0001145549-20-051121.txt : 20200827
0001145549-20-051121.hdr.sgml : 20200827
20200827102753
ACCESSION NUMBER: 0001145549-20-051121
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200827
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BAIRD FUNDS INC
CENTRAL INDEX KEY: 0001282693
IRS NUMBER: 000000000
STATE OF INCORPORATION: WI
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-09997
FILM NUMBER: 201140113
BUSINESS ADDRESS:
STREET 1: 777 EAST WISCONSIN AVENUE
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
BUSINESS PHONE: 414-765-3500
MAIL ADDRESS:
STREET 1: 777 EAST WISCONSIN AVENUE
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
0001282693
S000000753
Baird Aggregate Bond Fund
C000002163
Institutional
BAGIX
C000002164
Investor
BAGSX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001282693
XXXXXXXX
S000000753
C000002163
C000002164
Baird Funds Inc
811-09997
0001282693
5493002ENF40J7P07867
777 East Wisconsin Avenue
Milwaukee
53202
4147653614
Baird Aggregate Bond Fund
S000000753
549300NWEXVVDQ3ROW37
2020-12-31
2020-06-30
N
27311350362.580000000000
351718350.220000000000
26959632012.360000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
344390278.580000000000
0.000000000000
0.000000000000
35533025.950000000000
USD
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAD7
7200000
PA
USD
8271597.74
0.0306814193
Long
DBT
CORP
NL
N
2
2023-05-15
Fixed
7.75
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
59016000
PA
USD
65040235.25
0.2412504563
Long
DBT
CORP
NL
N
2
2025-07-28
Fixed
4.75
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAL4
19705000
PA
USD
21945852.6
0.0814026415
Long
DBT
CORP
NL
N
2
2026-04-18
Fixed
4.8
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAB1
6000000
PA
USD
6357332.04
0.0235809303
Long
DBT
CORP
HK
N
2
2025-03-11
Fixed
3.2
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EAX7
15350000
PA
USD
15386733.78
0.0570732337
Long
DBT
CORP
NZ
N
2
2020-08-06
Fixed
2.85
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EAZ2
3000000
PA
USD
3037820.61
0.0112680344
Long
DBT
CORP
NZ
N
2
2021-02-03
Fixed
2.75
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CV35
17948926.4
PA
USD
19048645.63
0.0706561782
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MH39
1066194.72
PA
USD
1216341.02
0.0045117122
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
5.5
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EBK4
2000000
PA
USD
2163855.82
0.0080262810
Long
DBT
CORP
NZ
N
2
2024-03-19
Fixed
3.4
N
N
N
N
N
N
AON PLC
635400FALWQYX5E6QC64
Aon PLC
00185AAC8
1274000
PA
USD
1486538.31
0.0055139414
Long
DBT
CORP
IE
N
2
2043-05-24
Fixed
4.45
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MQG0
794.35
PA
USD
834.65
0.0000030959
Long
ABS-MBS
USGSE
US
N
2
2021-11-01
Fixed
5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418WPG9
1250649.12
PA
USD
1372679.36
0.0050916102
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4
N
N
N
N
N
N
AON PLC
635400FALWQYX5E6QC64
Aon PLC
00185AAD6
6150000
PA
USD
6722234.44
0.0249344443
Long
DBT
CORP
IE
N
2
2023-11-27
Fixed
4
N
N
N
N
N
N
AON PLC
635400FALWQYX5E6QC64
Aon PLC
00185AAK0
9126000
PA
USD
10361436.08
0.0384331510
Long
DBT
CORP
IE
N
2
2025-12-15
Fixed
3.875
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419A4N4
12347548.78
PA
USD
13359561.66
0.0495539466
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BBT1
18183610.66
PA
USD
19955991.38
0.0740217499
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BCT0
17752677.51
PA
USD
19207250.24
0.0712444822
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
3.5
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBS4
15000000
PA
USD
17403247.2
0.0645529850
Long
DBT
CORP
US
N
2
2048-10-17
Fixed
4.95
N
N
N
N
N
N
AP MOLLER-MAERSK A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
00203QAD9
8900000
PA
USD
9454977.83
0.0350708712
Long
DBT
CORP
DK
N
2
2025-09-28
Fixed
3.875
N
N
N
N
N
N
AP MOLLER-MAERSK A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
00203QAE7
8000000
PA
USD
8584695.28
0.0318427762
Long
DBT
CORP
DK
N
2
2029-06-20
Fixed
4.5
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
ATandT Inc
00206RCG5
1375000
PA
USD
1628329.97
0.0060398820
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.8
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
ATandT Inc
00206RCN0
23200000
PA
USD
25495850.42
0.0945704689
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.4
N
N
N
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAD5
12100000
PA
USD
12451810.04
0.0461868694
Long
DBT
CORP
CA
N
2
2025-02-10
Fixed
2.05
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance PLC
314890AA2
34125000
PA
USD
37884515.42
0.1405231177
Long
DBT
CORP
GB
N
2
2028-10-24
Fixed
4.5
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BA5
6000000
PA
USD
5933765.34
0.0220098158
Long
DBT
CORP
US
N
2
2021-10-03
Fixed
2.65
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
JM Smucker Co/The
832696AK4
5000000
PA
USD
5541237.45
0.0205538319
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.5
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCQ3
25000000
PA
USD
29971002.75
0.1111699252
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
ATandT Inc
00206RCT7
7650000
PA
USD
8717958.13
0.0323370813
Long
DBT
CORP
US
N
2
2026-02-17
Fixed
4.125
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance PLC
314890AB0
28100000
PA
USD
28788458.99
0.1067835754
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25
N
N
N
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MAK2
12188000
PA
USD
13048658.18
0.0484007281
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.5
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
JM Smucker Co/The
832696AS7
9125000
PA
USD
9316725.01
0.0345580570
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.375
N
N
N
N
N
N
SOC QUIMICA Y MINERA DE
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833636AE3
10000000
PA
USD
10315000
0.0382609080
Long
DBT
CORP
CL
N
2
2023-04-03
Fixed
3.625
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
ATandT Inc
00206RDD1
5000000
PA
USD
5595794.4
0.0207561973
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.95
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RDG4
11764000
PA
USD
16667511.07
0.0618239561
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.375
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBG3
20000000
PA
USD
21615753.4
0.0801782212
Long
DBT
CORP
FR
N
2
2024-01-17
Fixed
5
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
21032000
PA
USD
22241931.63
0.0825008725
Long
DBT
CORP
FR
N
2
2025-04-14
Fixed
4.25
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JKF6
7000000
PA
USD
7461663.86
0.0276771725
Long
DBT
CORP
FR
N
2
2026-08-19
Fixed
4.25
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAJ1
8000000
PA
USD
8237291.6
0.0305541693
Long
DBT
CORP
FR
N
2
2022-01-12
Fixed
3.25
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
ATandT Inc
00206RDR0
10000000
PA
USD
12364503.6
0.0458630281
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.25
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RFU1
27500000
PA
USD
35262720.9
0.1307982278
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
5.15
N
N
N
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MAM8
582000
PA
USD
642352.55
0.0023826458
Long
DBT
CORP
US
N
2
2024-06-05
Fixed
3.875
N
N
N
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MAU0
17040000
PA
USD
21029963.37
0.0780053799
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
4.5
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAL6
8000000
PA
USD
8612490.88
0.0319458770
Long
DBT
CORP
FR
N
2
2023-09-14
Fixed
4.25
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAT9
15300000
PA
USD
16323435.67
0.0605476947
Long
DBT
CORP
FR
N
2
2024-03-28
Fixed
3.875
N
N
N
N
N
N
First American Government Obli
549300R5MYM6VZF1RM44
First American Government Obligations Fund
31846V211
1252507499.73
NS
USD
1252507499.73
4.6458627445
Long
STIV
RF
US
N
1
N
N
N
First Franklin Mtg Loan Asset
N/A
First Franklin Mortgage Loan Trust 2006-FF1
32027NYQ8
2854016.37
PA
USD
2847777.49
0.0105631171
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.5245
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAU6
23000000
PA
USD
23487383.8
0.0871205653
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
2.625
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAV4
21125000
PA
USD
21559032.35
0.0799678287
Long
DBT
CORP
FR
N
2
2025-01-22
Fixed
2.625
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RFW7
10000000
PA
USD
12018095.6
0.0445781144
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.9
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHA3
16599000
PA
USD
20560321.8
0.0762633622
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
5.15
N
N
N
N
N
N
First Franklin Mtg Loan Asset
N/A
First Franklin Mortgage Loan Trust 2006-FFH1
32027NZL8
127085.14
PA
USD
126797.61
0.0004703240
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.4845
N
N
N
N
N
N
FIRST HORIZON NATIONAL
TF3RXI1ZB1TQ30H9JV10
First Horizon National Corp
320517AB1
29078000
PA
USD
29304922.09
0.1086992659
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
3.5
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2006-FA8
32052DAP6
133676.01
PA
USD
100192.01
0.0003716372
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
5.75
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2006-FA6
32052FBD7
15268.32
PA
USD
14573.89
0.0000540582
Long
ABS-MBS
CORP
US
N
2
2021-11-25
Fixed
5.75
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
Sofi Consumer Loan Program 2017-6 LLC
83405QAB5
5677620.91
PA
USD
5716859.52
0.0212052580
Long
ABS-O
CORP
US
N
2
2026-11-25
Fixed
2.82
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
Sofi Consumer Loan Program 2018-3 Trust
83405XAB0
15174395.11
PA
USD
15357689.66
0.0569655018
Long
ABS-O
CORP
US
N
2
2027-08-25
Fixed
3.67
N
N
N
N
N
N
FIRST MERIT BANK (OHIO)
1OWDXUQZTNL3CMVDJO53
FirstMerit Bank NA/Akron OH
320844PD9
4600000
PA
USD
5177180.68
0.0192034545
Long
DBT
CORP
US
N
2
2026-11-25
Fixed
4.27
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AM0
5410000
PA
USD
5717459.01
0.0212074816
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.5
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHS4
2200000
PA
USD
2443929.51
0.0090651442
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.6
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHT2
7000000
PA
USD
7886564.98
0.0292532368
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.875
N
N
N
N
N
N
SOLVAY FINANCE (AMERICA)
54930073OEL5K0Y7NK81
Solvay Finance America LLC
834423AB1
61307000
PA
USD
69252940.19
0.2568764298
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
4.45
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CW5
5525000
PA
USD
6293002.18
0.0233423148
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
4.25
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHV7
6250000
PA
USD
6802158
0.0252309008
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.95
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHW5
6300000
PA
USD
7095508.18
0.0263190098
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.8
N
N
N
N
N
N
LIFESTORAGE LP
N/A
LifeStorage LP/CA
84610WAB1
6819000
PA
USD
7302867.65
0.0270881578
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.5
N
N
N
N
N
N
Specialty Underwriting & Resid
N/A
Specialty Underwriting and Residential Finance Trust Series 2004-BC4
84751PDY2
1143905.76
PA
USD
1135791.69
0.0042129347
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
0.8545
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJF0
2205000
PA
USD
3023417.74
0.0112146106
Long
DBT
CORP
US
N
2
2041-03-29
Fixed
6.25
N
N
N
N
N
N
ASB BANK LIMITED
549300IBZWZL1KTPF918
ASB Bank Ltd
00216LAA1
10000000
PA
USD
10796744.8
0.0400478196
Long
DBT
CORP
NZ
N
2
2023-06-14
Fixed
3.75
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AR9
5000000
PA
USD
5867028.1
0.0217622707
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.2
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
11650000
PA
USD
12894335.22
0.0478283057
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.2
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
4700000
PA
USD
6747619.44
0.0250286036
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.9
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
9000000
PA
USD
10841515.83
0.0402138865
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.5
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAG4
7000000
PA
USD
7943778.43
0.0294654557
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.5
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AN0
6000000
PA
USD
7354902.66
0.0272811686
Long
DBT
CORP
GB
N
2
2044-03-26
Fixed
5.7
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAV1
6000000
PA
USD
6926934.42
0.0256937276
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
4.3
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBR9
12700000
PA
USD
14852140.6
0.0550902942
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AY6
4500000
PA
USD
4553764.88
0.0168910498
Long
DBT
CORP
GB
N
2
2021-01-15
Fixed
3.05
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BJ8
31557000
PA
USD
33245743.51
0.1233167556
Long
DBT
CORP
GB
N
2
2024-03-15
Variable
3.885
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
3500000
PA
USD
4259792.74
0.0158006338
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.4
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BC1
28900000
PA
USD
30621573
0.1135830526
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBU2
9625000
PA
USD
10468614.79
0.0388307036
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCE7
24000000
PA
USD
25214442.96
0.0935266585
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
5
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCG2
17863000
PA
USD
18719719.84
0.0694361104
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.25
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCJ6
12067000
PA
USD
13220052.29
0.0490364716
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.85
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BM1
10000000
PA
USD
10381001.1
0.0385057225
Long
DBT
CORP
GB
N
2
2023-01-20
Variable
4.247
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BN9
26294000
PA
USD
27851209.56
0.1033070835
Long
DBT
CORP
GB
N
2
2025-05-21
Variable
3.785
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AL1
4300000
PA
USD
4488225.58
0.0166479482
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AM9
15000000
PA
USD
15838756.2
0.0587498976
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.4
N
N
N
N
N
N
FIVE CORNERS FUNDING TRS
N/A
Five Corners Funding Trust
33829TAA4
11330000
PA
USD
12621268.43
0.0468154329
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.419
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
Five Corners Funding Trust II
33834DAA2
30000000
PA
USD
31024411.8
0.1150772822
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.85
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BS8
14700000
PA
USD
16613591.61
0.0616239554
Long
DBT
CORP
GB
N
2
2031-04-01
Variable
4.644
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
85325WAA6
14700000
PA
USD
15013342.85
0.0556882336
Long
DBT
CORP
GB
N
2
2026-01-30
Variable
2.819
N
N
N
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711AY6
18500000
PA
USD
18944841.38
0.0702711423
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.55
N
N
N
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AA4
5000000
PA
USD
5180873.75
0.0192171531
Long
DBT
CORP
MX
N
2
2023-05-10
Fixed
2.875
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAD3
20000000
PA
USD
21839255
0.0810072444
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
4.2
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAJ0
22000000
PA
USD
23784598.2
0.0882230076
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.45
N
N
N
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AB2
1874000
PA
USD
2263963.06
0.0083976037
Long
DBT
CORP
MX
N
2
2043-05-10
Fixed
4.375
N
N
N
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
20500000
PA
USD
21159288
0.0784850772
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.5
N
N
N
N
N
N
STATE PUBLIC SCH BLDG AUTH PAL
5493006JN0UR7OGWTO86
State Public School Building Authority
85732GWM8
5800000
PA
USD
5960312
0.0221082840
Long
DBT
MUN
US
N
2
2027-04-01
Fixed
2.966
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BL3
5000000
PA
USD
5149495.25
0.0191007624
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.4
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAK7
8600000
PA
USD
9071933.51
0.0336500643
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
3.35
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AK4
10000000
PA
USD
10935567
0.0405627458
Long
DBT
CORP
US
N
2
2024-11-06
Fixed
3.95
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2016-REV1
34530UAA9
28860000
PA
USD
29128992.52
0.1080466993
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
2.31
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2016-REV2
34531BAA0
43505000
PA
USD
44009131.59
0.1632408468
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
2.03
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2017-REV1
34531FAA1
2400000
PA
USD
2467206.24
0.0091514834
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
2.62
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2019-REV1
34532PAA8
38742000
PA
USD
41443254.96
0.1537233703
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
3.52
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AM0
9150000
PA
USD
10000855.39
0.0370956673
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.1
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AG0
7000000
PA
USD
7862696.17
0.0291647014
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.5
N
N
N
N
N
N
DOMINION ENERGY GAS HLDG
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AK1
7275000
PA
USD
7324939.24
0.0271700268
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
2.8
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDC0
15000000
PA
USD
15478962.6
0.0574153334
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.45
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2018-REV1
34532RAA4
40550000
PA
USD
43422318.7
0.1610642114
Long
ABS-O
CORP
US
N
2
2031-07-15
Fixed
3.19
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A29
5900000
PA
USD
5619750
0.0208450546
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.087
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDG1
10000000
PA
USD
11038304.8
0.0409438259
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.375
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DowDuPont Inc
26078JAC4
10000000
PA
USD
11502040.3
0.0426639366
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.493
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCK3
8000000
PA
USD
9701638.72
0.0359857980
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDC0
16425000
PA
USD
18223792.91
0.0675965937
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.8
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
20000000
PA
USD
19875420
0.0737228905
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.875
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAM7
20000000
PA
USD
18777797.8
0.0696515360
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
2.875
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DowDuPont Inc
26078JAE0
29000000
PA
USD
36768121.25
0.1363821332
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.319
N
N
N
N
N
N
E.I. DU PONT DE NEMOURS
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours and Co
263534CP2
7450000
PA
USD
7738871.22
0.0287054038
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.3
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397WW9
5565000
PA
USD
5246181.15
0.0194593945
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.664
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XQ1
25000000
PA
USD
24625000
0.0913402675
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
3.2
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
10000000
PA
USD
10849572.8
0.0402437719
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65
N
N
N
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAF7
19175000
PA
USD
20589452.89
0.0763714166
Long
DBT
CORP
NL
N
2
2024-07-15
Fixed
3.625
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BM1
7000000
PA
USD
7139624.94
0.0264826498
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AD4
17850000
PA
USD
18960260.36
0.0703283352
Long
DBT
CORP
US
N
2
2024-07-18
Fixed
4.25
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XW8
7500000
PA
USD
7422825
0.0275331095
Long
DBT
CORP
US
N
2
2021-03-18
Fixed
3.336
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YL1
5000000
PA
USD
4836000
0.0179379303
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
3.339
N
N
N
N
N
N
ADVENT HEALTH SYSTEM
5493008YM33UCY5QPW83
Adventist Health System/West
007944AF8
19250000
PA
USD
19882187.33
0.0737479923
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
2.952
N
N
N
N
N
N
ADVENT HEALTH SYSTEM
5493008YM33UCY5QPW83
Adventist Health System/West
007944AG6
9000000
PA
USD
9132337.44
0.0338741176
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.63
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YQ0
34690000
PA
USD
33248630.5
0.1233274641
Long
DBT
CORP
US
N
2
2022-08-03
Fixed
2.979
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZB2
10000000
PA
USD
9784500
0.0362931512
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
4.14
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AG7
22000000
PA
USD
23073658.74
0.0855859558
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579AP3
2017664.88
PA
USD
2005577.45
0.0074391870
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
3.714357
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAM3
14000000
PA
USD
14346459.96
0.0532145986
Long
DBT
CORP
US
N
2
2030-06-04
Fixed
2.1
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAA0
8550000
PA
USD
8798040.2
0.0326341257
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.25
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAJ7
18250000
PA
USD
19748106.91
0.0732506545
Long
DBT
CORP
IT
N
2
2029-05-09
Fixed
4.25
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAR3
20225000
PA
USD
20538194.44
0.0761812863
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.3
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZQ9
9350000
PA
USD
9440695
0.0350178927
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.584
N
N
N
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
Fortive Corp
34959JAF5
5125000
PA
USD
5189617.18
0.0192495846
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.35
N
N
N
N
N
N
FORTUNE BRANDS HOME & SE
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964CAE6
15000000
PA
USD
15992295.6
0.0593194135
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.25
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
Orange SA
35177PAL1
29044000
PA
USD
47385026.93
0.1757628847
Long
DBT
CORP
FR
N
2
2031-03-01
Fixed
9
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAF9
15000000
PA
USD
14345402.1
0.0532106747
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.3
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158AZ9
10425000
PA
USD
10968894.25
0.0406863649
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.7
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corp Mortgage Loan Trust 2005-7XS
86359B7S4
7162.15
PA
USD
7353.2
0.0000272749
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
5.44
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corp Mortgage Loan Trust 2006-OPT1
86359UAF6
9861231.24
PA
USD
9341033.54
0.0346482234
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.3345
N
N
N
N
N
N
SUMITOMO MITSUI BANKING
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp
865622BE3
1850000
PA
USD
2017559.68
0.0074836321
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.95
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAH3
15775000
PA
USD
16155966.25
0.0599265088
Long
DBT
CORP
JP
N
2
2021-10-19
Fixed
2.442
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAQ3
10000000
PA
USD
10416728
0.0386382425
Long
DBT
CORP
JP
N
2
2022-07-12
Fixed
2.784
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAX8
12000000
PA
USD
12692961.84
0.0470813616
Long
DBT
CORP
JP
N
2
2023-01-17
Fixed
3.102
N
N
N
N
N
N
RIO TINTO ALCAN INC
2138007ZSQ7B17SKOX77
Rio Tinto Alcan Inc
013716AW5
446000
PA
USD
641563.54
0.0023797192
Long
DBT
CORP
CA
N
2
2035-06-01
Fixed
5.75
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAA1
14770000
PA
USD
15889188.92
0.0589369651
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
2.75
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-4
35563PML0
61602093.52
PA
USD
65553159.4
0.2431530199
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
3
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust 2006-A
35729RAA4
18371121.89
PA
USD
17359420.53
0.0643904209
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
0.3295
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAC7
7000000
PA
USD
7729847.51
0.0286719326
Long
DBT
CORP
US
N
2
2049-09-23
Fixed
3.8
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAD6
7000000
PA
USD
7302546.72
0.0270869673
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.2
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBM1
12000000
PA
USD
12712440.84
0.0471536141
Long
DBT
CORP
JP
N
2
2024-07-16
Fixed
2.696
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBT6
19000000
PA
USD
19929657.27
0.0739240701
Long
DBT
CORP
JP
N
2
2024-09-27
Fixed
2.448
N
N
N
N
N
N
FRESENIUS MED CARE II
5493008GJ5TVVTY4UM62
Fresenius Medical Care US Finance II Inc
35802XAJ2
14530000
PA
USD
15730015.41
0.0583465509
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
4.75
N
N
N
N
N
N
FRESENIUS MED CARE III
5299006ZHLMXOOUVTU44
Fresenius Medical Care US Finance III Inc
35805BAA6
14200000
PA
USD
15402461.68
0.0571315724
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.75
