0001752724-25-096710.txt : 20250513
0001752724-25-096710.hdr.sgml : 20250513
20250429145042
ACCESSION NUMBER: 0001752724-25-096710
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20250228
FILED AS OF DATE: 20250429
DATE AS OF CHANGE: 20250429
PERIOD START: 20250228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMorgan Trust I
CENTRAL INDEX KEY: 0001217286
ORGANIZATION NAME:
EIN: 331043149
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21295
FILM NUMBER: 25886076
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
FORMER COMPANY:
FORMER CONFORMED NAME: JP MORGAN MUTUAL FUND SERIES
DATE OF NAME CHANGE: 20030204
0001217286
S000039927
JPMorgan Short Duration Core Plus Fund
C000123825
Class A
JSDHX
C000123826
Class C
JSDCX
C000123827
Class I
JSDSX
C000123828
Class R6
JSDRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001217286
XXXXXXXX
S000039927
C000123825
C000123826
C000123827
C000123828
JPMorgan Trust I
811-21295
0001217286
549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Short Duration Core Plus Fund
S000039927
549300Q5U8SV79G4IM14
2025-02-28
2025-02-28
N
3942300527.26
31270147.08
3911030380.18
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
199.90000000
EUR
NOK
USD
N
1-5 Yr Gov/Credit
1031TRUSD0
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
16158000.00000000
PA
USD
16131000.79000000
0.412448874643
Long
DBT
CORP
NL
Y
2
2025-07-28
Fixed
4.75000000
N
N
N
N
N
N
ACCO Brands Corp.
JCT8P4Y190IH4I1NX328
ACCO Brands Corp.
00081TAK4
1040000.00000000
PA
USD
958317.78000000
0.024502949014
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
00135TAD6
16690000.00000000
PA
USD
17668853.98000000
0.451769796254
Long
DBT
CORP
IE
Y
2
2029-09-13
Variable
6.60800000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2023-SFR2, Class B
00178YAB7
1500000.00000000
PA
USD
1456859.10000000
0.037250007245
Long
ABS-O
CORP
US
Y
2
2040-06-17
Fixed
3.95000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR1, Class C
00179DAC0
581000.00000000
PA
USD
533504.18000000
0.013641013445
Long
ABS-O
CORP
US
Y
2
2038-06-17
Fixed
2.35200000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR3, Class E1
00180UAE5
2700000.00000000
PA
USD
2561865.03000000
0.065503582968
Long
ABS-O
CORP
US
Y
2
2038-10-17
Fixed
2.32700000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR3, Class E2
00180UAF2
5500000.00000000
PA
USD
5214764.50000000
0.133334799096
Long
ABS-O
CORP
US
Y
2
2038-10-17
Fixed
2.42700000
N
N
N
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAA9
1218749.96020000
PA
USD
1217479.43000000
0.031129377981
Long
DBT
CORP
US
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAB7
1049875.00000000
PA
USD
1044058.24000000
0.026695221936
Long
DBT
CORP
US
Y
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404AAN9
886000.00000000
PA
USD
852959.55000000
0.021809075028
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404AAP4
100000.00000000
PA
USD
93309.37000000
0.002385800183
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
Accelerated LLC
N/A
Accelerated LLC, Series 2021-1H, Class B
00439KAB2
1305015.33000000
PA
USD
1208082.31000000
0.030889105748
Long
ABS-O
CORP
US
Y
2
2040-10-20
Fixed
1.90000000
N
N
N
N
N
N
Adient Global Holdings Ltd.
213800VA38VCKE6M8790
Adient Global Holdings Ltd.
00687YAA3
1335000.00000000
PA
USD
1335000.00000000
0.034134227306
Long
DBT
CORP
JE
Y
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MBG9
10625000.00000000
PA
USD
10965602.54000000
0.280376306856
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
6.45000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AC5
2696000.00000000
PA
USD
2655849.74000000
0.067906650724
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AG6
258000.00000000
PA
USD
238490.14000000
0.006097885130
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
1225000.00000000
PA
USD
1229514.13000000
0.031437089730
Long
DBT
CORP
NL
Y
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
ATI, Inc.
ZW1LRE7C3H17O2ZN9B45
ATI, Inc.
01741RAH5
807000.00000000
PA
USD
807050.84000000
0.020635248554
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
N/A
Alliant Holdings Intermediate LLC
01883LAE3
840000.00000000
PA
USD
849796.08000000
0.021728189182
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
6.75000000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AF4
855000.00000000
PA
USD
853924.32000000
0.021833742952
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBF6
525000.00000000
PA
USD
526894.23000000
0.013472005553
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
900000.00000000
PA
USD
728940.69000000
0.018638072813
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAH4
1197000.00000000
PA
USD
935011.65000000
0.023907041344
Long
DBT
CORP
FR
Y
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Amer Sports Co.
549300NRKH9WF70VFC95
Amer Sports Co.
02352NAA7
545000.00000000
PA
USD
559987.50000000
0.014318157763
Long
DBT
CORP
US
Y
2
2031-02-16
Fixed
6.75000000
N
N
N
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
935000.00000000
PA
USD
931624.46000000
0.023820435267
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2024-4, Class D
024945AG2
5345000.00000000
PA
USD
5403653.36000000
0.138164443502
Long
ABS-O
CORP
US
Y
2
2031-08-12
Fixed
5.34000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2025-1, Class D
02528DAG5
2593000.00000000
PA
USD
2620680.28000000
0.067007413015
Long
ABS-O
CORP
US
Y
2
2031-08-12
Fixed
5.54000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2022-4, Class C
02529XAC9
450232.95000000
PA
USD
451939.11000000
0.011555499857
Long
ABS-O
CORP
US
Y
2
2029-02-15
Fixed
7.86000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2023-1, Class D
02530UAG3
2000000.00000000
PA
USD
2032416.40000000
0.051966264703
Long
ABS-O
CORP
US
Y
2
2029-04-12
Fixed
6.35000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2024-2, Class C
02531BAE9
5091000.00000000
PA
USD
5178678.73000000
0.132412132522
Long
ABS-O
CORP
US
Y
2
2030-04-12
Fixed
6.24000000
N
N
N
N
N
N
Cencora, Inc.
AI8GXW8LG5WK7E9UD086
Cencora, Inc.
03073EAW5
7050000.00000000
PA
USD
7080592.98000000
0.181041625651
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.85000000
N
N
N
N
N
N
AmeriGas Partners LP
N/A
AmeriGas Partners LP
030981AJ3
1210000.00000000
PA
USD
1208082.88000000
0.030889120322
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
Amkor Technology, Inc.
529900VHLRTKPWZJBM84
Amkor Technology, Inc.
031652BK5
690000.00000000
PA
USD
691140.57000000
0.017671572522
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
6.62500000
N
N
N
N
N
N
ams-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
03217CAB2
1100000.00000000
PA
USD
1161801.30000000
0.029705760044
Long
DBT
CORP
AT
Y
2
2029-03-30
Fixed
12.25000000
N
N
N
N
N
N
Amur Equipment Finance Receivables LLC
549300K5Y88MV8B4M421
Amur Equipment Finance Receivables LLC, Series 2022-1A, Class D
03236VAE1
3210000.00000000
PA
USD
3170170.32000000
0.081057164272
Long
ABS-O
CORP
US
Y
2
2028-08-21
Fixed
2.91000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2019-5, Class A3
03464KAC2
221202.46000000
PA
USD
217901.41000000
0.005571457872
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
2.92100040
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2019-5, Class B1
03464KAE8
1060000.00000000
PA
USD
976382.11000000
0.024964830622
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
3.95700120
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC
N/A
Angel Oak Mortgage Trust I LLC, Series 2018-3, Class B1
03464NAE2
4000000.00000000
PA
USD
3743036.80000000
0.095704620934
Long
ABS-MBS
CORP
US
Y
2
2048-09-25
Variable
5.03899920
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAQ9
675000.00000000
PA
USD
693489.60000000
0.017731634188
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
7.62500000
N
N
N
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690AAH9
572000.00000000
PA
USD
563003.07000000
0.014395261996
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust, Series 2020-AA, Class A
038413AA8
412212.35000000
PA
USD
395490.34000000
0.010112177650
Long
ABS-O
CORP
US
Y
2
2046-07-17
Fixed
1.90000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust, Series 2021-A, Class B
03842VAB3
2187000.00000000
PA
USD
1912499.79000000
0.048900151727
Long
ABS-O
CORP
US
Y
2
2046-07-17
Fixed
2.40000000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
470000.00000000
PA
USD
461960.60000000
0.011811736424
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Arbor Realty SR, Inc.
549300TW7RTL2CI3CN08
Arbor Realty SR, Inc., Series QIB
03881NAG2
5000000.00000000
PA
USD
4984966.25000000
0.127459154376
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
9.00000000
N
N
N
N
N
N
Arches Buyer, Inc.
2549009ADY4208OH2Y47
Arches Buyer, Inc.
039524AA1
505000.00000000
PA
USD
473597.84000000
0.012109285634
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Archrock Partners LP
N/A
Archrock Partners LP
03959KAA8
288000.00000000
PA
USD
287873.19000000
0.007360545994
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAN0
810000.00000000
PA
USD
733050.00000000
0.018743142567
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAP5
940000.00000000
PA
USD
480058.00000000
0.012274463589
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
AREIT Trust
N/A
AREIT Trust, Series 2021-CRE5, Class C
04002PAG9
20131000.00000000
PA
USD
20072841.54000000
0.513236656041
Long
ABS-CBDO
CORP
KY
Y
2
2038-11-17
Floating
6.67634040
N
N
N
N
N
N
Ares XXXVII CLO Ltd.
635400YF4AHA6NB2CU53
Ares CLO Ltd., Series 2015-4A, Class A3RR
04015NAQ7
8645000.00000000
PA
USD
8640677.50000000
0.220930973683
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
5.70197880
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust, Series 2019-2, Class A3
042858AC4
134387.49000000
PA
USD
129955.58000000
0.003322796485
Long
ABS-MBS
CORP
US
Y
2
2049-04-25
Variable
3.80000160
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust, Series 2019-1, Class A1
042859AA6
55502.47000000
PA
USD
53912.39000000
0.001378470243
Long
ABS-MBS
CORP
US
Y
2
2049-01-25
Variable
3.80499840
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AU8
480000.00000000
PA
USD
465794.64000000
0.011909767880
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC
N/A
Ascent Resources Utica Holdings LLC
04364VAR4
990000.00000000
PA
USD
1013450.13000000
0.025912612060
Long
DBT
CORP
US
Y
2
2028-12-31
Fixed
8.25000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2U4
6929000.00000000
PA
USD
6750453.11000000
0.172600375190
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
049362AA4
600000.00000000
PA
USD
570657.90000000
0.014590986122
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Atlas Senior Loan Fund XIII
N/A
Atlas Senior Loan Fund, Series 2019-13A, Class A1NR
04942VAW4
2247910.04000000
PA
USD
2248878.89000000
0.057500931248
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-22
Floating
5.63169960
N
N
N
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BC0
1325000.00000000
PA
USD
1299338.06000000
0.033222397519
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class C
05377RDW1
1795000.00000000
PA
USD
1783644.65000000
0.045605492072
Long
ABS-O
CORP
US
Y
2
2026-08-20
Fixed
3.02000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2023-2A, Class C
05377RGN8
1700000.00000000
PA
USD
1716511.59000000
0.043888986357
Long
ABS-O
CORP
US
Y
2
2027-10-20
Fixed
6.18000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2023-6A, Class C
05377RHJ6
3350000.00000000
PA
USD
3484162.14000000
0.089085529932
Long
ABS-O
CORP
US
Y
2
2029-12-20
Fixed
7.03000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class B
05377RHZ0
2000000.00000000
PA
USD
2051812.80000000
0.052462205622
Long
ABS-O
CORP
US
Y
2
2030-06-20
Fixed
5.85000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class C
05377RJA3
5000000.00000000
PA
USD
5131700.50000000
0.131210959802
Long
ABS-O
CORP
US
Y
2
2030-06-20
Fixed
6.48000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class C
05377RJM7
1190000.00000000
PA
USD
1199381.96000000
0.030666649026
Long
ABS-O
CORP
US
Y
2
2030-12-20
Fixed
6.11000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
5000000.00000000
PA
USD
5019200.00000000
0.128334467188
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAU5
11575000.00000000
PA
USD
11815562.88000000
0.302108695955
Long
DBT
CORP
KY
Y
2
2029-03-01
Fixed
5.75000000
N
N
N
N
N
N
BHMS
N/A
BHMS, Series 2018-ATLS, Class A
05549GAA9
500000.00000000
PA
USD
499534.55000000
0.012772453840
Long
ABS-MBS
CORP
US
Y
2
2035-07-15
Floating
5.85885960
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565ECR4
7035000.00000000
PA
USD
7006920.29000000
0.179157910035
Long
DBT
CORP
US
Y
2
2029-08-13
Fixed
4.65000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
8687000.00000000
PA
USD
8683129.25000000
0.222016410151
Long
DBT
CORP
FR
Y
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAH5
26976000.00000000
PA
USD
26502920.54000000
0.677645478652
Long
DBT
CORP
FR
Y
2
2026-10-06
Variable
1.65200000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAN2
3080000.00000000
PA
USD
3112178.05000000
0.079574376761
Long
DBT
CORP
FR
Y
2
2027-01-18
Variable
5.97500000
N
N
N
N
N
N
BX
N/A
BX, Series 2021-MFM1, Class D
05608VAJ5
1400000.00000000
PA
USD
1394750.00000000
0.035661957704
Long
ABS-MBS
CORP
US
Y
2
2034-01-15
Floating
5.92647840
N
N
N
N
N
N
BX
N/A
BX, Series 2021-MFM1, Class E
05608VAL0
1781850.00000000
PA
USD
1768486.13000000
0.045217908277
Long
ABS-MBS
CORP
US
Y
2
2034-01-15
Floating
6.67648080
N
N
N
N
N
N
BXMT Ltd.
N/A
BXMT Ltd., Series 2021-FL4, Class A
05609GAA6
2272148.30000000
PA
USD
2246668.43000000
0.057444412638
Long
ABS-CBDO
CORP
KY
Y
2
2038-05-15
Floating
5.47634160
N
N
N
N
N
N
BXMT Ltd.
N/A
BXMT Ltd., Series 2021-FL4, Class C
05609GAG3
1750000.00000000
PA
USD
1653765.75000000
0.042284656196
Long
ABS-CBDO
CORP
KY
Y
2
2038-05-15
Floating
6.17634000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2024-MF, Class B
05612EAC2
708363.64000000
PA
USD
708806.37000000
0.018123264232
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Floating
6.00311160
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAK7
17400000.00000000
PA
USD
17500819.08000000
0.447473360695
Long
DBT
CORP
ES
N
2
2026-09-14
Variable
5.86200000
N
N
N
N
N
N
Banco Continental SAECA
8945005Q0D60A6FCEM55
Banco Continental SAECA
059490AB8
3600000.00000000
PA
USD
3501900.00000000
0.089539064123
Long
DBT
CORP
PY
Y
2
2025-12-10
Fixed
2.75000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
16000000.00000000
PA
USD
15298890.24000000
0.391172881640
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.72200000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAY1
4600000.00000000
PA
USD
4888106.79000000
0.124982582972
Long
DBT
CORP
ES
N
2
2028-11-07
Fixed
6.60700000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJS9
11829000.00000000
PA
USD
11378255.60000000
0.290927313110
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLC1
9600000.00000000
PA
USD
9962736.77000000
0.254734323223
Long
DBT
CORP
US
N
2
2028-11-10
Variable
6.20400000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLE7
11420000.00000000
PA
USD
11467854.03000000
0.293218229347
Long
DBT
CORP
US
N
2
2027-01-20
Variable
5.08000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLS6
9680000.00000000
PA
USD
10019746.22000000
0.256191981294
Long
DBT
CORP
US
N
2
2029-09-15
Variable
5.81900000
N
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
06279JAB5
18735000.00000000
PA
USD
17961207.03000000
0.459244886488
Long
DBT
CORP
IE
Y
2
2027-09-30
Variable
2.02900000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368L8L3
6355000.00000000
PA
USD
6320901.68000000
0.161617299421
Long
DBT
CORP
CA
N
2
2030-09-10
Variable
4.64000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06418GAL1
8645000.00000000
PA
USD
8595275.52000000
0.219770103642
Long
DBT
CORP
CA
N
2
2028-09-08
Variable
4.40400000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBU8
20445000.00000000
PA
USD
19627821.12000000
0.501858058159
Long
DBT
CORP
GB
N
2
2027-11-24
Variable
2.27900000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AC1
1410000.00000000
PA
USD
1341262.50000000
0.034294351350
Long
DBT
CORP
CA
Y
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AH0
944000.00000000
PA
USD
743400.00000000
0.019007778711
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AN7
2253000.00000000
PA
USD
1954477.50000000
0.049973467603
Long
DBT
CORP
CA
Y
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Bayview Opportunity Master Fund VII Trust
N/A
Bayview Opportunity Master Fund Trust, Series 2024-SN1, Class D
072926AF5
1500000.00000000
PA
USD
1536147.45000000
0.039277308040
Long
ABS-O
CORP
US
Y
2
2029-07-16
Fixed
6.36000000
N
N
N
N
N
N
Benin Government International Bond
635400Q11P6AE5A5Y230
Benin Government International Bond
08205QAA6
1420000.00000000
PA
USD
1334800.00000000
0.034129113564
Long
DBT
NUSS
BJ
Y
2
2038-02-13
Fixed
7.96000000
N
N
N
N
N
N
BHG Securitization Trust
N/A
BHG Securitization Trust, Series 2021-B, Class B
08862BAB1
6500000.00000000
PA
USD
6333025.40000000
0.161927287297
Long
ABS-O
CORP
US
Y
2
2034-10-17
Fixed
1.67000000
N
N
N
N
N
N
Blue Racer Midstream LLC
N/A
Blue Racer Midstream LLC
095796AJ7
680000.00000000
PA
USD
701470.32000000
0.017935690900
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
7.00000000
N
N
N
N
N
N
BlueMountain CLO Ltd.
N/A
BlueMountain CLO Ltd., Series 2021-32A, Class BR
09631EAL1
10500000.00000000
PA
USD
10500000.00000000
0.268471450725
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-15
Floating
5.84196840
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2N3
4862000.00000000
PA
USD
4726046.67000000
0.120838914827
Long
DBT
CORP
FR
Y
2
2027-01-13
Variable
1.32300000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2Z6
10065000.00000000
PA
USD
10169795.77000000
0.260028554662
Long
DBT
CORP
FR
Y
2
2030-11-19
Variable
5.28300000
N
N
N
N
N
N
BOF VII AL Funding Trust I
N/A
BOF Funding Trust, Series 2023-CAR3, Class C
097093AD0
686065.28000000
PA
USD
679957.86000000
0.017385645057
Long
ABS-O
CORP
US
Y
2
2032-07-26
Fixed
4.50000000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BX8
1390000.00000000
PA
USD
1385634.01000000
0.035428873603
Long
DBT
CORP
CA
Y
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Boyne USA, Inc.
N/A
Boyne USA, Inc.
