NPORT-P
false
0000810893
XXXXXXXX
S000009703
C000026625
C000026623
C000064151
C000200448
C000026629
C000026627
C000026624
PIMCO Funds
811-05028
0000810893
5493003B5Y5GR0Y25Y76
650 Newport Center Drive
Newport Beach
92660
(888) 877-4626
PIMCO Short-Term Fund
S000009703
STEUGJL6LZNTJZNDUF35
2022-03-31
2021-12-31
N
18078075720.430000
1822413736.780000
16255661983.650000
0.000000
0.000000
1513017150.650000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
26404188.960000
ILS
GBP
EUR
CAD
AUD
USD
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 05/24 2.85
00206RDW9
3500000.000000
PA
2833171.600000
0.0174288
Long
DBT
CORP
US
Y
2
2024-05-25
Fixed
2.85
N
N
N
N
N
N
N/A
N/A
317532M06 OTC EPUT G2 2.5 101.5
000000000
-17200000.000000
NC
USD
-7518.120000
-0.0000462
N/A
DIR
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Put
Written
GNMA PASS THRU POOLS
GNMA II TBA 2.5% JAN 30YR JMBO
N/A
101.500000
USD
2022-01-13
XXXX
30106.880000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED REGS 09/23 VAR
BDZ2RNII1
2760000.000000
PA
2030397.420000
0.0124904
Long
DBT
CORP
US
N
2
2023-09-19
Floating
1.315
N
N
N
N
N
N
ATLAS SENIOR LOAN FUND LTD 2018-9A
N/A
ATLAS SENIOR LOAN FUND LTD ATCLO 2018 9A A 144A
04941VAC9
1109818.680000
PA
USD
1110342.850000
0.0068305
Long
ABS-CBDO
CORP
KY
N
2
2028-04-20
Floating
1.0015
N
N
N
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-1273464.220000
-0.0078340
N/A
DFE
IL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
98939063.000000
ILS
30553722.130000
USD
2022-01-31
-1273464.220000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-1759318.480000
-0.0108228
N/A
DFE
IL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
113988600.000000
ILS
34909074.200000
USD
2022-01-31
-1759318.480000
N
N
N
ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM
N/A
ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM A 144A
04965KAA8
17200000.000000
PA
USD
17188852.680000
0.1057407
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
1.06
N
N
N
N
N
N
AUSGRID FINANCE PTY LTD
549300DN8D7YR73BKB57
AUSGRID FINANCE PTY LTD SR SECURED REGS 05/23 3.85
Q0697CAC7
518000.000000
PA
USD
532163.730000
0.0032737
Long
DBT
CORP
AU
N
2
2023-05-01
Fixed
3.85
N
N
N
N
N
N
AUSGRID FINANCE PTY LTD
549300DN8D7YR73BKB57
AUSGRID FINANCE PTY LTD SR SECURED REGS 10/24 VAR
ACI0YHD14
2500000.000000
PA
1838641.960000
0.0113108
Long
DBT
CORP
AU
N
2
2024-10-30
Floating
1.2902
N
N
N
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-76853.700000
-0.0004728
N/A
DFE
AU
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
3535000.000000
AUD
2495049.660000
USD
2022-01-07
-76853.700000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-2487.720000
-0.0000153
N/A
DFE
AU
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
626000.000000
AUD
452961.080000
USD
2022-01-07
-2487.720000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-452271.750000
-0.0027822
N/A
DFE
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
16973000.000000
GBP
22521434.660000
USD
2022-01-07
-452271.750000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-456037.180000
-0.0028054
N/A
DFE
IL
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
27545940.000000
ILS
8405071.250000
USD
2022-01-31
-456037.180000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-370587.950000
-0.0022797
N/A
DFE
IL
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
31028760.000000
ILS
9610890.510000
USD
2022-01-31
-370587.950000
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP SR UNSECURED 144A 05/23 3.875
05369AAC5
11483000.000000
PA
USD
11824071.970000
0.0727382
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.875
N
N
N
N
N
N
AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD)
635400CPI3EOIFF6OC33
PARK AEROSPACE HOLDINGS COMPANY GUAR 144A 03/23 4.5
70014LAC4
25418000.000000
PA
USD
26241389.420000
0.1614292
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
4.5
N
N
N
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-68737.420000
-0.0004229
N/A
DFE
AU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
8864780.000000
AUD
6380868.640000
USD
2022-01-07
-68737.420000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-193737.660000
-0.0011918
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
89508861.000000
CAD
70566932.220000
USD
2022-01-07
-193737.660000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-112856.320000
-0.0006943
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
16193111.970000
CAD
12688507.000000
USD
2022-01-07
-112856.320000
N
N
N
AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD)
635400CPI3EOIFF6OC33
PARK AEROSPACE HOLDINGS COMPANY GUAR 144A 08/22 5.25
70014LAA8
53887000.000000
PA
USD
55078546.650000
0.3388268
Long
DBT
CORP
KY
N
2
2022-08-15
Fixed
5.25
N
N
N
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-1418318.720000
-0.0087251
N/A
DFE
IL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
102398441.500000
ILS
31653304.950000
USD
2022-08-01
-1418318.720000
N
N
N
AVOLON HOLDINGS FUNDING LIMITED
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 01/23 5.5
05401AAA9
12300000.000000
PA
USD
12760496.500000
0.0784988
Long
DBT
CORP
KY
N
2
2023-01-15
Fixed
5.5
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LIMITED
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/25 2.875
05401AAH4
24800000.000000
PA
USD
25352304.680000
0.1559598
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.875
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LIMITED
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/22 3.625
05401AAE1
8180000.000000
PA
USD
8233352.740000
0.0506491
Long
DBT
CORP
KY
N
2
2022-05-01
Fixed
3.625
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LIMITED
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10/23 5.125
05401AAB7
5019000.000000
PA
USD
5288847.890000
0.0325354
Long
DBT
CORP
KY
N
2
2023-10-01
Fixed
5.125
N
N
N
N
N
N
AVON FINANCE NO 2 PLC 2A
N/A
AVON FINANCE AVON 2A A 144A
ACI1RJQB0
51585411.450000
PA
70082567.080000
0.4311271
Long
ABS-MBS
CORP
GB
N
2
2048-09-20
Floating
1.0704
N
N
N
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-2941782.030000
-0.0180970
N/A
DFE
AU
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
519842227.000000
AUD
375271504.460000
USD
2022-01-07
-2941782.030000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-6340.620000
-0.0000390
N/A
DFE
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
380000.000000
GBP
508006.190000
USD
2022-01-07
-6340.620000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-732.830000
-0.0000045
N/A
DFE
AU
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
190000.000000
AUD
137502.430000
USD
2022-01-07
-732.830000
N
N
N
N/A
N/A
BOUGHT CAD/SOLD USD
000000000
1.000000
NC
46672.810000
0.0002871
N/A
DFE
CA
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
3706828.870000
USD
4748000.000000
CAD
2022-01-07
46672.810000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-461270.790000
-0.0028376
N/A
DFE
AU
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
31567317.000000
AUD
22505656.650000
USD
2022-01-07
-461270.790000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-2742623.310000
-0.0168718
N/A
DFE
N/A
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
244097997.000000
EUR
275162852.760000
USD
2022-01-04
-2742623.310000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-319943.320000
-0.0019682
N/A
DFE
N/A
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
244097997.000000
EUR
277746876.590000
USD
2022-02-02
-319943.320000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-14764393.020000
-0.0908262
N/A
DFE
GB
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
501970576.000000
GBP
664677857.770000
USD
2022-01-05
-14764393.020000
N
N
N
N/A
N/A
SOLD JPY/BOUGHT USD
000000000
1.000000
NC
1621.900000
0.0000100
N/A
DFE
JP
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
13470012.000000
JPY
118721.890000
USD
2022-01-05
1621.900000
N
N
N
N/A
N/A
SOLD JPY/BOUGHT USD
000000000
1.000000
NC
-128.840000
-0.0000008
N/A
DFE
JP
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
13471531.000000
JPY
117008.440000
USD
2022-02-02
-128.840000
N
N
N
BAIN CAPITAL EURO 2018-2 DAC 18-2A
N/A
BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A
ACI1WTQT3
14900000.000000
PA
16933957.910000
0.1041727
Long
ABS-CBDO
CORP
IE
N
2
2032-01-20
Floating
0.74
N
N
N
N
N
N
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-AHT
N/A
BANC OF AMERICA MERRILL LYNCH BAMLL 2019 AHT A 144A
05525DAA4
17500000.000000
PA
USD
17507122.500000
0.1076986
Long
ABS-MBS
CORP
US
N
2
2034-03-15
Floating
1.31
N
N
N
N
N
N
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-RLJ
N/A
BANC OF AMERICA MERRILL LYNCH BAMLL 2019 RLJ A 144A
05492HAA4
11700000.000000
PA
USD
11682638.370000
0.0718681
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
1.16
N
N
N
N
N
N
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX
N/A
BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A
05493LAA4
4200000.000000
PA
USD
4205456.640000
0.0258707
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
1.16
N
N
N
N
N
N
BANC OF AMERICA FUNDING CORP 2006-A
N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1
058927AA2
315678.100000
PA
USD
318110.400000
0.0019569
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Floating
2.60293
N
N
N
N
N
N
N/A
N/A
IRS USD R 3ML/1ML+9.75 01/13/22-23 CME
000000000
1.000000
NC
USD
-317410.510000
-0.0019526
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2023-01-13
0.000000
USD
0.000000
USD
807200000.000000
USD
-317410.510000
N
N
N
N/A
N/A
IRS USD R 3ML/1ML+9.8 01/13/22-23 CME
000000000
1.000000
NC
USD
-246142.270000
-0.0015142
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2023-01-13
0.000000
USD
0.000000
USD
618000000.000000
USD
-246142.270000
N
N
N
BANCO SANTANDER CHILE SA
3YJP8HORPAEXJ80D6368
BANCO SANTANDER CHILE SR UNSECURED 144A 01/25 2.7
05970FAC5
5200000.000000
PA
USD
5316038.000000
0.0327027
Long
DBT
CORP
CL
N
2
2025-01-10
Fixed
2.7
N
N
N
N
N
N
N/A
N/A
BOUGHT CAD/SOLD USD
000000000
1.000000
NC
-64027.980000
-0.0003939
N/A
DFE
CA
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
44977845.000000
USD
56813764.910000
CAD
2022-01-05
-64027.980000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-818463.340000
-0.0050349
N/A
DFE
AU
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
69739607.000000
AUD
49920866.000000
USD
2022-01-07
-818463.340000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-608529.980000
-0.0037435
N/A
DFE
CA
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
57270290.030000
CAD
44666190.530000
USD
2022-01-05
-608529.980000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
63642.450000
0.0003915
N/A
DFE
CA
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
56815886.070000
CAD
44977845.000000
USD
2022-02-02
63642.450000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-308954.190000
-0.0019006
N/A
DFE
AU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
24732183.000000
AUD
17685044.240000
USD
2022-01-07
-308954.190000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-128201.260000
-0.0007887
N/A
DFE
CA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
17828192.830000
CAD
13965765.000000
USD
2022-01-07
-128201.260000
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA SR UNSECURED REGS 01/23 VAR
BF4259II5
2800000.000000
PA
2060560.480000
0.0126760
Long
DBT
CORP
ES
N
2
2023-01-19
Floating
1.6852
N
N
N
N
N
N
N/A
N/A
317511FI9 EPUT OTC FN 2.5 MAR22 100.609375 PUT
000000000
-12100000.000000
NC
USD
-45135.420000
-0.0002777
N/A
DIR
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Put
Written
UMBS PASS THRU POOLS
FNMA TBA 2.5% MAR 30YR
N/A
100.610000
USD
2022-03-07
XXXX
-9213.540000
N
N
N
BANGKOK BANK PCL/HONG KONG BRANCH
549300CCL2BKJGMYXV60
BANGKOK BANK PCL/HK SR UNSECURED 144A 09/22 3.875
059895AN2
4155000.000000
PA
USD
4241102.320000
0.0260900
Long
DBT
CORP
TH
N
2
2022-09-27
Fixed
3.875
N
N
N
N
N
N
BANGKOK BANK PCL/HONG KONG BRANCH
549300CCL2BKJGMYXV60
BANGKOK BANK PCL/HK SR UNSECURED REGS 09/22 3.875
Y0606WBU3
2219000.000000
PA
USD
2264983.410000
0.0139335
Long
DBT
CORP
TH
N
2
2022-09-27
Fixed
3.875
N
N
N
N
N
N
BANGKOK BANK PCL/HONG KONG BRANCH
549300CCL2BKJGMYXV60
BANGKOK BANK PCL/HK SR UNSECURED REGS 10/23 5
Y06072AC9
1500000.000000
PA
USD
1598473.520000
0.0098333
Long
DBT
CORP
TH
N
2
2023-10-03
Fixed
5
N
N
N
N
N
N
N/A
N/A
317524HS8 OTC EPUT FN 2.5 100.75
000000000
-31000000.000000
NC
USD
-124387.500000
-0.0007652
N/A
DIR
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Put
Written
UMBS PASS THRU POOLS
FNMA TBA 2.5% MAR 30YR
N/A
100.750000
USD
2022-03-07
XXXX
-29934.370000
N
N
N
N/A
N/A
317543GC4 OTC ECAL FN 3.0 103.7109375
000000000
-12200000.000000
NC
USD
-7784.820000
-0.0000479
N/A
DIR
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Call
Written
UMBS PASS THRU POOLS
FNMA TBA 3.0% MAR 30YR
N/A
103.710000
USD
2022-03-07
XXXX
5558.930000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 03/23 VAR
060505EZ3
7980000.000000
PA
6334080.510000
0.0389654
Long
DBT
CORP
US
Y
2
2023-03-15
Floating
2.604
N
N
N
N
N
N
N/A
N/A
317547PD3 OTC EPUT FN 2.5 100.875
000000000
-14100000.000000
NC
USD
-37912.080000
-0.0002332
N/A
DIR
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Put
Written
UMBS PASS THRU POOLS
FNMA TBA 2.5% FEB 30YR
N/A
100.880000
USD
2022-02-07
XXXX
9455.110000
N
N
N
N/A
N/A
317573KU6 OTC EPUT FN 2.5 100.78125
000000000
-17600000.000000
NC
USD
-130.240000
-0.0000008
N/A
DIR
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Put
Written
UMBS PASS THRU POOLS
FNMA TBA 2.5% JAN 30YR
N/A
100.780000
USD
2022-01-06
XXXX
43869.760000
N
N
N
N/A
N/A
317574TU5 OTC ECAL FN 3.0 103.75390625
000000000
-16700000.000000
NC
USD
-8952.870000
-0.0000551
N/A
DIR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Written
UMBS PASS THRU POOLS
FNMA TBA 3.0% MAR 30YR
N/A
103.750000
USD
2022-03-07
XXXX
9312.760000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 06/22 3.228
060505ES9
200000.000000
PA
160002.800000
0.0009843
Long
DBT
CORP
US
Y
2
2022-06-22
Fixed
3.228
N
N
N
N
N
N
N/A
N/A
US 10YR NOTE (CBT)MAR22 XCBT 20220322
000000000
-423.000000
NC
USD
-112947.760000
-0.0006948
N/A
DIR
US
N
2
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2022-03-22
-55132101.770000
USD
-112947.760000
N
N
N
N/A
N/A
US 10YR ULTRA FUT MAR22 XCBT 20220322
000000000
-3972.000000
NC
USD
-8609929.960000
-0.0529657
N/A
DIR
US
N
2
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2022-03-22
-580315404.260000
USD
-8609929.960000
N
N
N
N/A
N/A
US 2YR NOTE (CBT) MAR22 XCBT 20220331
000000000
-11054.000000
NC
USD
4486598.470000
0.0276002
N/A
DIR
US
N
2
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2022-03-31
-2411283280.770000
USD
4486598.470000
N
N
N
N/A
N/A
US 5YR NOTE (CBT) MAR22 XCBT 20220331
000000000
-35495.000000
NC
USD
-4611489.540000
-0.0283685
N/A
DIR
US
N
2
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2022-03-31
-4290874090.910000
USD
-4611489.540000
N
N
N
BANK OF AMERICA MTG SEC 2002-G
N/A
BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A3
06050HKR8
3908.410000
PA
USD
4016.620000
0.0000247
Long
ABS-MBS
CORP
US
N
2
2032-07-20
Floating
4.12757
N
N
N
N
N
N
BANK OF AMERICA MTGE SECS-2006-A
N/A
BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1
05949CRS7
28622.570000
PA
USD
28373.950000
0.0001745
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.68389
Y
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 02/23 VAR
06738EBE4
36090000.000000
PA
USD
36245366.730000
0.2229707
Long
DBT
CORP
GB
N
2
2023-02-15
Floating
4.61
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 02/23 VAR
06738EBF1
21989000.000000
PA
USD
22015622.960000
0.1354336
Long
DBT
CORP
GB
N
2
2023-02-15
Floating
1.586
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 05/24 VAR
06738EBB0
700000.000000
PA
USD
728912.910000
0.0044841
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
4.338
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 05/24 VAR
06738EBC8
93665000.000000
PA
USD
94851055.540000
0.5834955
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
1.535
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED REGS 06/23 VAR
ACI137384
10750000.000000
PA
7968882.560000
0.0490222
Long
DBT
CORP
GB
N
2
2023-06-15
Floating
1.8621
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED REGS 06/24 3.25
ACI1CR6F1
2000000.000000
PA
1505710.900000
0.0092627
Long
DBT
CORP
GB
N
2
2024-06-26
Fixed
3.25
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED REGS 06/24 VAR
ACI1CR5G0
15750000.000000
PA
11890829.920000
0.0731489
Long
DBT
CORP
GB
N
2
2024-06-26
Floating
2.2118
N
N
N
N
N
N
BARRY CALLEBAUT SERVICES NV
213800R1F1EJYM4ICO85
BARRY CALLEBAUT SVCS NV COMPANY GUAR 144A 06/23 5.5
B0R9M3AC3
5940000.000000
PA
USD
6308118.970000
0.0388057
Long
DBT
CORP
BE
N
2
2023-06-15
Fixed
5.5
N
N
N
N
N
N
BARRY CALLEBAUT SERVICES NV
213800R1F1EJYM4ICO85
BARRY CALLEBAUT SVCS NV COMPANY GUAR REGS 06/23 5.5
ACI067KC5
13247000.000000
PA
USD
14067954.870000
0.0865419
Long
DBT
CORP
BE
N
2
2023-06-15
Fixed
5.5
N
N
N
N
N
N
BASIC ASSET BACKED SECURITIES TRUST 2006-1
N/A
BASIC ASSET BACKED SECURITIES BASIC 2006 1 A3
06983NAC1
122534.140000
PA
USD
122554.480000
0.0007539
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.72188
N
N
N
N
N
N
BAT CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP COMPANY GUAR 08/22 2.764
05526DAV7
9000000.000000
PA
USD
9097021.530000
0.0559622
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.764
N
N
N
N
N
N
BAT CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP COMPANY GUAR 08/22 VAR
05526DAX3
10055000.000000
PA
USD
10081352.750000
0.0620175
Long
DBT
CORP
US
N
2
2022-08-15
Floating
1.036
N
N
N
N
N
N
BAT CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP COMPANY GUAR 08/24 3.222
05526DAZ8
109341000.000000
PA
USD
113708909.440000
0.6995034
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.222
N
N
N
N
N
N
BAT CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP COMPANY GUAR 09/24 2.789
05526DBG9
10638000.000000
PA
USD
10966537.610000
0.0674629
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
2.789
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC COMPANY GUAR 144A 06/22 3.25
05530QAF7
1050000.000000
PA
USD
1061932.660000
0.0065327
Long
DBT
CORP
GB
N
2
2022-06-07
Fixed
3.25
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC COMPANY GUAR 144A 12/23 VAR
07274NAG8
50839000.000000
PA
USD
51281811.760000
0.3154705
Long
DBT
CORP
US
N
2
2023-12-15
Floating
1.21275
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST 2019-SBR1
N/A
BAYVIEW OPPORTUNITY MASTER FUN BOMFT 2019 SBR1 A1 144A
07333YAA6
1235142.950000
PA
USD
1244142.200000
0.0076536
Long
ABS-MBS
CORP
US
N
2
2034-06-28
Fixed
3.4748
N
N
N
N
N
N
BEAR STEARNS STRUC PROD INC 2007-R6
N/A
BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1
07402FAA3
2658223.390000
PA
USD
2236363.870000
0.0137574
Long
ABS-MBS
CORP
US
N
2
2036-01-26
Floating
2.69726
Y
N
N
N
N
N
BEAR STEARNS STRUC PROD INC 2007-R6
N/A
BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1
07402FAC9
1641530.180000
PA
USD
1481876.600000
0.0091161
Long
ABS-MBS
CORP
US
N
2
2046-12-26
Floating
2.51089
Y
N
N
N
N
N
BEAR STEARNS ADJ RATE MTGE TR 2003-4
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 4 2A1
07384MVP4
900736.130000
PA
USD
905207.560000
0.0055686
Long
ABS-MBS
CORP
US
N
2
2033-07-25
Floating
2.24548
N
N
N
N
N
N
BEAR STEARNS ADJ RATE MTGE TR 2003-5
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 2A1
07384MWN8
444068.120000
PA
USD
447227.490000
0.0027512
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
2.50386
N
N
N
N
N
N
BEAR STEARNS ADJ RATE MTGE TR 2007-3
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1
073881AA2
392139.950000
PA
USD
389665.470000
0.0023971
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
3.17894
Y
N
N
N
N
N
BEAR STEARNS ADJUST RT MTGE TR 2000-
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1
07384MAA0
22968.430000
PA
USD
22904.360000
0.0001409
Long
ABS-MBS
CORP
US
N
2
2030-11-25
Floating
2.77934
N
N
N
N
N
N
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1
07384MZS4
18814.120000
PA
USD
18717.580000
0.0001151
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
2.1532
N
N
N
N
N
N
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1
07384MZV7
76294.050000
PA
USD
78892.110000
0.0004853
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
2.48458
N
N
N
N
N
N
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1
07384M4E9
22389.510000
PA
USD
23022.090000
0.0001416
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
2.66803
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2005-10
N/A
BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1
07386HZJ3
689570.620000
PA
USD
692580.600000
0.0042605
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
2.56395
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2005-4
N/A
BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2
07386HSZ5
76259.850000
PA
USD
76961.410000
0.0004734
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
2.60336
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2005-7
N/A
BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1
07386HVS7
1151882.360000
PA
USD
870832.860000
0.0053571
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
2.86783
Y
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2006-6
N/A
BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1
073868AV3
1186349.830000
PA
USD
869861.710000
0.0053511
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.07015
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2006-8
N/A
BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1
07387QAX8
306215.900000
PA
USD
299275.120000
0.0018411
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Floating
0.42188
N
N
N
N
N
N
BEAR STEARNS ARM TR 2004-8
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2
07384MZ96
154312.870000
PA
USD
149859.930000
0.0009219
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
2.60126
N
N
N
N
N
N
BEAR STEARNS ARM TR 2004-8
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 13A1
07384M2C5
3232954.810000
PA
USD
3074755.020000
0.0189150
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
2.9498
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1
07384YGX8
12819.140000
PA
USD
12699.390000
0.0000781
Long
ABS-MBS
CORP
US
N
2
2042-11-25
Floating
1.10188
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC4
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2003 AC4 A
07384YKF2
5508045.480000
PA
USD
5657076.670000
0.0348007
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Variable
5.5
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE11
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE11 M2
0738793P1
115745.080000
PA
USD
115858.630000
0.0007127
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.77688
Y
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A1
07387YAA1
200902.590000
PA
USD
201590.000000
0.0012401
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
1.35188
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 1A1
07387VAA7
238364.840000
PA
USD
238623.370000
0.0014679
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
1.10188
N
N
N
N
N
N
BEAR STEARNS ASSETBACKED SEC 2001-3
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2
07384YBM7
49722.230000
PA
USD
49511.020000
0.0003046
Long
ABS-MBS
CORP
US
N
2
2032-10-27
Floating
0.90188
N
N
N
N
N
N
BEAR STEARNS ASSETBK SEC 2005-AQ2
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ2 M1
0738792V9
4475893.130000
PA
USD
4474516.350000
0.0275259
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
0.83688
Y
N
N
N
N
N
BEAR STEARNS ASSETBK SECU INC 2002-
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2002 2 A1
07384YEM4
91569.630000
PA
USD
91341.510000
0.0005619
Long
ABS-MBS
CORP
US
N
2
2032-10-25
Floating
0.76188
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO XII LTD 2017-12A
N/A
BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A
08179HAE0
10700000.000000
PA
USD
10687223.130000
0.0657446
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
1.07375
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC SR SECURED 02/24 0.95
08576PAG6
21920000.000000
PA
USD
21749900.800000
0.1337989
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC SR SECURED 144A 07/26 4.875
085770AA3
46123000.000000
PA
USD
47770975.710000
0.2938728
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.875
N
N
N
N
N
N
BGCLO 19A
N/A
BIRCH GROVE CLO LTD. BGCLO 19A AR 144A
09075JAL3
27800000.000000
PA
USD
27790191.050000
0.1709570
Long
ABS-CBDO
CORP
KY
N
2
2031-06-15
Floating
1.33275
N
N
N
N
N
N
BLACK DIAMOND CLO 2017-2 DAC
N/A
BLACK DIAMOND CLO BLACK 2017 2A A1 144A
ACI1XBRF0
1000000.000000
PA
1139652.780000
0.0070108
Long
ABS-CBDO
CORP
IE
N
2
2032-01-20
Floating
0.86
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED REGS 02/24 VAR
ACI1903P5
2000000.000000
PA
1490140.430000
0.0091669
Long
DBT
CORP
FR
N
2
2024-02-28
Floating
1.795
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR UNSECURED REGS 12/22 VAR
ACI0T0ZP0
3840000.000000
PA
2830514.150000
0.0174125
Long
DBT
CORP
FR
N
2
2022-12-16
Floating
1.815
N
N
N
N
N
N
BOC AVIATION (USA) CORPORATION
254900QKLTY6MF4Y3P65
BOC AVIATION USA CORP COMPANY GUAR 144A 04/24 1.625
66980P2A6
18200000.000000
PA
USD
18181899.920000
0.1118496
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
1.625
N
N
N
N
N
N
BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)
254900H06V5RMEB3KE72
BOC AVIATION LTD SR UNSECURED 144A 09/22 2.75
09681LAD2
22200000.000000
PA
USD
22384387.210000
0.1377021
Long
DBT
CORP
SG
N
2
2022-09-18
Fixed
2.75
N
N
N
N
N
N
BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)
254900H06V5RMEB3KE72
BOC AVIATION LTD SR UNSECURED 144A 09/23 VAR
09681LAH3
6050000.000000
PA
USD
6069670.430000
0.0373388
Long
DBT
CORP
SG
N
2
2023-09-26
Floating
1.34475
N
N
N
N
N
N
BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)
254900H06V5RMEB3KE72
BOC AVIATION LTD SR UNSECURED REGS 05/22 3
BZ12VMII6
13827000.000000
PA
USD
13898297.960000
0.0854982
Long
DBT
CORP
SG
N
2
2022-05-23
Fixed
3
N
N
N
N
N
N
BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)
254900H06V5RMEB3KE72
BOC AVIATION LTD SR UNSECURED REGS 09/22 2.75
09681MAD0
19900000.000000
PA
USD
20065284.030000
0.1234357
Long
DBT
CORP
SG
N
2
2022-09-18
Fixed
2.75
N
N
N
N
N
N
BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)
254900H06V5RMEB3KE72
BOC AVIATION LTD SR UNSECURED REGS 09/23 VAR
09681MAH1
9660000.000000
PA
USD
9691407.650000
0.0596187
Long
DBT
CORP
SG
N
2
2023-09-26
Floating
1.34475
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 02/24 1.433
097023DE2
86151000.000000
PA
USD
86059368.070000
0.5294116
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.433
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/22 2.7
097023CG8
3000000.000000
PA
USD
3017981.010000
0.0185657
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
2.7
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 05/23 4.508
097023CS2
122697000.000000
PA
USD
128189246.550000
0.7885821
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.508
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 06/23 1.875
097023BQ7
11878000.000000
PA
USD
11980640.530000
0.0737013
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
1.875
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSECURED 10/24 2.85
097023BH7
6000000.000000
PA
USD
6218051.100000
0.0382516
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
2.85
N
N
N
N
N
N
BRASS NO 8 PLC 8A
N/A
BRASS PLC BRASS 8A A1 144A
10554MAA8
5905823.060000
PA
USD
5926747.390000
0.0364596
Long
ABS-MBS
CORP
GB
N
2
2066-11-16
Floating
0.855
N
N
N
N
N
N
BRAVO MORTGAGE ASSET TRUST 2006-1A
N/A
BRAVO MORTGAGE ASSET TRUST BMAT 2006 1A A2 144A
105667AB5
18304.980000
PA
USD
18320.750000
0.0001127
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
0.34188
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PART SR UNSECURED 02/22 VAR
11120VAG8
35500000.000000
PA
USD
35520326.240000
0.2185105
Long
DBT
CORP
US
N
2
2022-02-01
Floating
1.18163
N
N
N
N
N
N
BROOKSIDE MILL CLO LTD 2013-1A
N/A
BROOKSIDE MILL CLO LTD BSMC 2013 1A AR 144A
114521AL1
1526113.050000
PA
USD
1527157.250000
0.0093946
Long
ABS-CBDO
CORP
KY
N
2
2028-01-17
Floating
0.94225
N
N
N
N
N
N
BRSP 2021-FL1 LTD
N/A
BRIGHTSPIRE CAPITAL, INC BRSP 2021 FL1 A 144A
05591XAA9
15500000.000000
PA
USD
15443313.400000
0.0950027
Long
ABS-CBDO
CORP
KY
N
2
2038-08-19
Floating
1.25388
N
N
N
N
N
N
BSST 2021-1818 MORTGAGE TRUST
N/A
BSST MORTGAGE TRUST BSST 2021 1818 A 144A
07403PAA0
5200000.000000
PA
USD
5201506.960000
0.0319981
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
1.3
N
N
N
N
N
N
BWAY MORTGAGE TRUST 2021-1450
N/A
BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A
12430YAA8
9200000.000000
PA
USD
9206404.120000
0.0566351
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
1.35976
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-MFM1
N/A
BX TRUST BX 2021 MFM1 A 144A
05608VAA4
76900000.000000
PA
USD
76464938.250000
0.4703896
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
0.80975
N
N
N
N
N
N
BXMT 2020-FL3 LTD
N/A
BXMT LTD BXMT 2020 FL3 A 144A
05608XAA0
3100000.000000
PA
USD
3102794.030000
0.0190875
Long
ABS-MBS
CORP
KY
N
2
2037-11-15
Floating
1.56448
N
N
N
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
CANTOR FITZGERALD LP SR UNSECURED 144A 05/24 4.875
138616AE7
4900000.000000
PA
USD
5235902.450000
0.0322097
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.875
N
N
N
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
CANTOR FITZGERALD LP UNSECURED 144A 06/22 6.5
138616AC1
23096000.000000
PA
USD
23671344.460000
0.1456191
Long
DBT
CORP
US
N
2
2022-06-17
Fixed
6.5
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A
ACI1YDTG1
12400000.000000
PA
14095992.440000
0.0867144
Long
ABS-CBDO
CORP
IE
N
2
2031-01-15
Floating
0.7
N
N
N
N
N
N
CARLYLE US CLO LTD 2017-1A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A
14314BAL1
12900000.000000
PA
USD
12890519.660000
0.0792986
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.1315
N
N
N
N
N
N
CENTERPOINT ENERGY RESOURCES CORP
2JADVB0458J06WCD4N56
CENTERPOINT ENERGY RES SR UNSECURED 03/23 VAR
15189WAN0
34300000.000000
PA
USD
34229663.390000
0.2105707
Long
DBT
CORP
US
N
2
2023-03-02
Floating
0.67325
N
N
N
N
N
N
CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED
3538005TH2GJERPBFN83
CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 02/22 VAR
ACI10JL08
26200000.000000
PA
USD
26203014.310000
0.1611932
Long
DBT
CORP
JP
N
2
2022-02-15
Floating
0.616
N
N
N
N
N
N
CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED
3538005TH2GJERPBFN83
CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 03/22 VAR
ACI0SQFL5
37880000.000000
PA
USD
37922553.630000
0.2332883
Long
DBT
CORP
JP
N
2
2022-03-03
Floating
0.98463
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 02/24 4.5
161175BQ6
500000.000000
PA
USD
531991.470000
0.0032727
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.5
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 02/24 VAR
161175BP8
162491000.000000
PA
USD
166089728.800000
1.0217346
Long
DBT
CORP
US
N
2
2024-02-01
Floating
1.78163
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 07/22 4.464
161175BB9
2270000.000000
PA
USD
2303739.240000
0.0141719
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.464
N
N
N
N
N
N
CHASE FUNDING MTGE LN ASSET BK 2002-3
N/A
CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 3 2A1
161546DB9
19518.180000
PA
USD
19017.550000
0.0001170
Long
ABS-MBS
CORP
US
N
2
2032-08-25
Floating
0.74188
N
N
N
N
N
N
CHEVY CHASE MTGE FUNDING CORP 2004-3A
N/A
CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A1 144A
16678RBU0
65916.150000
PA
USD
65610.850000
0.0004036
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
0.35188
N
N
N
N
N
N
CIFC FUNDING LTD 2017-4A
N/A
CIFC FUNDING LTD CIFC 2017 4A A1R 144A
12551JAL0
32900000.000000
PA
USD
32850650.000000
0.2020874
Long
ABS-CBDO
CORP
KY
N
2
2030-10-24
Floating
1.07388
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC SR UNSECURED 08/22 5
125581GQ5
132847000.000000
PA
USD
135980860.730000
0.8365138
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC SR UNSECURED 08/23 5
125581GR3