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQT Midstream Partners LP
26885BAA8
3000000
PA
USD
2841870
0.0105412047
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
4
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQT Midstream Partners LP
26885BAB6
10000000
PA
USD
9168700
0.0340089954
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.125
N
N
N
N
N
N
GE Capital Mtg Services Inc
N/A
GE Capital Mortgage Services Inc 1999-HE1 Trust
36157RD85
104.7
PA
USD
106.3
0.0000003943
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Fixed
6.265
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
15000000
PA
USD
15251299.5
0.0565708742
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQT Midstream Partners LP
26885BAD2
10405000
PA
USD
10475025.65
0.0388544830
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.75
N
N
N
N
N
N
EATON OH CMNTY CITY SCHS
N/A
Eaton Community City School District
278182BG4
2305000
PA
USD
2309794.4
0.0085676036
Long
DBT
MUN
US
N
2
2027-08-25
Fixed
5.39
N
N
N
N
N
N
ALLEGION PLC
N/A
Allegion PLC
01748TAB7
15000000
PA
USD
15727480.35
0.0583371477
Long
DBT
CORP
IE
N
2
2029-10-01
Fixed
3.5
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-28CB
02147TAS5
542828.78
PA
USD
398020.52
0.0014763574
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
6
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AJ6
5000000
PA
USD
5116109.4
0.0189769259
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.95
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc/DE
28368EAA4
3670000
PA
USD
4834498.71
0.0179323616
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
8.05
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-43CB
02149FAW4
34062.34
PA
USD
33957.58
0.0001259571
Long
ABS-MBS
CORP
US
N
2
2022-02-25
Fixed
6
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AF9
10000000
PA
USD
10061194.3
0.0373194793
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
2.7
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AJ1
20000000
PA
USD
22452388
0.0832815077
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.5
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AP6
10175000
PA
USD
10497998.46
0.0389396949
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.25
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc/DE
28368EAD8
14995000
PA
USD
20351292.72
0.0754880212
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
7.8
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc/DE
28368EAE6
26569000
PA
USD
37134367.17
0.1377406307
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCB4
7575000
PA
USD
7588913.15
0.0281491719
Long
DBT
CORP
JP
N
2
2030-07-08
Fixed
2.13
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAT6
12000000
PA
USD
12604383.24
0.0467528015
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.9
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAD1
6617000
PA
USD
9339083.26
0.0346409894
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
7.5
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAG4
10000000
PA
USD
10963706.9
0.0406671237
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.3
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BW6
10830000
PA
USD
11118688.6
0.0412419895
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
6.4
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CU9
17698000
PA
USD
19102394.88
0.0708555476
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
4.875
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CW5
1410000
PA
USD
1986689.72
0.0073691277
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.82
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CY1
893000
PA
USD
996722.27
0.0036970915
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.125
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAD5
8975000
PA
USD
9461471.57
0.0350949581
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.05
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176W7E5
11947181.76
PA
USD
12759666.1
0.0473287844
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
3.5
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179ME48
7599293.29
PA
USD
8369875.99
0.0310459578
Long
ABS-MBS
USGA
US
N
2
2042-06-20
Fixed
4
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MNH9
2991275.66
PA
USD
3252216.6
0.0120632826
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
3.5
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MX47
60265715.32
PA
USD
65523115.53
0.2430415797
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.5
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NQ50
11516692.07
PA
USD
12626289.76
0.0468340582
Long
ABS-MBS
USGA
US
N
2
2043-10-20
Fixed
4
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414HAE3
10000000
PA
USD
10500000
0.0389471191
Long
DBT
CORP
US
N
2
2023-08-28
Fixed
5.022
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AD4
15000000
PA
USD
15396992.85
0.0571112871
Long
DBT
CORP
CA
N
2
2025-06-15
Fixed
3.85
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DC8
4875000
PA
USD
5587730.31
0.0207262855
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.875
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DD6
12135000
PA
USD
13429088.29
0.0498118382
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
3.75
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BM5
16158000
PA
USD
16280194.39
0.0603873020
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.75
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AH3
5000000
PA
USD
4897646.4
0.0181665922
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.9
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAK2
13700000
PA
USD
14870028.77
0.0551566459
Long
DBT
CORP
US
N
2
2025-04-02
Fixed
3
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
12300000
PA
USD
15303250.53
0.0567635735
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.4
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QPH8
42414803.11
PA
USD
46216864.79
0.1714298799
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Fixed
4
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QYT2
9070615.69
PA
USD
9876885.3
0.0366358313
Long
ABS-MBS
USGA
US
N
2
2045-01-20
Fixed
4
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R7K9
9585825.93
PA
USD
10361188.21
0.0384322316
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
4
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBW8
22047135.17
PA
USD
23466664.88
0.0870437136
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3
N
N
N
N
N
N
OVINTIV INC
N/A
Encana Corp
292505AJ3
20000000
PA
USD
19950508.8
0.0740014136
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.9
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAP1
4500000
PA
USD
6194379.83
0.0229764999
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
7.5
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAV1
7425000
PA
USD
7428810.58
0.0275553115
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.4
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
SunTrust Bank/Atlanta GA
86787GAJ1
3925000
PA
USD
4328328.92
0.0160548516
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.3
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CR9
13350000
PA
USD
14337858.35
0.0531826931
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15
N
N
N
N
N
N
AMSOUTH BANCORP
N/A
AmSouth Bancorp
032165AD4
223000
PA
USD
270698.98
0.0010040900
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.75
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AM7
10000000
PA
USD
10743617.2
0.0398507561
Long
DBT
CORP
US
N
2
2023-12-05
Fixed
3.125
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AP5
13831000
PA
USD
15401178.52
0.0571268128
Long
DBT
CORP
GB
N
2
2025-05-14
Fixed
4.875
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAX4
20000000
PA
USD
28656261.2
0.1062932209
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.375
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAC5
4565000
PA
USD
6329636.86
0.0234782020
Long
DBT
CORP
NL
N
2
2037-09-15
Fixed
6.8
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
SunTrust Banks Inc
867914BK8
14150000
PA
USD
14364692.71
0.0532822284
Long
DBT
CORP
US
N
2
2021-03-03
Fixed
2.9
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
SunTrust Banks Inc
867914BM4
12800000
PA
USD
13201685.76
0.0489683455
Long
DBT
CORP
US
N
2
2022-01-27
Fixed
2.7
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAP4
1968000
PA
USD
2031638.31
0.0075358533
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
6.05
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Partners LP
29273RAR0
5621000
PA
USD
6088871.58
0.0225851435
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
6.5
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AV2
4675000
PA
USD
5280152.62
0.0195854032
Long
DBT
CORP
GB
N
2
2025-04-01
Fixed
5.375
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
37000000
PA
USD
45276357.58
0.1679413041
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.9
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAZ2
3550000
PA
USD
3637776.59
0.0134934208
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
5.95
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Partners LP
29273RBD0
21190000
PA
USD
22485388.99
0.0834039166
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05
N
N
N
N
N
N
SUNTORY HOLDINGS LTD
54930074QUY8RD0UZM08
Suntory Holdings Ltd
86803UAC5
16500000
PA
USD
16967540.21
0.0629368391
Long
DBT
CORP
JP
N
2
2022-06-28
Fixed
2.55
N
N
N
N
N
N
SUNTORY HOLDINGS LTD
54930074QUY8RD0UZM08
Suntory Holdings Ltd
86803UAD3
8500000
PA
USD
8852982.99
0.0328379222
Long
DBT
CORP
JP
N
2
2024-10-16
Fixed
2.25
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBX6
26093343.65
PA
USD
27932348.5
0.1036080481
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.5
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RLQ0
8886373.96
PA
USD
9631234.89
0.0357246526
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
4
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBU1
20000000
PA
USD
25269739.8
0.0937317683
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AM2
7000000
PA
USD
7948890.11
0.0294844162
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.375
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAH7
10000000
PA
USD
10495528.7
0.0389305340
Long
DBT
CORP
NL
N
2
2023-04-24
Fixed
4.441
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAC7
10225000
PA
USD
10454790.11
0.0387794244
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
3.75
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RXF1
12548781.57
PA
USD
13754100.82
0.0510173908
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
4.5
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2S5
2151671.7
PA
USD
2379747.87
0.0088270785
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
5
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
4075000
PA
USD
4923797.72
0.0182635939
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AD5
8650000
PA
USD
10763083.59
0.0399229618
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
4.375
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB97
23249091.21
PA
USD
25129934.32
0.0932131949
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
4
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TAM7
39870718.3
PA
USD
43561487.3
0.1615804225
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
4.5
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCZ6
9858872.3
PA
USD
10745518.45
0.0398578083
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.5
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG66
13146989.75
PA
USD
14344990.13
0.0532091466
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.5
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBJ7
5797000
PA
USD
5974513.24
0.0221609599
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.125
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAA6
22790000
PA
USD
24882190.37
0.0922942507
Long
DBT
CORP
NL
N
2
2027-05-25
Fixed
3.625
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AJ2
6000000
PA
USD
6368077.62
0.0236207884
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.375
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AK6
2678000
PA
USD
2830833.46
0.0105002674
Long
DBT
CORP
US
N
2
2023-05-03
Fixed
2.4
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184HMM3
13908283.43
PA
USD
14979349.07
0.0555621422
Long
ABS-MBS
USGA
US
N
2
2045-03-20
Fixed
3.5
N
N
N
N
N
N
GMAC Mortgage Corporation Loan
N/A
GMACM Mortgage Loan Trust 2004-GH1
36185HEB5
115.33
PA
USD
116.11
0.0000004307
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
4.81
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2012-GCJ9
36192PAJ5
37675945.37
PA
USD
38304949.05
0.1420826109
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Fixed
2.773
N
N
N
N
N
N
GS Mortgage Securities Trust
549300ITVQSU1IHX4H03
GS Mortgage Securities Trust 2013-GCJ14
36198FAE2
25500000
PA
USD
27544271.25
0.1021685728
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Fixed
4.243
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAB4
7000000
PA
USD
7240433.76
0.0268565749
Long
DBT
CORP
NL
N
2
2022-05-25
Fixed
2.875
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAC2
34392000
PA
USD
41040224.66
0.1522284304
Long
DBT
CORP
NL
N
2
2047-05-25
Fixed
4.75
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202D2F7
33419.9
PA
USD
38398.98
0.0001424314
Long
ABS-MBS
USGA
US
N
2
2033-11-20
Fixed
6
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FHY5
1458779.73
PA
USD
1646134.63
0.0061059240
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Fixed
5
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DW7
10000000
PA
USD
10474726.9
0.0388533749
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal
03938LBA1
13000000
PA
USD
13174516.03
0.0488675662
Long
DBT
CORP
LU
N
2
2026-03-11
Fixed
4.55
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FX76
6801778.83
PA
USD
7395054.33
0.0274301011
Long
ABS-MBS
USGA
US
N
2
2041-10-20
Fixed
3.5
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2004-6
36228F7D2
739948.69
PA
USD
731993.35
0.0027151459
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
0.9845
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A3BU3
35250808.33
PA
USD
37888383.09
0.1405374638
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAPJ7
154990825.21
PA
USD
166663912.71
0.6181980252
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
3.5
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
26864000
PA
USD
28210744.7
0.1046406890
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAG8
23127000
PA
USD
24572495.78
0.0911455163
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.5
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAL7
3185000
PA
USD
3296598.93
0.0122279077
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
3.7
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAM5
34825000
PA
USD
36401413.87
0.1350219241
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.95
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust 2005-WMC2
362341UW7
2918227.05
PA
USD
2911101.62
0.0107980021
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.8045
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust 2005-WMC2
362341UZ0
2978313.56
PA
USD
2974433.12
0.0110329144
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.8845
N
N
N
N
N
N
GM Financial Consumer Automobi
N/A
GM Financial Consumer Automobile Receivables Trust 2020-2
36258VAD6
4475000
PA
USD
4574013.4
0.0169661567
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.49
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BK3
4000000
PA
USD
4436089.44
0.0164545623
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.25
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAN3
1538000
PA
USD
1609835.74
0.0059712823
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.375
N
N
N
N
N
N
Synchrony Card Issuance Trust
N/A
Synchrony Card Funding LLC
87166PAE1
47621000
PA
USD
49332622.55
0.1829870027
Long
ABS-O
CORP
US
N
2
2025-03-15
Fixed
2.95
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal
03938LBB9
10000000
PA
USD
9910680.4
0.0367611857
Long
DBT
CORP
LU
N
2
2024-07-16
Fixed
3.6
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal
03938LBC7
15000000
PA
USD
15097392
0.0559999929
Long
DBT
CORP
LU
N
2
2029-07-16
Fixed
4.25
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039482AB0
7000000
PA
USD
7964241.46
0.0295413582
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
3.25
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W3
040104PB1
1460955.12
PA
USD
1454349.85
0.0053945464
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.5245
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BL1
10500000
PA
USD
12004976.55
0.0445294526
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.5
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BV4
4000000
PA
USD
4094057
0.0151858786
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.45
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAF5
8000000
PA
USD
8605368.24
0.0319194573
Long
DBT
CORP
NL
N
2
2028-04-06
Fixed
3.5
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAK4
6615000
PA
USD
7813629.4
0.0289827005
Long
DBT
CORP
NL
N
2
2029-06-14
Fixed
4.875
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W5
040104QK0
23416003.61
PA
USD
22931282.97
0.0850578486
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.4195
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2018-1
042856AA2
20587410.12
PA
USD
21134753.18
0.0783940714
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Variable
3.763
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BC0
11550000
PA
USD
12369642.29
0.0458820888
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.3
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BP1
10165000
PA
USD
11865271.9
0.0440112532
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.65
N
N
N
N
N
N
TC PIPELINES LP
6HL0C5LCIE4TN8UZHL06
TC PipeLines LP
87233QAB4
31115000
PA
USD
33339637.87
0.1236650332
Long
DBT
CORP
US
N
2
2025-03-13
Fixed
4.375
N
N
N
N
N
N
TC PIPELINES LP
6HL0C5LCIE4TN8UZHL06
TC PipeLines LP
87233QAC2
10327000
PA
USD
10861744.66
0.0402889203
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
3.9
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAD5
7797000
PA
USD
7945916.31
0.0294733856
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.8
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAE3
10000000
PA
USD
10371775.9
0.0384715040
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
10000000
PA
USD
10011306.8
0.0371344342
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.625
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962G3A0
13124000
PA
USD
15295754.14
0.0567357675
Long
DBT
CORP
US
N
2
2037-08-07
Fixed
6.15
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-3
04285AAA3
37438143.98
PA
USD
38250630.32
0.1418811292
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
2.962
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2020-1
04285CAA9
35000000
PA
USD
35005320
0.1298434637
Long
ABS-MBS
CORP
US
N
2
2055-03-25
Fixed
1.662
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1
04541GVG4
1204258.75
PA
USD
1194630.34
0.0044311819
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.3995
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1
04541GVJ8
303166.82
PA
USD
302916.25
0.0011235919
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.3845
N
N
N
N
N
N
TD AMERITRADE HOLDING CO
ZI85ER3E6RXD4HPHW309
TD Ameritrade Holding Corp
87236YAD0
7000000
PA
USD
7814072.21
0.0289843430
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.625
N
N
N
N
N
N
TD AMERITRADE HOLDING CO
ZI85ER3E6RXD4HPHW309
TD Ameritrade Holding Corp
87236YAE8
4625000
PA
USD
4811742.84
0.0178479544
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.95
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962G4B7
5000000
PA
USD
6142386.8
0.0227836448
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.875
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962G6F6
11538000
PA
USD
12082899.24
0.0448184873
Long
DBT
CORP
US
N
2
2022-09-07
Fixed
3.15
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAN3
5468000
PA
USD
6094640.89
0.0226065433
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.5
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29279FAA7
3850000
PA
USD
4081431.82
0.0151390487
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25
N
N
N
N
N
N
TTX CO
549300I8CNSYS1OGX775
TTX Co
87305QCH2
5000000
PA
USD
5495824.2
0.0203853828
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.6
N
N
N
N
N
N
TTX CO
549300I8CNSYS1OGX775
TTX Co
87305QCJ8
10250000
PA
USD
11945720.54
0.0443096572
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.9
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAJ2
13075000
PA
USD
14443287.24
0.0535737551
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
293791AT6
4930000
PA
USD
6097080.23
0.0226155914
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.75
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2006-HE3
04541GWZ1
8225419.39
PA
USD
8062288.76
0.0299050401
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
0.3495
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset Backed Securities Corp Home Equity Loan Trust Series MO 2006-HE6
04544NAA2
20323236.17
PA
USD
19289360.63
0.0715490502
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
0.3295
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962G6S8
2850000
PA
USD
2984790.44
0.0110713323
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.1
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAQ9
2675000
PA
USD
2747305.25
0.0101904405
Long
DBT
CORP
US
N
2
2021-09-25
Fixed
4.375
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBF2
30000000
PA
USD
30398907.6
0.1127571311
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
4.2
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBS4
5000000
PA
USD
5081916.85
0.0188500972
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
3.45
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
8350000
PA
USD
9383749.37
0.0348066671
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.7
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBH8
9675000
PA
USD
9590150.25
0.0355722595
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.15
N
N
N
N
N
N
TTX CO
549300I8CNSYS1OGX775
TTX Co
87305QCN9
8325000
PA
USD
10785598.02
0.0400064734
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.6
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
25000000
PA
USD
24918897
0.0924304048
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.175
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670GAD4
14100000
PA
USD
14742162.22
0.0546823570
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.704
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAA4
6675000
PA
USD
7050152.22
0.0261507732
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAQ4
3500000
PA
USD
4312747.11
0.0159970548
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
4.95
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
8900000
PA
USD
10276835.79
0.0381193474
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05
N
N
N
N
N
N
TALENT YIELD INVESTMENTS
254900EXY1S3X2E8L881
Talent Yield Investments Ltd
874246AB7
1785000
PA
USD
1860213.72
0.0068999967
Long
DBT
CORP
VG
N
2
2022-04-25
Fixed
4.5
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBL9
15850000
PA
USD
16951731.44
0.0628782004
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.25
N
N
N
N
N
N
ATLANTA GA INDEP SCH SYS COPS
N/A
Atlanta Independent School System
04778CAF2
4465000
PA
USD
5387335.05
0.0199829695
Long
DBT
MUN
US
N
2
2026-03-01
Fixed
5.557
N
N
N
N
N
N
AUSGRID FINANCE PTY LTD
549300DN8D7YR73BKB57
Ausgrid Finance Pty Ltd
052113AA5
5000000
PA
USD
5257254.85
0.0195004696
Long
DBT
CORP
AU
N
2
2023-05-01
Fixed
3.85
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBY1
6000000
PA
USD
6104225.4
0.0226420947
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.15
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCB0
9000000
PA
USD
9014102.73
0.0334355555
Long
DBT
CORP
US
N
2
2020-11-06
Fixed
2.45
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBH4
33700000
PA
USD
36590949.11
0.1357249576
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.992
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBJ0
10000000
PA
USD
11222175.6
0.0416258486
Long
DBT
CORP
US
N
2
2027-03-19
Fixed
3.294
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAR9
5475000
PA
USD
6515250
0.0241666874
Long
DBT
CORP
LU
N
2
2036-07-18
Fixed
7.2
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SAU
87938WAP8
8830000
PA
USD
9090596.79
0.0337192911
Long
DBT
CORP
ES
N
2
2021-02-16
Fixed
5.462
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCR5
33000000
PA
USD
35273551.17
0.1308384000
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.1
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCV6
13000000
PA
USD
12948161.72
0.0480279616
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.9
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia and New Zealand Banking Group Ltd
052528AH9
44423000
PA
USD
48238453.27
0.1789284559
Long
DBT
CORP
AU
N
2
2024-03-19
Fixed
4.5
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AL0
5000000
PA
USD
5099661.75
0.0189159175
Long
DBT
CORP
AU
N
2
2030-07-22
Variable
2.95
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
14000000
PA
USD
15310839.32
0.0567917222
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.2
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAG7
2500000
PA
USD
2770718
0.0102772842
Long
DBT
CORP
FR
N
2
2024-04-15
Fixed
4
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBK7
22250000
PA
USD
25321868.6
0.0939251270
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
3.482
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBL5
3500000
PA
USD
3592105.41
0.0133240150
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
1.571
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBN1
14500000
PA
USD
15522843.2
0.0575780975
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AS4
46920000
PA
USD
50647644.33
0.1878647465