103557AC8
843000.00000000
PA
USD
806184.50000000
0.020613097358
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Bridgecrest Lending Auto Securitization Trust
N/A
Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class C
107933AE3
4000000.00000000
PA
USD
4052993.20000000
0.103629806112
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
5.65000000
N
N
N
N
N
N
Bridgecrest Lending Auto Securitization Trust
N/A
Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D
107933AF0
3500000.00000000
PA
USD
3573441.20000000
0.091368280290
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
6.03000000
N
N
N
N
N
N
Bridgecrest Lending Auto Securitization Trust
N/A
Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class C
108056AE2
1750000.00000000
PA
USD
1802553.38000000
0.046088963898
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
7.10000000
N
N
N
N
N
N
Bridgecrest Lending Auto Securitization Trust
N/A
Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class D
10806HAF4
6375000.00000000
PA
USD
6449702.25000000
0.164910563791
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
5.64000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AV3
480000.00000000
PA
USD
492320.16000000
0.012587991197
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
6.87500000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2024-2A, Class B
12326TAB4
2755766.78000000
PA
USD
2739746.13000000
0.070051773156
Long
ABS-O
CORP
US
Y
3
2039-09-15
Fixed
5.75400000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2024-1A, Class B
12327CAB0
3617247.03000000
PA
USD
3714148.38000000
0.094965981313
Long
ABS-O
CORP
US
Y
3
2039-05-15
Fixed
6.92400000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCD3
3000000.00000000
PA
USD
2795299.80000000
0.071472208811
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCK7
5346000.00000000
PA
USD
4796171.38000000
0.122631913173
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCL5
554000.00000000
PA
USD
478923.03000000
0.012245443871
Long
DBT
CORP
US
Y
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCQ4
615000.00000000
PA
USD
552568.46000000
0.014128462483
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC, Series 2021-1A, Class B1
12530MAG0
2243180.70000000
PA
USD
2110785.26000000
0.053970055326
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
CFMT LLC
984500D67D63D8645054
CFMT LLC, Series 2024-HB13, Class M1
12530VAB1
826000.00000000
PA
USD
779975.03000000
0.019942955031
Long
ABS-MBS
CORP
US
Y
3
2034-05-25
Variable
2.99999880
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBG4
1198000.00000000
PA
USD
1155246.02000000
0.029538149993
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBH2
1114000.00000000
PA
USD
1006991.17000000
0.025747464788
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust, Series 2019-INV2, Class A11
12554TAL5
61718.94000000
PA
USD
59265.96000000
0.001515354119
Long
ABS-MBS
CORP
US
Y
2
2049-05-25
Floating
5.41649160
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-UBS3, Class B
12591YBF1
2000000.00000000
PA
USD
1740080.00000000
0.044491600188
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Fixed
4.31300000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR19, Class D
12592GAG8
1259391.42000000
PA
USD
1200200.02000000
0.030687565764
Long
ABS-MBS
CORP
US
Y
2
2047-08-10
Variable
4.51133280
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-UBS5, Class C
12592KBH6
2750000.00000000
PA
USD
2530000.00000000
0.064688835270
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
4.65928560
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR20, Class C
12592LBP6
506774.49000000
PA
USD
487136.98000000
0.012455463973
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Variable
4.73586480
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR21, Class D
12592RAL3
325465.50000000
PA
USD
318959.44000000
0.008155381293
Long
ABS-MBS
CORP
US
Y
2
2047-12-10
Variable
4.22526960
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR23, Class D
12593ABF1
2000000.00000000
PA
USD
1609655.60000000
0.041156816581
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
4.37850720
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-LC21, Class D
12593FBJ2
1000000.00000000
PA
USD
893845.60000000
0.022854478567
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
4.30365600
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-PC1, Class B
12593GAJ1
3150000.00000000
PA
USD
3056649.12000000
0.078154573676
Long
ABS-MBS
CORP
US
N
2
2050-07-10
Variable
4.30165080
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR25, Class B
12593PAZ5
5899000.00000000
PA
USD
5829998.81000000
0.149065546500
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.51599480
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR26, Class B
12593QBH2
2550000.00000000
PA
USD
2501064.74000000
0.063948998010
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.46244840
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2020-C, Class E
12597TAE0
9909128.68000000
PA
USD
9908449.90000000
0.253346278009
Long
ABS-O
CORP
US
Y
2
2027-05-17
Fixed
4.22000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
1780000.00000000
PA
USD
1486300.00000000
0.038002773067
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR14, Class B
12630DBB9
2526664.55000000
PA
USD
2421858.50000000
0.061923796661
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
3.77309160
N
N
N
N
N
N
Consumer Portfolio Services Auto Trust
N/A
Consumer Portfolio Services Auto Trust, Series 2025-A, Class C
12633SAC2
3000000.00000000
PA
USD
3035815.50000000
0.077621884897
Long
ABS-O
CORP
US
Y
2
2031-04-15
Fixed
5.25000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
54930025J96YEH8FQE77
CSAIL Commercial Mortgage Trust, Series 2015-C4, Class E
12635RBF4
2973000.00000000
PA
USD
2811431.13000000
0.071884666103
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
3.55255200
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2021-A, Class D
12656NAG6
174333.39000000
PA
USD
174027.10000000
0.004449648381
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
1.16000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2021-D, Class D
12658VAD3
10858469.29000000
PA
USD
10755069.52000000
0.274993249208
Long
ABS-O
CORP
US
Y
2
2027-12-15
Fixed
2.31000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2022-A, Class D
12659WAG3
11479000.00000000
PA
USD
11312459.22000000
0.289244984578
Long
ABS-O
CORP
US
Y
2
2029-04-16
Fixed
2.84000000
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-RPL1, Class A1
12660KAC5
3728953.10000000
PA
USD
3718606.00000000
0.095079956904
Long
ABS-MBS
CORP
US
Y
2
2060-09-27
Variable
4.07636280
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-25CB, Class A1
12667FWJ0
118349.45000000
PA
USD
105271.61000000
0.002691659224
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
6.00000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2006-HYB2, Class 2A1B
126694D21
66847.79000000
PA
USD
59274.08000000
0.001515561737
Long
ABS-MBS
CORP
US
N
2
2036-04-20
Variable
4.63011120
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-J2, Class 3A8
12669GV73
485755.73000000
PA
USD
298722.34000000
0.007637944760
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAA8
1455000.00000000
PA
USD
1374898.90000000
0.035154390693
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAC4
311000.00000000
PA
USD
315448.67000000
0.008065615434
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAB0
15990000.00000000
PA
USD
16465213.53000000
0.420994263134
Long
DBT
CORP
ES
Y
2
2027-09-13
Variable
6.68400000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAG9
5719000.00000000
PA
USD
5862400.72000000
0.149894021527
Long
DBT
CORP
ES
Y
2
2030-03-15
Variable
5.67300000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
California Housing Finance Agency, Series 2021-1, Class X
13033DAF2
51760538.22470000
PA
USD
2307262.22000000
0.058993717657
Long
ABS-MBS
MUN
US
N
2
2035-11-20
Variable
0.79839000
N
N
N
N
N
N
California Resources Corp.
5493003Q8F0T4F4YMR48
California Resources Corp.
13057QAH0
131000.00000000
PA
USD
130843.09000000
0.003345488970
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
7.12500000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CM6
580000.00000000
PA
USD
567297.19000000
0.014505057104
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13608JAA5
12645000.00000000
PA
USD
12892974.77000000
0.329656727683
Long
DBT
CORP
CA
N
2
2029-04-08
Fixed
5.26000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCX1
19895000.00000000
PA
USD
20276790.62000000
0.518451370839
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.46800000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BQ4
1083000.00000000
PA
USD
1040708.85000000
0.026609582356
Long
DBT
CORP
PA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BR2
1119000.00000000
PA
USD
1121982.14000000
0.028687635506
Long
DBT
CORP
PA
Y
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust, Series 2021-2A, Class D
14369HAG3
1224286.69000000
PA
USD
1220582.37000000
0.031208716152
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
2.25000000
N
N
N
N
N
N
Carpenter Technology Corp.
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
540000.00000000
PA
USD
541756.08000000
0.013852003879
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
CarVal CLO II Ltd.
N/A
CarVal CLO Ltd., Series 2019-1A, Class BR2
14686ABA6
6222000.00000000
PA
USD
6228172.22000000
0.159246326788
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-20
Floating
5.84317080
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2023-P2, Class C
14686TAF5
4982000.00000000
PA
USD
5118931.76000000
0.130884479597
Long
ABS-O
CORP
US
Y
2
2029-07-10
Fixed
5.84000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2024-N1, Class C
14687QAE3
2750000.00000000
PA
USD
2806839.75000000
0.071767270441
Long
ABS-O
CORP
US
Y
2
2030-05-10
Fixed
5.80000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2024-N2, Class C
14687VAE2
3148000.00000000
PA
USD
3221338.01000000
0.082365456078
Long
ABS-O
CORP
US
Y
2
2030-09-10
Fixed
5.82000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2023-P3, Class C
14688GAF1
2675000.00000000
PA
USD
2774247.58000000
0.070933930711
Long
ABS-O
CORP
US
Y
2
2029-11-13
Fixed
6.09000000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust, Series 2019-MH1, Class A
14732FAA0
2770940.13200000
PA
USD
2619010.87000000
0.066964728355
Long
ABS-O
CORP
US
Y
2
2044-11-25
Variable
3.99999960
N
N
N
N
N
N
Six Flags Entertainment Corp.
N/A
Six Flags Entertainment Corp.
150190AE6
840000.00000000
PA
USD
814746.74000000
0.020832022786
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AM8
1010000.00000000
PA
USD
994737.28000000
0.025434148633
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
CFMT LLC
98450050957GF5E1CD92
CFMT LLC, Series 2024-HB15, Class M1
15723AAB7
2000000.00000000
PA
USD
1923391.60000000
0.049178641253
Long
ABS-MBS
CORP
US
Y
3
2034-08-25
Variable
3.99999960
N
N
N
N
N
N
Chart Industries, Inc.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115QAF7
1045000.00000000
PA
USD
1091826.45000000
0.027916593425
Long
DBT
CORP
US
Y
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CM4
9150000.00000000
PA
USD
9339836.61000000
0.238807569926
Long
DBT
CORP
US
N
2
2026-11-10
Fixed
6.15000000
N
N
N
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851AF5
1106000.00000000
PA
USD
1049255.90000000
0.026828119395
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
Cherry Securitization Trust
N/A
Cherry Securitization Trust, Series 2024-1A, Class A
164737AA6
5384000.00000000
PA
USD
5431742.62000000
0.138882649634
Long
ABS-O
CORP
US
Y
2
2032-04-15
Fixed
5.70000000
N
N
N
N
N
N
CIFC Funding Ltd.
54930076OPDXR0U68E20
CIFC Funding Ltd., Series 2016-1A, Class BR3
17180TBN1
10435000.00000000
PA
USD
10435000.00000000
0.266809484602
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-21
Floating
5.74317000
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BF3
710000.00000000
PA
USD
695127.20000000
0.017773505506
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MQ1
12730000.00000000
PA
USD
12708016.18000000
0.324927575208
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.10600000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NX5
25390000.00000000
PA
USD
25532942.65000000
0.652844395671
Long
DBT
CORP
US
N
2
2026-09-29
Variable
5.61000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2015-GC29, Class C
17323VBE4
3600000.00000000
PA
USD
3415348.08000000
0.087326043216
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
4.16412000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2015-GC31, Class C
17323YAH2
530000.00000000
PA
USD
265860.83000000
0.006797718354
Long
ABS-MBS
CORP
US
N
2
2048-06-10
Variable
4.02974640
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAM5
8730000.00000000
PA
USD
8456669.81000000
0.216226134495
Long
DBT
CORP
US
N
2
2027-01-28
Variable
1.12200000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAT0
9165000.00000000
PA
USD
9028445.17000000
0.230845692627
Long
DBT
CORP
US
N
2
2030-09-19
Variable
4.54200000
N
N
N
N
N
N
Civitas Resources, Inc.
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888HAA1
869000.00000000
PA
USD
904367.43000000
0.023123508182
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
8.37500000
N
N
N
N
N
N
Civitas Resources, Inc.
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888HAB9
348000.00000000
PA
USD
363247.42000000
0.009287767792
Long
DBT
CORP
US
Y
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
Clarios Global LP
N/A
Clarios Global LP
18060TAC9
695000.00000000
PA
USD
709524.11000000
0.018141615917
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Clarivate Science Holdings Corp.
N/A
Clarivate Science Holdings Corp.
18064PAC3
610000.00000000
PA
USD
572460.91000000
0.014637086761
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
3.87500000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
254900XBEE6V1ENYS150
Clear Channel Outdoor Holdings, Inc.
18453HAA4
2540000.00000000
PA
USD
2483268.34000000
0.063493967026
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
254900XBEE6V1ENYS150
Clear Channel Outdoor Holdings, Inc.
18453HAC0
322000.00000000
PA
USD
299025.91000000
0.007645706653
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AH4
995000.00000000
PA
USD
993406.01000000
0.025400109777
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.87500000
N
N
N
N
N
N
CNO Global Funding
6354008GTNR4833ULD48
CNO Global Funding
18977W2F6
8500000.00000000
PA
USD
8535045.25000000
0.218230093359
Long
DBT
CORP
US
Y
2
2029-09-09
Fixed
4.95000000
N
N
N
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAC1
650000.00000000
PA
USD
595965.50000000
0.015238068796
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
3.37500000
N
N
N
N
N
N
Permian Resources Operating LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
19416MAB5
965000.00000000
PA
USD
961222.03000000
0.024577206939
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
Columbia Cent CLO Ltd.
5493007YZPNOMQEILE23
Columbia Cent CLO Ltd., Series 2021-31A, Class BR
19737LAU7
10250000.00000000
PA
USD
10262781.75000000
0.262406086181
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
5.89983840
N
N
N
N
N
N
CommScope LLC
549300Z6K4JXMFE8QY54
CommScope LLC
203372AX5
386000.00000000
PA
USD
347217.85000000
0.008877912372
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
CommScope LLC
549300Z6K4JXMFE8QY54
CommScope LLC
20338QAA1
905000.00000000
PA
USD
891291.39000000
0.022789170713
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
Compass Minerals International, Inc.
2549008X9G8XP7YJGC47
Compass Minerals International, Inc.
20451NAG6
870000.00000000
PA
USD
864496.21000000
0.022104052537
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AS3
961000.00000000
PA
USD
944796.48000000
0.024157226821
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
Connect Finco SARL
N/A
Connect Finco SARL
20752TAB0
665000.00000000
PA
USD
609447.36000000
0.015582782560
Long
DBT
CORP
US
Y
2
2029-09-15
Fixed
9.00000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2
20754AAB9
9450000.00000000
PA
USD
9508946.27000000
0.243131485712
Long
ABS-MBS
CORP
US
Y
2
2041-12-25
Floating
6.00201000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Connecticut Avenue Securities, Series 2021-R02, Class 2M2
20754KAB7
6500000.00000000
PA
USD
6579092.65000000
0.168218909352
Long
ABS-MBS
CORP
US
Y
2
2041-11-25
Floating
6.35200920
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AB6
6570000.00000000
PA
USD
6740397.42000000
0.172343264173
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.60000000
N
N
N
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
221625AT3
1890000.00000000
PA
USD
1850555.70000000
0.047316321278
Long
DBT
NUSS
CI
Y
2
2033-01-30
Fixed
7.62500000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2024-C, Class C
223920AC3
3584000.00000000
PA
USD
3643423.44000000
0.093157635861
Long
ABS-O
CORP
US
Y
2
2030-10-15
Fixed
5.76000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-1A, Class C
224927AE3
6500000.00000000
PA
USD
6754328.75000000
0.172699470304
Long
ABS-O
CORP
US
Y
2
2033-07-15
Fixed
7.71000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-3A, Class C
224936AE4
1050000.00000000
PA
USD
1097230.89000000
0.028054777982
Long
ABS-O
CORP
US
Y
2
2033-12-15
Fixed
7.62000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
24035000.00000000
PA
USD
24028317.55000000
0.614373073442
Long
DBT
CORP
FR
Y
2
2025-03-17
Fixed
4.37500000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2024-3A, Class B
22535LAC5
4550000.00000000
PA
USD
4537819.20000000
0.116026181310
Long
ABS-O
CORP
US
Y
2
2034-11-15
Fixed
4.85000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2024-3A, Class C
22535LAE1
6000000.00000000
PA
USD
6039117.00000000
0.154412428770
Long
ABS-O
CORP
US
Y
2
2035-01-16
Fixed
5.39000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-5A, Class B
22535PAB8
1334000.00000000
PA
USD
1374545.20000000
0.035145347041
Long
ABS-O
CORP
US
Y
2
2034-02-15
Fixed
6.71000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-5A, Class C
22535PAC6
3150000.00000000
PA
USD
3283618.59000000
0.083957890141
Long
ABS-O
CORP
US
Y
2
2034-04-17
Fixed
7.30000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAG2
19033000.00000000
PA
USD
18879203.27000000
0.482716865756
Long
DBT
CORP
FR
Y
2
2026-06-16
Variable
1.90700000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2024-2A, Class B
22536VAC2
3250000.00000000
PA
USD
3343429.05000000
0.085487166424
Long
ABS-O
CORP
US
Y
2
2034-08-15
Fixed
6.11000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2024-2A, Class C
22536VAE8
2000000.00000000
PA
USD
2079964.60000000
0.053182010821
Long
ABS-O
CORP
US
Y
2
2034-10-16
Fixed
6.70000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2023-2A, Class B
22537EAC9
2250000.00000000
PA
USD
2293438.05000000
0.058640251469
Long
ABS-O
CORP
US
Y
2
2033-07-15
Fixed
6.61000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2024-1A, Class C
22537GAE0
6450000.00000000
PA
USD
6650753.03000000
0.170051172798
Long
ABS-O
CORP
US
Y
2
2034-07-17
Fixed
6.71000000
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class 1A2
2254585P9
677277.97000000
PA
USD
611204.97000000
0.015627722379
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.25000000
N
N
N
N
N
N
UBS AG
254900R882POXXVAK772
UBS AG
22550L2M2
18000000.00000000
PA
USD
19453795.74000000
0.497408453756
Long
DBT
CORP
CH
N
2
2028-02-15
Fixed
7.50000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23341CAC7
11650000.00000000
PA
USD
11736342.93000000
0.300083144060
Long
DBT
CORP
NO
Y
2
2026-10-09
Variable
5.89600000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-1A, Class D
23344GAG6
672432.69000000
PA
USD
667920.87000000
0.017077874756
Long
ABS-O
CORP
US
Y
2
2026-11-16
Fixed
1.16000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-3A, Class D
23344QAD1
15236296.66000000
PA
USD
14884700.83000000
0.380582592900
Long
ABS-O
CORP
US
Y
2
2027-05-17
Fixed
1.31000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-2A, Class D
23345EAG0
1781499.73000000
PA
USD
1765486.72000000
0.045141217233
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
1.50000000
N
N
N
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345MAA5
1471000.00000000
PA
USD
1394571.69000000
0.035657398548
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
425000.00000000
PA
USD
423413.01000000
0.010826124290
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AJ5
265000.00000000
PA
USD
246690.73000000
0.006307563634
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.50000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABE0
6860000.00000000
PA
USD
6918948.73000000
0.176908590765
Long
DBT
CORP
DK
Y
2
2026-09-22
Variable
6.25900000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABH3
3170000.00000000
PA
USD
3264795.49000000
0.083476607764
Long
DBT
CORP
DK
Y
2
2030-03-01
Variable
5.70500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABJ9
4615000.00000000
PA
USD
4552684.72000000
0.116406273473
Long
DBT
CORP
DK
Y
2
2030-10-02
Variable
4.61300000
N
N
N
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194AQ8
4550000.00000000
PA
USD
4489757.23000000
0.114797298756
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.55000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
1240000.00000000
PA
USD
1150069.30000000
0.029405787943
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Deutsche Alt-A Securities Mortgage Loan Trust
N/A
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-3, Class 2A1
25151KAC3
571922.05890000
PA
USD
450838.95000000
0.011527370185
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Floating
5.93377920
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
3335000.00000000
PA
USD
3273438.90000000
0.083697608604
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.12900000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CP2
1915000.00000000
PA
USD
1836954.08000000
0.046968545407
Long
DBT
CORP
DE
N
2
2027-11-16
Variable
2.31100000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CU1
8360000.00000000
PA
USD
8884320.81000000
0.227160618721
Long
DBT
CORP
DE
N
2
2029-11-20
Variable
6.81900000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust, Series 2021-1A, Class C
25273CAC4
215844.33000000
PA
USD
212202.56000000
0.005425745631
Long
ABS-O
CORP
US
Y
2
2033-11-21
Fixed
2.70000000
N
N
N
N
N
N
Directv Financing LLC
N/A
Directv Financing LLC
25461LAA0
721000.00000000
PA
USD
709660.80000000
0.018145110904
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAY1
950000.00000000
PA
USD
847461.37000000
0.021668493660
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBE4
2380000.00000000
PA
USD
2237330.85000000
0.057205662766
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBF1
1045000.00000000
PA
USD
926963.70000000
0.023701265648
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic Government Bond
25714PED6
3040000.00000000
PA
USD
2835750.00000000
0.072506468228
Long
DBT
NUSS
DO
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic Government Bond
25714PET1
1140000.00000000
PA
USD
1185896.40000000
0.030321840658
Long
DBT
NUSS
DO
Y
2
2031-02-03
Fixed
7.05000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2024-2, Class C
26207AAF0
4775000.00000000
PA
USD
4772339.37000000
0.122022559430
Long
ABS-O
CORP
US
N
2
2032-05-17
Fixed
4.67000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2024-2, Class D
26207AAG8
3250000.00000000
PA
USD
3249577.18000000
0.083087495215
Long
ABS-O
CORP
US
N
2
2032-05-17
Fixed
4.94000000
N
N
N
N
N
N
Driven Brands Funding LLC
N/A
Driven Brands Funding LLC, Series 2021-1A, Class A2
26209XAD3
4990201.11000000
PA
USD
4595817.53000000
0.117509123766
Long
ABS-O
CORP
US
Y
2
2051-10-20
Fixed
2.79100000
N
N
N
N
N
N
Dryden Senior Loan Fund
5493002P75UIPU4MC757
Dryden Senior Loan Fund, Series 2016-43A, Class B1R3
26245CBS1
10000000.00000000
PA
USD
10007420.00000000
0.255876815754
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
5.79317040
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-4A, Class D
26253WAG3
7714000.00000000
PA
USD
7546016.85000000
0.192941913421
Long
ABS-O
CORP
US
Y
2
2027-09-15
Fixed
1.99000000
N
N
N
N
N
N
Dycom Industries, Inc.