4600000.000000
PA
USD
4864431.000000
0.0299245
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
5
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 01/23 VAR
172967LV1
460000.000000
PA
USD
460587.590000
0.0028334
Long
DBT
CORP
US
N
2
2023-01-24
Floating
3.142
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 05/24 VAR
172967LL3
72478000.000000
PA
USD
73284777.260000
0.4508262
Long
DBT
CORP
US
N
2
2024-05-17
Floating
1.25788
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 05/25 VAR
172967MX6
13100000.000000
PA
USD
13003414.880000
0.0799931
Long
DBT
CORP
US
Y
2
2025-05-01
Floating
0.981
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 06/24 VAR
172967MA6
23640000.000000
PA
USD
23904310.090000
0.1470522
Long
DBT
CORP
US
N
2
2024-06-01
Floating
1.19388
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 10/23 VAR
ACI0QGYP9
14634000.000000
PA
10883186.120000
0.0669501
Long
DBT
CORP
US
N
2
2023-10-27
Floating
1.7613
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TR 2004-HYB2
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A
17307GEC8
23421.530000
PA
USD
24262.630000
0.0001493
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Floating
2.34315
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2014-11
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 11 2A1 144A
17323JAD4
494035.080000
PA
USD
493859.150000
0.0030381
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.23209
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST 2019-C
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2019 C A1 144A
17328GAA1
7967602.420000
PA
USD
7982828.510000
0.0491080
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.228
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV3
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A
17329VDF3
14464177.070000
PA
USD
14424345.620000
0.0887343
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Floating
0.89967
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2006-AR1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 1A1
17307G2Z0
31478.020000
PA
USD
32939.450000
0.0002026
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.48
Y
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2006-AR7
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A
172987AD1
107978.110000
PA
USD
107180.760000
0.0006593
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
2.55653
Y
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-10
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA
17313QAL2
755541.640000
PA
USD
752055.800000
0.0046264
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
3.15259
Y
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AHL3
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A
17312GAA9
234753.100000
PA
USD
200368.670000
0.0012326
Long
ABS-MBS
CORP
US
N
2
2045-07-25
Floating
0.16188
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2008-RR1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2008 RR1 A1A1 144A
173145AA1
137063.700000
PA
USD
129959.730000
0.0007995
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.17275
N
N
N
N
N
N
CITIGROUP MTGE LOAN TRUST INC 2005-11
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A
17307GW53
40441.130000
PA
USD
41024.660000
0.0002524
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
2.47
N
N
N
N
N
N
CITIGROUP MTGE LOAN TRUST INC 2005-3
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A
17307GTJ7
190031.560000
PA
USD
197330.100000
0.0012139
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
2.7677
N
N
N
N
N
N
CITIGROUP MTGE LOAN TRUST INC 2005-6
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3
17307GXR4
9551.670000
PA
USD
9758.010000
0.0000600
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
1.86
N
N
N
N
N
N
CLECO POWER LLC
TM1ZH54SJKLNHFCBFK92
CLECO POWER LLC SR UNSECURED 144A 06/23 VAR
185508AH1
16100000.000000
PA
USD
16091185.890000
0.0989882
Long
DBT
CORP
US
N
2
2023-06-15
Floating
0.70275
N
N
N
N
N
N
CLNC 2019-FL1 LTD
N/A
CLNC 2019 FL1, LTD CLNC 2019 FL1 A 144A
12565DAA1
46899993.400000
PA
USD
46922904.520000
0.2886558
Long
ABS-O
CORP
KY
N
2
2035-08-20
Floating
1.41448
N
N
N
N
N
N
CNH INDUSTRIAL CAPITAL LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL CAP LLC COMPANY GUAR 04/22 4.375
12592BAH7
2966000.000000
PA
USD
2992671.340000
0.0184100
Long
DBT
CORP
US
N
2
2022-04-05
Fixed
4.375
N
N
N
N
N
N
CNH INDUSTRIAL NV
549300WGC2HZ5J67V817
CNH INDUSTRIAL NV SR UNSECURED 08/23 4.5
12594KAA0
4645000.000000
PA
USD
4881328.120000
0.0300285
Long
DBT
CORP
NL
N
2
2023-08-15
Fixed
4.5
N
N
N
N
N
N
COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2013-CR6
N/A
COMM MORTGAGE TRUST COMM 2013 CR6 A3FL 144A
12624XAF5
953427.530000
PA
USD
953439.350000
0.0058653
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Floating
0.73138
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST 2017-AGS
N/A
COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A1 144A
20267VAA5
1784588.570000
PA
USD
1808522.220000
0.0111255
Long
ABS-O
CORP
US
N
2
2041-05-25
Fixed
2.55
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST 2018-BGS
N/A
COMMONBOND STUDENT LOAN TRUST CBSLT 2018 BGS A1 144A
20268MAA4
1395922.780000
PA
USD
1431599.220000
0.0088068
Long
ABS-O
CORP
US
N
2
2045-09-25
Fixed
3.56
N
N
N
N
N
N
CONTIMORTGAGE HOME EQUITY LN 1996-1
N/A
CONTIMORTGAGE HOME EQUITY LOAN CONHE 1996 1 A8
21075WCK9
336.000000
PA
USD
335.520000
0.0000021
Long
ABS-MBS
CORP
US
N
2
2027-03-15
Floating
0.78975
N
N
N
N
N
N
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK BA/SYDNEY BRANCH
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND/AU SR UNSECURED 04/24 VAR
ACI1XHZK7
3500000.000000
PA
2545867.730000
0.0156614
Long
DBT
CORP
NL
N
2
2024-04-19
Floating
0.3852
N
N
N
N
N
N
COUNTRYWIDE ALT LOAN TRUST 2006-OA17
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A
12668PAA0
1338669.410000
PA
USD
1188705.500000
0.0073126
Long
ABS-MBS
CORP
US
N
2
2046-12-20
Floating
0.29888
Y
N
N
N
N
N
COUNTRYWIDE ALT LOAN TRUST 2006-OA22
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1
23245PAA9
73075.480000
PA
USD
69092.800000
0.0004250
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
0.42188
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-62
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1
12668ATT2
231314.340000
PA
USD
213072.470000
0.0013108
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
1.08203
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-76
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1
12668BDE0
158479.300000
PA
USD
151895.450000
0.0009344
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
1.08203
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1
12668RAA6
2016669.980000
PA
USD
1573987.930000
0.0096827
Long
ABS-MBS
CORP
US
N
2
2047-02-20
Floating
0.28388
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2007-7T2
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A9
02147BAJ4
111433.390000
PA
USD
67419.250000
0.0004147
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1
02149DAN9
395529.160000
PA
USD
397735.420000
0.0024468
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.12958
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B
02147DAB7
413705.280000
PA
USD
407254.700000
0.0025053
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
0.48188
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A
02146YAC0
720210.340000
PA
USD
566849.900000
0.0034871
Long
ABS-MBS
CORP
US
N
2
2046-07-20
Floating
0.31388
Y
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2003-J3
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2003 J3 2A1
12669FFD0
68141.350000
PA
USD
70169.950000
0.0004317
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Fixed
6.25
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A2
12668BE33
131629.660000
PA
USD
128242.130000
0.0007889
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
0.52188
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A
126680AA5
1341189.550000
PA
USD
1289470.600000
0.0079324
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
0.46188
N
N
N
N
N
N
COUNTRYWIDE ASSET BACKED CERT 2007-SEA1
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 SEA1 2A1 144A
23248AAJ0
169716.570000
PA
USD
167560.050000
0.0010308
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
0.39188
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2002-3
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2002 3 1A1
126671RM0
119289.960000
PA
USD
118294.190000
0.0007277
Long
ABS-MBS
CORP
US
N
2
2032-05-25
Floating
0.84188
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2004-1
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2004 1 M2
126671Z33
1244960.680000
PA
USD
1243498.850000
0.0076496
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Floating
0.92688
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2004-6
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A1
126673AW2
4245711.760000
PA
USD
4167743.930000
0.0256387
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
0.64188
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2004-AB2
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2004 AB2 M3
126673QH8
555000.000000
PA
USD
553657.010000
0.0034059
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
1.00188
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-11
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 11 2AV
12666TAG1
52211.250000
PA
USD
52121.570000
0.0003206
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
0.25188
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2007-13
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 13 2A2
126698AD1
1540061.260000
PA
USD
1535672.390000
0.0094470
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Floating
0.90188
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTIFICATES 2004-BC5
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2004 BC5 M5
126673PS5
2278508.950000
PA
USD
2291786.280000
0.0140984
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
1.60188
N
N
N
N
N
N
COUNTRYWIDE HOME EQUITY LN TRUST 2006-I
N/A
COUNTRYWIDE HOME EQUITY LOAN T CWHEL 2006 I 2A
12668FAB0
7901.760000
PA
USD
7552.610000
0.0000465
Long
ABS-MBS
CORP
US
N
2
2037-01-15
Floating
0.24975
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2001-HYB1
N/A
COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 3A2
12669B2Z4
2423.110000
PA
USD
2459.840000
0.0000151
Long
ABS-MBS
CORP
US
N
2
2031-07-19
Floating
2.125
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2003-R4
N/A
COUNTRYWIDE HOME LOANS CWHL 2003 R4 2A 144A
12669FFS7
6793.200000
PA
USD
6679.310000
0.0000411
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Variable
4.55066
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-3
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1
12669GTV3
9235.820000
PA
USD
8972.550000
0.0000552
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
0.68188
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-9
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3
12669GZQ7
114025.320000
PA
USD
99272.250000
0.0006107
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.56188
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-R2
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A
12669GN64
1237936.730000
PA
USD
1201022.570000
0.0073883
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
0.44188
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2007-HY4
N/A
COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1
17025RAA3
66722.780000
PA
USD
64177.650000
0.0003948
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
2.91071
Y
N
N
N
N
N
CREDIT AGRICOLE SA/LONDON BRANCH
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE LONDON SR UNSECURED REGS 03/24 VAR
BLJM9JII6
41800000.000000
PA
USD
42248189.630000
0.2598983
Long
DBT
CORP
FR
N
2
2024-03-22
Floating
1.26425
N
N
N
N
N
N
CREDIT BASED ASSET SRVC & SEC 2006-CB9
N/A
CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1
12465MAA2
37950.680000
PA
USD
22861.960000
0.0001406
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
0.16188
N
N
N
N
N
N
CREDIT BASED ASSET SRVC & SEC 2007-CB6
N/A
CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A
1248RHAA5
234144.930000
PA
USD
186559.560000
0.0011477
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
0.21163
N
N
N
N
N
N
CREDIT SUISSE AG/SYDNEY BRANCH
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE/SYDNEY SR UNSECURED 05/23 VAR
ACI1MJ5X0
22800000.000000
PA
16767788.160000
0.1031504
Long
DBT
CORP
CH
N
2
2023-05-26
Floating
1.1991
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A
N/A
CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A
22540VK43
21985.840000
PA
USD
21147.800000
0.0001301
Long
ABS-MBS
CORP
US
N
2
2032-03-25
Floating
0.593362
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG SR UNSECURED 144A 01/23 3.574
225401AB4
4900000.000000
PA
USD
4901398.120000
0.0301519
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 SR UNSECURED 144A 06/24 VAR
225401AH1
23700000.000000
PA
USD
23959748.210000
0.1473932
Long
DBT
CORP
CH
N
2
2024-06-12
Floating
1.44088
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG SR UNSECURED 144A 06/26 VAR
225401AQ1
8700000.000000
PA
USD
8756032.960000
0.0538645
Long
DBT
CORP
CH
N
2
2026-06-05
Floating
2.193
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG SR UNSECURED 144A 12/23 VAR
225401AE8
2800000.000000
PA
USD
2822214.700000
0.0173614
Long
DBT
CORP
CH
N
2
2023-12-14
Floating
1.39825
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG SR UNSECURED REGS 01/23 3.574
H3698DAQ7
1250000.000000
PA
USD
1250356.660000
0.0076918
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 SR UNSECURED REGS 03/24 VAR
BF3SQ0II5
3940000.000000
PA
2883414.010000
0.0177379
Long
DBT
CORP
CH
N
2
2024-03-08
Floating
1.305
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG SR UNSECURED REGS 06/24 VAR
H3698DBT0
2020000.000000
PA
USD
2042138.880000
0.0125626
Long
DBT
CORP
CH
N
2
2024-06-12
Floating
1.44088
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP A 144A
12651QAA7
15600000.000000
PA
USD
15570949.680000
0.0957879
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
1.11
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP10
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP10 A1 144A
12597FAC4
2341064.510000
PA
USD
2346227.960000
0.0144333
Long
ABS-MBS
CORP
US
N
2
2059-12-26
Fixed
2.97269
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST 2020-RPL6
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL6 A1 144A
12656HAC8
9523034.900000
PA
USD
9554969.450000
0.0587793
Long
ABS-MBS
CORP
US
N
2
2059-03-25
Variable
2.6875
N
N
N
N
N
N
CREDIT-BASED ASSET SERVC SEC 2005-CB5
N/A
CREDIT BASED ASSET SERVICING A CBASS 2005 CB5 M1
12489WMZ4
2029493.910000
PA
USD
2027341.830000
0.0124716
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
0.70275
N
N
N
N
N
N
CRESTLINE DENALI CLO XIV LTD 2016-1A
N/A
CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A
22615MAW2
29700000.000000
PA
USD
29702643.000000
0.1827218
Long
ABS-CBDO
CORP
KY
N
2
2031-10-23
Floating
1.26388
N
N
N
N
N
N
CS FIRST BOSTON MTGE SEC CORP 2001-HE17
N/A
CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1
22540A7A0
1116.990000
PA
USD
1100.680000
0.0000068
Long
ABS-MBS
CORP
US
N
2
2032-01-25
Floating
0.72188
N
N
N
N
N
N
CS FIRST BOSTON MTGE SEC CORP 2003-AR26
N/A
CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR26 6A1
22541QZU9
126485.070000
PA
USD
128078.150000
0.0007879
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Floating
1.995
N
N
N
N
N
N
CS FIRST BOSTON MTGE SEC CORP 2004-AR7
N/A
CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR7 2A1
22541SRP5
174372.260000
PA
USD
186223.540000
0.0011456
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
2.90983
N
N
N
N
N
N
CSMC 2021-INV1 TRUST
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A11 144A
12661XBC5
13589447.410000
PA
USD
13582554.840000
0.0835558
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Floating
0.84967
N
N
N
N
N
N
CSMC 2021-JR2 TRUST
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 JR2 A1 144A
12659NAA6
3073313.140000
PA
USD
3055895.450000
0.0187990
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.215
N
N
N
N
N
N
CSMC TRUST 2021-RPL4
N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL4 A1 144A
12662GAC2
13437228.030000
PA
USD
13448304.340000
0.0827300
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Fixed
1.79561
N
N
N
N
N
N
CVC CORDATUS LOAN FUND VII DAC 7A
N/A
CORDATUS CLO PLC CORDA 7A ARR 144A
ACI1W2TC6
19500000.000000
PA
22108223.830000
0.1360032
Long
ABS-CBDO
CORP
IE
N
2
2031-09-15
Floating
0.63
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
D.R. HORTON INC COMPANY GUAR 02/23 4.75
23331ABG3
600000.000000
PA
USD
619896.400000
0.0038134
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
4.75
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE FUNDING LLC COMPANY GUAR 144A 08/24 1.55
23371DAJ3
32900000.000000
PA
USD
32693223.500000
0.2011190
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
1.55
N
N
N
N
N
N
DAIMLER CANADA FINANCE INC
549300G6QKWRPOX3M965
DAIMLER CANADA FINANCE COMPANY GUAR 08/22 3.3
23384NBH9
6000000.000000
PA
4813908.880000
0.0296137
Long
DBT
CORP
CA
Y
2
2022-08-16
Fixed
3.3
N
N
N
N
N
N
DAIMLER FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 05/23 VAR
233851DM3
19800000.000000
PA
USD
19960973.410000
0.1227940
Long
DBT
CORP
US
N
2
2023-05-04
Floating
0.985
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/23 1.125
233853AB6
30000000.000000
PA
USD
30021488.700000
0.1846833
Long
DBT
CORP
US
N
2
2023-12-14
Fixed
1.125
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/24 VAR
233853AE0
35000000.000000
PA
USD
35040328.050000
0.2155577
Long
DBT
CORP
US
N
2
2024-12-13
Floating
0.799566
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 01/23 VAR
23636AAX9
2000000.000000
PA
USD
2001734.520000
0.0123141
Long
DBT
CORP
DK
N
2
2023-01-12
Floating
5
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 01/24 5.375
23636AAT8
20271000.000000
PA
USD
21830851.630000
0.1342969
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.375
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 09/23 VAR
23636AAQ4
26480000.000000
PA
USD
26712207.090000
0.1643256
Long
DBT
CORP
DK
N
2
2023-09-12
Floating
1.26088
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 09/25 VAR
23636ABA8
5000000.000000
PA
USD
4925891.300000
0.0303026
Long
DBT
CORP
DK
N
2
2025-09-10
Floating
0.976
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 12/23 VAR
23636AAY7
119151000.000000
PA
USD
119149274.690000
0.7329709
Long
DBT
CORP
DK
N
2
2023-12-08
Floating
1.171
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED REGS 01/23 VAR
23636BAX7
1000000.000000
PA
USD
1000867.260000
0.0061570
Long
DBT
CORP
DK
N
2
2023-01-12
Floating
5
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED REGS 01/24 5.375
23636BAT6
11673000.000000
PA
USD
12571236.300000
0.0773345
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.375
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED REGS 09/23 VAR
23636BAP4
10309000.000000
PA
USD
10399401.170000
0.0639740
Long
DBT
CORP
DK
N
2
2023-09-12
Floating
1.26088
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 2020-1
N/A
DELL EQUIPMENT FINANCE TRUST DEFT 2020 1 A2 144A
24703NAB5
4720195.960000
PA
USD
4727967.290000
0.0290850
Long
ABS-O
CORP
US
N
2
2022-06-22
Fixed
2.26
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INT LLC / EMC CORP SR UNSECURED 06/23 5.45
24703TAA4
18060000.000000
PA
USD
19057679.370000
0.1172372
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INT LLC / EMC CORP SR UNSECURED 07/24 4
24703TAB2
9000000.000000
PA
USD
9554998.770000
0.0587795
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4
N
N
N
N
N
N
DELOS FINANCE SARL
549300HX549YWOJQT076
DELOS FIN S A R L TERM LOAN
L2324EAE1
420000.000000
PA
USD
420459.480000
0.0025865
Long
LON
CORP
LU
N
2
2023-10-06
Floating
1.9738
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC SR UNSECURED 03/22 3.625
247361ZJ0
35150000.000000
PA
USD
35151324.100000
0.2162405
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.625
N
N
N
N
N
N
DELTA FUNDING HOME EQ LN TR 1999-3
N/A
DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 A1A
24763LFX3
20467.090000
PA
USD
20264.430000
0.0001247
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
0.92975
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 02/23 VAR
251526BS7
26299000.000000
PA
USD
26437956.030000
0.1626384
Long
DBT
CORP
DE
N
2
2023-02-27
Floating
1.40563
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 05/24 0.898
251526CJ6
13600000.000000
PA
USD
13487463.260000
0.0829709
Long
DBT
CORP
DE
Y
2
2024-05-28
Fixed
0.898
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 11/22 3.3
251526BL2
19248000.000000
PA
USD
19650991.530000
0.1208871
Long
DBT
CORP
DE
N
2
2022-11-16
Fixed
3.3
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 11/22 VAR
251526BM0
1750000.000000
PA
USD
1761083.330000
0.0108337
Long
DBT
CORP
DE
N
2
2022-11-16
Floating
1.345
N
N
N
N
N
N
DEUTSCHE BANK AG/SYDNEY BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG SYDNEY SR UNSECURED 01/23 VAR
BYZHKNII9
3110000.000000
PA
2276527.670000
0.0140045
Long
DBT
CORP
DE
N
2
2023-01-30
Floating
1.4702
N
N
N
N
N
N
DORIC NIMROD AIR FINANCE ALPHA LTD 2012-1 CLASS A PASS THROUGH TRUST
N/A
DORIC NIMROD AIR 2012 1A PASS THRU CE 144A 11/24 5.125
258258AA0
517723.720000
PA
USD
512781.940000
0.0031545
Long
DBT
CORP
GG
N
2
2024-11-30
Fixed
5.125
N
N
N
N
N
N
DRYDEN XXVII-R EURO CLO BV 2017-27A
N/A
DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A
ACI1W43B2
9400000.000000
PA
10677036.860000
0.0656820
Long
ABS-CBDO
CORP
IE
N
2
2033-04-15
Floating
0.66
N
N
N
N
N
N
DUTCH PROPERTY FINANCE 2020-1 BV 20-1
N/A
DUTCH PROPERTY FINANCE DPF 2020 1 A REGS
ACI1J8R14
728315.140000
PA
831144.880000
0.0051130
Long
ABS-MBS
CORP
NL
N
2
2054-07-28
Floating
0.1
N
N
N
N
N
N
ECMC GROUP STUDENT LOAN TRUST 2017-2
N/A
ECMC GROUP STUDENT LOAN TRUST ECMC 2017 2A A 144A
26828VAA4
1180554.770000
PA
USD
1198904.610000
0.0073753
Long
ABS-O
CORP
US
N
2
2067-05-25
Floating
1.15275
N
N
N
N
N
N
ECMC GROUP STUDENT LOAN TRUST 2018-1A
N/A
ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A
26828HAA5
18797155.090000
PA
USD
18793346.790000
0.1156111
Long
ABS-O
CORP
US
N
2
2068-02-27
Floating
0.85275
N
N
N
N
N
N
ECMC GROUP STUDENT LOAN TRUST 2019-1A
N/A
ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A
26829XAB7
10254187.670000
PA
USD
10378069.540000
0.0638428
Long
ABS-O
CORP
US
N
2
2069-07-25
Floating
1.10188
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 03/23 2.95
281020AJ6
3900000.000000
PA
USD
3963281.400000
0.0243809
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.95
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 09/22 2.4
281020AL1
17407000.000000
PA
USD
17577654.570000
0.1081325
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.4
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSECURED 11/22 3.125
281020AP2
11761000.000000
PA
USD
11946949.640000
0.0734941
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.125
N
N
N
N
N
N
EDUCATIONAL SERVICES OF AMERICA INC 2012-2
N/A
EDUCATIONAL SERVICES OF AMERIC EDUSA 2012 2 A 144A
28137QAA7
1643856.610000
PA
USD
1640783.580000
0.0100936
Long
ABS-O
CORP
US
N
2
2039-04-25
Floating
0.83275
N
N
N
N
N
N
EFS VOLUNTEER LLC 2010-1
N/A
EFS VOLUNTEER LLC EFSV 2010 1 A2 144A
26844VAB2
2866216.170000
PA
USD
2874443.360000
0.0176827
Long
ABS-O
CORP
US
N
2
2035-10-25
Floating
0.97388
N
N
N
N
N
N
ELEVATION CLO LTD 2017-8A
N/A
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A
28622VAN0
22200000.000000
PA
USD
22166533.500000
0.1363619
Long
ABS-CBDO
CORP
KY
N
2
2030-10-25
Floating
1.0799
N
N
N
N
N
N
ELFI GRADUATE LOAN PROGRAM 2021-A LLC
N/A
ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A
28628BAA6
36960522.150000
PA
USD
36682464.450000
0.2256596
Long
ABS-O
CORP
US
N
2
2046-12-26
Fixed
1.53
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1
N/A
ELLINGTON FINANCIAL MORTGAGE T EFMT 2020 1 A1 144A
31574PAA3
1192200.510000
PA
USD
1195540.820000
0.0073546
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.006
N
N
N
N
N
N
EMCM MORTGAGE LOAN TRUST 2001-A
N/A
EMC MORTGAGE LOAN TRUST EMCM 2001 A A 144A
268668AA8
25763.640000
PA
USD
25613.590000
0.0001576
Long
ABS-MBS
CORP
US
N
2
2040-05-25
Floating
0.84188
N
N
N
N
N
N
ENEL FINANCE INTERNATIONAL NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTL NV COMPANY GUAR 144A 09/24 2.65
29278GAL2
18180000.000000
PA
USD
18733387.750000
0.1152422
Long
DBT
CORP
NL
N
2
2024-09-10
Fixed
2.65
N
N
N
N
N
N
ENERGY TRANSFER LP / REGENCY ENERGY FINANCE CORP
N/A
ENRGY TRANS LP/REG FIN SR UNSECURED 10/22 5
75886AAQ1
7779000.000000
PA
USD
7934592.680000
0.0488113
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5
N
N
N
N
N
N
ETSA UTILITIES FINANCE
254900XBG17MF5UNCY48
ETSA UTILITIES FINANCE COMPANY GUAR 12/23 VAR
ACI15KJG8
1750000.000000
PA
1285864.630000
0.0079103
Long
DBT
CORP
AU
N
2
2023-12-13
Floating
1.1015
N
N
N
N
N
N
EURO-GALAXY III CLO BV 13-3A
N/A
EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A
ACI1W6FF5
3750000.000000
PA
4247075.870000
0.0261267
Long
ABS-CBDO
CORP
NL
N
2
2034-04-24
Floating
0.62
N
N
N
N
N
N
EUROHOME UK MORTGAGES 2007-1 A
N/A
EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS
B1VBS4II2
780300.890000
PA
1037812.180000
0.0063843
Long
ABS-MBS
CORP
GB
N
2
2044-06-15
Floating
0.24838
N
N
N
N
N
N
EUROPEAN LOAN CONDUIT 36A
N/A
EUROPEAN LOAN CONDUIT EURO 36A A1 144A
ACI1G9KP9
10688921.560000
PA
12191907.210000
0.0750010
Long
ABS-MBS
CORP
IE
N
2
2030-02-17
Floating
1
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
335800OFZ8YEIVN1QI11
EXPORT IMPORT BK INDIA SR UNSECURED 03/22 VAR
ACI1HMTB1
11400000.000000
PA
USD
11410716.000000
0.0701953
Long
DBT
CORP
IN
Y
2
2022-03-28
Floating
1.23975
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
335800OFZ8YEIVN1QI11
EXPORT IMPORT BK INDIA SR UNSECURED REGS 08/22 VAR
ACI0WQLC3
41353000.000000
PA
USD
41510968.460000
0.2553631
Long
DBT
CORP
IN
N
2
2022-08-21
Floating
1.15963
N
N
N
N
N
N
EXPORT-IMPORT BANK OF KOREA (KEXIM)
549300APVP4R32PI3Y06
EXPORT IMPORT BANK KOREA SR UNSECURED 06/23 VAR
302154CU1
12600000.000000
PA
USD
12699469.570000
0.0781234
Long
DBT
NUSS
KR
N
2
2023-06-01
Floating
0.94588
N
N
N
N
N
N
EXPORT-IMPORT BANK OF KOREA (KEXIM)
549300APVP4R32PI3Y06
EXPORT IMPORT BANK KOREA SR UNSECURED REGS 10/24 VAR
ACI21M928
8800000.000000
PA
6456264.260000
0.0397170
Long
DBT
NUSS
KR
N
2
2024-10-08
Floating
0.8237
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST 2021-ESH
N/A
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A
30227FAA8
99780899.060000
PA
USD
100067709.280000
0.6155868
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
1.19
N
N
N
N
N
N
FANNIE MAE 1993-165
N/A
FANNIE MAE FNR 1993 165 FE
31359D5L3
2696.550000
PA
USD
2722.250000
0.0000167
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Floating
1.25188
N
N
N
N
N
N
FANNIE MAE 1997-43
N/A
FANNIE MAE FNR 1997 43 FM
31359P3F1
594.760000
PA
USD
597.350000
0.0000037
Long
ABS-MBS
USGSE
US
N
2
2027-07-18
Floating
0.60388
N
N
N
N
N
N
FANNIE MAE 1998-66
N/A
FANNIE MAE FNR 1998 66 FK
31359U3W3
64883.090000
PA
USD
64887.970000
0.0003992
Long
ABS-MBS
USGSE
US
N
2
2028-12-25
Floating
0.40188
N
N
N
N
N
N
FANNIE MAE 2000-34
N/A
FANNIE MAE FNR 2000 34 F
31358SSV4
1473.720000
PA
USD
1480.860000
0.0000091
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Floating
0.55188
N
N
N
N
N
N
FANNIE MAE 2001-24
N/A
FANNIE MAE FNR 2001 24 FB
31359S5P1
43117.800000
PA
USD
43591.630000
0.0002682
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Floating
0.73188
N
N
N
N
N
N
FANNIE MAE 2002-19
N/A
FANNIE MAE FNR 2002 19 FG
31392CFU3
197284.360000
PA
USD
197619.510000
0.0012157
Long
ABS-MBS
USGSE
US
N
2
2032-03-17
Floating
0.50863
N
N
N
N
N
N
FANNIE MAE 2002-21
N/A
FANNIE MAE FNR 2002 21 FD
31392CRD8
4707.740000
PA
USD
4761.280000
0.0000293
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Floating
1.00188
N
N
N
N
N
N
FANNIE MAE 2002-34
N/A
FANNIE MAE FNR 2002 34 FA
31392CM92
37932.900000
PA
USD
38211.390000
0.0002351
Long
ABS-MBS
USGSE
US
N
2
2032-05-18
Floating
0.60388
N
N
N
N
N
N
FANNIE MAE 2002-34
N/A
FANNIE MAE FNR 2002 34 FE
31392CQ31
39073.260000
PA
USD
39259.390000
0.0002415
Long
ABS-MBS
USGSE
US
N
2
2032-05-18
Floating
0.50388
N
N
N
N
N
N
FANNIE MAE 2002-54
N/A
FANNIE MAE FNR 2002 54 FD
31392D5Q1
19423.320000
PA
USD
19483.380000
0.0001199
Long
ABS-MBS
USGSE
US
N
2
2032-09-25
Floating
0.50188
N
N
N
N
N
N
FANNIE MAE 2002-60
N/A
FANNIE MAE FNR 2002 60 F1
31392EVN7
1197.470000
PA
USD
1175.750000
0.0000072
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Floating
0.50188
N
N
N
N
N
N
FANNIE MAE 2003-11
N/A
FANNIE MAE FNR 2003 11 DF
31392HPL1
43736.480000
PA
USD
43187.020000
0.0002657
Long
ABS-MBS
USGSE
US
N
2
2033-02-25
Floating
0.55188
N
N
N
N
N
N
FANNIE MAE 2004-11
N/A
FANNIE MAE FNR 2004 11 A
31393T7H3
5561.340000
PA
USD
5541.190000
0.0000341
Long
ABS-MBS
USGSE
US
N
2
2034-03-25
Floating
0.22188
N
N
N
N
N
N
FANNIE MAE 2004-63
N/A
FANNIE MAE FNR 2004 63 FA
31394ANT9
50175.280000
PA
USD
49779.370000
0.0003062
Long
ABS-MBS
USGSE
US
N
2
2034-08-25
Floating
0.25188
N
N
N
N
N
N
FANNIE MAE 2006-104
N/A
FANNIE MAE FNR 2006 104 FV
31396LNC0
55064.610000
PA
USD
55530.030000
0.0003416
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Floating
0.44188
N
N
N
N
N
N
FANNIE MAE 2006-118
N/A
FANNIE MAE FNR 2006 118 A2
31396L4T4
34079.050000
PA
USD
33780.430000
0.0002078
Long
ABS-MBS
USGSE
US
N
2
2036-12-25
Floating
0.152
N
N
N
N
N
N
FANNIE MAE 2006-15
N/A
FANNIE MAE FNR 2006 15 FC
31395BVE0
14108.230000
PA
USD
14057.420000
0.0000865
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
Floating
0.214839
N
N
N
N
N
N
FANNIE MAE 2006-20
N/A
FANNIE MAE FNR 2006 20 GF
31395BU43
19898.080000
PA
USD
20017.060000
0.0001231
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
Floating
0.45188
N
N
N
N
N
N
FANNIE MAE 2006-46
N/A
FANNIE MAE FNR 2006 46 FC
31395D5F2
63599.710000
PA
USD
63859.170000
0.0003928
Long
ABS-MBS
USGSE
US
N
2
2036-06-25
Floating
0.42188
N
N
N
N
N
N
FANNIE MAE 2006-8
N/A
FANNIE MAE FNR 2006 8 NF
31394VZ37
30505.760000
PA
USD
30762.190000
0.0001892
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
Floating
0.47188
N
N
N
N
N
N
FANNIE MAE 2006-81
N/A
FANNIE MAE FNR 2006 81 FA
31396KM33
31863.940000
PA
USD
32227.490000
0.0001983
Long
ABS-MBS
USGSE
US
N
2
2036-09-25
Floating
0.45188
N
N
N
N
N
N
FANNIE MAE 2007-73
N/A
FANNIE MAE FNR 2007 73 A1
31396V4Q8
131533.200000
PA
USD
129237.600000
0.0007950
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
0.147097
N
N
N
N
N
N
FANNIE MAE 2007-86
N/A
FANNIE MAE FNR 2007 86 FA
31396XNX8
28474.430000
PA
USD
28721.430000
0.0001767
Long
ABS-MBS
USGSE
US
N
2
2037-09-25
Floating
0.55188
N
N
N
N
N
N
FANNIE MAE 2008-53
N/A
FANNIE MAE FNR 2008 53 LF
31397LC31
2908.770000
PA
USD
2981.190000
0.0000183
Long
ABS-MBS
USGSE
US
N
2
2038-07-25
Floating
0.95188
N
N
N
N
N
N
FANNIE MAE 2008-88
N/A
FANNIE MAE FNR 2008 88 FA
31397MXL6
20988.830000
PA
USD
21711.700000
0.0001336
Long
ABS-MBS
USGSE
US
N
2
2038-10-25
Floating
1.32188
N
N
N
N
N
N
FANNIE MAE 2009-87
N/A
FANNIE MAE FNR 2009 87 FA
31398FJ28
5331.070000
PA
USD
5516.370000
0.0000339
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Floating
1.10188
N
N
N
N
N
N
FANNIE MAE 2009-96
N/A
FANNIE MAE FNR 2009 96 FA
31398FXF3
9381.530000
PA
USD
9662.690000
0.0000594
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Floating
1.00188
N
N
N
N
N
N
FANNIE MAE 2010-39
N/A
FANNIE MAE FNR 2010 39 FE
31398PU98
79927.460000
PA
USD
81730.420000
0.0005028
Long
ABS-MBS
USGSE
US
N
2
2037-06-25
Floating
0.87188
N
N
N
N
N
N
FANNIE MAE 2010-74
N/A
FANNIE MAE FNR 2010 74 AF
31398RV36
108140.480000
PA
USD
109995.390000
0.0006767
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
0.64188
N
N
N
N
N
N
FANNIE MAE REMIC-1997-76
N/A
FANNIE MAE FNR 1997 76 FM
31359QS88
1019.450000
PA
USD
1022.460000
0.0000063
Long
ABS-MBS
USGSE
US
N
2
2027-09-17
Floating
0.55863
N
N
N
N
N
N
FANNIE MAE REMICS 2007-7
N/A
FANNIE MAE FNR 2007 7 FJ
31396PSN2
385536.840000
PA
USD
386017.530000
0.0023747
Long
ABS-MBS
USGSE
US
N
2
2037-02-25
Floating
0.30188
N
N
N
N
N
N
FANNIE MAE REMICS 2012-29
N/A