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.1
N
N
N
N
N
N
GENPACT LUXEMBOURG SARL
549300875ZJZQ1PBR343
Genpact Luxembourg Sarl
37254BAC4
24000000
PA
USD
24766542.72
0.0918652848
Long
DBT
CORP
LU
N
2
2024-12-01
Fixed
3.375
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BG7
4600000
PA
USD
6036202.29
0.0223897800
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
4.6
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
22955000
PA
USD
25579766.52
0.0948817347
Long
DBT
CORP
FR
N
2
2023-10-22
Fixed
5.7
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
31285000
PA
USD
34914148.22
0.1295052848
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SAU
87938WAU7
7225000
PA
USD
8998936.12
0.0333792988
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.213
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAV5
4000000
PA
USD
4787187.52
0.0177568726
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.665
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AF5
13691000
PA
USD
14636077
0.0542888604
Long
DBT
CORP
US
N
2
2023-05-30
Fixed
4.125
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AH1
35620000
PA
USD
38989936.96
0.1446234019
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
4.625
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AT2
5000000
PA
USD
5397417.7
0.0200203686
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.2
N
N
N
N
N
N
FMR LLC
6X064LF7Y6B4DKF2GZ26
FMR LLC
30251BAD0
1750000
PA
USD
2286658.29
0.0084817860
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.95
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SAU
87938WAW3
12550000
PA
USD
15137702.95
0.0561495162
Long
DBT
CORP
ES
N
2
2048-03-06
Fixed
4.895
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAX1
10375000
PA
USD
13644538.18
0.0506109956
Long
DBT
CORP
ES
N
2
2049-03-01
Fixed
5.52
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
38254000
PA
USD
41768111.52
0.1549283444
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.5
N
N
N
N
N
N
BNZ INTL FUNDING/LONDON
549300HVMZ89HDMELW08
BNZ International Funding Ltd/London
05579HAB8
14000000
PA
USD
14201222.42
0.0526758763
Long
DBT
CORP
NZ
N
2
2021-03-02
Fixed
2.75
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AL2
4450000
PA
USD
4835718.97
0.0179368879
Long
DBT
CORP
US
N
2
2025-04-16
Fixed
4
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AN8
25550000
PA
USD
27384035.47
0.1015742183
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
4
N
N
N
N
N
N
PACTIV LLC
549300O4WTC6DL4JIE57
Pactiv LLC
880394AB7
286000
PA
USD
304590
0.0011298003
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.95
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
25000000
PA
USD
23617187.5
0.0876020396
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.8
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
2000000
PA
USD
2125839.46
0.0078852688
Long
DBT
CORP
US
N
2
2027-10-27
Fixed
3.875
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AV0
11000000
PA
USD
12398992.43
0.0459909558
Long
DBT
CORP
US
N
2
2029-03-12
Fixed
4.875
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128LXDV9
7997522.32
PA
USD
9179655.69
0.0340496327
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M6V39
3479216.86
PA
USD
3993155.29
0.0148116090
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
14467000
PA
USD
15181014.59
0.0563101699
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.9
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141EB81
5000000
PA
USD
5078160
0.0188361621
Long
DBT
CORP
US
N
2
2023-11-29
Floating
1.9625
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M6YJ1
0.03
PA
USD
0.03
0.0000000001
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M7JH0
3914915
PA
USD
4460552.75
0.0165453028
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5
N
N
N
N
N
N
BNZ INTL FUNDING/LONDON
549300HVMZ89HDMELW08
BNZ International Funding Ltd/London
05579HAH5
20350000
PA
USD
21210196.94
0.0786739112
Long
DBT
CORP
NZ
N
2
2022-11-03
Fixed
2.65
N
N
N
N
N
N
BNZ INTL FUNDING/LONDON
549300HVMZ89HDMELW08
BNZ International Funding Ltd/London
05579HAJ1
20000000
PA
USD
21329711.2
0.0791172194
Long
DBT
CORP
NZ
N
2
2023-03-01
Fixed
3.375
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9B43
7751089.28
PA
USD
8381031.93
0.0310873380
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
3.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9NV0
11243641.78
PA
USD
12168865.66
0.0451373582
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.5
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
15000000
PA
USD
13393200
0.0496787196
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15
N
N
N
N
N
N
TEXAS ST PRIV ACTIVITY BOND SU
N/A
Texas Private Activity Bond Surface Transportation Corp
882667AZ1
8800000
PA
USD
9058896
0.0336017049
Long
DBT
MUN
US
N
2
2049-12-31
Fixed
3.922
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAG7
12000000
PA
USD
12414167.16
0.0460472426
Long
DBT
CORP
FR
N
2
2025-01-14
Fixed
2.375
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2005-9
05948KM97
117731.54
PA
USD
114876.13
0.0004261042
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.5
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
19675000
PA
USD
19587887.95
0.0726563624
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BN1
7975000
PA
USD
8450762.42
0.0313459858
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9UA8
12498130.2
PA
USD
13703913.81
0.0508312347
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9VX7
10558017.1
PA
USD
11425711.69
0.0423808147
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.5
N
N
N
N
N
N
Thornburg Mortgage Securities
N/A
Thornburg Mortgage Securities Trust 2003-5
885220ED1
7881847
PA
USD
7609255.69
0.0282246274
Long
ABS-MBS
CORP
US
N
2
2043-10-25
Variable
3.860151
N
N
N
N
N
N
THREE RIVERS OH LOCAL SCH DIST
N/A
Three Rivers Local School District
885715CH3
2365000
PA
USD
2399741.85
0.0089012411
Long
DBT
MUN
US
N
2
2027-09-15
Fixed
5.209
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141EC23
3000000
PA
USD
3307730.88
0.0122691989
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
3.85
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVX9
10000000
PA
USD
10135060
0.0375934657
Long
DBT
CORP
US
N
2
2027-10-28
Floating
2.63713
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
893000
PA
USD
1174777.09
0.0043575413
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
2767000
PA
USD
3676802.33
0.0136381770
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWC4
20000000
PA
USD
20387275.8
0.0756214914
Long
DBT
CORP
US
N
2
2022-04-26
Fixed
3
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWJ9
12000000
PA
USD
12439604.04
0.0461415943
Long
DBT
CORP
US
N
2
2023-06-05
Variable
2.908
N
N
N
N
N
N
TIMKEN CO
B0I35MLPFXZSE70ASS73
Timken Co/The
887389AJ3
6255000
PA
USD
6562616.33
0.0243423810
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.875
N
N
N
N
N
N
TIMKEN CO
B0I35MLPFXZSE70ASS73
Timken Co/The
887389AK0
6550000
PA
USD
7060267.47
0.0261882932
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MAAA7
9550667.7
PA
USD
10473353.41
0.0388482803
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MABS7
35449949.84
PA
USD
38761831.98
0.1437773036
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
3.5
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWL4
6775000
PA
USD
7589431.29
0.0281510938
Long
DBT
CORP
US
N
2
2028-06-05
Variable
3.691
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWM2
8000000
PA
USD
8311266
0.0308285588
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.905
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2005-10
05948KT25
3829.71
PA
USD
3817.82
0.0000141612
Long
ABS-MBS
CORP
US
N
2
2020-11-25
Fixed
5.25
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2005-11
05948KU72
65876.12
PA
USD
62447.58
0.0002316337
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.5
N
N
N
N
N
N
TOBACCO SETTLEMENT AUTH IA TOB
N/A
Iowa Tobacco Settlement Authority
888805AP3
3010000
PA
USD
3012016.7
0.0111723213
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
6.5
N
N
N
N
N
N
GLOBE LIFE INC
5493001JFHKQOPP6XA71
Torchmark Corp
891027AQ7
12475000
PA
USD
13108510.19
0.0486227341
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.8
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MAD22
51800849.2
PA
USD
56071007.14
0.2079813519
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MAGC7
8476820.59
PA
USD
9714314.92
0.0360328172
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.5
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWQ3
15000000
PA
USD
16165186.95
0.0599607107
Long
DBT
CORP
US
N
2
2025-09-29
Variable
3.272
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
10000000
PA
USD
11634869.8
0.0431566343
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.223
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128ME6K2
56260576.1
PA
USD
59992644.48
0.2225276831
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MEUY5
6185457.01
PA
USD
6571865.23
0.0243766874
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
3
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2007-1
059496AA7
153010.63
PA
USD
145108.58
0.0005382439
Long
ABS-MBS
CORP
US
N
2
2022-04-25
Variable
4.946362
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-5
05950BAG9
262113.85
PA
USD
249515.9
0.0009255167
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Fixed
6
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MFFC7
13997440.92
PA
USD
14924778.8
0.0553597274
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2N9
23442724.79
PA
USD
24929505.3
0.0924697536
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXH2
30000000
PA
USD
34054523.4
0.1263167219
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.8
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
5000000
PA
USD
5482538
0.0203361010
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJDK3
132797.5
PA
USD
152218.56
0.0005646166
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJFJ4
122649.5
PA
USD
143151.55
0.0005309848
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJJP6
416089.43
PA
USD
476595.7
0.0017678123
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJMW7
2971277.47
PA
USD
3302945.4
0.0122514484
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.5
N
N
N
N
N
N
GOLDMAN SACHS CAPITAL I
5299005MCIJK7R2NP351
Goldman Sachs Capital I
38143VAA7
1053000
PA
USD
1449985.93
0.0053783595
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
6.345
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAG5
6175000
PA
USD
6214296.28
0.0230503750
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
2.35
N
N
N
N
N
N
GLOBE LIFE INC
5493001JFHKQOPP6XA71
Torchmark Corp
891027AS3
5000000
PA
USD
5780948.65
0.0214429806
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.55
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-5
89171VAA5
2901546.47
PA
USD
2944317.3
0.0109212073
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Variable
3.5
N
N
N
N
N
N
Towd Point Mortgage Trust
549300ZHISOOIT5VZP03
Towd Point Mortgage Trust 2015-3
89172HAJ6
2146253.72
PA
USD
2168034.33
0.0080417801
Long
ABS-MBS
CORP
US
N
2
2054-03-25
Variable
3.5
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-2
89172PAA7
5808004.84
PA
USD
5958231.79
0.0221005679
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
3
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-3
89172YAA8
986792.03
PA
USD
992409.05
0.0036810927
Long
ABS-MBS
CORP
US
N
2
2056-04-25
Variable
2.25
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-5
89173CAA5
5425281.06
PA
USD
5518044.69
0.0204678042
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJS68
4964024.85
PA
USD
5318574.72
0.0197279203
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJSG6
3102449.92
PA
USD
3325327.35
0.0123344686
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAA8
26824383.72
PA
USD
27446983.03
0.1018077065
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-6
89175JAA8
43807337.66
PA
USD
45377791.29
0.1683175470
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAC0
3000000
PA
USD
3265968.75
0.0121142928
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.5
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAE6
5000000
PA
USD
5539877.5
0.0205487875
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
3.75
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJSS0
7741078.37
PA
USD
8297006.7
0.0307756675
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJSY7
15957948.99
PA
USD
17104750.08
0.0634457847
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJUB4
4734332.47
PA
USD
5177571.28
0.0192049034
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJUV0
3943089.45
PA
USD
4317751.36
0.0160156168
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
4
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-4
89175TAA6
11947171.3
PA
USD
12605745.98
0.0467578562
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
1588022.99
PA
USD
1644999.19
0.0061017123
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJVB3
70730053.13
PA
USD
75790626.46
0.2811263389
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
3.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJVQ0
22670705.54
PA
USD
24122292.91
0.0894756015
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAA2
37016934.39
PA
USD
38939053.51
0.1444346625
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-1
89177BAA3
20457792.51
PA
USD
22021205.65
0.0816821448
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75
N
N
N
N
N
N
Conseco Financial Corp
N/A
Conseco Finance Corp
393505E32
95827.91
PA
USD
97790.82
0.0003627305
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
6.22
N
N
N
N
N
N
Conseco Financial Corp
N/A
Conseco Finance Corp
393505F49
718815.08
PA
USD
731386.51
0.0027128950
Long
ABS-O
CORP
US
N
2
2030-04-01
Fixed
6.18
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJXA3
6086099.63
PA
USD
6558959.57
0.0243288171
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJXF2
12654821.46
PA
USD
13667272.22
0.0506953219
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAA2
67694321.43
PA
USD
71207507.78
0.2641264085
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.9
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-MH1
89178YAA2
37144651.04
PA
USD
37672885.12
0.1397381281
Long
ABS-O
CORP
US
N
2
2060-02-25
Variable
2.25
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-MH1
89178YAH7
58270671.32
PA
USD
59009794
0.2188820455
Long
ABS-O
CORP
US
N
2
2060-02-25
Variable
2.184
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
891906AE9
19700000
PA
USD
21356087.2
0.0792150545
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4
N
N
N
N
N
N
Conseco Financial Corp
N/A
Conseco Finance Corp
393505N40
4709204.08
PA
USD
4782540.52
0.0177396358
Long
ABS-O
CORP
US
N
2
2030-07-01
Fixed
6.32
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAB0
17505000
PA
USD
18336950.68
0.0680163241
Long
DBT
CORP
MX
N
2
2022-01-25
Fixed
4.5
N
N
N
N
N
N
Toyota Auto Loan Extended Note
549300R73PIC25YY4X12
Toyota Auto Loan Extended Note Trust 2019-1
89231XAA9
68654950
PA
USD
73071522.93
0.2710405057
Long
ABS-O
CORP
US
N
2
2031-11-25
Fixed
2.56
N
N
N
N
N
N
Toyota Auto Loan Extended Note
549300XP7ILZSI1BWP36
Toyota Auto Loan Extended Note Trust 2020-1
89237JAA4
41850000
PA
USD
42477193.4
0.1575585059
Long
ABS-O
CORP
US
N
2
2033-05-25
Fixed
1.35
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJXY1
17200252.56
PA
USD
18544357.18
0.0687856465
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJYC8
8335969.14
PA
USD
8889038.27
0.0329716602
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.5
N
N
N
N
N
N
TRANSCONT GAS PIPE CORP
N/A
Transcontinental Gas Pipe Line Co LLC
893570BM2
3500000
PA
USD
4403886.06
0.0163351119
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
7.25
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AM5
5150000
PA
USD
5856213.01
0.0217221548
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.6
N
N
N
N
N
N
TRINITY ACQUISITION PLC
549300FJZWZN6MJNGB63
Trinity Acquisition PLC
89641UAB7
16436000
PA
USD
22344654.72
0.0828818981
Long
DBT
CORP
GB
N
2
2043-08-15
Fixed
6.125
N
N
N
N
N
N
TRINITY ACQUISITION PLC
549300FJZWZN6MJNGB63
Trinity Acquisition PLC
89641UAC5
27305000
PA
USD
31105345.12
0.1153774840
Long
DBT
CORP
GB
N
2
2026-03-15
Fixed
4.4
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BH5
10000000
PA
USD
12861940
0.0477081438
Long
DBT
CORP
US
N
2
2048-09-28
Fixed
5.1
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YA2
10000000
PA
USD
10191206.3
0.0378017263
Long
DBT
CORP
CH
N
2
2022-04-21
Fixed
1.75
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJYM6
31158257.46
PA
USD
32978838.18
0.1223267371
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZZ6
43191656.43
PA
USD
46703187.34
0.1732337716
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMQP1
1993128.53
PA
USD
2092331.48
0.0077609794
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P7ST1
2222052.6
PA
USD
2366122.51
0.0087765386
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAC8
18220000
PA
USD
19567941.11
0.0725823746
Long
DBT
CORP
MX
N
2
2024-06-27
Fixed
3.875
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAD6
7400000
PA
USD
8273917.5
0.0306900239
Long
DBT
CORP
MX
N
2
2044-06-27
Fixed
4.875
N
N
N
N
N
N
UPMC HEALTH SYSTEM
5493001YCBUGKVU74S74
UPMC
90320WAD5
45000000
PA
USD
48732382.8
0.1807605637
Long
DBT
CORP
US
N
2
2025-04-03
Fixed
3.6
N
N
N
N
N
N
USAA CAPITAL CORP
N/A
USAA Capital Corp
90327QD55
5000000
PA
USD
5149114.1
0.0190993486
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.125
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAE4
25000000
PA
USD
27605750
0.1023966128
Long
DBT
CORP
MX
N
2
2047-11-10
Fixed
4.7
N
N
N
N
N
N
GUARDIAN LIFE INSURANCE
N1YIDVMMKBHFYCCAIX69
Guardian Life Insurance Co of America/The
401378AB0
5000000
PA
USD
6351835.15
0.0235605410
Long
DBT
CORP
US
N
2
2064-06-19
Fixed
4.875
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group Funding Switzerland AG
90351DAH0
14150000
PA
USD
14571557.37
0.0540495410
Long
DBT
CORP
CH
N
2
2022-02-01
Fixed
2.65
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group Funding Switzerland AG
90352JAA1
14825000
PA
USD
15506017.95
0.0575156884
Long
DBT
CORP
CH
N
2
2023-05-23
Fixed
3.491
N
N
N
N
N
N
GUARDIAN LIFE INSURANCE
N1YIDVMMKBHFYCCAIX69
Guardian Life Insurance Co of America/The
401378AC8
22227000
PA
USD
28413182.41
0.1053915810
Long
DBT
CORP
US
N
2
2077-01-24
Fixed
4.85
N
N
N
N
N
N
GUARDIAN LIFE GLOB FUND
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LAE3
6950000
PA
USD
7474893.82
0.0277262457
Long
DBT
CORP
US
N
2
2023-04-25
Fixed
3.4
N
N
N
N
N
N
GULF SOUTH PIPELINE
K1LMA2W6NLW5O02TPD38
Gulf South Pipeline Co LP
402524AE2
3633000
PA
USD
3698868.54
0.0137200261
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4
N
N
N
N
N
N
GULFSTREAM NATURAL GAS
N/A
Gulfstream Natural Gas System LLC
402740AD6
5000000
PA
USD
5693505.5
0.0211186321
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.6
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group Funding Switzerland AG
90352JAC7
17150000
PA
USD
19462537.56
0.0721914066
Long
DBT
CORP
CH
N
2
2028-03-23
Fixed
4.253
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group Funding Switzerland AG
90352JAE3
42658000
PA
USD
44183436.43
0.1638873869
Long
DBT
CORP
CH
N
2
2023-08-15
Variable
2.859
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P7TC7
15771786.92
PA
USD
16877192.51
0.0626017169
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P7TY9
19939829.49
PA
USD
21343414.63
0.0791680488
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.5
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
751550000
PA
USD
981800261.64
3.6417420727
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.875
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RK6
823000000
PA
USD
1015183355.26
3.7655682941
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P7YQ0
1940988.85
PA
USD
2069531.24
0.0076764076
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8D40
3600928.45
PA
USD
3874233.66
0.0143704990
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
4
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
30686000
PA
USD
35192622.68
0.1305382160
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
5000000
PA
USD
5574853.7
0.0206785230
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.5
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BA6
2275000
PA
USD
2441449.69
0.0090559459
Long
DBT
CORP
GB
N
2
2023-05-25
Fixed
3.6
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BF5
4000000
PA
USD
4122280
0.0152905648
Long
DBT
CORP
GB
N
2
2022-01-05
Fixed
2.65
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
304750000
PA
USD
412293416.45
1.5292991249
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.875
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283F5
9300000
PA
USD
10474125
0.0388511423
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BH1
10000000
PA
USD
11138932.1
0.0413170777
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
4.375
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BJ7
17600000
PA
USD
18232866.78
0.0676302509
Long
DBT
CORP
GB
N
2
2023-03-13
Variable
3.262
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBU79
25488779
PA
USD
29150318.57
0.1081258029
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
3.187
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
312905P97
4287.2
PA
USD
4348.8
0.0000161308
Long
ABS-MBS
USGSE
US
N
2
2021-05-15
Fixed
7
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292G2S4
84689.04
PA
USD
94997.85
0.0003523707
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
6.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292K2X4
614144.08
PA
USD
682787.48
0.0025326291
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292LHE8
5762450.4
PA
USD
6324723.63
0.0234599776
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
4
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BS7
6000000
PA
USD
6448231.86
0.0239181004
Long
DBT
CORP
GB
N
2
2024-05-18
Variable
3.95
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BX6
7450000
PA
USD
8287220.2
0.0307393669
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
4.292
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BZ1
26550000
PA
USD
28678404.65
0.1063753564
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
3.803
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CC1
2000000
PA
USD
2220187.84
0.0082352305
Long
DBT
CORP
GB
N
2
2030-05-22
Variable
3.973
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCLD4
25529000
PA
USD
29429864.39
0.1091627081
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Fixed
3.286
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FEBQ2
6050000
PA
USD
7041943.48
0.0261203249
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Fixed
3.444
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CF4
7000000
PA
USD
8410948.21
0.0311983050
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA Inc
40428HPB2
3716000
PA
USD
3754778.21
0.0139274090
Long
DBT
CORP
US
N
2
2020-09-27
Fixed
5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292SA59
17965184.53
PA
USD
19453018.71
0.0721560988
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292SAD2
10663813.56
PA
USD
11552256.39
0.0428502006
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.5
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FETN0
1350000
PA
USD
1562705.87
0.0057964659
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Fixed
3.35
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FEZU7
18299000
PA
USD
21914192.53
0.0812852064
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Fixed
3.9
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292SAQ3
5616551.24
PA
USD
6018822.18
0.0223253128
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3129366F9
3488810.67
PA
USD
3879175.68
0.0143888302
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.5
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FG6X8
68650000
PA
USD
81855514
0.3036225196
Long
ABS-MBS
USGSE
US
N
2
2028-05-25
Variable
3.85
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FGR31
59788633
PA
USD
71295876.17
0.2644541889
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Fixed
3.854
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M56
46300000
PA
USD
51007769.65
0.1892005411
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828N30
204875000
PA
USD
214854653.83
0.7969495048
Long
DBT
UST
US
N
2
2022-12-31
Fixed
2.125
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
HSBC Bank USA NA
4042Q1AD9
4200000
PA
USD
6230982.7
0.0231122691
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
7
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAA3
15000000
PA
USD
15482440.8
0.0574282349
Long
DBT
CORP
US
N
2
2025-06-17
Fixed
2.2
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U24
239975000
PA
USD
263503800.03
0.9774013232
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828W89
1140350000
PA
USD
1174159598.55
4.3552508358
Long
DBT
UST
US
N
2
2022-03-31
Fixed
1.875
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312938K51
18089160.88
PA
USD
20114657.95
0.0746102838
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312939RG8
725546.7
PA
USD
834172.11
0.0030941524
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
5
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAB1
35000000
PA
USD
36694567
0.1361093022
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BG5
551000
PA
USD
595147.22
0.0022075495
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.8
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WJ5
36610000
PA
USD
39831965.92
0.1477466974
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.5
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
63825000
PA
USD
69641551.6
0.2583178864
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.625
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BA6
8000000
PA
USD
11440781.28
0.0424367116
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
7.5
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDY5
7000000
PA
USD
7493744.16
0.0277961663