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475AD3
615000.00000000
PA
USD
583056.41000000
0.014908000023
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
Permian Resources Operating LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
27034RAA1
685000.00000000
PA
USD
701979.10000000
0.017948699748
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AT6
820000.00000000
PA
USD
876580.00000000
0.022413019454
Long
DBT
NUSS
CO
N
2
2029-01-19
Fixed
8.62500000
N
N
N
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035QAA0
1082000.00000000
PA
USD
1068528.78000000
0.027320902067
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
Elastic NV
2549003I48WHHH937I59
Elastic NV
28415LAA1
605000.00000000
PA
USD
570941.46000000
0.014598236385
Long
DBT
CORP
NL
Y
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
Elara HGV Timeshare Issuer LLC
N/A
Elara HGV Timeshare Issuer LLC, Series 2021-A, Class B
28416LAB8
1551173.59000000
PA
USD
1464135.84000000
0.037436064097
Long
ABS-O
CORP
US
Y
2
2035-08-27
Fixed
1.74000000
N
N
N
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AD4
14380000.00000000
PA
USD
14326720.23000000
0.366315748980
Long
DBT
CORP
CA
Y
2
2025-06-15
Fixed
3.85000000
N
N
N
N
N
N
Element Solutions, Inc.
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618MAA4
1000000.00000000
PA
USD
950676.13000000
0.024307561884
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Encino Acquisition Partners Holdings LLC
549300BUKUEKT2UE4T49
Encino Acquisition Partners Holdings LLC
29254BAA5
810000.00000000
PA
USD
829968.93000000
0.021221234542
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
8.50000000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAB6
1080000.00000000
PA
USD
1046456.67000000
0.026756546696
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
860000.00000000
PA
USD
828871.78000000
0.021193181832
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAD1
294000.00000000
PA
USD
275261.97000000
0.007038093372
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAZ3
4040000.00000000
PA
USD
4101075.67000000
0.104859212824
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.25000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GBD9
7480000.00000000
PA
USD
7547283.42000000
0.192974297981
Long
DBT
CORP
NL
Y
2
2029-06-26
Fixed
5.12500000
N
N
N
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362UAC8
490000.00000000
PA
USD
472199.72000000
0.012073537510
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
4.37500000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class B
29425AAG8
3500000.00000000
PA
USD
3247459.25000000
0.083033342478
Long
ABS-MBS
CORP
US
N
2
2058-09-10
Variable
4.57424280
N
N
N
N
N
N
EquipmentShare.com, Inc.
254900PWJK48CGPKPI80
EquipmentShare.com, Inc.
29450YAA7
650000.00000000
PA
USD
684138.00000000
0.017492525843
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
9.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-4A, Class D
30165JAF3
13121288.71000000
PA
USD
12905868.64000000
0.329986407300
Long
ABS-O
CORP
US
N
2
2028-01-17
Fixed
1.96000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-2A, Class D
30165XAF2
8623479.06000000
PA
USD
8434970.67000000
0.215671315486
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.40000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2020-3A, Class E
30166NAJ5
2661573.01000000
PA
USD
2651623.52000000
0.067798591732
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
3.44000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2020-K115, Class D
302673AG3
7500000.00000000
PA
USD
4969510.50000000
0.127063970793
Long
ABS-MBS
USGSE
US
Y
2
2053-09-25
None
0.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2020-K115, Class X2A
302673AJ7
81083680.60000000
PA
USD
334405.32000000
0.008550312513
Long
ABS-MBS
USGSE
US
Y
2
2053-09-25
Fixed
0.10000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2020-K115, Class X2B
302673AL2
18200000.00000000
PA
USD
78795.08000000
0.002014688517
Long
ABS-MBS
USGSE
US
Y
2
2053-09-25
Fixed
0.10000000
N
N
N
N
N
N
FREMF 2020-K739 Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2020-K739, Class X2A
30289SAN7
70584244.86000000
PA
USD
131216.11000000
0.003355026610
Long
ABS-MBS
USGSE
US
Y
2
2053-11-25
Fixed
0.10000000
N
N
N
N
N
N
FREMF 2020-K739 Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2020-K739, Class X2B
30289SAQ0
17500000.00000000
PA
USD
37371.25000000
0.000955534638
Long
ABS-MBS
USGSE
US
Y
2
2053-11-25
Fixed
0.10000000
N
N
N
N
N
N
FREMF 2020-K739 Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2020-K739, Class D
30289SAS6
7000000.00000000
PA
USD
5519037.30000000
0.141114661956
Long
ABS-MBS
USGSE
US
Y
2
2053-11-25
None
0.00000000
N
N
N
N
N
N
FREMF
N/A
FREMF, Series 2018-KF46, Class B
302955AC3
11722.38000000
PA
USD
11247.90000000
0.000287594288
Long
ABS-MBS
USGSE
US
Y
2
2028-03-25
Floating
6.38874000
N
N
N
N
N
N
FREMF 2018-K83 Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-K83, Class D
302958AS2
6900000.00000000
PA
USD
4975233.27000000
0.127210294637
Long
ABS-MBS
USGSE
US
Y
2
2051-11-25
None
0.00000000
N
N
N
N
N
N
FREMF 2018-KW04 Trust
N/A
FREMF Trust, Series 2018-KW04, Class C
30296MAG6
5000000.00000000
PA
USD
3107952.00000000
0.079466322116
Long
ABS-MBS
USGSE
US
Y
2
2032-12-25
None
0.00000000
N
N
N
N
N
N
FREMF 2018-K082 Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-K82, Class X2A
30297LAA0
97842195.65000000
PA
USD
271678.42000000
0.006946466623
Long
ABS-MBS
USGSE
US
Y
2
2028-09-25
Fixed
0.10000000
N
N
N
N
N
N
FREMF 2018-K082 Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-K82, Class X2B
30297LAC6
24694906.00000000
PA
USD
76892.53000000
0.001966042769
Long
ABS-MBS
USGSE
US
Y
2
2028-10-25
Fixed
0.10000000
N
N
N
N
N
N
FREMF 2018-K082 Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-K82, Class D
30297LAJ1
9392906.00000000
PA
USD
6969267.61000000
0.178195179595
Long
ABS-MBS
USGSE
US
Y
2
2028-10-25
None
0.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KC03, Class B
30297UAA0
5000000.00000000
PA
USD
4899724.00000000
0.125279620041
Long
ABS-MBS
USGSE
US
Y
2
2026-01-25
Variable
4.33293840
N
N
N
N
N
N
FREMF 2020-K107 Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2020-K107, Class D
302982AA1
7500000.00000000
PA
USD
5913999.00000000
0.151213322963
Long
ABS-MBS
USGSE
US
Y
2
2030-02-25
Variable
3.50557200
N
N
N
N
N
N
FREMF 2019-KC07 Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KC07, Class C
302988AN0
4700000.00000000
PA
USD
3800223.07000000
0.097166800065
Long
ABS-MBS
USGSE
US
Y
2
2029-10-25
Variable
3.63251160
N
N
N
N
N
N
FREMF 17-K68 Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K68, Class D
30305EAJ7
8000000.00000000
PA
USD
6431425.60000000
0.164443253435
Long
ABS-MBS
USGSE
US
Y
2
2049-10-25
None
0.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF38, Class B
30305MAG5
59172.95000000
PA
USD
59113.46000000
0.001511454891
Long
ABS-MBS
USGSE
US
Y
2
2024-09-25
Floating
6.93874080
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KF60, Class B
30308HAG3
634810.42000000
PA
USD
624933.98000000
0.015978755449
Long
ABS-MBS
USGSE
US
Y
2
2026-02-25
Floating
6.78873960
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KF62, Class B
30310WAF8
211841.42000000
PA
USD
204844.21000000
0.005237602117
Long
ABS-MBS
USGSE
US
Y
2
2026-04-25
Floating
6.48874080
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KC06, Class B
30312MAL5
7600000.00000000
PA
USD
7247464.12000000
0.185308305369
Long
ABS-MBS
USGSE
US
Y
2
2026-09-25
Variable
3.82441320
N
N
N
N
N
N
FREMF 2020-K113 Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2020-K113, Class D
30315KAE2
9000000.00000000
PA
USD
5632446.60000000
0.144014391413
Long
ABS-MBS
USGSE
US
Y
2
2053-05-25
None
0.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2020-K118, Class X2A
30316TAN2
82152475.10000000
PA
USD
341705.00000000
0.008736955911
Long
ABS-MBS
USGSE
US
Y
2
2053-10-25
Fixed
0.10000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2020-K118, Class X2B
30316TAQ5
16750000.00000000
PA
USD
73073.55000000
0.001868396378
Long
ABS-MBS
USGSE
US
Y
2
2053-10-25
Fixed
0.10000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2020-K118, Class D
30316TAS1
7500000.00000000
PA
USD
4772536.50000000
0.122027599790
Long
ABS-MBS
USGSE
US
Y
2
2053-10-25
None
0.00000000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2G6
9710000.00000000
PA
USD
9907690.55000000
0.253326862409
Long
DBT
CORP
US
Y
2
2027-06-10
Fixed
5.87500000
N
N
N
N
N
N
FRTKL
N/A
FRTKL, Series 2021-SFR1, Class D
30322DAG4
6762000.00000000
PA
USD
6424383.48000000
0.164263195513
Long
ABS-O
CORP
US
Y
2
2038-09-17
Fixed
2.17200000
N
N
N
N
N
N
FRTKL
N/A
FRTKL, Series 2021-SFR1, Class E1
30322DAS8
3750000.00000000
PA
USD
3568292.25000000
0.091236628282
Long
ABS-O
CORP
US
Y
2
2038-09-17
Fixed
2.37200000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31288QQM5
16395046.37000000
PA
USD
16947730.11000000
0.433331589442
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Variable
6.74200080
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31288QQV5
4690261.94790000
PA
USD
4828838.13000000
0.123467159817
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Variable
6.84299880
N
Y
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 15 Year
3128MMSS3
1370297.35000000
PA
USD
1346985.02000000
0.034440668802
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 20 Year
3128P7ZN6
23003.55000000
PA
USD
21927.02000000
0.000560645606
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 267, Class S5
31325TN96
2884594.18000000
PA
USD
285410.98000000
0.007297590462
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Floating
1.54688040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 342, Class S7
31325VM50
1206228.45000000
PA
USD
122696.95000000
0.003137202682
Long
ABS-MBS
USGSE
US
N
2
2045-02-15
Floating
1.65687840
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132AD3L0
10474883.30000000
PA
USD
9981694.47000000
0.255219047148
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 15 Year
3132CWBJ2
1678213.53000000
PA
USD
1635229.95000000
0.041810719709
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 15 Year
3132D6CV0
8737439.72000000
PA
USD
8517381.71000000
0.217778459435
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132DULR6
16554264.12000000
PA
USD
16691028.99000000
0.426768073052
Long
ABS-MBS
USGSE
US
N
2
2054-10-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132DWEE9
6831585.93000000
PA
USD
6748452.63000000
0.172549225498
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132DWHU0
42533956.14000000
PA
USD
43411335.53000000
1.109971831208
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31335CCQ5
140778.14000000
PA
USD
138730.36000000
0.003547156286
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 10 Year
3133LPSX6
16899453.97000000
PA
USD
16064352.92000000
0.410744774610
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
2.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 10 Year
3133LPTJ6
11342676.97000000
PA
USD
10730783.44000000
0.274372285482
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-55, Class AI
3136AEQT7
689084.11000000
PA
USD
58747.45000000
0.001502096488
Long
ABS-MBS
USGSE
US
N
2
2033-06-25
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2015-85, Class SA
3136AQRN2
2892562.58000000
PA
USD
308439.73000000
0.007886405883
Long
ABS-MBS
USGSE
US
N
2
2045-11-25
Floating
1.15350840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2016-74, Class GS
3136ATE34
1417810.00000000
PA
USD
182267.84000000
0.004660353469
Long
ABS-MBS
USGSE
US
N
2
2046-10-25
Floating
1.53351000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2017-31, Class SG
3136AWKF3
7120787.90000000
PA
USD
790954.33000000
0.020223681565
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Floating
1.63351080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2019-31, Class S
3136B5NQ4
3442182.88000000
PA
USD
395942.94000000
0.010123750048
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Floating
1.58351040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2019-M21, Class X2
3136B6XA6
28213435.21000000
PA
USD
1265350.00000000
0.032353366683
Long
ABS-MBS
USGSE
US
N
2
2031-02-25
Variable
1.28117880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M10, Class X1
3136B9DS3
46396690.55000000
PA
USD
2833190.71000000
0.072441030485
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Variable
1.77076080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M37, Class X
3136BBGX4
67100499.24400000
PA
USD
2636982.52000000
0.067424240255
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Variable
1.02140280
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2022-42, Class EA
3136BNRD0
52757228.34000000
PA
USD
50606611.58000000
1.293945754971
Long
ABS-MBS
USGSE
US
N
2
2052-06-25
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2022-43, Class P
3136BNVD5
8407580.84000000
PA
USD
8134824.62000000
0.207996968298
Long
ABS-MBS
USGSE
US
N
2
2052-07-25
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2024-20, Class MA
3136BRT72
26494112.60000000
PA
USD
26445003.11000000
0.676164604704
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2024-67, Class FA
3136BSPM1
5931091.66000000
PA
USD
5915092.54000000
0.151241283370
Long
ABS-MBS
USGSE
US
N
2
2054-09-25
Floating
5.52201120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2024-96, Class FA
3136BTK85
13248838.72000000
PA
USD
13350326.15000000
0.341350612300
Long
ABS-MBS
USGSE
US
N
2
2054-12-25
Floating
5.75201160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2024-101, Class DV
3136BUFR6
4943621.50000000
PA
USD
5075745.72000000
0.129780268282
Long
ABS-MBS
USGSE
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2025-4, Class PV
3136BUS84
5211517.86000000
PA
USD
5372933.16000000
0.137378967630
Long
ABS-MBS
USGSE
US
N
2
2036-01-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3878, Class PL
3137ACM89
8324955.00000000
PA
USD
8311272.10000000
0.212508502672
Long
ABS-MBS
USGSE
US
N
2
2040-11-15
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4012, Class GS
3137AMNB9
3795469.28000000
PA
USD
533385.65000000
0.013637982785
Long
ABS-MBS
USGSE
US
N
2
2042-03-15
Floating
2.04688080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4338, Class SA
3137BB7C8
3444873.01000000
PA
USD
369353.77000000
0.009443899282
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Floating
1.54688040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4477, Class SA
3137BHYU5
3380309.67000000
PA
USD
380922.70000000
0.009739701893
Long
ABS-MBS
USGSE
US
N
2
2045-05-15
Floating
1.69688160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4505, Class SA
3137BKWZ9
2906343.58000000
PA
USD
316935.60000000
0.008103634316
Long
ABS-MBS
USGSE
US
N
2
2045-08-15
Floating
1.69688160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4632, Class MA
3137BSS87
4527407.16000000
PA
USD
4417450.02000000
0.112948496702
Long
ABS-MBS
USGSE
US
N
2
2054-08-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4634, Class MD
3137BSSN4
6950441.17000000
PA
USD
6925572.49000000
0.177077951761
Long
ABS-MBS
USGSE
US
N
2
2054-11-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4630, Class MA
3137BSY98
5745122.88000000
PA
USD
5676799.58000000
0.145148439878
Long
ABS-MBS
USGSE
US
N
2
2055-01-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K061, Class X3
3137BTUQ2
2775000.00000000
PA
USD
90725.57000000
0.002319735751
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Variable
1.98096120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4681, Class SD
3137BYHQ6
262411.33000000
PA
USD
29662.43000000
0.000758430058
Long
ABS-MBS
USGSE
US
N
2
2047-05-15
Floating
1.69688160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K739, Class X1
3137F64R5
62276695.63000000
PA
USD
1364993.07000000
0.034901111403
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
1.18166760
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K125, Class X3
3137F9ZB0
15690000.00000000
PA
USD
2014776.44000000
0.051515233689
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Variable
2.65198320
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K068, Class X1
3137FBBZ8
226632587.59360000
PA
USD
2053925.81000000
0.052516232561
Long
ABS-MBS
USGSE
US
N
2
2027-08-25
Variable
0.41049360
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class X3
3137FCJN5
16536735.00000000
PA
USD
848741.31000000
0.021701220074
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Variable
2.04149160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X3
3137FEBT6
1200000.00000000
PA
USD
66144.24000000
0.001691222863
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Variable
2.14041240
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K078, Class X1
3137FGR56
48117436.74000000
PA
USD
183678.69000000
0.004696427083
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
0.08240400
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4839, Class WS
3137FJK99
11168560.00000000
PA
USD
1498735.87000000
0.038320742216
Long
ABS-MBS
USGSE
US
N
2
2056-08-15
Floating
1.64688120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K087, Class X3
3137FKUS3
13786491.82000000
PA
USD
1034678.97000000
0.026455406105
Long
ABS-MBS
USGSE
US
N
2
2046-01-25
Variable
2.27664360
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3
3137FL6H2
9575000.00000000
PA
USD
770797.08000000
0.019708286693
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Variable
2.34870120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K090, Class X3
3137FLMY7
32597903.00000000
PA
USD
2765879.91000000
0.070719980187
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Variable
2.31297120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K734, Class X3
3137FLN67
35700000.00000000
PA
USD
785906.94000000
0.020094626315
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Variable
2.16507240
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K093, Class X3
3137FMCU4
50000000.00000000
PA
USD
4010360.00000000
0.102539730203
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
2.20534560
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K735, Class X3
3137FMU91
40532126.00000000
PA
USD
1012788.39000000
0.025895692223
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
2.15490240
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K095, Class X3
3137FNAH3
25000000.00000000
PA
USD
2004257.50000000
0.051246277966
Long
ABS-MBS
USGSE
US
N
2
2047-08-25
Variable
2.10139200
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K736, Class X3
3137FNX21
50000000.00000000
PA
USD
1298545.00000000
0.033202119998
Long
ABS-MBS
USGSE
US
N
2
2047-09-25
Variable
2.01526560
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K097, Class X3
3137FNX88
20476699.00000000
PA
USD
1585408.42000000
0.040536847477
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Variable
2.01844080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4925, Class SH
3137FPCF0
6311104.43000000
PA
USD
612467.44000000
0.015660002108
Long
ABS-MBS
USGSE
US
N
2
2049-10-25
Floating
1.63351080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K099, Class X3
3137FPJK2
13745131.00000000
PA
USD
1021810.29000000
0.026126370564
Long
ABS-MBS
USGSE
US
N
2
2047-10-25
Variable
1.95362280
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC05, Class X1
3137FPJQ9
24880902.32000000
PA
USD
442156.03000000
0.011305359125
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Variable
1.20592080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC06, Class X1
3137FQ3Q4
34362513.86000000
PA
USD
205879.57000000
0.005264074936
Long
ABS-MBS
USGSE
US
N
2
2026-06-25
Variable
0.88341120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4954, Class SB
3137FR2Z3
6437406.63000000
PA
USD
748008.63000000
0.019125615433
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Floating
1.58351040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K104, Class X3
3137FREL1
