASSET BACKED SECURITY
14314AAC3
2584915.09
PA
USD
2594943.01
0.01548478223
Long
ABS-MBS
CORP
US
N
2
2022-11-15
Fixed
2.48
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2018-A
N/A
ASSET BACKED SECURITY
98161VAC4
1506228.49
PA
USD
1515630.37
0.009044208729
Long
ABS-MBS
CORP
US
N
2
2023-04-17
Fixed
2.5
N
N
N
N
N
N
SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2006-CB1
N/A
ASSET BACKED SECURITY
81375WHF6
7450040.52
PA
USD
7397627.99
0.044143805087
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
.586
N
N
N
N
N
N
JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH1
N/A
ASSET BACKED SECURITY
46630LAY0
235237.02
PA
USD
235130.69
0.001403093446
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
.386
N
N
N
N
N
N
MASTR ASSET-BACKED SECURITIES TRUST 2006-FRE1
N/A
ASSET BACKED SECURITY
57643LPP5
822853.12
PA
USD
807451.45
0.004818298443
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
.686
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2005-AR1
N/A
ASSET BACKED SECURITY
59020UG90
557610.63
PA
USD
557247.35
0.003325257561
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
.856
N
N
N
N
N
N
SOUNDVIEW HOME LOAN TRUST 2005-OPT3
N/A
ASSET BACKED SECURITY
83611MGU6
7501682.74
PA
USD
7485058.26
0.044665527023
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
.811
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-GEL3
N/A
ASSET BACKED SECURITY
86360XAC4
689808.83
PA
USD
688958.5
0.00411121643
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
.406
N
N
N
N
N
N
NEW CENTURY HOME EQUITY LOAN TRUST 2005-3
N/A
ASSET BACKED SECURITY
64352VLL3
327714.14
PA
USD
327583.81
0.001954788194
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
.871
N
N
N
N
N
N
TOWD POINT ASSET TRUST 2018-SL1
54930022FYEFQVX02P24
ASSET BACKED SECURITY
89174UAA4
1446102.39
PA
USD
1438579.77
0.008584425312
Long
ABS-O
CORP
US
N
2
2046-01-25
Floating
.706
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2018-A
N/A
ASSET BACKED SECURITY
34528FAE8
3375000
PA
USD
3438877.61
0.020520786276
Long
ABS-MBS
CORP
US
N
2
2023-10-15
Fixed
3.16
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2018-3
N/A
ASSET BACKED SECURITY
36255JAD6
3428197.6
PA
USD
3462926.96
0.020664295766
Long
ABS-MBS
CORP
US
N
2
2023-05-16
Fixed
3.02
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2018-1
5493006LDEVJTEG9O760
ASSET BACKED SECURITY
58772RAD6
1789621.36
PA
USD
1803017.21
0.010759129872
Long
ABS-MBS
CORP
US
N
2
2023-01-17
Fixed
3.03
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2018-C
N/A
ASSET BACKED SECURITY
98163EAD8
17130027.24
PA
USD
17349932.25
0.103532109016
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Fixed
3.13
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST
549300Y4SA5G3GIJTP18
ASSET BACKED SECURITY
02582JJF8
18868000
PA
USD
18979019.31
0.113253346924
Long
ABS-MBS
CORP
US
N
2
2024-02-15
Fixed
3.06
N
N
N
N
N
N
HONDA AUTO RECEIVABLES 2018-3 OWNER TRUST
N/A
ASSET BACKED SECURITY
43815HAC1
2355074.05
PA
USD
2372137.27
0.014155235358
Long
ABS-MBS
CORP
US
N
2
2022-08-22
Fixed
2.95
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2018-4
549300RO0W90UZB1HD05
ASSET BACKED SECURITY
38013FAD3
15239082.14
PA
USD
15410003.69
0.091955989163
Long
ABS-MBS
CORP
US
N
2
2023-10-16
Fixed
3.21
N
N
N
N
N
N
NOMURA HOME EQUITY LOAN INC HOME EQUITY LOAN TRUST SERIES 2005-FM1
N/A
ASSET BACKED SECURITY
65536HAG3
1098040.56
PA
USD
1092267.61
0.006517879588
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
.841
N
N
N
N
N
N
FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FF12
N/A
ASSET BACKED SECURITY
32027NXW6
568716.3
PA
USD
566432.73
0.003380069404
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
.781
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2018-4
N/A
ASSET BACKED SECURITY
14315EAC4
18014246.68
PA
USD
18266770.39
0.109003149761
Long
ABS-MBS
CORP
US
N
2
2023-09-15
Fixed
3.36
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2018-D OWNER TRUST
N/A
ASSET BACKED SECURITY
89231PAE8
2200000
PA
USD
2278589.72
0.013597009827
Long
ABS-MBS
CORP
US
N
2
2024-02-15
Fixed
3.3
N
N
N
N
N
N
FIRST FRANKLIN MORTGAGE LOAN TRUST 2005-FFH4
N/A
ASSET BACKED SECURITY
32027NXD8
2029548.52
PA
USD
2019400.78
0.012050353782
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
.826
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A
5493001DTG5N7T8BG747
ASSET BACKED SECURITY
34528QGH1
39385000
PA
USD
39967500.21
0.238497737582
Long
ABS-MBS
CORP
US
N
2
2023-10-15
Fixed
3.52
N
N
N
N
N
N
BANK OF THE WEST AUTO TRUST 2018-1
549300OPTKFI3P2ERB31
ASSET BACKED SECURITY
065603AC6
2872146.03
PA
USD
2884598.79
0.017213242801
Long
ABS-MBS
CORP
US
N
2
2022-12-15
Fixed
3.43
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TRUST
N/A
ASSET BACKED SECURITY
361886BU7
445000
PA
USD
450441.06
0.002687913259
Long
ABS-MBS
CORP
US
N
2
2023-09-15
Fixed
3.5
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A
5493001DTG5N7T8BG747
ASSET BACKED SECURITY
34528QFZ2
5600000
PA
USD
5600546
0.033420092405
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Floating
.395
N
N
N
N
N
N
GOLDEN CREDIT CARD TRUST
549300BEDPMEONLTJX58
ASSET BACKED SECURITY
380881ER9
1250000
PA
USD
1335258
0.007967874158
Long
ABS-MBS
CORP
CA
N
2
2025-08-15
Fixed
3.44
N
N
N
N
N
N
JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH4
N/A
ASSET BACKED SECURITY
46630CAD6
529832.79
PA
USD
529315.62
0.003158580776
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
.266
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES 2019-A OWNER TRUST
N/A
ASSET BACKED SECURITY
65479KAD2
10409890.08
PA
USD
10557541.88
0.062999933435
Long
ABS-MBS
CORP
US
N
2
2023-10-16
Fixed
2.9
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTIFICATES
N/A
ASSET BACKED SECURITY
1266737E6
430634.43
PA
USD
430294.27
0.002567691483
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
1.156
N
N
N
N
N
N
SECURITIZED TERM AUTO RECEIVABLES TRUST 2019-1
N/A
ASSET BACKED SECURITY
81377DAC0
4555421.22
PA
USD
4605285.32
0.027481081478
Long
ABS-MBS
CORP
CA
N
2
2023-02-27
Fixed
2.986
N
N
N
N
N
N
CWABS ASSET-BACKED CERTIFICATES TRUST 2005-4
N/A
ASSET BACKED SECURITY
126673R20
1168063.15
PA
USD
1191424.41
0.007109577151
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
1.066
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2019-2
N/A
ASSET BACKED SECURITY
92537GAA1
14216920.38
PA
USD
14244012.14
0.08499817731
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
3.211
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES 2019-B OWNER TRUST
N/A
ASSET BACKED SECURITY
89239JAD6
1616771.32
PA
USD
1638038.33
0.009774652748
Long
ABS-MBS
CORP
US
N
2
2023-08-15
Fixed
2.57
N
N
N
N
N
N
GCAT 2019-NQM1 LLC
N/A
ASSET BACKED SECURITY
36166PAA6
12072571.16
PA
USD
12126212.01
0.072360645891
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
2.985
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES 2019-B OWNER TRUST
N/A
ASSET BACKED SECURITY
65479HAC1
21313222.59
PA
USD
21665248.82
0.12928286234
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Fixed
2.5
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2019-B
N/A
ASSET BACKED SECURITY
34532DAD9
12705530.36
PA
USD
12855506.44
0.076712558587
Long
ABS-MBS
CORP
US
N
2
2023-10-15
Fixed
2.23
N
N
N
N
N
N
ANGEL OAK MORTGAGE FUND EU TRUST
5493003LLF00J9K56X50
ASSET BACKED SECURITY
03463UAA5
17523452.95
PA
USD
17777543.02
0.106083787271
Long
ABS-MBS
CORP
US
N
2
2049-07-26
Variable
2.993
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST
N/A
ASSET BACKED SECURITY
10568HAA3
9351162.75
PA
USD
9465762.18
0.056484965348
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.666
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2019-3
N/A
ASSET BACKED SECURITY
14315PAD7
15300000
PA
USD
15580322.01
0.092972328283
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Fixed
2.18
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2019-1
N/A
ASSET BACKED SECURITY
58769TAD7
34000000
PA
USD
34393461.6
0.205235822509
Long
ABS-MBS
CORP
US
N
2
2024-03-15
Fixed
1.94
N
N
N
N
N
N
COLT FUNDING LLC
N/A
ASSET BACKED SECURITY
196860AA8
15582297.05
PA
USD
15715145.48
0.093776859275
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Variable
2.579
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1
N/A
ASSET BACKED SECURITY
85572JAA5
8003131.54
PA
USD
8119378.63
0.048450701787
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.61
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES 2019-C OWNER TRUST
N/A
ASSET BACKED SECURITY
65479JAD5
20500000
PA
USD
20832510
0.124313666781
Long
ABS-MBS
CORP
US
N
2
2024-07-15
Fixed
1.93
N
N
N
N
N
N
SG RESIDENTIAL MORTGAGE TRUST 2019-3
N/A
ASSET BACKED SECURITY
78432BAA7
1385501.95
PA
USD
1405208.78
0.008385290876
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.703
N
N
N
N
N
N
BANK OF MONTREAL/CHICAGO IL
NQQ6HPCNCCU6TUTQYE16
CERT OF DEPOSIT
06367CCY1
20000000
PA
USD
20003473
0.119366561061
Long
STIV
CORP
US
N
2
2022-03-16
Floating
.24
N
N
N
N
N
N
MORGAN STANLEY BANK NA
G1MLHIS0N32I3QPILB75
CERT OF DEPOSIT
61690UUV0
47000000
PA
USD
47072333
0.280894348264
Long
STIV
CORP
US
N
2
2021-12-02
Variable
.312
N
N
N
N
N
N
NORDEA BANK ABP/NEW YORK NY
529900ODI3047E2LIV03
CERT OF DEPOSIT
65558TTX3
20585000
PA
USD
20616789.83
0.123026401572
Long
STIV
CORP
US
N
2
2022-01-28
Floating
.414
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
549300H8L46OOZOFHU82
CERT OF DEPOSIT
13606CKE3
46500000
PA
USD
46527873.5
0.277645399536
Long
STIV
CORP
US
N
2
2022-01-03
Floating
.304
N
N
N
N
N
N
BANK OF NOVA SCOTIA/HOUSTON
L3I9ZG2KFGXZ61BMYR72
CERT OF DEPOSIT
06417MMN2
70000000
PA
USD
70023926.7
0.417853205901
Long
STIV
CORP
US
N
2
2021-12-09
Floating
.22
N
N
N
N
N
N
NATIXIS SA/NEW YORK NY
2549003L5ZG5M2ZSE107
CERT OF DEPOSIT
63873QMA9
32500000
PA
USD
32518994.63
0.194050331068
Long
STIV
CORP
US
N
2
2021-12-10
Floating
.26
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD/ NEW YORK
5493006GGLR4BTEL8O61
CERT OF DEPOSIT
86564GNY3
46500000
PA
USD
46506469.08
0.277517673116
Long
STIV
CORP
US
N
2
2021-06-16
Floating
.21
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK NY
549300D0YARF5HYP1809
CERT OF DEPOSIT
22552G2D1
23250000
PA
USD
23200761.62
0.138445715331
Long
STIV
CORP
US
N
2
2022-07-19
Floating
.26
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK NY
7LTWFZYICNSX8D621K86
CERT OF DEPOSIT
25152XVX5
46500000
PA
USD
46501528.46
0.277488190994
Long
STIV
CORP
US
N
2
2022-02-16
Floating
.73
N
N
N
N
N
N
BANK OF MONTREAL/CHICAGO IL
NQQ6HPCNCCU6TUTQYE16
CERT OF DEPOSIT
06367CC88
34500000
PA
USD
34502880.06
0.205888754392
Long
STIV
CORP
US
N
2
2022-03-04
Floating
.223
N
N
N
N
N
N
SUMITOMO MITSUI BANKING CORP/NEW YORK
549300MS3WYYVQ4HXM15
CERT OF DEPOSIT
86565BZV6
28000000
PA
USD
28002763.88
0.167100664198
Long
STIV
CORP
US
N
2
2021-05-13
Floating
.549
N
N
N
N
N
N
RABOBANK NEDERLAND NV NY
DG3RU1DBUFHT4ZF9WN62
CERT OF DEPOSIT
21684L3W0
32500000
PA
USD
32512704.58
0.194012796504
Long
STIV
CORP
US
N
2
2021-06-17
Floating
.482
N
N
N
N
N
N
SUMITOMO MITSUI BANKING CORP/NEW YORK
549300MS3WYYVQ4HXM15
CERT OF DEPOSIT
86565BG39
27900000
PA
USD
27919242.07
0.166602265184
Long
STIV
CORP
US
N
2
2021-07-12
Floating
.538
N
N
N
N
N
N
RABOBANK NEDERLAND NV NY
DG3RU1DBUFHT4ZF9WN62
CERT OF DEPOSIT
21684L5B4
28500000
PA
USD
28534583.33
0.170274186059
Long
STIV
CORP
US
N
2
2021-09-24
Floating
.491
N
N
N
N
N
N
NORDEA BANK ABP/NEW YORK NY
529900ODI3047E2LIV03
CERT OF DEPOSIT
65558TQJ7
57000000
PA
USD
57095639.73
0.340706344652
Long
STIV
CORP
US
N
2
2021-11-19
Floating
.501
N
N
N
N
N
N
SVENSKA HANDELSBANKEN/NEW YORK NY
NHBDILHZTYCNBV5UYZ31
CERT OF DEPOSIT
86959RET3
47000000
PA
USD
47072895.12
0.280897702598
Long
STIV
CORP
US
N
2
2022-01-06
Floating
.454
N
N
N
N
N
N
SUMITOMO MITSUI BANKING CORP/NEW YORK
549300MS3WYYVQ4HXM15
CERT OF DEPOSIT
86565B6D8
38000000
PA
USD
38064908.18
0.227144415701
Long
STIV
CORP
US
N
2
2021-11-05
Floating
.565
N
N
N
N
N
N
STANDARD CHARTERED BANK/NEW YORK
RILFO74KP1CM8P6PCT96
CERT OF DEPOSIT
85325VH37
25000000
PA
USD
24999999.75
0.149182294329
Long
STIV
CORP
US
N
2
2022-04-25
Floating
.291
N
N
N
N
N
N
STAR 2021-1 TRUST
N/A
CORP CMO
85573GAA0
15037620.6
PA
USD
15018823.57
0.089621703228
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
1.219
N
N
N
N
N
N
STATION PLACE SECURITIZATION TRUST SERIES 2021-6
N/A
CORP CMO
85777PAA4
51131000
PA
USD
51131000
0.305113598705
Long
ABS-CBDO
CORP
US
N
2
2022-04-25
Floating
.91
N
N
N
N
N
N
MRA ISSUANCE TRUST
N/A
CORP CMO
55349BAA7
45251000
PA
USD
45251000
0.270025922728
Long
ABS-CBDO
CORP
US
N
2
2021-10-08
Floating
1.459
N
N
N
N
N
N
STATION PLACE SECURITIZATION TRUST
N/A
CORP CMO
85777QAA2
31964000
PA
USD
31964000
0.190738516145
Long
ABS-CBDO
CORP
US
N
2
2054-03-25
Floating
.806
N
N
N
N
N
N
MFA 2021-NQM1 TRUST
N/A
CORP CMO
55283FAA6
19705803.76
PA
USD
19704918.97
0.117585002037
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Variable
1.153
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST 2018-1
54930071PMO0D7K08N34
CORP CMO
58552NAA7
30633000
PA
USD
30633000
0.182796050716
Long
ABS-CBDO
CORP
US
N
2
2055-04-25
Floating
.86
N
N
N
N
N
N
NEWREZ WAREHOUSE SECURITIZATION TRUST 2021-1
N/A
CORP CMO
65246PAA9
17008000
PA
USD
17008000
0.101491699493
Long
ABS-CBDO
CORP
US
N
2
2055-05-25
Floating
.86
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2019-4
N/A
CORP CMO
92537KAA2
21136223.61
PA
USD
21494854.6
0.128266070303
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
2.642
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-2
N/A
CORP CMO
85573DAA7
23220526.25
PA
USD
23588039.84
0.14075671749
Long
ABS-CBDO
CORP
US
N
2
2060-04-25
Variable
2.718
N
N
N
N
N
N
STATION PLACE SECURITIZATION TRUST SERIES 2020-6
N/A
CORP CMO
85775EAA1
43133000
PA
USD
43133000
0.257387198626
Long
ABS-CBDO
CORP
US
N
2
2021-09-07
Floating
1.856
N
N
N
N
N
N
MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2020-4
N/A
CORP CMO
61916BAY6
19742000
PA
USD
19748631.34
0.117845846505
Long
ABS-CBDO
CORP
US
N
2
2023-04-23
Floating
1.461
N
N
N
N
N
N
1SHARPE MORTGAGE TRUST 2020-1
N/A
CORP CMO
68257LAA8
36188000
PA
USD
36209712.8