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75
N
N
N
N
N
N
JOHN HANCOCK LIFE INS C0
5493007TRSDJMZ8TBY32
John Hancock Life Insurance Co
41020VAA9
13339000
PA
USD
15484379.27
0.0574354252
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
7.375
N
N
N
N
N
N
HARBORWALK FUNDING
N/A
Harborwalk Funding Trust
41161EAA6
23170000
PA
USD
28292250.75
0.1049430153
Long
DBT
CORP
US
N
2
2069-02-15
Variable
5.077
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312942NM3
2453206.58
PA
USD
2728316.03
0.0101200047
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312945DS4
24474464
PA
USD
26835642.56
0.0995400922
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4
N
N
N
N
N
N
UPJOHN INC
N/A
Upjohn Inc
91533BAE0
5000000
PA
USD
5373272.1
0.0199308065
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85
N
N
N
N
N
N
UPJOHN INC
N/A
Upjohn Inc
91533BAF7
11000000
PA
USD
11699435.99
0.0433961264
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FH2A0
11088000
PA
USD
13589868.6
0.0504082125
Long
ABS-MBS
USGSE
US
N
2
2033-06-25
Variable
3.7
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FHPJ6
31225000
PA
USD
37467676.86
0.1389769595
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.926
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
Valaris plc
91889DAD8
4000000
PA
USD
339800
0.0012604030
Long
DBT
CORP
GB
N
2
2025-03-15
Fixed
5.2
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAE3
8526000
PA
USD
11947057.5
0.0443146164
Long
DBT
CORP
KY
N
2
2034-01-17
Fixed
8.25
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
Harris Corp
413875AR6
5000000
PA
USD
5580286.4
0.0206986742
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.832
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BF0
7000000
PA
USD
7380732.38
0.0273769775
Long
DBT
CORP
US
N
2
2049-08-19
Fixed
3.6
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJKE8
56545000
PA
USD
67940706.1
0.2520090262
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
3.92
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJXV6
1000000
PA
USD
1215207.6
0.0045075081
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
4.05
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAF5
6125000
PA
USD
6132091.53
0.0227454571
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.2
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAG4
10000000
PA
USD
10062800
0.0373254353
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
3.6
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAH6
3483000
PA
USD
4550539.5
0.0168790861
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.875
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAK9
16643000
PA
USD
21719281.43
0.0805622325
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.875
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAN9
15150000
PA
USD
16218539.35
0.0601586080
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
4.4
N
N
N
N
N
N
HIGHMARK INC
549300B6868ZXXEB2Y57
Highmark Inc
431116AB8
4378000
PA
USD
4493614.44
0.0166679369
Long
DBT
CORP
US
N
2
2021-05-15
Fixed
4.75
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312946PD2
1828187.29
PA
USD
2032496.36
0.0075390360
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A5GA7
76557502.03
PA
USD
80899492.15
0.3000763961
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3
N
N
N
N
N
N
Homebanc Mortgage Trust
N/A
HomeBanc Mortgage Trust 2005-3
43739EBJ5
1093722.86
PA
USD
1088255.89
0.0040366126
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
0.4245
N
N
N
N
N
N
HUBBELL INC
54930088VDQ6840Y6597
Hubbell Inc
443510AH5
11700000
PA
USD
12163799.93
0.0451185681
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.15
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
15806000
PA
USD
18591807.5
0.0689616516
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAL4
2100000
PA
USD
2792627.69
0.0103585527
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.625
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AJ3
7600000
PA
USD
7726564.55
0.0286597552
Long
DBT
CORP
US
N
2
2021-03-14
Fixed
3.15
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AK0
26450000
PA
USD
27148440.55
0.1007003380
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
2.3
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJZ93
2700000
PA
USD
3212826.12
0.0119171735
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Variable
3.78
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FK4M5
9304000
PA
USD
11288519.94
0.0418719363
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Variable
4.06
N
N
N
N
N
N
HUSKY ENERGY INC
N/A
Husky Energy Inc
448055AP8
20000000
PA
USD
19991917.8
0.0741550099
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
4.4
N
N
N
N
N
N
HUTCH WHAMPOA INT 14 LTD
2549004PE8SIGYBLPX59
Hutchison Whampoa International 14 Ltd
44841DAB8
7850000
PA
USD
8510666.52
0.0315681850
Long
DBT
CORP
KY
N
2
2024-10-31
Fixed
3.625
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLN34
21500000
PA
USD
24033282.65
0.0891454403
Long
ABS-MBS
USGSE
US
N
2
2026-02-25
Fixed
3.208
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385W2S7
34901.53
PA
USD
40534.3
0.0001503518
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A2BE8
8041684.67
PA
USD
8699306.38
0.0322678973
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AMUJ2
6646863.89
PA
USD
7393987.08
0.0274261425
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.5
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAF4
15000000
PA
USD
15146803.05
0.0561832708
Long
DBT
CORP
US
N
2
2021-03-18
Fixed
3
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAM9
21255000
PA
USD
21681731.96
0.0804229522
Long
DBT
CORP
US
N
2
2022-04-05
Fixed
3.1
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ASR53
1908036.04
PA
USD
2092730.32
0.0077624588
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AXCF6
6999031.51
PA
USD
7572478.05
0.0280882100
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
3.5
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAQ0
6000000
PA
USD
6013060.32
0.0223039406
Long
DBT
CORP
US
N
2
2020-09-18
Fixed
2.75
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAU1
12950000
PA
USD
13193364.04
0.0489374782
Long
DBT
CORP
US
N
2
2021-07-08
Fixed
3.75
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAY3
17222000
PA
USD
17714244.89
0.0657065530
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.95
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABA4
6222000
PA
USD
6337440.87
0.0235071490
Long
DBT
CORP
US
N
2
2022-06-20
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A5H73
1070396.49
PA
USD
1128346.05
0.0041853170
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132ADME5
94533757.51
PA
USD
102717262.24
0.3810039477
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E0RK7
7789193.18
PA
USD
8548819.99
0.0317097058
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E2JY2
31485784.58
PA
USD
34049970.82
0.1262998353
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DMBG9
67605284.88
PA
USD
74151595.21
0.2750467632
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DMBQ7
68080395.12
PA
USD
73620112.53
0.2730753613
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.5
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABB2
19025000
PA
USD
19622464.33
0.0727846149
Long
DBT
CORP
US
N
2
2024-06-20
Fixed
3.4
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
Hyundai Capital Services Inc
44920UAF5
5150000
PA
USD
5162131.08
0.0191476318
Long
DBT
CORP
KR
N
2
2020-09-29
Fixed
2.625
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DVK53
119823446.92
PA
USD
131217096.62
0.4867169424
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DVKU8
85301233.89
PA
USD
91492484.45
0.3393684469
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132FCEB7
74146832.35
PA
USD
80588894.51
0.2989243120
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132GUKK9
4050255.36
PA
USD
4384288.87
0.0162624210
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.5
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAW0
15475000
PA
USD
17213937.82
0.0638507893
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
15000000
PA
USD
15829142.7
0.0587142387
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132HLM34
14452025.15
PA
USD
15485168.63
0.0574383531
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132HPR22
31262288.58
PA
USD
33812539.16
0.1254191420
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3
N
N
N
N
N
N
VALERO ENERGY PARTNERS
549300WH1375KZXLJ231
Valero Energy Partners LP
91914JAA0
10000000
PA
USD
11337521.8
0.0420536964
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.375
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCK8
2500000
PA
USD
3394891.4
0.0125924990
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.862
N
N
N
N
N
N
IMC Home Equity Loan Trust
N/A
Imc Home Equity Loan Trust 1997-5
449670DE5
247.92
PA
USD
247.28
0.0000009172
Long
ABS-MBS
CORP
US
N
2
2028-11-20
Fixed
6.88
N
N
N
N
N
N
ING BANK NV
3TK20IVIUJ8J3ZU0QE75
ING Bank NV
449786AY8
7073000
PA
USD
7939037.36
0.0294478699
Long
DBT
CORP
NL
N
2
2023-09-25
Fixed
5.8
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCV4
8148000
PA
USD
10076543.11
0.0373764119
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.272
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDR2
36839000
PA
USD
48121929.19
0.1784962390
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.812
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E6U20
36291282
PA
USD
39842764.64
0.1477867525
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGFA7
6473006
PA
USD
7201309.34
0.0267114527
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.5
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDU5
28793000
PA
USD
38546957.57
0.1429802809
Long
DBT
CORP
US
N
2
2037-03-16
Fixed
5.25
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEA8
16325000
PA
USD
20335249.96
0.0754285146
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ7F9
12549179.29
PA
USD
13777027.38
0.0511024311
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMUX7
10301603.93
PA
USD
11460727.84
0.0425106983
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPBJ2
8562455.45
PA
USD
9820821.65
0.0364278772
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQLB6
12551081.7
PA
USD
14336176.11
0.0531764532
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
3077000
PA
USD
3703238.89
0.0137362368
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.329
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFF6
5000000
PA
USD
5546695.1
0.0205740757
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132HREH9
10757515.73
PA
USD
11527046.76
0.0427566918
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132HRMY3
22907252.98
PA
USD
24556216.47
0.0910851322
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAA4
8325000
PA
USD
8675913.07
0.0321811257
Long
DBT
CORP
US
N
2
2021-05-01
Fixed
5.8
N
N
N
N
N
N
Verizon Owner Trust
549300WANFF5OIMC3D47
Verizon Owner Trust 2019-C
92348AAA3
21610000
PA
USD
22168233.84
0.0822275090
Long
ABS-O
CORP
US
N
2
2024-04-22
Fixed
1.94
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQRG9
11248769.2
PA
USD
11956001.7
0.0443477926
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQRJ3
28484640.9
PA
USD
30435077.41
0.1128912939
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
3.5
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2004-4
45254NJF5
68451.77
PA
USD
73216.17
0.0002715770
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
4.88277
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2004-5
45254NJH1
2473564.26
PA
USD
2464592.64
0.0091417889
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
0.8845
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2004-6
45254NJV0
1949026.69
PA
USD
1900857.08
0.0070507531
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
0.9845
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAA1
17375000
PA
USD
17447590.67
0.0647174660
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132J4JU4
15662444.84
PA
USD
16753163.87
0.0621416637
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
3.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132J85A4
4928977.57
PA
USD
5331380.09
0.0197754186
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3
N
N
N
N
N
N
Verizon Owner Trust
549300P0XXSIS1ESEJ26
Verizon Owner Trust 2019-B
92349GAA9
37825000
PA
USD
38821094.9
0.1439971246
Long
ABS-O
CORP
US
N
2
2023-12-20
Fixed
2.33
N
N
N
N
N
N
VERNON CA ELEC SYS REVENUE
N/A
City of Vernon CA Electric System Revenue
924397CX8
7265000
PA
USD
7617134.55
0.0282538521
Long
DBT
MUN
US
N
2
2022-08-01
Fixed
4.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQVQ2
26091150.99
PA
USD
28646831.41
0.1062582434
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQZU9
9625669.89
PA
USD
11038407.8
0.0409442080
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
5
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857TAH0
3100000
PA
USD
4514826.24
0.0167466167
Long
DBT
CORP
GB
N
2
2030-02-15
Fixed
7.875
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBD1
15554000
PA
USD
18102083.34
0.0671451425
Long
DBT
CORP
GB
N
2
2043-02-19
Fixed
4.375
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132J8DG2
16996090.6
PA
USD
19231927
0.0713360145
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
4
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132M9MN1
18017948.11
PA
USD
19771816.26
0.0733385984
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBL3
6800000
PA
USD
8546349.07
0.0317005405
Long
DBT
CORP
GB
N
2
2038-05-30
Fixed
5
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AP7
8845000
PA
USD
9207669.68
0.0341535436
Long
DBT
CORP
US
N
2
2021-11-12
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERBM1
5080617.36
PA
USD
5554151.63
0.0206017338
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERTM2
17128815.48
PA
USD
18777783.94
0.0696514846
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AR3
17350000
PA
USD
18986291.51
0.0704248912
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
4.25
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BA9
14000000
PA
USD
14730565.08
0.0546393403
Long
DBT
CORP
US
N
2
2024-09-26
Fixed
2.85
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WKQS0
45117138.91
PA
USD
47630478.92
0.1766733274
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XCRV9
29370702.65
PA
USD
32082471.72
0.1190018903
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.5
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance SA
456873AF5
10000000
PA
USD
11962620.3
0.0443723427
Long
DBT
CORP
LU
N
2
2049-03-21
Fixed
4.5
N
N
N
N
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187AC6
26775000
PA
USD
28508543.63
0.1057452996
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.9
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BE1
10000000
PA
USD
10672358.4
0.0395864394
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.35
N
N
N
N
N
N
WEA FINANCE LLC/WESTFIEL
N/A
WEA Finance LLC / Westfield UK and Europe Finance PLC
92890HAE2
8000000
PA
USD
8010238.08
0.0297119711
Long
DBT
CORP
US
N
2
2020-10-05
Fixed
3.25
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XCRW7
56309170.82
PA
USD
61073497.65
0.2265368371
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XCRX5
53130262.2
PA
USD
58754774.15
0.2179361132
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AB6
5800000
PA
USD
6427508.09
0.0238412308
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.65
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AD2
21875000
PA
USD
23396627.41
0.0867839272
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.125
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERV31
23827449.54
PA
USD
25526716.97
0.0946849607
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERZ60
27784910.99
PA
USD
30888934.55
0.1145747632
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335A2F4
34877138.48
PA
USD
37360273.2
0.1385785725
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335ABF4
9597851.18
PA
USD
10389081.04
0.0385356931
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.5
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KB6
11325000
PA
USD
13712422.34
0.0508627949
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
4.15
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AS3
9350000
PA
USD
9526269.47
0.0353353097
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335ABG2
13873817.47
PA
USD
14866570.41
0.0551438180
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335ACR7
17471150.52
PA
USD
19103396.08
0.0708592613
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335AFW3
27627726.86
PA
USD
30981422.64
0.1149178246
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335AMN5
1895968.3
PA
USD
2175342.62
0.0080688884
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335ANJ3
32023044.99
PA
USD
34822618.71
0.1291657790
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335ATG3
9399785.76
PA
USD
10271638.73
0.0381000702
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4
N
N
N
N
N
N
INVESCO FINANCE PLC
549300OYQ3LAJYXXO449
Invesco Finance PLC
46132FAA8
5902000
PA
USD
6226875.77
0.0230970355
Long
DBT
CORP
GB
N
2
2022-11-30
Fixed
3.125
N
N
N
N
N
N
INVESCO FINANCE PLC
549300OYQ3LAJYXXO449
Invesco Finance PLC
46132FAD2
4900000
PA
USD
5365325.27
0.0199013298
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.75
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETYQ3
34922240.47
PA
USD
37792192.8
0.1401806701
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETYR1
48803033.11
PA
USD
52814437.95
0.1959019245
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.5
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AY5
3446000
PA
USD
3972830.37
0.0147362188
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.7
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust
92922FTY4
5272158.11
PA
USD
5680696.06
0.0210711187
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
6
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AP0
25581000
PA
USD
28302296.55
0.1049802777
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.35
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AQ8
10000000
PA
USD
10650732
0.0395062217
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
2.95
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP7
465968AE5
9000000
PA
USD
10024125.3
0.0371819812
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.454
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase and Co
46623EKG3
18000000
PA
USD
18037620
0.0669060319
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
2.295
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335AU30
8170803.84
PA
USD
8836758.34
0.0327777409
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
3.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335AYT9
64614405.66
PA
USD
69088223.76
0.2562654554
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust
92922FXM5
2368104.82
PA
USD
2458439.97
0.0091189671
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Fixed
6.5
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2012-C6
92936QAG3
25800653.36
PA
USD
26218043.43
0.0972492630
Long
ABS-MBS
CORP
US
N
2
2045-04-15
Fixed
3.44
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LTJQ2
7279194.26
PA
USD
7799870.44
0.0289316651
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LY5E3
83808229.4
PA
USD
91645540.05
0.3399361683
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M3RK2
7465863.02
PA
USD
8081942
0.0299779389
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W7GD0
5465981.42
PA
USD
5910481.53
0.0219234503
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2013-C13
92937UAE8
4248255.33
PA
USD
4330809.98
0.0160640545
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
2.654
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
5493000F7E2NMQ4HIO61
WFRBS Commercial Mortgage Trust 2014-C21
92939FAU3
34719000
PA
USD
37469723.88
0.1389845524
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.678
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BA97
33095973.94
PA
USD
35809529.72
0.1328264781
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
3.5
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BC79
24248300.16
PA
USD
26353843.35
0.0977529787
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.5
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C23
92939HAZ8
6026433.01
PA
USD
6310023.69
0.0234054519
Long
ABS-MBS
CORP
US
N
2
2057-10-15
Fixed
3.636
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAD0
36730000
PA
USD
38859531.94
0.1441396972
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.343
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9KR0
4839432.77
PA
USD
5183262.81
0.0192260147
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDWT4
6365222.76
PA
USD
6937241.08
0.0257319576
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2005-A4
466247RN5
520556.96
PA
USD
521957.21
0.0019360695
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
3.191965
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase and Co
46625HHU7
886000
PA
USD
896030.47
0.0033236005
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
4.25
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAC9
13000000
PA
USD
13520405.21
0.0501505555
Long
DBT
CORP
ES
N
2
2022-04-11
Fixed
3.5
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
92976GAG6
10000000
PA
USD
13796176.1
0.0511734585
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.85
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AB4
4750000
PA
USD
5310077.16
0.0196964007
Long
DBT
CORP
US
N
2
2034-11-18
Fixed
4.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WENJ4
10854713.04
PA
USD
11525328.93
0.0427503199
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WF4M5
26848189.13
PA
USD
29043663.01
0.1077301908
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BCZ7
58449279.19
PA
USD
62490736.48
0.2317937294
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BXJ0
37285298.05
PA
USD
40237660.92
0.1492515213
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAJ4
13400000
PA
USD
14971614.98
0.0555334545
Long
DBT
CORP
ES
N
2
2028-04-12
Fixed
4.379
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAA7
14000000
PA
USD
15760217.48
0.0584585779
Long
DBT
CORP
ES
N
2
2025-11-19
Fixed
5.179
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase and Co
46625HJB7
4106000
PA
USD
5928077.41
0.0219887178
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.6
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase and Co
46625HKC3
14000000
PA
USD
15258434.94
0.0565973413
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.125
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AC2
8520000
PA
USD
9225758.46
0.0342206394
Long
DBT
CORP
US
N
2
2044-11-18
Fixed
4.8
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AF5
6383000
PA
USD
6583430.86
0.0244195872
Long
DBT
CORP
US
N
2
2021-11-18
Fixed
3.3
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AQ1
5934000
PA
USD
6427677.41
0.0238418588
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.45
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AS7
13575000
PA
USD
14024389.24
0.0520199580
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.2
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358FBB4
92.47
PA
USD
92.66
0.0000003437
Long
ABS-MBS
USGSE
US
N
2
2020-09-25
Fixed
6.5
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358FBC2
15.95
PA
USD
15.97
0.0000000592
Long
ABS-MBS
USGSE
US
N
2
2020-09-25
Fixed
7
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFPR1
5333260.57
PA
USD
5794249.16
0.0214923155
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFVF0
7144195.74
PA
USD
7761704.37
0.0287900976
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
7000000
PA
USD
7254205.35
0.0269076571
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.746
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
5000000
PA
USD
5369028.55
0.0199150662
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase and Co
46625HRW2
15000000
PA
USD
15167850
0.0562613391
Long
DBT
CORP
US
N
2
2023-10-24
Floating
2.25025
N
N
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust
46627MCU9
220848.37
PA
USD
199133.12
0.0007386344
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
3.795838
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358FVB2
148.21
PA
USD
149.39
0.0000005541
Long
ABS-MBS
USGSE
US
N
2
2021-01-25
Fixed
7
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358HUZ6
1300.02
PA
USD
1328.15
0.0000049264
Long
ABS-MBS
USGSE
US
N
2
2021-07-25
Fixed
6.5
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEU9
7000000
PA
USD
7470936.48
0.0277115670
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
3.3
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFB0
15000000
PA
USD
16660215
0.0617968932
Long
DBT
CORP
US
N
2
2024-01-22
Fixed
4.125
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust
939336V91
5699372.32
PA
USD
5636179.96
0.0209059974
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
3.820389
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAA9
7525000
PA
USD
7940048.9
0.0294516220
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
2.6
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WG5L4
13590822.54
PA
USD
14691261.38
0.0544935531
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGDW1
18588668.67
PA
USD
19759349.75
0.0732923570
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
3
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
6000000
PA
USD
6617243.28
0.0245450059
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.248
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGP8
29000000
PA
USD
29026787.88
0.1076675967
Long
DBT
CORP
US
N
2
2021-07-21
Variable
2.369
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A7
46629DAK1
106194.34
PA
USD
95050.09
0.0003525645
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
3.788599
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A7
46629DAW5
453709.56
PA
USD
406096.37
0.0015063127
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
3.788599
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGT0
15000000
PA
USD
16227645.9
0.0601923865
Long
DBT
CORP
US
N
2
2025-10-01
Variable
3.093
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHR3
28881000
PA
USD
31325544.74
0.1161942593
Long
DBT
CORP
US
N
2
2025-03-15
Variable
3.458
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WH6K3
26058546.76
PA
USD
27600128.69
0.1023757619
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
2.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHBN1
46125471.01
PA
USD
49206186.61
0.1825180202
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.5
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
9000000
PA
USD
10044729.72
0.0372584081
Long
DBT
CORP
US
N
2
2027-04-23
Variable
3.559
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
5000000
PA
USD
5519534.7
0.0204733310
Long
DBT
CORP
US
N
2
2030-07-23
Variable
3.194
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJMU9
23895822.72
PA
USD
25830814.68
0.0958129349
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQA36
17669028.36
PA
USD
18933574.04
0.0702293489
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2007-A1
46630GAS4
1773545.25
PA
USD
1712910.93
0.0063536139
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
3.96818
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2007-A1
46630GAV7
2685434.44
PA
USD
2598402.2
0.0096381219
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
3.96818
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358UC95
29532.85
PA
USD
30802.78
0.0001142552
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
5.5
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31359U3Z6
24213.03
PA
USD
25724.06
0.0000954170
Long
ABS-MBS
USGSE
US
N
2
2028-12-25
Fixed
6
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2007-A2
46630PAG0
1164432.79
PA
USD
1020941.37
0.0037869262
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
3.94361
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
46639EAE1
11490066.46
PA
USD
11772360.16
0.0436666204
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
2.84
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136AJDU7
8646691.63
PA
USD
9284592.66
0.0344388701
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Variable
3.513
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LDG1
13981252.09
PA
USD
16036365.7
0.0594828805
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBG3
5000000
PA
USD
5150365.45
0.0191039902
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.45
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBF3
1584000
PA
USD
2085672.44
0.0077362793
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.1
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10
46639JAF7
5595070.36
PA
USD
5686013.19
0.0210908413
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
2.7018
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C12
46639NAQ4
6835000
PA
USD
7225771.3
0.0268021882
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Fixed
3.6637
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQAX0
30224207.61
PA
USD
32417867.6
0.1202459573
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WTRW8
7539471.27
PA
USD
8078814.36
0.0299663377
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
17775000
PA
USD
18673667.74
0.0692652916
Long
DBT
CORP
US
N
2
2025-10-22
Variable
2.456
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
13000000
PA
USD
13629091.19
0.0505536989
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.496
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C12
46639NAR2
2339026.5
PA
USD
2376897.68
0.0088165064
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Fixed
3.157
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
46639YAQ0
18102913
PA
USD
18753019.38
0.0695596267
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Fixed
2.9599
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0Y28
2884538.93
PA
USD
3091268.82
0.0114662871
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X8ZJ3
7449766.6
PA
USD
8181918.26
0.0303487757
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
60000000
PA
USD
63488735.4
0.2354955564
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.592
N
N
N
N
N
N
BANK OF NEW ZEALAND
N7LGVZM7X4UQ66T7LT74
Bank of New Zealand
06407EAB1
16000000
PA
USD
16626378.08
0.0616713836
Long
DBT
CORP
NZ
N
2
2025-02-21
Fixed
2
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo and Co
949746RW3
8000000
PA
USD
8736017.12
0.0324040666
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
3
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo and Co
949746SJ1
5000000
PA
USD
5036125
0.0186802438
Long
DBT
CORP
US
N
2
2023-10-31
Floating
1.99013
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LEW5
39577.7
PA
USD
45400.07
0.0001684002
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NU45
132486.64
PA
USD
144432.33
0.0005357355
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XYCB8
9487530.56
PA
USD
10403343.1
0.0385885946
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y64A9
9623477.76
PA
USD
10709877.36
0.0397256066
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.5
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159HB5
8500000
PA
USD
9657746.33
0.0358229902
Long
DBT
CORP
CA
N
2
2025-12-16
Fixed
4.5
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159KD7
10000000
PA
USD
10434464.3
0.0387040309
Long
DBT
CORP
CA
N
2
2022-09-19
Fixed
2.45
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YGXC1
25541403.17
PA
USD
27763341.53
0.1029811591
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YGYH9
3430881.27
PA
USD
3640892.72
0.0135049793
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
2.5
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137B2HN3
47010000
PA
USD
49705040.99
0.1843683956
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
Fixed
3.111
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137B36J2
27398000
PA
USD
29136693.52
0.1080752642
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
Fixed
3.32
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SK8
10000000
PA
USD
10362127.4
0.0384357153
Long
DBT
CORP
US
N
2
2023-01-24
Fixed
3.069
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo and Co
94974BGH7
5000000
PA
USD
5398104.4
0.0200229157
Long
DBT
CORP
US
N
2
2025-02-19
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402C4J8
4778718.71
PA
USD
5479099.81
0.0203233479
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CPJ5
13065595.78
PA
USD
14286547.35
0.0529923678
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.5
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C14
46640LAD4
29020000
PA
USD
31140970.23
0.1155096265
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.1327
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
549300UOGMFS1M8XVM16
JPMBB Commercial Mortgage Securities Trust 2013-C15
46640NAD0
1561870.36
PA
USD
1681352.97
0.0062365576
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
4.096
N
N
N
N
N
N
MUFG BANK LTD
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd
064255AR3
2911000
PA
USD
3198304.26
0.0118633083
Long
DBT
CORP
JP
N
2
2023-09-09
Fixed
4.1
N
N
N
N
N
N
MUFG BANK LTD
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd
064255AW2
2800000
PA
USD
3068097.37
0.0113803385
Long
DBT
CORP
JP
N
2
2024-03-10
Fixed
3.75
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo and Co
94974BGK0
5000000
PA
USD
5860667.2
0.0217386765
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
3.9
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493001SKB2HKIF64L70
Wells Fargo Commercial Mortgage Trust 2015-C27
94989DAX7
17136597.52
PA
USD
17832542.16
0.0661453471
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.278
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK9
06540RAE4
84873000
PA
USD
95501136.55
0.3542375375
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
3.538
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK4
06541FBA6
44535000
PA
USD
50068487.11
0.1857165079
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Fixed
3.625
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137B7YY9
69525000
PA
USD
75873320.8
0.2814330728
Long
ABS-MBS
USGSE
US
N
2
2024-01-25
Fixed
3.49
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BLAC2
60430000
PA
USD
67328392.69
0.2497378030
Long
ABS-MBS
USGSE
US
N
2
2025-06-25
Variable
3.284
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300ZJL46M82UL2Z22
Wells Fargo Commercial Mortgage Trust 2015-SG1
94989QAV2
19964000
PA
USD
21684178.1
0.0804320255
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.789
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300ZJL46M82UL2Z22
Wells Fargo Commercial Mortgage Trust 2015-SG1
94989QAW0
21300000
PA
USD
22326280.86
0.0828137448
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.556
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK5
06541WAX0
22501000
PA
USD
25004954.03
0.0927496118
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Fixed
3.39
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAE7
33847000
PA
USD
38035275.17
0.1410823232
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.488
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BLUR7
17950000
PA
USD
18556844.63
0.0688319656
Long
ABS-MBS
USGSE
US
N
2
2022-06-25
Fixed
2.716
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BLW95
82739000
PA
USD
92623034.04
0.3435619373
Long
ABS-MBS
USGSE
US
N
2
2025-08-25
Variable
3.334
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DJS0
125150.21
PA
USD
143512.95
0.0005323253
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QTR2
34346.28
PA
USD
40063.3
0.0001486048
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAM9
5000000
PA
USD
5197858.85
0.0192801550
Long
DBT
CORP
FR
N
2
2022-07-20
Fixed
2.7
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAR8
34100000
PA
USD
36856101.13
0.1367084726
Long
DBT
CORP
FR
N
2
2023-07-20
Fixed
3.75
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QYZ8
424712.35
PA
USD
487285.65
0.0018074640
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RJV2
3636428.75
PA
USD
4171942.34
0.0154747748
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RSN0
1768143.08
PA
USD
2029449.15
0.0075277331
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C6L0
2589993.54
PA
USD
2973137.32
0.0110281079
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAE5
8100000
PA
USD
8781291
0.0325719987
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAL9
12175000
PA
USD
12333275
0.0457471934
Long
DBT
CORP
GB
N
2
2021-01-12
Fixed
3.25
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-P2
95000AAT4
46750000
PA
USD
50728752.25
0.1881655960
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.541
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
11500000
PA
USD
11971479.65
0.0444052042
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.406
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C17
46640UAC6
3382846.55
PA
USD
3631630.22
0.0134706224
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Fixed
3.9277
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C17
46640UAD4
17276000
PA
USD
18788964.7
0.0696929568
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Fixed
4.1989
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BM6P6
25545000
PA
USD
26592927.43
0.0986398012
Long
ABS-MBS
USGSE
US
N
2
2022-08-25
Variable
3.09
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BRQJ7
21420000
PA
USD
23324672.83
0.0865170297
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Fixed
2.57
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DWF2
166886.49
PA
USD
191726.47
0.0007111613
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E0X91
14091862.73
PA
USD
15465252.99
0.0573644810
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BSP72
19865000
PA
USD
21753037.14
0.0806874409
Long
ABS-MBS
USGSE
US
N
2
2026-08-25
Fixed
2.653
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BSPW7
28425000
PA
USD
29821571.42
0.1106156472
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Fixed
2.454
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E2TX9
27872722.16
PA
USD
29737307.21
0.1103030902
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVTB3
8909401.51
PA
USD
9645778.07
0.0357785969
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAS4
25475000
PA
USD
26437935.13
0.0980648961
Long
DBT
CORP
GB
N
2
2023-01-10
Fixed
3.684
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBB0
13000000
PA
USD
14003146.56
0.0519411636
Long
DBT
CORP
GB
N
2
2024-05-16
Variable
4.338
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2K8
15000000
PA
USD
15459669.3
0.0573437697
Long
DBT
CORP
US
N
2
2026-02-11
Variable
2.164
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2M4
7000000
PA
USD
9715875.68
0.0360386064
Long
DBT
CORP
US
N
2
2051-04-04
Variable
5.013
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BVZ82
63971857
PA
USD
73452870.04
0.2724550172
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Variable
3.43
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BXQY1
51995903
PA
USD
59128295.41
0.2193215968
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Fixed
3.224
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C24
46643GAF7
8548887.69
PA
USD
8918067.13
0.0330793355
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.3675
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C25
46643PBF6
7880856.49
PA
USD
8200095.8
0.0304162008
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.4074
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
25000000
PA
USD
26077148
0.0967266467
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.068
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
26025000
PA
USD
26889401.64
0.0997394980
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.393
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-RC1
95001FAX3
1950000
PA
USD
2168647.26
0.0080440536
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Fixed
3.631
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C42
95001GAE3
6250000
PA
USD
7029446.88
0.0260739719
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.589
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FQT31
24542580.6
PA
USD
26080225.06
0.0967380603
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FQTZ0
45972120.35
PA
USD
49223510.51
0.1825822789
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.5
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBE4
10000000
PA
USD
10529100
0.0390550583
Long
DBT
CORP
GB
N
2
2023-02-15
Variable
4.61
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBH7
34300000
PA
USD
37056640.58
0.1374523234
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
3.932
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXGW6
46528083.01
PA
USD
51573913.56
0.1913005101
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXHH8
51555922.3
PA
USD
55014787.47
0.2040635697
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F1G44
31065000
PA
USD
35486105.56
0.1316268172
Long
ABS-MBS
USGSE
US
N
2
2027-04-25
Fixed
3.243
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F2LJ3
11100000
PA
USD
12600481.35
0.0467383284
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Fixed
3.117
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
10000000
PA
USD
10448634.4
0.0387565913
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
2.852
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06739FFU0
12770000
PA
USD
13809412.62
0.0512225561
Long
DBT
CORP
GB
N
2
2021-06-12
Fixed
10.179
N
N
N
N
N
N
W CONTRA COSTA CA UNIF SCH DIS
N/A
West Contra Costa Unified School District
952347YH9
1785000
PA
USD
2479043.7
0.0091953915
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
6.25
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Gas Partners LP
958254AB0
10463000
PA
USD
10429518.4
0.0386856853
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
4
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C28
46644FAD3
16688500
PA
USD
17859033.06
0.0662436084
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.2274
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase and Co
46647PAP1
15000000
PA
USD
16057672.95
0.0595619144
Long
DBT
CORP
US
N
2
2024-04-23
Variable
3.559
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BV0
7350000
PA
USD
8374084.32
0.0310615676
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.75
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
14440000
PA
USD
16578699.01
0.0614945301
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.25
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAY9
14400000
PA
USD
17225013.02
0.0638918699
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.5
N
N
N
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Mortgage Pass-Through Trust 2007-B
07324FAC4
1293478.08
PA
USD
1276152.33
0.0047335673
Long
ABS-MBS
CORP
US
N
2
2047-08-28
Variable
6.831
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXHT2
77937723.67
PA
USD
84333622.17
0.3128144410
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXL34
89212528.54
PA
USD
95224400.26
0.3532110535
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2004-4
07386HHT1
887905.3
PA
USD
881724.06
0.0032705345
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
0.7845
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2005-4
07386HSP7
1606133.57
PA
USD
1602057.04
0.0059424292
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
0.6245
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2005-7
07386HVJ7
2128897.33
PA
USD
2114511.94
0.0078432522
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
0.7245
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities I Trust 2004-AC2
073879AG3
158479.95
PA
USD
157643.54
0.0005847392
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
5
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Gas Partners LP
958254AE4
8000000
PA
USD
7493760
0.0277962251
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.95
N
N
N
N
N
N
WSTERN MI UNIV HOMER STRYKER M
N/A
Western Michigan University Homer Stryker MD School of Medicine
958644AB2
13250000
PA
USD
15363772.5
0.0569880646
Long
DBT
MUN
US
N
2
2028-11-15
Fixed
4.75
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBF2
10000000
PA
USD
10474790.5
0.0388536108
Long
DBT
CORP
US
N
2
2025-10-15
Variable
2.301
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
50000000
PA
USD
51747290
0.1919436066
Long
DBT
CORP
US
N
2
2026-03-13
Variable
2.005
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887AW9
1964000
PA
USD
1979604.82
0.0073428481
Long
DBT
CORP
US
N
2
2020-11-12
Fixed
3.25
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BF5
4000000
PA
USD
4412574.28
0.0163673387
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.734
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4D41
21722000
PA
USD
25454326.17
0.0944164451
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Fixed
3.6
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FAWS3
59034045
PA
USD
67504899.15
0.2503925095
Long
ABS-MBS
USGSE
US
N
2
2027-07-25
Fixed
3.194
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
20000000
PA
USD
18950000
0.0702902769
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.1
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Wabtec Corp/DE
960386AH3
2678000
PA
USD
2806485
0.0104099529
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
4.375
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Wabtec Corp/DE
960386AL4
19315000
PA
USD
19882484.36
0.0737490940
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.45
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Wabtec Corp
960386AN0
24825000
PA
USD
26318056.18
0.0976202352
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GSRX2
16709891.25
PA
USD
17665025.46
0.0655239858
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J55P0
39275086.94
PA
USD
42240492.68
0.1566805239
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
4
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBBX3
9000000
PA
USD
10324684.8
0.0382968313
Long
ABS-MBS
USGSE
US
N
2
2027-08-25
Fixed
3.244
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5EJ4
6393644.2
PA
USD
6769686.26
0.0251104550
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5SS9
45571611.55
PA
USD
49269810.72
0.1827540179
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GM3
44024649.61
PA
USD
46973414.48
0.1742361115
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GP6
57271032.97
PA
USD
60954600.43
0.2260958176
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4
N
N
N
N
N
N
WESTLAKE OH CITY SCH DIST
N/A
Westlake City School District
960470JF0
3570000
PA
USD
3616124.4
0.0134131074
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
5.227
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DF7
8350000
PA
USD
9266394.13
0.0343713673
Long
DBT
CORP
AU
N
2
2031-11-23
Variable
4.322
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GR2
15314205.96
PA
USD
16238468.37
0.0602325297
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7N27
23511847.08
PA
USD
26146313.81
0.0969831999
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.5
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BM0
10815000
PA
USD
13373163.66
0.0496043998
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.875
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BV0
6300000
PA
USD
6799424.12
0.0252207601
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.363
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CJ6
15000000
PA
USD
15871641.9
0.0588718789
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.823
N
N
N
N
N
N
BELL CANADA
549300O5ZKB2MUUSKB97
Bell Canada Inc
0778FPAA7
1225000
PA
USD
1549888.63
0.0057489235
Long
DBT
CORP
CA
N
2
2048-04-01
Fixed
4.464
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EF6
10000000
PA
USD
11032373.6
0.0409218256
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
4.11
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EG4
10000000
PA
USD
11789650.7
0.0437307553
Long
DBT
CORP
AU
N
2
2039-07-24
Fixed
4.421
N
N
N
N
N
N
BELL CANADA
549300O5ZKB2MUUSKB97
Bell Canada Inc
0778FPAB5
4123000
PA
USD
5058480.25
0.0187631650
Long
DBT
CORP
CA
N
2
2049-07-29
Fixed
4.3
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AS0
5000000
PA
USD
5716695.6
0.0212046500
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.05
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
76000000
PA
USD
78935011.32
0.2927896467
Long
DBT
CORP
US
N
2
2026-04-22
Variable
2.083
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBL9
28000000
PA
USD
29570949.24
0.1096860270
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.522
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AU5
18425000
PA
USD
21564946.49
0.0799897657
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.7
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BR8
14675000
PA
USD
15541401.73
0.0576469357
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EM1
11425000
PA
USD
11646412.73
0.0431994499
Long
DBT
CORP
AU
N
2
2030-02-04
Variable
2.894
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo Inc
96145DAB1
14895000
PA
USD
15833517.71
0.0587304667
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7S63
2538542.9
PA
USD
2693038.72
0.0099891524
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7UL7
14255198.48
PA
USD
15373241.68
0.0570231881
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.5
N
N
N
N
N
N
BERWYN IL
N/A
City of Berwyn IL
086257PV8
1720000
PA
USD
1789969.6
0.0066394437
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
5.79
N
N
N
N
N
N
BERWYN IL
N/A
City of Berwyn IL
086257PW6
4445000
PA
USD
4588706.85
0.0170206583
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
5.79
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAG8
20000000
PA
USD
19257053.8
0.0714292161
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2D5
8350000
PA
USD
9025007.4
0.0334760037
Long
DBT
CORP
FR
N
2
2025-01-09
Fixed
3.375
N
N
N
N
N
N
WESTROCK MWV LLC
4DL8C98Z5G5IXZLH3578
WestRock MWV LLC
961548AV6
7963000
PA
USD
11262533.79
0.0417755472
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
8.2
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300O5GNH0TNJ6B119
WFRBS Commercial Mortgage Trust 2013-C18
96221QAD5
12900000
PA
USD
13701167.4
0.0508210475
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
3.896
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8MW0
58109300.79
PA
USD
61147756.52
0.2268122818
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
2.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8TE3
28346225.55
PA
USD
31316608.1
0.1161611111
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BM1
4000000
PA
USD
5931393.08
0.0220010165
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BU3
1690000
PA
USD
1786770.52
0.0066275776
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.7
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BW9
7000000
PA
USD
7766130.12
0.0288065138
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAA3
10176000
PA
USD
10575000.96
0.0392253164
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.6
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSS1
23475000
PA
USD
25062580.21
0.0929633617
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
3.25
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AC6
1390000
PA
USD
1592503.8
0.0059069938
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J94V0
39103157.5
PA
USD
41566592.29
0.1541808593
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
2.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9Q38
31746260.86
PA
USD
34605378.64
0.1283599814
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.5
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2E3
8570000
PA
USD
9071110.27
0.0336470107
Long
DBT
CORP
FR
N
2
2023-03-01
Fixed
3.5
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
17100000
PA
USD
17907763.99
0.0664243636
Long
DBT
CORP
FR
N
2
2025-11-19
Variable
2.819
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Partners LP
96949LAE5
7000000
PA
USD
7656979.26
0.0284016460
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.85
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Partners LP
96950FAF1
2767000
PA
USD
3332432
0.0123608215
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.3
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Partners LP
96950FAM6
7310000
PA
USD
7947269.06
0.0294784033
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
4.3
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAQ7
3160000
PA
USD
3459679.45
0.0128328141
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.9
N
N
N
N
N
N
WILLIS TOWERS WATSON PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
97063PAB0
13879000
PA
USD
14322317.88
0.0531250496
Long
DBT
CORP
IE
N
2
2021-03-15
Fixed
5.75
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
9000000
PA
USD
9740585.97
0.0361302631
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.6
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AH4
10200000
PA
USD
13001290.36
0.0482250290
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.05
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AJ0
7500000
PA
USD
7939183.2
0.0294484109
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9SN2
135400659.07
PA
USD
142701921.62
0.5293170231
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VF5
80045891.3
PA
USD
85988037.21
0.3189510790
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
3
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
15000000
PA
USD
15360242.4
0.0569749706
Long
DBT
CORP
FR
N
2
2026-06-09
Variable
2.219
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
27631000
PA
USD
29587187.49
0.1097462587
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAB64
52136183.09
PA
USD
55683798.53
0.2065450986
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAB80
4969650.7
PA
USD
5286837.46
0.0196101989
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AH5
3570000
PA
USD
3724671.79
0.0138157368
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
6.875
N
N
N
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance Inc
47233JAG3
4600000
PA
USD
5066272.79
0.0187920695
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.85
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AE8
28506000
PA
USD
32064030.55
0.1189334874
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.95
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AF5
7000000
PA
USD
7351197.77
0.0272674262
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45
N
N
N
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AM5
12300000
PA
USD
12891230.5
0.0478167895
Long
DBT
CORP
AU
N
2
2025-03-05
Fixed
3.65
N
N
N
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AQ6
10000000
PA
USD
10776936.4
0.0399743453
Long
DBT
CORP
AU
N
2
2029-03-04
Fixed
4.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JACQ9
25111172.45
PA
USD
27706127.86
0.1027689393
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAEL8
44877945.59
PA
USD
50894282.53
0.1887795891
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAHE1
47929295.17
PA
USD
51603846.35
0.1914115383
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JANA2
3156126.19
PA
USD
3361563.71
0.0124688783
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.5
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAY6
15000000
PA
USD
17234286.3
0.0639262668
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.4
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAL4
9325000
PA
USD
9383641.2
0.0348062659
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.25
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAND6
60577552.92
PA
USD
65189834.51
0.2418053573
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JANV6
13251997.41
PA
USD
14736110.6
0.0546599100
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
4.5
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AG3
15000000
PA
USD
15973071.6
0.0592481069
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.8
N
N
N
N
N
N
BON SECOURS MERCY
5493006NA7JSVYYYF398
Bon Secours Mercy Health Inc
09778PAA3
8000000
PA
USD
8839071.2
0.0327863199
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.464
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAM2
10000000
PA
USD
10085763.1
0.0374106112
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.95
N
N
N
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
Yara International ASA
984851AD7
13965000
PA
USD
15044995.56
0.0558056414
Long
DBT
CORP
NO
N
2
2026-06-06
Fixed
3.8
N
N
N
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance Inc
47233JBH0
10000000
PA
USD
10777142.8
0.0399751109
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.15
N
N
N
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AH1
892000
PA
USD
1121507.25
0.0041599501
Long
DBT
CORP
IE
N
2
2036-01-15
Fixed
6
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JARW0
44797312.82
PA
USD
47982757.45
0.1779800163
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBB64
84732362.41
PA
USD
89086912.73
0.3304455813
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.5
N
N
N
N
N
N
BORAL FINANCE PTY LTD
549300X2TYFVNPM0UT91
Boral Finance Pty Ltd
09952AAA4
6000000
PA
USD
6047327.58
0.0224310465
Long
DBT
CORP
AU
N
2
2022-11-01
Fixed
3
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BH0
6450000
PA
USD
6848768.67
0.0254037914
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.55
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BK3
6175000
PA
USD
6571203.68
0.0243742336
Long
DBT
CORP
US
N
2
2023-02-20
Fixed
3.25
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BL1
2477000
PA
USD
2730600.02
0.0101284766
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
4
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAB8
9850000
PA
USD
12651786.21
0.0469286309
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
5.75
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAF9
20996000
PA
USD
22804248.59
0.0845866464
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.55
N
N
N
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AN8
1713000
PA
USD
2033211.72
0.0075416894
Long
DBT
CORP
IE
N
2
2064-07-02
Variable
4.95
N
N
N
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AU2
4400000
PA
USD
5014255.93
0.0185991260
Long
DBT
CORP
IE
N
2
2047-02-15
Fixed
4.5
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAL6
9500000
PA
USD
9854160
0.0365515375
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAB9
34200000
PA
USD
36095471.39
0.1338871071
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.25
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170BB9
10075000
PA
USD
12708460.12
0.0471388486
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
4.7
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170BE3
12000000
PA
USD
12822590.76
0.0475621876
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCP83
52789149.09
PA
USD
57343900.34
0.2127028303
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X42P0
45328606.82
PA
USD
47567379
0.1764392740
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
2.5
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CC0
9150000
PA
USD
11648641.28
0.0432077162
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.125
N
N
N
N
N
N
BROADRIDGE FINANCIAL SOL
N/A
Broadridge Financial Solutions Inc
11133TAD5
11300000
PA
USD
12078602.54
0.0448025497
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.9
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAP4
12000000
PA
USD
12818340.6
0.0475464227
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.125
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAD3
19075000
PA
USD
20718661.09
0.0768506821
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
3.625
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAH6
3568000
PA
USD
4703897.42
0.0174479289
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
4.7
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAJ2
5145000
PA
USD
5189610.8
0.0192495610
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
3.45
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BX5
20000000
PA
USD
20258781.8
0.0751448751
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.1
N
N
N
N
N
N
KENTUCKY ST HSG CORP HSG REVEN
549300NTBUU903EKQ287
Kentucky Housing Corp
49130TUR5
3180000
PA
USD
3288056.4
0.0121962214
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X52A0
31299189
PA
USD
32986947.38
0.1223568162
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6PB1
60820704.65
PA
USD
65622597.2
0.2434105821
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAE1
52000000
PA
USD
57871065.72
0.2146582182
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.25
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAT8
23600000
PA
USD
25118005.57
0.0931689481
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AB7
23825000
PA
USD
25674321.52
0.0952324628
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.5
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AW0
12235000
PA
USD
12350637.27
0.0458115944
Long
DBT
CORP
US
N
2
2020-11-24
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LE40
17979911.32
PA
USD
19453782.73
0.0721589327
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416VSN5
9952360.29
PA
USD
10685080.32
0.0396336282
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WYL0
26723157.4
PA
USD
29482382.73
0.1093575117
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417AET2
5345581.73
PA
USD
5866166.93
0.0217590764
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DGE7
17199684.95
PA
USD
18757977.95
0.0695780192
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417FSA7
30288126.92
PA
USD
32458836.69
0.1203979219
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AX8
11550000
PA
USD
11944118.11
0.0443037134
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.25
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AY6
15000000
PA
USD
15633593.1
0.0579888965
Long
DBT
CORP
US
N
2
2022-09-25
Fixed
3
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49306SAA4
6500000
PA
USD
6738814.75
0.0249959449
Long
DBT
CORP
US
N
2
2022-05-22
Fixed
3.18
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327V2A1
18965000
PA
USD
20920216.21
0.0775983003
Long
DBT
CORP
US
N
2
2026-05-20
Fixed
3.4
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAW1
3000000
PA
USD
3691950.33
0.0136943647
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
4.15
N
N
N
N
N
N
CCL INDUSTRIES INC
549300TD3EMSRRC0YH75
CCL Industries Inc
124900AD3
20000000
PA
USD
20413993.8
0.0757205951
Long
DBT
CORP
CA
N
2
2030-06-01
Fixed
3.05
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GGG5
9280911.33
PA
USD
9866756.79
0.0365982621
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
2.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417SBL3
166755.9
PA
USD
185416.57
0.0006877563
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.5
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD1 Mortgage Trust
12514MBC8
45910000
PA
USD
48612886.98
0.1803173239
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.724
N
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAC7
21000000
PA
USD
21367290
0.0792566085
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.45
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YEN3
1032477.32
PA
USD
1111560.15
0.0041230539
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
4.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YFM4
1197660.19
PA
USD
1292404.13
0.0047938493
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
4.5
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAE3
22450000
PA
USD
26423561.32
0.0980115801
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
4.6
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AW6
14008000
PA
USD
18772976.83
0.0696336538
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.95
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BD7
5359000
PA
USD
6747029.39
0.0250264150
Long
DBT
CORP
US
N
2
2039-09-01
Fixed
6.5
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc/DE
49456BAA9
4155000
PA
USD
4244310.27
0.0157432055
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YUH8
7640783.17
PA
USD
8388507.31
0.0311150661
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418A6A1
5835642.48
PA
USD
6283258.73
0.0233061739
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
4
N
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAF0
3000000
PA
USD
3207930
0.0118990126
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.15
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust 2016-C4
12531YAN8
29732980
PA
USD
32032388.93
0.1188161208
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Fixed
3.283
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ABT4
38308400.21
PA
USD
40978342.47
0.1519988939
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AKN7
1948773.31
PA
USD
2059364.91
0.0076386981
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc/DE
49456BAB7
5017000
PA
USD
5655844.36
0.0209789375
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.625
N
N
N
N
N
N
KOREA GAS CORP
988400TFZILHBD5M3R71
Korea Gas Corp
50066AAA1
2321000
PA
USD
2347157.67
0.0087061933
Long
DBT
CORP
KR
N
2
2020-11-02
Fixed
4.25
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAD8
10000000
PA
USD
10078785
0.0373847276
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAH9
563000
PA
USD
563000
0.0020883074
Long
DBT
CORP
US
N
2
2020-07-02
Fixed
2.8
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
3190000
PA
USD
3666990.4
0.0136017821
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.125
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
5000000
PA
USD
6335533.55
0.0235000743
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.8
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AM39
6552043.49
PA
USD
6875356.24
0.0255024113
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
2.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AMZ8
3804691.88
PA
USD
4044243.88
0.0150011094
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AYE2
18493984.16
PA
USD
19790873.13
0.0734092851
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BD45
7623649.14
PA
USD
8207005.74
0.0304418315
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
4
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BQ2
10000000
PA
USD
10509014.4
0.0389805558
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.9
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BS8
10000000
PA
USD
10523429.6
0.0390340254
Long
DBT
CORP
US
N
2
2022-11-30
Fixed
3.05
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
14740000
PA
USD
16218188.08
0.0601573051
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAS5
7000000
PA
USD
7378152.04
0.0273674063
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BG59
9116827.43
PA
USD
9814510.52
0.0364044677
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BRH1
12792418.89
PA
USD
13630089.89
0.0505574033
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
3
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BU3
5512000
PA
USD
5859394.08
0.0217339542
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BW9
9000000
PA
USD
9830585.43
0.0364640935
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.5
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAP7
2400000
PA
USD
2489472
0.0092340726
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.2
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDJ0
36315324.09
PA
USD
38459315.82
0.1426551957
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CEP5
25645391.02
PA
USD
26877030.16
0.0996936091
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
2.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR89
47553601.89
PA
USD
50214981.07
0.1862598905
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRD8
36242381.45
PA
USD
38663530.91
0.1434126805
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BY5
9810000
PA
USD
11412021.27
0.0423300335
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
4.5
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
15000000
PA
USD
15564215.25
0.0577315567
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.4
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CS47
12471199.71
PA
USD
13154316.03
0.0487926394
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.5
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUF9
36018559.06
PA
USD
38723253.53
0.1436342066
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
4
N
N
N
N
N
N
CK HUTCHISON INTL 17 LTD
254900TNOJOSKVTDPK87
CK Hutchison International 17 Ltd
12563UAA5
8000000
PA
USD
8195875.68
0.0304005473
Long
DBT
CORP
KY
N
2
2022-04-05
Fixed
2.875
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE15 Mortgage Trust
12591RAY6
9826940.51
PA
USD
10233411.27
0.0379582750
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Fixed
3.595
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAJ3
2450000
PA
USD
2610484.07
0.0096829366
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.2
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
22275000
PA
USD
22421182.36
0.0831657582
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE19 Mortgage Trust
12592GBD4
15789828
PA
USD
17194557.42
0.0637789025
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Fixed
3.796
N
N
N
N
N
N
CNH INDUSTRIAL NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
17956000
PA
USD
18924322.37
0.0701950322
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
3.85
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AE0
4000000
PA
USD
4662982.2
0.0172961641
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
7.25
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AR1
7199000
PA
USD
7587165.4
0.0281426890
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
5.75
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AT7
14000000
PA
USD
15834738.92
0.0587349965
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.5
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AU4
12000000
PA
USD
12800279.4
0.0474794292
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.45
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AV2
8000000
PA
USD
8815534.72
0.0326990172
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.9
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE1 Mortgage Trust
12624BAC0
7488583.5
PA
USD
7648000.47
0.0283683415
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
3.391
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE2 Mortgage Trust
12624KAD8
20250536
PA
USD
20819843.37
0.0772259924
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Fixed
3.147
N
N
N
N
N
N
COMM Mortgage Trust
549300C72XVZH4MIKU63
COMM 2013-CCRE9 Mortgage Trust
12625UBB8
19677927.93
PA
USD
20852808.46
0.0773482681
Long
ABS-MBS
CORP
US
N
2
2045-07-10
Fixed
4.022
N
N
N
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM 2013-CCRE10 Mortgage Trust
12626BAC8
23113095.52
PA
USD
24747699.86
0.0917953919
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Fixed
3.923
N
N
N
N
N
N
COMM Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CCRE11 Mortgage Trust
12626LAD4
10259206.81
PA
USD
11047351.91
0.0409773839
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
3.983
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HL0
9000000
PA
USD
11733313.32
0.0435217859
Long
DBT
CORP
US
N
2
2068-03-01
Fixed
4.65
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
15000000
PA
USD
19327488.75
0.0716904769
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.125
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
33000000
PA
USD
41005864.02
0.1521009782
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
19300000
PA
USD
25280927.76
0.0937732672
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
8000000
PA
USD
8839029.6
0.0327861656
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DH0
3000000
PA
USD
3368963.73
0.0124963268
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.625
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
Countrywide Asset-Backed Certificates
12666PAC8
435401.4
PA
USD
413468.32
0.0015336571
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Variable
5.971
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
Countrywide Asset-Backed Certificates
126670AF5
62556
PA
USD
64288.86
0.0002384634
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Variable
4.301729
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
Countrywide Asset-Backed Certificates
126670GQ5
328530.47
PA
USD
307148.72
0.0011392912
Long
ABS-MBS
CORP
US
N
2
2033-02-25
Variable
5.43
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
CWABS Asset-Backed Certificates Trust 2005-17
126670QV3
142188.6
PA
USD
145616.44
0.0005401277
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
5.564
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
Countrywide Asset-Backed Certificates
126673TD4
133413.7
PA
USD
133218.92
0.0004941422
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
5.115
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
CWABS Asset-Backed Certificates Trust 2004-15
126673TW2
7560.05
PA
USD
7616.81
0.0000282526
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
4.613
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
CWABS Asset-Backed Certificates Trust 2005-1
126673WD0
26543.33
PA
USD
26939.54
0.0000999255
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
5.03
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-8CB
12667FGK5
1439436.89
PA
USD
1432813.03
0.0053146609
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
0.4545
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-50CB
12668ALL7
16805.83
PA
USD
16690.9
0.0000619107
Long
ABS-MBS
CORP
US
N
2
2020-11-25
Fixed
5
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-7CB
12668BYQ0
238580.34
PA
USD
235787.49
0.0008745946
Long
ABS-MBS
CORP
US
N
2
2021-05-25
Fixed
5.25
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-J5
12668EAJ6
52925.83
PA
USD
52360.98
0.0001942199
Long
ABS-MBS
CORP
US
N
2
2021-07-25
Variable
3.983596
N
N
N
N
N
N
CALIFORNIA ST HSG FIN AGY REVE
549300BOPCVLBA552Z14
California Housing Finance Agency
13034PYZ4
7250000
PA
USD
7358387.5
0.0272940947
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
2.794
N
N
N
N
N
N
CALIFORNIA ST HSG FIN AGY REVE
549300BOPCVLBA552Z14
California Housing Finance Agency
13034PZW0
19650000
PA
USD
21157155
0.0784771654
Long
DBT
MUN
US
N
2
2029-02-01
Fixed
3.656
N
N
N
N
N
N
CALIFORNIA ST QUALIFIED SCH BO
N/A
California Qualified School Bond Joint Powers Authority
13055CAC4
6695000
PA
USD
8058436.75
0.0298907520
Long
DBT
MUN
US
N
2
2027-03-01
Fixed
7.155
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AB6
20000000
PA
USD
22050707
0.0817915726
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.302
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BF5
10325000
PA
USD
11595857.17
0.0430119267
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.95
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GAP9
37700000
PA
USD
40438237.71
0.1499955107
Long
DBT
CORP
CA
N
2
2024-04-02
Fixed
3.1
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AJ0
982000
PA
USD
1185111.07
0.0043958726
Long
DBT
CORP
CA
N
2
2037-02-15
Fixed
6.5
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBT1
2998000
PA
USD
3225791.88
0.0119652667
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.3
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBU8
6550000
PA
USD
6898257.21
0.0255873567
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
3.2
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCA1
4550000
PA
USD
4948052.88
0.0183535624
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.9
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCE3
26000000
PA
USD
28501330.26
0.1057185434
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.65
N
N
N
N
N
N
Capital One Multi-Asset Execut
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFV8
3227000
PA
USD
3441195.67
0.0127642531
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
2.06
N
N
N
N
N
N
CAPITAL ONE BANK USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
45962000
PA
USD
48386032.2
0.1794758629
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.375
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AG5
5000000
PA
USD
5410435.1
0.0200686534
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.5
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AJ9
16000000
PA
USD
16468322.88
0.0610851175
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.75
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAF1
8125000
PA
USD
8307150.56
0.0308132936
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.242
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAH7
25975000
PA
USD
26460593.53
0.0981489418
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.493
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAK0
18500000
PA
USD
18445820.16
0.0684201481
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.7
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAJ3
10640000
PA
USD
11231469.3
0.0416603212
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.5
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BB8
12000000
PA
USD
12240000
0.0454012132
Long
DBT
CORP
CL
N
2
2027-11-02
Fixed
3.875
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
54750000
PA
USD
62748053.56
0.2327481827
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.908
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
10800000
PA
USD
14271908.94
0.0529380703
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.384
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BB9
13773000
PA
USD
14690187.87
0.0544895712
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.464
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BJ2
5000000
PA
USD
5450560.15
0.0202174872
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BR4
26000000
PA
USD
30690596.04
0.1138390762
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05
N
N
N
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2006-A1
16163CAH5
900867.49
PA
USD
791226.33
0.0029348558
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
4.008883
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
4000000
PA
USD
4550956.44
0.0168806326
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
18219000
PA
USD
20020332.21
0.0742604061
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.125
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HT1
1000000
PA
USD
1103462.43
0.0040930174
Long
DBT
CORP
US
N
2
2024-06-16
Fixed
3.75
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KG5
4500000
PA
USD
5025659.76
0.0186414257
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
3.7
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KV2
6100000
PA
USD
6217346.31
0.0230616883
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
2.35
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KX8
7000000
PA
USD
7071050.49
0.0262282901
Long
DBT
CORP
US
N
2
2023-09-01
Floating
1.78
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
7600000
PA
USD
8566737.4
0.0317761659
Long
DBT
CORP
US
N
2
2028-01-10
Variable
3.887
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LG4
11575000
PA
USD
11996018.29
0.0444962241
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
2.75
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LM1
20350000
PA
USD
21178946.06
0.0785579939
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.876
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LV1
12200000
PA
USD
12618596.03
0.0468055203
Long
DBT
CORP
US
N
2
2023-01-24
Variable
3.142
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LZ2
22600000
PA
USD
24570898.09
0.0911395900
Long
DBT
CORP
US
N
2
2024-06-01
Variable
4.044
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
5650000
PA
USD
6104708.55
0.0226438868
Long
DBT
CORP
US
N
2
2025-04-24
Variable
3.352
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
20000000
PA
USD
21511503.2
0.0797915312
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.106
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MS7
25000000
PA
USD
25856509.25
0.0959082425
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.572
N
N
N
N
N
N
Citibank Credit Card Issuance
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EDT9
8691000
PA
USD
12960102.63
0.0480722534
Long
ABS-O
CORP
US
N
2
2039-06-15
Fixed
6.15
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GM62
12362.11
PA
USD
12320.34
0.0000456992
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.5
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-GC11
17320DAG3
34503388
PA
USD
35867765.82
0.1330424904
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
3.093
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC19
17322AAC6
6361489.99
PA
USD
6804565.86
0.0252398321
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.753
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC25
17322YAD2
16838590
PA
USD
18203256.69
0.0675204197
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
3.635
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAE7
59202541
PA
USD
62864117.52
0.2331786928
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.137
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC35
17324KAP3
34430000
PA
USD
38159743.37
0.1415440068
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Fixed
3.818
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
17401QAU5
12120000
PA
USD
13604317.61
0.0504618075
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.75
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AR6
10000000
PA
USD
10822136.6
0.0401420041
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
2.85
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AT2
28025000
PA
USD
30287924.31
0.1123454663
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.25
N
N
N
N
N
N
COLUMBIA PIPELINE GROUP
549300SRP1TQM9JJBG80
Columbia Pipeline Group Inc
198280AF6
6199000
PA
USD
7041614.7
0.0261191054
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.5
N
N
N
N
N
N
COLUMBIA PIPELINE GROUP
549300SRP1TQM9JJBG80
Columbia Pipeline Group Inc
198280AH2
10776000
PA
USD
13135665.22
0.0487234589
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.8
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
6000000
PA
USD
6635305.38
0.0246120028
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.2
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCC3
8622000
PA
USD
10222878.38
0.0379192059
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.969
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCN9
10000000
PA
USD
14222775.7
0.0527558228
Long
DBT
CORP
US
N
2
2058-10-15
Fixed
4.95
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDK4
9125000
PA
USD
10233412.2
0.0379582785
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.3
N
N
N
N
N
N
COMERICA BANK
70WY0ID1N53Q4254VH70
Comerica Bank
200339DX4
10000000
PA
USD
10838812.9
0.0402038607
Long
DBT
CORP
US
N
2
2025-07-27
Fixed
4
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AD2
3423000
PA
USD
3602707.5
0.0133633408
Long
DBT
CORP
MX
N
2
2024-01-15
Fixed
4.875
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAB9
12900000
PA
USD
13268895.88
0.0492176446
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.347
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BK0
10000000
PA
USD
10640578.4
0.0394685595
Long
DBT
CORP
AU
N
2
2034-09-12
Variable
3.61
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BL8
23500000
PA
USD
25243591.2
0.0936347766
Long
DBT
CORP
AU
N
2
2039-09-12
Fixed
3.743
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0HR3
15000000
PA
USD
16932067.35
0.0628052614
Long
DBT
CORP
AU
N
2
2025-12-09
Fixed
4.5
N
N
N
N
N
N
BBVA USA
C90VT034M03BN29IRA40
Compass Bank
20453KAA3
36235000
PA
USD
38278890.25
0.1419859523
Long
DBT
CORP
US
N
2
2025-04-10
Fixed
3.875
N
N
N
N
N
N
BBVA USA
C90VT034M03BN29IRA40
Compass Bank
20453KAB1
8000000
PA
USD
8184107.76
0.0303568971
Long
DBT
CORP
US
N
2
2022-06-29
Fixed
2.875
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887AC6
4548000
PA
USD
4788742.88
0.0177626419
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
9.75
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887AF9
6441000
PA
USD
8082862.69
0.0299813539
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
7.125
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887AR3
4300000
PA
USD
5728840.59
0.0212496988
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
7
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887BL5
332000
PA
USD
333598.97
0.0012374018
Long
DBT
CORP
US
N
2
2020-08-15
Fixed
4.95
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887CD2
5000000
PA
USD
6538564.15
0.0242531654
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.3
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DH6
9400000
PA
USD
11141590.17
0.0413269371
Long
DBT
CORP
US
N
2
2051-08-01
Fixed
3.5
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAA4
14630000
PA
USD
16133086.2
0.0598416410
Long
DBT
CORP
NL
N
2
2023-12-01
Fixed
4.625
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
20397000
PA
USD
22956771.9
0.0851523934
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.375
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
12000000
PA
USD
13221463.2
0.0490417050
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BF1
9000000
PA
USD
10342708.2
0.0383636846
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.375
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868BS4
6107000
PA
USD
6461144.93
0.0239659982
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.375
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAN5
8600000
PA
USD
8782290.33
0.0325757055
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
1.375
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAP0
15000000
PA
USD
15147378.75
0.0561854062
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.6
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044BV8
19011000
PA
USD
31056815.79
0.1151974766
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
8.375
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CE5
4725000
PA
USD
5158460.11
0.0191340153
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CF2
14000000
PA
USD
17609365.06
0.0653175275
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
4.8
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CG0
4450000
PA
USD
4920885.65
0.0182527924
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.35
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
4204000
PA
USD
4645474.11
0.0172312223
Long
DBT
CORP
FR
N
2
2025-03-17
Fixed
4.375
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AK1
8000000
PA
USD
8808064.08
0.0326713068
Long
DBT
CORP
FR
N
2
2033-01-10
Variable
4
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAA5
10180000
PA
USD
10536195.96
0.0390813790
Long
DBT
CORP
FR
N
2
2022-01-10
Fixed
3.375
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAE7
5000000
PA
USD
5350690.1
0.0198470443
Long
DBT
CORP
FR
N
2
2023-04-24
Fixed
3.75
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AB4
17000000
PA
USD
17634300.26
0.0654100184
Long
DBT
CORP
CH
N
2
2023-01-09
Fixed
3.574
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AC2
16390000
PA
USD
18356947.51
0.0680904973
Long
DBT
CORP
CH
N
2
2028-01-09
Fixed
4.282
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AF5
11000000
PA
USD
12144833.03
0.0450482151
Long
DBT
CORP
CH
N
2
2029-01-12
Variable
3.869
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AG3
8325000
PA
USD
8946486.72
0.0331847509
Long
DBT
CORP
CH
N
2
2024-06-12
Variable
4.207
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
12250000
PA
USD
12668685.28
0.0469913138
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
2.593
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
15000000
PA
USD
15191970
0.0563508062
Long
DBT
CORP
CH
N
2
2026-06-05
Variable
2.193
N
N
N
N
N
N
CREDIT SUISSE USA INC
EXD7DEVFDH4HOFFQ7349
Credit Suisse USA Inc
22541LAE3
5063000
PA
USD
7647023.16
0.0283647164
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.125
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
Credit Suisse First Boston Mortgage Securities Corp
22541QZW5
4511417.62
PA
USD
4342164.57
0.0161061715
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
3.979542
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AR2
2000000
PA
USD
2299719.08
0.0085302317
Long
DBT
CORP
GG
N
2
2026-04-17
Fixed
4.55
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AT8
14550000
PA
USD
15666021.38
0.0581091811
Long
DBT
CORP
GG
N
2
2023-06-09
Fixed
3.8
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22546QAP2
4325000
PA
USD
4777324.98
0.0177202900
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.625
N
N
N
N
N
N
CUYAHOGA CNTY OH INDL DEV REVE
549300GHDK9DGLUNJU89
County of Cuyahoga OH
232273TB8
795000
PA
USD
888404.55
0.0032953141
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
9.125
N
Y
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 16-C3 Mortgage Trust
23312VAD8
10755000
PA
USD
11197494.04
0.0415342985
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.756
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAC0
54525000
PA
USD
58627712.36
0.2174648094
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.25
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAD8
28201000
PA
USD
30920671.16
0.1146924822
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.75
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DR2
6550000
PA
USD
6766608.5
0.0250990388
Long
DBT
CORP
US
N
2
2022-02-22
Fixed
3.4
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DU5
30000000
PA
USD
30770848.5
0.1141367526
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.55
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DY7
20000000
PA
USD
20144710.8
0.0747217573
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.75
N
N
N
N
N
N
DAIWA SECURITIES GROUP
353800WRC7Y23PWFJG38
Daiwa Securities Group Inc
234064AB9
12000000
PA
USD
12374824.08
0.0459013093
Long
DBT
CORP
JP
N
2
2022-04-19
Fixed
3.129
N
N
N
N
N
N
DANONE SA
969500KMUQ2B6CBAF162
Danone SA
23636TAD2
19600000
PA
USD
20620201.95
0.0764854726
Long
DBT
CORP
FR
N
2
2023-11-02
Fixed
2.589
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
5000000
PA
USD
5256584.35
0.0194979826
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251525AT8
5300000
PA
USD
5301113
0.0196631504
Long
DBT
CORP
DE
N
2
2020-07-13
Fixed
2.7
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BL2
22175000
PA
USD
22680425.68
0.0841273563
Long
DBT
CORP
DE
N
2
2022-11-16
Fixed
3.3
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BP3
3000000
PA
USD
3014063.61
0.0111799138
Long
DBT
CORP
DE
N
2
2021-01-22
Fixed
3.15
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BU2
575000
PA
USD
575476.73
0.0021345867
Long
DBT
CORP
DE
N
2
2020-08-20
Fixed
2.95
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BV0
1625000
PA
USD
1633014.05
0.0060572565
Long
DBT
CORP
DE
N
2
2021-01-13
Fixed
3.125
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BX6
36125000
PA
USD
37064692.89
0.1374821914
Long
DBT
CORP
DE
N
2
2021-10-14
Fixed
4.25
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BY4
10000000
PA
USD
10421964.8
0.0386576671
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.7
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CA5
10000000
PA
USD
10438315.5
0.0387183159
Long
DBT
CORP
DE
N
2
2022-02-14
Fixed
5
N
N
N
N
N
N
Deutsche Mortgage Securities,
N/A
Deutsche Mortgage Securities Inc Mortgage Loan Trust 2004-4
251563EP3
959.12
PA
USD
974.38
0.0000036142
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Variable
6.15
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
5661000
PA
USD
8855827.81
0.0328484744
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAD5
50575000
PA
USD
51988540.4
0.1928384645
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
4.42
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAG8
15043000
PA
USD
16454218.28
0.0610328000
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAK9
49408000
PA
USD
56645054.09
0.2101106353
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02
N
N
N
N
N
N
LAFARGE SA
549300DNNL29KCEPRZ85
Lafarge SA
505861AC8
893000
PA
USD
1170470.54
0.0043415672
Long
DBT
CORP
FR
N
2
2036-07-15
Fixed
7.125
N
N
N
N
N
N
LEASEPLAN CORPORATION NV
724500C60L930FVHS484
LeasePlan Corp NV
52206AAD2
57145000
PA
USD
58431608.25
0.2167374103
Long
DBT
CORP
NL
N
2
2024-10-24
Fixed
2.875
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAC9
12925000
PA
USD
14084501.75
0.0522429303
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.625
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAE5
11500000
PA
USD
12954175
0.0480502664
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.375
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
Lennar Corp
526057BY9
496000
PA
USD
502200
0.0018627851
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
4.125
N
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AD9
5930000
PA
USD
6117114.92
0.0226899051
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBE3
591000
PA
USD
641477.94
0.0023794017
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
2087000
PA
USD
2444571.78
0.0090675265
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.569
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
2231000
PA
USD
2357380.73
0.0087441132
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.951
N
N
N
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
465000
PA
USD
709209.35
0.0026306344
Long
DBT
CORP
US
N
2
2097-10-15
Fixed
7.697
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BJ7
24650000
PA
USD
25952855.54
0.0962656149
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.05
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AP4
18669000
PA
USD
19428097.6
0.0720636602
Long
DBT
CORP
GB
N
2
2023-11-07
Variable
2.907
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AQ2
10000000
PA
USD
10868616
0.0403144078
Long
DBT
CORP
GB
N
2
2028-11-07
Variable
3.574
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AV1
15725000
PA
USD
16241488.73
0.0602437330
Long
DBT
CORP
GB
N
2
2026-02-05
Variable
2.438
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAL7
15000000
PA
USD
16288636.5
0.0604186158
Long
DBT
CORP
GB
N
2
2025-07-09
Variable
3.87
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BG3
5000000
PA
USD
5317366.6
0.0197234391
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.1
N
N
N
N
N
N
LOUISIANA ST HSG CORP SF MTGE
549300VL35TBE7RSJH61
Louisiana Housing Corp
54627DBW0
2998770.88
PA
USD
2995352.28
0.0111105088
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
2.1
N
N
N
N
N
N
MBIA INSURANCE CO
5493004M1UUDNTDXS107
MBIA Insurance Corp
55276GAA3
714000
PA
USD
285600
0.0010593616
Long
DBT
CORP
US
N
2
2033-01-15
None
12.47888
Y
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2016-A
55315FAE0
14100000
PA
USD
14437262.13
0.0535514065
Long
ABS-O
CORP
US
N
2
2032-12-15
Fixed
2.21
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAA8
6000000
PA
USD
6411867.78
0.0237832170
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAE0
18255000
PA
USD
19622548.5
0.0727849271
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.5
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
18665000
PA
USD
20835361.35
0.0772835525
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.875
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
11700000
PA
USD
12463085.47
0.0462286928
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.125
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
5725000
PA
USD
5726078.7
0.0212394542
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.5
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBM1
9276000
PA
USD
9645453.99
0.0357773948
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.25
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAH1
29067000
PA
USD
30197187.74
0.1120089018
Long
DBT
CORP
AU
N
2
2023-11-28
Variable
3.189
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAL2
24000000
PA
USD
25763890.08
0.0955646949
Long
DBT
CORP
AU
N
2
2024-03-27
Variable
4.15
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55608XAB3
23717000
PA
USD
26217950.06
0.0972489166
Long
DBT
CORP
AU
N
2
2025-06-10
Fixed
4.875
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AH9
5000000
PA
USD
5064441.6
0.0187852772
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.2
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AP1
5100000
PA
USD
5100497.51
0.0189190175
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.95
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp
56501RAC0
10000000
PA
USD
11751991.1
0.0435910664
Long
DBT
CORP
CA
N
2
2026-03-04
Fixed
4.15
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp
56501RAD8
5150000
PA
USD
6846343.62
0.0253947963
Long
DBT
CORP
CA
N
2
2046-03-04
Fixed
5.375
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAG7
1600000
PA
USD
1706003.36
0.0063279920
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.625
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAH5
1500000
PA
USD
1563687.33
0.0058001064
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAL6
10825000
PA
USD
10928005.4
0.0405346979
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
3.4
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh and McLennan Cos Inc
571748AK8
4700000
PA
USD
6396964.61
0.0237279374
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.875
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh and McLennan Cos Inc
571748BC5
3450000
PA
USD
4322610.88
0.0160336420
Long
DBT
CORP
US
N
2
2047-01-30
Fixed
4.35
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BN1
5000000
PA
USD
5188755.35
0.0192463879
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25
N
N
N
N
N
N
MARSHFIELD CLINIC HEALTH
N/A
Marshfield Clinic Health System Inc
57284PAA9
10650000
PA
USD
10729789.27
0.0397994649
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.703
N
N
N
N
N
N
MARTIN MARIETTA MATERIAL
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AJ5
893000
PA
USD
1117942.55
0.0041467278
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.25
N
N
N
N
N
N
MARTIN MARIETTA MATERIAL
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AV8
6200000
PA
USD
6240958.32
0.0231492712
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.5
N
N
N
N
N
N
MARYLAND ST CMNTY DEV ADMIN DE
N/A
Maryland Community Development Administration
57419RYZ2
10130000
PA
USD
10424479.1
0.0386669933
Long
DBT
MUN
US
N
2
2041-09-01
Fixed
3.16
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BJ4
5000000
PA
USD
5662985.25
0.0210054249
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.45
N
N
N
N
N
N
MASSACHUSETTS ST EDUCTNL FING
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563NAB4
30256750
PA
USD
31353254.62
0.1162970422
Long
DBT
MUN
US
N
2
2033-05-25
Fixed
3.85
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AL2
11175000
PA
USD
14442303.59
0.0535701065
Long
DBT
CORP
US
N
2
2077-04-01
Fixed
4.9
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AN8
16676000
PA
USD
17138213.69
0.0635699096
Long
DBT
CORP
US
N
2
2070-10-15
Fixed
3.729
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Mastr Asset Backed Securities Trust 2006-NC1
57643LNF9
1544187.53
PA
USD
1541761.46
0.0057187778
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.7845
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFN9
3000000
PA
USD
3332808.9
0.0123622196
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.3
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFP4
6000000
PA
USD
6812931
0.0252708605
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.5
N
N
N
N
N
N
MEDTRONIC INC
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BR6
1562000
PA
USD
1637741.38
0.0060747913
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.15
N
N
N
N
N
N
MEGA ADVANCE INVESTMENTS
N/A
Mega Advance Investments Ltd
58516NAA2
4909000
PA
USD
5027454.17
0.0186480816
Long
DBT
CORP
VG
N
2
2021-05-12
Fixed
5
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-F
59020UMZ5
4165422.86
PA
USD
4109708.25
0.0152439330
Long
ABS-MBS
CORP
US
N
2
2029-12-25
Variable
2.791592
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A10
59020UZ65
10970163.24
PA
USD
10476738.46
0.0388608363
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.3945
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59023VAA8
1138000
PA
USD
1860423.2
0.0069007737
Long
DBT
CORP
US
N
2
2038-05-14
Fixed
7.75
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAE8
466000
PA
USD
681252.46
0.0025269353
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
6.5
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBG2
3375000
PA
USD
4400728.92
0.0163234013
Long
DBT
CORP
US
N
2
2043-11-13
Fixed
4.875
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBN7
12375000
PA
USD
14606830.63
0.0541803784
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.05
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2019-1
59166EAB1
16190779.03
PA
USD
17091141.78
0.0633953081
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.75
N
N
N
N
N
N
METROPOLITAN LIFE INS CO
549300H7EXFMRS487544
Metropolitan Life Insurance Co
592173AE8
6300000
PA
USD
8169869.86
0.0303040852
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.8
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEG0
10000000
PA
USD
10958819.8
0.0406489962
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.95
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BU7
9903000
PA
USD
12728068.72
0.0472115818
Long
DBT
CORP
US
N
2
2056-08-08
Fixed
3.95
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CD4
2097000
PA
USD
2181574.07
0.0080920024
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.675
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AN4
19981000
PA
USD
20370409.11
0.0755589286
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
3.922
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AP9
16455000
PA
USD
17750995.31
0.0658428694
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.333
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
HSBC Bank PLC
597433AC5
2525000
PA
USD
2975353.9
0.0110363298
Long
DBT
CORP
GB
N
2
2025-05-01
Fixed
7.65
N
N
N
N
N
N
MINNESOTA ST HSG FIN AGY HOMEO
549300R89XDTQBK4GE22
Minnesota Housing Finance Agency
60416QGK4
4950653.95
PA
USD
5034666.55
0.0186748341
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
2.73
N
N
N
N
N
N
MINNESOTA ST HSG FIN AGY HOMEO
549300R89XDTQBK4GE22
Minnesota Housing Finance Agency
60416QGV0
11583392.56
PA
USD
11860467.31
0.0439934318
Long
DBT
MUN
US
N
2
2047-06-01
Fixed
3.2
N
N
N
N
N
N
MINNESOTA ST HSG FIN AGY HOMEO
549300R89XDTQBK4GE22
Minnesota Housing Finance Agency
60416QGX6
14486465.49
PA
USD
14783293.17
0.0548349219
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
3
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AA2
5076000
PA
USD
5157562.08
0.0191306843
Long
DBT
CORP
JP
N
2
2021-03-01
Fixed
2.95
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AG9
6844000
PA
USD
6964763.06
0.0258340435
Long
DBT
CORP
JP
N
2
2021-09-13
Fixed
2.19
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AP9
9000000
PA
USD
9354960.9
0.0346998835
Long
DBT
CORP
JP
N
2
2022-07-25
Fixed
2.665
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AT1
10650000
PA
USD
11384898.78
0.0422294294
Long
DBT
CORP
JP
N
2
2023-03-02
Fixed
3.455
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BJ2
10000000
PA
USD
10707820
0.0397179754
Long
DBT
CORP
JP
N
2
2024-07-18
Fixed
2.801
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BN3
25000000
PA
USD
25838849.25
0.0958427372
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.193
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAB5
13000000
PA
USD
13213932.29
0.0490137710
Long
DBT
CORP
JP
N
2
2021-04-12
Fixed
2.632
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAH2
12575000
PA
USD
13040953.92
0.0483721511
Long
DBT
CORP
JP
N
2
2022-02-28
Fixed
2.953
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAL3
13000000
PA
USD
13509060.5
0.0501084751
Long
DBT
CORP
JP
N
2
2022-09-11
Fixed
2.601
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAS8
5000000
PA
USD
5408962.45
0.0200631909
Long
DBT
CORP
JP
N
2
2024-09-11
Variable
3.922
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAZ2
20000000
PA
USD
20837296
0.0772907286
Long
DBT
CORP
JP
N
2
2025-09-13
Variable
2.555
N
N
N
N
N
N
MOLEX ELECTRONICS TECH
549300WTBVUFUPSIWI20
Molex Electronic Technologies LLC
60856BAC8
9365000
PA
USD
9758107.11
0.0361952534
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.9
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
10000000
PA
USD
11423738.7
0.0423734964
Long
DBT
CORP
US
N
2
2031-04-01
Variable
3.622
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAH1
20000000
PA
USD
20792910.6
0.0771260920
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
2.75
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
12000000
PA
USD
13493749.32
0.0500516821
Long
DBT
CORP
US
N
2
2028-07-22
Variable
3.591
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
1000000
PA
USD
1138497.48
0.0042229711
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.772
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAQ1
6455000
PA
USD
6949553.63
0.0257776279
Long
DBT
CORP
US
N
2
2024-04-24
Variable
3.737
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDQ6
1650000
PA
USD
1824531.19
0.0067676413
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.875
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEA0
8000000
PA
USD
8133954.88
0.0301708676
Long
DBT
CORP
US
N
2
2021-04-21
Fixed
2.5
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEC6
8000000
PA
USD
8096866.16
0.0300332963
Long
DBT
CORP
US
N
2
2023-10-24
Floating
2.42025
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2004-7AR
61748HCE9
1771662.26
PA
USD
1725501.78
0.0064003165
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
3.695023
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5
61761AAZ1
37925000
PA
USD
38762406.76
0.1437794356
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Fixed
3.176
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6
61761DAD4
22002339.1
PA
USD
22600411.08
0.0838305622
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
2.858
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JVL0
4000000
PA
USD
4435548.56
0.0164525560
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
3.7
N
N
N
N
N
N
Morgan Stanley BAML Trust
549300P1YQ48837ZOI22
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10
61762MBV2
6148843.11
PA
USD
6569641.03
0.0243684373
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.103106
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12
61762XAT4
16211561.94
PA
USD
17191896.17
0.0637690313
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Fixed
3.973
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
61763MAF7
25000000
PA
USD
26922040
0.0998605618
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Fixed
3.892
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
61766EBC8
12500000
PA
USD
13150087.5
0.0487769547
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Fixed
3.14
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30
61766NBB0
18082000
PA
USD
19286062.3
0.0715368158
Long
ABS-MBS
CORP
US
N
2
2049-09-15
Fixed
2.86
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
61767EAE4
30552079
PA
USD
34089539.25
0.1264466044
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.536
N
N
N
N
N
N
MortgageIT Trust
N/A
MortgageIT Trust 2005-2
61915RAA4
887719.27
PA
USD
875615.75
0.0032478772
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.7045
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAB9
5000000
PA
USD
4915516.6
0.0182328772
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.875
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAC7
36878000
PA
USD
38696546.01
0.1435351417
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.25
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAD5
2000000
PA
USD
2122816.08
0.0078740544
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.45
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan Inc
628530AV9
5000000
PA
USD
5254918.1
0.0194918020
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.125
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BK2
14500000
PA
USD
16659540.68
0.0617943920
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.55
N
N
N
N
N
N
MYLAN NV
549300A0CD4KNFGIIS89
Mylan NV
62854AAM6
5000000
PA
USD
5104536
0.0189339973
Long
DBT
CORP
NL
N
2
2021-06-15
Fixed
3.15
N
N
N
N
N
N
MYLAN NV
549300A0CD4KNFGIIS89
Mylan NV
62854AAN4
32400000
PA
USD
36224873.46
0.1343670917
Long
DBT
CORP
NL
N
2
2026-06-15
Fixed
3.95
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525AS0
10000000
PA
USD
10898593.9
0.0404256033
Long
DBT
CORP
AU
N
2
2034-08-02
Variable
3.933
N
N
N
N
N
N
NATIONAL FIN AUTH NH FEDERAL L
N/A
New Hampshire Business Finance Authority
63607VAA4
18250000
PA
USD
18428667.5
0.0683565246
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
2.872
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432CT0
4659000
PA
USD
7331115.5
0.0271929361
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
8
N
N
N
N
N
N
NATIONAL SECS CLEARING
549300RYC9NELN2ICA34
National Securities Clearing Corp
637639AB1
12124000
PA
USD
12400010.38
0.0459947316
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
1.5
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859WAE9
43507000
PA
USD
47030835.11
0.1744490989
Long
DBT
CORP
GB
N
2
2026-09-14
Fixed
4
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859WAF6
7000000
PA
USD
7578247.74
0.0281096112
Long
DBT
CORP
GB
N
2
2032-10-18
Variable
4.125
N
N
N
N
N
N
NATIONWIDE FINANCIAL SER
5493001H7AZNDS6BKJ36
Nationwide Financial Services Inc
638612AK7
16905000
PA
USD
17386045.47
0.0644891795
Long
DBT
CORP
US
N
2
2021-03-25
Fixed
5.375
N
N
N
N
N
N
NATIONWIDE FINANCIAL SER
5493001H7AZNDS6BKJ36
Nationwide Financial Services Inc
638612AM3
10000000
PA
USD
9960316.2
0.0369452973
Long
DBT
CORP
US
N
2
2049-11-30
Fixed
3.9
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAA5
20000000
PA
USD
21073638
0.0781673800
Long
DBT
CORP
GB
N
2
2024-03-08
Variable
3.766
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAB3
20000000
PA
USD
22672803.4
0.0840990834
Long
DBT
CORP
GB
N
2
2029-03-08
Variable
4.302
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAE7
10125000
PA
USD
11390490.14
0.0422501692
Long
DBT
CORP
GB
N
2
2030-07-18
Variable
3.96
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AK3
9000000
PA
USD
14480952.39
0.0537134646
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
9.375
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AN7
25000000
PA
USD
26663029.75
0.0988998282
Long
DBT
CORP
US
N
2
2050-04-30
Fixed
4.35
N
N
N
N
N
N
New Century Home Equity Loan T
N/A
New Century Home Equity Loan Trust Series 2005-C
64352VNU1
1234260.65
PA
USD
1233726.34
0.0045761987
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
0.4145
N
N
N
N
N
N
NEW HAMPSHIRE ST HSG FIN AUTHS
N/A
New Hampshire Housing Finance Authority
64469DUJ8
720000
PA
USD
725745.6
0.0026919715
Long
DBT
MUN
US
N
2
2021-01-01
Fixed
3.05
N
N
N
N
N
N
NEW HAMPSHIRE ST HSG FIN AUTHS
N/A
New Hampshire Housing Finance Authority
64469DUS8
705000
PA
USD
718987.2
0.0026669029
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
3.75
N
N
N
N
N
N
NEW HAMPSHIRE ST HSG FIN AUTHS
N/A
New Hampshire Housing Finance Authority
64469DXN6
4040000
PA
USD
4168108.4
0.0154605538
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4
N
N
N
N
N
N
NEW JERSEY ST HGR EDU ASSISTAN
5493007OOYUHTF8GSL63
New Jersey Higher Education Student Assistance Authority
646080UX7
17910000
PA
USD
17793405.9
0.0660001809
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
3.5
N
N
N
N
N
N
NEW JERSEY ST HGR EDU ASSISTAN
5493007OOYUHTF8GSL63
New Jersey Higher Education Student Assistance Authority
646080VF5
18250000
PA
USD
18130645
0.0672510849
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
3.5
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-3
64828MAA5
14592723.06
PA
USD
15607255.86
0.0578912051
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBV1
10592235.7
PA
USD
11379871.17
0.0422107808
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-4
64829NAA2
19338275.02
PA
USD
20749007.98
0.0769632463
Long
ABS-MBS
CORP
US
N
2
2057-05-25
Variable
4
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Trust 2018-1
64830GAB2
10925952.6
PA
USD
11577578.6
0.0429441270
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-1
64830TAD0
21496239.51
PA
USD
22711821.76
0.0842438122
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.5
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAF5
12026000
PA
USD
18276658.53
0.0677926855
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
6.75
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAQ1
10000000
PA
USD
12218427.5
0.0453211954
Long
DBT
CORP
US
N
2
2069-05-15
Fixed
4.45
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAT5
17000000
PA
USD
19198638.22
0.0712125381
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.75
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990GA51
15000000
PA
USD
14898150
0.0552609546
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
2.219
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AV8
15000000
PA
USD
15447000
0.0572967761
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
4.35
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AK9
7000000
PA
USD
7784462
0.0288745113
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
2.85
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
4585000
PA
USD
5251712.87
0.0194799130
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.6
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBB8
5779000
PA
USD
7428919.76
0.0275557165
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
5.25
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBG7
11750000
PA
USD
13592192.5
0.0504168324
Long
DBT
CORP
US
N
2
2048-03-30
Fixed
3.95
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAP4
20000000
PA
USD
20862008.8
0.0773823945
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
2.648
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank AB
65557FAD8
15793000
PA
USD
16763027.54
0.0621782505
Long
DBT
CORP
FI
N
2
2022-09-21
Fixed
4.25
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CF3
15000000
PA
USD
15444225.9
0.0572864863
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.05
N
N
N
N
N
N
NORTH CAROLINA ST HSG FIN AGY
EC4EE0PS5OP5O69B5C39
North Carolina Housing Finance Agency
658207PZ2
1660000
PA
USD
1685763.2
0.0062529162
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
2.812
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAL2
5125000
PA
USD
5586533.67
0.0207218469
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
3.375
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAT5
7000000
PA
USD
8123250.17
0.0301311612
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.2
N
N
N
N
N
N
NVENT FINANCE SARL
549300KO1OQ4MVFB6X02
Nvent Finance Sarl
67078AAD5
26190000
PA
USD
28016423.55
0.1039199034
Long
DBT
CORP
LU
N
2
2028-04-15
Fixed
4.55
N
N
N
N
N
N
Oakwood Mortgage Investors Inc
N/A
Oakwood Mortgage Investors Inc
67087TAC5
10479.19
PA
USD
10641.57
0.0000394722
Long
ABS-O
CORP
US
N
2
2020-11-15
Fixed
6.45
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CR4
11000000
PA
USD
8937500
0.0331514169
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.2
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
7170000
PA
USD
6666020.7
0.0247259336
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.5
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DE2
6320000
PA
USD
5984281.6
0.0221971932
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.875
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBS2
9500000
PA
USD
10368175.17
0.0384581480
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.75
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AR4
5000000
PA
USD
5736204.45
0.0212770132
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
7.5
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AX1
1200000
PA
USD
1210690.45
0.0044907529
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.75
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBU8
41225000
PA
USD
45022024.5
0.1669979193
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.8
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAB3
3025000
PA
USD
3203369.94
0.0118820982
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.362
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PCL7
20555000
PA
USD
20637848.98
0.0765509298
Long
ABS-O
CORP
US
N
2
2022-10-17
Fixed
2.4
N
N
N
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
693483AB5
975000
PA
USD
984028.5
0.0036500072
Long
DBT
CORP
KR
N
2
2020-10-28
Fixed
4.25
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAQ1
2678000
PA
USD
3112598.77
0.0115454053
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.2
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RQ74
15000000
PA
USD
15830876.85
0.0587206711
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
2.65
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2B4
22300000
PA
USD
22416501.22
0.0831483946
Long
DBT
CORP
US
N
2
2025-06-24
Fixed
1.2
N
N
N
N
N
N
PEACHTREE FUNDING TRUST
N/A
Peachtree Corners Funding Trust
70466WAA7
12295000
PA
USD
13429581.12
0.0498136663
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.976
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BG8
5275000
PA
USD
5427034.73
0.0201302255
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.7
N
N
N
N
N
N
PEOPLES UNITED BANK
N4662XQCE3KKIZ6EZS08
People's United Bank NA
71270QEB8
11400000
PA
USD
12094614.08
0.0448619405
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448ES3
22000000
PA
USD
24522827.78
0.0909612853
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
2.75
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AG4
24200000
PA
USD
25937778.77
0.0962096914
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.3
N
N
N
N
N
N
PERNOD RICARD SA
52990097YFPX9J0H5D87
Pernod Ricard SA
714264AD0
331000
PA
USD
349511.08
0.0012964238
Long
DBT
CORP
FR
N
2
2022-01-15
Fixed
4.45
N
N
N
N
N
N
PERNOD RICARD SA
52990097YFPX9J0H5D87
Pernod Ricard SA
714264AH1
20527000
PA
USD
21907031.65
0.0812586449
Long
DBT
CORP
FR
N
2
2022-07-15
Fixed
4.25
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAB1
4875000
PA
USD
5316415.11
0.0197199098
Long
DBT
CORP
IE
N
2
2026-03-15
Fixed
4.375
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBW1
1953000
PA
USD
1703992.5
0.0063205332
Long
DBT
CORP
MX
N
2
2026-01-23
Fixed
4.5
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
8500000
PA
USD
6312525
0.0234147298
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCZ3
558000
PA
USD
460433.7
0.0017078634
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DS9
3938000
PA
USD
4570808.25
0.0169542680
Long
DBT
CORP
US
N
2
2023-08-12
Fixed
5.8
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AH7
6000000
PA
USD
8115563.52
0.0301026495
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
5.875
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AL8
21130000
PA
USD
26159853.24
0.0970334210
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.875
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
12000000
PA
USD
11648463.6
0.0432070571
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AB4
3000000
PA
USD
3201888.6
0.0118766035
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.605
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AD0
7000000
PA
USD
7586019.7
0.0281384393
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.55
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AH1
12000000
PA
USD
12285799.8
0.0455710961
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.15
N
N
N
N
N
N
PINE STREET TRUST I
N/A
Pine Street Trust I
722844AA5
7825000
PA
USD
8924416.57
0.0331028872
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.572
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
10000000
PA
USD
9742550.8
0.0361375511
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55
N
N
N
N
N
N
PREMIER HEALTH PARTNERS
549300KETC002I82TF46
Premier Health Partners
74052BAA5
13004000
PA
USD
12846729.1
0.0476517227
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.911
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAE2
1860000
PA
USD
1959374.74
0.0072678097
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.3
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAH5
4667000
PA
USD
4951725.64
0.0183671856
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.125
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAK8
16000000
PA
USD
17550307.36
0.0650984678
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.4
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAN2
2325000
PA
USD
2833324
0.0105095055
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.3
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LAU3
13400000
PA
USD
14784187.44
0.0548382390
Long
DBT
CORP
US
N
2
2026-04-18
Fixed
3
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FH7
9150000
PA
USD
10475668.01
0.0388568657
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3
N
N
N
N
N
N
PROTECTIVE LIFE CORP
549300ZWIT8J8Y2EXL07
Protective Life Corp
743674AY9
2650000
PA
USD
4077697.99
0.0151251990
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
8.45
N
N
N
N
N
N
PROTECTIVE LIFE CORP
549300ZWIT8J8Y2EXL07
Protective Life Corp
743674BD4
10000000
PA
USD
10854617.1
0.0402624824
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
4.3
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BA9
11426000
PA
USD
13005524.76
0.0482407355
Long
DBT
CORP
US
N
2
2049-12-07
Fixed
3.935
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QBD6
5000000
PA
USD
7301483.5
0.0270830236
Long
DBT
CORP
US
N
2
2037-12-01
Fixed
6.625
N
N
N
N
N
N
KENTUCKY ST PUBLIC ENERGY AUTH
N/A
Kentucky Public Energy Authority
74440DBS2
28000000
PA
USD
27708800
0.1027788509
Long
DBT
MUN
US
N
2
2049-12-01
Floating
1.415
N
N
N
N
N
N
RGS I&M FUNDING CORP
N/A
RGS IandM Funding Corp
74955EAB5
526056.43
PA
USD
547823.76
0.0020320150
Long
DBT
CORP
US
N
2
2022-06-07
Fixed
9.82
N
N
N
N
N
N
Residential Asset Securities C
N/A
RASC Series 2006-KS4 Trust
75406EAD3
605650.4
PA
USD
605233.29
0.0022449612
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.4245
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AG4
9700000
PA
USD
11559565.47
0.0428773118
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.65
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAC5
6000000
PA
USD
6376718.04
0.0236528378
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
3.125
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAD3
12375000
PA
USD
12888573.02
0.0478069323
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EBE0
9578000
PA
USD
10777600.54
0.0399768088
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.5
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EBG5
9175000
PA
USD
11122099.23
0.0412546404
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.35
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
75524KNH3
20000000
PA
USD
21223876.4
0.0787246517
Long
DBT
CORP
US
N
2
2025-04-28
Fixed
2.25
N
N
N
N
N
N
ENRGY TRANS PT/REG FIN
N/A
Energy Transfer Partners LP / Regency Energy Finance Corp
75886AAL2
8955000
PA
USD
9449080.39
0.0350489962
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
5.875
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAM2
8800000
PA
USD
9165107.25
0.0339956690
Long
DBT
CORP
US
N
2
2022-08-14
Fixed
2.75
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAQ3
25000000
PA
USD
26181244.5
0.0971127666
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
2.25
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAL2
22800000
PA
USD
23488443.26
0.0871244951
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
2.5
N
N
N
N
N
N
Renaissance Home Equity Loan T
N/A
Renaissance Home Equity Loan Trust
75970JAF3
2482525.27
PA
USD
970332.24
0.0035992043
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
5.612
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA Inc
760719AR5
625000
PA
USD
668325.29
0.0024789852
Long
DBT
CORP
US
N
2
2021-05-15
Fixed
9.125
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2004-QS6 Trust
76110HTG4
6173.95
PA
USD
5949.73
0.0000220690
Long
ABS-MBS
CORP
US
N
2
2023-05-25
Fixed
5
N
N
N
N
N
N
Residential Asset Mortgage Pro
N/A
RAMP Series 2005-RS1 Trust
76112BHY9
1273.72
PA
USD
1284.11
0.0000047631
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Fixed
4.713
N
N
N
N
N
N
RIVERSIDE CNTY CA PENSN OBLG
N/A
County of Riverside CA
76913CAY5
20000000
PA
USD
20667000
0.0766590582
Long
DBT
MUN
US
N
2
2024-02-15
Fixed
2.617
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AD5
7773000
PA
USD
9050707.32
0.0335713311
Long
DBT
CORP
CA
N
2
2026-01-27
Fixed
4.65
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BD2
10000000
PA
USD
10781442.9
0.0399910611
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.875
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BE0
10650000
PA
USD
11056872.28
0.0410126973
Long
DBT
CORP
GB
N
2
2023-05-15
Variable
3.498
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BG5
10000000
PA
USD
11775006.7
0.0436764370
Long
DBT
CORP
GB
N
2
2029-05-18
Variable
4.892
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BK6
27351000
PA
USD
29749772.41
0.1103493267
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
4.269
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BL4
35000000
PA
USD
40605545.4
0.1506160966
Long
DBT
CORP
GB
N
2
2030-05-08
Variable
4.445
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BP5
15000000
PA
USD
15787218.75
0.0585587323
Long
DBT
CORP
GB
N
2
2028-05-22
Variable
3.073
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
78009PEH0
7000000
PA
USD
8411031.65
0.0311986145
Long
DBT
CORP
GB
N
2
2030-01-27
Variable
5.076
N
N
N
N
N
N
SK TELECOM CO LTD
9884003WEA1PHW006037
SK Telecom Co Ltd
78440PAC2
1339000
PA
USD
1764669.18
0.0065455982
Long
DBT
CORP
KR
N
2
2027-07-20
Fixed
6.625
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAB8
8000000
PA
USD
8037669.52
0.0298137212
Long
DBT
CORP
IE
N
2
2022-07-15
Fixed
3
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
17500000
PA
USD
20001256.8
0.0741896506
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.625
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
60000000
PA
USD
70500000
0.2615020857
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.875
N
N
N
N
N
N
Salomon Brothers Mortgage Secu
549300VB2N1G56GWKB41
Citigroup Global Markets Mortgage Securities VII Inc
79549AXT1
110900.91
PA
USD
115096.58
0.0004269219
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Variable
7
N
N
N
N
N
N
SAMARCO MINERACAO SA
529900U8HKV15GJC4O60
Samarco Mineracao SA
79586KAC5
4463000
PA
USD
2298489.63
0.0085256714
Long
DBT
CORP
BR
N
2
2023-10-24
None
5.75
Y
Y
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAC9
4866000
PA
USD
4899690.63
0.0181741747
Long
DBT
CORP
GB
N
2
2020-10-16
Fixed
2.875
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAD7
2600000
PA
USD
2632035.3
0.0097628755
Long
DBT
CORP
GB
N
2
2021-01-08
Fixed
3.125
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAF2
5000000
PA
USD
5189388.95
0.0192487381
Long
DBT
CORP
GB
N
2
2023-01-10
Fixed
3.571
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAG0
6000000
PA
USD
6612512.16
0.0245274570
Long
DBT
CORP
GB
N
2
2028-11-03
Variable
3.823
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAH8
5967000
PA
USD
6256943.39
0.0232085638
Long
DBT
CORP
GB
N
2
2024-01-05
Variable
3.373
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAJ4
5250000
PA
USD
5811117.17
0.0215548831
Long
DBT
CORP
GB
N
2
2024-11-15
Variable
4.796
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAW6
5695000
PA
USD
5990352.04
0.0222197100
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.5
N
N
N
N
N
N
SANTANDER UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAA1
21921000
PA
USD
23878545.3
0.0885714808
Long
DBT
CORP
GB
N
2
2023-11-07
Fixed
5
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BB0
15000000
PA
USD
17211206.25
0.0638406572
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
4.2
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAH4
7500000
PA
USD
7909648.58
0.0293388596
Long
DBT
CORP
KY
N
2
2023-06-01
Fixed
4.75
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BD3
5725000
PA
USD
6342197.31
0.0235247918
Long
DBT
CORP
NL
N
2
2025-05-11
Fixed
3.25
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BE1
10000000
PA
USD
12083578.8
0.0448210079
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.125
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CF7
8875000
PA
USD
9421063.49
0.0349450745
Long
DBT
CORP
NL
N
2
2025-04-06
Fixed
2.375
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CG5
8750000
PA
USD
9486647.63
0.0351883424
Long
DBT
CORP
NL
N
2
2030-04-06
Fixed
2.75
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AX4
4000000
PA
USD
4869492.64
0.0180621629
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.5
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
26223000
PA
USD
27791724.89
0.1030864400
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.875
N
N
N
N
N
N
SINOPEC GRP OVERSEA 2014
549300ZIMV82UUECOQ45
Sinopec Group Overseas Development 2014 Ltd
82937WAE5
1500000
PA
USD
1653239.22
0.0061322767
Long
DBT
CORP
VG
N
2
2024-04-10
Fixed
4.375
N
N
N
N
N
N
SINOPEC GRP OVERSEA 2015
5299002Z28NLP3WPFH36
Sinopec Group Overseas Development 2015 Ltd
82938BAC4
10000000
PA
USD
10776718.3
0.0399735363
Long
DBT
CORP
VG
N
2
2025-04-28
Fixed
3.25
N
N
N
N
N
N
SINOPEC GRP OVERSEAS DEV
5493001IPW8ZGQ181Z16
Sinopec Group Overseas Development 2017 Ltd
82938NAA2
15000000
PA
USD
15420337.8
0.0571978794
Long
DBT
CORP
VG
N
2
2022-04-12
Fixed
3
N
N
N
N
N
N
SINOPEC GRP OVERSEAS DEV
5493001IPW8ZGQ181Z16
Sinopec Group Overseas Development 2017 Ltd
82938NAF1
9125000
PA
USD
9141972.5
0.0339098564
Long
DBT
CORP
VG
N
2
2020-09-13
Fixed
2.25
N
N
N
N
N
N
SINOPEC GRP OVERSEAS DEV
5299002BJODD4TLAOX51
Sinopec Group Overseas Development 2016 Ltd
82939CAD9
13450000
PA
USD
14771112.4
0.0547897404
Long
DBT
CORP
VG
N
2
2026-05-03
Fixed
3.5
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AY4
30802000
PA
USD
30564389.06
0.1133709431
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.35
N
N
N
N
N
N
2020-07-30
Baird Funds Inc
Baird Funds Inc
Peter Hammond
Vice President