25300000.00000000
PA
USD
2015317.04000000
0.051529056133
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Variable
1.89308520
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K105, Class X3
3137FRUM1
40058382.00000000
PA
USD
3352490.00000000
0.085718843223
Long
ABS-MBS
USGSE
US
N
2
2048-03-25
Variable
1.91890440
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K110, Class X3
3137FTZT7
15543654.00000000
PA
USD
2196706.90000000
0.056166960786
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Variable
3.40341480
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K111, Class X3
3137FUZF4
15643603.00000000
PA
USD
2184688.60000000
0.055859668364
Long
ABS-MBS
USGSE
US
N
2
2048-04-25
Variable
3.17769840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K112, Class X1
3137FUZX5
24733756.65000000
PA
USD
1510126.93000000
0.038611996921
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.43117640
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K114, Class X3
3137FVNK4
10750000.00000000
PA
USD
1266583.28000000
0.032384900061
Long
ABS-MBS
USGSE
US
N
2
2048-08-25
Variable
2.73530160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q012, Class X
3137FVNQ1
11631583.01000000
PA
USD
1791889.56000000
0.045816303782
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Variable
4.02822360
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K115, Class X3
3137FWGA2
21272896.00000000
PA
USD
2757029.01000000
0.070493674096
Long
ABS-MBS
USGSE
US
N
2
2048-09-25
Variable
2.95569360
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5021, Class MI
3137FWMC1
21842860.01000000
PA
USD
3777316.36000000
0.096581105049
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5182, Class D
3137H5C62
18785239.47000000
PA
USD
17341787.30000000
0.443407123296
Long
ABS-MBS
USGSE
US
N
2
2043-11-25
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5194, Class H
3137H5S81
33613004.08000000
PA
USD
29999417.91000000
0.767046404498
Long
ABS-MBS
USGSE
US
N
2
2047-10-25
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5470, Class FG
3137HHCM1
23876843.93000000
PA
USD
23837308.65000000
0.609489222349
Long
ABS-MBS
USGSE
US
N
2
2054-11-25
Floating
5.55201000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5472, Class FE
3137HHEP2
26533808.35000000
PA
USD
26686056.69000000
0.682328033687
Long
ABS-MBS
USGSE
US
N
2
2054-11-25
Floating
5.70201120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5481, Class FA
3137HHQ20
22183402.32000000
PA
USD
22358642.32000000
0.571681632372
Long
ABS-MBS
USGSE
US
N
2
2054-12-25
Floating
5.75201160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5481, Class FC
3137HHQ46
30687039.88000000
PA
USD
31071256.96000000
0.794451945897
Long
ABS-MBS
USGSE
US
N
2
2054-12-25
Floating
5.85200880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138EQH70
3013873.20000000
PA
USD
2927025.61000000
0.074840267793
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
3138ERTJ9
162483.89000000
PA
USD
159273.35000000
0.004072414032
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
3138WKX34
61585.07000000
PA
USD
60142.42000000
0.001537764071
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3036, Class NE
31396AXW9
70059.21000000
PA
USD
71380.18000000
0.001825099093
Long
ABS-MBS
USGSE
US
N
2
2035-09-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3294, Class NE
31397FSG8
150646.51000000
PA
USD
156885.81000000
0.004011367715
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXD74
7952449.75000000
PA
USD
7474120.87000000
0.191103625987
Long
ABS-MBS
USGSE
US
N
2
2056-07-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXES7
4642662.96000000
PA
USD
4202768.46000000
0.107459366240
Long
ABS-MBS
USGSE
US
N
2
2056-10-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXF23
2352878.29000000
PA
USD
2211340.92000000
0.056541133794
Long
ABS-MBS
USGSE
US
N
2
2057-02-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXJH6
4628957.02000000
PA
USD
4190167.95000000
0.107137187459
Long
ABS-MBS
USGSE
US
N
2
2058-05-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
3140J8U43
2110577.80000000
PA
USD
2074929.51000000
0.053053270067
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
3140Q87D1
7126833.02000000
PA
USD
6867897.15000000
0.175603267742
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
3140QGGU5
11831889.88000000
PA
USD
10454294.07000000
0.267302809075
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
3140X4JA5
4652698.42000000
PA
USD
4438961.88000000
0.113498527203
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140X6JS1
23708610.25000000
PA
USD
22889409.25000000
0.585252657867
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
3140X6MZ1
21166838.24000000
PA
USD
20030301.37000000
0.512148958788
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
3140X7LP2
18096603.40000000
PA
USD
17030752.37000000
0.435454361497
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XFCX7
12443142.42000000
PA
USD
11850596.87000000
0.303004469872
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XHBR7
7271503.68000000
PA
USD
6928310.67000000
0.177147963490
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XHPX9
24273500.38000000
PA
USD
23400179.40000000
0.598312391501
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
3140XJHG1
9081498.59000000
PA
USD
8859054.27000000
0.226514585897
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31418ATC2
110371.83000000
PA
USD
106739.90000000
0.002729201505
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31418AVV7
70800.38000000
PA
USD
67337.41000000
0.001721730681
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31418BD37
3861624.39000000
PA
USD
3729123.02000000
0.095348863534
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418ELY4
7226862.88000000
PA
USD
7286868.17000000
0.186315816080
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31418EYN4
20302836.25000000
PA
USD
20678551.00000000
0.528723865321
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
31418FE86
17339914.09000000
PA
USD
17437122.00000000
0.445844708554
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.00000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAK9
8075000.00000000
PA
USD
8315072.82000000
0.212605682178
Long
DBT
CORP
CA
Y
2
2028-03-14
Fixed
5.70000000
N
N
N
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
13680000.00000000
PA
USD
13231395.73000000
0.338309714929
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust, Series 2021-1A, Class C
32059FAE9
184415.11000000
PA
USD
184151.27000000
0.004708510343
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
1.17000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust, Series 2023-1A, Class B
320986AC6
3264000.00000000
PA
USD
3360817.75000000
0.085931773044
Long
ABS-O
CORP
US
Y
2
2029-12-17
Fixed
6.55000000
N
N
N
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAG4
3035000.00000000
PA
USD
3007749.22000000
0.076904266334
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.55000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2022-SFR2, Class F1
33767PAQ1
6000000.00000000
PA
USD
5767290.60000000
0.147462178489
Long
ABS-O
CORP
US
Y
2
2039-07-17
Fixed
4.50000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2022-SFR2, Class F2
33767PAS7
3000000.00000000
PA
USD
2867879.10000000
0.073327967855
Long
ABS-O
CORP
US
Y
2
2039-07-17
Fixed
4.50000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2021-SFR1, Class F2
33767WAQ6
4000000.00000000
PA
USD
3841752.00000000
0.098228641216
Long
ABS-O
CORP
US
Y
2
2038-08-17
Fixed
3.45200000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2021-SFR3, Class E1
33768JAJ0
6000000.00000000
PA
USD
5705898.00000000
0.145892448928
Long
ABS-O
CORP
US
Y
2
2038-12-17
Fixed
2.98500000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2022-SFR1, Class F1
33768NAN2
5000000.00000000
PA
USD
4279260.00000000
0.109415156212
Long
ABS-O
CORP
US
Y
3
2039-05-19
None
0.00000000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2022-SFR1, Class F2
33768NAQ5
2300000.00000000
PA
USD
1943509.43000000
0.049693028206
Long
ABS-O
CORP
US
Y
3
2039-05-19
None
0.00000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2021-1, Class D
33843WAG6
4361000.00000000
PA
USD
4267044.00000000
0.109102808856
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
1.27000000
N
N
N
N
N
N
Foundation Finance Trust
549300MQ65NOVQXYNB21
Foundation Finance Trust, Series 2021-1A, Class A
35041LAA8
5689766.76550000
PA
USD
5317653.74000000
0.135965544193
Long
ABS-O
CORP
US
Y
2
2041-05-15
Fixed
1.27000000
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class M1
35563FAA9
367280.10000000
PA
USD
365743.69000000
0.009351594195
Long
ABS-MBS
USGSE
US
Y
2
2051-01-25
Floating
6.35200920
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF53, Class B
35708AAG3
368816.76000000
PA
USD
364723.12000000
0.009325499537
Long
ABS-MBS
USGSE
US
N
2
2025-10-25
Floating
6.48874080
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABE7
584000.00000000
PA
USD
583769.03000000
0.014926220797
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
1802000.00000000
PA
USD
1709415.22000000
0.043707541333
Long
DBT
CORP
CA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179XDE3
3204466.32000000
PA
USD
3097257.21000000
0.079192870137
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
3622ADHZ4
22489373.67000000
PA
USD
22647283.48000000
0.579061814369
Long
ABS-MBS
USGA
US
N
2
2054-09-20
Fixed
5.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust, Series 2015-GC30, Class C
36250GAW5
3695000.00000000
PA
USD
3306499.94000000
0.084542936734
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.05202320
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2017-GS5, Class D
36252HAL5
2250000.00000000
PA
USD
684513.00000000
0.017502114109
Long
ABS-MBS
CORP
US
Y
2
2050-03-10
Variable
3.50899920
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-3A, Class D
36263LAG4
8698922.94000000
PA
USD
8542565.89000000
0.218422386419
Long
ABS-O
CORP
US
Y
2
2027-07-15
Fixed
1.48000000
N
N
N
N
N
N
Boost Newco Borrower LLC
254900S8RE1OL7TTCU64
Boost Newco Borrower LLC
36268NAA8
980000.00000000
PA
USD
1025088.55000000
0.026210191442
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
GLS Auto Select Receivables Trust
N/A
GLS Auto Select Receivables Trust, Series 2025-1A, Class C
36271FAD4
2470000.00000000
PA
USD
2509402.18000000
0.064162175592
Long
ABS-O
CORP
US
Y
2
2031-03-15
Fixed
5.26000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2025-1A, Class D
36271KAL5
2000000.00000000
PA
USD
2026264.60000000
0.051808971115
Long
ABS-O
CORP
US
Y
2
2030-11-15
Fixed
5.61000000
N
N
N
N
N
N
Galaxy XXVI CLO Ltd.
N/A
Galaxy CLO Ltd., Series 2018-26A, Class BR
36321LAL3
6376000.00000000
PA
USD
6383829.73000000
0.163226288457
Long
ABS-CBDO
CORP
KY
Y
2
2031-11-22
Floating
5.92859160
N
N
N
N
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760AP3
1010000.00000000
PA
USD
922834.88000000
0.023595697048
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
Garda World Security Corp.
549300ZF1NDXLMCHNO20
Garda World Security Corp.
36485MAK5
975000.00000000
PA
USD
952419.29000000
0.024352132236
Long
DBT
CORP
CA
Y
2
2027-02-15
Fixed
4.62500000
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAL6
1215000.00000000
PA
USD
1228813.34000000
0.031419171434
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
Global Infrastructure Solutions, Inc.
2549003BGLQITAJ6ZT28
Global Infrastructure Solutions, Inc.
37960XAA5
1330000.00000000
PA
USD
1295964.50000000
0.033136139943
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.62500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GB29
6375000.00000000
PA
USD
6419165.68000000
0.164129783100
Long
DBT
CORP
US
N
2
2030-07-23
Variable
5.04900000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYM0
12799000.00000000
PA
USD
12260300.84000000
0.313480071700
Long
DBT
CORP
US
N
2
2027-10-21
Variable
1.94800000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
29050000.00000000
PA
USD
27954616.88000000
0.714763480786
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.64000000
N
N
N
N
N
N
Goldman Home Improvement Trust Issuer Trust
N/A
Goldman Home Improvement Trust Issuer Trust, Series 2021-GRN2, Class A
38149XAA7
3574234.27000000
PA
USD
3451260.24000000
0.088244270806
Long
ABS-O
CORP
US
Y
2
2051-06-25
Fixed
1.15000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BN0
145000.00000000
PA
USD
137834.38000000
0.003524247234
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BR1
1050000.00000000
PA
USD
974725.40000000
0.024922470685
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-39, Class MI
38378DNU5
232582.35000000
PA
USD
41983.72000000
0.001073469544
Long
ABS-MBS
USGA
US
N
2
2042-03-16
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-123, Class SE
38379QCX1
3577091.13000000
PA
USD
348453.39000000
0.008909503535
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Floating
1.29372120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2016-108, Class SM
38379YYJ1
639376.91000000
PA
USD
87401.80000000
0.002234751242
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Floating
1.67371920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2018-139, Class SB
38381ALD6
5180954.22000000
PA
USD
758949.18000000
0.019405351179
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Floating
1.72371960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2024-110, Class LC
38384QJ82
29829912.70000000
PA
USD
28410384.71000000
0.726416876073
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2024-151, Class HB
38384WMQ5
36278338.26000000
PA
USD
35396716.59000000
0.905048367033
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2024-184, Class BG
38384XK93
6808351.16000000
PA
USD
6475779.55000000
0.165577326701
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2025-4, Class LA
38385CBR8
17420994.71000000
PA
USD
16194096.77000000
0.414062157432
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2025-1, Class GC
38385CKW7
16722459.90000000
PA
USD
15811035.67000000
0.404267779409
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.50000000
N
N
N
N
N
N
Granite Park Equipment Leasing LLC
N/A
Granite Park Equipment Leasing LLC, Series 2023-1A, Class D
387422AF5
1000000.00000000
PA
USD
1035924.90000000
0.026487262928
Long
ABS-O
CORP
US
Y
2
2033-08-22
Fixed
7.00000000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAE7
555000.00000000
PA
USD
563044.17000000
0.014396312870
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
6.37500000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
2925000.00000000
PA
USD
2813158.73000000
0.071928838606
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
Gray Media, Inc.
529900TM5726KDN7UU35
Gray Media, Inc.
389286AA3
1068000.00000000
PA
USD
620221.14000000
0.015858254212
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
5.37500000
N
N
N
N
N
N
Gray Media, Inc.
529900TM5726KDN7UU35
Gray Media, Inc.
389375AM8
305000.00000000
PA
USD
314543.13000000
0.008042461945
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
10.50000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
14782000.00000000
PA
USD
14559759.28000000
0.372274256773
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
Greenko Dutch BV
724500PT585P4JPVRP08
Greenko Dutch BV
39530LAD2
1512550.00000000
PA
USD
1468875.12000000
0.037557241371
Long
DBT
CORP
NL
Y
2
2026-03-29
Fixed
3.85000000
N
N
N
N
N
N
Griffon Corp.
5493000C2SGNC7ZN3242
Griffon Corp.
398433AP7
827000.00000000
PA
USD
819459.41000000
0.020952519677
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
39843UAA0
1150000.00000000
PA
USD
1087068.78000000
0.027794945943
Long
DBT
CORP
ES
Y
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905AN9
496000.00000000
PA
USD
472366.34000000
0.012077797768
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635502
4436.00000000
NS
USD
753232.80000000
0.019259190719
Long
EC
CORP
US
N
1
N
N
N
Gulfport Energy Operating Corp.
549300FJX18IDUFPHD40
Gulfport Energy Operating Corp.
402635AT3
710000.00000000
PA
USD
724566.36000000
0.018526226839
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
6.75000000
N
N
N
N
N
N
H&E Equipment Services, Inc.
254900KVLRCDMQRYY541
H&E Equipment Services, Inc.
404030AJ7
620000.00000000
PA
USD
619864.47000000
0.015849134620
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CP2
10840000.00000000
PA
USD
10971970.93000000
0.280539138371
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.20000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CZ0
6535000.00000000
PA
USD
6624122.30000000
0.169370259396
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.25000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BX6
13295000.00000000
PA
USD
13263741.73000000
0.339136760410
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
4.29200000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CJ6
6255000.00000000
PA
USD
6229389.65000000
0.159277454902
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
1.64500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280ED7
9570000.00000000
PA
USD
9778049.79000000
0.250012115465
Long
DBT
CORP
GB
N
2
2030-03-04
Variable
5.54600000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280EN5
5895000.00000000
PA
USD
5950795.05000000
0.152154150480
Long
DBT
CORP
GB
N
2
2030-11-19
Variable
5.28600000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280ER6
3655000.00000000
PA
USD
3662613.04000000
0.093648289171
Long
DBT
CORP
GB
N
2
2031-03-03
Variable
5.13000000
N
N
N
N
N
N
Herc Holdings, Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
795000.00000000
PA
USD
789860.09000000
0.020195703260
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The)
428040DA4
1945000.00000000
PA
USD
1687467.02000000
0.043146354182
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
Hess Midstream Operations LP
428102AH0
985000.00000000
PA
USD
992145.82000000
0.025367888345
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
5.87500000
N
N
N
N
N
N
Hilcorp Energy I LP
N/A
Hilcorp Energy I LP
431318AU8
595000.00000000
PA
USD
581015.18000000
0.014855808406
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Hillenbrand, Inc.
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AF5
940000.00000000
PA
USD
952378.86000000
0.024351098493
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AJ0
1030000.00000000
PA
USD
965757.66000000
0.024693177145
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AL5
126000.00000000
PA
USD
115592.59000000
0.002955553364
Long
DBT
CORP
US
Y
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AR2
345000.00000000
PA
USD
345794.88000000
0.008841528865
Long
DBT
CORP
US
Y
2
2033-03-15
Fixed
5.87500000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust, Series 2024-2A, Class C
43283JAC0
6025952.13000000
PA
USD
6125330.32000000
0.156616792112
Long
ABS-O
CORP
US
Y
2
2038-03-25
Fixed
5.99000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust, Series 2024-3A, Class C
43283NAC1
3203850.21000000
PA
USD
3254170.20000000
0.083204932809
Long
ABS-O
CORP
US
Y
2
2040-08-27
Fixed
5.71000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust, Series 2021-3, Class E1
43730XAE4
452138.32000000
PA
USD
408443.18000000
0.010443365054
Long
ABS-O
CORP
US
Y
2
2041-01-17
Fixed
3.19800000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust, Series 2021-2, Class E1
43732VAG1
9600838.65000000
PA
USD
9156372.63000000
0.234116632701
Long
ABS-O
CORP
US
Y
2
2026-12-17
Fixed
2.85200000
N
N
N
N
N
N
Republic of Honduras
5493002DW1JNBNG17615
Republic of Honduras
438180AK7
600000.00000000
PA
USD
591264.00000000
0.015117857508
Long
DBT
NUSS
HN
Y
2
2034-11-27
Fixed
8.62500000
N
N
N
N
N
N
HUB International Ltd.
549300JQT6ATTUNS5E06
HUB International Ltd.
44332PAH4
910000.00000000
PA
USD
939756.09000000
0.024028350553
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
7.25000000
N
N
N
N
N
N
Hughes Satellite Systems Corp.
N/A
Hughes Satellite Systems Corp.