FANNIE MAE FNR 2012 29 FG
3136A5FK7
105984.960000
PA
USD
107641.120000
0.0006622
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
0.60188
N
N
N
N
N
N
FANNIE MAE REMICS 2013-51
N/A
FANNIE MAE FNR 2013 51 JI
3136AECE5
6727145.210000
PA
USD
361000.810000
0.0022208
Long
ABS-MBS
USGSE
US
N
2
2028-05-25
Fixed
3
N
N
N
N
N
N
FANNIE MAE REMICS 2013-62
N/A
FANNIE MAE FNR 2013 62 DI
3136AEMA2
6450974.920000
PA
USD
341411.400000
0.0021003
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Fixed
3
N
N
N
N
N
N
FANNIE MAE REMICS 2013-62
N/A
FANNIE MAE FNR 2013 62 LI
3136AEMK0
4842480.230000
PA
USD
268289.870000
0.0016504
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Fixed
3
N
N
N
N
N
N
FANNIE MAE REMICS 2014-42
N/A
FANNIE MAE FNR 2014 42 FA
3136AKPQ0
3087172.660000
PA
USD
3087813.560000
0.0189953
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Floating
0.48638
N
N
N
N
N
N
FANNIE MAE REMICS 2014-84
N/A
FANNIE MAE FNR 2014 84 BF
3136AL2T7
6481313.600000
PA
USD
6529357.630000
0.0401667
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Floating
0.43638
N
N
N
N
N
N
FANNIE MAE REMICS 2016-11
N/A
FANNIE MAE FNR 2016 11 AF
3136ARPW2
2542998.630000
PA
USD
2544085.510000
0.0156505
Long
ABS-MBS
USGSE
US
N
2
2046-03-25
Floating
0.58638
N
N
N
N
N
N
FANNIE MAE REMICS 2016-40
N/A
FANNIE MAE FNR 2016 40 EF
3136ASL87
10177414.890000
PA
USD
10169451.060000
0.0625594
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
0.53638
N
N
N
N
N
N
FANNIE MAE WHOLE LOAN 2003-W4
N/A
FANNIEMAE WHOLE LOAN FNW 2003 W4 2A
31393AP68
131939.580000
PA
USD
147926.070000
0.0009100
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Variable
5.48896
N
N
N
N
N
N
FANNIE MAE-2006-56
N/A
FANNIE MAE FNR 2006 56 FE
31395NXU6
19751.700000
PA
USD
19947.810000
0.0001227
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Floating
0.53188
N
N
N
N
N
N
FANNIE MAE-2020-29
N/A
FANNIE MAE FNR 2020 29 FC
3136B9TM9
2558434.180000
PA
USD
2582533.610000
0.0158870
Long
ABS-MBS
USGSE
US
N
2
2050-05-25
Floating
0.88638
N
N
N
N
N
N
FANNIE MAE-G92-11
N/A
FANNIE MAE FNR G92 11 FC
31358LYZ3
2.950000
PA
USD
2.950000
0.0000000
Long
ABS-MBS
USGSE
US
N
2
2022-02-25
Floating
0.60188
N
N
N
N
N
N
FANNIE MAE-G92-52
N/A
FANNIE MAE FNR G92 52 F
31358QSU0
21.990000
PA
USD
21.970000
0.0000001
Long
ABS-MBS
USGSE
US
N
2
2022-09-25
Floating
0.792
N
N
N
N
N
N
FANNIEMAE WHOLE LOAN 2002-W8
N/A
FANNIEMAE WHOLE LOAN FNW 2002 W8 F
31392DQ70
2013.000000
PA
USD
1947.430000
0.0000120
Long
ABS-MBS
USGSE
US
N
2
2032-09-25
Floating
0.50275
N
N
N
N
N
N
FANNIEMAE WHOLE LOAN 2003-W-8
N/A
FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2
31393CX40
16409.970000
PA
USD
16534.490000
0.0001017
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
0.45275
N
N
N
N
N
N
FANNIEMAE WHOLE LOAN 2003-W6
N/A
FANNIEMAE WHOLE LOAN FNW 2003 W6 F
31393BX75
170217.010000
PA
USD
171291.080000
0.0010537
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Floating
0.442
N
N
N
N
N
N
FANNIEMAE WHOLE LOAN 2004-W2
N/A
FANNIEMAE WHOLE LOAN FNW 2004 W2 5AF
31393XGV3
112201.330000
PA
USD
112652.320000
0.0006930
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Floating
0.45275
N
N
N
N
N
N
FEDERAL EXPRESS CORP 1998 PASS THROUGH TRUST
N/A
FEDEX CORP 1998 PASS TST PASS THRU CE 07/23 6.72
31331FAX9
197498.240000
PA
USD
197811.270000
0.0012169
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
6.72
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 02/26 0.75
3130ALCV4
130000000.000000
PA
USD
127234737.500000
0.7827103
Long
DBT
USGSE
US
N
2
2026-02-24
Fixed
0.75
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 02/27 0.83
3130AKYH3
170000000.000000
PA
USD
165034300.000000
1.0152420
Long
DBT
USGSE
US
N
2
2027-02-10
Fixed
0.83
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 02/27 0.85
3130AL2X1
155200000.000000
PA
USD
150785661.920000
0.9275886
Long
DBT
USGSE
US
N
2
2027-02-17
Fixed
0.85
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 02/27 0.9
3130AL5A8
195350000.000000
PA
USD
190220568.070000
1.1701804
Long
DBT
USGSE
US
N
2
2027-02-26
Fixed
0.9
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 02/27 0.92
3130ALCE2
136300000.000000
PA
USD
132854404.150000
0.8172808
Long
DBT
USGSE
US
N
2
2027-02-26
Fixed
0.92
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 02/27 1.02
3130ALED2
219000000.000000
PA
USD
214538094.000000
1.3197746
Long
DBT
USGSE
US
N
2
2027-02-24
Fixed
1.02
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 02/27 1.115
3130ALGL2
110300000.000000
PA
USD
108550840.540000
0.6677725
Long
DBT
USGSE
US
N
2
2027-02-26
Fixed
1.115
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 03/26 0.96
3130ALHH0
132300000.000000
PA
USD
130707194.000000
0.8040718
Long
DBT
USGSE
US
N
2
2026-03-05
Fixed
0.96
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 03/26 1
3130ALGJ7
35782500.000000
PA
USD
35391463.470000
0.2177178
Long
DBT
USGSE
US
N
2
2026-03-23
Fixed
1
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 07/26 1
3130ANED8
104800000.000000
PA
USD
103332878.600000
0.6356732
Long
DBT
USGSE
US
N
2
2026-07-27
Fixed
1
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 07/26 1.11
3130ANCD0
5366666.660000
PA
USD
5316581.170000
0.0327060
Long
DBT
USGSE
US
N
2
2026-07-27
Fixed
1.11
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 08/26 1.05
3130ANGM6
88500000.000000
PA
USD
87411109.280000
0.5377272
Long
DBT
USGSE
US
N
2
2026-08-13
Fixed
1.05
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 08/26 1.1
3130ANMH0
217670000.000000
PA
USD
215424211.540000
1.3252257
Long
DBT
USGSE
US
N
2
2026-08-20
Fixed
1.1
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 11/23 0.8
3130APXH3
148900000.000000
PA
USD
148656898.420000
0.9144930
Long
DBT
USGSE
US
N
2
2023-11-27
Fixed
0.8
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK BONDS 11/24 1.1
3130APRA5
96500000.000000
PA
USD
96522764.350000
0.5937794
Long
DBT
USGSE
US
N
2
2024-11-15
Fixed
1.1
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NOTES 10/26 0.8
3134GW4C7
109750000.000000
PA
USD
106799777.330000
0.6570005
Long
DBT
USGSE
US
N
2
2026-10-27
Fixed
0.8
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NOTES 10/26 0.8
3134GW6C5
43500000.000000
PA
USD
42329386.730000
0.2603978
Long
DBT
USGSE
US
N
2
2026-10-28
Fixed
0.8
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NOTES 12/26 0.85
3134GXHX5
54000000.000000
PA
USD
52585443.000000
0.3234900
Long
DBT
USGSE
US
N
2
2026-12-23
Fixed
0.85
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)
B1V7KEBTPIMZEU4LTD58
FANNIE MAE NOTES 12/26 0.875
3135G06L2
126200000.000000
PA
USD
123066050.160000
0.7570658
Long
DBT
USGSE
US
N
2
2026-12-18
Fixed
0.875
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 1B1215 FH 10/33 FLOATING VAR
3128JLGZ6
3449.460000
PA
USD
3461.990000
0.0000213
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Floating
2.199
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 1G0393 FH 11/35 FLOATING VAR
3128NCNJ9
6449.030000
PA
USD
6478.740000
0.0000399
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Floating
2.06
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 1G0621 FH 12/35 FLOATING VAR
3128NCVN1
8137.150000
PA
USD
8175.680000
0.0000503
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Floating
2.126
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 1G0867 FH 08/35 FLOATING VAR
3128NC6C3
11124.780000
PA
USD
11375.760000
0.0000700
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Floating
1.981
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 1G1114 FH 09/35 FLOATING VAR
3128QJGX8
38388.550000
PA
USD
40345.910000
0.0002482
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Floating
1.977
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 1L0183 FH 08/35 FLOATING VAR
3128Q2FY4
3678.320000
PA
USD
3693.030000
0.0000227
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Floating
2.268
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 781955 FH 05/34 FLOATING VAR
31349TE49
8920.650000
PA
USD
9452.290000
0.0000581
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Floating
2.375
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 846510 FH 04/25 FLOATING VAR
3128HDGT0
102.360000
PA
USD
102.540000
0.0000006
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Floating
2.196
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 846511 FH 02/23 FLOATING VAR
3128HDGU7
8.110000
PA
USD
8.140000
0.0000001
Long
ABS-MBS
USGSE
US
N
2
2023-02-01
Floating
2.375
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 847262 FH 07/33 FLOATING VAR
3128JRB70
9060.120000
PA
USD
9100.460000
0.0000560
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Floating
2.381
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 847321 FH 08/34 FLOATING VAR
3128JRD29
9703.500000
PA
USD
9729.150000
0.0000599
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Floating
2.15
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL RA1197 FR 08/49 FIXED 4
3133KGKJ6
188650.730000
PA
USD
201880.560000
0.0012419
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL RA1304 FR 01/49 FIXED 4
3133KGNV6
2898.150000
PA
USD
3081.690000
0.0000190
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL SD0250 FR 06/48 FIXED 4
3132DMH32
2188897.460000
PA
USD
2347471.350000
0.0144409
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL SD8006 FR 08/49 FIXED 4
3132DV3P8
54999197.690000
PA
USD
58464517.840000
0.3596563
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL SD8012 FR 09/49 FIXED 4
3132DV3V5
266700.310000
PA
USD
283504.230000
0.0017440
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL ZM6153 FR 04/48 FIXED 4
3131Y0ZS4
1181601.220000
PA
USD
1260662.580000
0.0077552
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL ZM6683 FR 05/48 FIXED 4
3131Y1M80
98513.910000
PA
USD
104740.580000
0.0006443
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL ZM7428 FR 07/48 FIXED 4
3131Y2HD3
81197.590000
PA
USD
86648.960000
0.0005330
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL ZN1448 FR 11/48 FIXED 4
3131Y7TD9
56842.060000
PA
USD
60504.470000
0.0003722
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL ZN4867 FR 04/49 FIXED 4
3131YBMQ8
10602.080000
PA
USD
11304.000000
0.0000695
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL ZT1904 FR 03/49 FIXED 4
3132AEDH6
231421.710000
PA
USD
246258.170000
0.0015149
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4
N
N
N
N
N
N
FHLMC STRUCTURED PASS THROUGH SEC T-63
N/A
FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1
31395M2F5
466126.480000
PA
USD
473606.600000
0.0029135
Long
ABS-MBS
USGSE
US
N
2
2045-02-25
Floating
1.28417
N
N
N
N
N
N
FHLMC STRUCTURED PASS THRU SEC T-57
N/A
FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1
31394JD87
126825.380000
PA
USD
151318.200000
0.0009309
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Fixed
6.5
N
N
N
N
N
N
FHLMC STRUCTURED PASS THRU SEC T-62
N/A
FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1
31395HHV5
1278092.930000
PA
USD
1310081.300000
0.0080592
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Floating
1.28203
N
N
N
N
N
N
FHR-3582
N/A
FREDDIE MAC FHR 3582 FA
31398KBD1
10421.650000
PA
USD
10799.000000
0.0000664
Long
ABS-MBS
USGSE
US
N
2
2049-10-15
Floating
1.10975
N
N
N
N
N
N
FIELDSTONE MTGE INVESTMENT CORP 2004-3
N/A
FIELDSTONE MORTGAGE INVESTMENT FMIC 2004 3 M5
31659TBS3
333860.450000
PA
USD
334333.200000
0.0020567
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
2.27688
Y
N
N
N
N
N
FINANCE AMERICA MTGE LOAN TRUST 2004-2
N/A
FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M1
317350BD7
6494188.780000
PA
USD
6477401.950000
0.0398471
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
0.92688
N
N
N
N
N
N
FINSBURY SQUARE 19-3
N/A
FINSBURY SQUARE FSQ 2019 3 A REGS
ACI1G06J8
1279840.120000
PA
1739170.230000
0.0106989
Long
ABS-MBS
CORP
GB
N
2
2069-12-16
Floating
1.16038
N
N
N
N
N
N
FINSBURY SQUARE 2018-2 PLC 18-2
N/A
FINSBURY SQUARE FSQ 2018 2 A REGS
ACI163WL9
1458954.710000
PA
1976833.100000
0.0121609
Long
ABS-MBS
CORP
GB
N
2
2068-09-12
Floating
1.04463
N
N
N
N
N
N
FINSBURY SQUARE 2019-1 PLC 19-1
N/A
FINSBURY SQUARE FSQ 2019 1 A REGS
ACI19GS57
1371704.240000
PA
1859047.860000
0.0114363
Long
ABS-MBS
CORP
GB
N
2
2069-06-16
Floating
1.07038
N
N
N
N
N
N
FINSBURY SQUARE 2020-1 PLC 20-1A
N/A
FINSBURY SQUARE FSQ 2020 1A A 144A
ACI1JHW34
20134231.490000
PA
27319566.230000
0.1680618
Long
ABS-MBS
CORP
GB
N
2
2070-03-16
Floating
0.95038
N
N
N
N
N
N
FINSBURY SQUARE 2020-2A
N/A
FINSBURY SQUARE FSQ 2020 2A A 144A
ACI1N87B9
30010925.940000
PA
40948057.290000
0.2519003
Long
ABS-MBS
CORP
GB
N
2
2070-06-16
Floating
1.45038
N
N
N
N
N
N
FIRST ABU DHABI BANK PJSC
2138002Y3WMK6RZS8H90
FIRST ABU DHABI BANK PJS SR UNSECURED 02/25 VAR
ACI1K0ZT9
16200000.000000
PA
11876811.960000
0.0730626
Long
DBT
CORP
AE
N
2
2025-02-18
Floating
1.14
N
N
N
N
N
N
FIRST ABU DHABI BANK PJSC
2138002Y3WMK6RZS8H90
FIRST ABU DHABI BANK PJS SR UNSECURED REGS 04/22 VAR
ACI1B1WQ6
48661000.000000
PA
USD
48763090.780000
0.2999760
Long
DBT
CORP
AE
N
2
2022-04-16
Floating
1.07225
N
N
N
N
N
N
FIRST ABU DHABI BANK PJSC
2138002Y3WMK6RZS8H90
FIRST ABU DHABI BANK PJS SR UNSECURED REGS 07/24 VAR
ACI1CZTH4
10000000.000000
PA
USD
10078780.000000
0.0620017
Long
DBT
CORP
AE
N
2
2024-07-08
Floating
1.024
N
N
N
N
N
N
FIRST ABU DHABI BANK PJSC
2138002Y3WMK6RZS8H90
FIRST ABU DHABI BANK PJS SR UNSECURED REGS 08/23 VAR
ACI1DSTV8
4200000.000000
PA
USD
4219777.800000
0.0259588
Long
DBT
CORP
AE
N
2
2023-08-08
Floating
0.99438
N
N
N
N
N
N
FIRST FRANKLIN MTG LOAN ABS 2006-FF15
N/A
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A5
32028GAE5
1598860.790000
PA
USD
1584749.560000
0.0097489
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
0.26188
N
N
N
N
N
N
FIRST HORIZON MTGE PASS-THRU TR 2005-AR3
N/A
FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1
32051GQL2
124195.260000
PA
USD
98533.490000
0.0006061
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
2.77305
Y
N
N
N
N
N
FIRST NLC TRUST 2007-1
N/A
FIRST NLC TRUST FNLC 2007 1 A1 144A
32115BAA8
367254.960000
PA
USD
236852.240000
0.0014570
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
0.17188
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSECURED 07/22 3.35
337932AG2
4430000.000000
PA
USD
4449270.500000
0.0273706
Long
DBT
CORP
US
N
2
2022-07-15
Variable
3.35
N
N
N
N
N
N
FIRSTKEY HOMES 2020-SFR2 TRUST
N/A
FIRSTKEY HOMES 2020 SFR1 TRUST FKH 2020 SFR2 A 144A
33767JAA0
54344969.000000
PA
USD
53030369.630000
0.3262271
Long
ABS-MBS
CORP
US
N
2
2037-10-19
Fixed
1.266
N
N
N
N
N
N
FIRSTKEY MASTER FUNDING 2016-R1
N/A
FIRSTKEY MASTER FUNDING RESECU FKMF 2016 R1 AD 144A
33767FAA8
2909695.980000
PA
USD
2874509.030000
0.0176831
Long
ABS-MBS
CORP
US
N
2
2036-05-27
Variable
3
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 065579 FN 07/28 FLOATING VAR
31362M2L1
1865.920000
PA
USD
1917.590000
0.0000118
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Floating
4.471
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 300986 FN 11/24 FLOATING VAR
31373RJ70
2242.960000
PA
USD
2253.750000
0.0000139
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Floating
2.244
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 313898 FN 11/27 FLOATING VAR
31374GUX3
282.410000
PA
USD
282.950000
0.0000017
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Floating
2.434
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 323642 FN 04/29 FLOATING VAR
31374TP37
1991.460000
PA
USD
1996.930000
0.0000123
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Floating
2.338
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 370687 FN 01/27 FLOATING VAR
31376ZXQ1
3944.900000
PA
USD
3962.300000
0.0000244
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Floating
1.475
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 530683 FN 07/29 FLOATING VAR
31384QRC9
30490.100000
PA
USD
30600.680000
0.0001882
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Floating
2.64
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 535550 FN 08/29 FLOATING VAR
31384V5K4
108947.780000
PA
USD
109458.410000
0.0006734
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Floating
2.306
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 545010 FN 05/36 FLOATING VAR
31385HN32
8979.790000
PA
USD
9669.190000
0.0000595
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Floating
3.99
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 545204 FN 05/36 FLOATING VAR
31385HU59
383255.820000
PA
USD
398902.720000
0.0024539
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Floating
3.184
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 545255 FN 12/40 FLOATING VAR
31385HWQ1
15535.040000
PA
USD
15579.870000
0.0000958
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Floating
2.179
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 668220 FN 02/33 FLOATING VAR
31391JK90
1965.530000
PA
USD
1971.180000
0.0000121
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Floating
2.34
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 725695 FN 07/34 FLOATING VAR
31402DGC8
1761.010000
PA
USD
1774.270000
0.0000109
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Floating
1.781
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 725886 FN 05/34 FLOATING VAR
31402DNB2
2695.530000
PA
USD
2706.350000
0.0000166
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Floating
1.898
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 732218 FN 06/43 FLOATING VAR
31402LPB2
209673.520000
PA
USD
214035.940000
0.0013167
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Floating
1.282
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 735084 FN 02/34 FLOATING VAR
31402QUH2
13274.380000
PA
USD
13798.740000
0.0000849
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Floating
1.992
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 740849 FN 06/33 FLOATING VAR
31402XBS4
8423.040000
PA
USD
8443.270000
0.0000519
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Floating
2.09
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 745173 FN 09/34 FLOATING VAR
31403C2E0
5522.660000
PA
USD
5556.200000
0.0000342
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Floating
2.25
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 773314 FN 05/35 FLOATING VAR
31404NDT0
47881.070000
PA
USD
48221.190000
0.0002966
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Floating
1.898
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 775852 FN 03/44 FLOATING VAR
31404Q5M7
740890.110000
PA
USD
757310.720000
0.0046588
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Floating
1.283
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 779346 FN 06/34 FLOATING VAR
31404UZK9
870.130000
PA
USD
874.080000
0.0000054
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Floating
1.785
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 790802 FN 09/34 FLOATING VAR
31405JRX4
5326.190000
PA
USD
5341.460000
0.0000329
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Floating
1.973
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 795297 FN 07/44 FLOATING VAR
31405PRS1
61647.290000
PA
USD
63016.240000
0.0003877
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Floating
1.283
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 795718 FN 09/34 FLOATING VAR
31405QAT5
24577.330000
PA
USD
24717.320000
0.0001521
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Floating
2.198
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 802714 FN 09/34 FLOATING VAR
31405XYK3
63526.090000
PA
USD
63668.570000
0.0003917
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Floating
1.675
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 806506 FN 10/44 FLOATING VAR
31406DAF3
219098.340000
PA
USD
223994.150000
0.0013779
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Floating
1.283
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 813599 FN 01/36 FLOATING VAR
31406L3G1
29707.120000
PA
USD
30991.150000
0.0001906
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Floating
2.3
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 817452 FN 08/35 FLOATING VAR
31406REZ4
12733.950000
PA
USD
12796.110000
0.0000787
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Floating
1.663
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 817547 FN 10/35 FLOATING VAR
31406RHY4
5361.040000
PA
USD
5409.940000
0.0000333
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Floating
1.663
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 821365 FN 05/35 FLOATING VAR
31406VQS8
9401.810000
PA
USD
9504.660000
0.0000585
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Floating
1.945
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 821915 FN 06/35 FLOATING VAR
31406WDU5
8428.910000
PA
USD
8471.840000
0.0000521
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Floating
2.043
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 826128 FN 07/35 FLOATING VAR
31407BYZ6
11324.370000
PA
USD
11380.310000
0.0000700
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
1.979
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 832721 FN 09/35 FLOATING VAR
31407KD22
980.750000
PA
USD
984.090000
0.0000061
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Floating
1.76
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 835058 FN 06/35 FLOATING VAR
31407MWT8
23724.510000
PA
USD
23808.110000
0.0001465
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Floating
2.22
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 835349 FN 09/35 FLOATING VAR
31407NBS1
438.900000
PA
USD
439.710000
0.0000027
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Floating
2.192
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 838769 FN 09/35 FLOATING VAR
31407R2A1
5035.900000
PA
USD
5039.310000
0.0000310
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Floating
1.987
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 841025 FN 10/35 FLOATING VAR
31407ULE5
5481.590000
PA
USD
5508.100000
0.0000339
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Floating
2.085
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 841068 FN 11/34 FLOATING VAR
31407UMR5
38097.190000
PA
USD
40434.250000
0.0002487
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Floating
2.423
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 844000 FN 11/35 FLOATING VAR
31407XUZ2
29579.310000
PA
USD
29698.060000
0.0001827
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Floating
1.522
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 845071 FN 12/35 FLOATING VAR
31407Y2C2
6978.160000
PA
USD
7010.530000
0.0000431
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Floating
1.868
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 846937 FN 01/36 FLOATING VAR
31408B4W5
7103.930000
PA
USD
7153.770000
0.0000440
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Floating
1.751
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 846941 FN 01/36 FLOATING VAR
31408B5A2
2596.370000
PA
USD
2604.420000
0.0000160
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Floating
1.663
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 847995 FN 11/35 FLOATING VAR
31408DC85
3294.170000
PA
USD
3303.880000
0.0000203
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Floating
2.03
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 847996 FN 11/35 FLOATING VAR
31408DC93
4062.470000
PA
USD
4075.730000
0.0000251
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Floating
2.03
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 866066 FN 03/36 FLOATING VAR
31409BFF9
15164.400000
PA
USD
15302.680000
0.0000941
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Floating
2.19
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 872628 FN 06/36 FLOATING VAR
31409JPM6
7144.080000
PA
USD
7173.770000
0.0000441
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Floating
2.265
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 905694 FN 12/36 FLOATING VAR
31411EGB7
3305.800000
PA
USD
3488.420000
0.0000215
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Floating
2.047
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL 905759 FN 12/36 FLOATING VAR
31411EJC2
2864.030000
PA
USD
3010.500000
0.0000185
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Floating
1.909
N
N
N
N
N
N
PIMCO FUNDS
549300F9QJIJF2GM8419
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND
000000000
28240769.420000
PA
USD
281673434.170000
1.7327712
Long
STIV
RF
US
N
1
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AL5548 FN 05/38 FLOATING VAR
3138ENEW5
843100.790000
PA
USD
886047.760000
0.0054507
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Floating
2.02
N
N
N
N
N
N
PIMCO FUNDS
LWVQWTQCFH3YG7CVH718
PIMCO PRV SHORT TERM FLT III MUTUAL FUND
000000000
15173.380000
PA
USD
147454.940000
0.0009071
Long
STIV
RF
US
N
1
N
N
N
FORD AUTO SECURITIZATION TRUST 2019-BA
N/A
FORD AUTO SECURITIZATION TRUST FASTR 2019 BA A2 144A
345213HK1
7792231.600000
PA
6189555.690000
0.0380763
Long
ABS-O
CORP
CA
N
2
2023-10-15
Fixed
2.321
N
N
N
N
N
N
FORD AUTO SECURITIZATION TRUST 2021-AA
N/A
FORD AUTO SECURITIZATION TRUST FASTR 2021 AA A2 144A
345213JH6
29500000.000000
PA
23246452.430000
0.1430053
Long
ABS-O
CORP
CA
N
2
2025-10-15
Fixed
1.162
N
N
N
N
N
N
FORD CREDIT CANADA COMPANY
549300BIUBSSCG5CXL88
FORD CREDIT CANADA CO COMPANY GUAR 06/22 2.766
34527ABU3
500000.000000
PA
396986.200000
0.0024421
Long
DBT
CORP
CA
Y
2
2022-06-22
Fixed
2.766
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2019-3
N/A
FORD CREDIT FLOORPLAN MASTER O FORDF 2019 3 A2
34528QHB3
49200000.000000
PA
USD
49333120.440000
0.3034827
Long
ABS-O
CORP
US
N
2
2024-09-15
Floating
0.70975
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/22 3.219
345397XA6
22255000.000000
PA
USD
22283263.850000
0.1370800
Long
DBT
CORP
US
N
2
2022-01-09
Fixed
3.219
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/22 5.596
345397ZM8
43690000.000000
PA
USD
43776943.100000
0.2693027
Long
DBT
CORP
US
N
2
2022-01-07
Fixed
5.596
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/22 VAR
345397ZN6
23400000.000000
PA
USD
23400018.250000
0.1439500
Long
DBT
CORP
US
N
2
2022-01-07
Floating
3.264
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/23 3.087
345397A29
1800000.000000
PA
USD
1832796.000000
0.0112748
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.087
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 02/23 4.14
345397ZB2
600000.000000
PA
USD
615030.000000
0.0037835
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
4.14
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/22 3.339
345397YL1
2500000.000000
PA
USD
2507475.000000
0.0154252
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
3.339
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/22 VAR
345397YJ6
3440000.000000
PA
USD
3438469.340000
0.0211524
Long
DBT
CORP
US
N
2
2022-03-28
Floating
1.48975
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 08/22 2.979
345397YQ0
7100000.000000
PA
USD
7145333.500000
0.0439560
Long
DBT
CORP
US
N
2
2022-08-03
Fixed
2.979
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 09/22 4.25
345397WF6
8000000.000000
PA
USD
8154520.000000
0.0501642
Long
DBT
CORP
US
N
2
2022-09-20
Fixed
4.25
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 10/22 3.55
34540XAB9
200000.000000
PA
USD
203260.000000
0.0012504
Long
DBT
CORP
US
N
2
2022-10-07
Fixed
3.55
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/22 3.35
345397ZU0
10100000.000000
PA
USD
10239531.500000
0.0629906
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.35
N
N
N
N
N
N
FREDDIE MAC 2374
N/A
FREDDIE MAC FHR 2374 F
31339G5N7
30531.860000
PA
USD
30629.200000
0.0001884
Long
ABS-MBS
USGSE
US
N
2
2031-06-15
Floating
0.50975
N
N
N
N
N
N
FREDDIE MAC 2395
N/A
FREDDIE MAC FHR 2395 FT
31339LMA5
938.300000
PA
USD
943.590000
0.0000058
Long
ABS-MBS
USGSE
US
N
2
2031-12-15
Floating
0.55975
N
N
N
N
N
N
FREDDIE MAC 2432
N/A
FREDDIE MAC FHR 2432 FH
31339NNP7
68031.760000
PA
USD
69150.310000
0.0004254
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Floating
0.80975
N
N
N
N
N
N
FREDDIE MAC 2477
N/A
FREDDIE MAC FHR 2477 FZ
31392PU94
70305.520000
PA
USD
70852.760000
0.0004359
Long
ABS-MBS
USGSE
US
N
2
2031-06-15
Floating
0.65975
N
N
N
N
N
N
FREDDIE MAC 2820
N/A
FREDDIE MAC FHR 2820 FY
31395CEC1
17039.370000
PA
USD
17021.880000
0.0001047
Long
ABS-MBS
USGSE
US
N
2
2034-07-15
Floating
0.35975
N
N
N
N
N
N
FREDDIE MAC 3013
N/A
FREDDIE MAC FHR 3013 HZ
31395XRF4
763748.950000
PA
USD
847515.790000
0.0052137
Long
ABS-MBS
USGSE
US
N
2
2035-08-15
Fixed
5
N
N
N
N
N
N
FREDDIE MAC 3397
N/A
FREDDIE MAC FHR 3397 FC
31397PLU2
69435.230000
PA
USD
70662.140000
0.0004347
Long
ABS-MBS
USGSE
US
N
2
2037-12-15
Floating
0.70975
N
N
N
N
N
N
FREDDIE MAC 3807
N/A
FREDDIE MAC FHR 3807 FM
3137A6NJ7
841896.940000
PA
USD
829153.570000
0.0051007
Long
ABS-MBS
USGSE
US
N
2
2041-02-15
Floating
0.60975
N
N
N
N
N
N
FREDDIE MAC 3898
N/A
FREDDIE MAC FHR 3898 TF
3137ADYR2
108561.790000
PA
USD
110295.480000
0.0006785
Long
ABS-MBS
USGSE
US
N
2
2039-07-15
Floating
0.60975
N
N
N
N
N
N
FREDDIE MAC 3927
N/A
FREDDIE MAC FHR 3927 FH
3137AFEP3
374117.580000
PA
USD
379931.780000
0.0023372
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Floating
0.55975
N
N
N
N
N
N
FREDDIE MAC REMICS 2711
N/A
FREDDIE MAC FHR 2711 FA
31394LYU0
70589.810000
PA
USD
72118.400000
0.0004437
Long
ABS-MBS
USGSE
US
N
2
2033-11-15
Floating
1.10975
N
N
N
N
N
N
FREDDIE MAC REMICS 3245
N/A
FREDDIE MAC FHR 3245 NF
31397CNM7
16847.920000
PA
USD
17086.790000
0.0001051
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Floating
0.58975
N
N
N
N
N
N
FREDDIE MAC REMICS 4579
N/A
FREDDIE MAC FHR 4579 SD
3137BPS83
8723786.880000
PA
USD
517797.750000
0.0031853
Long
ABS-MBS
USGSE
US
N
2
2038-01-15
Floating
1.88642
N
N
N
N
N
N
FREDDIE MAC REMICS 4948
N/A
FREDDIE MAC FHR 4948 E
3137FQZF3
6883170.850000
PA
USD
6999866.750000
0.0430611
Long
ABS-MBS
USGSE
US
N
2
2048-10-25
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA5
N/A
FREDDIE MAC STACR STACR 2021 DNA5 M1 144A
35564KGX1
1232988.160000
PA
USD
1232731.210000
0.0075834
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
0.69967
N
N
N
N
N
N
FREDDIE MAC STRIPS 240
N/A
FREDDIEMAC STRIP FHS 240 F31
3128HVSA8
168508.620000
PA
USD
170304.640000
0.0010477
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
Floating
0.45975
N
N
N
N
N
N
FREDDIE MAC STRIPS 328
N/A
FREDDIEMAC STRIP FHS 328 F4
31351DC90
9440101.120000
PA
USD
9425706.760000
0.0579841
Long
ABS-MBS
USGSE
US
N
2
2038-02-15
Floating
0.43638
N
N
N
N
N
N
FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01
N/A
FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 1A
3137G1BK2
3009908.380000
PA
USD
2996900.160000
0.0184360
Long
ABS-MBS
MUN
US
N
2
2046-12-25
Fixed
3
N
N
N
N
N
N
FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01
N/A
FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 2A
3137G1BL0
7135251.440000
PA
USD
7270020.640000
0.0447230
Long
ABS-MBS
MUN
US
N
2
2046-12-25
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC-1482
N/A
FREDDIE MAC FHR 1482 U
312914Y65
240.560000
PA
USD
241.110000
0.0000015
Long
ABS-MBS
USGSE
US
N
2
2023-03-15
Floating
0.83925
N
N
N
N
N
N
FREDDIE MAC-2380
N/A
FREDDIE MAC FHR 2380 FI
31339GVJ7
29779.800000
PA
USD
30056.540000
0.0001849
Long
ABS-MBS
USGSE
US
N
2
2031-06-15
Floating
0.70975
N
N
N
N
N
N
FREMONT HOME LOAN TRUST 2005-A
N/A
FREMONT HOME LOAN TRUST FHLT 2005 A M3
35729PHN3
1272526.920000
PA
USD
1267453.990000
0.0077970
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
0.83688
N
N
N
N
N
N
FRESENIUS MEDICAL CARE US FINANCE II INC
5493008GJ5TVVTY4UM62
FRESENIUS MED CARE II COMPANY GUAR 144A 01/22 5.875
35802XAF0
590000.000000
PA
USD
592111.270000
0.0036425
Long
DBT
CORP
US
N
2
2022-01-31
Fixed
5.875
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR CAPITAL CORP SR UNSECURED 10/24 1.65
302635AJ6
10000000.000000
PA
USD
9816727.900000
0.0603896
Long
DBT
CORP
US
N
2
2024-10-12
Fixed
1.65
N
N
N
N
N
N
FWD SECURITIZATION TRUST 2020-INV1
N/A
FWD SECURITIZATION TRUST FWD 2020 INV1 A1 144A
302985AA4
5483042.990000
PA
USD
5516104.640000
0.0339334
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Variable
2.24
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SECURED 144A 01/26 1.625
36143L2A2
15210000.000000
PA
USD