0.216073923461
Long
ABS-CBDO
CORP
US
N
2
2024-07-25
Floating
3.076
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES
N/A
CORP CMO
12659LAA0
10365178.85
PA
USD
10422791.62
0.062195839309
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Variable
1.616
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST 2020-NQM1
N/A
CORP CMO
105699AA0
14781880.96
PA
USD
14930424.08
0.089094197674
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Variable
1.449
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2020-NQM1
N/A
CORP CMO
36259WAA9
4554561.25
PA
USD
4570502.21
0.02727352051
Long
ABS-CBDO
CORP
US
N
2
2060-09-27
Variable
1.382
N
N
N
N
N
N
MFA 2020-NQM1 TRUST
N/A
CORP CMO
552754AA1
4427625.4
PA
USD
4470268.75
0.026675398202
Long
ABS-CBDO
CORP
US
N
2
2065-03-25
Variable
1.479
N
N
N
N
N
N
STATION PLACE SECURITIZATION TRUST SERIES 2020-13
N/A
CORP CMO
85775WAA1
49838000
PA
USD
49838000
0.297397890365
Long
ABS-CBDO
CORP
US
N
2
2021-10-10
Floating
1.606
N
N
N
N
N
N
COLT 2020-1R MORTGAGE LOAN TRUST
N/A
CORP CMO
12597VAA3
6852887.47
PA
USD
6920045.77
0.041293932606
Long
ABS-CBDO
CORP
US
N
2
2065-09-25
Variable
1.255
N
N
N
N
N
N
OBX 2020-EXP3 TRUST
N/A
CORP CMO
67448WBD9
1415943.54
PA
USD
1413431.66
0.008434359201
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Floating
1.006
N
N
N
N
N
N
MRA ISSUANCE TRUST 2020-2
N/A
CORP CMO
55346HAB5
45609000
PA
USD
45609000
0.272162213204
Long
ABS-CBDO
CORP
US
N
2
2021-07-21
Floating
1.95
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2020-5
N/A
CORP CMO
92538CAA9
13786304.38
PA
USD
13830092.44
0.082528197665
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
1.218
N
N
N
N
N
N
STATION PLACE SECURITIZATION TRUST SERIES 2020-15
N/A
CORP CMO
85775FAA8
49539000
PA
USD
49539000
0.295613670107
Long
ABS-CBDO
CORP
US
N
2
2021-12-10
Floating
1.476
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST 2020-1
N/A
CORP CMO
585505AA8
15023000
PA
USD
15023000
0.089646625205
Long
ABS-CBDO
CORP
US
N
2
2053-10-25
Floating
1.006
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2
N/A
CORP CMO
31573WAA9
4427715.51
PA
USD
4449854.09
0.026553577969
Long
ABS-CBDO
CORP
US
N
2
2065-10-25
Variable
1.178
N
N
N
N
N
N
MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST
N/A
CORP CMO
61916BBA7
27573000
PA
USD
27577301.39
0.164561805356
Long
ABS-CBDO
CORP
US
N
2
2023-08-10
Floating
1.111
N
N
N
N
N
N
MRA ISSUANCE TRUST 2020-11
N/A
CORP CMO
55349JAA0
51544000
PA
USD
51544000
0.307578090232
Long
ABS-CBDO
CORP
US
N
2
2022-04-22
Floating
1.815
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST 2020-2
N/A
CORP CMO
58551VAA0
8972000
PA
USD
8972000
0.053538542324
Long
ABS-CBDO
CORP
US
N
2
2053-11-25
Floating
.906
N
N
N
N
N
N
MRA ISSUANCE TRUST 2020-12
N/A
CORP CMO
62477HAA4
45568000
PA
USD
45568000
0.271917554239
Long
ABS-CBDO
CORP
US
N
2
2021-07-15
Floating
1.456
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2019-IMC1
N/A
CORP CMO
17328BAA2
1864917.15
PA
USD
1895474
0.01131084652
Long
ABS-CBDO
CORP
US
N
2
2049-07-25
Variable
2.72
N
N
N
N
N
N
STATION PLACE SECURITIZATION TRUST 2021-WL1
N/A
CORP CMO
857740AA2
31964000
PA
USD
31964000
0.190738516145
Long
ABS-CBDO
CORP
US
N
2
2054-01-26
Floating
.756
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST 2021-1
N/A
CORP CMO
58550LAA3
26402000
PA
USD
26402000
0.157548438971
Long
ABS-CBDO
CORP
US
N
2
2055-02-25
Floating
.806
N
N
N
N
N
N
RESIDENTIAL MORTGAGE LOAN TRUST 2019-2
N/A
CORP CMO
76119DAA7
1791182.27
PA
USD
1818050
0.010848834917
Long
ABS-CBDO
CORP
US
N
2
2059-05-25
Variable
2.913
N
N
N
N
N
N
CFMT 2021-HB5 LLC
N/A
CORP CMO
12526PAA2
18791777.37
PA
USD
18808257.76
0.112234362921
Long
ABS-CBDO
CORP
US
N
2
2031-02-25
Variable
.801
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST 2018-2
N/A
CORP CMO
43789CAA8
5263777.64
PA
USD
5364103.66
0.032009171961
Long
ABS-CBDO
CORP
US
N
2
2058-11-25
Variable
3.985
N
N
N
N
N
N
TOWD POINT HE TRUST
N/A
CORP CMO
89180DAA4
3374077.6
PA
USD
3379462.63
0.020166239751
Long
ABS-CBDO
CORP
US
N
2
2063-02-25
Variable
.918
N
N
N
N
N
N
MRA ISSUANCE TRUST 2021-8
N/A
CORP CMO
55350JAA6
45586000
PA
USD
45586000
0.272024965492
Long
ABS-CBDO
CORP
US
N
2
2021-10-15
Floating
1.265
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST 2021-HE1
N/A
CORP CMO
10569QAA2
18407076.91
PA
USD
18462666.28
0.110172117705
Long
ABS-CBDO
CORP
US
N
2
2070-01-25
Floating
.76
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST 2019-3
N/A
CORP CMO
43800KAA5
17539621.55
PA
USD
17811734.75
0.106287819302
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
2.675
N
N
N
N
N
N
CSMC SERIES 2015-2R
N/A
CORP CMO
12649QBG8
2644505.44
PA
USD
2667476.67
0.015917611747
Long
ABS-CBDO
CORP
US
N
2
2036-08-27
Variable
2.437
N
N
N
N
N
N
HOMEBANC MORTGAGE TRUST 2005-4
N/A
CORP CMO
43739EBS5
4805129.06
PA
USD
4795983.46
0.028619032931
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Floating
.646
N
N
N
N
N
N
GALTON FUNDING MORTGAGE TRUST 2018-2
N/A
CORP CMO
36418GAU8
2554580.74
PA
USD
2576951.2
0.015377419849
Long
ABS-CBDO
CORP
US
N
2
2058-10-25
Variable
4.5
N
N
N
N
N
N
STACR TRUST 2018-HRP2
549300YG8OJES76WL398
CORP CMO
35564AAK7
5134207.19
PA
USD
5144400.13
0.030698136881
Long
ABS-CBDO
CORP
US
N
2
2047-02-25
Floating
1.356
N
N
N
N
N
N
FREDDIE MAC STACR TRUST 2018-HQA2
5493005RUXPCBST1N217
CORP CMO
35563XAA0
49225.11
PA
USD
49225.11
0.000293740597
Long
ABS-CBDO
CORP
US
N
2
2048-10-25
Floating
.856
N
N
N
N
N
N
STACR TRUST 2018-DNA3
549300BL200YC56BUV20
CORP CMO
35563WAA2
4263.27
PA
USD
4263.27
0.000025440176
Long
ABS-CBDO
CORP
US
N
2
2048-09-25
Floating
.856
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST 2018-IMC2
N/A
CORP CMO
85572PAA1
9428446.96
PA
USD
9570250.8
0.057108479437
Long
ABS-CBDO
CORP
US
N
2
2048-10-25
Variable
4.121
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST I LLC 2018-3
N/A
CORP CMO
03464NAA0
5606241.24
PA
USD
5653118.95
0.03373381054
Long
ABS-CBDO
CORP
US
N
2
2048-09-25
Variable
3.649
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST 2019-1
N/A
CORP CMO
10568GAD9
5777959.15
PA
USD
5936558.35
0.035425176157
Long
ABS-CBDO
CORP
US
N
2
2058-03-25
Fixed
3.5
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2019-2
N/A
CORP CMO
24381PAA1
5009166.47
PA
USD
5052746.22
0.030151211252
Long
ABS-CBDO
CORP
US
N
2
2059-04-25
Variable
3.558
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XDC5
1242957.14
PA
USD
1250337.32
0.007461127678
Long
ABS-CBDO
CORP
US
N
2
2029-01-25
Floating
4.356
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST 2019-1
549300MG3C2ML9FTA089
CORP CMO
585503AA3
22114000
PA
USD
22100178.75
0.131878216159
Long
ABS-CBDO
CORP
US
N
2
2052-06-25
Floating
.906
N
N
N
N
N
N
SPRUCE HILL MORTGAGE LOAN TRUST
N/A
CORP CMO
85211XAA1
7299691.95
PA
USD
7419406.9
0.044273766199
Long
ABS-CBDO
CORP
US
N
2
2049-04-29
Variable
3.368
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE TRUST 2019-1
N/A
CORP CMO
31573MAA1
5476876.91
PA
USD
5556839.31
0.033159281831
Long
ABS-CBDO
CORP
US
N
2
2059-06-25
Variable
2.934
N
N
N
N
N
N
TOWD POINT HE TRUST 2019-HE1
N/A
CORP CMO
89178AAA4
5019442.18
PA
USD
5027062.7
0.029997950193
Long
ABS-CBDO
CORP
US
N
2
2048-04-25
Floating
1.006
N
N
N
N
N
N
FWD SECURITIZATION TRUST
N/A
CORP CMO
302980AA5
8386473.65
PA
USD
8504831.95
0.050750814235
Long
ABS-CBDO
CORP
US
N
2
2049-06-25
Variable
2.81
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-1
N/A
CORP CMO
85571KAA3
12969184.83
PA
USD
13048879.17
0.077866470099
Long
ABS-CBDO
CORP
US
N
2
2049-06-25
Variable
2.868
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2019-INV2
N/A
CORP CMO
92537HAA9
21833357.16
PA
USD
22240034
0.13271277325
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
2.913
N
N
N
N
N
N
ARROYO MORTGAGE TRUST 2019-3
N/A
CORP CMO
04285AAA3
12808551.07
PA
USD
13050975.95
0.077878982197
Long
ABS-CBDO
CORP
US
N
2
2048-10-25
Variable
2.962
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2019-3
N/A
CORP CMO
24381NAA6
16858462.73
PA
USD
16927720.67
0.101012649303
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
2.964
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
S6XOOCT0IEG5ABCC6L87
CORP CMO
3137G0QC6
24250409.89
PA
USD
24250405.04
0.144709243938
Long
ABS-CBDO
CORP
US
N
2
2029-12-25
Floating
1.156
N
N
N
N
N
N
GALTON FUNDING MORTGAGE TRUST 2019-2
N/A
CORP CMO
36418AAJ6
10506831.93
PA
USD
10735536.24
0.064062077726
Long
ABS-CBDO
CORP
US
N
2
2059-06-25
Variable
3.5
N
N
N
N
N
N
VERUS SECURITIZATION TRUST
N/A
CORP CMO
92537JAA5
8176567.61
PA
USD
8306931.53
0.049569884675
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
2.784
N
N
N
N
N
N
FANNIE MAE REMICS
B1V7KEBTPIMZEU4LTD58
CORP CMO
64828EAA3
6875809.67
PA
USD
6976884.07
0.04163310333
Long
ABS-CBDO
CORP
US
N
2
2059-09-25
Variable
2.492
N
N
N
N
N
N
GCAT 2019-NQM2 TRUST
N/A
CORP CMO
36166MAA3
13890081.81
PA
USD
14106676.8
0.084178657257
Long
ABS-CBDO
CORP
US
N
2
2059-09-25
Variable
2.855
N
N
N
N
N
N
RESIDENTIAL MORTGAGE LOAN TRUST 2019-3
N/A
CORP CMO
76119NAA5
9063897.85
PA
USD
9211184.38
0.054965825322
Long
ABS-CBDO
CORP
US
N
2
2059-09-25
Variable
2.633
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
S6XOOCT0IEG5ABCC6L87
CORP CMO
3137G0QX0
13169500
PA
USD
12997871.13
0.077562090238
Long
ABS-CBDO
CORP
US
N
2
2030-03-25
Floating
.856
N
N
N
N
N
N
STACR TRUST 2018-HRP2
549300YG8OJES76WL398
CORP CMO
35564ABN0
14000000
PA
USD
13567236.2
0.080959657771
Long
ABS-CBDO
CORP
US
N
2
2047-02-25
Floating
1.106
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE TRUST
N/A
CORP CMO
31573TAA6
9108468.46
PA
USD
9309765.61
0.05555408829
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
2.739
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2019-4
N/A
CORP CMO
24381MAA8
3690599.58
PA
USD
3727505.58
0.022243113604
Long
ABS-CBDO
CORP
US
N
2
2059-10-25
Variable
2.791
N
N
N
N
N
N
GALTON FUNDING MORTGAGE TRUST 2019-H1
N/A
CORP CMO
36418XAA5
3468586.13
PA
USD
3567100.91
0.021285932127
Long
ABS-CBDO
CORP
US
N
2
2059-10-25
Variable
2.657
N
N
N
N
N
N
FWD SECURITIZATION TRUST
N/A
CORP CMO
36167VAA2
6837064.01
PA
USD
7016783.76
0.041871196424
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
2.686
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2019-INV3
N/A
CORP CMO
92537MAA8
6945787.28
PA
USD
7077450.93
0.042233215132
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
2.692
N
N
N
N
N
N
CSMC SERIES 2019-NQM1
N/A
CORP CMO
12655VAA2
10113913.18
PA
USD
10302084.56
0.061475545056
Long
ABS-CBDO
CORP
US
N
2
2059-10-25
Variable
2.656
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1
N/A
CORP CMO
64830VAA1
3729913.38
PA
USD
3816447.37
0.022773855221
Long
ABS-CBDO
CORP
US
N
2
2060-01-26
Variable
2.464
N
N
N
N
N
N
COLT 2020-1 MORTGAGE LOAN TRUST
N/A
CORP CMO
12597KAA7
9063824.84
PA
USD
9254355.5
0.055223439993
Long
ABS-CBDO
CORP
US
N
2
2050-02-25
Variable
2.488
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2020-1
N/A
CORP CMO
92536PAA2
5015505.31
PA
USD
5088021.99
0.030361712066
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Variable
2.417
N
N
N
N
N
N
BELLEMEADE RE 2018-1 LTD
549300O2GEH6GH9NO762
CORP CMO
078768AD0
6347193.57
PA
USD
6347159.93
0.037875355612
Long
ABS-CBDO
CORP
BM
N
2
2028-04-25
Floating
1.706
N
N
N
N
N
N
FWD SECURITIZATION TRUST 2020-INV1
N/A
CORP CMO
302985AA4
5117664.42
PA
USD
5253282.53
0.031347869937
Long
ABS-CBDO
CORP
US
N
2
2050-01-25
Variable
2.28
N
N
N
N
N
N
CSMC 2020-AFC1 TRUST
N/A
CORP CMO
12597MAA3
7107363.15
PA
USD
7225972.96
0.043119489429
Long
ABS-CBDO
CORP
US
N
2
2050-02-25
Variable
2.24
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST 2019-2
N/A
CORP CMO
43789VAA6
10005376.11
PA
USD
10090421.81
0.060212491657
Long
ABS-CBDO
CORP
US
N
2
2059-09-25
Variable
2.702
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST I LLC 2018-2
N/A
CORP CMO
03463VAA3
7503903.81
PA
USD
7509381.66
0.044810671849
Long
ABS-CBDO
CORP
US
N
2
2048-07-27
Variable
3.674
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XAM6
4378322.7
PA
USD
4432634.04
0.026450820905
Long
ABS-CBDO
CORP
US
N
2
2024-07-25
Floating
3.006
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
S6XOOCT0IEG5ABCC6L87
CORP CMO
3137G0DW6
38509.11
PA
USD
38542.56
0.000229994704
Long
ABS-CBDO
CORP
US
N
2
2025-01-25
Floating
4.256
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XAV6
3855320.77
PA
USD
3877073.65
0.023135629927
Long
ABS-CBDO
CORP
US
N
2
2025-02-25
Floating
4.656
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XAZ7
3221132.1
PA
USD
3261973.48
0.019465147706
Long
ABS-CBDO
CORP
US
N
2
2025-05-25
Floating
4.106
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XBM5
9840231.2
PA
USD
10444522.75
0.062325515304
Long
ABS-CBDO
CORP
US
N
2
2028-08-25
Floating
6.856
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XBD5
2256294.66
PA
USD
2284866.34
0.01363446425
Long
ABS-CBDO
CORP
US
N
2
2025-07-25
Floating
5.106
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XCB8
15683016.15
PA
USD
16562397.37
0.098832658558
Long
ABS-CBDO
CORP
US
N
2
2028-09-25
Floating
6.106
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XDA9
2911936.55
PA
USD
3051634.67
0.018209994643
Long
ABS-CBDO
CORP
US
N
2
2029-01-25
Floating
4.356
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
S6XOOCT0IEG5ABCC6L87
CORP CMO
3137G0LJ6
4005582.55
PA
USD
4169582.32
0.024881114525
Long
ABS-CBDO
CORP
US
N
2
2029-03-25
Floating
3.906
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
S6XOOCT0IEG5ABCC6L87
CORP CMO
3137G0KX6
57608.69
PA
USD
57680.7
0.00034419757
Long
ABS-CBDO
CORP
US
N
2
2029-03-25
Floating
1.456
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
S6XOOCT0IEG5ABCC6L87
CORP CMO
3137G0MD8
25216841.53
PA
USD
26162306.66
0.156118118861
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Floating
3.356
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
S6XOOCT0IEG5ABCC6L87
CORP CMO
3137G0DF3
1855842.86
PA
USD
1875264.63
0.011190251311
Long
ABS-CBDO
CORP
US
N
2
2024-10-25
Floating
4.856
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
S6XOOCT0IEG5ABCC6L87
CORP CMO
3137G0QP7
176972.67
PA
USD
176972.67
0.001056047568
Long
ABS-CBDO
CORP
US
N
2
2030-03-25
Floating
.856
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
S6XOOCT0IEG5ABCC6L87
CORP CMO
3137G0RL5
4400397.35
PA
USD
4465110.91
0.026644619866
Long
ABS-CBDO
CORP
US
N
2
2030-04-25
Floating
2.456
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XAH7
1309083.75
PA
USD
1322619.81
0.00789245839
Long
ABS-CBDO
CORP
US
N
2
2024-05-25
Floating
2.706
N
N
N
N
N
N
GALTON FUNDING MORTGAGE TRUST 2017-1
N/A
CORP CMO
36417JAY5
966283.07
PA
USD
970136.8
0.005789089403
Long
ABS-CBDO
CORP
US
N
2
2057-11-25
Variable
3.5
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
S6XOOCT0IEG5ABCC6L87
CORP CMO
3137G0BW8
1609598.3
PA
USD
1628210.09
0.009716004772
Long
ABS-CBDO
CORP
US
N
2
2024-08-25
Floating
4.206
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
S6XOOCT0IEG5ABCC6L87
CORP CMO
3137G0FW4
2885479.11
PA
USD
2932027.95
0.01749626644
Long
ABS-CBDO
CORP
US
N
2
2027-12-25
Floating
4.006
N
N
N
N
N
N
ARROYO MORTGAGE TRUST 2018-1
N/A
CORP CMO
042856AA2
21547279.15
PA
USD
21587184.71
0.128817031014
Long
ABS-CBDO
CORP
US
N
2
2048-04-25
Variable
3.753
N
N
N
N
N
N
OPTEUM MORTGAGE ACCEPTANCE CORP ASSET BACKED PASS-THROUGH CERTIFICATES SERIES 20
N/A
CORP CMO
68383NBP7
1274268.97
PA
USD
1273019.42
0.007596478388
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Floating
.796
N
N
N
N
N
N
FREDDIE MAC STACR TRUST 2018-DNA2
549300L8K4CLYS7FCQ06
CORP CMO
35563TAA9
187187.29
PA
USD
187187.29
0.001117001187
Long
ABS-CBDO
CORP
US
N
2
2030-12-25
Floating
.906
N
N
N
N
N
N
JP MORGAN RESECURITIZATION TRUST SERIES 2014-1
549300L90VVKXEKB0M74
CORP CMO
46641TBG8
3161110.64
PA
USD
3173683.64
0.018938296465
Long
ABS-CBDO
CORP
US
N
2
2035-06-26
Fixed
3
N
N
N
N
N
N
NOMURA RESECURITIZATION TRUST 2015-8R
N/A
CORP CMO
65541AAL0
577425.03
PA
USD
576578.01
0.00344060925
Long
ABS-CBDO
CORP
US
N
2
2047-11-25
Floating
2.259
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4
N/A
CORP CMO
64828FCQ3
5148208.56
PA
USD
5169851.11
0.030850010306
Long
ABS-CBDO
CORP
US
N
2
2048-01-25
Floating
.856
N
N
N
N
N
N
HOME RE 2018-1 LTD
254900E6IUAJSN9WD709
CORP CMO
43730MAA6
2462848.8
PA
USD
2462835.75
0.014696459657
Long
ABS-CBDO
CORP
BM
N
2
2028-10-25
Floating
1.706
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
CORP MED TERM NOTE
89114QCJ5
11127000
PA
USD
11130871.31
0.066421157461
Long
DBT
CORP
CA
N
2
2023-09-11
Fixed
.45
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
CORP. NOTE
025816BM0
9300000
PA
USD
9536313
0.05690596268
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.5
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
F3JS33DEI6XQ4ZBPTN86
CORP. NOTE
83051GAJ7
35000000
PA
USD
35037450
0.209078689229
Long
DBT
CORP
SE
N
2
2021-05-17
Fixed
3.25
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
CORP. NOTE
49271VAE0
56815000
PA
USD
56925008.61
0.339688138963
Long
DBT
CORP
US
N
2
2021-05-25
Fixed
3.551
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
CORP. NOTE
595017AN4
39819000
PA
USD
39922548.11
0.238229495283
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
3.922
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK NY
7LTWFZYICNSX8D621K86
CORP. NOTE
251526BW8
12824000
PA
USD
12832244.29
0.076573746549
Long
DBT
CORP
US
N
2
2021-05-12
Fixed
3.375
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK NY
7LTWFZYICNSX8D621K86
CORP. NOTE
251526BX6
88985000
PA
USD
90490626.2
0.539983974672
Long
DBT
CORP
US
N
2
2021-10-14
Fixed
4.25
N
N
N
N
N
N
BBVA USA
C90VT034M03BN29IRA40
CORP. NOTE
20453KAC9
28745000
PA
USD
28762953.26
0.171636936077
Long
DBT
CORP
US
N
2
2021-06-11
Fixed
3.5
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
CORP. NOTE
526057CM4
12237000
PA
USD
12317715.25
0.073503401611
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
6.25
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
CORP. NOTE
00287YBE8
9250000
PA
USD
9395215.75
0.056063994213
Long
DBT
CORP
US
N
2
2021-11-14
Fixed
3.375
N
N
N
N
N
N
INTERPUBLIC GROUP OF COS INC/THE
5493008IUOJ5VWTRC333
CORP. NOTE
460690BN9
1730000
PA
USD
1754450.04
0.010469315395
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
3.75
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
CORP. NOTE
87020PAK3
19500000
PA
USD
19827034.5
0.118313701041
Long
DBT
CORP
SE
N
2
2023-06-02
Fixed
1.3
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
CORP. NOTE
00287YCR8
20984000
PA
USD
21358674.99
0.127453446828
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
CORP. NOTE
694308JE8
19282000
PA
USD
19298815.25
0.115161662625
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.75
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
CORP. NOTE
86959LAF0
17000000
PA
USD
17079746.66
0.101919832751
Long
DBT
CORP
SE
N
2
2023-06-30
Fixed
.625
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
CORP. NOTE
609207AV7
25500000
PA
USD
25583681.06
0.152665291043
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
.625
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
CORP. NOTE
58989V2A1
23000000
PA
USD
23071556.45
0.137674710375
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
.55
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
CORP. NOTE
00287YBP3
22961000
PA
USD
23102395.22
0.137858734315
Long
DBT
CORP
US
N
2
2022-11-21
Floating
.832
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
F3JS33DEI6XQ4ZBPTN86
CORP. NOTE
83051GAN8
23478000
PA
USD
23519039.54
0.140344972563
Long
DBT
CORP
SE
N
2
2023-09-01
Fixed
.55
N
N
N
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
CORP. NOTE
641062AQ7
13931000
PA
USD
13889292.4
0.082881461103
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
.375
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD
5493006GGLR4BTEL8O61
CORP. NOTE
86563VAQ2
47459000
PA
USD
47664025.73
0.284425151459
Long
DBT
CORP
JP
N
2
2023-09-12
Fixed
.8
N
N
N
N
N
N
INTERNATIONAL FLAVORS AND FRAGRANCES INC
BZLRL03D3GPGMOGFO832
CORP. NOTE
459506AM3
14000000
PA
USD
14028081.62
0.083709656882
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
.697
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARGENTARIA SA
K8MS7FD7N5Z2WQ51AZ71
CORP. NOTE
05946KAH4
28200000
PA
USD
28294834.06
0.168843532198
Long
DBT
CORP
ES
N
2
2023-09-18
Fixed
.875
N
N
N
N
N
N
PACIFIC LIFE GLOBAL FUNDING II
6354003EUPCHXTWUU869
CORP. NOTE
6944PL2C2
28215000
PA
USD
28249958.39
0.168575745979
Long
DBT
CORP
US
N
2
2023-09-23
Fixed
.5
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
CORP. NOTE
87020PAL1
9653000
PA
USD
9643057.41
0.057542937726
Long
DBT
CORP
SE
N
2
2023-09-25
Fixed
.6
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
CORP. NOTE
98389BAZ3
9189000
PA
USD
9208982.22
0.05495268439
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
.5
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
CORP. NOTE
375558BW2
28000000
PA
USD
28045310.16
0.167354550267
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
.75
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL FUNDING
635400EVYITCJYWL2I50
CORP. NOTE
74368CAZ7
11851000
PA
USD
11878066.85
0.070879891304
Long
DBT
CORP
US
N
2
2023-10-13
Fixed
.631
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
CORP. NOTE
37331NAM3
23275000
PA
USD
23211094.76
0.138507376193
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
.625
N
N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
VBHFXSYT7OG62HNT8T76
CORP. NOTE
06675FAV9
35500000
PA
USD
35505326.78
0.211870646517
Long
DBT
CORP
FR
N
2
2024-02-27
Fixed
.65
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
CORP. NOTE
03027XBH2
21400000
PA
USD
21377726.24
0.127567131197
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
.6
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
CORP. NOTE
863667BB6
14000000
PA
USD
14011319.42
0.083609631942
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
.6
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
CORP. NOTE
025537AQ4
9500000
PA
USD
9505899.03
0.056724473646
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
.75
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
CORP. NOTE
63111XAC5
14000000
PA
USD
14004676.56
0.083569992058
Long
DBT
CORP
US
N
2
2022-12-21
Fixed
.445
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
CORP. NOTE
38141GXP4
16920000
PA
USD
16918781.76
0.100959308218
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
.481
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
CORP. NOTE
31620MBP0
14000000
PA
USD
13975817.52
0.083397781744
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
.375
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
CORP. NOTE
49271VAL4
13974000
PA
USD
13966104.69
0.083339822453
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
.75
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
CORP. NOTE
23636AAS0
9641000
PA
USD
9925624.88
0.059229100282
Long
DBT
CORP
DK
N
2
2022-01-12
Fixed
5
N
N
N
N
N
N
USAA CAPITAL CORP
5493007XLF4LU3U2W757
CORP. NOTE
90327QD30
9390000
PA
USD
9408122.7
0.05614101375
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
2.625
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
CORP. NOTE
59217GDB2
7400000
PA
USD
7575498.4
0.045205209732
Long
DBT
CORP
US
N
2
2022-06-17
Fixed
2.4
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
CORP. NOTE
25746UDA4
10451000
PA
USD
10519067.89
0.062770347909
Long
DBT
CORP
US
N
2
2021-08-15
Variable
2.715
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDING II
549300K1IE3K7YU6VG29
CORP. NOTE
57629WCK4
7440000
PA
USD
7608248.16
0.045400637107
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
2.25
N
N
N
N
N
N
TOTAL CAPITAL INTERNATIONAL SA
549300U37G2I8G4RUG09
CORP. NOTE
89153VAR0
31445000
PA
USD
31511574.1
0.188038758767
Long
DBT
CORP
FR
N
2
2021-07-12
Fixed
2.218
N
N
N
N
N
N
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV
549300CW356R8I7N8D33
CORP. NOTE
60920LAE4
6790000
PA
USD
6950767.98
0.041477260999
Long
DBT
CORP
NL
N
2
2022-09-19
Fixed
2.125
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
CORP. NOTE
00287YBH1
15817000
PA
USD
15973271.96
0.095317175311
Long
DBT
CORP
US
N
2
2021-11-19
Fixed
2.15
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
CORP. NOTE
00287YBK4
37000000
PA
USD
37051677.9
0.221098174926
Long
DBT
CORP
US
N
2
2021-11-19
Floating
.641
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
CORP. NOTE
00287YBY4
57800000
PA
USD
57807649.83
0.344955116707
Long
DBT
CORP
US
N
2
2021-05-21
Floating
.532
N
N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
VBHFXSYT7OG62HNT8T76
CORP. NOTE
06675FAS6
22009000
PA
USD
22584406.38
0.134767743741
Long
DBT
CORP
FR
N
2
2022-11-21
Fixed
2.125
N
N
N
N
N
N
UBS AG/LONDON
BFM8T61CT2L1QCEMIK50
CORP. NOTE
902674YA2
9355000
PA
USD
9476477.11
0.056548904463
Long
DBT
CORP
GB
N
2
2022-04-21
Fixed
1.75
N
N
N
N
N
N
BANK OF NOVA SCOTIA/THE
L3I9ZG2KFGXZ61BMYR72
CORP. NOTE
064159VK9
5040000
PA
USD
5162328.26
0.030805119264
Long
DBT
CORP
CA
N
2
2023-05-01
Fixed
1.625
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
CORP. NOTE
67077MAV0
15600000
PA
USD
16008963.98
0.09553016001
Long
DBT
CORP
CA
N
2
2023-05-13
Fixed
1.9
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
CORP. NOTE
65557FAA4
36040000
PA
USD
36081846.76
0.215310909485
Long
DBT
CORP
FI
N
2
2021-05-13
Fixed
4.875
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
CORP. NOTE
38141GGQ1
3307000
PA
USD
3345129.71
0.019961365198
Long
DBT
CORP
US
N
2
2021-07-27
Fixed
5.25
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS LP
CZ6VG2MNE1J6YDI02G48
CORP. NOTE
29250RAU0
6608000
PA
USD
6636808.5
0.039603773158
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
4.2
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
CORP. NOTE
88732JBA5
36127000
PA
USD
36226349.25
0.216173198013
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
4
N
N
N
N
N
N
WILLIAMS COS INC/THE
D71FAKCBLFS2O0RBPG08
CORP. NOTE
96950FAH7
16388000
PA
USD
16552010.78
0.098770678745
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
4
N
N
N
N
N
N
WILLIAMS COS INC/THE
D71FAKCBLFS2O0RBPG08
CORP. NOTE
96949LAA3
3723000
PA
USD
3805122.94
0.022706279043
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.6
N
N
N
N
N
N
TRINITY ACQUISITION LTD
549300FJZWZN6MJNGB63
CORP. NOTE
89641UAD3
12818000
PA
USD
12927175.26
0.077140227351
Long
DBT
CORP
GB
N
2
2021-09-15
Fixed
3.5
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
CORP. NOTE
25152R5F6
21038000
PA
USD
21051458.22
0.125620194706
Long
DBT
CORP
DE
N
2
2021-05-12
Fixed
3.375
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CORP. NOTE
126650CT5
14410000
PA
USD
14417493.2
0.086033389422
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
2.125
N
N
N
N
N
N
USAA CAPITAL CORP
5493007XLF4LU3U2W757
CORP. NOTE
90327QCY3
8300000
PA
USD
8312035
0.04960033857
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
2
N
N
N
N
N
N
UTAH ACQUISITION SUB INC
254900JOFV74IJ7H9933
CORP. NOTE
62854AAM6
69482000
PA
USD
69629996.66
0.41550251039
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
3.15
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
CORP. NOTE
80281LAE5
40453000
PA
USD
40715552.91
0.24296158635
Long
DBT
CORP
GB
N
2
2021-08-05
Fixed
2.875
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
CORP. NOTE
25746UCJ6
4700000
PA
USD
4713756.29
0.028128359411
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
2
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
CORP. NOTE
06738EAQ8
64656000
PA
USD
65153151.62
0.388787869546
Long
DBT
CORP
GB
N
2
2021-08-10
Fixed
3.2
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
CORP. NOTE
04010LAR4
10756000
PA
USD
10956498.83
0.065380625985
Long
DBT
CORP
US
N
2
2022-01-19
Fixed
3.625
N
N
N
N
N
N
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV
549300CW356R8I7N8D33
CORP. NOTE
60920LAC8
26318000
PA
USD
26495434.64
0.158105990735
Long
DBT
CORP
NL
N
2
2021-10-28
Fixed
2
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INC
PUSS41EMO3E6XXNV3U28
CORP. NOTE
744573AK2
32058000
PA
USD
32297773.32
0.192730238952
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
2
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
CORP. NOTE
526057BY9
15560000
PA
USD
15799950.76
0.09428291713
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
4.125
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CORP. NOTE
14040HBL8
7680000
PA
USD
7840701.39
0.046787753368
Long
DBT
CORP
US
N
2
2022-03-09
Fixed
3.05
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
CORP. NOTE
456837AG8
3337000
PA
USD
3421596.12
0.020417662582
Long
DBT
CORP
NL
N
2
2022-03-29
Fixed
3.15
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
CORP. NOTE
05964HAC9
25349000
PA
USD
26079846.4
0.155626054425
Long
DBT
CORP
ES
N
2
2022-04-11
Fixed
3.5
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
CORP. NOTE
904678AA7
68691000
PA
USD
70594128.8
0.421255768235
Long
DBT
CORP
IT
N
2
2022-04-12
Fixed
3.75
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
CORP. NOTE
09659W2A1
21815000
PA
USD
22409705.04
0.133725249862
Long
DBT
CORP
FR
N
2
2022-05-23
Fixed
2.95
N
N
N
N
N
N
BBVA USA
C90VT034M03BN29IRA40
CORP. NOTE
20453KAB1
8545000
PA
USD
8772951.97
0.052350764641
Long
DBT
CORP
US
N
2
2022-06-29
Fixed
2.875
N
N
N
N
N
N
WILLIAMS COS INC/THE
D71FAKCBLFS2O0RBPG08
CORPORATE BONDS
969457BG4
16923000
PA
USD
17327773.62
0.103399882004
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
7.875
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CORPORATE BONDS
15089QAC8
17332000
PA
USD
17439115.75
0.104064292987
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
5.875
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
CORPORATE BONDS
302491AR6
11460000
PA
USD
11659482.96
0.069575537442
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.95
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
CORPORATE BONDS
337738AL2
4287000
PA
USD
4308707.48
0.025711314956
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
4.75
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
CORPORATE BONDS
28370TAE9
36034000
PA
USD
36295614.05
0.216586521289
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
5
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
CORPORATE BONDS
26884TAD4
2825000
PA
USD
2858211.72
0.017055783453
Long
DBT
CORP
US
N
2
2021-08-16
Fixed
4.5
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
DISC. CP
N/A
48000000
PA
USD
47993700
0.286392414038
Long
STIV
CORP
NL
N
2
2021-06-14
Fixed
0
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
DISC. CP
N/A
48000000
PA
USD
47992368
0.286384465605
Long
STIV
CORP
NL
N
2
2021-06-22
Fixed
0
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
DISC. CP
N/A
38000000
PA
USD
37999892.46
0.226756447926
Long
STIV
CORP
NL
N
2
2021-05-03
Fixed
0
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
DISC. CP
N/A
23250000
PA
USD
23244741.55
0.138708156408
Long
STIV
CORP
US
N
2
2021-06-15
Fixed
0
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
DISC. CP
N/A
15250000
PA
USD
15241673.5
0.090951513795
Long
STIV
CORP
ES
N
2
2021-08-16
Fixed
0
N
N
N
N
N
N
SCHLUMBERGER HOLDINGS CORP
529900IKZG65COT1D505
DISC. CP
N/A
23750000
PA
USD
23737531.25
0.14164877636
Long
STIV
CORP
US
N
2
2021-08-13
Fixed
0
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
DISC. CP
N/A
9400000
PA
USD
9394384.82
0.056059035811
Long
STIV
CORP
ES
N
2
2021-08-23
Fixed
0
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
DISC. CP
N/A
47000000
PA
USD
46958500.41
0.280215075979
Long
STIV
CORP
US
N
2
2021-09-10
Fixed
0
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
DISC. CP
N/A
23500000
PA
USD
23499791.09
0.140230111445
Long
STIV
CORP
GB
N
2
2021-05-04
Fixed
0
N
N
N
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
DISC. CP
N/A
70750000
PA
USD
70701414.56
0.421895973675
Long
STIV
CORP
US
N
2
2021-08-02
Fixed
0
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
DISC. CP
N/A
26550000
PA
USD
26548058.93
0.158420015231
Long
STIV
CORP
US
N
2
2021-05-14
Fixed
0
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
DISC. CP
N/A
23500000
PA
USD
23496725.75
0.140211819667
Long
STIV
CORP
US
N
2
2021-05-24
Fixed
0
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
DISC. CP
N/A
46250000
PA
USD
46228146.88
0.275856843325
Long
STIV
CORP
US
N
2
2021-07-09
Fixed
0
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
DISC. CP
N/A
3500000
PA
USD
3498761
0.02087812794
Long
STIV
CORP
US
N
2
2021-06-22
Fixed
0
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
DISC. CP
N/A
46500000
PA
USD
46415331.41
0.276973828042
Long
STIV
CORP
US
N
2
2021-12-16
Fixed
0
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
DISC. CP
N/A
46500000
PA
USD
46428509.04
0.277052462806
Long
STIV
CORP
US
N
2
2021-11-18
Fixed
0
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
DISC. CP
N/A
23250000
PA
USD
23208180.92
0.138489988459
Long
STIV
CORP
US
N
2
2021-12-14
Fixed
0
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
DISC. CP
N/A
32500000
PA
USD
32441080.1
0.193585392329
Long
STIV
CORP
US
N
2
2021-12-15
Fixed
0
N
N
N
N
N
N
ARABELLA FINANCE LLC
5493006XHG551TZT2D88
DISC. CP
N/A
24800000
PA
USD
24799045.94
0.1479831443
Long
ABS-APCP
CORP
US
N
2
2021-05-05
Fixed
0
N
N
N
N
N
N
ENI FINANCE USA INC
5493004C2UY8KKD61453
DISC. CP
N/A
18750000
PA
USD
18749656.31
0.111884670967
Long
STIV
CORP
US
N
2
2021-05-06
Fixed
0
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
DISC. CP
N/A
14000000
PA
USD
13999156.08
0.083537049743
Long
STIV
CORP
US
N
2
2021-05-07
Fixed
0
N
N
N
N
N
N
ENI FINANCE USA INC
5493004C2UY8KKD61453
DISC. CP
N/A
28000000
PA
USD
27999572.16
0.167081618274
Long
STIV
CORP
US
N
2
2021-05-05
Fixed
0
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
DISC. CP
N/A
23250000
PA
USD
23247758.24
0.138726157878
Long
STIV
CORP
US
N
2
2021-05-13
Fixed
0
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
DISC. CP
N/A
9250000
PA
USD
9248831.45
0.055190476375
Long
STIV
CORP
US
N
2
2021-05-12
Fixed
0
N
N
N
N
N
N
ARABELLA FINANCE LLC
5493006XHG551TZT2D88
DISC. CP
N/A
23250000
PA
USD
23248734.27
0.138731982133
Long
ABS-APCP
CORP
US
N
2
2021-05-07
Fixed
0
N
N
N
N
N
N
ENI FINANCE USA INC
5493004C2UY8KKD61453
DISC. CP
N/A
18750000
PA
USD
18749132.25
0.111881543748
Long
STIV
CORP
US
N
2
2021-05-14
Fixed
0
N
N
N
N
N
N
ENI FINANCE USA INC
5493004C2UY8KKD61453
DISC. CP
N/A
14000000
PA
USD
13999458.62
0.083538855087
Long
STIV
CORP
US
N
2
2021-05-12
Fixed
0
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
DISC. CP
N/A
14000000
PA
USD
13998152
0.083531058105
Long
STIV
CORP
CA
N
2
2021-05-27
Fixed
0
N
N
N
N
N
N
ENI FINANCE USA INC
5493004C2UY8KKD61453
DISC. CP
N/A
13098000
PA
USD
13097135.53
0.078154429882
Long
STIV
CORP
US
N
2
2021-05-18
Fixed
0
N
N
N
N
N
N
ENI FINANCE USA INC
5493004C2UY8KKD61453
DISC. CP
N/A
14000000
PA
USD
13998637.38
0.083533954509
Long
STIV
CORP
US
N
2
2021-05-24
Fixed
0
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
DISC. CP
N/A
18310000
PA
USD
18306366.56
0.109239431663
Long
STIV
CORP
US
N
2
2021-06-07
Fixed
0
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
DISC. CP
N/A
15500000
PA
USD
15498137.83
0.092481911297
Long
STIV
CORP
CA
N
2
2021-05-25
Fixed
0
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
DISC. CP
N/A
9250000
PA
USD
9248830.89
0.055190473033
Long
STIV
CORP
CA
N
2
2021-05-26
Fixed
0
N
N
N
N
N
N
ENI FINANCE USA INC
5493004C2UY8KKD61453
DISC. CP
N/A
10250000
PA
USD
10248354.26
0.061154920676
Long
STIV
CORP
US
N
2
2021-06-03
Fixed
0
N
N
N
N
N
N
INTESA SANPAOLO FUNDING LLC
N/A
DISC. CP
N/A
28000000
PA
USD
27988003.68
0.167012585777
Long
STIV
CORP
US
N
2
2021-06-01
Fixed
0
N
N
N
N
N
N
ARABELLA FINANCE LLC
5493006XHG551TZT2D88
DISC. CP
N/A
19000000
PA
USD
18996653.91
0.113358577729
Long
ABS-APCP
CORP
US
N
2
2021-05-20
Fixed
0
N
N
N
N
N
N
ARABELLA FINANCE LLC
5493006XHG551TZT2D88
DISC. CP
N/A
11000000
PA
USD
10997555.58
0.065625623594
Long
ABS-APCP
CORP
US
N
2
2021-05-25
Fixed
0
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
DISC. CP
N/A
28000000
PA
USD
27996461.08
0.167063053551
Long
STIV
CORP
US
N
2
2021-05-26
Fixed
0
N
N
N
N
N
N
EI DU PONT DE NEMOURS AND CO
GLU7INWNWH88J9XBXD45
DISC. CP
N/A
32250000
PA
USD
32247517.72
0.19243034912
Long
STIV
CORP
US
N
2
2021-05-17
Fixed
0
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
DISC. CP
N/A
11500000
PA
USD
11498129.3
0.068612693065
Long
STIV
CORP
CA
N
2
2021-06-01
Fixed
0
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
DISC. CP
N/A
42000000
PA
USD
41999370
0.250622497586
Long
STIV
CORP
US
N
2
2021-05-03
Fixed
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
DISC. CP
N/A
10250000
PA
USD
10249615.63
0.061162447639
Long
STIV
CORP
US
N
2
2021-05-05
Fixed
0
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
DISC. CP
N/A
28000000
PA
USD
27997349.24
0.167068353461
Long
STIV
CORP
US
N
2
2021-05-24
Fixed
0
N
N
N
N
N
N
ARABELLA FINANCE LLC
5493006XHG551TZT2D88
DISC. CP
N/A
4550000
PA
USD
4547544
0.027136522171
Long
ABS-APCP
CORP
US
N
2
2021-06-25
Fixed
0
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
DISC. CP
N/A
61000000
PA
USD
60992954.5
0.363962759249
Long
STIV
CORP
US
N
2
2021-05-21
Fixed
0
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
DISC. CP
N/A
25000000
PA
USD
24996677.75
0.149162470986
Long
STIV
CORP
US
N
2
2021-05-26
Fixed
0
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
DISC. CP
N/A
11000000
PA
USD
10999257.17
0.065635777478
Long
STIV
CORP
US
N
2
2021-05-13
Fixed
0
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
DISC. CP
N/A
46500000
PA
USD
46494652.5
0.277447160134
Long
STIV
CORP
US
N
2
2021-05-18
Fixed
0
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
DISC. CP
N/A
13250000
PA
USD
13243196.13
0.079026016107
Long
STIV
CORP
US
N
2
2021-06-08
Fixed
0
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
DISC. CP
N/A
4500000
PA
USD
4498985.25
0.026846757938
Long
STIV
CORP
CA
N
2
2021-06-10
Fixed
0
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
DISC. CP
N/A
14250000
PA
USD
14246010
0.085010099124
Long
STIV
CORP
CA
N
2
2021-06-17
Fixed
0
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
DISC. CP
N/A
14250000
PA
USD
14246130.27
0.08501081681
Long
STIV
CORP
CA
N
2
2021-06-16
Fixed
0
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
DISC. CP
N/A
48000000
PA
USD
47997024
0.286412249316
Long
STIV
CORP
US
N
2
2021-05-12
Fixed
0
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
DISC. CP
N/A
6250000
PA
USD
6246171.88
0.037272730446
Long
STIV
CORP
US
N
2
2021-06-14
Fixed
0
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
DISC. CP
N/A
18750000
PA
USD
18746317.69
0.111864748447
Long
STIV
CORP
US
N
2
2021-06-04
Fixed
0
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
DISC. CP
N/A
7491000
PA
USD
7489943.99
0.0446946816
Long
STIV
CORP
US
N
2
2021-05-25
Fixed
0
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
DISC. CP
N/A
14250000
PA
USD
14246230.88
0.085011417179
Long
STIV
CORP
US
N
2
2021-06-15
Fixed
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
DISC. CP
N/A
33000000
PA
USD
32995667.76
0.196894778744
Long
STIV
CORP
US
N
2
2021-05-17
Fixed
0
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
DISC. CP
N/A
8000000
PA
USD
7997691.52
0.047724559289
Long
STIV
CORP
CA
N
2
2021-06-18
Fixed
0
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
DISC. CP
N/A
43000000
PA
USD
42994324
0.256559678464
Long
STIV
CORP
US
N
2
2021-05-27
Fixed
0
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
DISC. CP
N/A
28000000
PA
USD
27987690.08
0.167010714435
Long
STIV
CORP
US
N
2
2021-06-18
Fixed
0
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
DISC. CP
N/A
18290000
PA
USD
18289695.11
0.109139948255
Long
STIV
CORP
US
N
2
2021-05-05
Fixed
0
N
N
N
N
N
N
SHERWIN-WILLIAMS CO/THE
Z15BMIOX8DDH0X2OBP21
DISC. CP
N/A
18000000
PA
USD
17998270.02
0.107400929696
Long
STIV
CORP
US
N
2
2021-05-20
Fixed
0
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
DISC. CP
N/A
10000000
PA
USD
9999655.6
0.059670863193
Long
STIV
CORP
US
N
2
2021-05-10
Fixed
0
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
DISC. CP
N/A
5000000
PA
USD
4993977.5
0.029800521149
Long
STIV
CORP
US
N
2
2021-09-23
Fixed
0
N
N
N
N
N
N
VW CREDIT INC
549300UUPJ2NXDB68M19
DISC. CP
N/A
30000000
PA
USD
29999375.1
0.179015026025
Long
STIV
CORP
US
N
2
2021-05-05
Fixed
0
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
DISC. CP
N/A
28000000
PA
USD
27997561.76
0.16706962163
Long
STIV
CORP
US
N
2
2021-05-19
Fixed
0
N
N
N
N
N
N
ARABELLA FINANCE LLC
5493006XHG551TZT2D88
DISC. CP
N/A
1692000
PA
USD
1690871.81
0.010089925542
Long
ABS-APCP
CORP
US
N
2
2021-07-07
Fixed
0
N
N
N
N
N
N
ARABELLA FINANCE LLC
5493006XHG551TZT2D88
DISC. CP
N/A
1796000
PA
USD
1794784.86
0.010710005037
Long
ABS-APCP
CORP
US
N
2
2021-07-08
Fixed
0
N
N
N
N
N
N
VW CREDIT INC
549300UUPJ2NXDB68M19
DISC. CP
N/A
19000000
PA
USD
18999525
0.11337571036
Long
STIV
CORP
US
N
2
2021-05-06
Fixed
0
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
DISC. CP
N/A
13000000
PA
USD
12999729.21
0.077573177944
Long
STIV
CORP
CA
N
2
2021-05-05
Fixed
0
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
DISC. CP
N/A
91670000
PA
USD
91663705.03
0.546984078394
Long
STIV
CORP
US
N
2
2021-05-12
Fixed
0
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
DISC. CP
N/A
28000000
PA
USD
27990503.24
0.167027501381
Long
STIV
CORP
US
N
2
2021-06-24
Fixed
0
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
DISC. CP
N/A
14730000
PA
USD
14729864.93
0.087897402696
Long
STIV
CORP
US
N
2
2021-05-03
Fixed
0
N
N
N
N
N
N
AMCOR FLEXIBLES NA INC
N/A
DISC. CP
N/A
24500000
PA
USD
24499537.2
0.146195888242
Long
STIV
CORP
US
N
2
2021-05-04
Fixed
0
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
DISC. CP
N/A
14000000
PA
USD
13999747.16
0.08354057689
Long
STIV
CORP
US
N
2
2021-05-05
Fixed
0
N
N
N
N
N
N
VW CREDIT INC
549300UUPJ2NXDB68M19
DISC. CP
N/A
46500000
PA
USD
46498010.73
0.277467199673
Long
STIV
CORP
US
N
2
2021-05-10
Fixed
0
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
DISC. CP
N/A
23500000
PA
USD
23499412.5
0.140227852288
Long
STIV
CORP
US
N
2
2021-05-06
Fixed
0
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
DISC. CP
N/A
57000000
PA
USD
56973732.69
0.339978889768
Long
STIV
CORP
US
N
2
2021-07-09
Fixed
0
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
DISC. CP
N/A
28500000
PA
USD
28499287.5
0.170063565541
Long
STIV
CORP
US
N
2
2021-05-06
Fixed
0
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
DISC. CP
N/A
14500000
PA
USD
14493658.28
0.086487888682
Long
STIV
CORP
CA
N
2
2021-07-06
Fixed
0
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
DISC. CP
N/A
48000000
PA
USD
47993391.84
0.286390575157
Long
STIV
CORP
US
N
2
2021-05-28
Fixed
0
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
DISC. CP
N/A
9500000
PA
USD
9499073.75
0.056683745208
Long
STIV
CORP
US
N
2
2021-05-10
Fixed
0
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
DISC. CP
N/A
10000000
PA
USD
9995498.6
0.059646057161
Long
STIV
CORP
US
N
2
2021-06-04
Fixed
0
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
DISC. CP
N/A
23000000
PA
USD
22998543.41
0.137239020258
Long
STIV
CORP
US
N
2
2021-05-05
Fixed
0
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
DISC. CP
N/A
20000000
PA
USD
19998490
0.119336826046
Long
STIV
CORP
US
N
2
2021-05-06
Fixed
0
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
DISC. CP
N/A
14000000
PA
USD
13999453.58
0.083538825012
Long
STIV
CORP
US
N
2
2021-05-05
Fixed
0
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
DISC. CP
N/A
21000000
PA
USD
20999649.93
0.12531103952
Long
STIV
CORP
US
N
2
2021-05-04
Fixed
0
N
N
N
N
N
N
ENBRIDGE US INC
5493003FRODSVHJWFS32
DISC. CP
N/A
28000000
PA
USD
27998802.16
0.167077023459
Long
STIV
CORP
US
N
2
2021-05-10
Fixed
0
N
N
N
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
DISC. CP
N/A
8500000
PA
USD
8499167
0.050717009825
Long
STIV
CORP
US
N
2
2021-05-21
Fixed
0
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
DISC. CP
N/A
23250000
PA
USD
23222874.93
0.138577671905
Long
STIV
CORP
US
N
2
2021-07-14
Fixed
0
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
DISC. CP
N/A
19000000
PA
USD
18978694.16
0.113251406659
Long
STIV
CORP
US
N
2
2021-07-12
Fixed
0
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
DISC. CP
N/A
28000000
PA
USD
27998412.68
0.167074699318
Long
STIV
CORP
US
N
2
2021-05-13
Fixed
0
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
DISC. CP
N/A
48250000
PA
USD
48241387.38
0.287870436918
Long
STIV
CORP
US
N
2
2021-05-14
Fixed
0
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
DISC. CP
N/A
9500000
PA
USD
9497962.25
0.056677112563
Long
STIV
CORP
US
N
2
2021-05-18
Fixed
0
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
DISC. CP
N/A
26900000
PA
USD
26884588.45
0.160428185087
Long
STIV
CORP
US
N
2
2021-07-14
Fixed
0
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
DISC. CP
N/A
14500000
PA
USD
14491065.97
0.086472419612
Long
STIV
CORP
US
N
2
2021-06-10
Fixed
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
DISC. CP
N/A
18450000
PA
USD
18442338.08
0.110050813403
Long
STIV
CORP
US
N
2
2021-06-15
Fixed
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
DISC. CP
N/A
25500000
PA
USD
25489640.63
0.152104124354
Long
STIV
CORP
US
N
2
2021-06-14
Fixed
0
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
DISC. CP
N/A
40000000
PA
USD
39997905.6
0.238679175418
Long
STIV
CORP
US
N
2
2021-05-05
Fixed
0
N
N
N
N
N
N
ENBRIDGE US INC
5493003FRODSVHJWFS32
DISC. CP
N/A
16728000
PA
USD
16726712.45
0.099813174593
Long
STIV
CORP
US
N
2
2021-05-17
Fixed
0
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
DISC. CP
N/A
23500000
PA
USD
23495044.09
0.140201784711
Long
STIV
CORP
US
N
2
2021-05-26
Fixed
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
DISC. CP
N/A
48000000
PA
USD
47976821.28
0.28629169379
Long
STIV
CORP
US
N
2
2021-06-22
Fixed
0
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
DISC. CP
N/A
26000000
PA
USD
25995590.92
0.155123277387
Long
STIV
CORP
US
N
2
2021-06-02
Fixed
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
DISC. CP
N/A
17000000
PA
USD
16992610.61
0.101399866512
Long
STIV
CORP
US
N
2
2021-06-17
Fixed
0
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
DISC. CP
N/A
14000000
PA
USD
13999381.62
0.083538395606
Long
STIV
CORP
US
N
2
2021-05-10
Fixed
0
N
N
N
N
N
N
CABOT CORP
K05C0SER542GQ6VLRO68
DISC. CP
N/A
75400000
PA
USD
75399057.5
0.449928180024
Long
STIV
CORP
US
N
2
2021-05-03
Fixed
0
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
DISC. CP
N/A
14900000
PA
USD
14891583.59
0.088862425135
Long
STIV
CORP
CA
N
2
2021-07-22
Fixed
0
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
DISC. CP
N/A
10000000
PA
USD
9997811.1
0.059659856523
Long
STIV
CORP
US
N
2
2021-06-09
Fixed
0
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
DISC. CP
N/A
30375000
PA
USD
30374113.96
0.181251202163
Long
STIV
CORP
US
N
2
2021-05-07
Fixed
0
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
DISC. CP
N/A
33000000
PA
USD
32995753.89
0.196895292706
Long
STIV
CORP
US
N
2
2021-05-12
Fixed
0
N
N
N
N
N
N
VW CREDIT INC
549300UUPJ2NXDB68M19
DISC. CP
N/A
46500000
PA
USD
46496187
0.277456316944
Long
STIV
CORP
US
N
2
2021-05-18
Fixed
0
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
DISC. CP
N/A
9500000
PA
USD
9492537.18
0.056644739587
Long
STIV
CORP
US
N
2
2021-06-25
Fixed
0
N
N
N
N
N
N
INTESA SANPAOLO FUNDING LLC
N/A
DISC. CP
N/A
17000000
PA
USD
16979980.63
0.101324499735
Long
STIV
CORP
US
N
2
2021-07-21
Fixed
0
N
N
N
N
N
N
VW CREDIT INC
549300UUPJ2NXDB68M19
DISC. CP
N/A
22000000
PA
USD
21996269.24
0.131258157789
Long
STIV
CORP
US
N
2
2021-06-02
Fixed
0
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
DISC. CP
N/A
47000000
PA
USD
46988996.83
0.280397057017
Long
STIV
CORP
US
N
2
2021-05-28
Fixed
0
N
N
N
N
N
N
CABOT CORP
K05C0SER542GQ6VLRO68
DISC. CP
N/A
22000000
PA
USD
21998752.82
0.131272978036
Long
STIV
CORP
US
N
2
2021-05-13
Fixed
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
DISC. CP
N/A
5000000
PA
USD
4997494.45
0.029821507816
Long
STIV
CORP
US
N
2
2021-06-24
Fixed
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
DISC. CP
N/A
1474000
PA
USD
1473303.79
0.008791633673
Long
STIV
CORP
US
N
2
2021-06-21
Fixed
0
N
N
N
N
N
N
ENBRIDGE US INC
5493003FRODSVHJWFS32
DISC. CP
N/A
9000000
PA
USD
8999164.98
0.053700643688
Long
STIV
CORP
US
N
2
2021-05-20
Fixed
0
N
N
N
N
N
N
INTESA SANPAOLO FUNDING LLC
N/A
DISC. CP
N/A
70000000
PA
USD
69915393.1
0.417205554236
Long
STIV
CORP
US
N
2
2021-07-23
Fixed
0
N
N
N
N
N
N
ROMULUS FUNDING CORP
5493004LX3D9U3X6GY11
DISC. CP
N/A
21130000
PA
USD
21122974.28
0.126046951906
Long
ABS-APCP
CORP
US
N
2
2021-05-21
Fixed
0
N
N
N
N
N
N
ENI FINANCE USA INC
5493004C2UY8KKD61453
DISC. CP
N/A
8750000
PA
USD
8744743.44
0.05218243611
Long
STIV
CORP
US
N
2
2021-07-20
Fixed
0
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
DISC. CP
N/A
10000000
PA
USD
9992323.9
0.0596271128
Long
STIV
CORP
US
N
2
2021-07-21
Fixed
0
N
N
N
N
N
N
ARABELLA FINANCE LLC
5493006XHG551TZT2D88
DISC. CP
N/A
10000000
PA
USD
9999200
0.059668144495
Long
ABS-APCP
CORP
US
N
2
2021-05-10
Fixed
0
N
N
N
N
N
N
INTESA SANPAOLO FUNDING LLC
N/A
DISC. CP
N/A
10000000
PA
USD
9987457.5
0.059598073571
Long
STIV
CORP
US
N
2
2021-07-26
Fixed
0
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
DISC. CP
N/A
15000000
PA
USD
14991010.05
0.089455731837
Long
STIV
CORP
CA
N
2
2021-07-26
Fixed
0
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
DISC. CP
N/A
14000000
PA
USD
13997625.88
0.083527918593
Long
STIV
CORP
CA
N
2
2021-06-02
Fixed
0
N
N
N
N
N
N
ENBRIDGE US INC
5493003FRODSVHJWFS32
DISC. CP
N/A
23500000
PA
USD
23496898
0.140212847533
Long
STIV
CORP
US
N
2
2021-05-27
Fixed
0
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
DISC. CP
N/A
10000000
PA
USD
9997745
0.059659462085
Long
STIV
CORP
US
N
2
2021-06-10
Fixed
0
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
DISC. CP
N/A
33500000
PA
USD
33489499.76
0.199841618404
Long
STIV
CORP
US
N
2
2021-06-21
Fixed
0
N
N
N
N
N
N
ARABELLA FINANCE LLC
5493006XHG551TZT2D88
DISC. CP
N/A
5650000
PA
USD
5649737.28
0.033713631129
Long
ABS-APCP
CORP
US
N
2
2021-05-06
Fixed
0
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
DISC. CP
N/A
23000000
PA
USD
22964925
0.137038409394
Long
STIV
CORP
US
N
2
2021-07-29
Fixed
0
N
N
N
N
N
N
ENBRIDGE US INC
5493003FRODSVHJWFS32
DISC. CP
N/A
28000000
PA
USD
27990760
0.167029033543
Long
STIV
CORP
US
N
2
2021-06-23
Fixed
0
N
N
N
N
N
N
ENBRIDGE US INC
5493003FRODSVHJWFS32
DISC. CP
N/A
20000000
PA
USD
19997472.2
0.119330752537
Long
STIV
CORP
US
N
2
2021-05-26
Fixed
0
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
DISC. CP
N/A
19000000
PA
USD
18988435.27
0.113309534705
Long
STIV
CORP
CA
N
2
2021-07-27
Fixed
0
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
DISC. CP
N/A
15000000
PA
USD
14990625
0.089453434132
Long
STIV
CORP
CA
N
2
2021-07-29
Fixed
0
N
N
N
N
N
N
ENI FINANCE USA INC
5493004C2UY8KKD61453
DISC. CP
N/A
9000000
PA
USD
8993992.5
0.05366977799
Long
STIV
CORP
US
N
2
2021-07-28
Fixed
0
N
N
N
N
N
N
ENI FINANCE USA INC
5493004C2UY8KKD61453
DISC. CP
N/A
10000000
PA
USD
9993424.4
0.059633679804
Long
STIV
CORP
US
N
2
2021-07-27
Fixed
0
N
N
N
N
N
N
CABOT CORP
K05C0SER542GQ6VLRO68
DISC. CP
N/A
44000000
PA
USD
43993942.52
0.262524693894
Long
STIV
CORP
US
N
2
2021-05-28
Fixed
0
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
DISC. CP
N/A
9500000
PA
USD
9495863.8
0.0566645905
Long
STIV
CORP
US
N
2
2021-06-03
Fixed
0
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
DISC. CP
N/A
43000000
PA
USD
42982972
0.256491937767
Long
STIV
CORP
US
N
2
2021-05-27
Fixed
0
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
DISC. CP
N/A
23500000
PA
USD
23489910.75
0.140171152573
Long
STIV
CORP
US
N
2
2021-06-01
Fixed
0
N
N
N
N
N
N
CABOT CORP
K05C0SER542GQ6VLRO68
DISC. CP
N/A
28000000
PA
USD
27999300
0.167079994215
Long
STIV
CORP
US
N
2
2021-05-06
Fixed
0
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
DISC. CP
N/A
23500000
PA
USD
23489191.41
0.140166860061
Long
STIV
CORP
US
N
2
2021-06-03
Fixed
0
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
DISC. CP
N/A
42000000
PA
USD
41994217.86
0.250591753263
Long
STIV
CORP
US
N
2
2021-05-28
Fixed
0
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
DISC. CP
N/A
37800000
PA
USD
37785085.63
0.225474632883
Long
STIV
CORP
US
N
2
2021-07-06
Fixed
0
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
DISC. CP
N/A
19750000
PA
USD
19749241.21
0.117849485777
Long
STIV
CORP
US
N
2
2021-05-03
Fixed
0
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
DISC. CP
N/A
110000000
PA
USD
109996571.3
0.656381641559
Long
STIV
CORP
US
N
2
2021-05-03
Fixed
0
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
DISC. CP
N/A
10000000
PA
USD
9999746.7
0.059671406813
Long
STIV
CORP
US
N
2
2021-05-03
Fixed
0
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
DISC. CP
N/A
26000000
PA
USD
25974879.58
0.154999686777
Long
STIV
CORP
US
N
2
2021-07-01
Fixed
0
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
DISC. CP
N/A
57000000
PA
USD
56983327.5
0.340036144799
Long
STIV
CORP
US
N
2
2021-05-26
Fixed
0
N
N
N
N
N
N
AUTONATION INC
N/A
DISC. CP
N/A
70950000
PA
USD
70947788.49
0.423366158815
Long
STIV
CORP
US
N
2
2021-05-03
Fixed
0
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
DISC. CP
N/A
43000000
PA
USD
42979665.73
0.256472208289
Long
STIV
CORP
US
N
2
2021-06-01
Fixed
0
N
N
N
N
N
N
PLAINS MIDSTREAM CANADA ULC
QALTJIDPUSOINM1SXH72
DISC. CP
N/A
33000000
PA
USD
32999257.5
0.19691619977
Long
STIV
CORP
CA
N
2
2021-05-03
Fixed
0
N
N
N
N
N
N
PLAINS MIDSTREAM CANADA ULC
QALTJIDPUSOINM1SXH72
DISC. CP
N/A
46980000
PA
USD
46977533.55
0.28032865228
Long
STIV
CORP
CA
N
2
2021-05-07
Fixed
0
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
DISC. CP
N/A
20000000
PA
USD
19999511.6
0.119342922232
Long
STIV
CORP
US
N
2
2021-05-03
Fixed
0
N
N
N
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
FHLMC CMO PO
31398LSE9
28826.4
PA
USD
26924.66
0.000160667304
Long
ABS-MBS
USGSE
US
N
2
2034-07-15
Fixed
0
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
3138EHBZ4
597.46
PA
USD
607.48
0.00000362501
Long
ABS-MBS
USGSE
US
N
2
2023-05-01
Fixed
6
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
31418MSV5
13.2
PA
USD
13.59
0.000000081095
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE REMICS
B1V7KEBTPIMZEU4LTD58
GOVT CMO
31398TXE6
342466.62
PA
USD
341669.7
0.00203884281
Long
ABS-MBS
USGSE
US
N
2
2040-08-25
Floating
.606
N
N
N
N
N
N
FANNIE MAE REMICS
B1V7KEBTPIMZEU4LTD58
GOVT CMO
31396KMG4
170814.95
PA
USD
171469.43
0.001023208129
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Floating
.456
N
N
N
N
N
N
FANNIE MAE REMICS
B1V7KEBTPIMZEU4LTD58
GOVT CMO
31394EGS1
408969.28
PA
USD
410320.35
0.002448501273
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Floating
.356
N
N
N
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
GOVT CMO
31397HJC3
30448.52
PA
USD
35108.35
0.00020950177
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
GOVT CMO
3137A1Z30
88875.15
PA
USD
101863.47
0.000607849053
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
GOVT CMO
3133T12W1
17073.82
PA
USD
17946.66
0.000107092958
Long
ABS-MBS
USGSE
US
N
2
2023-11-15
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE REMICS
B1V7KEBTPIMZEU4LTD58
GOVT CMO
31398TH53
34428.02
PA
USD
35198.26
0.000210038289
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE REMICS
B1V7KEBTPIMZEU4LTD58
GOVT CMO
31397U3J6
6658.02
PA
USD
7206.55
0.000043003587
Long
ABS-MBS
USGSE
US
N
2
2039-10-25
Fixed
4
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GOVT CMO
38374UBP5
8281.39
PA
USD
8971.08
0.000053533052
Long
ABS-MBS
USGSE
US
N
2
2039-05-16
Fixed
4
N
N
N
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
GOVT CMO
31398EHW7
9293.4
PA
USD
10082.96
0.000060167965
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE REMICS
B1V7KEBTPIMZEU4LTD58
GOVT CMO
31393A5B9
17328.53
PA
USD
17395.05
0.00010380134
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Fixed
4
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
INT BEAR CP
83368YFG7
33000000
PA
USD
33011253
0.196987780419
Long
STIV
CORP
FR
N
2
2021-06-02
Floating
.518
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
INT BEAR CP
83368YFJ1
29000000
PA
USD
29011281
0.173118780172
Long
STIV
CORP
FR
N
2
2021-06-08
Floating
.506
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
INT BEAR CP
83368YFL6
49000000
PA
USD
49022491
0.29253151017
Long
STIV
CORP
FR
N
2
2021-06-14
Floating
.55
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
INT BEAR CP
83368YFP7
46500000
PA
USD
46517158.5
0.277581460004
Long
STIV
CORP
FR
N
2
2021-12-03
Floating
.284
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
INT BEAR CP
40434WEL1
48000000
PA
USD
48000000
0.286430007977
Long
STIV
CORP
US
N
2
2022-03-24
Floating
.33
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
INT BEAR CP
2332K4KZ6
8400000
PA
USD
8404456.03
0.050151841827
Long
STIV
CORP
NO
N
2
2021-07-21
Floating
.291
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
INT BEAR CP
9612C4Q20
16000000
PA
USD
15999999.68
0.095476667416
Long
STIV
CORP
AU
N
2
2021-11-24
Floating
.21
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
INT BEAR CP
9612C4P88
46500000
PA
USD
46499999.07
0.277479064678
Long
STIV
CORP
AU
N
2
2021-11-24
Floating
.208
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
INT BEAR CP
9612C4R29
46750000
PA
USD
46749998.6
0.278970884831
Long
STIV
CORP
AU
N
2
2022-03-11
Floating
.23
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
INT BEAR CP
83368YFR3
18000000
PA
USD
18009396
0.107467321665
Long
STIV
CORP
FR
N
2
2021-12-10
Floating
.303
N
N
N
N
N
N
BANK OF NEW YORK
N/A
REPURCHASE AGREEMENT
N/A
75000000
PA
USD
75000000
0.447546887463
Long
RA
CORP
FR
N
2
Repurchase
Y
0.25
2021-07-27
69717141
USD
78751641.23
USD
CDS
N
N
N
BANK OF NEW YORK
N/A
REPURCHASE AGREEMENT
N/A
25000000
PA
USD
25000000
0.149182295821
Long
RA
CORP
CA
N
2
Repurchase
Y
0.27
2021-07-27
25401133
USD
26251439.98
USD
CDS
N
N
N
PUTNAM SHORT TERM INVESTMENT FUND
5493003MK0Q7JP8CPP42
SHORT TERM INV FUND
74676P664
12954130
NS
USD
12954130
0.077301074151
Long
STIV
PF
US
N
2
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
VAR.RT. CORP. BONDS
78015K7M0
45885000
PA
USD
45822137.55
0.273434067166
Long
DBT
CORP
CA
N
2
2024-01-19
Floating
.31
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
VAR.RT. CORP. BONDS
06738EBF1
9500000
PA
USD
9570646.37
0.057110839919
Long
DBT
CORP
GB
N
2
2023-02-15
Floating
1.624
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
46647PAW6
28880000
PA
USD
29246030.32
0.174519597872
Long
DBT
CORP
US
N
2
2024-07-23
Floating
1.063
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
VAR.RT. CORP. BONDS
6174468W2
23000000
PA
USD
22984561.25
0.137155584629
Long
DBT
CORP
US
N
2
2024-01-25
Variable
.529
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
VAR.RT. CORP. BONDS
38141GXQ2
47000000
PA
USD
46990185.93
0.280404152724
Long
DBT
CORP
US
N
2
2023-01-27
Floating
.42
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FUNDING
635400DPNHEAUHB7ZI15
VAR.RT. CORP. BONDS
64952WDZ3
27255000
PA
USD
27228017.55
0.162477526751
Long
DBT
CORP
US
N
2
2023-02-02
Floating
.23
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK NY
549300D0YARF5HYP1809
VAR.RT. CORP. BONDS
22550UAB7
33500000
PA
USD
33374040
0.199152636321
Long
DBT
CORP
US
N
2
2024-02-02
Floating
.4
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
VAR.RT. CORP. BONDS
817826AH3
23250000
PA
USD
23268163.6
0.138847922616
Long
DBT
CORP
US
N
2
2022-08-10
Floating
.645
N
N
N
N
N
N
UBS AG/LONDON
BFM8T61CT2L1QCEMIK50
VAR.RT. CORP. BONDS
902674YC8
47500000
PA
USD
47533867.5
0.283648459316
Long
DBT
CORP
GB
N
2
2024-02-09
Floating
.378
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
VAR.RT. CORP. BONDS
55608JAM0
23416000
PA
USD
23807664.21
0.142067280199
Long
DBT
CORP
AU
N
2
2024-03-27
Floating
1.543
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
VAR.RT. CORP. BONDS
29250NBD6
18620000
PA
USD
18642213.66
0.111243529319
Long
DBT
CORP
CA
N
2
2023-02-17
Floating
.413
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
VAR.RT. CORP. BONDS
65339KBT6
60000000
PA
USD
60006396.6
0.35807568035
Long
DBT
CORP
US
N
2
2023-02-22
Floating
.452
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
VAR.RT. CORP. BONDS
853254BR0
66750000
PA
USD
66968467.41
0.399620388634
Long
DBT
CORP
GB
N
2
2022-09-10
Floating
1.383
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
VAR.RT. CORP. BONDS
89114QCR7
60500000
PA
USD
60594985
0.361587959102
Long
DBT
CORP
CA
N
2
2024-03-04
Floating
.366
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
VAR.RT. CORP. BONDS
38141GXW9
37850000
PA
USD
37870357.24
0.225983473465
Long
DBT
CORP
US
N
2
2024-03-08
Floating
.591
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
VAR.RT. CORP. BONDS
771196BR2
18650000
PA
USD
18662299.3
0.111363386195
Long
DBT
CORP
US
N
2
2024-03-05
Floating
.251
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
TAFO772JB70PDRN5VS48
VAR.RT. CORP. BONDS
82620KBB8
42200000
PA
USD
42411168.8
0.253079821202
Long
DBT
CORP
NL
N
2
2024-03-11
Floating
.44
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
VAR.RT. CORP. BONDS
53944YAN3
29000000
PA
USD
29033175.42
0.173249430565
Long
DBT
CORP
GB
N
2
2024-05-11
Variable
.695
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
VAR.RT. CORP. BONDS
049560AV7
18700000
PA
USD
18710550.54
0.111651315425
Long
DBT
CORP
US
N
2
2023-03-09
Floating
.565
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
VAR.RT. CORP. BONDS
075887BU2
45451000
PA
USD
45849533
0.273597543811
Long
DBT
CORP
US
N
2
2022-06-06
Floating
1.206
N
N
N
N
N
N
CITIZENS BANK NA/PROVIDENCE RI
DRMSV1Q0EKMEXLAU1P80
VAR.RT. CORP. BONDS
17401QAR2
5925000
PA
USD
5999438.03
0.035800397558
Long
DBT
CORP
US
N
2
2023-03-29
Floating
1.143
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
46647PCA2
13994000
PA
USD
14038920.74
0.083774337074
Long
DBT
CORP
US
N
2
2024-03-16
Floating
.59
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VAR.RT. CORP. BONDS
92343VGD0
30615000
PA
USD
30682444.85
0.183091102565
Long
DBT
CORP
US
N
2
2024-03-22
Floating
.51
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
VAR.RT. CORP. BONDS
125523AC4
60792000
PA
USD
61530843.47
0.367172499707
Long
DBT
CORP
US
N
2
2023-07-15
Floating
1.074
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
VAR.RT. CORP. BONDS
65339KBV1
18700000
PA
USD
18755461.77
0.111919313841
Long
DBT
CORP
US
N
2
2023-03-01
Floating
.55
N
N
N
N
N
N
CHARLES SCHWAB CORP/THE
549300VSGCJ7E698NM85
VAR.RT. CORP. BONDS
808513BM6
60160000
PA
USD
60525598.94
0.361173912233
Long
DBT
CORP
US
N
2
2024-03-18
Floating
.51
N
N
N
N
N
N
NORTHWESTERN MUTUAL GLOBAL FUNDING
635400LZXFVELZDVP257
VAR.RT. CORP. BONDS
66815L2C2
27995000
PA
USD
28027577.78
0.167248735981
Long
DBT
CORP
US
N
2
2024-03-25
Floating
.34
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
VAR.RT. CORP. BONDS
00206RMH2
33300000
PA
USD
33351267.35
0.199016745273
Long
DBT
CORP
US
N
2
2024-03-25
Floating
.65
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
VAR.RT. CORP. BONDS
60687YBG3
17800000
PA
USD
18010287.95
0.107472644191
Long
DBT
CORP
JP
N
2
2024-07-10
Floating
1.178
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
VAR.RT. CORP. BONDS
05565EBN4
24200000
PA
USD
24332495
0.145199098686
Long
DBT
CORP
US
N
2
2024-04-01
Floating
.54
N
N
N
N
N
N
PRINCIPAL LIFE GLOBAL FUNDING II
635400WSLKBQWSOIIT41
VAR.RT. CORP. BONDS
74256LEM7
28000000
PA
USD
28014945
0.167173352496
Long
DBT
CORP
US
N
2
2024-04-12
Floating
.46
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
VAR.RT. CORP. BONDS
89236TJE6
32700000
PA
USD
32738128.2
0.195357965031
Long
DBT
CORP
US
N
2
2023-04-06
Floating
.33
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
VAR.RT. CORP. BONDS
65557CAZ6
3187000
PA
USD
3221472.92
0.019223469045
Long
DBT
CORP
FI
N
2
2023-08-30
Floating
1.13
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDING II
549300K1IE3K7YU6VG29
VAR.RT. CORP. BONDS
57629WDC1
74780000
PA
USD
74890674.4
0.446894509703
Long
DBT
CORP
US
N
2
2024-04-12
Floating
.37
N
N
N
N
N
N
PACIFIC LIFE GLOBAL FUNDING II
6354003EUPCHXTWUU869
VAR.RT. CORP. BONDS
6944PL2F5
47055000
PA
USD
47223431.02
0.281795994245
Long
DBT
CORP
US
N
2
2024-04-12
Floating
.39
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
VAR.RT. CORP. BONDS
06368EJS2
28038000
PA
USD
28038000
0.167310928409
Long
DBT
CORP
CA
N
2
2023-04-14
Floating
.28
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
VAR.RT. CORP. BONDS
74460WAB3
28100000
PA
USD
28126695
0.167840197358
Long
DBT
CORP
US
N
2
2024-04-23
Floating
.48
N
N
N
N
N
N
BANK OF NOVA SCOTIA/THE
L3I9ZG2KFGXZ61BMYR72
VAR.RT. CORP. BONDS
0641593W4
74000000
PA
USD
74018500
0.441689990529
Long
DBT
CORP
CA
N
2
2024-04-15
Floating
.455
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
VAR.RT. CORP. BONDS
78015K7F5
27800000
PA
USD
27906501.52
0.166526238604
Long
DBT
CORP
CA
N
2
2022-08-05
Floating
.419
N
N
N
N
N
N
SYNOVUS BANK/COLUMBUS GA
DX0JX77PRMOELF7VG772
VAR.RT. CORP. BONDS
87164DQS2
13485000
PA
USD
13609024.65
0.081209021647
Long
DBT
CORP
US
N
2
2023-02-10
Variable
2.289
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
VAR.RT. CORP. BONDS
05578AAR9
46500000
PA
USD
46567850.01
0.277883951038
Long
DBT
CORP
FR
N
2
2022-02-17
Floating
.454
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
VAR.RT. CORP. BONDS
68902VAG2
37823000
PA
USD
37801587.27
0.225573102985
Long
DBT
CORP
US
N
2
2023-04-05
Floating
.644
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
VAR.RT. CORP. BONDS
69353RFU7
46065000
PA
USD
46147959.38
0.275378341111
Long
DBT
CORP
US
N
2
2023-02-24
Floating
.501
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
VAR.RT. CORP. BONDS
502431AG4
64900000
PA
USD
65352789.13
0.389979164829
Long
DBT
CORP
US
N
2
2023-03-10
Floating
.933
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
VAR.RT. CORP. BONDS
89788JAC3
38890000
PA
USD
39224201.22
0.23406225559
Long
DBT
CORP
US
N
2
2023-03-09
Floating
.741
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
VAR.RT. CORP. BONDS
06367WYH0
24944000
PA
USD
25173084.45
0.150215141246
Long
DBT
CORP
CA
N
2
2023-03-10
Floating
.69
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
VAR.RT. CORP. BONDS
05531FAY9
26180000
PA
USD
26308895.4
0.156992856652
Long
DBT
CORP
US
N
2
2022-04-01
Floating
.852
N
N
N
N
N
N
BANK OF NOVA SCOTIA/THE
L3I9ZG2KFGXZ61BMYR72
VAR.RT. CORP. BONDS
064159KE5
5096000
PA
USD
5134207.82
0.030637316392
Long
DBT
CORP
CA
N
2
2022-09-19
Floating
.81
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
VAR.RT. CORP. BONDS
53944YAM5
44200000
PA
USD
44610564.08
0.266204254693
Long
DBT
CORP
GB
N
2
2023-06-15
Variable
1.326
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
VAR.RT. CORP. BONDS
694308JD0
23090000
PA
USD
23104635.13
0.137872100512
Long
DBT
CORP
US
N
2
2022-06-16
Floating
1.67
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
46625HRW2
52951000
PA
USD
53698829.62
0.320436587425
Long
DBT
CORP
US
N
2
2023-10-24
Floating
1.406
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
VAR.RT. CORP. BONDS
60687YAN9
52440000
PA
USD
52940334.24
0.315910424138
Long
DBT
CORP
JP
N
2
2022-09-11
Floating
1.057
N
N
N
N
N
N
CREDIT AGRICOLE SA/LONDON
969500TJ5KRTCJQWXH05
VAR.RT. CORP. BONDS
22535WAF4
65372000
PA
USD
66297450.48
0.395616234788
Long
DBT
CORP
GB
N
2
2023-04-24
Floating
1.196
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
VAR.RT. CORP. BONDS
63307A2L8
48000000
PA
USD
48283148.16
0.288119635679
Long
DBT
CORP
CA
N
2
2023-08-15
Variable
.9
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
VAR.RT. CORP. BONDS
046353AS7
36320000
PA
USD
36651265.28
0.218708795969
Long
DBT
CORP
GB
N
2
2023-08-17
Floating
.857
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
F3JS33DEI6XQ4ZBPTN86
VAR.RT. CORP. BONDS
83051GAL2
20000000
PA
USD
20154791.2
0.12026952092
Long
DBT
CORP
SE
N
2
2022-12-12
Floating
.829
N
N
N
N
N
N
WELLS FARGO AND CO
PBLD0EJDB5FWOLXP3B76
VAR.RT. CORP. BONDS
949746SJ1
49974000
PA
USD
50731605.84
0.302730297196
Long
DBT
CORP
US
N
2
2023-10-31
Floating
1.416
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
VAR.RT. CORP. BONDS
38148YAB4
533000
PA
USD
534463.12
0.003189297411
Long
DBT
CORP
US
N
2
2022-10-31
Floating
.966
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
VAR.RT. CORP. BONDS
456837AL7
68129000
PA
USD
69170909.06
0.412763000704
Long
DBT
CORP
NL
N
2
2023-10-02
Floating
1.194
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
VAR.RT. CORP. BONDS
05583JAD4
61337000
PA
USD
62520681.43
0.373079151681
Long
DBT
CORP
FR
N
2
2023-09-12
Floating
1.424
N
N
N
N
N
N
FLORIDA POWER AND LIGHT CO
A89MY1K3YLIGJMYWVX50
VAR.RT. CORP. BONDS
341081GA9
28390000
PA
USD
28391157.74
0.169418323707
Long
DBT
CORP
US
N
2
2023-07-28
Floating
.564
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
VAR.RT. CORP. BONDS
06051GGH6
18815000
PA
USD
18953803.71
0.11310287808
Long
DBT
CORP
US
N
2
2023-01-20
Floating
1.348
N
N
N
N
N
N
CREDIT AGRICOLE SA/LONDON
969500TJ5KRTCJQWXH05
VAR.RT. CORP. BONDS
22535WAC1
10818000
PA
USD
10909363.96
0.06509935846
Long
DBT
CORP
GB
N
2
2022-01-10
Floating
1.618
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
VAR.RT. CORP. BONDS
166756AG1
28196000
PA
USD
28211103.75
0.168343889003
Long
DBT
CORP
US
N
2
2022-08-12
Floating
.311
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
VAR.RT. CORP. BONDS
166756AK2
42293000
PA
USD
42391497.01
0.25296243389
Long
DBT
CORP
US
N
2
2023-08-11
Floating
.403
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
VAR.RT. CORP. BONDS
438516CD6
17500000
PA
USD
17511598.65
0.104496819604
Long
DBT
CORP
US
N
2
2022-08-19
Floating
.411
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
VAR.RT. CORP. BONDS
45866FAR5
65500000
PA
USD
65488734
0.390790387542
Long
DBT
CORP
US
N
2
2023-06-15
Floating
.834
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
VAR.RT. CORP. BONDS
26442UAJ3
19200000
PA
USD
19196226.62
0.114549486331
Long
DBT
CORP
US
N
2
2022-02-18
Floating
.369
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
VAR.RT. CORP. BONDS
025816BN8
2600000
PA
USD
2614067.17
0.015598901674
Long
DBT
CORP
US
N
2
2022-08-01
Floating
.786
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
F3JS33DEI6XQ4ZBPTN86
VAR.RT. CORP. BONDS
83051GAP3
47957000
PA
USD
48039011.27
0.286662799609
Long
DBT
CORP
SE
N
2
2023-09-01
Floating
.511
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
VAR.RT. CORP. BONDS
90352JAD5
50313000
PA
USD
50791929.45
0.303090265781
Long
DBT
CORP
CH
N
2
2023-08-15
Floating
1.144
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
VAR.RT. CORP. BONDS
02665WDP3
19000000
PA
USD
19086640
0.113895550988
Long
DBT
CORP
US
N
2
2023-09-08
Floating
.596
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
VAR.RT. CORP. BONDS
25746UDH9
20688000
PA
USD
20701012.34
0.123528981868
Long
DBT
CORP
US
N
2
2023-09-15
Floating
.714
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
VAR.RT. CORP. BONDS
13607RAE0
20445000
PA
USD
20730298.53
0.123703741111
Long
DBT
CORP
CA
N
2
2023-09-13
Floating
.844
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
VAR.RT. CORP. BONDS
90352JAB9
15030000
PA
USD
15191214.34
0.090650409262
Long
DBT
CORP
CH
N
2
2023-05-23
Floating
1.395
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
VAR.RT. CORP. BONDS
375558BU6
19000000
PA
USD
19004796.93
0.113407169505
Long
DBT
CORP
US
N
2
2021-09-17
Floating
.332
N
N
N
N
N
N
PPL ELECTRIC UTILITIES CORP
549300GCZLSGYEYPIR35
VAR.RT. CORP. BONDS
69351UAX1
9000000
PA
USD
9003799.53
0.0537282994
Long
DBT
CORP
US
N
2
2023-09-28
Floating
.443
N
N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
VBHFXSYT7OG62HNT8T76
VAR.RT. CORP. BONDS
06675FAQ0
7635000
PA
USD
7757977.86
0.046294117923
Long
DBT
CORP
FR
N
2
2023-07-20
Floating
1.148
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
VAR.RT. CORP. BONDS
89236THN8
18500000
PA
USD
18537925
0.11062120845
Long
DBT
CORP
US
N
2
2022-10-14
Floating
.35
N
N
N
N
N
N
RABOBANK NEDERLAND
DG3RU1DBUFHT4ZF9WN62
VAR.RT. CORP. BONDS
74977RDD3
27341000
PA
USD
27720219.67
0.165414640441
Long
DBT
CORP
NL
N
2
2023-09-26
Floating
1.055
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FUNDING
635400DPNHEAUHB7ZI15
VAR.RT. CORP. BONDS
64952WDV2
9500000
PA
USD
9524567
0.05683587087
Long
DBT
CORP
US
N
2
2023-10-21
Floating
.37
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
46647PAQ9
60212000
PA
USD
60631151.39
0.361803774506
Long
DBT
CORP
US
N
2
2024-04-23
Floating
.903
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
VAR.RT. CORP. BONDS
78015K7K4
27919000
PA
USD
28005269.71
0.167115617217
Long
DBT
CORP
CA
N
2
2023-10-26
Floating
.46
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
VAR.RT. CORP. BONDS
06738EAT2
42803000
PA
USD
43158867.99
0.257541560472
Long
DBT
CORP
GB
N
2
2023-01-10
Floating
1.813
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
VAR.RT. CORP. BONDS
025816BX6
14155000
PA
USD
14322621.1
0.085467259915
Long
DBT
CORP
US
N
2
2023-08-03
Floating
.926
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
VAR.RT. CORP. BONDS
6174468T9
18500000
PA
USD
18520031.99
0.110514435638
Long
DBT
CORP
US
N
2
2023-11-10
Variable
.56
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
VAR.RT. CORP. BONDS
38141GXK5
19200000
PA
USD
19197220.42
0.114555416626
Long
DBT
CORP
US
N
2
2023-11-17
Floating
.556
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
VAR.RT. CORP. BONDS
025537AS0
18500000
PA
USD
18522157.64
0.110527120012
Long
DBT
CORP
US
N
2
2023-11-01
Floating
.656
N
N
N
N
N
N
KEYBANK NA/CLEVELAND OH
HUX2X73FUCYHUVH1BK78
VAR.RT. CORP. BONDS
49327M3A0
28250000
PA
USD
28309536.03
0.168931263143
Long
DBT
CORP
US
N
2
2024-01-03
Variable
.423
N
N
N
N
N
N
KEYBANK NA/CLEVELAND OH
HUX2X73FUCYHUVH1BK78
VAR.RT. CORP. BONDS
49327M3B8
54980000
PA
USD
54998693.2
0.32819325275
Long
DBT
CORP
US
N
2
2024-01-03
Floating
.35
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
VAR.RT. CORP. BONDS
05583JAB8
8035000
PA
USD
8112488.33
0.048409585356
Long
DBT
CORP
FR
N
2
2022-05-22
Floating
1.402
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
VAR.RT. CORP. BONDS
38141GWK6
7263000
PA
USD
7318134.96
0.043669446978
Long
DBT
CORP
US
N
2
2023-06-05
Floating
1.244
N
N
N
N
N
N
AIG GLOBAL FUNDING
54930057MDZ7KOVOTV71
VAR.RT. CORP. BONDS
00138MAA4
37000000
PA
USD
37068341.59
0.221197612027
Long
DBT
CORP
US
N
2
2023-12-15
Floating
.39
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
VAR.RT. CORP. BONDS
86562MBE9
18592000
PA
USD
18824478.46
0.112331156572
Long
DBT
CORP
JP
N
2
2023-10-16
Floating
.984
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
VAR.RT. CORP. BONDS
172967MA6
65203000
PA
USD
65967367.6
0.393646533914
Long
DBT
CORP
US
N
2
2024-06-01
Floating
1.214
N
N
N
N
N
N
CAPITAL ONE NA
207ALC1P1YM0OVDV0K75
VAR.RT. CORP. BONDS
14042RHB0
9900000
PA
USD
9973295.15
0.059513562695
Long
DBT
CORP
US
N
2
2022-08-08
Floating
1.013
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
VAR.RT. CORP. BONDS
59217GGW3
27300000
PA
USD
27358968
0.163258946301
Long
DBT
CORP
US
N
2
2024-01-07
Floating
.33
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
VAR.RT. CORP. BONDS
05964HAD7
3400000
PA
USD
3443383.8
0.020547676027
Long
DBT
CORP
ES
N
2
2023-02-23
Floating
1.265
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
VAR.RT. CORP. BONDS
61744YAG3
54184000
PA
USD
55077599.28
0.328664108356
Long
DBT
CORP
US
N
2
2024-05-08
Floating
1.413
N
N
N
N
N
N
RABOBANK NEDERLAND NV NY
DG3RU1DBUFHT4ZF9WN62
VAR.RT. CORP. BONDS
21688AAR3
46000000
PA
USD
46031006.3
0.274680447952
Long
DBT
CORP
US
N
2
2024-01-12
Floating
.31
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
VAR.RT. CORP. BONDS
89236THV0
55600000
PA
USD
55720652
0.3325013916
Long
DBT
CORP
US
N
2
2024-01-11
Floating
.34
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
VAR.RT. CORP. BONDS
05964HAH8
22210000
PA
USD
22527281.62
0.134426863627
Long
DBT
CORP
ES
N
2
2023-04-12
Floating
1.308
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
VAR.RT. CORP. BONDS
606822AQ7
20138000
PA
USD
20278110.94
0.121005405798
Long
DBT
CORP
JP
N
2
2022-07-25
Floating
.966
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
VAR.RT. CORP. BONDS
86787EAW7
2527000
PA
USD
2530461.89
0.01510000457
Long
DBT
CORP
US
N
2
2022-08-02
Floating
.766
N
N
N
N
N
N
CITIZENS BANK NA/PROVIDENCE RI
DRMSV1Q0EKMEXLAU1P80
VAR.RT. CORP. BONDS
17401QAT8
43000000
PA
USD
43178693.38
0.257659864359
Long
DBT
CORP
US
N
2
2022-02-14
Floating
.918
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FUNDING
635400DPNHEAUHB7ZI15
VAR.RT. CORP. BONDS
64952WCR2
47550000
PA
USD
47789610.63
0.285174553207
Long
DBT
CORP
US
N
2
2022-06-10
Floating
.703
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
TAFO772JB70PDRN5VS48
VAR.RT. CORP. BONDS
82620KAQ6
37850000
PA
USD
38047697.36
0.227041713715
Long
DBT
CORP
NL
N
2
2022-03-16
Floating
.8
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
VAR.RT. CORP. BONDS
61744YAJ7
18363000
PA
USD
18391635.81
0.109748258162
Long
DBT
CORP
US
N
2
2022-07-22
Floating
1.114
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
VAR.RT. CORP. BONDS
06367WJN4
57966000
PA
USD
58224588.06
0.347443108801
Long
DBT
CORP
CA
N
2
2022-03-26
Floating
.765
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
VAR.RT. CORP. BONDS
63861VAD9
68804000
PA
USD
70882568.84
0.42297697413
Long
DBT
CORP
GB
N
2
2023-04-26
Variable
3.622
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
VAR.RT. CORP. BONDS
606822AZ7
16000000
PA
USD
16204416
0.096696479253
Long
DBT
CORP
JP
N
2
2023-07-26
Floating
1.036
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
VAR.RT. CORP. BONDS
06051GHE2
61349000
PA
USD
61889122.73
0.369310456609
Long
DBT
CORP
US
N
2
2024-03-05
Floating
.984
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
VAR.RT. CORP. BONDS
38141GWU4
63153000
PA
USD
63641721.49
0.379768724875
Long
DBT
CORP
US
N
2
2023-02-23
Floating
.925
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
VAR.RT. CORP. BONDS
14040HBM6
4355000
PA
USD
4382441.81
0.026151309221
Long
DBT
CORP
US
N
2
2022-03-09
Floating
1.135
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
VAR.RT. CORP. BONDS
025816BT5
5901000
PA
USD
5950017.54
0.035505491072
Long
DBT
CORP
US
N
2
2023-02-27
Floating
.84
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
VAR.RT. CORP. BONDS
78013X6E3
18200000
PA
USD
18278852.77
0.109075248848
Long
DBT
CORP
CA
N
2
2022-04-29
Floating
.647
N
N
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
1VUV7VQFKUOQSJ21A208
VAR.RT. CORP. BONDS
22533B2G9
47000000
PA
USD
47000000
0.280462716144
Long
DBT
CORP
FR
N
2
2021-05-03
Floating
.596
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
VAR.RT. CORP. BONDS
110122CJ5
9300000
PA
USD
9329456.91
0.055671592024
Long
DBT
CORP
US
N
2
2022-05-16
Floating
.574
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
VAR.RT. CORP. BONDS
459200KD2
18680000
PA
USD
18682297.45
0.111482720992
Long
DBT
CORP
US
N
2
2021-05-13
Floating
.594
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
VAR.RT. CORP. BONDS
86787EBD8
36600000
PA
USD
36782259.22
0.219490475037
Long
DBT
CORP
US
N
2
2022-05-17
Floating
.782
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
VAR.RT. CORP. BONDS
025816CE7
61545000
PA
USD
61841218.55
0.369024598387
Long
DBT
CORP
US
N
2
2022-05-20
Floating
.802
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
VAR.RT. CORP. BONDS
17325FAX6
23000000
PA
USD
23111687.54
0.137914184301
Long
DBT
CORP
US
N
2
2022-05-20
Floating
.782
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
VAR.RT. CORP. BONDS
94988J5W3
5000000
PA
USD
5001973.85
0.029848237703
Long
DBT
CORP
US
N
2
2022-05-27
Floating
.81
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
VAR.RT. CORP. BONDS
59217GCY3
19550000
PA
USD
19554691.8
0.116688552672
Long
DBT
CORP
US
N
2
2021-05-28
Floating
.51
N
N
N
N
N
N
US BANK NA/CINCINNATI OH
6BYL5QZYBDK8S7L73M02
VAR.RT. CORP. BONDS
90331HPD9
47990000
PA
USD
48184437.24
0.287530598813
Long
DBT
CORP
US
N
2
2022-05-23
Floating
.615
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
VAR.RT. CORP. BONDS
26441CBD6
23600000
PA
USD
23697393.42
0.141409262215
Long
DBT
CORP
US
N
2
2022-03-11
Floating
.827
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
VAR.RT. CORP. BONDS
26441CBA2
53295000
PA
USD
53302748.56
0.31807305615
Long
DBT
CORP
US
N
2
2021-05-14
Floating
.698
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
VAR.RT. CORP. BONDS
89114Q3J5
42000000
PA
USD
41989794
0.250565354799
Long
DBT
CORP
CA
N
2
2022-07-22
Variable
.534
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
VAR.RT. CORP. BONDS
69353RFQ6
50520000
PA
USD
50562339.8
0.301720237338
Long
DBT
CORP
US
N
2
2022-07-22
Floating
.634
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
VAR.RT. CORP. BONDS
438516BV7
28000000
PA
USD
28109121.32
0.167735330081
Long
DBT
CORP
US
N
2
2022-08-08
Floating
.563
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
VAR.RT. CORP. BONDS
05581KAE1
7526000
PA
USD
7532496.14
0.044948602697
Long
DBT
CORP
FR
N
2
2021-08-07
Floating
.583
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
VAR.RT. CORP. BONDS
254687FG6
26000000
PA
USD
26019900.4
0.155268339148
Long
DBT
CORP
US
N
2
2021-09-01
Floating
.441
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
VAR.RT. CORP. BONDS
94988J6A0
24300000
PA
USD
24451472.11
0.145909069823
Long
DBT
CORP
US
N
2
2022-09-09
Variable
2.082
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
VAR.RT. CORP. BONDS
06367WQD8
30000000
PA
USD
30037208.4
0.179240788367
Long
DBT
CORP
CA
N
2
2021-09-10
Floating
.583
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
VAR.RT. CORP. BONDS
53944YAK9
25589000
PA
USD
26111940.13
0.155817567077
Long
DBT
CORP
GB
N
2
2023-03-17
Variable
2.858
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
VAR.RT. CORP. BONDS
89236TGK5
32100000
PA
USD
32133652.36
0.191750881287
Long
DBT
CORP
US
N
2
2021-10-07
Floating
.49
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
JHE42UYNWWTJB8YTTU19
VAR.RT. CORP. BONDS
05252ACR0
3000000
PA
USD
3013999.89
0.017985416928
Long
DBT
CORP
AU
N
2
2021-11-23
Floating
1.045
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FUNDING
635400DPNHEAUHB7ZI15
VAR.RT. CORP. BONDS
64952WDK6
42000000
PA
USD
42069290.34
0.251039732659
Long
DBT
CORP
US
N
2
2022-01-21
Floating
.466
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
JHE42UYNWWTJB8YTTU19
VAR.RT. CORP. BONDS
05252ADE8
24180000
PA
USD
24337787.32
0.145230679504
Long
DBT
CORP
AU
N
2
2022-11-21
Floating
.672
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
48128BAC5
13000000
PA
USD
13079560
0.078049551565
Long
DBT
CORP
US
N
2
2023-01-15
Floating
1.184
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
VAR.RT. CORP. BONDS
26444HAG6
14825000
PA
USD
14835685.56
0.088528865277
Long
DBT
CORP
US
N
2
2021-11-26
Floating
.44
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
VAR.RT. CORP. BONDS
23329PAD2
46725000
PA
USD
47109085.11
0.28111365883
Long
DBT
CORP
NO
N
2
2022-12-02
Floating
.808
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
VAR.RT. CORP. BONDS
55608PBD5
33250000
PA
USD
33312655.97
0.1987863399
Long
DBT
CORP
AU
N
2
2021-11-24
Floating
.626
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
VAR.RT. CORP. BONDS
69353RFR4
48700000
PA
USD
48806646.18
0.291243501138
Long
DBT
CORP
US
N
2
2022-12-09
Floating
.615
N
N
N
N
N
N
US BANK NA/CINCINNATI OH
6BYL5QZYBDK8S7L73M02
VAR.RT. CORP. BONDS
90331HPG2
47500000
PA
USD
47707290
0.284683321984
Long
DBT
CORP
US
N
2
2022-12-09
Floating
.585
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
VAR.RT. CORP. BONDS
06051GGJ2
36430000
PA
USD
36711466.92
0.219068036723
Long
DBT
CORP
US
N
2
2023-04-24
Floating
1.176
N
N
N
N
N
N
WELLS FARGO AND CO
PBLD0EJDB5FWOLXP3B76
VAR.RT. CORP. BONDS
949746SL6
25159000
PA
USD
25336072.82
0.151187740415
Long
DBT
CORP
US
N
2
2023-01-24
Floating
1.286
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
46647PAD8
10291000
PA
USD
10358512.66
0.061812267996
Long
DBT
CORP
US
N
2
2023-04-25
Floating
1.076
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
VAR.RT. CORP. BONDS
14040HBV6
27644000
PA
USD
27841405.8
0.166137793445
Long
DBT
CORP
US
N
2
2023-01-30
Floating
.906
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
VAR.RT. CORP. BONDS
606822AS3
16300000
PA
USD
16424559.22
0.098010138092
Long
DBT
CORP
JP
N
2
2023-03-02
Floating
.928
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
VAR.RT. CORP. BONDS
05964HAA3
19870000
PA
USD
20106770.92
0.119982969896
Long
DBT
CORP
ES
N
2
2022-04-11
Floating
1.748
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
VAR.RT. CORP. BONDS
59217GEF2
31350000
PA
USD
31521912.43
0.188100450599
Long
DBT
CORP
US
N
2
2023-01-13
Floating
.58
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
VAR.RT. CORP. BONDS
63254WAA8
36650000
PA
USD
36818809.9
0.219708583611
Long
DBT
CORP
AU
N
2
2022-12-13
Floating
.594
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
VAR.RT. CORP. BONDS
05578AAQ1
26050000
PA
USD
26095326.22
0.155718427028
Long
DBT
CORP
FR
N
2
2022-01-14
Floating
.486
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
VAR.RT. CORP. BONDS
02665WDG3
69262000
PA
USD
69493926.58
0.414690540513
Long
DBT
CORP
US
N
2
2023-05-10
Floating
.565
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
VAR.RT. CORP. BONDS
46849LTN1
46750000
PA
USD
46946532.79
0.280143661698
Long
DBT
CORP
US
N
2
2023-01-06
Floating
.61
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
VAR.RT. CORP. BONDS
961214EK5
17300000
PA
USD
17391748.99
0.103781641707
Long
DBT
CORP
AU
N
2
2023-01-13
Floating
.578
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
VAR.RT. CORP. BONDS
78015K7E8
42500000
PA
USD
42676477.43
0.254662995223
Long
DBT
CORP
CA
N
2
2023-01-17
Floating
.55
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
VAR.RT. CORP. BONDS
6174468K8
29940000
PA
USD
29999302.76
0.179014594351
Long
DBT
CORP
US
N
2
2023-01-20
Floating
.71
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
VAR.RT. CORP. BONDS
780097BF7
61574000
PA
USD
62223938.82
0.371308401928
Long
DBT
CORP
GB
N
2
2023-05-15
Floating
1.664
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
VAR.RT. CORP. BONDS
89114QCF3
57295000
PA
USD
57558557
0.343468707096
Long
DBT
CORP
CA
N
2
2023-01-27
Floating
.49
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
VAR.RT. CORP. BONDS
58989VAA2
13300000
PA
USD
13367069.77
0.079765206268
Long
DBT
CORP
US
N
2
2023-01-17
Floating
.56
N
N
N
N
N
N
CAPITAL ONE BANK USA NA
LKE37K2B8CFZUR7F9816
VAR.RT. CORP. BONDS
14042TCS4
19127000
PA
USD
19343652.68
0.115429220655
Long
DBT
CORP
US
N
2
2023-01-27
Variable
2.014
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK NY
549300D0YARF5HYP1809
VAR.RT. CORP. BONDS
22550UAA9
51815000
PA
USD
51792211.24
0.309059239137
Long
DBT
CORP
US
N
2
2022-02-04
Floating
.46
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
VAR.RT. CORP. BONDS
13607GKW3
62781000
PA
USD
63324682.83
0.377876862669
Long
DBT
CORP
CA
N
2
2023-03-17
Floating
.81
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FUNDING
635400DPNHEAUHB7ZI15
VAR.RT. CORP. BONDS
64952WDM2
56750000
PA
USD
56954197.85
0.339862319677
Long
DBT
CORP
US
N
2
2023-01-10
Floating
.468
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
VAR.RT. CORP. BONDS
172967KX8
14600000
PA
USD
14823130.63
0.088453946346
Long
DBT
CORP
US
N
2
2023-09-01
Floating
1.621
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
VAR.RT. CORP. BONDS
606822AF1
53980000
PA
USD
54174939.59
0.32327767456
Long
DBT
CORP
JP
N
2
2021-09-13
Floating
1.244
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
46647PAE6
11870000
PA
USD
12151437.7
0.072511174945
Long
DBT
CORP
US
N
2
2023-04-25
Variable
2.776
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
VAR.RT. CORP. BONDS
780097BE0
29795000
PA
USD
30696298.75
0.183173772829
Long
DBT
CORP
GB
N
2
2023-05-15
Variable
3.498
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
VAR.RT. CORP. BONDS
90352JAE3
46684000
PA
USD
48042348.94
0.28668271646
Long
DBT
CORP
CH
N
2
2023-08-15
Variable
2.859
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
VAR.RT. CORP. BONDS
06051GHC6
16679000
PA
USD
17337518.94
0.103458035172
Long
DBT
CORP
US
N
2
2023-12-20
Variable
3.004
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
VAR.RT. CORP. BONDS
172967KW0
28093000
PA
USD
28171629.22
0.168108332962
Long
DBT
CORP
US
N
2
2021-08-02
Floating
1.366
N
N
N
N
N
N
ING BANK NV
3TK20IVIUJ8J3ZU0QE75
VAR.RT. CORP. BONDS
449786BF8
31679000
PA
USD
31755349.56
0.189493438079
Long
DBT
CORP
NL
N
2
2021-08-15
Floating
1.074
N
N
N
N
N
N
LLOYDS BANK PLC
H7FNTJ4851HG0EXQ1Z70
VAR.RT. CORP. BONDS
53944VAQ2
65400000
PA
USD
65403033.91
0.390278990094
Long
DBT
CORP
GB
N
2
2021-05-07
Floating
.683
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
VAR.RT. CORP. BONDS
60687YAF6
60305000
PA
USD
60552187.18
0.36133257202
Long
DBT
CORP
JP
N
2
2021-09-13
Floating
1.324
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
F3JS33DEI6XQ4ZBPTN86
VAR.RT. CORP. BONDS
83051GAH1
52250000
PA
USD
52257748.68
0.311837236901
Long
DBT
CORP
SE
N
2
2021-05-17
Floating
.622
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
JHE42UYNWWTJB8YTTU19
VAR.RT. CORP. BONDS
05252ADC2
14625000
PA
USD
14627623.43
0.087287297828
Long
DBT
CORP
AU
N
2
2021-05-17
Floating
.652
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL PLC
549300U0LV41VX7LEP38
VAR.RT. CORP. BONDS
377373AF2
23750000
PA
USD
23752190.23
0.141736250772
Long
DBT
CORP
GB
N
2
2021-05-14
Floating
.544
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
VAR.RT. CORP. BONDS
86960BAU6
53242000
PA
USD
53256763.47
0.317798649698
Long
DBT
CORP
SE
N
2
2021-05-24
Floating
.646
N
N
N
N
N
N
CHARLES SCHWAB CORP/THE
549300VSGCJ7E698NM85
VAR.RT. CORP. BONDS
808513AV7
28500000
PA
USD
28501339.5
0.170075810424
Long
DBT
CORP
US
N
2
2021-05-21
Floating
.502
N
N
N
N
N
N
SANTANDER UK PLC
PTCQB104N23FMNK2RZ28
VAR.RT. CORP. BONDS
80283LAU7
44970000
PA
USD
44991961.1
0.268480162016
Long
DBT
CORP
GB
N
2
2021-06-01
Floating
.811
N
N
N
N
N
N
BBVA USA
C90VT034M03BN29IRA40
VAR.RT. CORP. BONDS
20453KAD7
48162000
PA
USD
48168077.56
0.287432975828
Long
DBT
CORP
US
N
2
2021-06-11
Floating
.907
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
VAR.RT. CORP. BONDS
46849LTA9
47303000
PA
USD
47325610.83
0.28240573099
Long
DBT
CORP
US
N
2
2021-06-11
Floating
.657
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
VAR.RT. CORP. BONDS
172967LB5
32745000
PA
USD
32918186.67
0.196432426468
Long
DBT
CORP
US
N
2
2021-12-08
Floating
1.246
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
VAR.RT. CORP. BONDS
65557CAT0
8353000
PA
USD
8358424.52
0.049877158374
Long
DBT
CORP
FI
N
2
2021-05-27
Floating
1.18
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
VAR.RT. CORP. BONDS
6325C0DV0
28200000
PA
USD
28257309.73
0.16861961357
Long
DBT
CORP
AU
N
2
2021-09-20
Floating
.767
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
VAR.RT. CORP. BONDS
91324PDG4
27450000
PA
USD
27457548.75
0.163847206406
Long
DBT
CORP
US
N
2
2021-06-15
Floating
.444
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
VAR.RT. CORP. BONDS
86562MAJ9
33620000
PA
USD
33783640.98
0.201596844904
Long
DBT
CORP
JP
N
2
2021-10-19
Floating
1.33
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
VAR.RT. CORP. BONDS
06051GHJ1
29807000
PA
USD
29833115.1
0.178022904085
Long
DBT
CORP
US
N
2
2022-06-25
Floating
.851
N
N
N
N
N
N
AIG GLOBAL FUNDING
54930057MDZ7KOVOTV71
VAR.RT. CORP. BONDS
00138CAH1
20134000
PA
USD
20147806.09
0.120227838731
Long
DBT
CORP
US
N
2
2021-06-25
Floating
.661
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
VAR.RT. CORP. BONDS
209111FR9
47100000
PA
USD
47126897.87
0.281219952767
Long
DBT
CORP
US
N
2
2021-06-25
Floating
.601
N
N
N
N
N
N
KEYBANK NA/CLEVELAND OH
HUX2X73FUCYHUVH1BK78
VAR.RT. CORP. BONDS
49327M2R4
9905000
PA
USD
9945274.92
0.059346357806
Long
DBT
CORP
US
N
2
2021-11-22
Floating
.992
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
VAR.RT. CORP. BONDS
961214DH3
21400000
PA
USD
21518035.77
0.128404399109
Long
DBT
CORP
AU
N
2
2022-01-11
Floating
1.038
N
N
N
N
N
N
RABOBANK NEDERLAND NV NY
DG3RU1DBUFHT4ZF9WN62
VAR.RT. CORP. BONDS
21688AAK8
29100000
PA
USD
29266372.56
0.174640985954
Long
DBT
CORP
US
N
2
2022-01-10
Floating
1.018
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
VAR.RT. CORP. BONDS
225401AH1
56565000
PA
USD
57285924.32
0.341841828332
Long
DBT
CORP
CH
N
2
2024-06-12
Floating
1.424
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
VAR.RT. CORP. BONDS
606822AX2
45366000
PA
USD
45426458.81
0.271072936652
Long
DBT
CORP
JP
N
2
2021-07-26
Floating
.826
N
N
N
N
N
N
FIFTH THIRD BANK NA
QFROUN1UWUYU0DVIWD51
VAR.RT. CORP. BONDS
31677QBP3
24800000
PA
USD
24815860.84
0.148083483716
Long
DBT
CORP
US
N
2
2021-07-26
Floating
.616
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
VAR.RT. CORP. BONDS
53944YAG8
38410000
PA
USD
38450018.61
0.229442482024
Long
DBT
CORP
GB
N
2
2021-06-21
Floating
.987
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
VAR.RT. CORP. BONDS
86562MAL4
25439000
PA
USD
25586173.01
0.152680161236
Long
DBT
CORP
JP
N
2
2022-01-11
Floating
1.158
N
N
N
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
VAR.RT. CORP. BONDS
05369AAE1
16960000
PA
USD
16946414.02
0.101124197978
Long
DBT
CORP
US
N
2
2021-07-30
Floating
.856
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
VAR.RT. CORP. BONDS
90351DAG2
20587000
PA
USD
20817741.98
0.124225541696
Long
DBT
CORP
CH
N
2
2022-02-01
Floating
1.706
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
VAR.RT. CORP. BONDS
780097BH3
11450000
PA
USD
11697676.44
0.069803449084
Long
DBT
CORP
GB
N
2
2024-06-25
Floating
1.751
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
VAR.RT. CORP. BONDS
05565EBD6
20406000
PA
USD
20434191.5
0.121936784049
Long
DBT
CORP
US
N
2
2021-08-13
Floating
.698
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
VAR.RT. CORP. BONDS
98978VAR4
60480000
PA
USD
60537276.37
0.361243594865
Long
DBT
CORP
US
N
2
2021-08-20
Floating
.622
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
VAR.RT. CORP. BONDS
23341CAB9
7000000
PA
USD
7006144.32
0.04180770778
Long
DBT
CORP
NO
N
2
2021-06-02
Floating
1.258
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
VAR.RT. CORP. BONDS
91159HHQ6
13507000
PA
USD
13564923.28
0.080945855902
Long
DBT
CORP
US
N
2
2022-01-24
Floating
.816
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
VAR.RT. CORP. BONDS
00084DAS9
77000000
PA
USD
77123970
0.460221236298
Long
DBT
CORP
NL
N
2
2021-08-27
Floating
.76
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
VAR.RT. CORP. BONDS
606822AK0
23818000
PA
USD
23974358.98
0.143061996539
Long
DBT
CORP
JP
N
2
2022-02-22
Floating
1.102
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
VAR.RT. CORP. BONDS
58013MFG4
53080000
PA
USD
53173412.31
0.317301269002
Long
DBT
CORP
US
N
2
2021-10-28
Floating
.614
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
VAR.RT. CORP. BONDS
06367TJY7
7500000
PA
USD
7519663.5
0.044872026589
Long
DBT
CORP
CA
N
2
2021-08-27
Floating
.98
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
VAR.RT. CORP. BONDS
87020PAJ6
9300000
PA
USD
9345255.01
0.055765863897
Long
DBT
CORP
SE
N
2
2022-03-14
Floating
.884
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
VAR.RT. CORP. BONDS
60687YAJ8
45569000
PA
USD
45871317.51
0.273727538339
Long
DBT
CORP
JP
N
2
2022-02-28
Floating
1.13
N
N
N
N
N
N
BANK OF NOVA SCOTIA/THE
L3I9ZG2KFGXZ61BMYR72
VAR.RT. CORP. BONDS
064159JF4
22345000
PA
USD
22459164.4
0.134020388297
Long
DBT
CORP
CA
N
2
2022-03-07
Floating
.816
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
VAR.RT. CORP. BONDS
456837AJ2
34003000
PA
USD
34305131.96
0.20470873377
Long
DBT
CORP
NL
N
2
2022-03-29
Floating
1.343
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
VAR.RT. CORP. BONDS
94988J5U7
35700000
PA
USD
35771527.45
0.213459143601
Long
DBT
CORP
US
N
2
2021-10-22
Floating
.694
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
VAR.RT. CORP. BONDS
172967LH2
28085000
PA
USD
28297175.43
0.168857503836
Long
DBT
CORP
US
N
2
2022-04-25
Floating
1.136
N
N
N
N
N
N
TD AMERITRADE HOLDING CORP
ZI85ER3E6RXD4HPHW309
VAR.RT. CORP. BONDS
87236YAG3
70400000
PA
USD
70532787.78
0.420889728467
Long
DBT
CORP
US
N
2
2021-11-01
Floating
.606
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
VAR.RT. CORP. BONDS
025816BZ1
22853000
PA
USD
22903601.8
0.136672475964
Long
DBT
CORP
US
N
2
2021-11-05
Floating
.795
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
VAR.RT. CORP. BONDS
06738EBE4
63388000
PA
USD
65363258.19
0.390041636765
Long
DBT
CORP
GB
N
2
2023-02-15
Variable
4.61
N
N
N
N
N
N
CITIZENS BANK NA/PROVIDENCE RI
DRMSV1Q0EKMEXLAU1P80
VAR.RT. CORP. BONDS
17401QAM3
9960000
PA
USD
10030629.85
0.059855695582
Long
DBT
CORP
US
N
2
2022-05-26
Floating
1
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
VAR.RT. CORP. BONDS
6325C0DW8
27500000
PA
USD
27593025.08
0.164655633203
Long
DBT
CORP
AU
N
2
2021-11-04
Floating
.886
N
N
N
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
VAR.RT. CORP. BONDS
05369AAG6
36800000
PA
USD
36800579.23
0.219599795883
Long
DBT
CORP
US
N
2
2021-06-01
Floating
1.141
N
N
N
N
N
N
US BANK NA/CINCINNATI OH
6BYL5QZYBDK8S7L73M02
VAR.RT. CORP. BONDS
90331HNY5
7210000
PA
USD
7221103.4
0.043090431343
Long
DBT
CORP
US
N
2
2021-11-16
Floating
.574
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
VAR.RT. CORP. BONDS
89114QBM9
1001000
PA
USD
1002772
0.005983833166
Long
DBT
CORP
CA
N
2
2021-07-13
Floating
1.088
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
VAR.RT. CORP. BONDS
46849LSX0
33784000
PA
USD
34018652.18
0.202999225318
Long
DBT
CORP
US
N
2
2022-06-27
Floating
.923
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VAR.RT. CORP. BONDS
92343VDX9
24750000
PA
USD
24953539.3
0.148905051265
Long
DBT
CORP
US
N
2
2022-03-16
Floating
1.19
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
VAR.RT. CORP. BONDS
136069TZ4
6300000
PA
USD
6345421.11
0.037864979566
Long
DBT
CORP
CA
N
2
2022-06-16
Floating
.91
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
VAR.RT. CORP. BONDS
86562MAP5
10614000
PA
USD
10688722.56
0.063782726836
Long
DBT
CORP
JP
N
2
2022-07-12
Floating
.968
N
N
N
N
N
N
KEYBANK NA/CLEVELAND OH
HUX2X73FUCYHUVH1BK78
VAR.RT. CORP. BONDS
49327M2Y9
40000000
PA
USD
40167824.8
0.239693132872
Long
DBT
CORP
US
N
2
2022-02-01
Floating
.836
N
N
N
N
N
N
2021-06-22
Putnam Investments Inc
Janet C. Smith
NPORT
Principal Financial Officer
XXXX