444454AF9
1181000.00000000
PA
USD
955684.33000000
0.024435615096
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
4606000.00000000
PA
USD
4459647.53000000
0.114027432581
Long
DBT
CORP
US
Y
2
2027-02-10
Fixed
3.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ADC8
3440000.00000000
PA
USD
3499542.20000000
0.089478778220
Long
DBT
CORP
US
Y
2
2029-06-24
Fixed
5.30000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ADM6
9850000.00000000
PA
USD
10014343.51000000
0.256053840971
Long
DBT
CORP
US
Y
2
2030-01-08
Fixed
5.30000000
N
N
N
N
N
N
INEOS Finance plc
2138002D68XDR4LZCG32
INEOS Finance plc
44984WAJ6
1075000.00000000
PA
USD
1103459.51000000
0.028214035758
Long
DBT
CORP
GB
Y
2
2029-04-15
Fixed
7.50000000
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BZ9
1230000.00000000
PA
USD
1195692.35000000
0.030572310459
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBJ5
1249250.00000000
PA
USD
1058739.38000000
0.027070599741
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
9.12500000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBL0
296000.00000000
PA
USD
174456.48000000
0.004460627073
Long
DBT
CORP
US
Y
2
2030-05-01
Fixed
10.87500000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBM8
382700.00000000
PA
USD
292974.22000000
0.007490972749
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
7.75000000
N
N
N
N
N
N
Imola Merger Corp.
N/A
Imola Merger Corp.
45258LAA5
860000.00000000
PA
USD
827347.35000000
0.021154204124
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Crescent Energy Finance LLC
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAC7
860000.00000000
PA
USD
900139.64000000
0.023015409048
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
9.25000000
N
N
N
N
N
N
Independence Plaza Trust
N/A
Independence Plaza Trust, Series 2018-INDP, Class C
45378YAN4
3500000.00000000
PA
USD
3430100.10000000
0.087703233331
Long
ABS-MBS
CORP
US
Y
2
2035-07-10
Fixed
4.15800000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
6355000.00000000
PA
USD
6165773.84000000
0.157650880730
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72600000
N
N
N
N
N
N
Instituto Costarricense de Electricidad
5493009VA6AFUB2Q0289
Instituto Costarricense de Electricidad
45777VAE7
1350000.00000000
PA
USD
1374043.50000000
0.035132519219
Long
DBT
NUSS
CR
Y
2
2031-10-07
Fixed
6.75000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBC8
1233000.00000000
PA
USD
1148625.63000000
0.029368875164
Long
DBT
CORP
LU
Y
2
2030-03-15
Fixed
6.50000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
689000.00000000
PA
USD
677989.64000000
0.017335320212
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
Istanbul Metropolitan Municipality
213800T1VDQSNKA2MD76
Istanbul Metropolitan Municipality
46522TAC2
2030000.00000000
PA
USD
2197475.00000000
0.056186600112
Long
DBT
NUSS
TR
Y
2
2028-12-06
Fixed
10.50000000
N
N
N
N
N
N
JPMorgan Chase Commercial Mortgage Securities Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class D
46641BAP8
856409.36000000
PA
USD
802352.80000000
0.020515125734
Long
ABS-MBS
CORP
US
Y
2
2046-12-15
Variable
5.04675360
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class C
46644UBG2
7732000.00000000
PA
USD
5909033.32000000
0.151086356934
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
4.23152640
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class B
46644YBA7
4410000.00000000
PA
USD
4189721.82000000
0.107125780490
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.64223960
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class C
46644YBB5
3360000.00000000
PA
USD
2688169.01000000
0.068733012753
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.64223960
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class D1
46645LAC1
4600000.00000000
PA
USD
3976948.86000000
0.101685450467
Long
ABS-MBS
CORP
US
Y
2
2049-03-17
Variable
4.19909760
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust
N/A
JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class D
46647TAA6
3725000.00000000
PA
USD
2664870.96000000
0.068137311678
Long
ABS-MBS
CORP
US
Y
2
2050-03-15
Variable
4.48936200
N
N
N
N
N
N
JELD-WEN, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AD2
855000.00000000
PA
USD
806068.01000000
0.020610118859
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
Jersey Central Power & Light Co.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co.
476556DC6
230000.00000000
PA
USD
228786.45000000
0.005849774298
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
JetBlue Airways Corp.
N/A
JetBlue Airways Corp.
476920AA1
585000.00000000
PA
USD
619282.70000000
0.015834259512
Long
DBT
CORP
US
Y
2
2031-09-20
Fixed
9.87500000
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
48241FAB0
13760000.00000000
PA
USD
14143919.82000000
0.361641778383
Long
DBT
CORP
BE
Y
2
2029-01-19
Variable
5.79600000
N
N
N
N
N
N
KKR Static CLO Ltd.
N/A
KKR Static CLO Ltd., Series 2022-1A, Class BR2
48255QAW3
7098437.00000000
PA
USD
7104456.47000000
0.181651784297
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
5.74317000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Republic of Kenya
491798AN4
2409000.00000000
PA
USD
2329503.00000000
0.059562385702
Long
DBT
NUSS
KE
Y
2
2036-03-05
Fixed
9.50000000
N
N
N
N
N
N
Kingston Airport Revenue Finance Ltd.
254900SK2YRR95AVHU30
Kingston Airport Revenue Finance Ltd.
49647QAA6
1318000.00000000
PA
USD
1318698.54000000
0.033717420009
Long
DBT
CORP
KY
Y
2
2036-12-15
Fixed
6.75000000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AN4
430000.00000000
PA
USD
427998.22000000
0.010943362193
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AR5
895000.00000000
PA
USD
918716.61000000
0.023490398199
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
LCM Ltd.
N/A
LCM Ltd., Series 36A, Class BR
50190LAS7
9395833.00000000
PA
USD
9395833.00000000
0.240239325360
Long
ABS-CBDO
CORP
KY
Y
2
2034-01-15
Floating
5.81610960
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust, Series 2025-RTL1, Class A1
50205UAA9
2673000.00000000
PA
USD
2689591.85000000
0.068769392936
Long
ABS-MBS
CORP
US
Y
2
2040-01-25
Variable
5.65200000
N
N
N
N
N
N
LHOME Mortgage Trust
529900ZQNJ23BIJVY871
LHOME Mortgage Trust, Series 2024-RTL5, Class A1
50205WAA5
5444000.00000000
PA
USD
5439249.57000000
0.139074592658
Long
ABS-MBS
CORP
US
Y
2
2039-09-25
Variable
5.32299960
N
N
N
N
N
N
LP LMS Asset Securitization Trust
N/A
LP LMS Asset Securitization Trust, Series 2023-1A, Class A
50214VAA6
279055.35000000
PA
USD
279393.84000000
0.007143739957
Long
ABS-O
CORP
US
Y
2
2033-10-17
Fixed
8.18100000
N
N
N
N
N
N
Vital Energy, Inc.
549300X0PTWU2QSLSL14
Vital Energy, Inc.
516806AH9
880000.00000000
PA
USD
873423.22000000
0.022332304663
Long
DBT
CORP
US
Y
2
2029-07-31
Fixed
7.75000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2024-2A, Class C
52590AAC8
2000000.00000000
PA
USD
1975851.20000000
0.050519965531
Long
ABS-O
CORP
US
Y
2
2034-02-21
Fixed
5.25000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2021-2A, Class A
52604DAA0
4444000.00000000
PA
USD
4178929.62000000
0.106849837863
Long
ABS-O
CORP
US
Y
2
2032-04-20
Fixed
2.00000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2023-1A, Class D
52604EAD2
2100000.00000000
PA
USD
2142079.17000000
0.054770200222
Long
ABS-O
CORP
US
Y
2
2033-05-20
Fixed
8.69000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust, Series 2022-1A, Class A
52607KAA1
557288.41000000
PA
USD
555823.52000000
0.014211690167
Long
ABS-O
CORP
US
Y
2
2027-05-17
Fixed
4.22000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2021-1A, Class B
52607MAB5
2750000.00000000
PA
USD
2551507.75000000
0.065238760683
Long
ABS-O
CORP
US
Y
2
2031-11-20
Fixed
2.47000000
N
N
N
N
N
N
LendingPoint Pass-Through Trust
N/A
LendingPoint Pass-Through Trust, Series 2022-ST1, Class A
52607NAA5
227672.04000000
PA
USD
223185.81000000
0.005706573161
Long
ABS-O
CORP
US
Y
2
2028-03-15
Fixed
2.50000000
N
N
N
N
N
N
Life Mortgage Trust
N/A
Life Mortgage Trust, Series 2021-BMR, Class C
53218CAE0
1963500.01000000
PA
USD
1953682.51000000
0.049953140735
Long
ABS-MBS
CORP
US
Y
2
2038-03-15
Floating
5.52647880
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AE3
274000.00000000
PA
USD
267077.75000000
0.006828833428
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AG8
500000.00000000
PA
USD
463199.10000000
0.011843403271
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AR0
1785000.00000000
PA
USD
1743779.53000000
0.044586192396
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AX7
20510000.00000000
PA
USD
21139588.09000000
0.540511988787
Long
DBT
CORP
GB
N
2
2029-03-06
Variable
5.87100000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
30750000.00000000
PA
USD
-581563.38000000
-0.01486982517
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American High Yield Index Series 43-V1
Markit CDX North American High Yield Index Series 43-V1
Y
Receipt of notional amount upon default event with regard to the reference instrument
2029-12-20
0.00000000
USD
2074947.77000000
USD
30750000.00000000
USD
-581563.38000000
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241AB9
689818.00000000
PA
USD
627783.25000000
0.016051607606
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.12500000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241AC7
549990.00000000
PA
USD
492802.36000000
0.012600320429
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.12500000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241AH6
684274.51000000
PA
USD
613124.04000000
0.015676790523
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.12500000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CK5
1565000.00000000
PA
USD
1574136.47000000
0.040248638261
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.12500000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust, Series 2021-MHC, Class D
55316VAG9
1800000.00000000
PA
USD
1798312.50000000
0.045980530069
Long
ABS-MBS
CORP
US
Y
2
2038-04-15
Floating
6.02744040
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class A
55348UAG3
6960000.00000000
PA
USD
6229200.00000000
0.159272605796
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class B
55348UAL2
6000000.00000000
PA
USD
5109000.00000000
0.130630537310
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class D
55348UAQ1
2000000.00000000
PA
USD
1516000.00000000
0.038762163742
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class E
55348UAS7
7500000.00000000
PA
USD
5384250.00000000
0.137668324625
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAF2
10310000.00000000
PA
USD
9844823.42000000
0.251719431019
Long
DBT
CORP
AU
Y
2
2027-09-23
Variable
1.62900000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAR9
5680000.00000000
PA
USD
5523043.08000000
0.141217084581
Long
DBT
CORP
AU
Y
2
2027-01-12
Variable
1.34000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JBF4
10000000.00000000
PA
USD
10017158.90000000
0.256125826860
Long
DBT
CORP
AU
Y
2
2026-08-09
Variable
5.10800000
N
N
N
N
N
N
Madison IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAA5
1439000.00000000
PA
USD
1374998.46000000
0.035156936314
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
Madison Park Funding XLIX Ltd.
N/A
Madison Park Funding Ltd., Series 2021-49A, Class B1R
55820VAN3
7000000.00000000
PA
USD
7000000.00000000
0.178980967150
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-19
Floating
0.00000000
N
N
N
N
N
N
Magnetite XXV Ltd.
549300WFCL37N4TDUR08
Magnetite Ltd., Series 2020-25A, Class A
55955GAA1
1326647.37000000
PA
USD
1329822.04000000
0.034001833551
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-25
Floating
5.76168120
N
N
N
N
N
N
Mariner Finance issuance Trust
N/A
Mariner Finance issuance Trust, Series 2024-BA, Class B
56847GAB9
2500000.00000000
PA
USD
2532224.50000000
0.064745712864
Long
ABS-O
CORP
US
Y
2
2038-11-20
Fixed
5.33000000
N
N
N
N
N
N
Mariner Finance issuance Trust
N/A
Mariner Finance issuance Trust, Series 2024-BA, Class C
56847GAC7
2197000.00000000
PA
USD
2219133.24000000
0.056740373361
Long
ABS-O
CORP
US
Y
2
2038-11-20
Fixed
5.73000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust, Series 2021-AA, Class A
56848DAA7
6885000.00000000
PA
USD
6605708.60000000
0.168899444849
Long
ABS-O
CORP
US
Y
2
2036-03-20
Fixed
1.86000000
N
N
N
N
N
N
Marriott Ownership Resorts, Inc.
BW4532OH033VURR0IT68
Marriott Ownership Resorts, Inc.
57164PAF3
390000.00000000
PA
USD
377417.33000000
0.009650074106
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Marriott Ownership Resorts, Inc.
BW4532OH033VURR0IT68
Marriott Ownership Resorts, Inc.
57164PAH9
250000.00000000
PA
USD
235469.43000000
0.006020649473
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
Matador Resources Co.
549300CI3Q2UUK5R4G79
Matador Resources Co.
576485AG1
845000.00000000
PA
USD
845020.64000000
0.021606087344
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAD9
1235000.00000000
PA
USD
1253728.07000000
0.032056208930
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
MFA Trust
N/A
MFA Trust, Series 2024-NPL1, Class A1
58004YAA7
4713445.86000000
PA
USD
4734640.34000000
0.121058643880
Long
ABS-MBS
CORP
US
N
2
2054-09-25
Variable
6.32999880
N
N
N
N
N
N
Medline Borrower LP
N/A
Medline Borrower LP
58506DAA6
340000.00000000
PA
USD
345084.02000000
0.008823353092
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
Merchants Fleet Funding LLC
254900Z2OOQUA5IN2X83
Merchants Fleet Funding LLC, Series 2023-1A, Class A
588926AA3
2865445.56000000
PA
USD
2894481.12000000
0.074008147179
Long
ABS-O
CORP
US
Y
2
2036-05-20
Fixed
7.21000000
N
N
N
N
N
N
Merchants Fleet Funding LLC
254900Z2OOQUA5IN2X83
Merchants Fleet Funding LLC, Series 2024-1A, Class B
588926AG0
5250000.00000000
PA
USD
5324745.83000000
0.136146879783
Long
ABS-O
CORP
US
Y
2
2037-04-20
Fixed
5.95000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A
58940BAZ9
7731000.00000000
PA
USD
7847639.14000000
0.200654006160
Long
ABS-O
CORP
US
Y
2
2029-07-20
Fixed
6.56000000
N
N
N
N
N
N
MFA Trust
N/A
MFA Trust, Series 2024-RTL3, Class A1
59319PAA4
3650000.00000000
PA
USD
3671227.67000000
0.093868554143
Long
ABS-MBS
CORP
US
Y
2
2039-11-25
Variable
5.91300000
N
N
N
N
N
N
Stagwell Global LLC
984500904E015Z0C1F82
Stagwell Global LLC
59565JAA9
1238000.00000000
PA
USD
1199346.17000000
0.030665733922
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
Miter Brands Acquisition Holdco, Inc.
N/A
Miter Brands Acquisition Holdco, Inc.
60672JAA7
680000.00000000
PA
USD
692981.20000000
0.017718635056
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
6.75000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BY9
11845000.00000000
PA
USD
11369481.41000000
0.290702968394
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
1.53800000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CN2
11000000.00000000
PA
USD
11212778.28000000
0.286696271571
Long
DBT
CORP
JP
N
2
2028-09-13
Variable
5.35400000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBP3
14165000.00000000
PA
USD
13603379.14000000
0.347820850713
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
1.23400000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YDH9
9660000.00000000
PA
USD
9771477.08000000
0.249844059752
Long
DBT
CORP
JP
N
2
2031-05-13
Variable
5.09800000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class D
61690QAS8
2000000.00000000
PA
USD
1930768.60000000
0.049367261624
Long
ABS-MBS
CORP
US
Y
2
2050-07-15
Variable
4.13339400
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2020-HR8, Class XA
61692BBU3
18734482.26930000
PA
USD
1414783.14000000
0.036174179243
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
1.78202520
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
7750000.00000000
PA
USD
7535286.33000000
0.192667547871
Long
DBT
CORP
US
N
2
2026-12-10
Variable
0.98500000
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-SD1, Class A
61744CBD7
109007.12000000
PA
USD
108227.36000000
0.002767233937
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
5.23378080
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
18405000.00000000
PA
USD
17643720.06000000
0.451127154353
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.51200000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEV3
9600000.00000000
PA
USD
9978235.10000000
0.255130595522
Long
DBT
CORP
US
N
2
2028-10-18
Variable
6.29600000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
8665000.00000000
PA
USD
8776818.79000000
0.224411930791
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.12300000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFS9
5825000.00000000
PA
USD
5871575.54000000
0.150128609835
Long
DBT
CORP
US
N
2
2030-07-19
Variable
5.04200000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2015-MS1, Class B
61765DAX6
5450000.00000000
PA
USD
5193221.62000000
0.132783975453
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.01631120
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class D
61765LAC4
3150000.00000000
PA
USD
2775923.96000000
0.070976793585
Long
ABS-MBS
CORP
US
Y
2
2048-05-15
Fixed
3.25700000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class C
61765LAY6
2060000.00000000
PA
USD
1969866.14000000
0.050366935270
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.31479800
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class B
61766RBD7
2577000.00000000
PA
USD
2395278.72000000
0.061244185985
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
3.88000080
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
1161000.00000000
PA
USD
1088335.96000000
0.027827346100
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
852000.00000000
PA
USD
825936.72000000
0.021118136135
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
MVW LLC
N/A
MVW LLC, Series 2024-1A, Class B
62847RAB3
1620950.28000000
PA
USD
1647109.82000000
0.042114472655
Long
ABS-O
CORP
US
Y
2
2043-02-20
Fixed
5.51000000
N
N
N
N
N
N
MVW LLC
N/A
MVW LLC, Series 2024-1A, Class C
62847RAC1
1157821.61000000
PA
USD
1185557.46000000
0.030313174400
Long
ABS-O
CORP
US
Y
2
2043-02-20
Fixed
6.20000000
N
N
N
N
N
N
NCR Voyix Corp.
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EBA5
482000.00000000
PA
USD
463294.88000000
0.011845852242
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
NGL Energy Operating LLC
N/A
NGL Energy Operating LLC
62922LAC2
252000.00000000
PA
USD
256629.64000000
0.006561688738
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
8.12500000
N
N
N
N
N
N
NGL Energy Operating LLC
N/A
NGL Energy Operating LLC
62922LAD0
252000.00000000
PA
USD
256015.62000000
0.006545989039
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
8.37500000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CE0
1400000.00000000
PA
USD
1403449.60000000
0.035884395250
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CH3
1185000.00000000
PA
USD
1161299.47000000
0.029692928898
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
NYMT Loan Trust
N/A
NYMT Loan Trust, Series 2021-SP1, Class A1
62955RAA3
3887391.00000000
PA
USD
3864726.73000000
0.098816075415
Long
ABS-MBS
CORP
US
Y
2
2061-08-25
Variable
4.66959960
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-FNT2, Class A
62955WAA2
6144180.28000000
PA
USD
5986459.79000000
0.153066051860
Long
ABS-O
CORP
US
Y
2
2026-05-25
Fixed
3.22800000
N
N
N
N
N
N
NRM FNT1 Excess LLC
N/A
NRM FNT1 Excess LLC, Series 2024-FNT1, Class A
62956YAA7
4392271.42000000
PA
USD
4459522.81000000
0.114024243651
Long
ABS-O
CORP
US
Y
2
2031-11-25
Fixed
7.39800000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A3B9
9500000.00000000
PA
USD
9379082.58000000
0.239811038736
Long
DBT
CORP
CA
N
2
2029-10-10
Fixed
4.50000000
N
N
N
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAA7
1070000.00000000
PA
USD
1068021.68000000
0.027307936174
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAJ6
13625000.00000000
PA
USD
14018854.88000000
0.358444029252
Long
DBT
CORP
GB
Y
2
2027-10-18
Variable
6.55700000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAK3
7650000.00000000
PA
USD
7740809.55000000
0.197922511398
Long
DBT
CORP
GB
Y
2
2029-07-29
Fixed
5.12700000
N
N
N
N
N
N
NCR Atleos Corp.
N/A
NCR Atleos Corp.