15099151.190000
0.0928855
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.625
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST SECURED 144A 09/24 VAR
36143L2E4
44200000.000000
PA
USD
44050582.340000
0.2709861
Long
DBT
CORP
US
N
2
2024-09-13
Floating
0.54963
N
N
N
N
N
N
GALLATIN CLO IX LTD 2018-1A
N/A
GALLATIN FUNDING LTD GALL 2018 1A A 144A
36361WAC0
18937448.430000
PA
USD
18946919.050000
0.1165558
Long
ABS-CBDO
CORP
KY
N
2
2028-01-21
Floating
1.1795
N
N
N
N
N
N
GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A
N/A
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A
36361UAL4
9900000.000000
PA
USD
9900000.000000
0.0609019
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
1.17739
N
N
N
N
N
N
GCAT 2021-NQM3 TRUST
N/A
GCAT GCAT 2021 NQM3 A1 144A
36167HAA3
21334818.210000
PA
USD
21137454.070000
0.1300313
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.091
N
N
N
N
N
N
GCAT 2021-NQM3 TRUST
N/A
GCAT GCAT 2021 NQM3 A2 144A
36167HAC9
2141719.200000
PA
USD
2121945.780000
0.0130536
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.348
N
N
N
N
N
N
GCAT LLC 2019-RPL1
N/A
GCAT GCAT 2019 RPL1 A1 144A
36167CAA4
1753566.280000
PA
USD
1780975.050000
0.0109560
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
2.65
N
N
N
N
N
N
GCT COMMERCIAL MORTGAGE TRUST 2021-GCT
N/A
GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT A 144A
36167RAA1
16100000.000000
PA
USD
16086670.810000
0.0989604
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
0.91
N
N
N
N
N
N
GEMGARTO 2021-1 PLC 21 -1A
N/A
GEMGARTO GMG 2021 1A A 144A
ACI1VNV95
8263788.780000
PA
11222942.330000
0.0690402
Long
ABS-MBS
CORP
GB
N
2
2067-12-16
Floating
0.74038
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSECURED 10/23 5.4
37045VAW0
1410000.000000
PA
USD
1509834.680000
0.0092881
Long
DBT
CORP
US
Y
2
2023-10-02
Fixed
5.4
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 01/22 VAR
37045XBR6
61980000.000000
PA
USD
61998850.600000
0.3813985
Long
DBT
CORP
US
N
2
2022-01-14
Floating
1.67675
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 01/23 VAR
37045XCE4
5975000.000000
PA
USD
6000757.390000
0.0369149
Long
DBT
CORP
US
N
2
2023-01-05
Floating
1.19913
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 04/22 3.45
37045XAW6
150000.000000
PA
USD
150462.910000
0.0009256
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 06/22 VAR
37045XBX3
20054000.000000
PA
USD
20141104.150000
0.1239021
Long
DBT
CORP
US
N
2
2022-06-30
Floating
1.52788
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO SR UNSECURED 07/22 3.55
37045XCU8
34302000.000000
PA
USD
34804066.710000
0.2141043
Long
DBT
CORP
US
N
2
2022-07-08
Fixed
3.55
N
N
N
N
N
N
GMAC MORTGAGE CORP LOAN TRUST 2004-AR2
N/A
GMAC MORTGAGE CORPORATION LOAN GMACM 2004 AR2 5A1
36185N3V0
250433.030000
PA
USD
238447.260000
0.0014669
Long
ABS-MBS
CORP
US
N
2
2034-08-19
Floating
2.80581
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008003 G2 07/22 FLOATING VAR
36202J3L0
155.810000
PA
USD
156.170000
0.0000010
Long
ABS-MBS
USGSE
US
N
2
2022-07-20
Floating
1.625
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008280 G2 09/23 FLOATING VAR
36202KFV2
4316.990000
PA
USD
4355.340000
0.0000268
Long
ABS-MBS
USGSE
US
N
2
2023-09-20
Floating
1.625
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008371 G2 02/24 FLOATING VAR
36202KJQ9
38636.760000
PA
USD
39158.260000
0.0002409
Long
ABS-MBS
USGSE
US
N
2
2024-02-20
Floating
2
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008410 G2 04/24 FLOATING VAR
36202KKX2
358.090000
PA
USD
362.610000
0.0000022
Long
ABS-MBS
USGSE
US
N
2
2024-04-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008482 G2 08/24 FLOATING VAR
36202KM77
359.420000
PA
USD
364.060000
0.0000022
Long
ABS-MBS
USGSE
US
N
2
2024-08-20
Floating
1.625
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008559 G2 12/24 FLOATING VAR
36202KQL2
307.220000
PA
USD
310.300000
0.0000019
Long
ABS-MBS
USGSE
US
N
2
2024-12-20
Floating
2.125
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008619 G2 04/25 FLOATING VAR
36202KSG1
755.240000
PA
USD
763.770000
0.0000047
Long
ABS-MBS
USGSE
US
N
2
2025-04-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008621 G2 04/25 FLOATING VAR
36202KSJ5
2792.060000
PA
USD
2837.780000
0.0000175
Long
ABS-MBS
USGSE
US
N
2
2025-04-20
Floating
2
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008643 G2 06/25 FLOATING VAR
36202KS89
205.150000
PA
USD
207.980000
0.0000013
Long
ABS-MBS
USGSE
US
N
2
2025-06-20
Floating
2
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008651 G2 07/25 FLOATING VAR
36202KTG0
10144.650000
PA
USD
10393.060000
0.0000639
Long
ABS-MBS
USGSE
US
N
2
2025-07-20
Floating
1.625
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008684 G2 08/25 FLOATING VAR
36202KUH6
1330.460000
PA
USD
1364.580000
0.0000084
Long
ABS-MBS
USGSE
US
N
2
2025-08-20
Floating
1.625
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008686 G2 08/25 FLOATING VAR
36202KUK9
862.960000
PA
USD
864.050000
0.0000053
Long
ABS-MBS
USGSE
US
N
2
2025-08-20
Floating
2
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008781 G2 01/26 FLOATING VAR
36202KXJ9
865.950000
PA
USD
879.370000
0.0000054
Long
ABS-MBS
USGSE
US
N
2
2026-01-20
Floating
2
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008865 G2 05/26 FLOATING VAR
36202KZ65
8589.140000
PA
USD
8796.490000
0.0000541
Long
ABS-MBS
USGSE
US
N
2
2026-05-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 008894 G2 06/26 FLOATING VAR
36202K3B9
306.570000
PA
USD
311.580000
0.0000019
Long
ABS-MBS
USGSE
US
N
2
2026-06-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080011 G2 11/26 FLOATING VAR
36225CAM8
53451.160000
PA
USD
54772.360000
0.0003369
Long
ABS-MBS
USGSE
US
N
2
2026-11-20
Floating
2.125
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080085 G2 06/27 FLOATING VAR
36225CCX2
60183.700000
PA
USD
61441.240000
0.0003780
Long
ABS-MBS
USGSE
US
N
2
2027-06-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080107 G2 08/27 FLOATING VAR
36225CDM5
4216.450000
PA
USD
4339.030000
0.0000267
Long
ABS-MBS
USGSE
US
N
2
2027-08-20
Floating
1.625
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080109 G2 08/27 FLOATING VAR
36225CDP8
14431.020000
PA
USD
14481.750000
0.0000891
Long
ABS-MBS
USGSE
US
N
2
2027-08-20
Floating
2
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080114 G2 09/27 FLOATING VAR
36225CDU7
26061.270000
PA
USD
26647.920000
0.0001639
Long
ABS-MBS
USGSE
US
N
2
2027-09-20
Floating
1.625
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080116 G2 09/27 FLOATING VAR
36225CDW3
3971.610000
PA
USD
3981.350000
0.0000245
Long
ABS-MBS
USGSE
US
N
2
2027-09-20
Floating
2
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080119 G2 10/27 FLOATING VAR
36225CDZ6
48461.370000
PA
USD
49679.790000
0.0003056
Long
ABS-MBS
USGSE
US
N
2
2027-10-20
Floating
2.125
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080264 G2 03/29 FLOATING VAR
36225CJJ6
12672.160000
PA
USD
12840.140000
0.0000790
Long
ABS-MBS
USGSE
US
N
2
2029-03-20
Floating
2
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080283 G2 05/29 FLOATING VAR
36225CJ56
24976.400000
PA
USD
25589.060000
0.0001574
Long
ABS-MBS
USGSE
US
N
2
2029-05-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080291 G2 06/29 FLOATING VAR
36225CKD7
54867.920000
PA
USD
55726.890000
0.0003428
Long
ABS-MBS
USGSE
US
N
2
2029-06-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080310 G2 08/29 FLOATING VAR
36225CKY1
226030.140000
PA
USD
233201.850000
0.0014346
Long
ABS-MBS
USGSE
US
N
2
2029-08-20
Floating
1.625
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080317 G2 09/29 FLOATING VAR
36225CK70
25703.670000
PA
USD
26071.430000
0.0001604
Long
ABS-MBS
USGSE
US
N
2
2029-09-20
Floating
1.625
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080379 G2 02/30 FLOATING VAR
36225CM52
50543.580000
PA
USD
50782.820000
0.0003124
Long
ABS-MBS
USGSE
US
N
2
2030-02-20
Floating
2
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080387 G2 03/30 FLOATING VAR
36225CND4
95139.870000
PA
USD
98393.740000
0.0006053
Long
ABS-MBS
USGSE
US
N
2
2030-03-20
Floating
2
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080393 G2 04/30 FLOATING VAR
36225CNK8
36251.910000
PA
USD
37530.360000
0.0002309
Long
ABS-MBS
USGSE
US
N
2
2030-04-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080395 G2 04/30 FLOATING VAR
36225CNM4
82536.420000
PA
USD
85407.470000
0.0005254
Long
ABS-MBS
USGSE
US
N
2
2030-04-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080407 G2 05/30 FLOATING VAR
36225CNZ5
52296.040000
PA
USD
54139.440000
0.0003330
Long
ABS-MBS
USGSE
US
N
2
2030-05-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080536 G2 08/31 FLOATING VAR
36225CS23
5081.620000
PA
USD
5263.850000
0.0000324
Long
ABS-MBS
USGSE
US
N
2
2031-08-20
Floating
1.625
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080546 G2 10/31 FLOATING VAR
36225CTC0
28579.460000
PA
USD
29675.280000
0.0001826
Long
ABS-MBS
USGSE
US
N
2
2031-10-20
Floating
2.125
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080579 G2 02/32 FLOATING VAR
36225CUD6
64341.940000
PA
USD
67043.520000
0.0004124
Long
ABS-MBS
USGSE
US
N
2
2032-02-20
Floating
2
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080599 G2 03/32 FLOATING VAR
36225CUZ7
3845.980000
PA
USD
3918.360000
0.0000241
Long
ABS-MBS
USGSE
US
N
2
2032-03-20
Floating
2
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080604 G2 05/32 FLOATING VAR
36225CU61
4367.010000
PA
USD
4535.460000
0.0000279
Long
ABS-MBS
USGSE
US
N
2
2032-05-20
Floating
1.875
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 080779 G2 12/33 FLOATING VAR
36225C2M7
19699.220000
PA
USD
20506.650000
0.0001262
Long
ABS-MBS
USGSE
US
N
2
2033-12-20
Floating
2.125
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II POOL 785540 G2 05/71 FLOATING VAR
3622ABBH4
19205716.900000
PA
USD
20630919.380000
0.1269153
Long
ABS-MBS
USGSE
US
N
2
2071-05-20
Floating
2.232
N
N
N
N
N
N
GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD 2017-2A
N/A
GOLDENTREE LOAN MANAGEMENT US GLM 2017 2A AR 144A
38136MAU2
5700000.000000
PA
USD
5691485.910000
0.0350123
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
1.034
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 02/23 VAR
38141GWU4
4840000.000000
PA
USD
4861500.340000
0.0299065
Long
DBT
CORP
US
N
2
2023-02-23
Floating
0.914
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 05/23 VAR
ACI12QWV0
10550000.000000
PA
7752984.670000
0.0476941
Long
DBT
CORP
US
N
2
2023-05-16
Floating
1.2449
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 05/24 VAR
ACI12Y5W1
12300000.000000
PA
USD
13049003.330000
0.0802736
Long
DBT
CORP
US
N
2
2024-05-31
Variable
3.5
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 06/23 VAR
38141GWJ9
1852000.000000
PA
USD
1867620.210000
0.0114890
Long
DBT
CORP
US
N
2
2023-06-05
Floating
2.908
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 06/23 VAR
38141GWK6
5596000.000000
PA
USD
5611436.340000
0.0345199
Long
DBT
CORP
US
N
2
2023-06-05
Floating
1.23013
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 06/27 VAR
BM9C9TII5
3200000.000000
PA
2320042.610000
0.0142722
Long
DBT
CORP
US
N
2
2027-06-22
Floating
1.0225
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 07/23 VAR
38141GWN0
4600000.000000
PA
USD
4615667.600000
0.0283942
Long
DBT
CORP
US
N
2
2023-07-24
Floating
1.12388
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 10/24 VAR
38141GYL2
20000000.000000
PA
USD
19921951.400000
0.1225539
Long
DBT
CORP
US
N
2
2024-10-21
Floating
0.925
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR
38141GVX9
4900000.000000
PA
USD
5146389.440000
0.0316591
Long
DBT
CORP
US
N
2
2027-10-28
Floating
1.88588
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 11/23 VAR
38141EB81
775000.000000
PA
USD
790903.570000
0.0048654
Long
DBT
CORP
US
N
2
2023-11-29
Floating
1.77563
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 12/23 1.217
38141GZE7
50000000.000000
PA
USD
50138052.000000
0.3084344
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
1.217
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 12/26 VAR
38141GXN9
15800000.000000
PA
USD
15906864.250000
0.0978543
Long
DBT
CORP
US
N
2
2026-12-09
Floating
0.839656
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED REGS 05/24 VAR
ACI0V08J1
11130000.000000
PA
8277236.200000
0.0509191
Long
DBT
CORP
US
N
2
2024-05-02
Floating
1.6115
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H11
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H11 FA
38375BSK9
14544475.730000
PA
USD
14632993.410000
0.0900178
Long
ABS-MBS
USGSE
US
N
2
2062-02-20
Floating
0.78113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H12
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H12 FA
38375BRW4
2888583.260000
PA
USD
2898293.520000
0.0178294
Long
ABS-MBS
USGSE
US
N
2
2062-04-20
Floating
0.63113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H29 FJ
38376RLR5
5439306.090000
PA
USD
5489395.570000
0.0337691
Long
ABS-MBS
USGSE
US
N
2
2065-11-20
Floating
0.76113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FD
38376RLJ3
2451581.880000
PA
USD
2463702.750000
0.0151560
Long
ABS-MBS
USGSE
US
N
2
2065-10-20
Floating
0.68113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FB
38376RRA6
4128011.180000
PA
USD
4179490.780000
0.0257110
Long
ABS-MBS
USGSE
US
N
2
2066-01-20
Floating
0.88113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FK
38376RRL2
15188949.160000
PA
USD
15472138.000000
0.0951800
Long
ABS-MBS
USGSE
US
N
2
2066-03-20
Floating
1.08113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F
38375UXM7
19705664.380000
PA
USD
19959213.220000
0.1227831
Long
ABS-MBS
USGSE
US
N
2
2066-05-20
Floating
0.88113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FE
38375UWT3
2983195.000000
PA
USD
3025982.670000
0.0186149
Long
ABS-MBS
USGSE
US
N
2
2066-04-20
Floating
0.93113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H14
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H14 FA
38376RVV5
6436573.740000
PA
USD
6518986.340000
0.0401029
Long
ABS-MBS
USGSE
US
N
2
2066-06-20
Floating
0.88113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H22 FA
38376RC95
2034171.470000
PA
USD
2059331.530000
0.0126684
Long
ABS-MBS
USGSE
US
N
2
2066-10-20
Floating
0.85113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H24
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F
38376RJ72
5861094.130000
PA
USD
5951575.940000
0.0366123
Long
ABS-MBS
USGSE
US
N
2
2066-11-20
Floating
0.93113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H01
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H01 FC
38376RN85
2419291.800000
PA
USD
2457312.180000
0.0151167
Long
ABS-MBS
USGSE
US
N
2
2066-12-20
Floating
1.03113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB
38375UZZ6
3412268.570000
PA
USD
3439567.400000
0.0211592
Long
ABS-MBS
USGSE
US
N
2
2067-04-20
Floating
1.029
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FE
38376R6F8
3417754.330000
PA
USD
3452126.000000
0.0212365
Long
ABS-MBS
USGSE
US
N
2
2067-07-20
Floating
1.04688
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB
38375UZ78
1454747.010000
PA
USD
1466218.850000
0.0090197
Long
ABS-MBS
USGSE
US
N
2
2067-11-20
Floating
1.11725
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FP
38380LPD9
4243718.830000
PA
USD
4197930.380000
0.0258244
Long
ABS-MBS
USGSE
US
N
2
2068-12-20
Floating
0.58438
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FV
38380LPB3
10592686.600000
PA
USD
10478850.170000
0.0644628
Long
ABS-MBS
USGSE
US
N
2
2068-12-20
Floating
0.58438
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU
38382CP47
2765200.620000
PA
USD
2847298.320000
0.0175157
Long
ABS-MBS
USGSE
US
N
2
2049-10-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 21 AC
38382DMC0
2500699.440000
PA
USD
2580315.710000
0.0158733
Long
ABS-MBS
USGSE
US
N
2
2049-01-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-122
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 122 FA
38382WCY1
162230741.790000
PA
USD
161645023.920000
0.9943921
Long
ABS-MBS
USGSE
US
N
2
2051-07-20
Floating
0.45
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-97
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 97 FA
38382VER6
146392804.650000
PA
USD
146197267.780000
0.8993621
Long
ABS-MBS
USGSE
US
N
2
2051-06-20
Floating
0.45
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-98
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 98 FM
38382TD35
79561216.210000
PA
USD
79514760.420000
0.4891512
Long
ABS-MBS
USGSE
US
N
2
2051-06-20
Floating
0.8
N
N
N
N
N
N
GOVERNMENT NATL MTGE ASSOC 2009-66
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 66 UF
38376FRF1
138999.530000
PA
USD
142226.240000
0.0008749
Long
ABS-MBS
USGSE
US
N
2
2039-08-16
Floating
1.1075
N
N
N
N
N
N
GPMT LTD 2021-FL4
N/A
GPMT LTD. GPMT 2021 FL4 A 144A
36262TAA1
15000000.000000
PA
USD
15012558.000000
0.0923528
Long
ABS-O
CORP
KY
N
2
2036-12-15
Floating
1.4535
N
N
N
N
N
N
GREAT HALL MORTGAGES PLC 2006-1
N/A
GREAT HALL MORTGAGES PLC GHM 2006 1 A2A REGS
991XUKII4
748108.960000
PA
1005222.700000
0.0061838
Long
ABS-MBS
CORP
GB
N
2
2038-06-18
Floating
0.38563
N
N
N
N
N
N
GREAT HALL MORTGAGES PLC 2006-1
N/A
GREAT HALL MORTGAGES PLC GHM 2006 1 A2B REGS
B1L2FGII0
1012684.080000
PA
1144927.960000
0.0070433
Long
ABS-MBS
CORP
GB
N
2
2038-06-18
Floating
0
N
N
N
N
N
N
GREAT HALL MORTGAGES PLC 2007-1
N/A
GREAT HALL MORTGAGES PLC GHM 2007 1 A2A REGS
B1S83ZII1
1258531.900000
PA
1690545.950000
0.0103997
Long
ABS-MBS
CORP
GB
N
2
2039-03-18
Floating
0.36563
N
N
N
N
N
N
GREENPOINT MTGE FUNDING TR 2005-AR1
N/A
GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2
39538RAB5
114398.830000
PA
USD
109750.050000
0.0006751
Long
ABS-MBS
CORP
US
N
2
2045-06-25
Floating
0.54188
N
N
N
N
N
N
GREENPOINT MTGE FUNDING TR 2005-AR2
N/A
GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1
39538RBB4
59367.520000
PA
USD
51257.410000
0.0003153
Long
ABS-MBS
CORP
US
N
2
2045-06-25
Floating
0.56188
N
N
N
N
N
N
GREENPOINT MTGE FUNDING TR 2005-AR5
N/A
GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1
39538WEA2
205091.620000
PA
USD
187924.300000
0.0011561
Long
ABS-MBS
CORP
US
N
2
2045-11-25
Floating
0.64188
N
N
N
N
N
N
GREENWICH CAPITAL ACCEPTANCE I-1994-AR5
N/A
GREENWICH CAPITAL ACCEPTANCE I GRCAP 1994 AR5 A1
396782CW2
521.730000
PA
USD
526.060000
0.0000032
Long
ABS-MBS
CORP
US
N
2
2024-06-25
Floating
2.80273
N
N
N
N
N
N
GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2
N/A
GREYSTONE COMMERCIAL REAL ESTA GSTNE 2019 FL2 A 144A
39809LAA2
16000000.000000
PA
USD
15974849.600000
0.0982725
Long
ABS-CBDO
CORP
KY
N
2
2037-09-15
Floating
1.28975
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2014-GC18 2014-GC18
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2014 GC18 AAB
36252RAQ2
14122870.190000
PA
USD
14468572.630000
0.0890064
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Fixed
3.648
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2016-GS4
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2016 GS4 A2
36251XAP2
5818.460000
PA
USD
5839.990000
0.0000359
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Fixed
2.905
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A9 144A
36262JAJ4
30157626.430000
PA
USD
30213611.050000
0.1858652
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Floating
0.89967
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A9 144A
36263KAJ0
11036579.510000
PA
USD
11031059.010000
0.0678598
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Floating
0.89967
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A
36261WAA5
74264743.310000
PA
USD
74337715.850000
0.4573035
Long
ABS-MBS
CORP
US
N
2
2060-12-25
Variable
1.75
N
N
N
N
N
N
GSAA HOME EQUITY TRUST 2007-7
N/A
GSAA HOME EQUITY TRUST GSAA 2007 7 A4
36249BAD2
631147.550000
PA
USD
629295.950000
0.0038712
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
0.64188
N
N
N
N
N
N
GSAMP TRUST 2004-FM2
N/A
GSAMP TRUST GSAMP 2004 FM2 M1
36228FN28
1167319.150000
PA
USD
1164215.950000
0.0071619
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
0.85188
N
N
N
N
N
N
GSAMP TRUST 2006-HE4
N/A
GSAMP TRUST GSAMP 2006 HE4 A2D
362439AE1
4487798.470000
PA
USD
4439163.300000
0.0273084
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.62188
N
N
N
N
N
N
GSAMP TRUST 2007-FM1
N/A
GSAMP TRUST GSAMP 2007 FM1 A2A
3622MAAB7
289078.790000
PA
USD
183977.490000
0.0011318
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.17188
N
N
N
N
N
N
GSMPS MORTGAGE LOAN TRUST 2006-RP1
N/A
GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1A4 144A
3623413G2
82763.300000
PA
USD
88714.030000
0.0005457
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
8.5
Y
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2005-AR6
N/A
GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1
362341RX9
477767.420000
PA
USD
489042.640000
0.0030084
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
2.85116
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2006-AR1
N/A
GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1
3623414A4
135138.520000
PA
USD
139171.160000
0.0008561
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
2.87305
Y
N
N
N
N
N
GSR MORTGAGE LOAN TRUST 2006-AR2
N/A
GSR MORTGAGE LOAN TRUST GSR 2006 AR2 2A1
36297TAB8
133699.130000
PA
USD
109098.130000
0.0006711
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
2.65746
N
N
N
N
N
N
GSR MTGE LOAN TRUST 2003-2F
N/A
GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1
36228FNB8
63.670000
PA
USD
68.350000
0.0000004
Long
ABS-MBS
CORP
US
N
2
2032-03-25
Fixed
6
N
N
N
N
N
N
GSRPM MORTGAGE LOAN TRUST 2006-1
N/A
GSRPM MORTGAGE LOAN TRUST GSRPM 2006 1 M1 144A
362334NV2
1684294.010000
PA
USD
1677500.920000
0.0103195
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
0.60188
N
N
N
N
N
N
HARBEN FINANCE 2017-1 PLC 17-1X
N/A
HARBEN FINANCE HRBN 2017 1X A REGS
ACI12FW02
2728973.180000
PA
3697864.710000
0.0227482
Long
ABS-MBS
CORP
GB
N
2
2056-08-20
Floating
0.91438
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2005-2
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A
41161PLR2
476626.600000
PA
USD
460637.870000
0.0028337
Long
ABS-MBS
CORP
US
N
2
2035-05-19
Floating
0.54388
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2006-1
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A
41161PA86
1323177.500000
PA
USD
1321851.010000
0.0081316
Long
ABS-MBS
CORP
US
N
2
2036-03-19
Floating
0.58388
Y
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2006-6
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A
41161UAJ1
18386.390000
PA
USD
18412.530000
0.0001133
Long
ABS-MBS
CORP
US
N
2
2036-08-19
Floating
2.54759
Y
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2007-1
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A
41164MAC1
418713.650000
PA
USD
390530.620000
0.0024024
Long
ABS-MBS
CORP
US
N
2
2037-03-19
Floating
0.36388
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TRUST 2004-1
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 2A
41161PCY7
7520.260000
PA
USD
7213.740000
0.0000444
Long
ABS-MBS
CORP
US
N
2
2034-04-19
Floating
2.08385
N
N
N
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 02/22 4.05
41283LAU9
7717000.000000
PA
USD
7738509.290000
0.0476050
Long
DBT
CORP
US
N
2
2022-02-04
Fixed
4.05
N
N
N
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 02/23 3.35
41283LAS4
2592000.000000
PA
USD
2647238.660000
0.0162850
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.35
N
N
N
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER COMPANY GUAR REGS 02/22 4.05
U24652AP1
1400000.000000
PA
USD
1403902.160000
0.0086364
Long
DBT
CORP
US
N
2
2022-02-04
Fixed
4.05
N
N
N
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER COMPANY GUAR REGS 02/23 3.35
U24652AM8
330000.000000
PA
USD
337032.700000
0.0020733
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.35
N
N
N
N
N
N
HARVEST CLO XXI DAC 21A
N/A
HARVEST CLO HARVT 21A A1R 144A
ACI1WSV44
9500000.000000
PA
10777557.040000
0.0663003
Long
ABS-CBDO
CORP
IE
N
2
2031-07-15
Floating
0.76
N
N
N
N
N
N
HAWKSMOOR MORTGAGES 19-1A
N/A
HAWKSMOOR MORTGAGES PLC HWKSM 2019 1A A 144A
ACI1DHFV7
99225961.240000
PA
134709277.150000
0.8286914
Long
ABS-MBS
CORP
GB
N
2
2053-05-25
Floating
1.15276
N
N
N
N
N
N
HAWKSMOOR MORTGAGES 19-1X
N/A
HAWKSMOOR MORTGAGES PLC HWKSM 2019 1X A REGS
ACI1DHG20
19373368.520000
PA
26301307.000000
0.1617978
Long
ABS-MBS
CORP
GB
N
2
2053-05-25
Floating
1.15276
N
N
N
N
N
N
HERA COMMERCIAL MORTGAGE 2021-FL1
N/A
HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A
42704RAA9
8300000.000000
PA
USD
8265970.000000
0.0508498
Long
ABS-CBDO
CORP
KY
N
2
2038-02-18
Floating
1.15388
N
N
N
N
N
N
HOME EQUITY ASSET TRUST 2004-1
N/A
HOME EQUITY ASSET TRUST HEAT 2004 1 M1
437084AV8
2855192.550000
PA
USD
2854860.490000
0.0175623
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
1.04688
N
N
N
N
N
N
HOME EQUITY ASSET TRUST 2006-3
N/A
HOME EQUITY ASSET TRUST HEAT 2006 3 M1
437084US3
5019787.030000
PA
USD
4989624.130000
0.0306947
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
0.68688
N
N
N
N
N
N
HOME EQUITY PASS-THRU CERTS 2002-3
N/A
HOME EQUITY ASSET TRUST HEAT 2002 3 A4
22541NHE2
798.440000
PA
USD
777.050000
0.0000048
Long
ABS-MBS
CORP
US
N
2
2033-02-25
Floating
1.02188
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2
N/A
HOMEWARD OPPORTUNITIES FUND I HOF 2020 2 A1 144A
43789XAA2
2718965.610000
PA
USD
2723025.840000
0.0167512
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.657
N
N
N
N
N
N
HOSPITALITY MORTGAGE TRUST 2019-HIT
N/A
HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT A 144A
40443RAA9
21721376.620000
PA
USD
21702459.470000
0.1335071
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
1.10975
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
HSBC BANK PLC SR UNSECURED 09/24 VAR
ACI159QR1
28582000.000000
PA
USD
27903177.500000
0.1716521
Long
DBT
CORP
GB
N
2
2024-09-28
Floating
0.13225
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 03/25 VAR
404280CA5
53050000.000000
PA
USD
53894378.280000
0.3315422
Long
DBT
CORP
GB
N
2
2025-03-11
Floating
1.43088
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 05/24 VAR
404280BR9
4515000.000000
PA
USD
4558685.150000
0.0280437
Long
DBT
CORP
GB
N
2
2024-05-18
Floating
1.16
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR
404280BW8
4277000.000000
PA
USD
4396822.170000
0.0270479
Long
DBT
CORP
GB
N
2
2026-09-12
Floating
1.58088
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED REGS 02/24 VAR
ACI0YTRJ4
35330000.000000
PA
25890484.270000
0.1592706
Long
DBT
CORP
GB
N
2
2024-02-16
Floating
1.1449
N
N
N
N
N
N
HSI ASSET LOAN OBLIGATION 2007-WF1
N/A
HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1
40431KAA8
89710.230000
PA
USD
33591.010000
0.0002066
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.16188
N
N
N
N
N
N
HSI ASSET SEC CORP TRUST 2006-OPT3
N/A
HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 3A3
40430HFL7
60089.510000
PA
USD
60113.770000
0.0003698
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.46188
N
N
N
N
N
N
HSI ASSET SEC CORP TRUST 2006-OPT3
N/A
HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 M1
40430HFN3
2848250.050000
PA
USD
2805254.010000
0.0172571
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.59688
N
N
N
N
N
N
HSI ASSET SECUR CORP TRUST 2007-WF1
N/A
HSI ASSET SECURITIZATION CORPO HASC 2007 WF1 1A1
40431RAA3
90663.570000
PA
USD
90458.330000
0.0005565
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.26188
N
N
N
N
N
N
HUTCHISON WHAMPOA INTERNATIONAL (12) (II) LIMITED
2549005GEGKY2Q53V676
HUTCH WHAMPOA INT 12 II COMPANY GUAR REGS 11/22 3.25
G4690AAB3
380000.000000
PA
USD
387695.130000
0.0023850
Long
DBT
CORP
KY
N
2
2022-11-08
Fixed
3.25
N
N
N
N
N
N
HYATT HOTELS CORPORATION
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP SR UNSECURED 10/23 1.3
448579AL6
34800000.000000
PA
USD
34811950.320000
0.2141528
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.3
N
N
N
N
N
N
HYATT HOTELS CORPORATION
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP SR UNSECURED 10/23 VAR
448579AM4
14200000.000000
PA
USD
14242602.980000
0.0876163
Long
DBT
CORP
US
N
2
2023-10-01
Floating
1.1
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 02/23 2.375
44891ABE6
12300000.000000
PA
USD
12473614.010000
0.0767340
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.375
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 04/23 0.8
44891ABU0
36500000.000000
PA
USD
36346522.980000
0.2235930
Long
DBT
CORP
US
N
2
2023-04-03
Fixed
0.8
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 04/23 5.75
44891ABJ5
7006000.000000
PA
USD
7398691.200000
0.0455145
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
5.75
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/23 4.125
44891AAW7
125000.000000
PA
USD
129913.510000
0.0007992
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
4.125
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/23 1.25
44891ABM8
12496000.000000
PA
USD
12490816.280000
0.0768398
Long
DBT
CORP
US
N
2
2023-09-18
Fixed
1.25
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/22 1.15
44891ABQ9
38500000.000000
PA
USD
38605116.940000
0.2374872
Long
DBT
CORP
US
N
2
2022-11-10
Fixed
1.15
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/22 2.85
44891ABC0
4865000.000000
PA
USD
4949761.870000
0.0304495
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.85
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 02/23 2.375
44891CBE2
3785000.000000
PA
USD
3838425.120000
0.0236129
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.375
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 04/23 5.75
44891CBJ1
8292000.000000
PA
USD
8756772.400000
0.0538691
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
5.75
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/23 4.125
44891CAW3
2151000.000000
PA
USD
2235551.720000
0.0137524
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
4.125
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/22 3.25
44891CAR4
14128000.000000
PA
USD
14398251.970000
0.0885738
Long
DBT
CORP
US
N
2
2022-09-20
Fixed
3.25
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/23 1.25
44891CBM4
9634000.000000
PA
USD
9630003.530000
0.0592409
Long
DBT
CORP
US
N
2
2023-09-18
Fixed
1.25
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 11/22 1.15
44891CBQ5
400000.000000
PA
USD
401092.120000
0.0024674
Long
DBT
CORP
US
N
2
2022-11-10
Fixed
1.15
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES 09/23 0.75
44920UAQ1
23500000.000000
PA
USD
23223037.230000
0.1428612
Long
DBT
CORP
KR
N
2
2023-09-15
Fixed
0.75
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES SR UNSECURED 03/22 VAR
ACI0TBK31
1925000.000000
PA
1402912.780000
0.0086303
Long
DBT
CORP
KR
N
2
2022-03-30
Floating
1.3674
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES SR UNSECURED 144A 03/23 3.75
44920UAM0
8600000.000000
PA
USD
8854253.930000
0.0544687
Long
DBT
CORP
KR
N
2
2023-03-05
Fixed
3.75
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES SR UNSECURED REGS 03/23 3.75
Y3815NBA8
13544000.000000
PA
USD
13944420.370000
0.0857819
Long
DBT
CORP
KR
N
2
2023-03-05
Fixed
3.75
N
N
N
N
N
N
IBERDROLA INTERNATIONAL BV
549300ZMLFJKWC63XN87
IBERDROLA INTL BV COMPANY GUAR 03/25 5.81
81013TAC5
6900000.000000
PA
USD
7860778.010000
0.0483572
Long
DBT
CORP
NL
N
2
2025-03-15
Fixed
5.81
N
N
N
N
N
N
IMPAC CMB TR 2004-10
N/A
IMPAC CMB TRUST IMM 2004 10 1A1
45254NLJ4
1490138.040000
PA
USD
1470719.160000
0.0090474
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
0.74188
N
N
N
N
N
N
IMPAC CMB TRUST 2003-8
N/A
IMPAC CMB TRUST IMM 2003 8 2A1
45254NFG7
393.280000
PA
USD
396.580000
0.0000024
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
1.00275
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 02/23 3.5
453140AB1
11521000.000000
PA
USD
11738139.860000
0.0722095
Long
DBT
CORP
GB
N
2
2023-02-11
Fixed
3.5
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/22 3.75
453140AE5
69570000.000000
PA
USD
70345782.720000
0.4327463
Long
DBT
CORP
GB
N
2
2022-07-21
Fixed
3.75
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125
45262BAA1
22360000.000000
PA
USD
23118218.880000
0.1422164
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.125
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5
45262BAB9
2100000.000000
PA
USD
2209744.070000
0.0135937
Long
DBT
CORP
GB
N
2
2026-07-26
Fixed
3.5
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FIN PLC COMPANY GUAR REGS 02/23 3.5
G4721VBL7
2273000.000000
PA
USD
2315839.940000
0.0142464
Long
DBT
CORP
GB
N
2
2023-02-11
Fixed
3.5
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FIN PLC COMPANY GUAR REGS 07/22 3.75
G4721VNT7
500000.000000
PA
USD
505575.560000
0.0031102
Long
DBT
CORP
GB
N
2
2022-07-21
Fixed
3.75
N
N
N
N
N
N
IMT TRUST 2017-APTS
N/A
IMT TRUST IMTT 2017 APTS AFL 144A
44974AAA5
6970712.610000
PA
USD
6965656.750000
0.0428506
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
0.80975
N
N
N
N
N
N
INDYMAC ARM TRUST 2001-H2
N/A
INDYMAC ARM TRUST INARM 2001 H2 A1
45660UAQ2
526.520000
PA
USD
515.070000
0.0000032
Long
ABS-MBS
CORP
US
N
2
2032-01-25
Floating
1.65882
N
N
N
N
N
N
INDYMAC ARM TRUST 2001-H2
N/A
INDYMAC ARM TRUST INARM 2001 H2 A2
45660UAT6
721.070000
PA
USD
728.480000
0.0000045
Long
ABS-MBS
CORP
US
N
2
2032-01-25
Floating
1.54377
N
N
N
N
N
N
INDYMAC IMSC MTGE LN TRUST 2007-HOA1
N/A
INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11
45670LAA5
341586.810000
PA
USD
269590.320000
0.0016584
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
0.46188
Y
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TR 2006-AR12
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1
45661VAA4
627429.960000
PA
USD
591930.410000
0.0036414
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
0.29188
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TR 2006-AR4
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A
45661EAV6
101317.770000
PA
USD
98293.710000
0.0006047
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Floating
0.52188
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TR 2006-AR6
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A
456612AC4
266608.930000
PA
USD
247090.810000
0.0015200
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
0.50188
Y
N
N
N
N
N
INDYMAC INDX MTGE LOAN TRUST 2004-AR11
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A
45660N6S9
10120.720000
PA
USD
10500.470000
0.0000646
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
2.92773
N
N
N
N
N
N
INDYMAC INDX MTGE LOAN TRUST 2005-AR12
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A
45660LMG1
71218.540000
PA
USD
69662.950000
0.0004285
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
0.58188
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
INFOR INC SR UNSECURED 144A 07/23 1.45
45674CAB9
3400000.000000
PA
USD
3412650.860000
0.0209936
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
1.45
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV SR UNSECURED 04/27 VAR
456837AX1
32455000.000000
PA
USD
32763562.340000
0.2015517
Long
DBT
CORP
NL
N
2
2027-04-01
Floating
1.06
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV SR UNSECURED REGS 12/22 VAR
ACI16QZR2
800000.000000
PA
587262.560000
0.0036127
Long
DBT
CORP
NL
N
2
2022-12-05
Floating
1.6085
N
N
N
N
N
N
ING INVESTMENT MANAGEMENT CLO LTD 2012-4A
N/A
VOYA CLO LTD INGIM 2012 4A A1R3 144A
92916GBE3
2100000.000000
PA
USD
2100252.420000
0.0129201
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
1.12375
N
N
N
N
N
N
INVESCO EURO CLO I DAC 1A
N/A
INVESCO EURO CLO INVSC 1A A1R 144A
ACI1VT7W8
2500000.000000
PA
2837619.330000
0.0174562
Long
ABS-CBDO
CORP
IE
N
2
2031-07-15
Floating
0.65
N
N
N
N
N
N
ISRAEL ELECTRIC CORPORATION LTD
254900JW7GE35YNJGJ55
ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 11/24 5
465077AK1
19000000.000000
PA
USD
20641125.000000
0.1269781
Long
DBT
CORP
IL
N
2
2024-11-12
Fixed
5
N
N
N
N
N
N
ISRAEL ELECTRIC CORPORATION LTD
254900JW7GE35YNJGJ55
ISRAEL ELECTRIC CORP LTD SR SECURED REGS 06/23 6.875
46507NAE0
13900000.000000
PA
USD
15016170.000000
0.0923750
Long
DBT
CORP
IL
N
2
2023-06-21
Fixed
6.875
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL FIXED BOND BONDS 01/22 5.5
977UCSII1
350950000.000000
PA
119081090.080000
0.7325515
Long
DBT
NUSS
IL
N
2
2022-01-31
Fixed
5.5
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL FIXED BOND BONDS 07/22 0.75
BJGTFKII9
100950000.000000
PA
32712677.110000
0.2012387
Long
DBT
NUSS
IL
N
2
2022-07-31
Fixed
0.75
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL MAKAM BILL BILLS 02/22 0.00000
ACI1VNWB9
277400000.000000
PA
89226266.100000
0.5488935
Long
DBT
MUN
IL
N
2
2022-02-02
None
0
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL MAKAM BILL BILLS 04/22 0.00000
ACI1WZJ67
32100000.000000
PA
10324513.100000
0.0635133
Long
DBT
MUN
IL
N
2
2022-04-06
None
0
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL MAKAM BILL BILLS 08/22 0.00000
ACI201R74
11300000.000000
PA
3634122.450000
0.0223560
Long
DBT
MUN
IL
N
2
2022-08-03
None
0
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL MAKAM BILL BILLS 12/22 0.00000
ACI229M05
17100000.000000
PA
5499424.240000
0.0338308
Long
DBT
MUN
IL
N
2
2022-12-07
None
0
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-AON
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 AON A 144A
46649XAA5
7740000.000000
PA
USD
8026475.980000
0.0493765
Long
ABS-MBS
CORP
US
N
2
2031-07-05
Fixed
4.1283
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 PHH A 144A
46650FAA0
23839507.540000
PA
USD
23736423.130000
0.1460194
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
2.56
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A
46651QAA5
10790523.870000
PA
USD
10708027.080000
0.0658726
Long
ABS-MBS
CORP
US
N
2
2031-12-15
Floating
2.45
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST A 144A
46652DAA3
8500000.000000
PA
USD
8504693.700000
0.0523183
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
0.96
N
N
N
N
N
N
JDE PEETS NV
724500EHG519SE5ZRT89
JDE PEET S NV COMPANY GUAR 144A 09/24 0.8
47216QAA1
16900000.000000
PA
USD
16569473.180000
0.1019305
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.8
N
N
N
N
N
N
JFIN CLO LTD 2017-2A
N/A
APEX CREDIT CLO LLC JFIN 2017 2A AR 144A
46593CAA7
10500000.000000
PA
USD
10473894.900000
0.0644323
Long
ABS-CBDO
CORP
KY
N
2
2029-09-20
Floating
1.20363
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 03/25 VAR
46647PAH9
2500000.000000
PA
USD
2600289.200000
0.0159962
Long
DBT
CORP
US
N
2
2025-03-01
Floating
3.22
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 04/23 VAR
46647PBB1
10400000.000000
PA
USD
10462472.180000
0.0643620
Long
DBT
CORP
US
N
2
2023-04-01
Floating
3.207
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 07/24 VAR
46647PAW6
21801000.000000
PA
USD
22015463.200000
0.1354326
Long
DBT
CORP
US
N
2
2024-07-23
Floating
1.01388
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR
46647PCQ7
36600000.000000
PA
USD
36776172.270000
0.2262361
Long
DBT
CORP
US
N
2
2027-09-22
Floating
0.81438
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 11/24 VAR
ACI16C562
1540000.000000
PA
1135087.710000
0.0069827
Long
DBT
CORP
US
N
2
2024-11-22
Floating
1.1772
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2012-HSBC
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2012 HSBC A 144A
46637YAA7
10625418.270000
PA
USD
10698019.630000
0.0658110
Long
ABS-MBS
CORP
US
N
2
2032-07-05
Fixed
3.0934
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2019-INV3
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2019 INV3 A3 144A
46591LAC5
2823695.910000
PA
USD
2873918.730000
0.0176795
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.5
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2020-INV1
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2020 INV1 A3 144A
46591VAC3
511417.400000
PA
USD
520630.990000
0.0032028
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
3.5
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2021-12
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2021 12 A11 144A
46592WBE5
12458364.710000
PA
USD
12420684.390000
0.0764084
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Floating
0.89967
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST-2005-A2
N/A
JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 2A1
466247NM1
584738.930000
PA
USD
573844.480000
0.0035301
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
2.96514
N
N
N
N
N
N
JP MORGAN MTGE ACQUIS CORP 2006-CH2
N/A
JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5
46629QAW6
3963955.150000
PA
USD
3944474.690000
0.0242652
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.31188
N
N
N
N
N
N
JP MORGAN MTGE ACQUIS CORP 2006-NC2
N/A
JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC2 M1
46629FAE0
2500000.000000
PA
USD
2464719.500000
0.0151622
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
0.37188
N
N
N
N
N
N
JP MORGAN MTGE ACQUIS CORP 2007-CH4
N/A
JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH4 A5
46630CAE4
1249607.300000
PA
USD
1243420.490000
0.0076492
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.34188
N
N
N
N
N
N
JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2017 JP7 A3
465968AC9
4300000.000000
PA
USD
4433339.990000
0.0272726
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.3785
N
N
N
N
N
N
JUBILEE CLO 2014-XI BV 14-11A
N/A
JUBILEE CDO BV JUBIL 2014 11A ARR 144A
ACI1W2T93
6300000.000000
PA
7162134.480000
0.0440593
Long
ABS-CBDO
CORP
IE
N
2
2030-04-15
Floating
0.61
N
N
N
N
N
N
KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
6RPK2YDJN6L35AS0M510
HANA BANK SR UNSECURED REGS 06/24 VAR
BK1M80II9
6300000.000000
PA
USD
6345599.340000
0.0390362
Long
DBT
CORP
KR
N
2
2024-06-13
Floating
0.95088
N
N
N
N
N
N
KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
6RPK2YDJN6L35AS0M510
HANA BANK SR UNSECURED REGS 09/22 VAR
ACI0Y2276
20400000.000000
PA
USD
20488404.830000
0.1260386
Long
DBT
CORP
KR
N
2
2022-09-14
Floating
1.07325
N
N
N
N
N
N
KEB HANA BANK (AKA: KOREA EXCHANGE BANK)
6RPK2YDJN6L35AS0M510
HANA BANK SR UNSECURED REGS 10/22 VAR
Y4S96CSP9
4720000.000000
PA
USD
4734969.670000
0.0291281
Long
DBT
CORP
KR
N
2
2022-10-02
Floating
0.91438
N
N
N
N
N
N
KKR CLO 9 LTD
N/A
KKR FINANCIAL CLO LTD KKR 9 AR2 144A
48250LAW9
12400000.000000
PA
USD
12384698.520000
0.0761870
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
1.07375
N
N
N
N
N
N
KKR CLO LTD 18
N/A
KKR FINANCIAL CLO LTD KKR 18 AR 144A
48251JAL7
15200000.000000
PA
USD
15201166.900000
0.0935131
Long
ABS-CBDO
CORP
KY
N
2
2030-07-18
Floating
1.06225
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
KOREA DEVELOPMENT BANK SR UNSECURED REGS 10/23 VAR
ACI15NJX5
15530000.000000
PA
11435059.000000
0.0703451
Long
DBT
CORP
KR
N
2
2023-10-19
Floating
1.0152
N
N
N
N
N
N
KOREA EXPRESSWAY CORPORATION
988400EZO9DR1OFL5772
KOREA EXPRESSWAY CORP SR UNSECURED 09/23 VAR
ACI1QRR14
8000000.000000
PA
5847041.290000
0.0359693
Long
DBT
CORP
KR
N
2
2023-09-02
Floating
0.7785
N
N
N
N
N
N
KOREA SOUTHERN POWER CO LTD
9884001B6VSIQS4ZY558
KOREA SOUTHERN POWER SR UNSECURED 10/24 VAR
ACI1GD2L9
37680000.000000
PA
27751327.290000
0.1707179
Long
DBT
CORP
KR
N
2
2024-10-30
Floating
1.0402
N
N
N
N
N
N
KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 08/22 VAR
50077LAQ9
14110000.000000
PA
USD
14094964.810000
0.0867080
Long
DBT
CORP
US
N
2
2022-08-10
Floating
0.96563
N
N
N
N
N
N
LAURELIN 2016-1 DAC 16-1A
N/A
LAURELIN BV LAUR 2016 1A ARR 144A
ACI1WVS58
31700000.000000
PA
36057100.400000
0.2218126
Long
ABS-CBDO
CORP
IE
N
2
2031-10-20
Floating
0.72
N
N
N
N
N
N
280 PARK AVENUE 2017-280P MORTGAGE TRUST
N/A
280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P A 144A
90205FAA8
12400000.000000
PA
USD
12400817.160000
0.0762861
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
0.98975
N
N
N
N
N
N
LCM XV LP 15A
N/A
LCM LTD PARTNERSHIP LCM 15A AR2 144A
50184NAR3
36100000.000000
PA
USD
36005754.810000
0.2214967
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.1315
N
N
N
N
N
N
510 ASSET BACKED 2021-NPL1 TRUST
N/A
510 ASSETS BACKED TRUST FTAB 2021 NPL1 A1 144A
33835CAA3
8156747.390000
PA
USD
8102508.280000
0.0498442
Long
ABS-MBS
CORP
US
N
2
2061-06-25
Fixed
2.2395
N
N
N
N
N
N
LEASEPLAN CORPORATION NV
724500C60L930FVHS484
LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875
52206AAD2
17550000.000000
PA
USD
18107339.040000
0.1113910
Long
DBT
CORP
NL
N
2
2024-10-24
Fixed
2.875
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST 2019-GS3
N/A
LEGACY MORTGAGE ASSET TRUST LMAT 2019 GS3 A1 144A
52474WAA5
6485912.130000
PA
USD
6514261.400000
0.0400738
Long
ABS-MBS
CORP
US
N
2
2059-04-25
Fixed
3.75
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST 2019-GS4
N/A
LEGACY MORTGAGE ASSET TRUST LMAT 2019 GS4 A1 144A
52473CAA0
2823270.350000
PA
USD
2827604.630000
0.0173946
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Fixed
3.438
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST 2019-GS6
N/A
LEGACY MORTGAGE ASSET TRUST LMAT 2019 GS6 A1 144A
52474VAA7
3231987.590000
PA
USD
3240266.650000
0.0199332
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Fixed
3
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST 2021-GS3
N/A
LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS3 A1 144A
52474XAA3
3927202.320000
PA
USD
3894318.280000
0.0239567
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Fixed
1.75
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST 2021-GS5
N/A
LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS5 A1 144A
52475XAA2
8847872.190000
PA
USD
8829886.240000
0.0543188
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Fixed
2.25
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST 2021-SL2
N/A
LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A
52476TAA0
18928020.090000
PA
USD
18834746.590000
0.1158658
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Fixed
1.875
N
N
N
N
N
N
LEHMAN ABS MTGE LN TR 2007-1
N/A
LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A
52521MAB8
267187.370000
PA
USD
219776.150000
0.0013520
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
0.19188
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7 ELEVEN INC SR UNSECURED 144A 02/23 0.625
817826AA8
27745000.000000
PA
USD
27646791.860000
0.1700748
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
0.625
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7 ELEVEN INC SR UNSECURED 144A 02/24 0.8
817826AB6
26700000.000000
PA
USD
26407480.410000
0.1624510
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.8
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
LEIDOS INC COMPANY GUAR 05/23 2.95
52532XAB1
30905000.000000
PA
USD
31722285.200000
0.1951461
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.95
N
N
N
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP COMPANY GUAR 11/22 4.75
526057BN3
31600000.000000
PA
USD
32350184.000000
0.1990087
Long
DBT
CORP
US
N
2
2022-11-15
Variable
4.75
N
N
N
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP COMPANY GUAR 12/23 4.875
526057BW3
2398000.000000
PA
USD
2545064.540000
0.0156565
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.875
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7 ELEVEN INC SR UNSECURED 144A 02/26 0.95
817826AC4
1200000.000000
PA
USD
1163057.300000
0.0071548
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
0.95
N
N
N
N
N
N
LIBERTY FUNDING PTY LIMITED 2018-1
N/A
LIBERTY FUNDING PTY LIMITED LBRTY 2018 1 A1B
ACI12DYP0
954412.050000
PA
695411.900000
0.0042780
Long
ABS-MBS
CORP
AU
N
2
2049-10-10
Floating
1.265
N
N
N
N
N
N
LL ABS TRUST 2021-1A
N/A
LL ABS TRUST LLEND 2021 1A A 144A
53934QAA0
5984350.210000
PA
USD
5954973.030000
0.0366332
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
1.07
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 03/23 VAR
ACI0XPZ54
18310000.000000
PA
13461336.490000
0.0828101
Long
DBT
CORP
GB
N
2
2023-03-20
Floating
1.365
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 03/25 VAR
BF4TF2II0
9210000.000000
PA
6823831.000000
0.0419782
Long
DBT
CORP
GB
N
2
2025-03-07
Floating
1.4579
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 11/23 VAR
539439AP4
10000000.000000
PA
USD
10163147.600000
0.0625207
Long
DBT
CORP
GB
N
2
2023-11-07
Floating
2.907
N
N
N
N
N
N
LOANCORE ISSUER LTD 2019-CRE2
N/A
LOANCORE 2019 CRE2 ISSUER, LTD LNCR 2019 CRE2 A 144A
53946JAA2
15591591.920000
PA
USD
15597534.030000
0.0959514
Long
ABS-CBDO
CORP
KY
N
2
2036-05-15
Floating
1.23975
N
N
N
N
N
N
LOANCORE ISSUER LTD 2021-CRE4
N/A
LOANCORE 2018 CRE1 ISSUER, LTD LNCR 2021 CRE4 A 144A
53946CAA7
11205061.810000
PA
USD
11132728.650000
0.0684852
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
0.96448
N
N
N
N
N
N
LOANCORE ISSUER LTD 2021-CRE5
N/A
LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A
53947XAA0
5000000.000000
PA
USD
5001711.500000
0.0307690
Long
ABS-O
CORP
KY
N
2
2036-07-15
Floating
1.40975
N
N
N
N
N
N
LONDON WALL MORTGAGE CAPITAL PLC 17-FL1
N/A
LONDON WALL MORTGAGE CAPITAL LWMC 2017 FL1 A REGS
ACI0WP8J5
1086053.870000
PA
1472457.680000
0.0090581
Long
ABS-MBS
CORP
GB
N
2
2049-11-15
Floating
0.95175
N
N
N
N
N
N
LONG BEACH MORTGAGE LOAN TR 2005-2
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5
542514KV5
15906428.800000
PA
USD
15928659.620000
0.0979884
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
1.07688
N
N
N
N
N
N
LONG BEACH MTGE LOAN TRUST 2001-4
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2A1
542514BQ6
16184.240000
PA
USD
16099.580000
0.0000990
Long
ABS-MBS
CORP
US
N
2
2032-03-25
Floating
0.80188
N
N
N
N
N
N
LONG BEACH MTGE LOAN TRUST 2003-4
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2003 4 M1
542514EH3
874205.270000
PA
USD
871523.650000
0.0053614
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
1.12188
N
N
N
N
N
N
LONG BEACH MTGE LOAN TRUST 2004-1
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 1 M2
542514EV2
35575.240000
PA
USD
35608.280000
0.0002191
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Floating
0.92688
N
N
N
N
N
N
LONG BEACH MTGE LOAN TRUST 2004-4
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1
542514HN7
358703.080000
PA
USD
350647.540000
0.0021571
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
0.66188
N
N
N
N
N
N
LP CREDIT CARD ABS MASTER TRUST 2018-1
N/A
LP CREDIT CARD ABS LPCC 2018 1 A 144A
50214FAA1
10795450.640000
PA
USD
10825034.490000
0.0665924
Long
ABS-MBS
CORP
US
N
2
2024-08-20
Floating
1.63838
N
N
N
N
N
N
LUMINENT MORTGAGE TRUST 2006-6
N/A
LUMINENT MORTGAGE TRUST LUM 2006 6 A1
55027YAD0
109719.140000
PA
USD
106929.220000
0.0006578
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
0.50188
N
N
N
N
N
N
LUMINENT MORTGAGE TRUST 2006-7
N/A
LUMINENT MORTGAGE TRUST LUM 2006 7 1A1
55028BAA5
73961.440000
PA
USD
70424.540000
0.0004332
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.46188
Y
N
N
N
N
N
LUMINENT MORTGAGE TRUST 2006-7
N/A
LUMINENT MORTGAGE TRUST LUM 2006 7 2A1
55028BAG2
443890.310000
PA
USD
426721.250000
0.0026251
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.27188
N
N
N
N
N
N
LUXE COMMERCIAL MORTGAGE TRUST 2021-MLBH
N/A
LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 MLBH A 144A
55066XAA0
4000000.000000
PA
USD
4002766.400000
0.0246238
Long
ABS-MBS
CORP
US
N
2
2026-11-15
Floating
1.09
N
N
N
N
N
N
LUXE TRUST 2021-TRIP
N/A
LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP A 144A
55066WAA2
32300000.000000
PA
USD
32338249.660000
0.1989353
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
1.16
N
N
N
N
N
N
M360 2021-CRE3 LLC
N/A
M360 2018 CRE1, LTD. M360 2021 CRE3 A 144A
55379AAA2
22500000.000000
PA
USD
22483975.500000
0.1383147
Long
ABS-CBDO
CORP
KY
N
2
2038-11-22
Floating
1.6035
N
N
N
N
N
N
MACKAY SHIELDS EURO CLO-2 DAC 2A
N/A
MACKAY SHIELDS EURO CLO MKSE 2A A 144A
ACI1NGXC0
9426366.800000
PA
10745660.860000
0.0661041
Long
ABS-CBDO
CORP
IE
N
2
2033-08-15
Floating
1.55
N
N
N
N
N
N
MARBLE POINT CLO X LTD 2017-1A
N/A
MARBLE POINT CLO X LTD MP10 2017 1A AR 144A
566061AL1
44400000.000000
PA
USD
44399953.820000
0.2731353
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
1.16375
N
N
N
N
N
N
MASSACHUSETTS EDUC FINANCING AUTH 2008-1
N/A
MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1
57563NAA6
490574.650000
PA
USD
490453.130000
0.0030171
Long
ABS-O
CORP
US
N
2
2038-04-25
Floating
1.07388
N
N
N
N
N
N
MASTER CREDIT CARD TRUST II SERIES 2018-1A
N/A
MASTER CREDIT CARD TRUST MCCT 2018 1A A 144A
576339BM6
20800000.000000
PA
USD
20863618.880000
0.1283468
Long
ABS-MBS
CORP
CA
N
2
2024-07-21
Floating
0.5925
N
N
N
N
N
N
MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1
N/A
MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1
576433G42
214109.670000
PA
USD
198366.870000
0.0012203
Long
ABS-MBS
CORP
US
N
2
2046-04-25
Floating
0.31188
N
N
N
N
N
N
MASTR ADJUSTABLE RATE MTGES TRU 2004-13
N/A
MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1
576433UF1
272761.770000
PA
USD
276176.040000
0.0016990
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Floating
2.73157
N
N
N
N
N
N
MASTR ALTERNATIVE LOANS TR 2003-5
N/A
MASTR ALTERNATIVE LOANS TRUST MALT 2003 5 6A1
576434FH2
309577.920000
PA
USD
323353.330000
0.0019892
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Fixed
6
N
N
N
N
N
N
MASTR ASSET BACKED SEC TR 2004-OPT2
N/A
MASTR ASSET BACKED SECURITIES MABS 2004 OPT2 A1
57643LFG6
7638340.430000
PA
USD
7533495.810000
0.0463438
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
0.80188
N
N
N
N
N
N
MASTR ASSET BACKED SEC TR 2006-HE4
N/A
MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A1
576449AA0
50519.680000
PA
USD
21629.620000
0.0001331
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
0.20188
N
N
N
N
N
N
MASTR ASSET BACKED SEC TR 2007-WMC1
N/A
MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2
55275TAB4
272894.960000
PA
USD
103728.270000
0.0006381
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.15188
N
N
N
N
N
N
MASTR ASSET BACKED SECURITIES 2004-OPT1
N/A
MASTR ASSET BACKED SECURITIES MABS 2004 OPT1 M1
57643LCH7
1005227.150000
PA
USD
990171.060000
0.0060912
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Floating
0.88188
N
N
N
N
N
N
MCDONALDS CORPORATION
UE2136O97NLB5BYP9H04
MCDONALD S CORP SR UNSECURED REGS 03/24 VAR
ACI1964H9
9540000.000000
PA
7016762.950000
0.0431650
Long
DBT
CORP
US
N
2
2024-03-08
Floating
1.185
N
N
N
N
N
N
MELLON RES FUND CORP 1999-TBC3
N/A
MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2
585525DF2
235799.140000
PA
USD
239678.180000
0.0014744
Long
ABS-MBS
CORP
US
N
2
2029-10-20
Floating
2.61
N
N
N
N
N
N
MELLON RESIDENTIAL FUND CORP 2000-TBC3
N/A
MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1
585525EN4
300706.600000
PA
USD
295815.580000
0.0018198
Long
ABS-MBS
CORP
US
N
2
2030-12-15
Floating
0.54975
N
N
N
N
N
N
MELLON RESIDENTIAL FUND CORP 2002-TBC2
N/A
MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A
585525FX1
18636.000000
PA
USD
18096.580000
0.0001113
Long
ABS-MBS
CORP
US
N
2
2032-08-15
Floating
0.96975
N
N
N
N
N
N
MELLON RESIDENTIAL FUNDING CO 2001-TBC1
N/A
MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1
585525FC7
307133.640000
PA
USD
313481.600000
0.0019284
Long
ABS-MBS
CORP
US
N
2
2031-11-15
Floating
0.80975
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE BACKED SEC 2007-1
N/A
MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1
59024NAC1
200221.270000
PA
USD
203353.770000
0.0012510
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
2.70485
Y
N
N
N
N
N
MERRILL LYNCH MORTGAGE INV 2007-HE2
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A
59024LAB7
270565.540000
PA
USD
114267.400000
0.0007029
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
0.34188
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVESTO-2006-RM4
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A
59023QAB7
5259.970000
PA
USD
2987.990000
0.0000184
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
0.26188
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVESTORS 2003-A1
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A1 3A
589929F37
1965.940000
PA
USD
1929.130000
0.0000119
Long
ABS-MBS
CORP
US
N
2
2032-12-25
Floating
1.746
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVS 2005-A10
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A10 A
59020UZ65
1533154.260000
PA
USD
1525193.360000
0.0093825
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.52188
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVS 2006-HE1
N/A
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE1 M1
59020U3E3
1463609.200000
PA
USD
1462718.010000
0.0089982
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
0.68688
N
N
N
N
N
N
METROPOLITAN TRANSPORTATION AUTHORITY
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE MTATRN 11/22 FIXED 0.777
59261AM79
83900000.000000
PA
USD
83977985.050000
0.5166076
Long
DBT
MUN
US
N
2
2022-11-15
Fixed
0.777
N
N
N
N
N
N
ACCREDITED MORTGAGE LOAN TRUST 2006-2
N/A
ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 A4
00437NAD4
3892071.240000
PA
USD
3854484.730000
0.0237116
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
0.36188
N
N
N
N
N
N
MF1 2020-FL3 LTD
N/A
MF1 LTD MF1 2020 FL3 A 144A
59319WAA9
9391404.190000
PA
USD
9443310.010000
0.0580924
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
2.21448
N
N
N
N
N
N
MF1 2020-FL4 LTD
N/A
MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A
58003UAA6
42300000.000000
PA
USD
42515427.560000
0.2615423
Long
ABS-CBDO
CORP
US
N
2
2035-11-15
Floating
1.86448
N
N
N
N
N
N
MF1 2021-FL5 LTD
N/A
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A
55282XAA8
70768209.100000
PA
USD
70725426.180000
0.4350818
Long
ABS-MBS
CORP
KY
N
2
2036-07-15
Floating
1.01448
N
N
N
N
N
N
MF1 2021-FL7 LTD
N/A
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A
55284AAA6
52000000.000000
PA
USD
51839409.440000
0.3189006
Long
ABS-CBDO
CORP
KY
N
2
2036-10-16
Floating
1.1875
N
N
N
N
N
N
MFA 2020-NQM1 TRUST
N/A
MFRA TRUST MFRA 2020 NQM1 A1 144A
552754AA1
2716149.470000
PA
USD
2719592.190000
0.0167301
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.479
N
N
N
N
N
N
MFA 2020-NQM2 TRUST
N/A
MFRA TRUST MFRA 2020 NQM2 A1 144A
552751AA7
20069248.390000
PA
USD
20012783.560000
0.1231127
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.381
N
N
N
N
N
N
MFA 2021-RPL1 TRUST
N/A
MFRA TRUST MFRA 2021 RPL1 A1 144A
55283QAA2
2274290.790000
PA
USD
2239408.860000
0.0137762
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Variable
1.1313
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTL COMPANY GUAR 03/22 7.75
552953BX8
65721000.000000
PA
USD
66625649.570000
0.4098612
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
7.75
N
N
N
N
N
N
ACE SECURITIES CORP 2004-HE2
N/A
ACE SECURITIES CORP. ACE 2004 HE2 M1
004421GT4
2584188.040000
PA
USD
2593486.470000
0.0159544
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
1.13688
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INCORPORATED
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC SR SECURED 06/23 4.333
595017AP9
3990000.000000
PA
USD
4160295.390000
0.0255929
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.333
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INCORPORATED
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC SR SECURED 144A 09/24 0.983
595017AX2
27400000.000000
PA
USD
26912627.160000
0.1655585
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.983
N
N
N
N
N
N
ACE SECURITIES CORP 2004-OP1
N/A
ACE SECURITIES CORP. ACE 2004 OP1 M1
004421EW9
15380678.050000
PA
USD
15173434.180000
0.0933425
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Floating
0.88188
N
N
N
N
N
N
MIDOCEAN CREDIT CLO II 2013-2A
N/A
MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A
59863KAS6
27900000.000000
PA
USD
27890419.140000
0.1715736
Long
ABS-CBDO
CORP
KY
N
2
2030-01-29
Floating
1.20713
N
N
N
N
N
N
MIDOCEAN CREDIT CLO VIII 2018-8A
N/A
MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A
59801MAL2
31800000.000000
PA
USD
31796041.850000
0.1955998
Long
ABS-CBDO
CORP
KY
N
2
2031-02-20
Floating
1.20963
N
N
N
N
N
N
MILL CITY MORTGAGE LOAN TRUST 2019-GS2
N/A
MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A
59981TAC9
17081961.470000
PA
USD
17370397.220000
0.1068575
Long
ABS-MBS
CORP
US
N
2
2059-08-25
Fixed
2.75
N
N
N
N
N
N
MILL CITY MORTGAGE LOAN TRUST 2021-NMR1
N/A
MILL CITY MORTGAGE TRUST MCMLT 2021 NMR1 A1 144A
59982HAC4
18863884.490000
PA
USD
18753981.610000
0.1153689
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.125
N
N
N
N
N
N
MITSUBISHI HC CAPITAL AMERICA INC
SAG6K2J487EOB0C5BI47
MITSUBISHI HC CAP AMER
60678NAL8
27400000.000000
PA
USD
27395692.170000
0.1685302
Long
DBT
CORP
US
N
2
2022-01-20
None
0
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED 144A 02/22 3.406
60682LAD4
6000000.000000
PA
USD
6010920.000000
0.0369774
Long
DBT
CORP
JP
N
2
2022-02-28
Fixed
3.406
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED 144A 02/24 3.559
60682LAE2
5000000.000000
PA
USD
5213748.750000
0.0320734
Long
DBT
CORP
JP
N
2
2024-02-28
Fixed
3.559
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED 144A 09/22 2.652
60682LAA0
22460000.000000
PA
USD
22735283.010000
0.1398607
Long
DBT
CORP
JP
N
2
2022-09-19
Fixed
2.652
N
N
N
N
N
N
MITSUBISHI HC CAPITAL INC
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL SR UNSECURED REGS 09/23 3.96
J4706DJP6
2000000.000000
PA
USD
2088406.620000
0.0128473
Long
DBT
CORP
JP
N
2
2023-09-19
Fixed
3.96
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED REGS 10/24 VAR
ACI1FT1M4
3400000.000000
PA
2518316.320000
0.0154919
Long
DBT
CORP
JP
N
2
2024-10-01
Floating
1.3149
N
N
N
N
N
N
MIZUHO BANK LTD/ SYDNEY BRANCH
RB0PEZSDGCO3JS6CEU02
MIZUHO BANK LTD/SYDNEY CERT OF DEPO 08/24 VAR
ACI1DNC13
25950000.000000
PA
19040464.070000
0.1171313
Long
DBT
CORP
JP
N
2
2024-08-07
Floating
0.795
N
N
N
N
N
N
MIZUHO BANK LTD/ SYDNEY BRANCH
RB0PEZSDGCO3JS6CEU02
MIZUHO BANK LTD/SYDNEY CERT OF DEPO 10/23 VAR
ACI1S6082
1300000.000000
PA
949368.610000
0.0058402
Long
DBT
CORP
JP
N
2
2023-10-20
Floating
0.5677
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 05/24 VAR
60687YBC2
86469000.000000
PA
USD
86875935.220000
0.5344349
Long
DBT
CORP
JP
N
2
2024-05-25
Floating
0.81025
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 07/23 VAR
60687YAY5
700000.000000
PA
USD
701962.700000
0.0043183
Long
DBT
CORP
JP
N
2
2023-07-16
Floating
0.96225
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 07/23 VAR
ACI13W744
21455000.000000
PA
15825277.810000
0.0973524
Long
DBT
CORP
JP
N
2
2023-07-19
Floating
1.4352
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 07/24 VAR
60687YBG3
29800000.000000
PA
USD
30068995.960000
0.1849755
Long
DBT
CORP
JP
N
2
2024-07-10
Floating
1.11113
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 09/22 VAR
60687YAN9
2186000.000000
PA
USD
2196126.030000
0.0135099
Long
DBT
CORP
JP
N
2
2022-09-11
Floating
1.08088
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 09/24 VAR
60687YAU3
2000000.000000
PA
USD
2020831.780000
0.0124316
Long
DBT
CORP
JP
N
2
2024-09-11
Floating
1.20088
N
N
N
N
N
N
MKS CLO LTD 2017-1A
N/A
MKS CLO LTD MKS 2017 1A AR 144A
55317AAA7
7100000.000000
PA
USD
7101451.600000
0.0436860
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.1315
N
N
N
N
N
N
MLCC MORTGAGE INVESTORS INC 2005-3
N/A
MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A
59020UL78
209527.160000
PA
USD
208959.280000
0.0012855
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.60188
N
N
N
N
N
N
ACE SECURITIES CORP 2006-HE4
N/A
ACE SECURITIES CORP. ACE 2006 HE4 A2A
00442BAB7
9316.910000
PA
USD
4946.440000
0.0000304
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.22188
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 02/24 3
6174468D4
5000000.000000
PA
4065202.100000
0.0250079
Long
DBT
CORP
US
Y
2
2024-02-07
Fixed
3
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2004-HE4
N/A
MORGAN STANLEY CAPITAL INC MSAC 2004 HE4 M1
61746RGK1
14154234.200000
PA
USD
14114251.320000
0.0868267
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Floating
1.00188
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2006-WMC1
N/A
MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C
61744CXM3
694666.420000
PA
USD
689815.770000
0.0042435
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
0.72188
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2007-HE6
N/A
MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1
61755CAA0
101973.760000
PA
USD
93357.530000
0.0005743
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.16188
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL-2006-HE6
N/A
MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2B
61750FAD2