638962AA8
403000.00000000
PA
USD
439934.55000000
0.011248558748
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
9.50000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AC2
9818000.00000000
PA
USD
9451930.08000000
0.241673655308
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.64200000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AS7
8025000.00000000
PA
USD
8032490.21000000
0.205380409487
Long
DBT
CORP
GB
N
2
2030-08-15
Variable
4.96400000
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906YAJ7
7125000.00000000
PA
USD
7306167.73000000
0.186809280925
Long
DBT
CORP
GB
Y
2
2029-05-17
Fixed
5.41000000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 42 Ltd.
549300LGCRX4YI1JNS93
Neuberger Berman Loan Advisers CLO Ltd., Series 2021-42A, Class BR
64133WAQ8
10250000.00000000
PA
USD
10250000.00000000
0.262079273327
Long
ABS-CBDO
CORP
KY
Y
2
2036-07-16
Floating
5.71323960
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 49 Ltd.
549300IN02DS1MN5HW62
Neuberger Berman Loan Advisers CLO Ltd., Series 2022-49A, Class BR
64135JAN2
3366000.00000000
PA
USD
3366595.78000000
0.086079509815
Long
ABS-CBDO
CORP
KY
Y
2
2035-07-25
Floating
5.85006840
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-NQM5, Class B1
64830PAE6
3041000.00000000
PA
USD
2696121.10000000
0.068936337433
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
4.04422920
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2022-SFR1, Class E1
64831KAJ5
2730000.00000000
PA
USD
2614016.77000000
0.066837035663
Long
ABS-O
CORP
US
Y
2
2039-02-17
Fixed
3.55000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
213800CVLC5IFCJL6C96
New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1
64831PAA3
2355000.00000000
PA
USD
2381249.77000000
0.060885483837
Long
ABS-MBS
CORP
US
Y
2
2039-03-25
Variable
6.66399960
N
N
N
N
N
N
New Residential Mortgage Loan Trust
213800H34ZKQ2LAZZL53
New Residential Mortgage Loan Trust, Series 2024-RTL2, Class A1
64831WAA8
5250000.00000000
PA
USD
5223128.40000000
0.133548653226
Long
ABS-MBS
CORP
US
Y
2
2039-09-25
Variable
5.44299840
N
N
N
N
N
N
Triton Water Holdings, Inc.
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc., 1st Lien Term Loan
89678QAB2
1910314.77090000
PA
USD
1911785.71000000
0.048881893622
Long
LON
CORP
US
N
2
2028-03-31
Variable
7.59039000
N
N
N
N
N
N
AAdvantage Loyalty IP Ltd.
N/A
AAdvantage Loyalty IP Ltd., 1st Lien Term Loan
02376CBJ3
688235.29120000
PA
USD
702172.06000000
0.017953633486
Long
LON
CORP
US
N
2
2028-04-20
Variable
9.30478000
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229BC9
940000.00000000
PA
USD
950436.82000000
0.024301443037
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A
65246QAA7
2179733.39000000
PA
USD
2105147.27000000
0.053825899197
Long
ABS-O
CORP
US
Y
2
2026-11-25
Fixed
3.47400000
N
N
N
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp.
65249BAA7
428000.00000000
PA
USD
404727.33000000
0.010348355565
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
Nexstar Media, Inc.
5493006PK6I4I2OOT688
Nexstar Media, Inc.
65336YAN3
1705000.00000000
PA
USD
1615407.02000000
0.041303872968
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
Noble Finance II LLC
N/A
Noble Finance II LLC
65505PAA5
510000.00000000
PA
USD
515362.65000000
0.013177157932
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
8.00000000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAW9
17065000.00000000
PA
USD
16398676.60000000
0.419292999693
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
1.65300000
N
N
N
N
N
N
Osmose Utilities Services, Inc.
549300FSLVHLFZ3S0D82
Osmose Utilities Services, Inc., 1st Lien Term Loan
68835HAH3
1250000.00000000
PA
USD
1242637.50000000
0.031772637366
Long
LON
CORP
US
N
2
2028-06-23
Variable
7.68832000
N
N
N
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAR0
998000.00000000
PA
USD
992652.32000000
0.025380838896
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAU3
405000.00000000
PA
USD
437416.57000000
0.011184177249
Long
DBT
CORP
CA
Y
2
2030-02-15
Fixed
9.00000000
N
N
N
N
N
N
Continental Finance Credit Card ABS Master Trust
N/A
Continental Finance Credit Card ABS Master Trust, Series 2021-A, Class A
66981PAD0
2064512.92000000
PA
USD
2054568.37000000
0.052532661991
Long
ABS-O
CORP
US
Y
2
2029-12-17
Fixed
2.55000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2022-SFR3, Class F
66981YAG4
6300000.00000000
PA
USD
5887050.12000000
0.150524274877
Long
ABS-O
CORP
US
Y
2
2039-10-17
Fixed
4.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR4, Class E1
66982FAE9
1821000.00000000
PA
USD
1747129.86000000
0.044671856011
Long
ABS-O
CORP
US
Y
2
2038-12-17
Fixed
2.96600000
N
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AE6
1005000.00000000
PA
USD
947260.26000000
0.024220222496
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
1010000.00000000
PA
USD
1014630.85000000
0.025942801547
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
172000.00000000
PA
USD
175675.98000000
0.004491808115
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
OnDeck Asset Securitization Trust IV LLC
N/A
OnDeck Asset Securitization Trust LLC, Series 2023-1A, Class A
67108SAA6
3744000.00000000
PA
USD
3825552.93000000
0.097814451899
Long
ABS-O
CORP
US
Y
2
2030-08-19
Fixed
7.00000000
N
N
N
N
N
N
OCP Aegis CLO Ltd.
N/A
OCP Aegis CLO Ltd., Series 2024-39A, Class A1
67120EAA1
3500000.00000000
PA
USD
3507735.00000000
0.089688257544
Long
ABS-CBDO
CORP
JE
Y
2
2037-01-16
Floating
5.71668120
N
N
N
N
N
N
Chord Energy Corp.
529900FA4V2YNIKZ0M71
Chord Energy Corp.
674215AL2
995000.00000000
PA
USD
996029.83000000
0.025467197469
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
6.37500000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust, Series 2023-1A, Class C
67571BAC7
1709000.00000000
PA
USD
1747025.08000000
0.044669176922
Long
ABS-O
CORP
US
Y
2
2029-09-20
Fixed
6.37000000
N
N
N
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAH2
369000.00000000
PA
USD
353800.85000000
0.009046231187
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AH3
1195000.00000000
PA
USD
1218057.53000000
0.031144159252
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.62500000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-B, Class A
68377GAA4
2660322.99000000
PA
USD
2593172.45000000
0.066304073298
Long
ABS-O
CORP
US
Y
2
2031-05-08
Fixed
1.47000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-B, Class B
68377GAB2
1380942.89000000
PA
USD
1346919.36000000
0.034438989960
Long
ABS-O
CORP
US
Y
2
2031-05-08
Fixed
1.96000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2025-A, Class B
68377TAB4
3200000.00000000
PA
USD
3207716.16000000
0.082017162951
Long
ABS-O
CORP
US
Y
2
2033-02-08
Fixed
5.30000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2025-A, Class C
68377TAC2
2500000.00000000
PA
USD
2507274.25000000
0.064107767168
Long
ABS-O
CORP
US
Y
2
2033-02-08
Fixed
5.89000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-C, Class A
68377WAA9
3486045.17000000
PA
USD
3403715.24000000
0.087028606508
Long
ABS-O
CORP
US
Y
2
2031-10-08
Fixed
2.18000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2022-A, Class B
68378NAB6
1900000.00000000
PA
USD
1900221.92000000
0.048586222434
Long
ABS-O
CORP
US
Y
2
2031-06-09
Fixed
5.25000000
N
N
N
N
N
N
Fibercop SpA
8156007022402E114A31
Fibercop SpA, Series 2033
683879AB6
607000.00000000
PA
USD
594860.00000000
0.015209802588
Long
DBT
CORP
IT
Y
2
2033-11-15
Fixed
6.37500000
N
N
N
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAA9
425000.00000000
PA
USD
404271.26000000
0.010336694443
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAB7
537000.00000000
PA
USD
489327.89000000
0.012511482715
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAE4
1060000.00000000
PA
USD
996147.61000000
0.025470208951
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
Owens-Brockway Glass Container, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAT0
1150000.00000000
PA
USD
1148878.64000000
0.029375344303
Long
DBT
CORP
US
Y
2
2027-05-13
Fixed
6.62500000
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAH1
1249000.00000000
PA
USD
1216723.22000000
0.031110042667
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
69346VAA7
755000.00000000
PA
USD
751621.07000000
0.019217980862
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-4, Class A1
693583AA4
7237775.01000000
PA
USD
7241535.76000000
0.185156724854
Long
ABS-O
CORP
US
Y
2
2026-04-25
Variable
4.86699840
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-RN4, Class A1
69359QAA2
3512272.10000000
PA
USD
3513060.96000000
0.089824435468
Long
ABS-O
CORP
US
Y
2
2051-10-25
Variable
5.48709840
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-8, Class A1
69360MAA8
4323684.94000000
PA
USD
4316386.13000000
0.110364423448
Long
ABS-MBS
CORP
US
Y
2
2026-09-25
Variable
4.74300000
N
N
N
N
N
N
PEAC Solutions Receivables LLC
N/A
PEAC Solutions Receivables LLC, Series 2025-1A, Class A3
69392HAC7
2250000.00000000
PA
USD
2268790.43000000
0.058010043631
Long
ABS-O
CORP
US
Y
2
2032-07-20
Fixed
5.04000000
N
N
N
N
N
N
PRM5 Trust
N/A
PRM5 Trust, Series 2025-PRM5, Class C
693980AE4
310000.00000000
PA
USD
306148.56000000
0.007827823622
Long
ABS-MBS
CORP
US
Y
2
2033-03-10
Variable
4.66710840
N
N
N
N
N
N
PRM5 Trust
N/A
PRM5 Trust, Series 2025-PRM5, Class D
693980AG9
220000.00000000
PA
USD
217259.39000000
0.005555042249
Long
ABS-MBS
CORP
US
Y
2
2033-03-10
Variable
5.24949840
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-HG1, Class A
69547PAA7
585934.69070000
PA
USD
580654.31000000
0.014846581426
Long
ABS-O
CORP
US
Y
2
2029-01-16
Fixed
1.22000000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
695847AT0
800000.00000000
PA
USD
698300.00000000
0.017854629908
Long
DBT
NUSS
PK
Y
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2
69690EAC3
8560754.00000000
PA
USD
8585580.19000000
0.219522206565
Long
ABS-CBDO
CORP
KY
Y
2
2032-08-08
Floating
5.94735120
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2022-2A, Class A2
69701NAC0
9220000.00000000
PA
USD
9229570.36000000
0.235988204202
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
6.20197920
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2025-1A, Class A2
69704CAC1
10250000.00000000
PA
USD
10250000.00000000
0.262079273327
Long
ABS-CBDO
CORP
KY
Y
2
2033-02-15
Floating
0.00000000
N
N
N
N
N
N
Clarios Global LP
N/A
Clarios Global LP
69867DAA6
544000.00000000
PA
USD
543973.18000000
0.013908692265
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBW1
1000000.00000000
PA
USD
977580.00000000
0.024995459123
Long
DBT
NUSS
MX
N
2
2026-01-23
Fixed
4.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
1550000.00000000
PA
USD
1546125.00000000
0.039532421119
Long
DBT
NUSS
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
3600000.00000000
PA
USD
3530700.00000000
0.090275442959
Long
DBT
NUSS
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
1650000.00000000
PA
USD
1513710.00000000
0.038703611397
Long
DBT
NUSS
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAA6
1131000.00000000
PA
USD
1073903.95000000
0.027458338228
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AQ7
999000.00000000
PA
USD
936843.42000000
0.023953877340
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
PowerPay Issuance Trust
N/A
PowerPay Issuance Trust, Series 2024-1A, Class A
73934RAA6
1232976.26000000
PA
USD
1262831.79000000
0.032288979303
Long
ABS-O
CORP
US
Y
2
2039-02-18
Fixed
6.53000000
N
N
N
N
N
N
Precision Drilling Corp.
549300WF2OE8T5BP4B84
Precision Drilling Corp.
740212AL9
308000.00000000
PA
USD
308070.22000000
0.007876957989
Long
DBT
CORP
CA
Y
2
2026-01-15
Fixed
7.12500000
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2024-NPL2, Class A1
74142BAA7
4696835.77000000
PA
USD
4724927.08000000
0.120810288356
Long
ABS-MBS
CORP
US
Y
2
2054-02-25
Variable
7.02100080
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-NPL3, Class A1
74143EAA0
2630236.23000000
PA
USD
2628863.77000000
0.067216654294
Long
ABS-O
CORP
US
Y
2
2051-07-25
Variable
4.86770040
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAC0
1233000.00000000
PA
USD
1238514.06000000
0.031667206326
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2024-SFR1, Class D
74331QAG2
3375000.00000000
PA
USD
3179983.05000000
0.081308063115
Long
ABS-O
CORP
US
Y
2
2041-02-17
Fixed
3.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR6, Class C
74333HAE5
6250000.00000000
PA
USD
6024126.88000000
0.154029150745
Long
ABS-O
CORP
US
Y
2
2038-07-17
Fixed
1.85500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR8, Class E1
74333TAJ8
6500000.00000000
PA
USD
6245552.30000000
0.159690713006
Long
ABS-O
CORP
US
Y
2
2038-10-17
Fixed
2.38200000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2022-SFR6, Class C
74334DAE3
2000000.00000000
PA
USD
2004495.00000000
0.051252350535
Long
ABS-O
CORP
US
Y
2
2039-07-20
Fixed
5.19500000
N
N
N
N
N
N
Puget Energy, Inc.
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AM4
4515000.00000000
PA
USD
4191999.83000000
0.107184026266
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
Purchasing Power Funding LLC
N/A
Purchasing Power Funding LLC, Series 2024-A, Class B
745935AB2
750000.00000000
PA
USD
759861.00000000
0.019428665240
Long
ABS-O
CORP
US
Y
2
2028-08-15
Fixed
6.43000000
N
N
N
N
N
N
Purchasing Power Funding LLC
N/A
Purchasing Power Funding LLC, Series 2024-A, Class C
745935AC0
2700000.00000000
PA
USD
2739302.82000000
0.070040438291
Long
ABS-O
CORP
US
Y
2
2028-08-15
Fixed
6.80000000
N
N
N
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
74841CAA9
591000.00000000
PA
USD
549196.21000000
0.014042238403
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
RHP Hotel Properties LP
N/A
RHP Hotel Properties LP
749571AF2
1464000.00000000
PA
USD
1433303.29000000
0.036647715580
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
ROCK Trust
N/A
ROCK Trust, Series 2024-CNTR, Class A
74970WAA8
3009492.00000000
PA
USD
3053226.24000000
0.078067055052
Long
ABS-MBS
CORP
US
Y
2
2041-11-13
Fixed
5.38834000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDR2
10450000.00000000
PA
USD
10419521.74000000
0.266413725467
Long
DBT
CORP
NL
Y
2
2028-08-22
Variable
4.65500000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDS0
7230000.00000000
PA
USD
7404220.59000000
0.189316366027
Long
DBT
CORP
NL
Y
2
2029-02-28
Variable
5.56400000
N
N
N
N
N
N
RR 12 Ltd.
549300RLLUH00ZYECJ34
RR Ltd., Series 2020-12A, Class ABR3
74989HAN2
9345000.00000000
PA
USD
9357830.69000000
0.239267655332
Long
ABS-CBDO
CORP
KY
Y
2
2036-01-15
Floating
5.85198000
N
N
N
N
N
N
Rain CII Carbon LLC
N/A
Rain CII Carbon LLC
75079RAC2
20000.00000000
PA
USD
19950.00000000
0.000510095756
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.25000000
N
N
N
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281ABK4
680000.00000000
PA
USD
649039.12000000
0.016595092773
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
ReadyCap Holdings LLC
549300W908MAGNC9E420
ReadyCap Holdings LLC, Series QIB
755763AE9
4000000.00000000
PA
USD
4013538.88000000
0.102621010062
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
9.37500000
N
N
N
N
N
N
Anywhere Real Estate Group LLC
N/A
Anywhere Real Estate Group LLC
75606DAL5
905000.00000000
PA
USD
744550.20000000
0.019037187841
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust, Series 2021-1, Class A
75907VAA5
1063448.44000000
PA
USD
1055397.71000000
0.026985157552
Long
ABS-O
CORP
US
Y
2
2031-03-17
Fixed
1.68000000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust, Series 2024-B, Class A
76042GAA2
5530000.00000000
PA
USD
5625680.06000000
0.143841379716
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
5.42000000
N
N
N
N
N
N
Republic Finance Issuance Trust
N/A
Republic Finance Issuance Trust, Series 2021-A, Class B
76042UAB9
1000000.00000000
PA
USD
970586.90000000
0.024816654580
Long
ABS-O
CORP
US
Y
2
2031-12-22
Fixed
2.80000000
N
N
N
N
N
N
MH Sub I LLC
2549005VFKP807SR8N49
MH Sub I LLC, 1st Lien Term Loan
45567YAN5
1185915.09400000
PA
USD
1158899.95000000
0.029631576268
Long
LON
CORP
US
N
2
2028-05-03
Variable
8.57384000
N
N
N
N
N
N
RingCentral, Inc.
549300C8EH0H1614VE84
RingCentral, Inc.
76680RAJ6
385000.00000000
PA
USD
406215.43000000
0.010386404361
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
8.50000000
N
N
N
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp.
767754CR3
103744.00000000
PA
USD
43468.74000000
0.001111439589
Long
DBT
CORP
US
Y
3
2031-08-30
Variable
11.46620160
N
N
Y
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp., Series A
767754CS1
297974.00000000
PA
USD
71215.79000000
0.001820895852
Long
DBT
CORP
US
N
3
2031-08-30
Fixed
15.00000000
N
N
Y
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp., Series B
767754CT9
140323.00000000
PA
USD
0.14000000
0.000000003579
Long
DBT
CORP
US
N
3
2031-08-30
Fixed
15.00000000
N
N
Y
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp.
767ESCAC0
1022000.00000000
PA
USD
0.01000000
0.000000000255
Long
DBT
USGA
US
N
3
2026-11-15
Fixed
8.00000000
Y
N
N
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp., Escrow
767ESCAG1
287344.00000000
PA
USD
0.00000000
0.000000
Long
DBT
USGA
US
N
3
2024-10-18
Fixed
8.00000000
N
N
N
N
N
N
EMRLD Borrower LP
5493000GJYE7GAQCUC61
EMRLD Borrower LP, 1st Lien Term Loan B
26872NAC3
1079100.00000000
PA
USD
1075387.90000000
0.027496280914
Long
LON
CORP
US
N
2
2030-05-31
Variable
6.93287000
N
N
N
N
N
N
Roc Mortgage Trust
N/A
Roc Mortgage Trust, Series 2025-RTL1, Class A1
77119RAA4
1135000.00000000
PA
USD
1136175.86000000
0.029050550610
Long
ABS-MBS
CORP
US
Y
3
2040-02-25
Variable
0.00000000
N
N
N
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
77313LAA1
912000.00000000
PA
USD
874873.12000000
0.022369376735
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BU5
465000.00000000
PA
USD
474389.04000000
0.012129515597
Long
DBT
CORP
LR
Y
2
2032-03-15
Fixed
6.25000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BV3
705000.00000000
PA
USD
712942.53000000
0.018229020506
Long
DBT
CORP
LR
Y
2
2033-02-01
Fixed
6.00000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BW1
200000.00000000
PA
USD
198896.15000000
0.005085517898
Long
DBT
CORP
LR
Y
2
2031-09-30
Fixed
5.62500000
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2024-1A, Class B
783896AD5
2167000.00000000
PA
USD
2226818.73000000
0.056936881423
Long
ABS-O
CORP
US
Y
2
2032-04-20
Fixed
5.56000000
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2024-1A, Class C
783896AE3
1774000.00000000
PA
USD
1821731.60000000
0.046579326236
Long
ABS-O
CORP
US
Y
2
2032-09-20
Fixed
5.82000000
N
N
N
N
N
N
SCF Equipment Leasing LLC
N/A
SCF Equipment Leasing LLC, Series 2022-2A, Class C
78397WAE6
2250000.00000000
PA
USD
2309027.63000000
0.059038856913
Long
ABS-O
CORP
US
Y
2
2032-08-20
Fixed
6.50000000
N
N
N
N
N
N
SG Commercial Mortgage Securities Trust
549300SZQW4U3UN4A157
SG Commercial Mortgage Securities Trust, Series 2016-C5, Class B
78419CAK0
275000.00000000
PA
USD
259702.44000000
0.006640256268
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.93300000
N
N
N
N
N
N
Stonepeak ABS
N/A
Stonepeak ABS, Series 2021-1A
78433XAC4
2010977.31000000
PA
USD
1928560.22000000
0.049310796197
Long
ABS-O
CORP
US
Y
3
2033-02-28
Fixed
3.82100000
N
N
N
N
N
N
SCF Equipment Trust LLC
N/A
SCF Equipment Trust LLC, Series 2025-1A, Class D
78437DAF7
1033000.00000000
PA
USD
1059495.52000000
0.027089933265
Long
ABS-O
CORP
US
Y
2
2035-11-20
Fixed
5.88000000
N
N
N
N
N
N
SBNA Auto Receivables Trust
N/A
SBNA Auto Receivables Trust, Series 2024-A, Class D
78437PAG8
5525000.00000000
PA
USD
5666315.69000000
0.144880380339
Long
ABS-O
CORP
US
Y
2
2030-04-15
Fixed
6.04000000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAP5
675000.00000000
PA
USD
674623.96000000
0.017249264117
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
STWD Mortgage Trust
N/A
STWD Mortgage Trust, Series 2021-LIH, Class B
78486EAJ7
3600000.00000000
PA
USD
3583146.96000000
0.091616444049
Long
ABS-MBS
CORP
KY
Y
2
2036-11-15
Floating
6.08199840
N
N
N
N
N
N
STWD Mortgage Trust
N/A
STWD Mortgage Trust, Series 2021-LIH, Class C
78486EAL2
2200000.00000000
PA
USD
2187625.00000000
0.055934748323
Long
ABS-MBS
CORP
KY
Y
2
2036-11-15
Floating
6.38100000
N
N
N
N
N
N
Saavi Energia Sarl
N/A
Saavi Energia Sarl
78518PAA3
1080000.00000000
PA
USD
1088316.00000000
0.027826835749
Long
DBT
CORP
LU
Y
2
2035-02-10
Fixed
8.87500000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAM7
7000000.00000000
PA
USD
6896372.91000000
0.176331356180
Long
DBT
CORP
GB
N
2
2026-08-21
Variable
1.53200000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAS4
9665000.00000000
PA
USD
9800180.97000000
0.250577981180
Long
DBT
CORP
GB
N
2
2026-11-21
Variable
6.83300000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAV7
9325000.00000000
PA
USD
9535106.24000000
0.243800362388
Long
DBT
CORP
GB
N
2
2031-04-15
Variable
5.69400000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust, Series 2021-AA, Class D
80282YAG1
1500000.00000000
PA
USD
1472326.20000000
0.037645481033
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
1.57000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-5, Class C
80286PAE1
2000000.00000000
PA
USD
2086591.20000000
0.053351444431
Long
ABS-O
CORP
US
N
2
2031-02-18
Fixed
6.43000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2024-3, Class D
80287LAF6
4000000.00000000
PA
USD
4121874.80000000
0.105391019739
Long
ABS-O
CORP
US
N
2
2031-10-15
Fixed
5.97000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class C
80290CCK8
6496000.00000000
PA
USD
6573313.44000000
0.168071142410
Long
ABS-O
CORP
US
Y
2
2032-06-15
Fixed
5.81800000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class D
80290CCL6
3465000.00000000
PA
USD
3502784.09000000
0.089561669163
Long
ABS-O
CORP
US
Y
2
2032-06-15
Fixed
6.11000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2022-6, Class D
802918AF9
7000000.00000000
PA
USD
7102918.90000000
0.181612470616
Long
ABS-O
CORP
US
N
2
2031-02-18
Fixed
5.69000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2024-4, Class D
802919AF7
4387000.00000000
PA
USD
4441137.33000000
0.113554150653
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
5.32000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2024-5, Class D
802920AG3
1916000.00000000
PA
USD
1932560.18000000
0.049413070013
Long
ABS-O
CORP
US
N
2
2032-02-17
Fixed
5.14000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2023-4, Class C
802927AF0
8700000.00000000
PA
USD
8944797.12000000
0.228706919929
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
6.04000000
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186AS5
1236000.00000000
PA
USD
1163414.05000000
0.029746995980
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
Scripps Escrow, Inc.
N/A
Scripps Escrow, Inc.
81104PAA7
455000.00000000
PA
USD
368475.06000000
0.009421431801
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
Scripps Escrow II, Inc.
N/A
Scripps Escrow II, Inc.
81105DAB1
565000.00000000
PA
USD
296683.03000000
0.007585802235
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
5.37500000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBD2
1060000.00000000
PA
USD
963020.60000000
0.024623194053
Long
DBT
CORP
KY
N
2
2031-01-15
Fixed
4.12500000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBN0
304000.00000000
PA
USD
325680.67000000
0.008327234471
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
8.25000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBP5
76000.00000000
PA
USD
81729.94000000
0.002089729100
Long
DBT
CORP
KY
N
2
2031-07-15
Fixed
8.50000000
N
N
N
N
N
N
WEC US Holdings, Inc.
5493002M6GRSU1IWMG57
WEC US Holdings, Inc., 1st Lien Term Loan
92943LAC4
1343250.00000000
PA
USD
1340402.31000000
0.034272357402
Long
LON
CORP
US
N
2
2031-01-27
Variable
6.55861000
N
N
N
N
N
N
Adient US LLC
N/A
Adient US LLC, 1st Lien Term Loan B-2
00687MAH4
699712.50000000
PA
USD
697480.42000000
0.017833674305
Long
LON
CORP
US
N
2
2031-01-31
Variable
6.57384000
N
N
N
N
N
N
UKG, Inc.
529900FKHWSTQ1GXK240
UKG, Inc., 1st Lien Term Loan
89841EAB1
990025.00000000
PA
USD
989698.29000000
0.025305308161
Long
LON
CORP
US
N
2
2031-02-10
Variable
7.29984000
N
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CF9
705000.00000000
PA
USD
634697.26000000
0.016228389920
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.37500000
N
N
N
N
N
N
Shutterfly Finance LLC
N/A
Shutterfly Finance LLC
82568NAC5
770961.00000000
PA
USD
690010.10000000
0.017642667863
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
8.50000000
N
N
Y
N
N
N
Shutterfly Finance LLC
N/A
Shutterfly Finance LLC
82568NAE1
87833.00000000
PA
USD
88272.17000000
0.002257005479
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
9.75000000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class B
82652QAB7
234537.36000000
PA
USD
228357.96000000
0.005838818362
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
1.34000000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class C
82652QAC5
208462.72000000
PA
USD
202854.70000000
0.005186732913
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2021-2A, Class A
82652RAA7
245957.63000000
PA
USD
239227.64000000
0.006116742053
Long
ABS-O
CORP
US
Y
2
2038-09-20
Fixed
1.35000000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2024-1A, Class B
826935AB4
1689039.85000000
PA
USD
1702857.38000000
0.043539865827
Long
ABS-O
CORP
US
Y
2
2043-01-20
Fixed
5.35000000
N
N
N
N
N
N
Sinclair Television Group, Inc.
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259AW0
785000.00000000
PA
USD
730071.21000000
0.018666978750
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.12500000
N
N
N
N
N
N
Sirius XM Radio LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82967NBJ6
3583000.00000000
PA
USD
3365600.04000000
0.086054050028
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
Six Flags Entertainment Corp.
529900AS2CYWYFHRS781
Six Flags Entertainment Corp.
83001AAC6
806000.00000000
PA
USD
803160.22000000
0.020535770421
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Genesee & Wyoming, Inc.
G617XSG94Z7G0RMW3L02
Genesee & Wyoming, Inc., 1st Lien Term Loan
37156QAZ9
1000000.00000000
PA
USD
995630.00000000
0.025456974332
Long
LON
CORP
US
N
2
2031-04-10
Variable
6.07878000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBC5
15685000.00000000
PA
USD
15082711.21000000
0.385645462802
Long
DBT
CORP
FR
Y
2
2027-06-09
Variable
1.79200000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa
836205BF0
2385000.00000000
PA
USD
2340042.75000000
0.059831873509
Long
DBT
NUSS
ZA
Y
2
2036-11-19
Fixed
7.10000000
N
N
N
N
N
N
Central Parent LLC
N/A
Central Parent LLC, 1st Lien Term Loan
15477BAE7
698250.00000000
PA
USD
637327.69000000
0.016295646621
Long
LON
CORP
US
N
2
2029-07-06
Variable
7.57878000
N
N
N
N
N
N
White Cap Supply Holdings LLC
N/A
White Cap Supply Holdings LLC, 1st Lien Term Loan C
96350TAH3
1059154.89640000
PA
USD
1055426.67000000
0.026985898021
Long
LON
CORP
US
N
2
2029-10-19
Variable
7.57384000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAN9
823000.00000000
PA
USD
839316.62000000
0.021460242913
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Spirit AeroSystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems, Inc.
85205TAN0
329000.00000000
PA
USD
353372.65000000
0.009035282665
Long
DBT
CORP
US
Y
2
2029-11-30
Fixed
9.37500000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AP8
404000.00000000
PA
USD
358713.98000000
0.009171853581
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
85325C2A9
4950000.00000000
PA
USD
4949843.53000000
0.126561111749
Long
DBT
CORP
GB
Y
2
2030-10-15
Variable
5.00500000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
85325C2D3
5470000.00000000
PA
USD
5558531.95000000
0.142124489192
Long
DBT
CORP
GB
Y
2
2029-01-21
Variable
5.54500000
N
N
N
N
N
N
Standard Industries, Inc.
N/A
Standard Industries, Inc.
853496AD9
1048000.00000000
PA
USD
1024562.00000000
0.026196728237
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Graham Packaging Co., Inc.
N/A
Graham Packaging Co., Inc., 1st Lien Term Loan
38469EAE3
1038220.35460000
PA
USD
1037701.24000000
0.026532681649
Long
LON
CORP
US
N
2
2027-08-04
Variable
6.82384000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AQ5
355000.00000000
PA
USD
339029.73000000
0.008668552709
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
10.75000000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AS1
428977.00000000
PA
USD
310475.92000000
0.007938468634
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
12.75000000
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BBB0
1095000.00000000
PA
USD
1138794.53000000
0.029117506623
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
7.25000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AG4
1290000.00000000
PA
USD
1246249.52000000
0.031864992057
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Stream Innovations Issuer Trust
N/A
Stream Innovations Issuer Trust, Series 2024-1A, Class A
86324CAA9
3041279.32000000
PA
USD
3152150.07000000
0.080596409733
Long
ABS-O
CORP
US
Y
2
2044-07-15
Fixed
6.27000000
N
N
N
N
N
N
Stream Innovations Issuer Trust
N/A
Stream Innovations Issuer Trust, Series 2024-2A, Class A
86324EAA5
1923845.42000000
PA
USD
1942156.77000000
0.049658442436
Long
ABS-O
CORP
US
Y
2
2045-02-15
Fixed
5.21000000
N
N
N
N
N
N
Structured Asset Mortgage Investments II Trust
N/A
Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 2A1
86360UAF3
865221.51000000
PA
USD
613728.01000000
0.015692233256
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
4.81377960
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCR9
12115000.00000000
PA
USD
12432863.80000000
0.317892283910
Long
DBT
CORP
JP
N
2
2028-01-13
Fixed
5.52000000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAT4
1249000.00000000
PA
USD
1195054.69000000
0.030556006316
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
Genesys Cloud Services Holdings II LLC
N/A
Genesys Cloud Services Holdings II LLC, 1st Lien Term Loan B
39479UAV5
0.01270000
PA
USD
0.02000000
0.000000000511
Long
LON
CORP
US
N
2
2027-12-01
Variable
7.31159000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAP8
10000000.00000000
PA
USD
10263364.70000000
0.262420991460
Long
DBT
CORP
SE
Y
2
2028-06-15
Fixed
5.50000000
N
N
N
N
N
N
Symphony CLO XVI Ltd.
5493004PWOYFPAFQVT02
Symphony CLO Ltd., Series 2015-16A, Class B1RR
87165VAZ2
5822000.00000000
PA
USD
5827199.05000000
0.148993960249
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-15
Floating
6.00198120
N
N
N
N
N
N
Symphony CLO XXI Ltd.
5493005CJY0RF4FJJP54
Symphony CLO Ltd., Series 2019-21A, Class BR2
87166RGG6
13000000.00000000
PA
USD
13000000.00000000
0.332393224708
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Floating
5.67423000
N
N
N
N
N
N
Symphony CLO XX Ltd.
N/A
Symphony CLO Ltd., Series 2018-20A, Class BR2
87166VAY4
9350000.00000000
PA
USD
9358686.15000000
0.239289528340
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-16
Floating
5.85758160
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAJ0
1170000.00000000
PA
USD
1135457.86000000
0.029032192277
Long
DBT
CORP
US
Y
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAH8
676000.00000000
PA
USD
639204.24000000
0.016343627583
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.00000000
N
N
N
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAJ4
162000.00000000
PA
USD
154788.17000000
0.003957733767
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
Somnigroup International, Inc.
549300HFEKVR3US71V91
Somnigroup International, Inc.
88023UAH4
1142000.00000000
PA
USD
1064541.22000000
0.027218945303
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDH0
455000.00000000
PA
USD
439610.72000000
0.011240278833
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDM9
923000.00000000
PA
USD
871000.21000000
0.022270351424
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDQ0
1210000.00000000
PA
USD
1212452.67000000
0.031000850214
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.12500000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDS6
1371000.00000000
PA
USD
1369327.13000000
0.035011927724
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Termocandelaria Power SA
549300YDORW43JL6G659
Termocandelaria Power SA
88087AAA6
1730000.00000000
PA
USD
1766174.30000000
0.045158797767
Long
DBT
CORP
ES
Y
2
2031-09-17
Fixed
7.75000000
N
N
N
N
N
N
First Student Bidco, Inc.
N/A
First Student Bidco, Inc., 1st Lien Term Loan B
33718FAK6
1755953.59440000
PA
USD
1751317.88000000
0.044778938278
Long
LON
CORP
US
N
2
2028-07-21
Variable
6.89219000
N
N
N
N
N
N
MH Sub I LLC
N/A
MH Sub I LLC, 1st Lien Term Loan
45567YAP0
802585.84000000
PA
USD
769479.17000000
0.019674589435
Long
LON
CORP
US
N
2
2031-12-31
Variable
8.57384000
N
N
N
N
N
N
First Student Bidco, Inc.
N/A
First Student Bidco, Inc., 1st Lien Term Loan C
33718FAM2
536991.21000000
PA
USD
535573.55000000
0.013693924565
Long
LON
CORP
US
N
2
2028-07-21
Variable
6.89219000
N
N
N
N
N
N
Vertiv Group Corp.
N/A
Vertiv Group Corp., 1st Lien Term Loan B-3
92537EAF5
1053777.20000000
PA
USD
1052755.04000000
0.026917587890
Long
LON
CORP
US
N
2
2027-03-02
Variable
6.05861000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89115A2U5
9975000.00000000
PA
USD
10252873.58000000
0.262152747060
Long
DBT
CORP
CA
N
2
2028-07-17
Fixed
5.52300000
N
N
N
N
N
N
PAREXEL International, Inc.
N/A
PAREXEL International, Inc., 1st Lien Term Loan
71911KAE4
1037143.02850000
PA
USD
1038335.74000000
0.026548904996
Long
LON
CORP
US
N
2
2028-11-15
Variable
6.82384000
N
N
N
N
N
N
Buckeye Partners LP
N/A
Buckeye Partners LP, 1st Lien Term Loan B-6
11823LAQ8
674908.50000000
PA
USD
675002.99000000
0.017258955425
Long
LON
CORP
US
N
2
2030-11-22
Variable
6.07384000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BU0
814000.00000000
PA
USD
824727.13000000
0.021087208480
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.37500000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BV8
348000.00000000
PA
USD
354606.43000000
0.009066828828
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
6.62500000
N
N
N
N
N
N
Transocean, Inc.
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BX6
148800.00000000
PA
USD
155322.50000000
0.003971395895
Long
DBT
CORP
KY
Y
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
Transocean Titan Financing Ltd.
N/A
Transocean Titan Financing Ltd.
89386MAA6
655952.38000000
PA
USD
670123.16000000
0.017134184469
Long
DBT
CORP
KY
Y
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
Tricon Residential Trust
N/A
Tricon Residential Trust, Series 2021-SFR1, Class E1
89614YAE6
3760000.00000000
PA
USD
3610685.14000000
0.092320559776
Long
ABS-O
CORP
US
Y
2
2038-07-17
Fixed
2.79400000
N
N
N
N
N
N
Trinity Industries, Inc.
R1JB4KXN77XFCXOQKV49
Trinity Industries, Inc.
896522AJ8
950000.00000000
PA
USD
992038.45000000
0.025365143033
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
7.75000000
N
N
N
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
1335000.00000000
PA
USD
1325383.86000000
0.033888355015
Long
DBT
CORP
NL
Y
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
Coherent Corp.
549300O5C25A0MMHHU33
Coherent Corp.