18216.550000
PA
USD
8579.940000
0.0000528
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
0.30188
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C7
N/A
MORGAN STANLEY BAML TRUST MSBAM 2013 C7 AAB
61690KAC6
254757.130000
PA
USD
256668.900000
0.0015790
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
2.469
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22
N/A
MORGAN STANLEY BAML TRUST MSBAM 2015 C22 ASB
61690FAK9
2416846.620000
PA
USD
2475314.970000
0.0152274
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Fixed
3.04
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2019-PLND
N/A
MORGAN STANLEY CAPITAL I TRUST MSC 2019 PLND A 144A
61691XAA1
11400000.000000
PA
USD
11379556.380000
0.0700036
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.11
N
N
N
N
N
N
MORGAN STANLEY HOME EQUITY LN 2005-2
N/A
MORGAN STANLEY HOME EQUITY LOA MSHEL 2005 2 M5
61744CQP4
950000.000000
PA
USD
948793.120000
0.0058367
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
1.09188
N
N
N
N
N
N
MORGAN STANLEY IXIS RE CAP TR 2006-2
N/A
MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1
617463AA2
8075.830000
PA
USD
3532.560000
0.0000217
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
0.15188
N
N
N
N
N
N
MORGAN STANLEY MORTGAGE LN TR-2006-8AR
N/A
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4
61749LAP6
31759.210000
PA
USD
33504.520000
0.0002061
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
1.97627
N
N
N
N
N
N
MORGAN STANLEY MTGE LN TR 2007-6XS
N/A
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A1M
61751JAG6
719250.020000
PA
USD
233930.240000
0.0014391
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
0.32188
N
N
N
N
N
N
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-6
N/A
MORGAN STANLEY RESIDENTIAL MOR MSRM 2021 6 A6 144A
61772QAN0
13543327.920000
PA
USD
13526415.010000
0.0832105
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Floating
0.89967
N
N
N
N
N
N
MORTGAGEIT TRUST 2004-2
N/A
MORTGAGEIT TRUST MHL 2004 2 A1
61913PAG7
231907.180000
PA
USD
239226.870000
0.0014717
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
0.84188
N
N
N
N
N
N
MOUNTAIN VIEW CLO LLC 2017-1A
N/A
MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A
62432HAJ9
13200000.000000
PA
USD
13204760.980000
0.0812318
Long
ABS-CBDO
CORP
KY
N
2
2029-10-16
Floating
1.21225
N
N
N
N
N
N
MP CLO VII LTD 2015-1A
N/A
MP CLO VII, LTD MP7 2015 1A AR3 144A
55320RAQ0
25207361.400000
PA
USD
25238750.610000
0.1552613
Long
ABS-CBDO
CORP
KY
N
2
2028-10-18
Floating
1.01225
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
MYLAN INC COMPANY GUAR 11/23 4.2
628530BD8
2066000.000000
PA
USD
2166169.290000
0.0133256
Long
DBT
CORP
US
N
2
2023-11-29
Fixed
4.2
N
N
N
N
N
N
ADCB FINANCE (CAYMAN) LIMITED
213800R9XDKRM525M609
ADCB FINANCE CAYMAN LTD COMPANY GUAR 10/22 VAR
ACI0ZDLV7
14950000.000000
PA
10936632.500000
0.0672789
Long
DBT
CORP
KY
N
2
2022-10-25
Floating
1.422
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 04/23 VAR
63861VAD9
12800000.000000
PA
USD
12905075.710000
0.0793882
Long
DBT
CORP
GB
N
2
2023-04-26
Floating
3.622
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-RIVA
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 RIVA A 144A
63874JAA7
5002313.050000
PA
USD
5000669.290000
0.0307626
Long
ABS-MBS
CORP
US
N
2
2033-02-15
Floating
0.85975
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC SR UNSECURED 05/23 VAR
780097BE0
10570000.000000
PA
USD
10663342.930000
0.0655977
Long
DBT
CORP
GB
N
2
2023-05-15
Floating
3.498
N
N
N
N
N
N
ADJUSTABLE RATE MORTAGE TRUST 2004-2
N/A
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 2 6A1
007036BU9
426478.320000
PA
USD
441469.420000
0.0027158
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
2.35988
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC SR UNSECURED 06/24 VAR
780097BH3
28845000.000000
PA
USD
29311750.460000
0.1803172
Long
DBT
CORP
GB
N
2
2024-06-25
Floating
1.76975
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-A
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 A A2A 144A
63941FAB2
2547842.050000
PA
USD
2599106.160000
0.0159889
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
2.46
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A
63941TAA4
19260812.970000
PA
USD
19268501.890000
0.1185341
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-GA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A
63941UAA1
12105323.120000
PA
USD
12054006.230000
0.0741527
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.17
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-FA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2021 FA A 144A
63942GAA1
36121819.470000
PA
USD
35542710.850000
0.2186482
Long
ABS-O
CORP
US
N
2
2070-02-18
Fixed
1.11
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2014-AA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2014 AA A2A 144A
63939CAB3
1493705.140000
PA
USD
1508839.510000
0.0092819
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
2.74
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2015-AA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A2A 144A
63939EAB9
3008453.840000
PA
USD
3045696.990000
0.0187362
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
2.65
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2015-BA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A
63939KAC3
8537404.150000
PA
USD
8579908.470000
0.0527810
Long
ABS-O
CORP
US
N
2
2040-07-16
Floating
1.55975
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2017-2
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2017 2A A 144A
63939RAA2
19310454.800000
PA
USD
19485202.830000
0.1198672
Long
ABS-O
CORP
US
N
2
2066-12-27
Floating
1.15275
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2017-5A
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2017 5A A 144A
63940CAA2
13725435.550000
PA
USD
13798658.000000
0.0848852
Long
ABS-O
CORP
US
N
2
2066-07-26
Floating
0.90275
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2018-1A
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2018 1A A2 144A
63940DAB8
5079639.810000
PA
USD
5081784.430000
0.0312616
Long
ABS-O
CORP
US
N
2
2067-03-25
Floating
0.45275
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2020-IA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A
63942AAA4
2971081.370000
PA
USD
2930050.140000
0.0180248
Long
ABS-O
CORP
US
N
2
2069-04-15
Fixed
1.33
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 2020-IA
N/A
NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A
63942AAB2
11735771.380000
PA
USD
11815089.940000
0.0726829
Long
ABS-O
CORP
US
N
2
2069-04-15
Floating
1.10975
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2012-4A
N/A
NELNET STUDENT LOAN TRUST NSLT 2012 4A A 144A
64033AAA2
4155596.310000
PA
USD
4142204.900000
0.0254816
Long
ABS-O
CORP
US
N
2
2038-09-27
Floating
0.80275
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2015-3A
N/A
NELNET STUDENT LOAN TRUST NSLT 2015 3A A2 144A
64033TAC7
4465667.610000
PA
USD
4475779.670000
0.0275337
Long
ABS-O
CORP
US
N
2
2051-02-27
Floating
0.70275
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2016-1A
N/A
NELNET STUDENT LOAN TRUST NSLT 2016 1A A 144A
64033UAA8
2960996.810000
PA
USD
2958451.540000
0.0181995
Long
ABS-O
CORP
US
N
2
2065-09-25
Floating
0.90275
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2017-3A
N/A
NELNET STUDENT LOAN TRUST NSLT 2017 3A A 144A
64032KAA1
2950514.940000
PA
USD
2974486.690000
0.0182982
Long
ABS-O
CORP
US
N
2
2066-02-25
Floating
0.95275
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2019-2
N/A
NELNET STUDENT LOAN TRUST NSLT 2019 2A A 144A
64034NAA3
59099020.310000
PA
USD
59937091.700000
0.3687152
Long
ABS-O
CORP
US
N
2
2067-06-27
Floating
1.00188
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST 2019-3A
N/A
NELNET STUDENT LOAN TRUST NSLT 2019 3A A 144A
64031DAA8
32461957.760000
PA
USD
32434329.390000
0.1995264
Long
ABS-O
CORP
US
N
2
2067-08-25
Floating
0.90188
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 02/22 5.5
64110LAJ5
12674000.000000
PA
USD
12758725.690000
0.0784879
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
5.5
N
N
N
N
N
N
NEW CENTURY HOME EQUITY LOAN TR 2004-3
N/A
NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1
64352VHV6
2139961.380000
PA
USD
2130062.560000
0.0131035
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
1.03188
N
N
N
N
N
N
NEW CENTURY HOME EQUITY LOAN TR 2006-1
N/A
NEW CENTURY HOME EQUITY LOAN T NCHET 2006 1 A2B
64352VQR5
180168.550000
PA
USD
177107.520000
0.0010895
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
0.28188
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A
64830KAA5
9989449.940000
PA
USD
10647161.320000
0.0654982
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
4.5
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A
64829VAA4
2723585.740000
PA
USD
2786015.230000
0.0171387
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
3.5
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A
64830NAA9
66867914.160000
PA
USD
68198264.690000
0.4195355
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Fixed
2.75
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-1A
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A
64830TAD0
2234728.670000
PA
USD
2322508.370000
0.0142874
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.5
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A
64828XAA1
62136756.150000
PA
USD
63274498.800000
0.3892459
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.75
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R
N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A
64831EAA8
4685255.130000
PA
USD
4665986.550000
0.0287038
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.94054
N
N
N
N
N
N
NEW YORK MORTGAGE TRUST 2021-SP1
N/A
NEW YORK MORTGAGE TRUST NYMT 2021 SP1 A1 144A
62955RAA3
21320256.310000
PA
USD
21099039.460000
0.1297950
Long
ABS-MBS
CORP
US
N
2
2061-08-25
Fixed
1.6696
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 01/22 2.8
654740AV1
2170000.000000
PA
USD
2171263.370000
0.0133570
Long
DBT
CORP
US
N
2
2022-01-13
Fixed
2.8
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 01/22 VAR
654740AW9
98600000.000000
PA
USD
98609268.400000
0.6066149
Long
DBT
CORP
US
N
2
2022-01-13
Floating
1.01175
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/23 3.45
654740BH1
800000.000000
PA
USD
821255.370000
0.0050521
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.45
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/22 2.65
654740AZ2
448000.000000
PA
USD
451990.670000
0.0027805
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
2.65
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/22 VAR
654740BA6
3039000.000000
PA
USD
3041283.110000
0.0187091
Long
DBT
CORP
US
N
2
2022-07-13
Floating
0.77175
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/22 2.6
654740BD0
1475000.000000
PA
USD
1490683.130000
0.0091702
Long
DBT
CORP
US
N
2
2022-09-28
Fixed
2.6
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/22 VAR
654740BE8
42951000.000000
PA
USD
42997634.910000
0.2645087
Long
DBT
CORP
US
N
2
2022-09-28
Floating
0.90975
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/23 3.875
654740BL2
7500000.000000
PA
USD
7805227.200000
0.0480154
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
3.875
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/24 1.125
65480CAB1
4900000.000000
PA
USD
4817399.030000
0.0296352
Long
DBT
CORP
US
N
2
2024-09-16
Fixed
1.125
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 03/23 3.45
U65478BN5
50000.000000
PA
USD
51328.460000
0.0003158
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.45
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 07/22 2.65
U65478BE5
7260000.000000
PA
USD
7324670.270000
0.0450592
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
2.65
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 07/22 VAR
U65478BF2
2260000.000000
PA
USD
2261697.870000
0.0139133
Long
DBT
CORP
US
N
2
2022-07-13
Floating
0.77175
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/22 2.6
U65478BJ4
2500000.000000
PA
USD
2526581.580000
0.0155428
Long
DBT
CORP
US
N
2
2022-09-28
Fixed
2.6
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/22 VAR
U65478BK1
7248000.000000
PA
USD
7255869.660000
0.0446360
Long
DBT
CORP
US
N
2
2022-09-28
Floating
0.90975
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/23 3.875
U65478BQ8
1235000.000000
PA
USD
1285260.750000
0.0079065
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
3.875
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/23 3.043
654744AA9
28629000.000000
PA
USD
29387732.630000
0.1807846
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
3.043
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC SR UNSECURED 01/25 2.648
65535HAP4
75443000.000000
PA
USD
77639736.450000
0.4776166
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
2.648
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC SR UNSECURED 07/25 1.851
65535HAR0
73927000.000000
PA
USD
73943735.590000
0.4548799
Long
DBT
CORP
JP
N
2
2025-07-16
Fixed
1.851
N
N
N
N
N
N
NOMURA HOME EQUITY LOAN INC 2006-HE3
N/A
NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1
65536QAA6
3451307.750000
PA
USD
3319621.380000
0.0204213
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
0.25188
N
N
N
N
N
N
NOMURA RESECURITIZATION TRUST 2015-4R
N/A
NOMURA RESECURITIZATION TRUST NMRR 2015 4R 6A1 144A
65540WCH0
485440.110000
PA
USD
484202.290000
0.0029787
Long
ABS-MBS
CORP
US
N
2
2036-12-26
Floating
0.573844
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP SR UNSECURED 144A 08/23 VAR
65557CAZ6
11015000.000000
PA
USD
11135783.000000
0.0685040
Long
DBT
CORP
FI
N
2
2023-08-30
Floating
1.11538
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP SR UNSECURED REGS 08/23 VAR
65557DAZ4
3945000.000000
PA
USD
3988258.190000
0.0245346
Long
DBT
CORP
FI
N
2
2023-08-30
Floating
1.11538
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 09/23 4.5
00774MAP0
30623000.000000
PA
USD
32131410.890000
0.1976629
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.5
N
N
N
N
N
N
NORTHSTAR EDUCATION FINANCE INC 2012-1
N/A
NORTHSTAR EDUCATION FINANCE I NEF 2012 1 A 144A
66705EAA6
2373882.030000
PA
USD
2384820.170000
0.0146707
Long
ABS-O
CORP
US
N
2
2031-12-26
Floating
0.80275
N
N
N
N
N
N
NOVASTAR HOME EQUITY LOAN 2005-1
N/A
NOVASTAR HOME EQUITY LOAN NHEL 2005 1 M5
66987XGJ8
2600026.130000
PA
USD
2614712.120000
0.0160849
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
1.18188
N
N
N
N
N
N
NOVASTAR HOME EQUITY LOAN 2005-4
N/A
NOVASTAR HOME EQUITY LOAN NHEL 2005 4 M1
66987WDE4
5227785.240000
PA
USD
5230741.030000
0.0321780
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
0.76188
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/23 1.15
00774MAT2
98525000.000000
PA
USD
98136373.060000
0.6037058
Long
DBT
CORP
IE
N
2
2023-10-29
Fixed
1.15
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.65
00774MAU9
27800000.000000
PA
USD
27763813.850000
0.1707947
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV/NXP FUNDING LLC COMPANY GUAR 144A 06/23 4.625
62947QAV0
14188000.000000
PA
USD
14853613.420000
0.0913750
Long
DBT
CORP
NL
N
2
2023-06-01
Fixed
4.625
N
N
N
N
N
N
NYO 2021-1290 NYO COMMERCIAL MORTGAGE TRUST
N/A
NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A
62955HAA5
55900000.000000
PA
USD
55735022.330000
0.3428653
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
1.205
N
N
N
N
N
N
OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A
N/A
OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A
ACI1WXMN1
36000000.000000
PA
40835215.980000
0.2512061
Long
ABS-CBDO
CORP
IE
N
2
2031-10-20
Floating
0.74
N
N
N
N
N
N
OAKTREE CLO 2019-1A
N/A
OAKTREE CLO LTD OAKCL 2019 1A A1R 144A
67401XAS0
14200000.000000
PA
USD
14201365.760000
0.0873626
Long
ABS-CBDO
CORP
KY
N
2
2030-04-22
Floating
1.23825
N
N
N
N
N
N
OBX TRUST 2018-1
N/A
ONSLOW BAY FINANCIAL LLC OBX 2018 1 A2 144A
67112FAD2
1130064.330000
PA
USD
1132287.620000
0.0069655
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
0.75188
N
N
N
N
N
N
OCP CLO 2015-9
N/A
OCP CLO LTD OCP 2015 9A A1R 144A
67091YAJ3
24748.640000
PA
USD
24757.660000
0.0001523
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
0.92375
N
N
N
N
N
N
OCP EURO CLO 2020-4 DAC 20-4A
N/A
OCP EURO CLO OCPE 2020 4A AR 144A
ACI1ZTQK9
9000000.000000
PA
10160091.430000
0.0625019
Long
ABS-CBDO
CORP
IE
N
2
2034-09-22
Floating
0.88
N
N
N
N
N
N
OGE ENERGY CORP
CE5OG6JPOZMDSA0LAQ19
OGE ENERGY CORP SR UNSECURED 05/23 0.703
670837AC7
23200000.000000
PA
USD
23101327.150000
0.1421125
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.703
N
N
N
N
N
N
ONE NEW YORK PLAZA TRUST 2020-1NYP
N/A
ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A
68249DAA7
27900000.000000
PA
USD
27883201.410000
0.1715292
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
1.06
N
N
N
N
N
N
ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP COMPANY GUAR 03/23 5.625
85172FAL3
500000.000000
PA
USD
522815.000000
0.0032162
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.625
N
N
N
N
N
N
ONSLOW BAY MORTGAGE LOAN TRUST 2021-INV2
N/A
ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A11 144A
67114KAL1
6706513.610000
PA
USD
6700192.720000
0.0412176
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Floating
0.94967
N
N
N
N
N
N
OPTION ONE MORTGAGE LOAN TRUST 2005-2
N/A
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 2 M1
68389FHB3
456342.940000
PA
USD
456905.700000
0.0028107
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.76188
N
N
N
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP SR UNSECURED 07/22 2.9
686330AH4
21535000.000000
PA
USD
21787055.120000
0.1340275
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.9
N
N
N
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP SR UNSECURED REGS 01/22 3.2
ACI0RXMB5
12000000.000000
PA
USD
12013508.040000
0.0739035
Long
DBT
CORP
JP
N
2
2022-01-19
Fixed
3.2
N
N
N
N
N
N
OZLM IX LTD 2014-9A
N/A
OZLM LTD OZLM 2014 9A A1A3 144A
67109KBC7
3800000.000000
PA
USD
3800262.350000
0.0233781
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
1.2315
N
N
N
N
N
N
OZLM XVI LTD 2017-16A
N/A
OZLM LTD OZLM 2017 16A A1R 144A
67111KAJ9
26200000.000000
PA
USD
26198690.000000
0.1611666
Long
ABS-CBDO
CORP
KY
N
2
2030-05-16
Floating
1.185
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/24 3.75
694308HG5
6900000.000000
PA
USD
7158545.140000
0.0440372
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/22 1.75
694308JE8
94854000.000000
PA
USD
94854700.020000
0.5835179
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/22 VAR
694308JD0
72139000.000000
PA
USD
72168382.940000
0.4439584
Long
DBT
CORP
US
N
2
2022-06-16
Floating
1.69088
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/23 3.25
694308HC4
2100000.000000
PA
USD
2139677.550000
0.0131627
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.25
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/23 4.25
694308JB4
7000000.000000
PA
USD
7249270.770000
0.0445954
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.25
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4
694308HK6
4400000.000000
PA
USD
4553146.930000
0.0280096
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.4
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/23 1.7
694308JY4
30600000.000000
PA
USD
30685023.020000
0.1887651
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.7
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/23 3.85
694308HE0
2300000.000000
PA
USD
2376519.850000
0.0146196
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.85
N
N
N
N
N
N
PACIFIC LIFE GLOBAL FUNDING II
6354003EUPCHXTWUU869
PACIFIC LIFE GF II SECURED 144A 06/26 VAR
6944PL2G3
20200000.000000
PA
USD
20343396.770000
0.1251465
Long
DBT
CORP
US
N
2
2026-06-04
Floating
0.669698
N
N
N
N
N
N
PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A
N/A
PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A
ACI1ZMCH6
30050000.000000
PA
34274905.150000
0.2108490
Long
ABS-CBDO
CORP
IE
N
2
2031-04-15
Floating
0.78
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING 2020-1 LTD
N/A
PALMER SQUARE LOAN FUNDING LTD PSTAT 2020 1A A1 144A
69701EAA4
4399651.940000
PA
USD
4397589.430000
0.0270527
Long
ABS-CBDO
CORP
KY
N
2
2028-02-20
Floating
0.95963
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING 2021-4
N/A
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A
69702HAA6
9400000.000000
PA
USD
9404041.060000
0.0578509
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
0.92788
N
N
N
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORP SR UNSECURED 01/22 3.5
00912XBE3
7991000.000000
PA
USD
7998093.930000
0.0492019
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.5
N
N
N
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORP SR UNSECURED 01/23 2.25
00914AAD4
14250000.000000
PA
USD
14430768.380000
0.0887738
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.25
N
N
N
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORP SR UNSECURED 01/23 2.75
00912XAX2
12800000.000000
PA
USD
12999394.300000
0.0799684
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.75
N
N
N
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORP SR UNSECURED 02/24 4.25
00914AAA0
1800000.000000
PA
USD
1897460.080000
0.0116726
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.25
N
N
N
N
N
N
AIRCASTLE LIMITED
549300PNK8AKY3OIKP58
AIRCASTLE LTD SR UNSECURED 04/23 5
00928QAP6
35316000.000000
PA
USD
36875423.540000
0.2268466
Long
DBT
CORP
BM
N
2
2023-04-01
Fixed
5
N
N
N
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP
70109MC28
52200000.000000
PA
USD
52165769.850000
0.3209083
Long
DBT
CORP
US
N
2
2022-03-02
None
0
N
N
N
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP
70109MDN1
70900000.000000
PA
USD
70796990.100000
0.4355220
Long
DBT
CORP
US
N
2
2022-04-22
None
0
N
N
N
N
N
N
AIRCASTLE LIMITED
549300PNK8AKY3OIKP58
AIRCASTLE LTD SR UNSECURED 09/23 4.4
00928QAR2
13400000.000000
PA
USD
14045771.190000
0.0864054
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.4
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GROUP
N/A
PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.375
70462GAB4
2100000.000000
PA
USD
2088365.270000
0.0128470
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.375
N
N
N
N
N
N
PENNSYLVANIA HIGHER EDUCATION-2006-2
N/A
PENNSYLVANIA ST HGR EDU ASSIST PASSTD 10/36 FLOATING VAR
709163GH6
1809566.740000
PA
USD
1785107.010000
0.0109814
Long
ABS-O
CORP
US
N
2
2036-10-25
Floating
0.25388
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC)
549300E86RB6YCTMRM83
PERRIGO FINANCE UNLIMITD COMPANY GUAR 12/24 3.9
714295AC6
5818000.000000
PA
USD
6096357.210000
0.0375030
Long
DBT
CORP
IE
N
2
2024-12-15
Fixed
3.9
N
N
N
N
N
N
PETRONAS CAPITAL LIMITED
549300G7YFX3540OYR85
PETRONAS CAPITAL LTD COMPANY GUAR REGS 03/22 3.125
Y68856AM8
900000.000000
PA
USD
904148.650000
0.0055621
Long
DBT
CORP
MY
N
2
2022-03-18
Fixed
3.125
N
N
N
N
N
N
PFP 2019-6 LTD
N/A
PFP III PFP 2019 6 A 144A
69346WAA5
779259.920000
PA
USD
779477.800000
0.0047951
Long
ABS-MBS
CORP
KY
N
2
2037-04-14
Floating
1.1575
N
N
N
N
N
N
PFP III LTD 2021-7
N/A
PFP III PFP 2021 7 A 144A
69290LAA5
8999550.900000
PA
USD
9007272.510000
0.0554101
Long
ABS-MBS
CORP
KY
N
2
2038-04-14
Floating
0.95975
N
N
N
N
N
N
PFP III LTD 2021-8
N/A
PFP III PFP 2021 8 A 144A
69357XAA9
18600000.000000
PA
USD
18576548.190000
0.1142774
Long
ABS-MBS
CORP
US
N
2
2037-08-09
Floating
1.10863
N
N
N
N
N
N
PFP LTD 2019-5
N/A
PFP III PFP 2019 5 A 144A
69346TAA2
9211397.440000
PA
USD
9216293.760000
0.0566959
Long
ABS-MBS
CORP
KY
N
2
2036-04-14
Floating
1.0775
N
N
N
N
N
N
PFS FINANCING CORP 2019-A
N/A
PFS FINANCING CORP. PFSFC 2019 A A1 144A
69335PDD4
18700000.000000
PA
USD
18719833.220000
0.1151588
Long
ABS-O
CORP
US
N
2
2024-04-15
Floating
0.65975
N
N
N
N
N
N
PFS FINANCING CORP 2019-C
N/A
PFS FINANCING CORP. PFSFC 2019 C A 144A
69335PDM4
2980000.000000
PA
USD
3012715.040000
0.0185333
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.23
N
N
N
N
N
N
PFS FINANCING CORP 2020-F
N/A
PFS FINANCING CORP. PFSFC 2020 F A 144A
69335PDV4
14000000.000000
PA
USD
14033896.800000
0.0863324
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.93
N
N
N
N
N
N
PIPER SANDLER COMPANIES
QUQDBTUSOAKFEVMRMF78
PIPER SANDLER COS SR UNSECURED 144A 10/23 5.2
724078AE0
24600000.000000
PA
USD
24606250.860000
0.1513703
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
5.2
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
N/A
PLAINS ALL AMER PIPELINE SR UNSECURED 01/23 2.85
72650RBB7
21028000.000000
PA
USD
21323094.120000
0.1311733
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
2.85
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
N/A
PLAINS ALL AMER PIPELINE SR UNSECURED 06/22 3.65
72650RAZ5
11500000.000000
PA
USD
11556936.270000
0.0710948
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.65
N
N
N
N
N
N
POLARIS 2019-1 HOLDINGS LTD 19-1
N/A
POLARIS PLRS 2019 1 A REGS
ACI1CTP90
2615237.900000
PA
3549664.080000
0.0218365
Long
ABS-MBS
CORP
GB
N
2
2057-04-27
Floating
1.44256
N
N
N
N
N
N
POLARIS 2020-1 PLC 20-1
N/A
POLARIS PLRS 2020 1 A REGS
ACI1PGM22
829782.280000
PA
1130952.060000
0.0069573
Long
ABS-MBS
CORP
GB
N
2
2057-05-27
Floating
1.44256
N
N
N
N
N
N
PRECISE MORTGAGE FUNDING 2018-2B
N/A
PRECISE MORTGAGE FUNDING PMF 2018 2B A REGS
ACI11CLN2
2165242.770000
PA
2932785.010000
0.0180416
Long
ABS-MBS
CORP
GB
N
2
2055-03-12
Floating
0.77463
N
N
N
N
N
N
PRET 2021-NPL6 LLC
N/A
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL6 A1 144A
69362GAA9
11300000.000000
PA
USD
11268022.240000
0.0693175
Long
ABS-MBS
CORP
US
N
3
2051-07-25
Fixed
2.4871
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL1 LLC
N/A
PRETIUM MORTGAGE CREDIT PRET 2021 NPL1 A1 144A
741389AA8
5211496.690000
PA
USD
5169996.500000
0.0318043
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Fixed
2.2395
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS I 2021-RN1 LLC
N/A
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A1 144A
74140QAA6
12314380.930000
PA
USD
12173000.750000
0.0748847
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
1.9917
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD COMPANY GUAR REGS 02/22 VAR
ACI1JX5N5
23200000.000000
PA
USD
23211598.840000
0.1427909
Long
DBT
CORP
KY
N
2
2022-02-12
Floating
1.27482
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD COMPANY GUAR REGS 02/23 VAR
BG0651II5
35810000.000000
PA
26335436.060000
0.1620078
Long
DBT
CORP
KY
N
2
2023-02-01
Floating
1.8117
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD COMPANY GUAR REGS 03/24 3.5
ACI19T8T9
21000000.000000
PA
USD
22028475.000000
0.1355126
Long
DBT
CORP
KY
N
2
2024-03-28
Fixed
3.5
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD COMPANY GUAR REGS 05/22 VAR
ACI1BFTD8
35840000.000000
PA
USD
35907809.280000
0.2208942
Long
DBT
CORP
KY
N
2
2022-05-02
Floating
1.13225
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC SR UNSECURED 10/24 0.95
74762EAG7
7200000.000000
PA
USD
7126268.900000
0.0438387
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95
N
N
N
N
N
N
RAAC SERIES 2006-RP4
N/A
RAAC SERIES RAAC 2006 RP4 M1 144A
74919TAB7
3948564.270000
PA
USD
3944423.810000
0.0242649
Long
ABS-MBS
CORP
US
N
2
2046-01-25
Floating
0.92688
N
N
N
N
N
N
RALI SERIES 2005-QO1 TRUST
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1
761118EN4
356132.990000
PA
USD
304570.600000
0.0018736
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
0.40188
N
N
N
N
N
N
RAMP SERIES 2005-RS7
N/A
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS7 M2
76112BWX4
851352.170000
PA
USD
852238.770000
0.0052427
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
0.88188
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST 2010-2
N/A
RBSSP RESECURITIZATION TRUST RBSSP 2010 2 14A1 144A
74929CDA1
634178.970000
PA
USD
633531.160000
0.0038973
Long
ABS-MBS
CORP
US
N
2
2045-08-26
Floating
0.70839
N
N
N
N
N
N
RCO MORTGAGE LLC 2021-1
N/A
RCO MORTGAGE LLC RCO 2021 1 A1 144A
74936JAA0
2126126.190000
PA
USD
2116832.470000
0.0130221
Long
ABS-MBS
CORP
US
N
2
2026-05-26
Fixed
1.8677
N
N
N
N
N
N
READY CAPITAL MORTGAGE FINANCING 2021-FL6 LLC
N/A
READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL6 A 144A
75575TAA1
6700000.000000
PA
USD
6674392.600000
0.0410589
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
1.05188
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 02/22 4.125
02005NAY6
24942000.000000
PA
USD
25041141.960000
0.1540457
Long
DBT
CORP
US
N
2
2022-02-13
Fixed
4.125
N
N
N
N
N
N
RELIANCE INDUSTRIES LIMITED
5493003UOETFYRONLG31
RELIANCE INDUSTRIES LTD SR UNSECURED 144A 02/22 5.4
759470AY3
3750000.000000
PA
USD
3767334.900000
0.0231755
Long
DBT
CORP
IN
N
2
2022-02-14
Fixed
5.4
N
N
N
N
N
N
RELIANCE INDUSTRIES LIMITED
5493003UOETFYRONLG31
RELIANCE INDUSTRIES LTD SR UNSECURED REGS 02/22 5.4
Y72570AP2
10440000.000000
PA
USD
10488260.360000
0.0645207
Long
DBT
CORP
IN
N
2
2022-02-14
Fixed
5.4
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 05/22 4.625
02005NBC3
1901000.000000
PA
USD
1929355.410000
0.0118688
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
4.625
N
N
N
N
N
N
RENAISSANCE HOME EQUITY LN TR 2003-2
N/A
RENAISSANCE HOME EQUITY LOAN T RAMC 2003 2 A
759950AW8
324681.580000
PA
USD
320673.710000
0.0019727
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
0.98188
N
N
N
N
N
N
RENAISSANCE HOME EQUITY LOAN TR 2004-3
N/A
RENAISSANCE HOME EQUITY LOAN T RAMC 2004 3 AV2A
759950DY1
141906.450000
PA
USD
138243.940000
0.0008504
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
0.82188
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2006-QO3
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1
761118WP9
143160.830000
PA
USD
53702.860000
0.0003304
Long
ABS-MBS
CORP
US
N
2
2046-04-25
Floating
0.52188
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS 2007-QH7
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH7 1A1
75115LAA5
156243.960000
PA
USD
149280.870000
0.0009183
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
0.60188
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC 2005-QO2
N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1
761118HU5
227914.810000
PA
USD
223849.220000
0.0013771
Long
ABS-MBS
CORP
US
N
2
2045-09-25
Floating
1.44203
N
N
N
N
N
N
RESIDENTIAL ASSET MTGE PRO INC 2004-RS1
N/A
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS1 MII1
760985N80
1911300.080000
PA
USD
1901553.210000
0.0116978
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
1.12188
N
N
N
N
N
N
RESIDENTIAL ASSET MTGE PROD 2005-EFC5
N/A
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3
76112BH60
83367.610000
PA
USD
83372.010000
0.0005129
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
0.79188
N
N
N
N
N
N
RESIDENTIAL ASSET MTGE PROD 2006-RZ2
N/A
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RZ2 A3
75156UAC1
381160.820000
PA
USD
381419.740000
0.0023464
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
0.64188
N
N
N
N
N
N
RESIDENTIAL ASSET SEC CORP 2004-KS10
N/A
RESIDENTIAL ASSET SECURITIES C RASC 2004 KS10 M1
76110WG34
1600753.300000
PA
USD
1600571.450000
0.0098462
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
1.00188
N
N
N
N
N
N
RESIDENTIAL ASSET SEC TR 2004-IP2
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2004 IP2 4A
45660LAS8
911784.160000
PA
USD
900334.340000
0.0055386
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
3.21773
N
N
N
N
N
N
RESIDENTIAL ASSET SECUR TRUST 2005-A15
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1
45660L4G1
83966.970000
PA
USD
48628.400000
0.0002991
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.75
Y
N
N
N
N
N
RESIDENTIAL ASSET SECURITIES 2005-EMX1
N/A
RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M1
76110WQ58
919492.850000
PA
USD
919277.410000
0.0056551
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
0.74688
N
N
N
N
N
N
RESIDENTIAL FUNDING MTG SEC I 2003-S9
N/A
RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1
76111JZ72
9707.480000
PA
USD
10216.820000
0.0000629
Long
ABS-MBS
CORP
US
N
2
2032-03-25
Fixed
6.5
N
N
N
N
N
N
RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32A
N/A
RESIDENTIAL MORTGAGE SECURITIE RMS 32A A 144A
ACI1PKR28
27545619.070000
PA
37641369.320000
0.2315585
Long
ABS-MBS
CORP
GB
N
2
2070-06-20
Floating
1.4204
N
N
N
N
N
N
RESIMAC PREMIER SERIES 2021-1A
N/A
RESIMAC RESI 2021 1A A1 144A
76123EAA9
10443452.250000
PA
USD
10435968.990000
0.0641990
Long
ABS-MBS
CORP
AU
N
2
2052-07-10
Floating
0.80138
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC COMPANY GUAR 09/23 4.85
761713AY2
4600000.000000
PA
USD
4885363.020000
0.0300533
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.85
N
N
N
N
N
N
RIPON MORTGAGES PLC 1A
N/A
RIPON MORTGAGES RIPON 1A A1 144A
ACI0TMV43
74873608.860000
PA
101447143.450000
0.6240727
Long
ABS-MBS
CORP
GB
N
2
2056-08-20
Floating
0.91438
N
N
N
N
N
N
RIPON MORTGAGES PLC 1X
N/A
RIPON MORTGAGES RIPON 1X A1 REGS
ACI0TMVB7
9618594.700000
PA
13032348.400000
0.0801711
Long
ABS-MBS
CORP
GB
N
2
2056-08-20
Floating
0.91438
N
N
N
N
N
N
RIPON MORTGAGES PLC 1X
N/A
RIPON MORTGAGES RIPON 1X A2 REGS
ACI0WLGW6
7515403.430000
PA
10180683.160000
0.0626285
Long
ABS-MBS
CORP
GB
N
2
2056-08-20
Floating
0.91438
N
N
N
N
N
N
RMAC 2018-1 PLC 18-1
N/A
RMAC PLC RMAC 2018 1 A REGS
ACI11M5K4
5531898.690000
PA
7487713.950000
0.0460622
Long
ABS-MBS
CORP
GB
N
2
2046-06-12
Floating
0.79463
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS IN COMPANY GUAR 06/22 4
775109AV3
5800000.000000
PA
4645517.190000
0.0285778
Long
DBT
CORP
CA
N
2
2022-06-06
Fixed
4
N
N
N
N
N
N
SABIC CAPITAL II BV
2138005PCUTH59D4RJ83
SABIC CAPITAL II BV COMPANY GUAR REGS 10/23 4
ACI15FHJ5
2700000.000000
PA
USD
2835151.200000
0.0174410
Long
DBT
CORP
NL
N
2
2023-10-10
Fixed
4
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION SR SECURED 04/23 5.625
785592AD8
11200000.000000
PA
USD
11717525.790000
0.0720827
Long
DBT
CORP
US
N
2
2023-04-15
Variable
5.625
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION SR SECURED 05/24 5.75
785592AJ5
5000000.000000
PA
USD
5440608.750000
0.0334690
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75
N
N
N
N
N
N
SAGE AR FUNDING NO 1 PLC 1A
N/A
SAGE AR FUNDING SGSHR 1A A 144A
ACI1S3ZB4
4800000.000000
PA
6510955.800000
0.0400535
Long
ABS-MBS
CORP
GB
N
2
2030-11-17
Floating
1.34448
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS SR UNSECURED 01/24 VAR
80281LAH8
14400000.000000
PA
USD
14715415.150000
0.0905249
Long
DBT
CORP
GB
N
2
2024-01-05
Floating
3.373
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS SR UNSECURED 03/25 VAR
80281LAN5
56000000.000000
PA
USD
55509905.920000
0.3414804
Long
DBT
CORP
GB
N
2
2025-03-15
Floating
1.089
N
N
N
N
N
N
SARANAC CLO LTD 2018-6A
N/A
SARANAC CLO LTD SRANC 2018 6A A1R 144A
80317LAJ2
3300000.000000
PA
USD
3300420.850000
0.0203032
Long
ABS-CBDO
CORP
JE
N
2
2031-08-13
Floating
1.25413
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/23 1.25
80414L2G9
2200000.000000
PA
USD
2202466.200000
0.0135489
Long
DBT
CORP
SA
N
2
2023-11-24
Fixed
1.25
N
N
N
N
N
N
SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO SR UNSECURED REGS 04/24 2.875
ACI1B8GJ5
10700000.000000
PA
USD
11058257.400000
0.0680271
Long
DBT
CORP
SA
N
2
2024-04-16
Fixed
2.875
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA TOWER TRUST SBAC 2014 2A C 144A
78403DAH3
9800000.000000
PA
USD
10156215.300000
0.0624780
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.869
N
N
N
N
N
N
SCULPTOR CLO XXV 25A
N/A
SCULPTOR CLO XXV, LTD. SCUL 25A A1 144A
811244AC6
19700000.000000
PA
USD
19705337.720000
0.1212214
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
1.39375
N
N
N
N
N
N
SECURITIZED ASSET BACKED RECEIVABLES LLC 2004-OP2
N/A
SECURITIZED ASSET BACKED RECEI SABR 2004 OP2 A1
81375WBL9
3243067.370000
PA
USD
3083763.680000
0.0189704
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
0.77188
N
N
N
N
N
N
SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1
N/A
SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2
81375WCT1
528902.200000
PA
USD
517042.100000
0.0031807
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
0.77688
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 10
N/A
SEQUOIA MORTGAGE TRUST SEMT 10 2A1
81743VAB9
81254.380000
PA
USD
80716.870000
0.0004965
Long
ABS-MBS
CORP
US
N
2
2027-10-20
Floating
0.86388
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2004-3
N/A
SEQUOIA MORTGAGE TRUST SEMT 2004 3 A
81744FAZ0
368264.530000
PA
USD
369276.370000
0.0022717
Long
ABS-MBS
CORP
US
N
2
2034-05-20
Floating
0.66625
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2005-3
N/A
SEQUOIA MORTGAGE TRUST SEMT 2005 3 A1
81744FHK6
1309027.680000
PA
USD
1272083.380000
0.0078255
Long
ABS-MBS
CORP
US
N
2
2035-05-20
Floating
0.50388
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2005-4
N/A
SEQUOIA MORTGAGE TRUST SEMT 2005 4 2A1
81744FJG3
52544.130000
PA
USD
55550.560000
0.0003417
Long
ABS-MBS
CORP
US
N
2
2035-04-20
Floating
2.57883
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST 2007-1
N/A
SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1
81744HAA1
78842.000000
PA
USD
59724.080000
0.0003674
Long
ABS-MBS
CORP
US
N
2
2047-01-20
Floating
1.88127
Y
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA COMPANY GUAR 144A 04/23 3.6
78413HAA7
5298000.000000
PA
USD
5451078.030000
0.0335334
Long
DBT
CORP
LU
N
2
2023-04-04
Fixed
3.6
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA COMPANY GUAR REGS 04/23 3.6
L8175MAB6
5220000.000000
PA
USD
5370824.330000
0.0330397
Long
DBT
CORP
LU
N
2
2023-04-04
Fixed
3.6
N
N
N
N
N
N
SHINHAN BANK CO LTD
5493003P813VL21KG928
SHINHAN BANK SR UNSECURED REGS 09/25 VAR
BN7F56II2
970000.000000
PA
712639.810000
0.0043839
Long
DBT
CORP
KR
N
2
2025-09-29
Floating
0.9418
N
N
N
N
N
N
SILVERSTONE MASTER ISSUER PLC 19-1A
N/A
SILVERSTONE MASTER ISSUER SMI 2019 1A 2A 144A
ACI1BCW41
20064000.000000
PA
27346371.810000
0.1682267
Long
ABS-MBS
CORP
GB
N
2
2070-01-21
Floating
0.82935
N
N
N
N
N
N
SK BROADBAND CO LTD
988400JTBDVK7K17FX69
SK BROADBAND CO LTD SR UNSECURED REGS 08/23 3.875
ACI14CDW8
4500000.000000
PA
USD
4701115.530000
0.0289199
Long
DBT
CORP
KR
N
2
2023-08-13
Fixed
3.875
N
N
N
N
N
N
SK TELECOM CO LTD
9884003WEA1PHW006037
SK TELECOM CO LTD SR UNSECURED REGS 04/23 3.75
Y4935NAM6
2875000.000000
PA
USD
2977794.070000
0.0183185
Long
DBT
CORP
KR
N
2
2023-04-16
Fixed
3.75
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIONS INC SR UNSECURED 06/23 0.9
83088MAJ1
2500000.000000
PA
USD
2487913.850000
0.0153049
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.9
N
N
N
N
N
N
SL GREEN OPERATING PARTNERSHIP LP
2K1OXW4LY7IS2U150Y32
SL GREEN OPERATING PARTN COMPANY GUAR 10/22 3.25
78444FAF3
22417000.000000
PA
USD
22786039.640000
0.1401729
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
3.25
N
N
N
N
N
N
SL GREEN REALTY CORP
549300VQZPJU97H3GT17
SL GREEN REALTY CORP COMPANY GUAR 12/22 4.5
75625AAD6
7605000.000000
PA
USD
7769245.340000
0.0477941
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
4.5
N
N
N
N
N
N
SLC STUDENT LOAN TRUST 2006-1
N/A
SLC STUDENT LOAN TRUST SLCLT 2006 1 A5
784427AE6
5654023.410000
PA
USD
5646481.510000
0.0347355
Long
ABS-O
CORP
US
N
2
2027-03-15
Floating
0.31275
N
N
N
N
N
N
SLC STUDENT LOAN TRUST 2007-1
N/A
SLC STUDENT LOAN TRUST SLCLT 2007 1 A4
784424AD5
4682400.070000
PA
USD
4633109.850000
0.0285015
Long
ABS-O
CORP
US
N
2
2029-05-15
Floating
0.216
N
N
N
N
N
N
SLC STUDENT LOAN TRUST-2005-3
N/A
SLC STUDENT LOAN TRUST SLCLT 2005 3 A3
784420AP6
2199540.510000
PA
USD
2195195.320000
0.0135042
Long
ABS-O
CORP
US
N
2
2029-06-15
Floating
0.32275
N
N
N
N
N
N
SLM CONSOLIDATION STUD LN TRUST 2004-10
N/A
SLM STUDENT LOAN TRUST SLMA 2004 10 A7A 144A
78442GNJ1
11752376.250000
PA
USD
11768656.820000
0.0723973
Long
ABS-O
CORP
US
N
2
2029-10-25
Floating
0.72388
N
N
N
N
N
N
SLM CONSOLIDATION STUD LN TRUST 2004-10
N/A
SLM STUDENT LOAN TRUST SLMA 2004 10 A7B 144A
78442GNK8
5449978.540000
PA
USD
5468406.550000
0.0336400
Long
ABS-O
CORP
US
N
2
2029-10-25
Floating
0.72388
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2003-10A
N/A
SLM STUDENT LOAN TRUST SLMA 2003 10A A3 144A
78442GJG2
2281336.290000
PA
USD
2281659.560000
0.0140361
Long
ABS-O
CORP
US
N
2
2027-12-15
Floating
0.67275
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2003-11
N/A
SLM STUDENT LOAN TRUST SLMA 2003 11 A6 144A
78442GJS6
5506816.430000
PA
USD
5506521.260000
0.0338745
Long
ABS-O
CORP
US
N
2
2025-12-15
Floating
0.75275
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2005-5
N/A
SLM STUDENT LOAN TRUST SLMA 2005 5 A4
78442GPQ3
1289104.240000
PA
USD
1285498.490000
0.0079080
Long
ABS-O
CORP
US
N
2
2028-10-25
Floating
0.26388
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2005-6
N/A
SLM STUDENT LOAN TRUST SLMA 2005 6 A6
78442GPY6
26340234.460000
PA
USD
26258995.910000
0.1615375
Long
ABS-O
CORP
US
N
2
2031-10-27
Floating
0.26388
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2005-7
N/A
SLM STUDENT LOAN TRUST SLMA 2005 7 A4
78442GQJ8
5360389.730000
PA
USD
5341099.830000
0.0328569
Long
ABS-O
CORP
US
N
2
2029-10-25
Floating
0.27388
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2008-2
N/A
SLM STUDENT LOAN TRUST SLMA 2008 2 A3
784442AC9
1084747.140000
PA
USD
1069218.120000
0.0065775
Long
ABS-O
CORP
US
N
2
2023-04-25
Floating
0.87388
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2008-5
N/A
SLM STUDENT LOAN TRUST SLMA 2008 5 A4
78444YAD7
4104602.420000
PA
USD
4122666.780000
0.0253614
Long
ABS-O
CORP
US
N
2
2023-07-25
Floating
1.82388
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2008-7
N/A
SLM STUDENT LOAN TRUST SLMA 2008 7 A4
78445FAD7
2226937.590000
PA
USD
2221525.460000
0.0136662
Long
ABS-O
CORP
US
N
2
2023-07-25
Floating
1.02388
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2008-8
N/A
SLM STUDENT LOAN TRUST SLMA 2008 8 A4
78445GAD5
8459627.170000
PA
USD
8514761.940000
0.0523803
Long
ABS-O
CORP
US
N
2
2023-04-25
Floating
1.62388
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2008-9
N/A
SLM STUDENT LOAN TRUST SLMA 2008 9 A
78445JAA5
4522586.300000
PA
USD
4557526.900000
0.0280366
Long
ABS-O
CORP
US
N
2
2023-04-25
Floating
1.62388
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2012-2
N/A
SLM STUDENT LOAN TRUST SLMA 2012 2 A
78446YAA1
4178682.800000
PA
USD
4088060.120000
0.0251485
Long
ABS-O
CORP
US
N
2
2029-01-25
Floating
0.80275
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2012-3
N/A
SLM STUDENT LOAN TRUST SLMA 2012 3 A
78447AAA2
1904104.820000
PA
USD
1913219.390000
0.0117696
Long
ABS-O
CORP
US
N
2
2038-12-27
Floating
0.75275
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2013-2
N/A
SLM STUDENT LOAN TRUST SLMA 2013 2 A
78446CAA9
10180923.470000
PA
USD
10097378.810000
0.0621161
Long
ABS-O
CORP
US
N
2
2043-06-25
Floating
0.55275
N
N
N
N
N
N
SMALL BUSINESS ADMIN PART CERT 2004-20C
N/A
SMALL BUSINESS ADMINISTRATION SBAP 2004 20C 1
83162CNQ2
11212.140000
PA
USD
11417.240000
0.0000702
Long
ABS-O
CORP
US
N
2
2024-03-01
Fixed
4.34
N
N
N
N
N
N
SMALL BUSINESS ADMIN PART CERTS 2008-20C
N/A
SMALL BUSINESS ADMINISTRATION SBAP 2008 20C 1
83162CRR6
22113.960000
PA
USD
23724.160000
0.0001459
Long
ABS-O
CORP
US
N
2
2028-03-01
Fixed
5.49
N
N
N
N
N
N
SMALL BUSINESS ADMIN PART CERTS 2008-20D
N/A
SMALL BUSINESS ADMINISTRATION SBAP 2008 20D 1
83162CRS4
34261.700000
PA
USD
37152.270000
0.0002285
Long
ABS-O
CORP
US
N
2
2028-04-01
Fixed
5.37
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2016-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2016 B A2B 144A
78449GAC3
2407247.470000
PA
USD
2436867.930000
0.0149909
Long
ABS-O
CORP
US
N
2
2032-02-17
Floating
1.55975
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2016-C
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2A 144A
78449KAB6
604516.910000
PA
USD
610274.810000
0.0037542
Long
ABS-O
CORP
US
N
2
2034-09-15
Fixed
2.34
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A
78449VAB2
14849835.140000
PA
USD
14746931.720000
0.0907187
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.6
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A
78449DAC0
54678563.480000
PA
USD
54862600.590000
0.3374984
Long
ABS-O
CORP
US
N
2
2054-09-15
Floating
0.95188
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2021-D
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A
78449MAA4
17366767.110000
PA
USD
17115468.250000
0.1052893
Long
ABS-O
CORP
US
N
2
2053-03-17
Fixed
1.34
N
N
N
N
N
N
SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY
549300OD7VKRVNWB2J98
SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 04/24 3.55
78448TAE2
21150000.000000
PA
USD
22092941.240000
0.1359092
Long
DBT
CORP
IE
N
2
2024-04-15
Fixed
3.55
N
N
N
N
N
N
SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY
549300OD7VKRVNWB2J98
SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 07/22 3
78448TAB8
9700000.000000
PA
USD
9801058.580000
0.0602932
Long
DBT
CORP
IE
N
2
2022-07-15
Fixed
3
N
N
N
N
N
N
SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY
549300OD7VKRVNWB2J98
SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 07/23 4.125
78448TAD4
6910000.000000
PA
USD
7202289.130000
0.0443063
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
4.125
N
N
N
N
N
N
SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY
549300OD7VKRVNWB2J98
SMBC AVIATION CAPITAL FI COMPANY GUAR REGS 07/23 4.125
G82296AC1
2500000.000000
PA
USD
2605748.600000
0.0160298
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
4.125
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM 2016-F LLC
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 F A2 144A
78471AAB9
476469.470000
PA
USD
486904.720000
0.0029953
Long
ABS-O
CORP
US
N
2
2040-02-25
Fixed
3.02
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2015-D
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2015 D A1 144A
78470NAA4
1430155.910000
PA
USD
1432546.560000
0.0088126
Long
ABS-O
CORP
US
N
2
2036-10-27
Floating
1.60188
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2015-D
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2015 D A2 144A
78470NAB2
895997.740000
PA
USD
898843.070000
0.0055294
Long
ABS-O
CORP
US
N
2
2036-10-27
Fixed
2.72
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-A
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 A A2B 144A
83404FAC8
602563.580000
PA
USD
607335.760000
0.0037361
Long
ABS-O
CORP
US
N
2
2040-03-26
Fixed
2.4
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 C A1 144A
83405DAA6
78636.430000
PA
USD
78680.670000
0.0004840
Long
ABS-O
CORP
US
N
2
2040-07-25
Floating
0.70275
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 C AFX 144A
83390UAF4
17911684.520000
PA
USD
18038882.560000
0.1109698
Long
ABS-O
CORP
US
N
2
2046-02-15
Fixed
1.95
N
N
N
N
N
N
SOUND POINT CLO XII LTD 2016-2A
N/A
SOUND POINT CLO LTD SNDPT 2016 2A AR2 144A
83610CAW1
8294093.100000
PA
USD
8296555.950000
0.0510379
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
1.1815
N
N
N
N
N
N
SOUND POINT CLO XIV LTD 2016-3A
N/A
SOUND POINT CLO LTD SNDPT 2016 3A AR2 144A
83609NAN0
41088418.430000
PA
USD
41101855.160000
0.2528464
Long
ABS-CBDO
CORP
KY
N
2
2029-01-23
Floating
1.11388
N
N
N
N
N
N
SOUND POINT CLO XV LTD 2017-1A
N/A
SOUND POINT CLO LTD SNDPT 2017 1A ARR 144A
83609RAL5
1350000.000000
PA
USD
1349953.760000
0.0083045
Long
ABS-CBDO
CORP
KY
N
2
2029-01-23
Floating
1.02388
N
N
N
N
N
N
SOUND POINT CLO XVI LTD 2017-2A
N/A
SOUND POINT CLO LTD SNDPT 2017 2A AR 144A
83610KAJ2
40700000.000000
PA
USD
40724608.850000
0.2505257
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
1.10388
N
N
N
N
N
N
SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT1
N/A
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT1 2A4
83611MLZ9
1849129.160000
PA
USD
1849180.200000
0.0113756
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
0.64188
N
N
N
N
N
N
SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2
N/A
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4
83611MML9
14286851.990000
PA
USD
14240241.140000
0.0876017
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
0.66188
N
N
N
N
N
N
SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT3
N/A
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT3 2A3
83611MPH5
779975.160000
PA
USD
780106.430000
0.0047990
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.44275
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 04/24 VAR
842400HC0
23400000.000000
PA
USD
23452221.780000
0.1442711
Long
DBT
CORP
US
N
2
2024-04-01
Floating
0.88
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 08/25 3.7
842400GN7
1300000.000000
PA
USD
1389078.870000
0.0085452
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.7
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 12/22 VAR
842400HL0
65100000.000000
PA
USD
65168459.810000
0.4008970
Long
DBT
CORP
US
N
2
2022-12-02
Floating
0.519715
N
N
N
N
N
N
AMERICAN HOME MORTGAGE ASSETS 2006-1
N/A
AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1
02660WAC0
861272.970000
PA
USD
777935.420000
0.0047856
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Floating
0.29188
Y
N
N
N
N
N
SPECIALTY UNDERWRITING & RESID 2005-BC2
N/A
SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3
84751PFW4
824048.010000
PA
USD
823901.740000
0.0050684
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
1.07688
N
N
N
N
N
N
AMERICAN HOME MORTGAGE ASSETS 2006-2
N/A
AMERICAN HOME MORTGAGE ASSETS AHMA 2006 2 2A1
02660XAD6
370781.120000
PA
USD
361255.750000
0.0022223
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
0.48188
Y
N
N
N
N
N
SPRINT CORP (SPRINT COMMUNICATIONS INC)
549300JKU50UT08ZWD77
SPRINT COMMUNICATIONS COMPANY GUAR 11/22 6
852061AS9
8800000.000000
PA
USD
9170480.000000
0.0564141
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6
N
N
N
N
N
N
SPRINT CORPORATION
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 09/23 7.875
85207UAF2
1500000.000000
PA
USD
1654087.500000
0.0101755
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.875
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 01/23 VAR
853254BL3
1000000.000000
PA
USD
1000383.240000
0.0061541
Long
DBT
CORP
GB
N
2
2023-01-20
Floating
1.2815
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 03/25 1.214
853254CB4
6200000.000000
PA
USD
6151733.000000
0.0378436
Long
DBT
CORP
GB
N
2
2025-03-23
Floating
1.214
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 05/25 VAR
853254BN9
1708000.000000
PA
USD
1790939.660000
0.0110173
Long
DBT
CORP
GB
N
2
2025-05-21
Floating
3.785
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 10/23 VAR
853254BV1
4006000.000000
PA
USD
4010003.200000
0.0246683
Long
DBT
CORP
GB
N
2
2023-10-14
Floating
1.319
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 10/23 VAR
853254BW9
11400000.000000
PA
USD
11478022.740000
0.0706094
Long
DBT
CORP
GB
N
2
2023-10-14
Floating
1.29906
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR
853254CF5
79650000.000000
PA
USD
79707243.660000
0.4903353
Long
DBT
CORP
GB
N
2
2025-11-23
Floating
0.979789
N
N
N
N
N
N
STANLINGTON NO 1 PLC 17-1
N/A
STANLINGTON PLC STNLT 2017 1 A REGS
ACI0SNHR7
1341948.870000
PA
1818845.330000
0.0111890
Long
ABS-MBS
CORP
GB
N
2
2046-06-12
Floating
1.09463
N
N
N
N
N
N
STATE BANK OF INDIA/LONDON BRANCH
5493001JZ37UBBZF6L49
STATE BANK INDIA/LONDON SR UNSECURED 144A 01/22 4
85628UAH9
31396000.000000
PA
USD
31447175.480000
0.1934537
Long
DBT
CORP
IN
N
2
2022-01-24
Fixed
4
N
N
N
N
N
N
STATE BANK OF INDIA/LONDON BRANCH
5493001JZ37UBBZF6L49
STATE BANK INDIA/LONDON SR UNSECURED REGS 01/22 3.25
ACI0RZMZ7
11748000.000000
PA
USD
11761980.120000
0.0723562
Long
DBT
CORP
IN
N
2
2022-01-24
Fixed
3.25
N
N
N
N
N
N
STEELE CREEK CLO LTD 2015-1A
N/A
STEELE CREEK CLO LTD STCR 2015 1A AR2 144A
85816BDC1
21389833.740000
PA
USD
21399624.940000
0.1316441
Long
ABS-CBDO
CORP
KY
N
2
2029-05-21
Floating
1.05963
N
N
N
N
N
N
STELLANTIS NV
549300LKT9PW7ZIBDF31
STELLANTIS NV SR UNSECURED 04/23 5.25
31562QAF4
5440000.000000
PA
USD
5712816.000000
0.0351435
Long
DBT
CORP
NL
N
2
2023-04-15
Fixed
5.25
N
N
N
N
N
N
AMERICAN HOME MTGE INV TRUST 2005-2
N/A
AMERICAN HOME MORTGAGE INVESTM AHM 2005 2 4A1
02660TEQ2
18794.350000
PA
USD
18842.750000
0.0001159
Long
ABS-MBS
CORP
US
N
2
2045-09-25
Floating
1.746
N
N
N
N
N
N
STONEPEAK 2021-1 ABS
N/A
STONEPEAK 02/33 2.301
78433XAA8
10297406.590000
PA
USD
10204246.980000
0.0627735
Long
ABS-O
CORP
US
N
2
2033-02-28
Fixed
2.301
N
N
N
N
N
N
STRATTON MORTGAGE FUNDING 2019-1 PLC
N/A
STRATTON MORTGAGE FUNDING PLC STRA 2019 1 A REGS
ACI1CGVH3
6896819.050000
PA
9367446.870000
0.0576257
Long
ABS-MBS
CORP
GB
N
2
2051-05-25
Floating
1.30276
N
N
N
N
N
N
STRATTON MORTGAGE FUNDING 21-2A
N/A
STRATTON MORTGAGE FUNDING PLC STRA 2021 2A A 144A
ACI1W61K9
15151768.550000
PA
20562551.940000
0.1264947
Long
ABS-MBS
CORP
GB
N
2
2060-07-20
Floating
0.979
N
N
N
N
N
N
STRUCTURED ADJ RATE MTG LN 2004-19
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1
863579JG4
26515.230000
PA
USD
24954.380000
0.0001535
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
1.48203
Y
N
N
N
N
N
STRUCTURED ADJUSTABLE RATE MTG LN 2004-1
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A1
86359BGF2
1494.690000
PA
USD
1496.900000
0.0000092
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Floating
2.43096
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RATE MTG LN 2004-1
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2
86359BGG0
19430.920000
PA
USD
19611.600000
0.0001206
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Floating
2.43096
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-17
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1
863579VM7
234821.250000
PA
USD
226419.630000
0.0013929
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
2.79174
N
N
N
N
N
N
STRUCTURED ASSEET MTGE INV INC 2002-AR3
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1
86358HNX3
6271.680000
PA
USD
6276.810000
0.0000386
Long
ABS-MBS
CORP
US
N
2
2032-09-19
Floating
0.76388
N
N
N
N
N
N
STRUCTURED ASSET INVEST LN TR 2003-BC11
N/A
STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC11 M1
86358EEM4
5015.610000
PA
USD
5005.900000
0.0000308
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
1.07688
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2004-AR1
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2
86359LAQ2
94159.970000
PA
USD
93931.380000
0.0005778
Long
ABS-MBS
CORP
US
N
2
2034-03-19
Floating
0.80388
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2004-AR3
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2
86359LBY4
5886.150000
PA
USD
5914.210000
0.0000364
Long
ABS-MBS
CORP
US
N
2
2034-07-19
Floating
0.68388
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2004-AR7
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR7 A1A
86359LFN4
482500.780000
PA
USD
477355.730000
0.0029366
Long
ABS-MBS
CORP
US
N
2
2035-04-19
Floating
0.80388
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2005-AR2
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1
86359LJA8
175282.820000
PA
USD
170443.660000
0.0010485
Long
ABS-MBS
CORP
US
N
2
2045-05-25
Floating
0.56188
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2005-AR5
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1
86359LPD5
24116.560000
PA
USD
23540.110000
0.0001448
Long
ABS-MBS
CORP
US
N
2
2035-07-19
Floating
0.60388
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2005-AR5
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2
86359LPE3
36568.820000
PA
USD
35602.740000
0.0002190
Long
ABS-MBS
CORP
US
N
2
2035-07-19
Floating
0.60388
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2005-AR8
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A
86359LRW1
14565.970000
PA
USD
14027.990000
0.0000863
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.66188
Y
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2006-AR3
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1
86360KAE8
2542428.450000
PA
USD
2495337.590000
0.0153506
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
0.54188
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2007-AR2
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1
86363DAH4
291687.840000
PA
USD
114716.710000
0.0007057
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
0.36188
N
N
N
N
N
N
STRUCTURED ASSET MTGE INVEST 2006-AR5
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 4A1
86360JAN1
697726.830000
PA
USD
347938.440000
0.0021404
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Floating
0.54188
N
N
N
N
N
N
STRUCTURED ASSET MTGE INVEST 2006-AR6
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1
86360UAF3
1019474.880000
PA
USD
869157.390000
0.0053468
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
0.48188
Y
N
N
N
N
N
STRUCTURED ASSET SEC CORP 2005-7XS
N/A
STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A
86359B7K1
296275.280000
PA
USD
299214.300000
0.0018407
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
1.59925
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CORP 2004-4XS
N/A
STRUCTURED ASSET SECURITIES CO SASC 2004 4XS 1A6
86359BHM6
829.410000
PA
USD
828.390000
0.0000051
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
5.05
N
N
N
N
N
N
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 01/23 3.5
03027XAB6
13415000.000000
PA
USD
13778608.610000
0.0847619
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
3.5
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP SR UNSECURED 03/22 VAR
ACI0T9LW1
20515000.000000
PA
14959541.750000
0.0920267
Long
DBT
CORP
JP
N
2
2022-03-29
Floating
1.3318
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP SR UNSECURED 03/23 VAR
ACI0XFMZ4
3000000.000000
PA
2203186.610000
0.0135533
Long
DBT
CORP
JP
N
2
2023-03-07
Floating
1.2579
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP SR UNSECURED REGS 10/24 VAR
ACI1G3413
115700000.000000
PA
85711123.920000
0.5272694
Long
DBT
CORP
JP
N
2
2024-10-16
Floating
1.2841
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
SUTTER HEALTH UNSECURED 08/25 1.321
86944BAF0
3800000.000000
PA
USD
3769448.040000
0.0231885
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.321
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED
549300MJAANHLHOVTO40
SYDNEY AIRPORT FINANCE SR SECURED 144A 03/23 3.9
87124VAD1
2300000.000000
PA
USD
2374525.470000
0.0146074
Long
DBT
CORP
AU
N
2
2023-03-22
Fixed
3.9
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED
549300MJAANHLHOVTO40
SYDNEY AIRPORT FINANCE SR SECURED REGS 03/23 3.9
Q8809VAD1
3070000.000000
PA
USD
3169475.310000
0.0194977
Long
DBT
CORP
AU
N
2
2023-03-22
Fixed
3.9
N
N
N
N
N
N
SYMPHONY STATIC CLO 2021-1A
N/A
SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A
87190TAA1
23800000.000000
PA
USD
23788195.200000
0.1463379
Long
ABS-CBDO
CORP
KY
N
2
2029-10-25
Floating
0.95911
N
N
N
N
N
N
SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK)
549300UATVPGSLE43Z27
SYNCHRONY BANK SR UNSECURED 06/22 3
87166FAA1
500000.000000
PA
USD
504403.350000
0.0031029
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL SR UNSECURED 07/22 2.85
87165BAQ6
15049000.000000
PA
USD
15204039.010000
0.0935307
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
2.85
N
N
N
N
N
N
TCI-SYMPHONY CLO LTD 2016-1A
N/A
TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A
87229WAQ4
43900000.000000
PA
USD
43998511.600000
0.2706658
Long
ABS-CBDO
CORP
KY
N
2
2032-10-13
Floating
1.1375
N
N
N
N
N
N
TCW CLO LTD 2018-1A
N/A
TCW CLO TCW 2018 1A A1R 144A
87240UAR1
4000000.000000
PA
USD
3993982.800000
0.0245698
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
1.12438
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX CORP SR UNSECURED 144A 08/24 1.25
87162WAC4
45021000.000000
PA
USD
44537305.180000
0.2739803
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25
N
N
N
N
N
N
TERWIN MTGE TRUST 2006-5
N/A
TERWIN MORTGAGE TRUST TMTS 2006 5 1A2B 144A
8815612F0
1040713.950000
PA
USD
1032473.680000
0.0063515
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
0.52188
N
N
N
N
N
N
THARALDSON HOTEL PORTFOLIO TRUST 2018
N/A
THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL A 144A
88327HAA1
10207011.300000
PA
USD
10205100.550000
0.0627787
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
1.154
N
N
N
N
N
N
THEOREM FUNDING TRUST 2021-1A
N/A
THEOREM FUNDING TRUST THRM 2021 1A A 144A
88339VAA6
9402662.600000
PA
USD
9387022.210000
0.0577462
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
1.21
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC SR UNSECURED 04/23 VAR
883556CN0
33900000.000000
PA
USD
33864665.690000
0.2083254
Long
DBT
CORP
US
N
2
2023-04-18
Floating
0.399223
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC SR UNSECURED 10/23 0.797
883556CP5
54400000.000000
PA
USD
54231683.680000
0.3336172
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
0.797
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC SR UNSECURED 10/24 1.215
883556CS9
54300000.000000
PA
USD
54269260.770000
0.3338484
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.215
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC SR UNSECURED 10/24 VAR
883556CQ3
23500000.000000
PA
USD
23535605.560000
0.1447840
Long
DBT
CORP
US
N
2
2024-10-18
Floating
0.579223
N
N
N
N
N
N
THL CREDIT WIND RIVER 2019-3 CLO LTD
N/A
WIND RIVER CLO LTD WINDR 2019 3A AR 144A
97314JAA3
37700000.000000
PA
USD
37632352.250000
0.2315030
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
1.20375
N
N
N
N
N
N
THORNBURG MORTGAGE SEC TRUST 2005-1
N/A
THORNBURG MORTGAGE SECURITIES TMST 2005 1 A3
885220HB2
38078.880000
PA
USD
38853.320000
0.0002390
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Floating
2.14154
N
N
N
N
N
N
AMERIQUEST MTAGE SEC INC 2004-R3
N/A
AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R3 M1
03072SQC2
146366.860000
PA
USD
146517.540000
0.0009013
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Floating
0.88188
N
N
N
N
N
N
TORO EUROPEAN CLO 6 DAC 6A
N/A
TORO EUROPEAN CLO TCLO 6A AR 144A
ACI1ZW9V7
8600000.000000
PA
9801891.000000
0.0602983
Long
ABS-CBDO
CORP
IE
N
2
2032-01-12
Floating
0.92
N
N
N
N
N
N
TOWD POINT ASSET TRUST 2021-SL1
N/A
TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A
89179XAL9
28941336.340000
PA
USD
28942227.730000
0.1780440
Long
ABS-O
CORP
US
N
2
2061-11-20
Floating
0.80388
N
N
N
N
N
N
TOWD POINT MORTGAGE FUNDING 19-A13A
N/A
TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A
ACI1G4F01
42611184.000000
PA
57790363.550000
0.3555091
Long
ABS-MBS
CORP
GB
N
2
2045-07-20
Floating
0.979
N
N
N
N
N
N
TOWD POINT MORTGAGE FUNDING 19-V2A
N/A
TOWD POINT MORTGAGE FUNDING TPMF 2019 V2A A 144A
ACI1GVL46
7631225.400000
PA
10371354.040000
0.0638015
Long
ABS-MBS
CORP
GB
N
2
2054-02-20
Floating
1.29934
N
N
N
N
N
N
TOWD POINT MORTGAGE FUNDING 2018 - AUBURN 12 PLC 18-A12X
N/A
TOWD POINT MORTGAGE FUNDING TPMF 2018 A12X A REGS
BF2GGBII9
7858313.030000
PA
10660715.450000
0.0655816
Long
ABS-MBS
CORP
GB
N
2
2045-02-20
Floating
0.91438
N
N
N
N
N
N
TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC
N/A
TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A
ACI19VH23
7735775.660000
PA
10552943.780000
0.0649186
Long
ABS-MBS
CORP
GB
N
2
2051-10-20
Floating
1.23625
N
N
N
N
N
N
TOWD POINT MORTGAGE FUNDING 2019-AUBURN 13 PLC 19-A13X
N/A
TOWD POINT MORTGAGE FUNDING TPMF 2019 A13X A1 REGS
ACI1G4DQ6
1452654.000000
PA
1970126.030000
0.0121196
Long
ABS-MBS
CORP
GB
N
2
2045-07-20
Floating
0.979
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2018-3
N/A
TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A
89175MAA1
20565740.370000
PA
USD
21300498.750000
0.1310343
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019-HY2
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A
89177HAA0
12531094.520000
PA
USD
12590649.800000
0.0774539
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Floating
1.10188
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019-HY3
N/A
TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A
89177XAA5
8494158.740000
PA
USD
8545099.910000
0.0525669
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
1.10188
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2020-1
N/A
TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A
89178WAU2
30265185.570000
PA
USD
30760632.710000
0.1892303
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.71
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2020-2
N/A
TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A
89176UAN4
94713517.270000
PA
USD
94181909.240000
0.5793791
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
1.636
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2021-SJ2
N/A
TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A
89180LAA6
32200000.000000
PA
USD
32329873.550000
0.1988838
Long
ABS-MBS
CORP
US
N
3
2059-03-25
Variable
2.25
N
N
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
3UKPTDP5PGQRH8AUK042
TOYOTA FINANCE AUSTRALIA SR UNSECURED 03/24 VAR
ACI1WP6H9
2000000.000000
PA
1459742.110000
0.0089799
Long
DBT
CORP
AU
N
2
2024-03-26
Floating
0.6118
N
N
N
N
N
N
TPG REAL ESTATE FINANCE ISSUER LTD 2019-FL3
N/A
TPG REAL ESTATE FINANCE TRTX 2019 FL3 A 144A
87276VAA3
35660582.780000
PA
USD
35685439.630000
0.2195262
Long
ABS-O
CORP
KY
N
2
2034-10-15
Floating
1.31448
N
N
N
N
N
N
TRINITY SQUARE 2021-1 PLC A
N/A
TRINITY SQUARE TRINI 2021 1A A 144A
ACI1WK7V8
20683105.020000
PA
28094599.970000
0.1728296
Long
ABS-MBS
CORP
GB
N
2
2059-07-15
Floating
0.92738
N
N
N
N
N
N
TULANE UNIVERSITY
N/A
TULANE LA UNIV TULHGR 02/36 FLOATING VAR
899062BQ5
17275000.000000
PA
USD
16166383.790000
0.0994508
Long
DBT
MUN
US
N
2
2036-02-15
Floating
0.456
N
N
N
N
N
N
AMMC CLO XII LTD 2013-12A
N/A
AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A
00176CAW1
14600000.000000
PA
USD
14652747.610000
0.0901393
Long
ABS-CBDO
CORP
KY
N
2
2030-11-10
Floating
1.09563
N
N
N
N
N
N
UAL 2007-1 PASS-THROUGH TRUST
N/A
UAL 2007 PASS TRUST PASS THRU CE 01/24 6.636
909287AA2
27827.450000
PA
USD
28453.570000
0.0001750
Long
DBT
CORP
US
N
2
2024-01-02
Fixed
6.636
N
N
N
N
N
N
AMORTIZING RESIDENTIAL COLLAT 2001-BC6
N/A
AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A
86358RMY0
114608.820000
PA
USD
112859.660000
0.0006943
Long
ABS-MBS
CORP
US
N
2
2031-10-25
Floating
0.80188
N
N
N
N
N
N
UBS AG/SYDNEY BRANCH
BFM8T61CT2L1QCEMIK50
UBS AG AUSTRALIA SR UNSECURED REGS 02/26 VAR
ACI1W1TV6
13700000.000000
PA
9918118.090000
0.0610133
Long
DBT
CORP
CH
N
2
2026-02-26
Floating
0.5491
N
N
N
N
N
N
UBS AG/SYDNEY BRANCH
BFM8T61CT2L1QCEMIK50
UBS AG AUSTRALIA SR UNSECURED REGS 07/25 VAR
ACI1PHF10
99040000.000000
PA
72846562.460000
0.4481304
Long
DBT
CORP
CH
N
2
2025-07-30
Floating
0.9402
N
N
N
N
N
N
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6
N/A
UBS BARCLAYS COMMERCIAL MORTGA UBSBB 2013 C6 A3FL 144A
90349GAC9
3091314.150000
PA
USD
3083344.120000
0.0189678
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Floating
0.89138
N
N
N
N
N
N
AMRESCO RES SEC 1999-1
N/A
AMRESCO RESIDENTIAL SECURITIES AMRES 1999 1 A
03215PFN4
88063.830000
PA
USD
87012.810000
0.0005353
Long
ABS-MBS
CORP
US
N
2
2029-06-25
Floating
1.04188
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
01F040628
55200000.000000
PA
USD
58686508.730000
0.3610220
Long
ABS-MBS
USGSE
US
N
2
2051-02-11
Fixed
4
N
N
N
N
N
N
ANCHORAGE CAPITAL CLO LTD 2015-6A
N/A
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A ARR 144A
03328QAY7
54500000.000000
PA
USD
54486375.000000
0.3351840
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
1.17375
N
N
N
N
N
N
ANCHORAGE CAPITAL CLO LTD 2016-9A
N/A
ANCHORAGE CAPITAL CLO LTD ANCHC 2016 9A AR2 144A
03328WAS7
28400000.000000
PA
USD
28513624.990000
0.1754073
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
1.26375
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD/SYDNEY BRANCH
IO66REGK3RCBAMA8HR66
UNITED OVERSEAS BANK/SYD SR UNSECURED 10/25 VAR
ACI1S9WN8
4000000.000000
PA
2912436.890000
0.0179164
Long
DBT
CORP
SG
N
2
2025-10-27
Floating
0.6313
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 03/22 0.00000
912796S83
200000000.000000
PA
USD
199985012.000000
1.2302483
Long
DBT
UST
US
N
2
2022-03-15
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 03/22 0.00000
912796S91
634000000.000000
PA
USD
633913459.000000
3.8996471
Long
DBT
UST
US
N
2
2022-03-22
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/22 0.00000
912796D30
147300000.000000
PA
USD
147295212.750000
0.9061164
Long
DBT
UST
US
N
2
2022-02-24
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/22 0.00000
912796L80
4108000.000000
PA
USD
4107871.620000
0.0252704
Long
DBT
UST
US
N
2
2022-02-17
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/22 0.00000
912796F38
8702000.000000
PA
USD
8701013.810000
0.0535261
Long
DBT
UST
US
N
2
2022-03-24
None
0
N
N
N
N
N
N
AOZORA BANK LTD
X0XUGKC9FD2CYUQNC010
AOZORA BANK SR UNSECURED REGS 09/22 2.55
ACI1F8R18
8770000.000000
PA
USD
8849193.100000
0.0544376
Long
DBT
CORP
JP
N
2
2022-09-09
Fixed
2.55
N
N
N
N
N
N
AOZORA BANK LTD
X0XUGKC9FD2CYUQNC010
AOZORA BANK SR UNSECURED REGS 09/24 1.05
ACI208763
6425000.000000
PA
USD
6342874.490000
0.0390195
Long
DBT
CORP
JP
N
2
2024-09-09
Fixed
1.05
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 11/24 0.75
91282CDH1
209900000.000000
PA
USD
208752109.380000
1.2841809
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.75
N
N
N
N
N
N
APIDOS CLO 2017-27A
N/A
APIDOS CLO APID 2017 27A A1R 144A
03767JAF2
5900000.000000
PA
USD
5892625.000000
0.0362497
Long
ABS-CBDO
CORP
KY
N
2
2030-07-17
Floating
1.05225
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 12/24 1
91282CDN8
1302400000.000000
PA
USD
1303977128.260000
8.0216796
Long
DBT
UST
US
N
2
2024-12-15
Fixed
1
N
N
N
N
N
N
APOLLO AVIATION SECURITIZATION EQUITY TRUST 2018-1A
N/A
AASET 2018 1 TRUST AASET 2018 1A A 144A
000367AA0
7524229.660000
PA
USD
6635111.000000
0.0408172
Long
ABS-O
CORP
US
N
2
2038-01-16
Fixed
3.844
N
N
N
N
N
N
UTAH STATE BOARD OF REGENTS 2017-1
N/A
STATE BOARD OF REGENTS OF THE USBR 2017 1 A
91754RZF7
11286593.430000
PA
USD
11124760.610000
0.0684362
Long
ABS-O
MUN
US
N
2
2057-01-25
Floating
0.85275
N
N
N
N
N
N
VENTURE 36 CLO LTD
N/A
VENTURE CDO LTD VENTR 2019 36A A1AR 144A
92332LAU3
16700000.000000
PA
USD
16677441.640000
0.1025947
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
1.2615
N
N
N
N
N
N
APRES STATIC CDO LTD 2019-1A
N/A
APRES STATIC CLO 1, LTD APRES 2019 1A A1R 144A
03835JBA0
24870210.700000
PA
USD
24882232.960000
0.1530681
Long
ABS-CBDO
CORP
KY
N
2
2028-10-15
Floating
1.19375
N
N
N
N
N
N
VENTURE CLO LTD 2014-17A
N/A
VENTURE CDO LTD VENTR 2014 17A ARR 144A
92329YAL0
37104255.460000
PA
USD
37099215.220000
0.2282233
Long
ABS-CBDO
CORP
KY
N
2
2027-04-15
Floating
1.00375
N
N
N
N
N
N
VENTURE XXIV CLO LTD 2016-24A
N/A
VENTURE CDO LTD VENTR 2016 24A ARR 144A
92330WBJ5
24175415.360000
PA
USD
24180908.740000
0.1487538
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
1.0315
N
N
N
N
N
N
VENTURE XXIX CLO LTD 2017-29A
N/A
VENTURE CDO LTD VENTR 2017 29A AR 144A
92331EAF3
19500000.000000
PA
USD
19488632.670000
0.1198883
Long
ABS-CBDO
CORP
KY
N
2
2030-09-07
Floating
1.146
N
N
N
N
N
N
VENTURE XXVI CLO LTD 2017-26A
N/A
VENTURE CDO LTD VENTR 2017 26A AR 144A
92331MAE8
25200000.000000
PA
USD
25206825.420000
0.1550649
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
1.2315
N
N
N
N
N
N
AQUEDUCT EUROPEAN CLO 1-2017 DAC
N/A
AQUEDUCT EUROPEAN CLO AQUE 2017 1A AR 144A
ACI1VHTC4
29027847.520000
PA
33081239.500000
0.2035060
Long
ABS-CBDO
CORP
IE
N
2
2030-07-20
Floating
0.64
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSECURED 03/26 VAR
92343VGE8
20000000.000000
PA
USD
20292064.600000
0.1248307
Long
DBT
CORP
US
N
2
2026-03-20
Floating
0.83951
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSECURED 05/25 VAR
92343VEP5
24752000.000000
PA
USD
25247933.790000
0.1553178
Long
DBT
CORP
US
N
2
2025-05-15
Floating
1.256
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSECURED REGS 02/23 VAR
ACI0WPDC4
32610000.000000
PA
23918567.690000
0.1471399
Long
DBT
CORP
US
N
2
2023-02-17
Floating
1.2649
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2020-INV1
N/A
VERUS SECURITIZATION TRUST VERUS 2020 INV1 A1 144A
92537TAA3
900660.320000
PA
USD
904093.010000
0.0055617
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Fixed
1.977
N
N
N
N
N
N
VIBRANT CLO IV LTD 2016-4A
N/A
VIBRANT CLO LTD VIBR 2016 4A A1RR 144A
92557WAW3
7650000.000000
PA
USD
7653515.180000
0.0470822
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
1.20826
N
N
N
N
N
N
VIBRANT CLO VII LTD
N/A
VIBRANT CLO LTD VIBR 2017 7A A1R 144A
92558BAJ7
57000000.000000
PA
USD
57085569.540000
0.3511735
Long
ABS-CBDO
CORP
KY
N
2
2030-09-15
Floating
1.1715
N
N
N
N
N
N
VMC FINANCE 2021-FL4 LLC
N/A
VMC FINANCE LLC VMC 2021 FL4 A 144A
91835RAA8
4654510.640000
PA
USD
4653767.080000
0.0286286
Long
ABS-MBS
CORP
US
N
2
2036-06-16
Floating
1.20388
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC SR UNSECURED 08/22 2.95
928563AB1
1400000.000000
PA
USD
1416638.710000
0.0087147
Long
DBT
CORP
US
N
2
2022-08-21
Fixed
2.95
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC SR UNSECURED 08/24 1
928563AH8
15000000.000000
PA
USD
14863853.850000
0.0914380
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC SR UNSECURED REGS 12/22 VAR
ACI0ZDJN8
6600000.000000
PA
4823932.230000
0.0296754
Long
DBT
CORP
GB
N
2
2022-12-13
Floating
1.1115
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/22 2.7
928668AZ5
3520000.000000
PA
USD
3571408.190000
0.0219702
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.7
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/23 4.25
928668AR3
10000000.000000
PA
USD
10564619.300000
0.0649904
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
4.25
N
N
N
N
N
N
WAMU MORTGAGE P/T CERTIFICATES 2007-OA1
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA1 A1A
92926WAA5
240613.030000
PA
USD
231654.120000
0.0014251
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
0.78203
Y
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY1
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1
92925VAA8
249994.390000
PA
USD
237493.970000
0.0014610
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.87824
Y
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY1
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 2A3
92925VAF7
289712.900000
PA
USD
294290.830000
0.0018104
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.05126
Y
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY1
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 4A1
92925VAM2
672648.420000
PA
USD
670134.930000
0.0041225
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.07599
Y
N
N
N
N
N
WAMU MTGE P/T CERT 2007-HY5
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1
92990GAC7
262257.010000
PA
USD
231423.930000
0.0014237
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
3.28686
Y
N
N
N
N
N
WAMU MTGE P/T CERTIFICATES 2007-HY4
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1
933636AA0
129631.190000
PA
USD
129275.030000
0.0007953
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
2.73671
Y
N
N
N
N
N
WASHINGTON MUTUAL 2002 AR2
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A
929227LE4
18012.650000
PA
USD
18459.850000
0.0001136
Long
ABS-MBS
CORP
US
N
2
2034-02-27
Floating
1.475
N
N
N
N
N
N
WASHINGTON MUTUAL 2002-AR17
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A
929227XB7
112656.160000
PA
USD
111549.830000
0.0006862
Long
ABS-MBS
CORP
US
N
2
2042-11-25
Floating
1.28203
N
N
N
N
N
N
AREIT TRUST 2019-CRE3
N/A
AREIT CRE TRUST AREIT 2019 CRE3 A 144A
00217LAA0
11469970.880000
PA
USD
11477262.910000
0.0706047
Long
ABS-MBS
CORP
US
N
2
2036-09-14
Floating
1.18448
N
N
N
N
N
N
WASHINGTON MUTUAL 2002-AR6
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A
929227QB5
86460.380000
PA
USD
86403.530000
0.0005315
Long
ABS-MBS
CORP
US
N
2
2042-06-25
Floating
1.48203
N
N
N
N
N
N
WASHINGTON MUTUAL 2002-AR9
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A
9393357P4
138153.530000
PA
USD
137327.030000
0.0008448
Long
ABS-MBS
CORP
US
N
2
2042-08-25
Floating
1.48203
N
N
N
N
N
N
WASHINGTON MUTUAL 2003-AR1
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR1 A5
939336PB3
21112.980000
PA
USD
21375.840000
0.0001315
Long
ABS-MBS
CORP
US
N
2
2033-03-25
Floating
2.35343
N
N
N
N
N
N
WASHINGTON MUTUAL 2003-AR9
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 1A6
92922FBV9
466275.510000
PA
USD
467272.690000
0.0028745
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Floating
2.51504
N
N
N
N
N
N
WASHINGTON MUTUAL 2003-AR9
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 2A
92922FBX5
126011.990000
PA
USD
125801.890000
0.0007739
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Floating
2.36849
N
N
N
N
N
N
AREIT TRUST 2020-CRE4
N/A
AREIT CRE TRUST AREIT 2020 CRE4 A 144A
04002RAA8
7049944.310000
PA
USD
7060153.330000
0.0434320
Long
ABS-MBS
CORP
KY
N
2
2037-04-15
Floating
2.78448
N
N
N
N
N
N
WASHINGTON MUTUAL 2004-AR3
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 A2
92922FNJ3
407668.610000
PA
USD
420064.920000
0.0025841
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
2.59623
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR1
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1B
939336X57
1029478.340000
PA
USD
1016975.530000
0.0062561
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Floating
0.88188
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR13
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1
92922F4M7
382302.230000
PA
USD
383467.950000
0.0023590
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
0.68188
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR13
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1B3
92922F4S4
635870.010000
PA
USD
631684.080000
0.0038859
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
0.82188
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR15
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1
92922F5T1
46431.340000
PA
USD
45943.350000
0.0002826
Long
ABS-MBS
CORP
US
N
2
2045-11-25
Floating
0.62188
N
N
N
N
N
N
AREIT TRUST 2021-CRE5
N/A
AREIT CRE TRUST AREIT 2021 CRE5 A 144A
04002PAA2
20600000.000000
PA
USD
20622933.980000
0.1268662
Long
ABS-MBS
CORP
US
N
2
2026-07-17
Floating
1.18975
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR19
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1
92925CBA9
63690.150000
PA
USD
65244.520000
0.0004014
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Floating
0.64188
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR2
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A
92922FD21
46819.250000
PA
USD
46820.930000
0.0002880
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Floating
0.72188
N
N
N
N
N
N
WASHINGTON MUTUAL 2006 AR7
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A
93363CAC3
130289.440000
PA
USD
128079.840000
0.0007879
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
1.718
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR10
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1
93363EAA3
184487.270000
PA
USD
184843.090000
0.0011371
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
2.86416
Y
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR10
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A2
93363EAB1
3570.590000
PA
USD
3577.480000
0.0000220
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Fixed
2.86416
Y
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR11
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 2A
93363TAB8
199225.510000
PA
USD
201822.040000
0.0012415
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
1.725
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR15
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A
93363QAC2
73858.020000
PA
USD
72828.700000
0.0004480
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
1.725
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR16
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1
92925GAA1
121570.450000
PA
USD
120553.310000
0.0007416
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
2.70433
Y
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR17
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A
92925DAA8
321932.780000
PA
USD
300114.370000
0.0018462
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
0.90416
Y
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR17
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A
92925DAB6
666324.480000
PA
USD
645457.130000
0.0039707
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
0.89416
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR17
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A
92925DAD2
468311.870000
PA
USD
457840.140000
0.0028165
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
1.725
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR18
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1
933637AA8
196109.340000
PA
USD
196662.540000
0.0012098
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
2.5866
Y
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR19
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A
933638AA6
317817.880000
PA
USD
308334.930000
0.0018968
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
0.82203
Y
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR19
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A
933638AB4
159746.180000
PA
USD
159613.610000
0.0009819
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
0.81203
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR19
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 2A
933638AD0
104187.630000
PA
USD
104039.170000
0.0006400
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
1.475
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR3
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A
92925CDA7
815352.760000
PA
USD
824999.200000
0.0050751
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
1.08203
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR9
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A
93363DAA5
3221675.230000
PA
USD
3241019.780000
0.0199378
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
1.08203
N
N
N
N
N
N
WASHINGTON MUTUAL 2006-AR9
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A
93363DAB3
1357105.450000
PA
USD
1333782.100000
0.0082050
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
1.725
N
N
N
N
N
N
WASHINGTON MUTUAL 2007-OA3
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA3 2A1A
93364AAC6
556819.340000
PA
USD
537943.440000
0.0033093
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Floating
0.84203
N
N
N
N
N
N
WASHINGTON MUTUAL ASSET BACKED 2006-HE5
N/A
WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1
93934XAB9
50227.340000
PA
USD
26386.460000
0.0001623
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
0.16188
N
N
N
N
N
N
WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1
N/A
WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 2A2
939335N84
39.250000
PA
USD
39.800000
0.0000002
Long
ABS-MBS
CORP
US
N
2
2031-02-25
Floating
1.77
N
N
N
N
N
N
ARES L CLO LTD 2018-50A
N/A
ARES CLO LTD ARES 2018 50A AR 144A
04018LAJ4
15000000.000000
PA
USD
14989342.500000
0.0922100
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
1.17375
N
N
N
N
N
N
WASHINGTON MUTUAL MTGE P/T 2006-AR3
N/A
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A
93934FQP0
225952.510000
PA
USD
197632.460000
0.0012158
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Floating
1.05203
Y
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY SR UNSECURED 02/24 3.184
949746SY8
2000000.000000
PA
1629324.640000
0.0100231
Long
DBT
CORP
US
Y
2
2024-02-08
Fixed
3.184
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY SR UNSECURED 04/22 2.094
949746SQ5
1500000.000000
PA
1191540.590000
0.0073300
Long
DBT
CORP
US
Y
2
2022-04-25
Fixed
2.094
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY SR UNSECURED 05/23 VAR
94986RPV7
3000000.000000
PA
USD
3012737.760000
0.0185335
Long
DBT
CORP
US
N
2
2023-05-17
Floating
1.05788
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY SR UNSECURED 10/23 2.509
949746SG7
34900000.000000
PA
28069408.250000
0.1726747
Long
DBT
CORP
US
Y
2
2023-10-27
Fixed
2.509
N
N
N
N
N
N
ARES XL CLO LTD 2016-40A
N/A
ARES CLO LTD ARES 2016 40A A1RR 144A
04016GBB3
9400000.000000
PA
USD
9381520.540000
0.0577123
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
0.99044
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2013 LC12 A3FL 144A
94988QBG5
1854753.120000
PA
USD
1854695.810000
0.0114095
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Floating
1.15863
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2013 LC12 A4
94988QAG6
4100247.000000
PA
USD
4247534.430000
0.0261296
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.218
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS5
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 NXS5 A6FL 144A
95000CBK8
3500000.000000
PA
USD
3595057.900000
0.0221157
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Floating
1.65863
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-HSDB
N/A
WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 HSDB A 144A
95001EAA6
10000000.000000
PA
USD
9931566.000000
0.0610960
Long
ABS-MBS
CORP
US
N
2
2031-12-13
Floating
0.955
N
N
N
N
N
N
WELLS FARGO HOME EQUITY TRUST 2006-3
N/A
WELLS FARGO HOME EQUITY TRUST WFHET 2006 3 A3
9497EBAC3
1936823.750000
PA
USD
1939816.530000
0.0119332
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.52188
N
N
N
N
N
N
ARES XXXIX CLO LTD 2016-39A
N/A
ARES CLO LTD ARES 2016 39A A1R2 144A
04015WBA1
10200000.000000
PA
USD
10192522.070000
0.0627014
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
1.17225
N
N
N
N
N
N
ARGENT SECURITIES INC 2003-W1
N/A
ARGENT SECURITIES INC. ARSI 2003 W1 M5
040104AG6
975889.640000
PA
USD
1032587.750000
0.0063522
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
5.72775
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST 2012-C10
N/A
WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2012 C10 AFL 144A
92890NAZ2
15053095.180000
PA
USD
15069412.740000
0.0927025
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Floating
0.89863
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST 2014-C21
N/A
WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2014 C21 ASBF 144A
92939FBE8
9980005.390000
PA
USD
9944044.440000
0.0611728
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Floating
0.66863
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST 2014-C25
N/A
WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2014 C25 ASB
92939LAF3
9144249.460000
PA
USD
9417468.660000
0.0579335
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.369
N
N
N
N
N
N
WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD)
ZTMSNXROF84AHWJNKQ93
INTL BK RECON + DEVELOP SR UNSECURED 02/27 0.85
459058JT1
117100000.000000
PA
USD
113609307.550000
0.6988907
Long
DBT
CORP
N/A
N
2
2027-02-10
Fixed
0.85
N
N
N
N
N
N
ZEPHYRUS CAPITAL AVIATION PARTNERS LTD 2018-1
N/A
ZEPHYRUS CAPITAL AVIATION PART TERM LOAN
933QMTII0
11490447.100000
PA
USD
11098372.360000
0.0682739
Long
ABS-O
CORP
US
N
2
2038-10-15
Fixed
4.605
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
32224000.000000
PA
USD
32224000.000000
0.1982325
Long
RA
US
N
2
Repurchase
N
0.0000001
2022-01-03
33319100.000000
USD
32868534.290000
USD
UST
N
N
N
N/A
N/A
NOMURA REPO
000000000
112700000.000000
PA
USD
112700000.000000
0.6932969
Long
RA
US
N
2
Repurchase
N
0.0400000
2022-01-03
131241100.000000
USD
115015394.020000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO DEUTSCHE REVERSE REPO
000000000
-250312500.000000
PA
USD
-250316324.200000
-1.5398716
Short
RA
US
N
2
Reverse repurchase
N
0.0500000
2022-01-03
250000000.000000
USD
250302735.000000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-288384875.000000
PA
USD
-288387577.300000
-1.7740746
Short
RA
US
N
2
Reverse repurchase
N
0.0400000
2022-01-04
287900000.000000
USD
288248629.630000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-500625000.000000
PA
USD
-500626529.700000
-3.0797056
Short
RA
US
N
2
Reverse repurchase
N
0.0100000
2022-01-06
500000000.000000
USD
500605470.000000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO JPM CHASE
000000000
-208850500.000000
PA
USD
-208854328.910000
-1.2848097
Short
RA
US
N
2
Reverse repurchase
N
0.0600000
2022-01-03
209900000.000000
USD
208752109.380000
USD
UST
N
N
N
N/A
N/A
REVERSE REPO SOCIETE GENERALE REVERSE REPO
000000000
-264830625.000000
PA
USD
-264832390.540000
-1.6291701
Short
RA
US
N
2
Reverse repurchase
N
0.0400000
2022-01-04
264500000.000000
USD
264820293.630000
USD
UST
N
N
N
N/A
N/A
AT&T INC SNR S* ICE
000000000
1.000000
NC
USD
152631.420000
0.0009389
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
AT&T INC
AT&T INC
Y
Single Leg Swap
2023-12-21
161294.470000
USD
0.000000
USD
12700000.000000
USD
-8663.050000
N
N
N
N/A
N/A
AT&T INC SNR S* ICE
000000000
1.000000
NC
USD
19651.840000
0.0001209
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
AT&T INC
AT&T INC
Y
Single Leg Swap
2022-03-22
20249.840000
USD
0.000000
USD
9600000.000000
USD
-598.000000
N
N
N
N/A
N/A
BANK ACCEPT FUTR DEC22 XMOD 20221219
000000000
17345.000000
NC
-23481807.580000
-0.1444531
N/A
DIR
CA
N
1
THE MONTREAL EXCHANGE / BOURSE DE MONTREAL
N/A
Long
N/A
BAFUT
2022-12-19
3367668287.280000
CAD
-23481807.580000
N
N
N
N/A
N/A
BANK ACCEPT FUTR MAR23 XMOD 20230313
000000000
10892.000000
NC
-12203414.090000
-0.0750718
N/A
DIR
CA
N
1
THE MONTREAL EXCHANGE / BOURSE DE MONTREAL
N/A
Long
N/A
BAFUT
2023-03-13
2111108027.990000
CAD
-12203414.090000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-124278.940000
-0.0007645
N/A
DFE
AU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
8788000.000000
AUD
6269465.530000
USD
2022-01-07
-124278.940000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-146639.600000
-0.0009021
N/A
DFE
CA
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
20767000.000000
CAD
16270582.280000
USD
2022-01-07
-146639.600000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-2178.330000
-0.0000134
N/A
DFE
IL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
18685000.000000
ILS
6008894.510000
USD
2022-02-09
-2178.330000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
129014.520000
0.0007937
N/A
DFE
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
5075363.090000
USD
3845000.000000
GBP
2022-01-07
129014.520000
N
N
N
N/A
N/A
BOUGHT CAD/SOLD USD
000000000
1.000000
NC
956728.680000
0.0058855
N/A
DFE
CA
N
2
BNP Paribas S.A.
N/A
54204251.430000
USD
69776000.000000
CAD
2022-01-07
956728.680000
N
N
N
N/A
N/A
BOUGHT CAD/SOLD USD
000000000
1.000000
NC
53529.650000
0.0003293
N/A
DFE
CA
N
2
BNP Paribas S.A.
N/A
4357704.430000
USD
5580000.000000
CAD
2022-01-07
53529.650000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
111644.300000
0.0006868
N/A
DFE
GB
N
2
BNP Paribas S.A.
N/A
6706158.040000
USD
5037000.000000
GBP
2022-01-07
111644.300000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-131917.810000
-0.0008115
N/A
DFE
AU
N
2
BNP Paribas S.A.
N/A
10947000.000000
AUD
7832615.720000
USD
2022-01-07
-131917.810000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-52000.000000
-0.0003199
N/A
DFE
AU
N
2
BNP Paribas S.A.
N/A
3083000.000000
AUD
2191048.950000
USD
2022-01-07
-52000.000000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-63166.160000
-0.0003886
N/A
DFE
AU
N
2
BNP Paribas S.A.
N/A
3564000.000000
AUD
2529836.260000
USD
2022-01-07
-63166.160000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-52876.660000
-0.0003253
N/A
DFE
AU
N
2
BNP Paribas S.A.
N/A
3570000.000000
AUD
2544491.080000
USD
2022-01-07
-52876.660000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
461960.930000
0.0028418
N/A
DFE
GB
N
2
BNP Paribas S.A.
N/A
516970576.000000
GBP
700164134.900000
USD
2022-02-02
461960.930000
N
N
N
ARKANSAS STUDENT LOAN AUTHORITY 2010-1
N/A
ARKANSAS ST STUDENT LOAN AUTH ARSSTD 11/43 FLOATINOID VAR
041150DJ9
1981314.670000
PA
USD
1988512.190000
0.0122327
Long
ABS-O
MUN
US
N
2
2043-11-25
Floating
1.078
N
N
N
N
N
N
N/A
N/A
BOEING CO/THE SNR S* ICE
000000000
1.000000
NC
USD
15331.320000
0.0000943
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOEING CO/THE
BOEING CO SR UNSEC
Y
Single Leg Swap
2023-06-21
19183.160000
USD
0.000000
USD
2400000.000000
USD
-3851.840000
N
N
N
N/A
N/A
BOEING CO/THE SNR S* ICE
000000000
1.000000
NC
USD
56749.890000
0.0003491
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOEING CO/THE
BOEING CO SR UNSEC
Y
Single Leg Swap
2023-12-21
59535.900000
USD
0.000000
USD
7900000.000000
USD
-2786.010000
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC SR UNSECURED 09/24 3.25
042735BG4
4940000.000000
PA
USD
5159071.810000
0.0317371
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.25
N
N
N
N
N
N
ASHFORD HOSPITALITY TRUST 2018-ASHF
N/A
ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A
04410RAA4
6705034.960000
PA
USD
6689472.570000
0.0411516
Long
ABS-MBS
CORP
US
N
2
2035-04-15
Floating
1.01
N
N
N
N
N
N
N/A
N/A
CDX IG36 5Y ICE
000000000
1.000000
NC
USD
-3126197.000000
-0.0192314
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.IG.36
Y
Single Leg Swap
2026-06-21
0.000000
USD
-3018736.000000
USD
126000000.000000
USD
-107461.000000
N
N
N
ASSET BACKED FUNDING CERT 2003-WMC1
N/A
ASSET BACKED FUNDING CERTIFICA ABFC 2003 WMC1 M1
04542BEA6
850348.870000
PA
USD
850287.390000
0.0052307
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Floating
1.07688
N
N
N
N
N
N
N/A
N/A
CDX IG37 5Y ICE
000000000
1.000000
NC
USD
-28499973.220000
-0.1753234
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.IG.37
Y
Single Leg Swap
2026-12-22
0.000000
USD
-27717976.950000
USD
1148400000.000000
USD
-781996.270000
N
N
N
N/A
N/A
BOUGHT ILS/SOLD USD
000000000
1.000000
NC
-7733.450000
-0.0000476
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
6261076.580000
USD
19439353.000000
ILS
2022-01-31
-7733.450000
N
N
N
ASSET BACKED FUNDING CERTS 2004-OPT5
N/A
ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1
04542BJY9
296371.860000
PA
USD
292320.580000
0.0017983
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
0.80188
N
N
N
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
279478.400000
0.0017193
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
7003619.530000
USD
151984146.700000
MXN
2022-04-18
279478.400000
N
N
N
ASSET BACKED SEC HOME EQTY LN 2006-HE5
N/A
ASSET BACKED SECURITIES CORP H ABSHE 2006 HE5 A5
04544PAE9
1150000.000000
PA
USD
1134191.870000
0.0069772
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
0.34188
N
N
N
N
N
N
ASSET BACKED SEC HOME EQTY LN 2007-HE2
N/A
ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2
04544TAB7
19872.240000
PA
USD
16023.230000
0.0000986
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
0.18188
N
N
N
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-555198.410000
-0.0034154
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
42106470.000000
ILS
12989810.270000
USD
2022-01-31
-555198.410000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-874761.960000
-0.0053813
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
56780520.000000
ILS
17390664.620000
USD
2022-01-31
-874761.960000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-607689.670000
-0.0037383
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
36907380.000000
ILS
11264957.420000
USD
2022-02-02
-607689.670000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-155961.330000
-0.0009594
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9201840.000000
ILS
2804156.640000
USD
2022-02-02
-155961.330000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-2339151.890000
-0.0143898
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
139541850.000000
ILS
42549733.190000
USD
2022-02-02
-2339151.890000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-574926.670000
-0.0035368
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
46413920.000000
ILS
14355856.610000
USD
2022-02-02
-574926.670000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-376676.090000
-0.0023172
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
30409120.000000
ILS
9405561.230000
USD
2022-02-02
-376676.090000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-177519.440000
-0.0010920
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
15004500.000000
ILS
4649242.400000
USD
2022-02-02
-177519.440000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-445492.720000
-0.0027405
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
32096790.000000
ILS
9888714.650000
USD
2022-04-06
-445492.720000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-122803.820000
-0.0007555
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
11300565.000000
ILS
3527182.920000
USD
2022-08-03
-122803.820000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-76640.960000
-0.0004715
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
17100000.000000
ILS
5470074.530000
USD
2022-12-07
-76640.960000
N
N
N
2022-02-15
PIMCO Funds
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer
XXXX