902104AC2
600000.00000000
PA
USD
578927.04000000
0.014802417361
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
2865000.00000000
PA
USD
2782617.58000000
0.071147940811
Long
DBT
CORP
CH
Y
2
2027-01-30
Variable
1.36400000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AS7
7500000.00000000
PA
USD
7503670.13000000
0.191859162435
Long
DBT
CORP
CH
Y
2
2027-08-05
Variable
4.70300000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
776000.00000000
PA
USD
766186.22000000
0.019590392953
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
635000.00000000
PA
USD
612151.62000000
0.015651926998
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
614000.00000000
PA
USD
605650.40000000
0.015485699192
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BL7
500000.00000000
PA
USD
494412.25000000
0.012641483239
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797PF8
8289000.00000000
PA
USD
8151888.92000000
0.208433280429
Long
STIV
UST
US
N
2
2025-07-24
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEW7
2140000.00000000
PA
USD
2106311.71000000
0.053855672425
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFU0
214500.00000000
PA
USD
215304.38000000
0.005505055166
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
1690000.00000000
PA
USD
1668016.80000000
0.042649037155
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHH7
3010000.00000000
PA
USD
3012586.73000000
0.077027955222
Long
DBT
UST
US
N
2
2026-06-15
Fixed
4.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJA0
1230000.00000000
PA
USD
1255608.98000000
0.032104301371
Long
DBT
UST
US
N
2
2028-09-30
Fixed
4.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKE0
2940000.00000000
PA
USD
2954585.16000000
0.075544929923
Long
DBT
UST
US
N
2
2027-03-15
Fixed
4.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKR1
93390000.00000000
PA
USD
94389564.38000000
2.413419360236
Long
DBT
UST
US
N
2
2027-05-15
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKZ3
42470000.00000000
PA
USD
42846589.56000000
1.095532005507
Long
DBT
UST
US
N
2
2027-07-15
Fixed
4.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLG4
93815000.00000000
PA
USD
93312943.40000000
2.385891551057
Long
DBT
UST
US
N
2
2027-08-15
Fixed
3.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLL3
6420000.00000000
PA
USD
6328214.03000000
0.161804266775
Long
DBT
UST
US
N
2
2027-09-15
Fixed
3.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLQ2
26815000.00000000
PA
USD
26747962.50000000
0.683910885365
Long
DBT
UST
US
N
2
2027-10-15
Fixed
3.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CMB4
170810000.00000000
PA
USD
170956790.70000000
4.371144534349
Long
DBT
UST
US
N
2
2027-12-15
Fixed
4.00000000
N
N
N
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AX0
1365000.00000000
PA
USD
1333398.34000000
0.034093274927
Long
DBT
CORP
US
Y
2
2030-06-30
Fixed
7.37500000
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST5, Class A
91679XAA4
241651.05000000
PA
USD
237967.10000000
0.006084511672
Long
ABS-O
CORP
US
Y
2
2027-07-20
Fixed
2.00000000
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2022-ST1, Class A
91683NAA0
456135.09000000
PA
USD
454495.24000000
0.011620856802
Long
ABS-O
CORP
US
Y
2
2030-03-20
Fixed
2.60000000
N
N
N
N
N
N
USA Compression Partners LP
N/A
USA Compression Partners LP
91740PAF5
460000.00000000
PA
USD
462449.50000000
0.011824236966
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
VOLT C LLC
N/A
VOLT C LLC, Series 2021-NPL9, Class A1
91835DAA9
1853171.94000000
PA
USD
1850391.44000000
0.047312121362
Long
ABS-O
CORP
US
Y
2
2051-05-25
Variable
4.99179960
N
N
N
N
N
N
VOLT XCVII LLC
N/A
VOLT XCVII LLC, Series 2021-NPL6, Class A1
91835EAA7
1711232.57000000
PA
USD
1713247.72000000
0.043805533413
Long
ABS-O
CORP
US
Y
2
2051-04-25
Variable
5.23950120
N
N
N
N
N
N
VOLT CV LLC
N/A
VOLT CV LLC, Series 2021-CF2, Class A1
91835GAA2
4654367.78000000
PA
USD
4641984.37000000
0.118689550291
Long
ABS-O
CORP
US
Y
2
2051-11-27
Variable
5.48719920
N
N
N
N
N
N
VOLT XCII LLC
N/A
VOLT XCII LLC, Series 2021-NPL1, Class A1
91835MAA9
349509.28000000
PA
USD
349636.12000000
0.008939744415
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
5.89250160
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2018-2, Class A
92259BAA8
685612.96000000
PA
USD
667088.66000000
0.017056596220
Long
ABS-MBS
CORP
US
Y
2
2048-10-26
Variable
4.05000000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
1310000.00000000
PA
USD
1221357.15000000
0.031228526277
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Venture CLO Ltd.
549300AZL7IWJJ04HD37
Venture CLO Ltd., Series 2019-36A, Class A1AR
92332LAU3
10028800.88000000
PA
USD
10057242.56000000
0.257150714322
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-20
Floating
5.68478160
N
N
N
N
N
N
Venture Global LNG, Inc.
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAA9
986000.00000000
PA
USD
1027098.45000000
0.026261581991
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
8.12500000
N
N
N
N
N
N
Venture Global LNG, Inc.
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAC5
1675000.00000000
PA
USD
1849705.85000000
0.047294591711
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
Verdant Receivables LLC
N/A
Verdant Receivables LLC, Series 2024-1A, Class A2
92339MAB6
5081639.15000000
PA
USD
5158733.21000000
0.131902151313
Long
ABS-O
CORP
US
Y
2
2031-12-12
Fixed
5.68000000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Auto Receivables Trust, Series 2023-1, Class C
924933AC8
7250000.00000000
PA
USD
7500010.45000000
0.191765589140
Long
ABS-O
CORP
US
Y
2
2028-11-15
Fixed
8.32000000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Auto Receivables Trust, Series 2022-1, Class D
92512VAD1
1000000.00000000
PA
USD
1011585.00000000
0.025864923093
Long
ABS-O
CORP
US
Y
2
2029-07-16
Fixed
7.23000000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Auto Receivables Trust, Series 2024-1, Class A
92512WAA5
896854.52000000
PA
USD
903138.15000000
0.023092077079
Long
ABS-O
CORP
US
Y
2
2027-11-15
Fixed
6.28000000
N
N
N
N
N
N
VFI ABS LLC
N/A
VFI ABS LLC, Series 2023-1A, Class A
92555QAA6
884212.41000000
PA
USD
891622.64000000
0.022797640348
Long
ABS-O
CORP
US
Y
2
2029-03-26
Fixed
7.27000000
N
N
N
N
N
N
Expand Energy Corp.
X2MT1W32SPAZ9WSKLE78
Expand Energy Corp.
92735LAA0
1579000.00000000
PA
USD
1600277.03000000
0.040917018648
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAB8
1200000.00000000
PA
USD
1200192.00000000
0.030687360703
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAH5
367000.00000000
PA
USD
350302.18000000
0.008956774710
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAP7
1235000.00000000
PA
USD
1303974.75000000
0.033340951699
Long
DBT
CORP
US
Y
2
2031-10-15
Fixed
7.75000000
N
N
N
N
N
N
VistaJet Malta Finance plc
N/A
VistaJet Malta Finance plc
92841HAA0
720000.00000000
PA
USD
719913.96000000
0.018407270975
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
9.50000000
N
N
N
N
N
N
Viterra Finance BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAA7
14555000.00000000
PA
USD
14049560.01000000
0.359229119804
Long
DBT
CORP
NL
Y
2
2026-04-21
Fixed
2.00000000
N
N
N
N
N
N
Viterra Finance BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAC3
3820000.00000000
PA
USD
3810886.97000000
0.097439462227
Long
DBT
CORP
NL
Y
2
2027-04-21
Fixed
4.90000000
N
N
N
N
N
N
VOLT XCIV LLC
N/A
VOLT XCIV LLC, Series 2021-NPL3, Class A1
92873AAA6
1887180.64000000
PA
USD
1887448.81000000
0.048259630494
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
6.23949840
N
N
N
N
N
N
VOLT XCV LLC
N/A
VOLT XCV LLC, Series 2021-NPL4, Class A1
92873BAA4
1999574.35000000
PA
USD
2000715.71000000
0.051155718967
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
6.23959920
N
N
N
N
N
N
VOLT XCIII LLC
N/A
VOLT XCIII LLC, Series 2021-NPL2, Class A1
92873CAA2
2132171.24000000
PA
USD
2132945.00000000
0.054536651282
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
5.89250160
N
N
N
N
N
N
VOLT CI LLC
N/A
VOLT CI LLC, Series 2021-NP10, Class A1
92873EAA8
2176279.71000000
PA
USD
2176401.58000000
0.055647779956
Long
ABS-O
CORP
US
Y
2
2051-05-25
Variable
4.99179960
N
N
N
N
N
N
VOLT XCVI LLC
N/A
VOLT XCVI LLC, Series 2021-NPL5, Class A1
92873FAA5
1124471.90000000
PA
USD
1125345.50000000
0.028773632281
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
6.11570160
N
N
N
N
N
N
VOLT CIII LLC
N/A
VOLT CIII LLC, Series 2021-CF1, Class A1
92873JAA7
2116056.73000000
PA
USD
2115191.69000000
0.054082722055
Long
ABS-O
CORP
US
Y
2
2051-08-25
Variable
4.99179960
N
N
N
N
N
N
VOLT CVI LLC
N/A
VOLT CVI LLC, Series 2021-NP12, Class A1
92873KAA4
2731500.96000000
PA
USD
2731814.26000000
0.069848965475
Long
ABS-O
CORP
US
Y
2
2051-12-26
Variable
5.73440040
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2014-C22, Class D
92890KAJ4
1000000.00000000
PA
USD
500020.00000000
0.012784866170
Long
ABS-MBS
CORP
US
Y
2
2057-09-15
Variable
3.76350480
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2014-C22, Class B
92890KBF1
3000000.00000000
PA
USD
2730060.00000000
0.069804111311
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
4.37100120
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2014-C22, Class C
92890KBG9
8583000.00000000
PA
USD
7081146.66000000
0.181055782534
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
3.62250360
N
N
N
N
N
N
VStrong Auto Receivables Trust
N/A
VStrong Auto Receivables Trust, Series 2023-A, Class B
92920CAG2
2500000.00000000
PA
USD
2578684.25000000
0.065933628720
Long
ABS-O
CORP
US
Y
2
2030-02-15
Fixed
7.11000000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR5, Class A6
92922FM21
48372.72000000
PA
USD
47765.90000000
0.001221312425
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
5.72023800
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2013-C11, Class B
92937EAG9
39143.58000000
PA
USD
38239.04000000
0.000977722908
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
3.71400120
N
N
N
N
N
N
WR Grace Holdings LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAA9
497000.00000000
PA
USD
455244.05000000
0.011640002908
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
WR Grace Holdings LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAD3
824000.00000000
PA
USD
803226.30000000
0.020537460002
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AQ1
950000.00000000
PA
USD
928635.45000000
0.023744010138
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.45000000
N
N
N
N
N
N
Wayfair LLC
549300CTUWTZGOXMYI40
Wayfair LLC
94419NAA5
860000.00000000
PA
USD
873428.90000000
0.022332449894
Long
DBT
CORP
US
Y
2
2029-10-31
Fixed
7.25000000
N
N
N
N
N
N
Weekley Homes LLC
N/A
Weekley Homes LLC
948565AD8
850000.00000000
PA
USD
811654.55000000
0.020752959478
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493001SKB2HKIF64L70
Wells Fargo Commercial Mortgage Trust, Series 2015-C27, Class C
94989DBC2
2500000.00000000
PA
USD
2206384.25000000
0.056414398138
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.89400000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300NYO16WLNMVJJ46
Wells Fargo Commercial Mortgage Trust, Series 2015-C29, Class C
94989KBB8
3750000.00000000
PA
USD
3662416.88000000
0.093643273613
Long
ABS-MBS
CORP
US
N
2
2048-06-15
Variable
4.21211880
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300XO83D3BDYP0P62
Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class D
94989TBH6
10105912.00000000
PA
USD
8629085.56000000
0.220634582736
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
4.54224600
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
12760000.00000000
PA
USD
12477283.32000000
0.319028033717
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52600000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2X0
2600000.00000000
PA
USD
2596776.70000000
0.066396229320
Long
DBT
CORP
US
N
2
2026-04-25
Variable
3.90800000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3E1
14415000.00000000
PA
USD
14780603.32000000
0.377920953897
Long
DBT
CORP
US
N
2
2029-07-25
Variable
5.57400000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3G6
5640000.00000000
PA
USD
5931732.44000000
0.151666744141
Long
DBT
CORP
US
N
2
2029-10-23
Variable
6.30300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300RVQJTKIK3XGD11
Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class A3
95001LAT9
586210.71000000
PA
USD
571229.51000000
0.014605601452
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Fixed
3.74600000
N
N
N
N
N
N
Westgate Resorts LLC
N/A
Westgate Resorts LLC, Series 2024-1A, Class B
96034KAB9
2901598.24000000
PA
USD
2938660.64000000
0.075137760496
Long
ABS-O
CORP
US
Y
2
2038-01-20
Fixed
6.56000000
N
N
N
N
N
N
Westgate Resorts LLC
N/A
Westgate Resorts LLC, Series 2024-1A, Class C
96034KAC7
2599003.00000000
PA
USD
2633761.29000000
0.067341877561
Long
ABS-O
CORP
US
Y
2
2038-01-20
Fixed
7.06000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2023-1A, Class D
96042XAG0
3000000.00000000
PA
USD
3090075.60000000
0.079009245636
Long
ABS-O
CORP
US
Y
2
2028-11-15
Fixed
6.79000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2021-3A, Class D
96043JAL9
4914214.34000000
PA
USD
4870748.11000000
0.124538743924
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
2.12000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2021-3A, Class E
96043JAN5
13000000.00000000
PA
USD
12869337.00000000
0.329052340406
Long
ABS-O
CORP
US
Y
2
2027-04-15
Fixed
3.42000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2024-1A, Class D
96043RAG2
2000000.00000000
PA
USD
2045243.00000000
0.052294224313
Long
ABS-O
CORP
US
Y
2
2029-10-15
Fixed
6.02000000
N
N
N
N
N
N
Williams Scotsman, Inc.
549300DAKDS8SCO1OT57
Williams Scotsman, Inc.
96949VAM5
800000.00000000
PA
USD
814919.20000000
0.020836432366
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
6.62500000
N
N
N
N
N
N
THL Credit Wind River CLO Ltd.
549300QKM4OHZM4I5C40
THL Credit Wind River CLO Ltd., Series 2019-3A, Class BR2
97314JAL9
6666666.00000000
PA
USD
6672219.33000000
0.170600038389
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
5.85198000
N
N
N
N
N
N
Wingspire Equipment Finance LLC
N/A
Wingspire Equipment Finance LLC, Series 2024-1A, Class C
97415AAD4
1000000.00000000
PA
USD
1006485.40000000
0.025734532902
Long
ABS-O
CORP
US
Y
2
2032-09-20
Fixed
5.28000000
N
N
N
N
N
N
Wesco Aircraft Holdings, Inc.
529900P5VTXZS191P208
Wesco Aircraft Holdings, Inc.
97789LAB2
942000.00000000
PA
USD
395640.00000000
0.010116004263
Long
DBT
CORP
US
Y
3
2026-11-15
Fixed
9.00000000
Y
N
N
N
N
N
Wynn Resorts Finance LLC
N/A
Wynn Resorts Finance LLC
983133AA7
1900000.00000000
PA
USD
1849807.70000000
0.047297195884
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
XPO, Inc.
54930096DB9LCLPN7H13
XPO, Inc.
98379KAA0
325000.00000000
PA
USD
328737.83000000
0.008405402107
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
6.25000000
N
N
N
N
N
N
XPO, Inc.
54930096DB9LCLPN7H13
XPO, Inc.
98379KAB8
330000.00000000
PA
USD
341760.21000000
0.008738367559
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
7.12500000
N
N
N
N
N
N
Xerox Holdings Corp.
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421MAA4
1015000.00000000
PA
USD
1008916.74000000
0.025796699128
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
ZF North America Capital, Inc.
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
98877DAD7
870000.00000000
PA
USD
878773.08000000
0.022469093680
Long
DBT
CORP
US
Y
2
2028-04-14
Fixed
6.87500000
N
N
N
N
N
N
Rite Aid Equity Escrow
N/A
Rite Aid
N/A
1007.00000000
NS
USD
0.10000000
0.000000002556
Long
EC
CORP
US
N
3
N
N
N
Escrow Rite Aid
N/A
Escrow Rite Aid
N/A
100605.00000000
PA
USD
5774.83000000
0.000147654951
Long
DBT
CORP
US
N
3
2049-12-31
Fixed
0.00000000
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class IM
46637K844
104049350.05000000
NS
USD
104090969.79000000
2.661471777808
Long
STIV
RF
US
N
1
N
N
N
Republic of Iraq
N/A
Republic of Iraq
N/A
1851000.00000000
PA
USD
1816293.75000000
0.046440287429
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanese Republic
N/A
4362000.00000000
PA
USD
820056.00000000
0.020967773713
Long
DBT
NUSS
LB
Y
2
2020-03-09
Fixed
6.37500000
Y
N
N
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
222733.31180000
PA
USD
211507.55000000
0.005407975122
Long
DBT
NUSS
CI
Y
2
2032-12-31
Variable
5.74999920
N
N
N
N
N
N
Peru LNG Srl
254900F70J1LOALV5K70
Peru LNG Srl
N/A
2108410.00000000
PA
USD
1972206.71000000
0.050426780625
Long
DBT
CORP
PE
Y
2
2030-03-22
Fixed
5.37500000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
N/A
900000.00000000
PA
USD
904212.00000000
0.023119534038
Long
DBT
NUSS
AO
Y
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Republic of Senegal
N/A
2000000.00000000
PA
USD
1561260.00000000
0.039919403539
Long
DBT
NUSS
SN
Y
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
3600000.00000000
PA
USD
3510936.00000000
0.089770102983
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
N/A
2500000.00000000
PA
USD
2325000.00000000
0.059447249803
Long
DBT
NUSS
PK
Y
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
Commonwealth of the Bahamas
549300W13SXC7EKNJC20
Commonwealth of the Bahamas
N/A
1400000.00000000
PA
USD
1338330.00000000
0.034219371109
Long
DBT
NUSS
BS
Y
2
2028-11-21
Fixed
6.00000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
N/A
2000000.00000000
PA
USD
1900560.00000000
0.048594866703
Long
DBT
NUSS
AO
Y
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
5550000.00000000
PA
USD
5377839.00000000
0.137504403628
Long
DBT
NUSS
EG
Y
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
Braskem Netherlands Finance BV
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
N/A
3250000.00000000
PA
USD
2768675.00000000
0.070791447032
Long
DBT
CORP
NL
Y
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
CSN Inova Ventures
222100R8R68DM7VM3661
CSN Inova Ventures
N/A
3150000.00000000
PA
USD
3018267.00000000
0.077173192396
Long
DBT
CORP
KY
Y
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
N/A
3000000.00000000
PA
USD
1979400.00000000
0.050610703768
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
6.90000120
N
N
N
N
N
N
Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan
N/A
1300000.00000000
PA
USD
1292694.00000000
0.033052517478
Long
DBT
NUSS
JO
Y
2
2025-07-07
Fixed
4.95000000
N
N
N
N
N
N
EnfraGen Energia Sur SA
2549002TO75PYMY3VY07
EnfraGen Energia Sur SA
N/A
2200000.00000000
PA
USD
1922800.00000000
0.049163514805
Long
DBT
CORP
ES
Y
2
2030-12-30
Fixed
5.37500000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
N/A
800000.00000000
PA
USD
770992.00000000
0.019713270546
Long
DBT
NUSS
PK
Y
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
N/A
1150000.00000000
PA
USD
1219000.00000000
0.031168256993
Long
DBT
NUSS
SV
Y
2
2030-04-17
Fixed
9.25000000
N
N
N
N
N
N
Suriname Government International Bond
254900SYU4G5JM13TN77
Suriname Government International Bond
N/A
1218000.00000000
PA
USD
1179182.34000000
0.030150170808
Long
DBT
NUSS
SR
Y
2
2033-07-15
Fixed
7.95000000
N
N
Y
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
3300000.00000000
PA
USD
3286371.00000000
0.084028265713
Long
DBT
NUSS
CI
Y
2
2028-03-03
Fixed
6.37500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
2400000.00000000
PA
USD
2394000.00000000
0.061211490765
Long
DBT
NUSS
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
N/A
1600000.00000000
PA
USD
1668800.00000000
0.042669062568
Long
DBT
NUSS
SV
Y
2
2029-02-28
Fixed
8.62500000
N
N
N
N
N
N
Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan
N/A
2800000.00000000
PA
USD
2787750.00000000
0.071279170167
Long
DBT
NUSS
JO
Y
2
2026-01-29
Fixed
6.12500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBW1
1800000.00000000
PA
USD
1759644.00000000
0.044991826422
Long
DBT
NUSS
MX
N
2
2026-01-23
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
4722.00000000
NC
USD
2427098.16000000
0.062057768006
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 5 Year Note
2025-06-30
510012888.26000000
USD
2427098.16000000
N
N
N
Intelsat SA
549300YV2L21F4K80V46
Intelsat SA
N/A
14900.00000000
NS
USD
525225.00000000
0.013429325495
Long
EC
CORP
LU
N
3
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
2895.00000000
NC
USD
1105439.06000000
0.028264650297
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 2 Year Note
2025-06-30
599265000.00000000
USD
1105439.06000000
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-1472.00000000
NC
USD
-887379.86000000
-0.02268915793
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2025-06-18
-163737000.00000000
USD
-887379.86000000
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
-286.00000000
NC
USD
-265388.31000000
-0.00678563662
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Long Bond
2025-06-18
-33882062.50000000
USD
-265388.31000000
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
-844.00000000
NC
USD
-752913.03000000
-0.01925101461
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Ultra Note
2025-06-18
-96638000.00000000
USD
-752913.03000000
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
-82.00000000
NC
USD
-125211.64000000
-0.00320150006
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Ultra Bond
2025-06-18
-10237187.50000000
USD
-125211.64000000
N
N
N
2025-03-31
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer