0001752724-25-128795.txt : 20250529
0001752724-25-128795.hdr.sgml : 20250529
20250529155135
ACCESSION NUMBER: 0001752724-25-128795
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20250331
FILED AS OF DATE: 20250529
DATE AS OF CHANGE: 20250529
PERIOD START: 20250930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GUGGENHEIM FUNDS TRUST
CENTRAL INDEX KEY: 0000088525
ORGANIZATION NAME:
EIN: 000000000
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01136
FILM NUMBER: 251002973
BUSINESS ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
BUSINESS PHONE: 301-296-5100
MAIL ADDRESS:
STREET 1: 702 KING FARM BOULEVARD
STREET 2: SUITE 200
CITY: ROCKVILLE
STATE: MD
ZIP: 20850
FORMER COMPANY:
FORMER CONFORMED NAME: SECURITY EQUITY FUND
DATE OF NAME CHANGE: 19920703
0000088525
S000043991
Guggenheim Total Return Bond Fund
C000136527
A-Class
GIBAX
C000136528
C-Class
GIBCX
C000136529
Institutional Class
GIBIX
C000152106
R6
GIBRX
C000155971
P
GIBLX
NPORT-P
1
primary_doc.xml
NPORT-P
false
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S000043991
C000136527
C000136528
C000136529
C000152106
C000155971
Guggenheim Funds Trust
811-01136
0000088525
54930033G24U3UGWK691
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
Guggenheim Total Return Bond Fund
S000043991
549300FZ18ZR1YQ4EB78
2025-09-30
2025-03-31
N
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10165755882.87
27725773331.74
0.00000000
0.00000000
0.00000000
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0.00000000
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EUR
GBP
USD
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Portfolio (ExDerivative)
N/A
AASET 2021-1 Trust
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AASET Trust
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PA
USD
35591816.88000000
0.128370871586
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET Ltd.
00038QAA6
49673876.76940000
PA
USD
50127215.47000000
0.180796455594
Long
ABS-O
CORP
US
N
2
2049-09-16
Fixed
5.93000000
N
N
N
N
N
N
AASET 2019-2 Trust
N/A
AASET Trust
00038RAA4
911150.01470000
PA
USD
874737.54000000
0.003154961737
Long
ABS-O
CORP
US
N
2
2039-10-16
Fixed
3.37600000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO II LLC
000823AU8
22500000.00000000
PA
USD
22467105.00000000
0.081033285280
Long
ABS-O
CORP
KY
N
2
2037-07-20
Floating
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N
N
N
N
N
ABN AMRO BANK NV
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ABN AMRO Bank N.V.
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18000000.00000000
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USD
16590654.90000000
0.059838384673
Long
DBT
CORP
NL
N
2
2029-12-13
Variable
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N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO I LLC
00086AAQ7
59500000.00000000
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USD
59615221.75000000
0.215017345185
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
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N
N
N
N
N
ABPCI Direct Lending Fund CLO
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ABPCI Direct Lending Fund CLO I LLC
00086AAY0
2500000.00000000
PA
USD
2499942.75000000
0.009016674557
Long
ABS-O
CORP
KY
N
2
2033-07-20
Floating
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N
N
N
N
N
ACREC LLC
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Acrec 2025 Fl 3 LLC
00112HAC1
5900000.00000000
PA
USD
5884033.42000000
0.021222251764
Long
ABS-O
CORP
US
N
2
2042-08-18
Floating
5.94000000
N
N
N
N
N
N
ACREC LLC
N/A
Acrec 2025 Fl 3 LLC
00112HAE7
3250000.00000000
PA
USD
3240001.05000000
0.011685881620
Long
ABS-O
CORP
US
N
2
2042-08-18
Floating
6.39100000
N
N
N
N
N
N
AGL CLO Ltd.
N/A
AGL CLO 39 Ltd.
00121XAE1
18910000.00000000
PA
USD
18791661.22000000
0.067776869539
Long
ABS-O
CORP
KY
N
2
2038-04-20
None
0.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCB9
3750000.00000000
PA
USD
3726732.83000000
0.013441402645
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCC7
17898000.00000000
PA
USD
16785199.55000000
0.060540059060
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130HCG8
5748000.00000000
PA
USD
4913573.65000000
0.017722043642
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
COREBRIDGE LIFE HOLDINGS
5493001FBIY3WQ6U5014
Corebridge Life Holdings, Inc.
00138GAC3
17100000.00000000
PA
USD
20383765.16000000
0.073519194274
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
8.12500000
N
N
N
N
N
N
Altde Trust
N/A
ALTDE 2025-1 Trust
00166NAA7
27209505.92940000
PA
USD
27506552.11000000
0.099209323328
Long
ABS-O
CORP
US
N
2
2050-08-15
Fixed
5.90000000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE, Inc.
001877AA7
4150000.00000000
PA
USD
3845210.84000000
0.013868723494
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.12500000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2025-CRE10 Ltd.
00193DAA6
21850000.00000000
PA
USD
21830997.06000000
0.078739001429
Long
ABS-O
CORP
US
N
2
2029-12-17
Floating
5.70700000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2025-CRE10 Ltd.
00193DAC2
18000000.00000000
PA
USD
17986312.80000000
0.064872177178
Long
ABS-O
CORP
US
N
2
2030-01-17
Floating
5.86100000
N
N
N
N
N
N
ASG Resecuritization Trust
N/A
ASG Resecuritization Trust
00212XCD1
1847777.15930000
PA
USD
1751274.41000000
0.006316413212
Long
ABS-MBS
CORP
US
N
2
2045-12-28
Floating
5.01400000
N
N
N
N
N
N
AS MILEAGE PLAN IP LTD
N/A
AS Mileage Plan IP Ltd.
00218QAA8
9670000.00000000
PA
USD
9469660.03000000
0.034154719209
Long
DBT
CORP
KY
N
2
2029-10-20
Fixed
5.02100000
N
N
N
N
N
N
AS MILEAGE PLAN IP LTD
N/A
AS Mileage Plan IP Ltd.
00218QAB6
16000000.00000000
PA
USD
15642398.24000000
0.056418257672
Long
DBT
CORP
KY
N
2
2031-10-20
Fixed
5.30800000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255JAA8
36807812.88250000
PA
USD
37612063.59000000
0.135657401292
Long
ABS-O
CORP
US
N
2
2049-05-16
Fixed
6.26100000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255JAB6
11807181.55870000
PA
USD
12025087.82000000
0.043371514569
Long
ABS-O
CORP
US
N
2
2049-05-16
Fixed
6.26100000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAA3
10245504.87450000
PA
USD
9836815.78000000
0.035478959098
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
3.35100000
N
N
N
N
N
N
AASET 2019-1 Trust
549300TXM3PCKZJKD061
AASET Trust
00256DAA0
297621.73160000
PA
USD
288721.41000000
0.001041346643
Long
ABS-O
CORP
US
N
2
2039-05-15
Fixed
3.84400000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
AASET Trust
00258BAA2
30512416.50170000
PA
USD
28052682.46000000
0.101179080288
Long
ABS-O
CORP
US
N
2
2047-01-15
Fixed
2.79800000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET 2025-1
00258PAA1
12969082.73620000
PA
USD
13080022.86000000
0.047176404075
Long
ABS-O
CORP
US
N
2
2050-02-16
Fixed
5.94300000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
004421UU5
12734770.76220000
PA
USD
12005185.56000000
0.043299732044
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
5.05000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
00442JAC8
7811077.68940000
PA
USD
3122083.07000000
0.011260580661
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
4.83500000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corporation Home Equity Loan Trust Series
00442KAA9
5856274.31520000
PA
USD
2454168.38000000
0.008851577738
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
4.85500000
N
N
N
N
N
N
ACI WORLDWIDE INC
5493003BPVMZUJ6F5C02
ACI Worldwide, Inc.
004498AB7
6973000.00000000
PA
USD
6993263.54000000
0.025222970181
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.75000000
N
N
N
N
N
N
Achieve Mortgage
N/A
ACHM Trust 2025-HE1
00449SAA5
12538748.00000000
PA
USD
12552908.01000000
0.045275231315
Long
ABS-MBS
CORP
US
N
2
2055-03-25
Variable
5.92000000
N
N
N
N
N
N
ACCIDENT FUND INS CO AM
2549009NUX96RJZ6DQ30
Accident Fund Insurance Company of America
00452AAA8
9000000.00000000
PA
USD
8955082.98000000
0.032298767189
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
8.50000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAE6
3100000.00000000
PA
USD
3053500.00000000
0.011013218507
Long
ABS-O
CORP
KY
N
2
2037-12-18
Floating
6.33100000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd.
00489TAG1
3100000.00000000
PA
USD
3038000.00000000
0.010957313845
Long
ABS-O
CORP
KY
N
2
2037-12-18
Floating
6.18100000
N
N
N
N
N
N
AHG FUNDING 2024A
N/A
Akso Health Group
N/A
8400000.00000000
PA
USD
8615609.60000000
0.031074370755
Long
ABS-O
CORP
US
N
3
2044-12-31
Fixed
7.27000000
N
N
N
N
N
N
AHG FUNDING 2024A
N/A
AHG Funding
N/A
3775000.00000000
PA
USD
377.50000000
0.000001361549
Long
ABS-O
CORP
US
N
3
2026-07-20
None
0.00000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
008684AA0
1848796.32660000
PA
USD
1575295.01000000
0.005681699086
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
4.62500000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
23429000.00000000
PA
USD
22910788.01000000
0.082633540049
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Companies Incorporated / Safeway Inc / New Albertsons Limited Partnership / Albertsons LL
013092AF8
5690000.00000000
PA
USD
5560586.53000000
0.020055658911
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.25000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Companies Incorporated / Safeway Inc / New Albertsons Limited Partnership / Albertsons LL
01309QAB4
15425000.00000000
PA
USD
15575296.42000000
0.056176238020
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding B.V.
013822AC5
2800000.00000000
PA
USD
2814492.80000000
0.010151178711
Long
DBT
CORP
NL
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding B.V.
013822AG6
8600000.00000000
PA
USD
7972335.02000000
0.028754238609
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding B.V.
013822AH4
3200000.00000000
PA
USD
3293996.80000000
0.011880630922
Long
DBT
CORP
NL
N
2
2031-03-15
Fixed
7.12500000
N
N
N
N
N
N
ALEXANDER FUND TRUST II
N/A
Alexander Funding Trust II
014916AA8
12360000.00000000
PA
USD
13156256.54000000
0.047451360085
Long
DBT
CORP
US
N
2
2028-07-31
Fixed
7.46700000
N
N
N
N
N
N
Aligned Data Centers Issuer LL
N/A
Aligned Data Centers Issuer LLC
01627AAA6
47980000.00000000
PA
USD
45967430.92000000
0.165793142611
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
Aligned Data Centers Issuers L
N/A
Aligned Data Centers Issuer LLC
01627AAD0
2600000.00000000
PA
USD
2624532.04000000
0.009466037280
Long
ABS-O
CORP
US
N
2
2048-08-17
Fixed
6.00000000
N
N
N
N
N
N
Aligned Data Centers Issuers L
N/A
Aligned Data Centers Issuer LLC
01627AAE8
1345000.00000000
PA
USD
1375045.69000000
0.004959449367
Long
ABS-O
CORP
US
N
2
2048-11-16
Fixed
6.50000000
N
N
N
N
N
N
Allegro CLO Ltd
635400EBXLHIKFL2MP73
Allegro CLO VII Ltd.
01750CAQ6
2500000.00000000
PA
USD
2495000.00000000
0.008998847282
Long
ABS-O
CORP
KY
N
2
2031-06-13
Floating
6.30200000
N
N
N
N
N
N
Alliance Bancorp Trust
N/A
Alliance Bancorp Trust
01852TAA1
462539.78220000
PA
USD
406806.28000000
0.001467249533
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
4.91500000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer
01883LAG8
8600000.00000000
PA
USD
8442480.59000000
0.030449937280
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
6.50000000
N
N
N
N
N
N
ALLO Issuer, LLC
N/A
ALLO Issuer LLC
01983KAG9
1000000.00000000
PA
USD
1009929.10000000
0.003642564223
Long
ABS-O
CORP
US
N
2
2054-07-20
Fixed
5.94000000
N
N
N
N
N
N
ALLO Issuer, LLC
N/A
ALLO Issuer LLC
01983KAN4
8150000.00000000
PA
USD
8206666.71000000
0.029599414998
Long
ABS-O
CORP
US
N
2
2055-04-20
Fixed
5.52800000
N
N
N
N
N
N
ALT-2 STRUCTURED TRUST
N/A
Alt-2 Structured Trust
N/A
40526328.03990000
PA
USD
36879930.74000000
0.133016779365
Long
DBT
CORP
US
N
3
2031-05-14
Floating
2.95000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
02149FAA2
5767579.02640000
PA
USD
2981603.62000000
0.010753906065
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
6.00000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
02150DAA3
12670935.99780000
PA
USD
11308165.43000000
0.040785753005
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
4.77500000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300TXT201GGLA0F48
Alternative Loan Trust
02151DAC8
5522819.56960000
PA
USD
5045895.93000000
0.018199297345
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
5.01500000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300TXT201GGLA0F48
Alternative Loan Trust
02151DAD6
548988.02910000
PA
USD
524969.69000000
0.001893435698
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Floating
4.87500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAE1
2290000.00000000
PA
USD
1799034.08000000
0.006488670517
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
02156LAF8
17800000.00000000
PA
USD
13943327.58000000
0.050290130461
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBK8
25185000.00000000
PA
USD
19747814.13000000
0.071225476359
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBN2
25038000.00000000
PA
USD
17250598.36000000
0.062218637343
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
ALUMINA PTY LTD
N/A
Alumina Pty Ltd.
02220AAA5
4400000.00000000
PA
USD
4388817.27000000
0.015829377299
Long
DBT
CORP
AU
N
2
2030-03-15
Fixed
6.12500000
N
N
N
N
N
N
ALUMINA PTY LTD
N/A
Alumina Pty Ltd.
02220AAB3
10100000.00000000
PA
USD
9929613.00000000
0.035813655695
Long
DBT
CORP
AU
N
2
2032-09-15
Fixed
6.37500000
N
N
N
N
N
N
AMAZON CONSERVATION DAC
635400VMJ6EGNYN3YK31
Amazon Conservation DAC
02315JAA2
16700000.00000000
PA
USD
16658250.00000000
0.060082183464
Long
DBT
CORP
IE
N
2
2042-01-16
Fixed
6.03400000
N
N
N
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023765AA8
4658300.00000000
PA
USD
4436207.16000000
0.016000300900
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines Class AA Pass Through Trust
02376AAA7
7282587.94180000
PA
USD
6905888.07000000
0.024907828493
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
AMER AIRLINE 16-3 AA PTT
N/A
American Airlines Class AA Pass Through Trust
023771R91
3323803.00510000
PA
USD
3138158.97000000
0.011318562452
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines Class AA Pass Through Trust
02377LAA2
134811.57880000
PA
USD
123490.76000000
0.000445400597
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
AMERICAN NATIONAL GROUP
549300RK5RZQ740FPL83
American National Group, Inc.
025676859
590500.00000000
NS
USD
15187660.00000000
0.054778129425
Long
EP
CORP
US
N
2
N
N
N
AMERICAN NATIONAL GROUP
549300RK5RZQ740FPL83
American National Group, Inc.
025676AM9
8142000.00000000
PA
USD
8139947.73000000
0.029358776156
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
AMERICAN NATIONAL GROUP
549300RK5RZQ740FPL83
American National Group, Inc.
025676AN7
30960000.00000000
PA
USD
31212715.65000000
0.112576537637
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.75000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co.
025816EA3
3060000.00000000
PA
USD
3072194.90000000
0.011080646383
Long
DBT
CORP
US
N
2
2031-01-30
Floating
5.39300000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
02660LAA8
6404975.91660000
PA
USD
3277267.97000000
0.011820294174
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
4.62500000
N
N
N
N
N
N
American Home Mortgage Investm
N/A
American Home Mortgage Investment Trust
026932AF0
118705319.70570000
PA
USD
18628615.75000000
0.067188804896
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Fixed
2.07800000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust
026936AA2
8014940.92620000
PA
USD
7410614.38000000
0.026728251332
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
4.81500000
N
N
N
N
N
N
AMERICAN NATIONAL GF
N/A
American National Global Funding
02771D2A1
12225000.00000000
PA
USD
12450155.65000000
0.044904628992
Long
DBT
CORP
US
N
2
2030-01-28
Fixed
5.55000000
N
N
N
N
N
N
AMERICAN NATIONAL GROUP
549300RK5RZQ740FPL83
American National Group, Inc.
02772AAA7
2000000.00000000
PA
USD
2027390.60000000
0.007312295948
Long
DBT
CORP
US
N
2
2032-06-13
Fixed
6.14400000
N
N
N
N
N
N
AMERICO LIFE INC
549300B5C1FRFHBYW144
Americo Life, Inc.
03060NAD2
32364000.00000000
PA
USD
28020920.14000000
0.101064521464
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.45000000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAC8
10810475.44790000
PA
USD
3136575.13000000
0.011312849933
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
4.53500000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Ameriquest Mortgage Securities Trust
03076MAD6
25735111.94290000
PA
USD
7466780.23000000
0.026930827647
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
4.59500000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners Limited Partnership / AmeriGas Finance Corp.
030981AJ3
10945000.00000000
PA
USD
10859012.80000000
0.039165770671
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
AMFAM HOLDINGS INC
N/A
AmFam Holdings, Inc.
03115AAA1
19525000.00000000
PA
USD
16177673.05000000
0.058348861387
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
2.80500000
N
N
N
N
N
N
AMFAM HOLDINGS INC
N/A
AmFam Holdings, Inc.
03115AAC7
13118000.00000000
PA
USD
8301046.26000000
0.029939818668
Long
DBT
CORP
US
N
2
2051-03-11
Fixed
3.83300000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries, Inc.
032177AK3
10650000.00000000
PA
USD
10593499.51000000
0.038208129970
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.37500000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding 13 Ltd.
03290AAJ9
2700000.00000000
PA
USD
2482830.36000000
0.008954954403
Long
ABS-O
CORP
KY
N
2
2039-07-27
Fixed
2.80000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding 13 Ltd.
03290AAN0
1950000.00000000
PA
USD
1784224.85000000
0.006435257291
Long
ABS-O
CORP
KY
N
2
2039-07-27
Fixed
3.65000000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
549300VR9XUOV1E0U888
Anchorage Credit Funding 4 Ltd.
03329TAG9
111754127.00000000
PA
USD
102951064.43000000
0.371319000549
Long
ABS-O
CORP
KY
N
2
2039-04-27
Fixed
2.72300000
N
N
N
N
N
N
Angel Oak Mortgage Trust
254900IWOX9Q54UE4072
Angel Oak Mortgage Trust
03465GAA4
12518371.18050000
PA
USD
12416898.52000000
0.044784678758
Long
ABS-MBS
CORP
US
N
2
2067-10-25
Variable
4.65000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
254900IWOX9Q54UE4072
Angel Oak Mortgage Trust
03465GAC0
6813796.98820000
PA
USD
6746112.82000000
0.024331558724
Long
ABS-MBS
CORP
US
N
2
2067-10-25
Variable
4.65000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465WAB7
8711646.64640000
PA
USD
8623873.32000000
0.031104175947
Long
ABS-MBS
CORP
US
N
2
2067-09-26
Variable
4.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465WAC5
11068109.49570000
PA
USD
10853035.10000000
0.039144210587
Long
ABS-MBS
CORP
US
N
2
2067-09-26
Variable
4.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03466HAA1
4861010.12270000
PA
USD
4829012.04000000
0.017417050850
Long
ABS-MBS
CORP
US
N
2
2068-11-26
Variable
4.80000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03466HAC7
2342123.05950000
PA
USD
2282274.55000000
0.008231599251
Long
ABS-MBS
CORP
US
N
2
2068-11-26
Variable
4.80000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AW0
21300000.00000000
PA
USD
21900030.80000000
0.078987989038
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AX8
18000000.00000000
PA
USD
15985634.04000000
0.057656224224
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AY6
14140000.00000000
PA
USD
10496186.76000000
0.037857146974
Long
DBT
CORP
GB
N
2
2050-09-10
Fixed
3.95000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863BE9
5550000.00000000
PA
USD
5628392.31000000
0.020300217572
Long
DBT
CORP
GB
N
2
2034-04-05
Fixed
5.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
254900S8TF74AZOT0548
Angel Oak Mortgage Trust
034932AC7
4049756.70630000
PA
USD
4068198.08000000
0.014672983261
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
6.00800000
N
N
N
N
N
N
Angel Oak Mortgage Trust
254900NLG610771ZLP05
Angel Oak Mortgage Trust
034942AA0
16205869.20730000
PA
USD
16281352.90000000
0.058722808937
Long
ABS-MBS
CORP
US
N
2
2069-01-25
Variable
5.98500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
254900NLG610771ZLP05
Angel Oak Mortgage Trust
034942AB8
7940875.91120000
PA
USD
7988178.12000000
0.028811380748
Long
ABS-MBS
CORP
US
N
2
2069-01-25
Variable
6.18600000
N
N
N
N
N
N
Angel Oak Mortgage Trust
254900NLG610771ZLP05
Angel Oak Mortgage Trust
034942AC6
7324242.58940000
PA
USD
7364021.28000000
0.026560201556
Long
ABS-MBS
CORP
US
N
2
2069-01-25
Variable
6.25000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
25490046TFINGL6XED11
Angel Oak Mortgage Trust
034943AA8
26295948.34960000
PA
USD
26517536.42000000
0.095642188597
Long
ABS-MBS
CORP
US
N
2
2069-01-25
Variable
6.19700000
N
N
N
N
N
N
Angel Oak Mortgage Trust
25490046TFINGL6XED11
Angel Oak Mortgage Trust
034943AB6
3990280.55930000
PA
USD
4025334.77000000
0.014518385914
Long
ABS-MBS
CORP
US
N
2
2069-01-25
Variable
6.39800000
N
N
N
N
N
N
Angel Oak Mortgage Trust
25490046TFINGL6XED11
Angel Oak Mortgage Trust
034943AC4
8100269.53260000
PA
USD
8159301.87000000
0.029428581747
Long
ABS-MBS
CORP
US
N
2
2069-01-25
Variable
6.49900000
N
N
N
N
N
N
AON NORTH AMERICA INC
N/A
Aon North America, Inc.
03740MAD2
22300000.00000000
PA
USD
22706353.28000000
0.081896194592
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.45000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co.
037735CE5
4150000.00000000
PA
USD
4277394.50000000
0.015427502954
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.80000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co.
037735CT2
3730000.00000000
PA
USD
3072163.21000000
0.011080532085
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.40000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAE8
22918500.00000000
PA
USD
22487558.86000000
0.081107057289
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.72300000
N
N
N
N
N
N
AQUILA FDG LLC FDG_24-1
N/A
Endo Luxembourg Finance Co I SARL / Endo US, Inc.
N/A
15650000.00000000
PA
USD
15987661.90000000
0.057663538213
Long
ABS-O
CORP
US
N
3
2045-09-30
Fixed
7.40000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
93908015.00000000
PA
USD
89401791.95000000
0.322450129272
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.23700000
N
N
N
N
N
N
ARDONAGH FINCO LTD
254900D2T84O1K03BA28
Ardonagh Finco Ltd.
039853AA4
5300000.00000000
PA
USD
5398871.50000000
0.019472392836
Long
DBT
CORP
JE
N
2
2031-02-15
Fixed
7.75000000
N
N
N
N
N
N
ARES FINANCE CO IV LLC
N/A
Ares Finance Company IV LLC
039936AA7
2450000.00000000
PA
USD
1749465.82000000
0.006309890076
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.65000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LXVII CLO Ltd.
039939AU7
5000000.00000000
PA
USD
4956911.00000000
0.017878350734
Long
ABS-O
CORP
JE
N
2
2038-01-25
Floating
5.85300000
N
N
N
N
N
N
Ares Direct Lending CLO LLC
N/A
Ares Direct Lending CLO 3 LLC
039945AC4
5450000.00000000
PA
USD
5402045.45000000
0.019483840487
Long
ABS-O
CORP
US
N
2
2037-01-20
Floating
6.29000000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series
040104PT2
8831700.88380000
PA
USD
7054860.70000000
0.025445135887
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.19500000
N
N
N
N
N
N
ARES FINANCE CO II LLC
54930012GWL4VKKENG46
Ares Finance Company II LLC
04015KAB6
21488000.00000000
PA
USD
20021648.14000000
0.072213127837
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.25000000
N
N
N
N
N
N
ARETEC GROUP INC
549300NV2T8A33L0PQ58
Aretec Group, Inc.
04020JAA4
8275000.00000000
PA
USD
8884015.18000000
0.032042443230
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
10.00000000
N
N
N
N
N
N
Ares Direct Lending CLO LLC
254900W79C3ALKJIMH12
Ares Direct Lending CLO 1 LLC
04020RAA6
49000000.00000000
PA
USD
48886594.40000000
0.176321842550
Long
ABS-O
CORP
US
N
2
2036-04-25
Floating
6.10000000
N
N
N
N
N
N
Ares Direct Lending CLO LLC
254900W79C3ALKJIMH12
Ares Direct Lending CLO 1 LLC
04020RAC2
9750000.00000000
PA
USD
9652069.05000000
0.034812623382
Long
ABS-O
CORP
US
N
2
2036-04-25
Floating
6.50000000
N
N
N
N
N
N
Ares Direct Lending CLO LLC
N/A
Ares Direct Lending CLO 2 LLC
04021CAG5
13600000.00000000
PA
USD
13619797.52000000
0.049123237635
Long
ABS-O
CORP
KY
N
2
2036-10-20
Floating
6.64300000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co.
040555DE1
3140000.00000000
PA
USD
3344760.16000000
0.012063721794
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
6.35000000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset-Backed Securities Corporation Home Equity Loan Trust Series AEG
04541GVL3
5893404.84300000
PA
USD
5752423.40000000
0.020747567006
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
4.07660000
N
N
N
N
N
N
Asset Backed Funding Certifica
N/A
ABFC Trust
04545EAA1
13711502.45980000
PA
USD
9890464.59000000
0.035672457073
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
5.68500000
N
N
N
N
N
N
AASET 2018-2 Trust
N/A
AASET US Ltd.
04546KAA6
5434536.78290000
PA
USD
5353125.25000000
0.019307397438
Long
ABS-O
CORP
US
N
2
2038-11-18
Fixed
4.45400000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings, Inc.
04621WAE0
13031000.00000000
PA
USD
8992852.47000000
0.032434992389
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.60000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAD0
1450000.00000000
PA
USD
1579424.97000000
0.005696594829
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
6.75000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAN8
10021000.00000000
PA
USD
8469215.68000000
0.030546364130
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
AT&T MOBILITY II LLC
N/A
AT&T Mobility II LLC
04651L305
47000.00000000
NS
USD
47886890.00000000
0.172716156289
Long
EP
CORP
US
N
3
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Y6
2880000.00000000
PA
USD
2490036.22000000
0.008980944156
Long
DBT
CORP
US
N
2
2031-06-07
Fixed
2.67300000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3E9
400000.00000000
PA
USD
342947.21000000
0.001236925678
Long
DBT
CORP
US
N
2
2031-10-04
Fixed
2.64600000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3U3
500000.00000000
PA
USD
503250.00000000
0.001815098154
Long
DBT
CORP
US
N
2
2027-03-25
Floating
5.63200000
N
N
N
N
N
N
ATLANTIC MARINE CORP COM
N/A
Atlantic Marine Corporations Communities LLC
048677AB4
10677623.01570000
PA
USD
9999914.28000000
0.036067215007
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
5.34300000
N
N
N
N
N
N
ATLANTIC MARINE CORP COM
N/A
Atlantic Marine Corporations Communities LLC
048677AC2
725013.73390000
PA
USD
630348.04000000
0.002273509317
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
5.37300000
N
N
N
N
N
N
ATLASSIAN CORPORATION
549300V7ZY5P02D2MY38
Atlassian Corp.
049468AB7
17500000.00000000
PA
USD
17769045.00000000
0.064088546015
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
5.50000000
N
N
N
N
N
N
ATLX Trust
N/A
ATLX Trust
049915AA9
7416277.33880000
PA
USD
7130815.18000000
0.025719084891
Long
ABS-MBS
CORP
US
N
2
2064-04-25
Variable
3.85000000
N
N
N
N
N
N
AURORA MILITARY HOUS III
N/A
Aurora Military Housing LLC
05178TAA9
2116841.45590000
PA
USD
2133036.14000000
0.007693333255
Long
DBT
CORP
US
N
2
2034-07-15
Fixed
5.82000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AM8
1600000.00000000
PA
USD
1382761.54000000
0.004987278527
Long
DBT
CORP
AU
N
2
2035-11-25
Variable
2.57000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AT3
10000000.00000000
PA
USD
9662316.00000000
0.034849581594
Long
DBT
CORP
AU
N
2
2035-09-30
Variable
5.20400000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation, Inc.
05329WAT9
3330000.00000000
PA
USD
3323492.94000000
0.011987016196
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.89000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHM9
11000000.00000000
PA
USD
11480341.40000000
0.041406749101
Long
ABS-O
CORP
US
N
2
2030-02-20
Fixed
6.02000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHN7
15350000.00000000
PA
USD
16086041.71000000
0.058018369830
Long
ABS-O
CORP
US
N
2
2030-02-20
Fixed
6.66000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RJL9
8250000.00000000
PA
USD
8348366.40000000
0.030110490697
Long
ABS-O
CORP
US
N
2
2030-12-20
Fixed
5.58000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS D
5493007DMEBZH3CQ5E51
Axalta Coating Systems Dutch Holding B B.V.
05455JAA5
2000000.00000000
PA
USD
2062665.36000000
0.007439523274
Long
DBT
CORP
NL
N
2
2031-02-15
Fixed
7.25000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491UBE7
55942522.45320000
PA
USD
1210775.20000000
0.004366966380
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
0.74800000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493NAE2
19500000.00000000
PA
USD
19465650.75000000
0.070207782906
Long
ABS-O
CORP
KY
N
2
2038-11-16
Floating
6.33100000
N
N
N
N
N
N
BDS Ltd
N/A
BDS Ltd.
05493NAG7
4400000.00000000
PA
USD
4385956.08000000
0.015819057695
Long
ABS-O
CORP
KY
N
2
2038-11-16
Floating
6.68100000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBK0
3950000.00000000
PA
USD
3214141.58000000
0.011592612914
Long
DBT
CORP
US
N
2
2049-09-06
Fixed
4.75800000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBZ7
5925000.00000000
PA
USD
6174606.09000000
0.022270275444
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
6.00000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DCC7
9550000.00000000
PA
USD
9587576.96000000
0.034580016381
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.62500000
N
N
N
N
N
N
BCC Middle Market CLO
N/A
BCC Middle Market CLO LLC
05550GAL1
30450000.00000000
PA
USD
30503354.49000000
0.110018047558
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
6.06400000
N
N
N
N
N
N
BDS Ltd
N/A
BDS LLC
05555MAA7
5000000.00000000
PA
USD
4994841.00000000
0.018015154853
Long
ABS-O
CORP
US
N
2
2039-09-19
Floating
5.89300000
N
N
N
N
N
N
BDS Ltd
N/A
BDS LLC
05555MAC3
4000000.00000000
PA
USD
3990720.80000000
0.014393541894
Long
ABS-O
CORP
US
N
2
2039-09-19
Floating
6.30500000
N
N
N
N
N
N
BDS Ltd
N/A
BDS LLC
05555MAE9
3900000.00000000
PA
USD
3890900.52000000
0.014033514857
Long
ABS-O
CORP
US
N
2
2039-09-19
Floating
6.55700000
N
N
N
N
N
N
BCRED CLO LLC
2549001W2Y6F50VEZG93
BCRED CLO 2025-1 LLC
05556FAC7
7150000.00000000
PA
USD
7164088.36000000
0.025839093013
Long
ABS-O
CORP
KY
N
2
2037-04-20
Floating
5.98300000
N
N
N
N
N
N
BCRED CLO LLC
2549001W2Y6F50VEZG93
BCRED CLO 2025-1 LLC
05556FAE3
11300000.00000000
PA
USD
11322248.57000000
0.040836547404
Long
ABS-O
CORP
KY
N
2
2037-04-20
Floating
6.28300000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDV7
75020000.00000000
PA
USD
71757800.31000000
0.258812619765
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDX3
9970000.00000000
PA
USD
9811465.04000000
0.035387525255
Long
DBT
CORP
GB
N
2
N/A
Variable
6.12500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05571AAS4
10000000.00000000
PA
USD
10889302.40000000
0.039275017759
Long
DBT
CORP
FR
N
2
2034-10-19
Variable
7.00300000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05571AAY1
7750000.00000000
PA
USD
7806186.49000000
0.028154981996
Long
DBT
CORP
FR
N
2
2035-05-30
Variable
5.93600000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05571AAZ8
20000000.00000000
PA
USD
20481953.40000000
0.073873334946
Long
DBT
CORP
FR
N
2
2031-01-14
Variable
5.87600000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AE3
6500000.00000000
PA
USD
6459627.85000000
0.023298278366
Long
ABS-O
CORP
KY
N
2
2036-10-15
Floating
6.23400000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AG8
15300000.00000000
PA
USD
15064731.90000000
0.054334758204
Long
ABS-O
CORP
KY
N
2
2036-10-15
Floating
6.68400000
N
N
N
N
N
N
BSPDF 2021-FL1 Issuer Ltd
N/A
BSPDF Issuer Ltd.
055731AJ2
3500000.00000000
PA
USD
3426439.80000000
0.012358320033
Long
ABS-O
CORP
KY
N
2
2036-10-15
Floating
7.18400000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05591XAJ0
4200000.00000000
PA
USD
4109427.42000000
0.014821687282
Long
ABS-O
CORP
KY
N
2
2038-08-19
Floating
7.13100000
N
N
N
N
N
N
BMP Trust
N/A
BMP Trust
05593JAC4
4900000.00000000
PA
USD
4884687.50000000
0.017617858450
Long
ABS-MBS
CORP
US
N
2
2041-06-15
Floating
5.96100000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05601HAG9
5550000.00000000
PA
USD
5433363.98000000
0.019596798671
Long
ABS-O
CORP
KY
N
2
2036-03-15
Floating
6.48400000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05602CAE4
4875000.00000000
PA
USD
4873441.95000000
0.017577298536
Long
ABS-O
CORP
KY
N
2
2038-12-15
Floating
6.48400000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer Ltd.
05602CAG9
7250000.00000000
PA
USD
7255797.10000000
0.026169863733
Long
ABS-O
CORP
KY
N
2
2038-12-15
Floating
6.73400000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAC6
23550000.00000000
PA
USD
23552187.80000000
0.084946910292
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
6.68400000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAE2
10600000.00000000
PA
USD
10541398.96000000
0.038020216186
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
7.08400000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
05608XAG7
16327000.00000000
PA
USD
16191263.85000000
0.058397880038
Long
ABS-O
CORP
KY
N
2
2037-11-15
Floating
7.48400000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAL9
52000000.00000000
PA
USD
51317500.00000000
0.185089517201
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.08400000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609VAN5
60050000.00000000
PA
USD
59228203.74000000
0.213621467041
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.43400000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05610HAG8
4410000.00000000
PA
USD
4392084.38000000
0.015841160956
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
6.28000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust
05612TAC9
17150000.00000000
PA
USD
17032093.75000000
0.061430545313
Long
ABS-MBS
CORP
US
N
2
2029-07-15
Floating
6.26000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust
05612TAE5
20650000.00000000
PA
USD
20495125.00000000
0.073920841647
Long
ABS-MBS
CORP
US
N
2
2029-07-15
Floating
6.46000000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05613BAA1
5650000.00000000
PA
USD
5634989.08000000
0.020324010488
Long
ABS-O
CORP
KY
N
2
2037-08-19
Floating
6.26200000
N
N
N
N
N
N
BrightSpire Capital, Inc
N/A
BRSP Ltd.
05613BAC7
1850000.00000000
PA
USD
1846730.13000000
0.006660698361
Long
ABS-O
CORP
KY
N
2
2037-08-19
Floating
6.69700000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05613QAA8
10000000.00000000
PA
USD
10000000.00000000
0.036067524178
Long
ABS-MBS
CORP
US
N
2
2041-10-15
Floating
5.81200000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05613QAC4
3800000.00000000
PA
USD
3797625.00000000
0.013697093150
Long
ABS-MBS
CORP
US
N
2
2041-10-15
Floating
6.11200000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer LLC
05613RAC2
8900000.00000000
PA
USD
8891782.63000000
0.032070458499
Long
ABS-O
CORP
US
N
2
2039-07-15
Floating
6.41400000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT Issuer LLC
05613RAE8
3800000.00000000
PA
USD
3790678.98000000
0.013672040576
Long
ABS-O
CORP
US
N
2
2039-07-15
Floating
6.61300000
N
N
N
N
N
N
Babson CLO Ltd
549300SCEOLR3BTPYX35
Babson CLO Ltd.
05618HAE5
1300000.00000000
PA
USD
130.00000000
0.000000468877
Long
ABS-O
CORP
KY
N
2
2025-07-20
None
0.00000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp.
058498AY2
2765000.00000000
PA
USD
2827397.76000000
0.010197723707
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.87500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05964HAZ8
1000000.00000000
PA
USD
1113019.79000000
0.004014386818
Long
DBT
CORP
ES
N
2
2033-11-07
Fixed
6.93800000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05964HBE4
2000000.00000000
PA
USD
2009984.00000000
0.007249514651
Long
DBT
CORP
ES
N
2
2028-07-15
Floating
5.42400000
N
N
N
N
N
N
Bank
N/A
BANK
060352AG6
33227127.79990000
PA
USD
468389.53000000
0.001689365069
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Variable
0.77400000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505GB4
27700000.00000000
NS
USD
26996976.77000000
0.097371411238
Long
EP
CORP
US
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHT9
3350000.00000000
PA
USD
3313687.58000000
0.011951650691
Long
DBT
CORP
US
N
2
2027-04-23
Variable
3.55900000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GMD8
10000000.00000000
PA
USD
9811487.20000000
0.035387605180
Long
DBT
CORP
US
N
2
2035-10-25
Variable
5.51800000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GMQ9
16850000.00000000
PA
USD
16817807.23000000
0.060657666889
Long
DBT
CORP
US
N
2
2036-02-12
Variable
5.74400000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust
06054MAF0
1486793.31100000
PA
USD
12430.48000000
0.000044833663
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
1.72100000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058AL4
65200000.00000000
NS
USD
62322300.20000000
0.224781106930
Long
EP
CORP
US
N
2
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
06406RBZ9
3350000.00000000
PA
USD
3385201.37000000
0.012209583226
Long
DBT
CORP
US
N
2
2032-07-22
Variable
5.06000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06418GAJ6
3060000.00000000
PA
USD
3075492.96000000
0.011092541669
Long
DBT
CORP
CA
N
2
2029-08-01
Floating
5.72000000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust
06427DAT0
20628249.75390000
PA
USD
276201.95000000
0.000996192050
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
1.00300000
N
N
N
N
N
N
Bank
N/A
BANK
06539WBD7
140000000.00000000
PA
USD
2627968.00000000
0.009478429937
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Variable
0.43700000
N
N
N
N
N
N
Bank
N/A
BANK
06541FBB4
10360697.99120000
PA
USD
229407.61000000
0.000827416452
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Variable
1.32900000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738ECQ6
3010000.00000000
PA
USD
3050299.20000000
0.011001674014
Long
DBT
CORP
GB
N
2
2028-03-12
Floating
5.83400000
N
N
N
N
N
N
Babson CLO Ltd
549300P3XUH38MXFT836
Barings CLO Limited 2022-III
06762VAJ5
5950000.00000000
PA
USD
5935714.65000000
0.021408653165
Long
ABS-O
CORP
KY
N
2
2037-10-20
Floating
6.04300000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2025-FL14 LLC
072921AC3
10200000.00000000
PA
USD
10178933.94000000
0.036712894598
Long
ABS-O
CORP
US
N
2
2042-10-21
Floating
5.87100000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
073685AF6
6120000.00000000
PA
USD
6107701.25000000
0.022028966250
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.50000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
073685AK5
1925000.00000000
PA
USD
2025007.60000000
0.007303701057
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
6.50000000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset-Backed Securities I Trust
07389MAD9
2790347.60060000
PA
USD
2759078.97000000
0.009951314745
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
4.71500000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset-Backed Securities I Trust
07389MAE7
3430449.85060000
PA
USD
3388263.55000000
0.012220627751
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
4.71500000
N
N
N
N
N
N
BEACON FUNDING TRUST
N/A
Beacon Funding Trust
073952AB9
31900000.00000000
PA
USD
31797037.65000000
0.114684042423
Long
DBT
CORP
US
N
2
2054-08-15
Fixed
6.26600000
N
N
N
N
N
N
BECLE SA DE CV
529900JY55CZKMJLCE09
Becle, SAB de CV
07586PAA9
13000000.00000000
PA
USD
10488771.80000000
0.037830403049
Long
DBT
CORP
MX
N
2
2031-10-14
Fixed
2.50000000
N
N
N
N
N
N
BELL CANADA
5493000G3EFX9S7TDE29
Bell Telephone Company of Canada or Bell Canada
0778FPAQ2
25250000.00000000
PA
USD
25229475.03000000
0.090996470064
Long
DBT
CORP
CA
N
2
2055-09-15
Variable
7.00000000
N
N
N
N
N
N
BELROSE FUNDING TRUST
N/A
Belrose Funding Trust
080807AA8
3860000.00000000
PA
USD
3366242.81000000
0.012141204393
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.33000000
N
N
N
N
N
N
BELVOIR LAND LLC
N/A
Belvoir Land LLC
081331AH3
5600000.00000000
PA
USD
5484444.00000000
0.019781031657
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
5.60000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08161CAG6
89807882.05500000
PA
USD
879901.71000000
0.003173587619
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
0.45200000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162CAG5
750000.00000000
PA
USD
698520.15000000
0.002519389239
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
4.58800000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162CAJ9
58037541.04950000
PA
USD
528896.11000000
0.001907597323
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Variable
0.39500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162QBQ1
5232000.00000000
PA
USD
3088723.76000000
0.011140261889
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
3.12600000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08162YAK8
99601638.03140000
PA
USD
2202251.98000000
0.007942977653
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.74100000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576BAB8
20700000.00000000
PA
USD
21506555.63000000
0.077568821517
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
5.80000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAQ4
9050000.00000000
PA
USD
9181745.01000000
0.033116281014
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.65000000
N
N
N
N
N
N
BETH ISRAEL LAHEY HEALTH
549300QPZ5W3279DU141
Beth Israel Lahey Health, Inc.
08661UAB2
2700000.00000000
PA
USD
1717043.00000000
0.006192948991
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
3.08000000
N
N
N
N
N
N
BIB MERCHANT VOUCHER RECEIVABLES LTD
N/A
Bib Merchant Voucher Receivables Ltd.
N/A
11421927.81000000
PA
USD
11289345.16000000
0.040717872951
Long
ABS-O
CORP
US
N
3
2028-04-07
Fixed
4.18000000
N
N
N
N
N
N
BGC GROUP INC
2549001IGRCG4F0RLD36
BGC Group, Inc.
088929AC8
3120000.00000000
PA
USD
3331051.90000000
0.012014279494
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
8.00000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AV1
50000.00000000
PA
USD
51797.32000000
0.000186820109
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.95000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AX7
7830000.00000000
PA
USD
8104228.52000000
0.029229945809
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
6.00000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Company LLC
09261BAH3
2150000.00000000
PA
USD
1416167.63000000
0.005107766023
Long
DBT
CORP
US
N
2
2052-01-30
Fixed
3.20000000
N
N
N
N
N
N
BLUE OWL FINANCE LLC
254900OF2NO2GYFV5T41
Blue Owl Finance LLC
09581JAT3
9880000.00000000
PA
USD
10118628.88000000
0.036495389177
Long
DBT
CORP
US
N
2
2034-04-18
Fixed
6.25000000
N
N
N
N
N
N
Blue Stream Issuer, LLC
N/A
Blue Stream Issuer LLC
09606BAA2
6625000.00000000
PA
USD
6661217.55000000
0.024025362504
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
5.39800000
N
N
N
N
N
N
Blue Stream Issuer, LLC
N/A
Blue Stream Issuer LLC
09606BAG9
5100000.00000000
PA
USD
5147282.10000000
0.018564972159
Long
ABS-O
CORP
US
N
2
2054-11-20
Fixed
5.40800000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2W3
15990000.00000000
PA
USD
16272874.13000000
0.058692228113
Long
DBT
CORP
FR
N
2
2030-05-20
Variable
5.49700000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W3A0
3270000.00000000
PA
USD
3343438.41000000
0.012058954569
Long
DBT
CORP
FR
N
2
2033-01-13
Variable
5.78600000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines, LP
096630AK4
6675000.00000000
PA
USD
6724904.77000000
0.024255066538
Long
DBT
CORP
US
N
2
2034-08-01
Fixed
5.62500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CQ6
10492000.00000000
PA
USD
7353918.24000000
0.026523762392
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DS1
35895000.00000000
PA
USD
38460998.58000000
0.138719299619
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.52800000
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DT9
7175000.00000000
PA
USD
7793454.29000000
0.028109060103
Long
DBT
CORP
US
N
2
2054-05-01
Fixed
6.85800000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton, Inc.
09951LAC7
9200000.00000000
PA
USD
9172633.68000000
0.033083418703
Long
DBT
CORP
US
N
2
2033-08-04
Fixed
5.95000000
N
N
N
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co.
100743AP8
7450000.00000000
PA
USD
7639556.91000000
0.027553990356
Long
DBT
CORP
US
N
2
2035-01-10
Fixed
5.84300000
N
N
N
N
N
N
Boyce Park CLO, LLC
54930028S3PFXX4SMQ72
Boyce Park CLO Ltd.
103228AE2
8800000.00000000
PA
USD
8762112.48000000
0.031602770372
Long
ABS-O
CORP
JE
N
2
2035-04-21
Floating
6.04300000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569DAC7
4959863.88580000
PA
USD
5014311.29000000
0.018085379368
Long
ABS-MBS
CORP
US
N
2
2063-09-25
Variable
7.05800000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569LAA3
11078604.12130000
PA
USD
11165087.03000000
0.040269704640
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
6.19100000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569LAB1
1876438.57080000
PA
USD
1887982.05000000
0.006809483823
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
6.39400000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569LAC9
5116160.93500000
PA
USD
5144071.64000000
0.018553392824
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
6.49500000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
Bravo Residential Funding Trust Series 2025-NQM1
10569MAD5
9426223.37850000
PA
USD
9450404.47000000
0.034085269171
Long
ABS-MBS
CORP
US
N
2
2064-12-25
Variable
5.80700000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
Bravo Residential Funding Trust Series 2025-NQM1
10569MAE3
6805380.89380000
PA
USD
6822678.81000000
0.024607713293
Long
ABS-MBS
CORP
US
N
2
2064-12-25
Variable
5.90800000
N
N
N
N
N
N
BRAVO Residential Funding Trus
254900TZWRKTBX2YNW23
BRAVO Residential Funding Trust 2025-NQM2
10569NAE1
10862930.66770000
PA
USD
10903107.22000000
0.039324808327
Long
ABS-MBS
CORP
US
N
2
2064-11-25
Variable
5.93200000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569QAD6
7500000.00000000
PA
USD
7492052.25000000
0.027021977567
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
5.84000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10569UAC9
3138827.51270000
PA
USD
3170574.24000000
0.011435476305
Long
ABS-MBS
CORP
US
N
2
2063-06-25
Variable
7.01200000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
10570FAC9
5682283.68840000
PA
USD
5702366.02000000
0.020567022429
Long
ABS-MBS
CORP
US
N
2
2063-12-01
Variable
6.40000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
105933AA3
20608831.74100000
PA
USD
20416341.13000000
0.073636687733
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
4.50000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
105933AB1
4286637.00110000
PA
USD
4243097.20000000
0.015303801085
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
4.50000000
N
N
N
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust
105933AC9
2172995.21740000
PA
USD
2144174.35000000
0.007733506021
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
4.50000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Limited Duration Fund - Class R6
N/A
5445823.92700000
NS
USD
133586060.93000000
0.481811848245
Long
EC
RF
US
N
1
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund II
N/A
1136509.34800000
NS
USD
28253622.39000000
0.101903820867
Long
EC
RF
US
N
1
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2L1
3330000.00000000
PA
USD
3384335.45000000
0.012206460066
Long
DBT
CORP
US
N
2
2029-06-10
Fixed
5.65000000
N
N
N
N
N
N
BRINK'S CO/THE
XFP140TFNOQMIVFTVQ13
Brink's Co.
109696AC8
13500000.00000000
PA
USD
13685098.50000000
0.049358762102
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
6.50000000
N
N
N
N
N
N
BRINK'S CO/THE
XFP140TFNOQMIVFTVQ13
Brink's Co.
109696AD6
22420000.00000000
PA
USD
22731682.84000000
0.081987552044
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.75000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Strategy Fund III
N/A
2179149.91300000
NS
USD
54326207.33000000
0.195941179638
Long
EC
RF
US
N
1
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways Class A Pass Through Trust
11042CAA8
13047485.68790000
PA
USD
11696785.18000000
0.042187408228
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
BRITISH AIR 20-1 A PPT
N/A
British Airways Class A Pass Through Trust
11044MAA4
4562060.52810000
PA
USD
4390262.00000000
0.015834588083
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
111021AE1
2391000.00000000
PA
USD
2919207.53000000
0.010528858816
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.62500000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAF8
8250000.00000000
PA
USD
8007155.48000000
0.028879827387
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.25000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications plc
11102AAG6
47450000.00000000
PA
USD
43390102.08000000
0.156497355586
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.87500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBV2
33182000.00000000
PA
USD
31903923.27000000
0.115069552391
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
BROOKFIELD CAPITAL FIN
N/A
Brookfield Capital Finance LLC
11259NAA2
16800000.00000000
PA
USD
17646640.54000000
0.063647063433
Long
DBT
CORP
US
N
2
2033-06-14
Fixed
6.08700000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAB8
9790000.00000000
PA
USD
8319823.46000000
0.030007543380
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAF9
9526000.00000000
PA
USD
6559870.04000000
0.023659827127
Long
DBT
CORP
CA
N
2
2051-03-30
Fixed
3.50000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAJ1
9380000.00000000
PA
USD
6558552.47000000
0.023655074978
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.62500000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAK8
1640000.00000000
PA
USD
1746724.79000000
0.006300003859
Long
DBT
CORP
CA
N
2
2034-01-05
Fixed
6.35000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAM4
9400000.00000000
PA
USD
9615771.83000000
0.034681708296
Long
DBT
CORP
CA
N
2
2035-01-15
Fixed
5.67500000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance, Inc.
11271LAP7
12635000.00000000
PA
USD
12325901.15000000
0.044456473774
Long
DBT
CORP
CA
N
2
2055-03-03
Fixed
5.81300000
N
N
N
N
N
N
BROOKFLD FIN LLC/FIN INC
549300E643C5WZF8BL44
Brookfield Finance LLC / Brookfield Finance, Inc.
11271RAB5
6852000.00000000
PA
USD
4647366.05000000
0.016761898737
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co.
114259AQ7
1300000.00000000
PA
USD
1018218.64000000
0.003672462541
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co.
114259AX2
12675000.00000000
PA
USD
13360950.60000000
0.048189640880
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
6.38800000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co.
114259AY0
1180000.00000000
PA
USD
1235977.47000000
0.004457864728
Long
DBT
CORP
US
N
2
2054-07-18
Fixed
6.41500000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AC5
57000.00000000
PA
USD
48930.86000000
0.000176481497
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AG6
21200000.00000000
PA
USD
21571656.14000000
0.077803622939
Long
DBT
CORP
US
N
2
2034-06-11
Fixed
5.65000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AQ4
11100000.00000000
PA
USD
10817690.37000000
0.039016730897
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.95000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AV3
2800000.00000000
PA
USD
2846284.00000000
0.010265841698
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.87500000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners, LP
118230AW1
3075000.00000000
PA
USD
3114684.47000000
0.011233895742
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
6.75000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAS6
52000000.00000000
PA
USD
51600094.00000000
0.186108763793
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
6.37500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
12433CAA3
15850000.00000000
PA
USD
15850000.00000000
0.057167025822
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
6.01000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
12433CAC9
11400000.00000000
PA
USD
11392875.00000000
0.041091279452
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
6.46000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAA2
13863244.69420000
PA
USD
13842222.47000000
0.049925469361
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
5.58400000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAC8
6008500.00000000
PA
USD
5995900.78000000
0.021625729635
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
5.83400000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAE4
16000000.00000000
PA
USD
15891568.00000000
0.057316951306
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.08400000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT Ltd.
12434LAG9
5360000.00000000
PA
USD
5304194.36000000
0.019130915832
Long
ABS-O
CORP
KY
N
2
2038-02-15
Floating
6.08400000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AF0
20648000.00000000
PA
USD
18452084.58000000
0.066552100672
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.90000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AK9
6518000.00000000
PA
USD
5040941.22000000
0.018181426933
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.90000000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS Mortgage Loan Trust
1248MBAJ4
2400173.38040000
PA
USD
1420823.44000000
0.005124558377
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Variable
3.53300000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
Credit-Based Asset Servicing and Securitization LLC
12498NAW3
4188172.37400000
PA
USD
4020720.03000000
0.014501741689
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.51000000
N
N
N
N
N
N
Guggenheim Partners Investment Management LLC
N/A
Guggenheim Ultra Short Duration Fund - Institutional Class
40169J523
3081963.70000000
NS
USD
30912095.91000000
0.111492276663
Long
EC
RF
US
N
1
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
125039AG2
35576320.83940000
PA
USD
592587.66000000
0.002137316975
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Variable
0.89100000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services, Inc.
12505BAG5
3500000.00000000
PA
USD
3659392.45000000
0.013198522566
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.95000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAC4
3371025.42850000
PA
USD
3106078.67000000
0.011202856752
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.25000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAE0
21824252.93180000
PA
USD
21098048.73000000
0.076095438268
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.48000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4, LP
12510HAF7
19887738.48010000
PA
USD
18490787.93000000
0.066691694073
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
3.81000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB5, LP
12510HAN0
6527125.12700000
PA
USD
5467831.46000000
0.019721114338
Long
ABS-O
CORP
US
N
2
2051-08-15
Fixed
2.76000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB7, LP
12510HAS9
4277000.00000000
PA
USD
4307273.03000000
0.015535267415
Long
ABS-O
CORP
US
N
2
2053-09-15
Fixed
5.75000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAV2
3383333.33330000
PA
USD
3367051.38000000
0.012144120705
Long
ABS-O
CORP
US
N
2
2054-05-15
Fixed
4.90000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAX8
14052083.33330000
PA
USD
13937121.83000000
0.050267747857
Long
ABS-O
CORP
US
N
2
2054-05-15
Fixed
5.25000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HBA7
9788437.60150000
PA
USD
9215491.96000000
0.033237997908
Long
ABS-O
CORP
US
N
2
2054-10-15
Fixed
4.55000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBD6
27740293.71210000
PA
USD
238477.76000000
0.000860130237
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.33400000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABF6
29107813.63240000
PA
USD
135377.53000000
0.000488273233
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.53200000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Commercial Mortgage Trust
12515DAS3
24637541.67440000
PA
USD
465518.96000000
0.001679011634
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.21700000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Commercial Mortgage Trust
12515GAJ6
28871363.28060000
PA
USD
380692.02000000
0.001373061863
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
0.92900000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT LLC
12530GAA6
5566789.49260000
PA
USD
5454129.92000000
0.019671696276
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.25000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAC9
10075717.99510000
PA
USD
9916668.76000000
0.035766969026
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAD7
4312872.35120000
PA
USD
3831692.95000000
0.013819967811
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.60000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAM7
20275456.94280000
PA
USD
20373748.30000000
0.073483065940
Long
ABS-O
CORP
US
N
2
2062-08-15
Fixed
6.11000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12531WBC5
37934025.29210000
PA
USD
123315.93000000
0.000444770028
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Variable
0.95200000
N
N
N
N
N
N
CGI INC
549300WSRCZY73ZG3090
CGI, Inc.
12532HAF1
11960000.00000000
PA
USD
10183416.75000000
0.036729062984
Long
DBT
CORP
CA
N
2
2031-09-14
Fixed
2.30000000
N
N
N
N
N
N
CLI Funding LLC
254900Z4P82YK31RVL27
CLI Funding VIII LLC
12565KAA5
2279089.38100000
PA
USD
2084157.50000000
0.007517040102
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAC1
3000000.00000000
PA
USD
2720162.10000000
0.009810951231
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
2.51000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAD9
5050000.00000000
PA
USD
4304260.44000000
0.015524401748
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
3.04000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAE7
10050000.00000000
PA
USD
9171547.59000000
0.033079501445
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
2.91000000
N
N
N
N
N
N
CMFT Net Lease Master Issuer L
N/A
CMFT Net Lease Master Issuer LLC
12575AAF4
3215000.00000000
PA
USD
2751831.35000000
0.009925174375
Long
ABS-O
CORP
US
N
2
2051-07-20
Fixed
3.44000000
N
N
N
N
N
N
CIM Trust
N/A
CIM TRUST 2025-R1
12575LAA1
40300000.00000000
PA
USD
39603827.58000000
0.142841200878
Long
ABS-MBS
CORP
US
N
2
2099-02-25
Variable
5.00000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BY5
22615000.00000000
PA
USD
22037853.89000000
0.079485082801
Long
DBT
CORP
US
N
2
2055-06-01
Variable
6.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591TAF3
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Variable
0.59700000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAU8
1680000.00000000
PA
USD
1682700.03000000
0.006069082401
Long
DBT
CORP
US
N
2
2028-03-21
Fixed
4.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABB0
2771929.66380000
PA
USD
27.72000000
0.000000099979
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
0.81500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBG0
33234728.02900000
PA
USD
332.35000000
0.000001198704
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
0.67300000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBF6
65159800.87570000
PA
USD
11885.15000000
0.000042866793
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
0.88400000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595VAE7
194936376.76900000
PA
USD
2266642.21000000
0.008175217271
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
0.43600000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12598JAC5
45368085.54460000
PA
USD
45201130.99000000
0.163029288486
Long
ABS-MBS
CORP
US
N
2
2061-07-27
Variable
4.19300000
N
N
N
N
N
N
COLT Funding LLC
213800EHDFO4A3F7P416
COLT Mortgage Loan Trust
12598WAC6
4376875.20940000
PA
USD
4449130.42000000
0.016046911899
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
7.61700000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E301
710775.00000000
NS
USD
13433647.50000000
0.048451840600
Long
EP
CORP
US
N
2
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621EAL7
11125000.00000000
PA
USD
11140806.18000000
0.040182129626
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621EAM5
23390000.00000000
PA
USD
24391896.38000000
0.087975531243
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
6.45000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300UFJ8EKD81Y8R30
CSAIL Commercial Mortgage Trust
126281BB9
3333241.51430000
PA
USD
33.33000000
0.000000120213
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
0.17800000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
5772000.00000000
PA
USD
4179720.50000000
0.015075217019
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12630BBB3
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
0.80800000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12635QBH2
24093731.74050000
PA
USD
23594.99000000
0.000085101287
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
0.89300000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300C2HE5FJAWYZL57
CSAIL Commercial Mortgage Trust
12636MAG3
4644236.24710000
PA
USD
42742.76000000
0.000154162552
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
1.85300000
N
N
N
N
N
N
CQP HOLDCO LP/BIP-V CHIN
N/A
CQP Holdco Limited Partnership / BIP-V Chinook Holdco LLC
12657NAB6
5000000.00000000
PA
USD
5268295.00000000
0.019001435729
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
7.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12658XAC1
15246172.03720000
PA
USD
15185289.50000000
0.054769579619
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
3.68900000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12660KAC5
20946584.88580000
PA
USD
20868037.29000000
0.075265843950
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
4.07600000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12662GAC2
55012214.39380000
PA
USD
54824369.69000000
0.197737927934
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
4.10200000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650CZ1
1940000.00000000
PA
USD
1655488.08000000
0.005970935635
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650EG1
30000.00000000
PA
USD
29867.85000000
0.000107725940
Long
DBT
CORP
US
N
2
2054-12-10
Variable
6.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650EH9
4050000.00000000
PA
USD
4081951.83000000
0.014722589632
Long
DBT
CORP
US
N
2
2055-03-10
Variable
7.00000000
N
N
N
N
N
N
COLT Funding LLC
213800Z2Q6LED8DB8K38
COLT Mortgage Loan Trust
12665LAA2
10464351.28130000
PA
USD
10532657.33000000
0.037988687290
Long
ABS-MBS
CORP
US
N
2
2069-04-25
Variable
6.12500000
N
N
N
N
N
N
COLT Funding LLC
213800Z2Q6LED8DB8K38
COLT Mortgage Loan Trust
12665LAB0
4311155.95860000
PA
USD
4331203.70000000
0.015621579417
Long
ABS-MBS
CORP
US
N
2
2069-04-25
Variable
6.32800000
N
N
N
N
N
N
COLT Funding LLC
213800Z2Q6LED8DB8K38
COLT Mortgage Loan Trust
12665LAC8
3997617.34270000
PA
USD
4013487.08000000
0.014475654229
Long
ABS-MBS
CORP
US
N
2
2069-04-25
Variable
6.42900000
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
Countrywide Asset-Backed Certificates
126670MH8
524568.73890000
PA
USD
515327.28000000
0.001858657913
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
3.55450000
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
CWABS Asset-Backed Certificates Trust
12667AAA4
5249692.89150000
PA
USD
4808790.61000000
0.017344117159
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.69500000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300QTQ6MX6ER06N64
Alternative Loan Trust
126680AA5
2027034.87370000
PA
USD
1855580.36000000
0.006692618949
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
4.79500000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2025-3 Mortgage Loan Trust
12674LAA1
4968206.66740000
PA
USD
4973604.03000000
0.017938558360
Long
ABS-MBS
CORP
US
N
2
2070-03-25
Variable
5.35200000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2025-3 Mortgage Loan Trust
12674LAB9
11994244.53710000
PA
USD
12008139.75000000
0.043310387076
Long
ABS-MBS
CORP
US
N
2
2070-03-25
Variable
5.55500000
N
N
N
N
N
N
CALIFORNIA PUBLIC FIN AUTH REV
N/A
California Public Finance Authority Revenue Bonds
13057EEJ9
8000000.00000000
PA
USD
6286345.60000000
0.022673292192
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
3.07100000
N
N
N
N
N
N
CALIFORNIA STWD CMNTYS DEV AUT
549300KTNI2GCJNX2U48
California Statewide Communities Development Authority Revenue Bonds
13080SL93
10335000.00000000
PA
USD
11033274.97000000
0.039794291174
Long
DBT
MUN
US
N
2
2047-08-15
Fixed
7.14000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607PH98
3370000.00000000
PA
USD
3382039.60000000
0.012198179504
Long
DBT
CORP
CA
N
2
2029-03-30
Variable
4.85700000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HDA0
22450000.00000000
PA
USD
23464327.15000000
0.084630018680
Long
DBT
CORP
US
N
2
2034-06-08
Variable
6.37700000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HDF9
2570000.00000000
PA
USD
2624092.08000000
0.009464450454
Long
DBT
CORP
US
N
2
2035-02-01
Variable
6.05100000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HDH5
2280000.00000000
PA
USD
2301949.20000000
0.008302560842
Long
DBT
CORP
US
N
2
2035-07-26
Variable
5.88400000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14066AAA7
12275834.51460000
PA
USD
10940281.91000000
0.039458888230
Long
ABS-MBS
CORP
US
N
3
2051-07-10
Fixed
6.14700000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14066AAB5
6612320.25000000
PA
USD
4621217.45000000
0.016667587211
Long
ABS-MBS
CORP
US
N
3
2051-07-10
Floating
4.80300000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
140694AA8
4425780.63940000
PA
USD
3906784.17000000
0.014090803251
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.05900000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14069BAA2
6977578.64000000
PA
USD
6076764.17000000
0.021917383862
Long
ABS-MBS
CORP
US
N
3
2052-02-10
Fixed
5.74600000
N
N
N
N
N
N
Capmark Military Housing Trust
N/A
Capmark Military Housing Trust
14070AAA1
2907501.10590000
PA
USD
2792614.22000000
0.010072268090
Long
ABS-MBS
CORP
US
N
3
2052-10-10
Fixed
6.06300000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle US CLO 2024-4
142914AE0
3700000.00000000
PA
USD
3704553.96000000
0.013361408952
Long
ABS-O
CORP
KY
N
2
2037-07-20
Floating
6.04300000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle Global Market Strategies CLO Ltd.
14309WAC2
8920000.00000000
PA
USD
1183321.85000000
0.004267948943
Long
ABS-O
CORP
KY
N
2
2032-01-14
None
0.00000000
N
N
N
N
N
N
Carlyle Direct Lending CLO LLC
N/A
Carlyle Direct Lending CLO LLC
14310QAN8
28850000.00000000
PA
USD
28769658.52000000
0.103765035426
Long
ABS-O
CORP
US
N
2
2036-07-15
Floating
6.10200000
N
N
N
N
N
N
Carlyle Direct Lending CLO LLC
N/A
Carlyle Direct Lending CLO LLC
14310QAQ1
7500000.00000000
PA
USD
7476967.50000000
0.026967570608
Long
ABS-O
CORP
US
N
2
2036-07-15
Floating
6.30200000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
178000.00000000
PA
USD
177447.14000000
0.000640007901
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
Castlelake Aircraft Structured
N/A
Castlelake Aircraft Securitization Trust
14856CAA7
4585052.10040000
PA
USD
4447558.31000000
0.016041241687
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.12500000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust
14856GAA8
20372571.32400000
PA
USD
19681902.45000000
0.070987749248
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
3.47400000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust 2025-1
14856VAA5
23594478.20820000
PA
USD
23730953.39000000
0.085591673516
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
5.78300000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AP1
3854000.00000000
PA
USD
3448733.79000000
0.012438728935
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.12500000
N
N
N
N
N
N
CENTRAL STORAGE TRUST
N/A
Central Storage Safety Project Trust
155431AA7
15671840.00000000
PA
USD
14544888.64000000
0.052459812269
Long
DBT
CORP
US
Y
2
2038-02-01
Fixed
4.82300000
N
N
N
N
N
N
CENTRL WA UNIV SYS REVENUE
N/A
Central Washington University Revenue Bonds
155839DL4
1750000.00000000
PA
USD
1940163.75000000
0.006997690296
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
6.95000000
N
N
N
N
N
N
Cerberus
6354005DPIRML7EMPA20
Cerberus Loan Funding XLIV LLC
15674DAA2
50000000.00000000
PA
USD
49839485.00000000
0.179758683026
Long
ABS-O
CORP
US
N
2
2036-01-15
Floating
6.65200000
N
N
N
N
N
N
Cerberus
6354005DPIRML7EMPA20
Cerberus Loan Funding XLIV LLC
15674DAC8
24950000.00000000
PA
USD
24671675.27000000
0.088984624431
Long
ABS-O
CORP
US
N
2
2036-01-15
Floating
7.50200000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXI, LP
15674EAE2
12000000.00000000
PA
USD
12022845.60000000
0.043363427436
Long
ABS-O
CORP
KY
N
2
2032-04-15
Floating
7.16400000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAA4
65000000.00000000
PA
USD
65105124.50000000
0.234818065202
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
6.18400000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAC0
19200000.00000000
PA
USD
19194769.92000000
0.069230782818
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
6.46400000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXII, LP
15674LAE6
20925000.00000000
PA
USD
20947113.54000000
0.075551052406
Long
ABS-O
CORP
KY
N
2
2033-04-22
Floating
7.41400000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAA5
47750000.00000000
PA
USD
47837396.83000000
0.172537646678
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
6.12400000
N
N
N
N
N
N
Cerberus
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII, LP
15674PAC1
9500000.00000000
PA
USD
9497636.40000000
0.034255623049
Long
ABS-O
CORP
KY
N
2
2033-07-23
Floating
6.41400000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAC7
41500000.00000000
PA
USD
41557431.85000000
0.149887367803
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
6.06400000
N
N
N
N
N
N
Cerberus
N/A
Cerberus Loan Funding XXXV, LP
15674RAE3
8000000.00000000
PA
USD
7998852.00000000
0.028849878790
Long
ABS-O
CORP
KY
N
2
2033-09-22
Floating
6.41400000
N
N
N
N
N
N
Cerberus
6354009FMFQEKUGULT95
Cerberus Loan Funding XXXVIII, LP
15674XAA8
16570000.00000000
PA
USD
16579758.07000000
0.059799082505
Long
ABS-O
CORP
US
N
2
2034-10-15
Floating
7.05200000
N
N
N
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAA7
64859750.00000000
PA
USD
64986200.57000000
0.234389136030
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
6.70200000
N
N
N
N
N
N
Cerberus
635400FRD1HEGKSHCI69
Cerberus Loan Funding XL LLC
15675AAC3
4600000.00000000
PA
USD
4600204.24000000
0.016591797765
Long
ABS-O
CORP
US
N
2
2035-03-22
Floating
7.90200000
N
N
N
N
N
N
Cerberus
635400QFSCXQUKSANU86
Cerberus Loan Funding XLVI, LP
15675BAA5
16500000.00000000
PA
USD
16512358.50000000
0.059555988943
Long
ABS-O
CORP
US
N
2
2036-07-15
Floating
6.15200000
N
N
N
N
N
N
Cerberus
635400QFSCXQUKSANU86
Cerberus Loan Funding XLVI, LP
15675BAB3
5900000.00000000
PA
USD
5860195.06000000
0.021136272701
Long
ABS-O
CORP
US
N
2
2036-07-15
Floating
6.60200000
N
N
N
N
N
N
Cerberus
635400CIKKARDIZZL727
Cerberus Loan Funding XLII LLC
15675CAA3
54450000.00000000
PA
USD
54458036.82000000
0.196416655969
Long
ABS-O
CORP
US
N
2
2035-09-13
Floating
6.78800000
N
N
N
N
N
N
Cerberus
635400CIKKARDIZZL727
Cerberus Loan Funding XLII LLC
15675CAC9
15700000.00000000
PA
USD
15702386.40000000
0.056634620113
Long
ABS-O
CORP
US
N
2
2035-09-13
Floating
7.65800000
N
N
N
N
N
N
Cerberus
6354005BRQJC9NIG3407
Cerberus Loan Funding XLV LLC
15675FAA6
75250000.00000000
PA
USD
75275795.70000000
0.271501158143
Long
ABS-O
CORP
US
N
2
2036-04-15
Floating
6.20200000
N
N
N
N
N
N
Cerberus
6354005BRQJC9NIG3407
Cerberus Loan Funding XLV LLC
15675FAC2
12000000.00000000
PA
USD
11914257.60000000
0.042971777405
Long
ABS-O
CORP
US
N
2
2036-04-15
Floating
6.70200000
N
N
N
N
N
N
Cerberus
635400TT2BPIAD7JRA96
Cerberus Loan Funding XLVIII LLC
15675JAA8
20150000.00000000
PA
USD
20156887.27000000
0.072700901896
Long
ABS-O
CORP
US
N
2
2036-10-15
Floating
6.09700000
N
N
N
N
N
N
Cerberus
635400TT2BPIAD7JRA96
Cerberus Loan Funding XLVIII LLC
15675JAC4
14700000.00000000
PA
USD
14596094.52000000
0.052644499200
Long
ABS-O
CORP
US
N
2
2036-10-15
Floating
6.29700000
N
N
N
N
N
N
Cerberus
635400TT2BPIAD7JRA96
Cerberus Loan Funding XLVIII LLC
15675JAE0
10700000.00000000
PA
USD
10717433.51000000
0.038655129224
Long
ABS-O
CORP
US
N
2
2036-10-15
Floating
6.74700000
N
N
N
N
N
N
Cerberus
635400CIDEC6DQX2EU90
Cerberus Loan Funding XLVII LLC
156945AA5
44000000.00000000
PA
USD
44015584.80000000
0.158753316898
Long
ABS-O
CORP
US
N
2
2036-07-15
Floating
6.05200000
N
N
N
N
N
N
Cerberus
635400CIDEC6DQX2EU90
Cerberus Loan Funding XLVII LLC
156945AC1
5250000.00000000
PA
USD
5211979.50000000
0.018798319663
Long
ABS-O
CORP
US
N
2
2036-07-15
Floating
6.25200000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
21690000.00000000
PA
USD
14025352.64000000
0.050585974545
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAQ4
8845000.00000000
PA
USD
9084079.38000000
0.032764025267
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.95000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners, LP
16411QAS0
2950000.00000000
PA
USD
2991762.18000000
0.010790545476
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.75000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAN9
11550000.00000000
PA
USD
11683805.36000000
0.042140593231
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.65000000
N
N
N
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago Illinois General Obligation Unlimited
167486ZQ5
4500000.00000000
PA
USD
4705806.60000000
0.016972679332
Long
DBT
MUN
US
N
2
2044-01-01
Fixed
6.31400000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AG1
50391000.00000000
PA
USD
46151643.97000000
0.166457553474
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905AH9
11150000.00000000
PA
USD
11173372.18000000
0.040299587125
Long
DBT
CORP
US
N
2
2034-08-01
Fixed
5.85000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17290XAY6
18554262.74340000
PA
USD
140080.97000000
0.000505237377
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Variable
1.64200000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291CBW4
29584459.32330000
PA
USD
391461.57000000
0.001411904964
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.65300000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MU2
26571000.00000000
NS
USD
26158121.20000000
0.094345866883
Long
EP
CORP
US
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MV0
31175000.00000000
NS
USD
30454218.41000000
0.109840825882
Long
EP
CORP
US
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967PU9
9400000.00000000
PA
USD
9489778.55000000
0.034227281729
Long
DBT
CORP
US
N
2
2036-01-24
Variable
6.02000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Inc.
17307G4E5
12805930.51980000
PA
USD
6198805.43000000
0.022357556472
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
4.91610000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Inc.
17311BAS2
19361752.03820000
PA
USD
10540572.66000000
0.038017235926
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.75500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust, Inc.
17312EAC0
5332030.62450000
PA
USD
4554524.05000000
0.016427040629
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
4.61500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBF1
4667227.26680000
PA
USD
46.67000000
0.000000168327
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
0.94900000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17324KAS7
810679.00000000
PA
USD
728216.73000000
0.002626497451
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
4.34600000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17324KAV0
27375632.48390000
PA
USD
35421.33000000
0.000127755967
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
0.70600000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17325DAJ2
24221712.35000000
PA
USD
302182.82000000
0.001089898616
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
1.36200000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank North America
17325FBM9
3030000.00000000
PA
USD
3037814.22000000
0.010956643782
Long
DBT
CORP
US
N
2
2027-11-19
Floating
5.10400000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17325GAJ5
8853797.70620000
PA
USD
91659.83000000
0.000330594313
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
0.91300000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
CGMS Commercial Mortgage Trust
17326CBE3
57671441.09190000
PA
USD
784960.22000000
0.002831157171
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
0.72300000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAV5
19190000.00000000
NS
USD
19134690.58000000
0.069014091513
Long
EP
CORP
US
N
2
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328FBB0
96092400.23010000
PA
USD
3174902.51000000
0.011451087304
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.03200000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328HBF7
203506256.43680000
PA
USD
4852016.52000000
0.017500022314
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Variable
0.59800000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Inc.
17330VAA4
14807645.34310000
PA
USD
14813869.00000000
0.053429957832
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.17000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610BG9
900000.00000000
PA
USD
957650.96000000
0.003454009915
Long
DBT
CORP
US
N
2
2035-04-25
Variable
6.64500000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors, Inc.
184496AQ0
2175000.00000000
PA
USD
2198265.98000000
0.007928601138
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.37500000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2A7
7400000.00000000
PA
USD
7089522.79000000
0.025570153463
Long
DBT
CORP
US
N
2
2026-10-07
Fixed
1.75000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAD4
3300000.00000000
NS
USD
3161965.62000000
0.011404427144
Long
EP
CORP
US
N
2
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAG7
8250000.00000000
NS
USD
8378939.25000000
0.030220759398
Long
EP
CORP
US
N
2
N
N
N
COGENT COMM GROUP LLC
549300KFWFYF8Q1U0Y26
Cogent Communications Group LLC
19240CAC7
17065000.00000000
PA
USD
16636970.55000000
0.060005433756
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
COGENT COMM GROUP LLC
549300KFWFYF8Q1U0Y26
Cogent Communications Group LLC
19240CAE3
8285000.00000000
PA
USD
8346913.81000000
0.030105251565
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT Mortgage Loan Trust
19685WAD3
7108000.00000000
PA
USD
4991940.58000000
0.018004693756
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.37700000
N
N
N
N
N
N
COLT Funding LLC
213800MIPEZY1A8W1N28
COLT Mortgage Loan Trust
19688RAA7
31511744.73560000
PA
USD
31956589.73000000
0.115259507273
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Variable
7.18000000
N
N
N
N
N
N
COLT Funding LLC
213800MIPEZY1A8W1N28
COLT Mortgage Loan Trust
19688RAC3
7093192.53400000
PA
USD
7208317.18000000
0.025998615417
Long
ABS-MBS
CORP
US
N
2
2068-09-25
Variable
7.58400000
N
N
N
N
N
N
COLT Funding LLC
2138001HZNOLT1K3WY73
COLT Mortgage Loan Trust
19688TAC9
3357858.77990000
PA
USD
3365840.07000000
0.012139751810
Long
ABS-MBS
CORP
US
N
2
2069-02-25
Variable
6.13900000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BK0
3550000.00000000
PA
USD
3321164.27000000
0.011978617260
Long
DBT
CORP
AU
N
2
2034-09-12
Variable
3.61000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BX2
29470000.00000000
PA
USD
29170267.41000000
0.105209932509
Long
DBT
CORP
AU
N
2
2046-03-14
Variable
5.92900000
N
N
N
N
N
N
CONSTELLATION SOFTWARE
549300B6PYHMCTDWQV29
Constellation Software, Inc.
21037XAC4
3250000.00000000
PA
USD
3297206.67000000
0.011892208129
Long
DBT
CORP
CA
N
2
2029-02-16
Fixed
5.15800000
N
N
N
N
N
N
CONSTELLATION SOFTWARE
549300B6PYHMCTDWQV29
Constellation Software, Inc.
21037XAD2
3850000.00000000
PA
USD
3918902.56000000
0.014134511283
Long
DBT
CORP
CA
N
2
2034-02-16
Fixed
5.46100000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AE0
1860000.00000000
PA
USD
1950060.31000000
0.007033384737
Long
DBT
CORP
US
N
2
2053-10-01
Fixed
6.50000000
N
N
N
N
N
N
Copper River CLO Ltd
5493005HHHXVM8NBWY47
Copper River CLO Ltd.
217563AC9
1500000.00000000
PA
USD
150.00000000
0.000000541012
Long
ABS-O
CORP
KY
Y
2
2021-01-20
None
0.00000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning, Inc.
219350AV7
2970000.00000000
PA
USD
3009844.09000000
0.010855762448
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
5.75000000
N
N
N
N
N
N
COSTAR GROUP INC
984500Q1D53D08E2E698
CoStar Group, Inc.
22160NAA7
91480000.00000000
PA
USD
81440178.86000000
0.293734562010
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAK3
6050000.00000000
PA
USD
6138516.58000000
0.022140109516
Long
DBT
CORP
FR
N
2
2030-01-10
Variable
5.33500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAM9
3280000.00000000
PA
USD
3306472.09000000
0.011925626205
Long
DBT
CORP
FR
N
2
2028-09-11
Floating
5.59000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AC2
3350000.00000000
PA
USD
3308055.35000000
0.011931336631
Long
DBT
CORP
CH
N
2
2028-01-09
Fixed
4.28200000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AU2
33400000.00000000
PA
USD
29733083.47000000
0.107239870694
Long
DBT
CORP
CH
N
2
2032-05-14
Variable
3.09100000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
226373AR9
11400000.00000000
PA
USD
11591408.51000000
0.041807340669
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
226373AT5
7610000.00000000
PA
USD
7989936.63000000
0.028817723258
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.37500000
N
N
N
N
N
N
Cross Mortgage Trust
N/A
Cross Mortgage Trust
22757CAA0
21839660.17310000
PA
USD
21900059.94000000
0.078988094138
Long
ABS-MBS
CORP
US
N
2
2069-11-25
Variable
5.58500000
N
N
N
N
N
N
Cross Mortgage Trust
N/A
Cross Mortgage Trust
22757CAD4
10255144.77660000
PA
USD
10287903.81000000
0.037105921940
Long
ABS-MBS
CORP
US
N
2
2069-11-25
Variable
5.81800000
N
N
N
N
N
N
Cross Mortgage Trust
N/A
Cross Mortgage Trust
22757CAE2
6504420.53030000
PA
USD
6514675.40000000
0.023496821250
Long
ABS-MBS
CORP
US
N
2
2069-11-25
Variable
5.97000000
N
N
N
N
N
N
Cross Mortgage Trust
N/A
Cross Mortgage Trust
22757HAC5
5409308.76650000
PA
USD
5431121.80000000
0.019588711683
Long
ABS-MBS
CORP
US
N
2
2069-08-26
Variable
6.15800000
N
N
N
N
N
N
Cross Mortgage Trust
N/A
Cross Mortgage Trust
22758NAD9
18042717.05170000
PA
USD
18132133.15000000
0.065398115078
Long
ABS-MBS
CORP
US
N
2
2070-02-25
Variable
5.88700000
N
N
N
N
N
N
Cross Mortgage Trust
N/A
Cross Mortgage Trust
22758NAE7
13219183.77350000
PA
USD
13284355.67000000
0.047913381931
Long
ABS-MBS
CORP
US
N
2
2070-02-25
Variable
5.98800000
N
N
N
N
N
N
Cross Mortgage Trust
N/A
Cross 2025-H2 Mortgage Trust
22758PAA0
10187200.64210000
PA
USD
10208607.01000000
0.036819918015
Long
ABS-MBS
CORP
US
N
2
2070-03-25
Variable
5.35600000
N
N
N
N
N
N
Cross Mortgage Trust
N/A
Cross 2025-H2 Mortgage Trust
22758PAE2
5742784.67470000
PA
USD
5754789.97000000
0.020756102638
Long
ABS-MBS
CORP
US
N
2
2070-03-25
Variable
5.66100000
N
N
N
N
N
N
CROWN AMER/CAP CORP VI
N/A
Crown Americas LLC / Crown Americas Capital Corporation VI
228187AB6
13079000.00000000
PA
USD
12978019.66000000
0.046808503787
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
22945DAL7
84922540.47200000
PA
USD
2594714.81000000
0.009358493914
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
0.99000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
4710000.00000000
PA
USD
4721963.54000000
0.017030953414
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
15828750.00000000
PA
USD
15669023.67000000
0.056514289006
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
4.02100000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS Mortgage Trust
23307DBD4
7588000.00000000
PA
USD
7002298.97000000
0.025255558740
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
4.63800000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312JAG8
17062383.94220000
PA
USD
267330.02000000
0.000964193195
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Variable
0.95100000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23341CAG8
3060000.00000000
PA
USD
3077595.00000000
0.011100123207
Long
DBT
CORP
NO
N
2
2030-11-05
Floating
5.55000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAC1
3250000.00000000
PA
USD
3017265.88000000
0.010882531007
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.30000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc.
23345MAD9
29400000.00000000
PA
USD
29537239.20000000
0.106533508900
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
5.80000000
N
N
N
N
N
N
DAI-ICHI LIFE INSURANCE
3538001235ACEIORUV72
Dai-ichi Life Insurance Company Ltd.
23381LAA2
27750000.00000000
PA
USD
27837301.50000000
0.100402254490
Long
DBT
CORP
JP
N
2
2075-07-16
Variable
6.20000000
N
N
N
N
N
N
DARDEN RESTAURANTS INC
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194AM7
3970000.00000000
PA
USD
3253143.02000000
0.011733281452
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.55000000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266AJ0
3394000.00000000
PA
USD
3373430.32000000
0.012167127962
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.00000000
N
N
N
N
N
N
DAVINCIRE HOLDINGS LTD
N/A
DaVinciRe Holdings Ltd.
23879AAA5
4400000.00000000
PA
USD
4411032.91000000
0.015909503613
Long
DBT
CORP
BM
N
2
2035-04-15
Fixed
5.95000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
76000.00000000
PA
USD
69963.45000000
0.000252340842
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
149000.00000000
PA
USD
129723.39000000
0.000467880150
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
46883000.00000000
PA
USD
46946100.30000000
0.169322960763
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
DEPOSITORY TRUST & CLEAR
MLDY5N6PZ58ZE60QU102
Depository Trust & Clearing Corp.
249670AB6
4750000.00000000
NS
USD
4601277.50000000
0.016595668748
Long
EP
CORP
US
N
2
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series
25150PAA7
8972583.90740000
PA
USD
3084373.27000000
0.011124570749
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.69500000
N
N
N
N
N
N
Deutsche Alt-A Securities INC
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series
25150UAA6
1914013.01570000
PA
USD
1704078.52000000
0.006146189322
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Floating
5.40500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG NY
251526CD9
3610000.00000000
PA
USD
3319321.86000000
0.011971972144
Long
DBT
CORP
DE
N
2
2031-09-18
Variable
3.54700000
N
N
N
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393AG7
4540000.00000000
PA
USD
3259553.43000000
0.011756402214
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
4.10000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAS8
2020000.00000000
PA
USD
1703921.71000000
0.006145623747
Long
DBT
CORP
US
N
2
2037-09-20
Fixed
5.00000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
7802000.00000000
PA
USD
7660364.83000000
0.027629039371
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.11800000
N
N
N
N
N
N
Dreyfus Treasury Obligations C
549300MKKM9KT7BF6329
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares
N/A
14368457.45000000
NS
USD
14368457.45000000
0.051823468648
Long
STIV
RF
US
N
1
N
N
N
Dreyfus Treasury Securities Ca
549300U78VESCW509025
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares
N/A
201051947.24000000
NS
USD
201051947.24000000
0.725144596813
Long
STIV
RF
US
N
1
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249MAQ0
3678679.00000000
PA
USD
3677863.80000000
0.013265144153
Long
ABS-O
CORP
KY
N
2
2031-01-15
Floating
5.96400000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249MAS6
3333334.00000000
PA
USD
3334531.00000000
0.012026827746
Long
ABS-O
CORP
KY
N
2
2031-01-15
Floating
7.81400000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900I0IPNA482LDS44
Dryden 37 Senior Loan Fund
26249YAE1
2987987.00000000
PA
USD
25286.74000000
0.000091203010
Long
ABS-O
CORP
KY
N
2
2031-01-15
None
0.00000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300ENU7ZZLTPT3E22
Dryden XXVI Senior Loan Fund
26250UAU9
3500000.00000000
PA
USD
3502305.80000000
0.012631949912
Long
ABS-O
CORP
KY
N
2
2029-04-15
Floating
6.41400000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating, LP
26439XAH6
1470000.00000000
PA
USD
1535897.67000000
0.005539602634
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
6.45000000
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAP3
2020000.00000000
PA
USD
1975597.69000000
0.007125491745
Long
DBT
CORP
IT
N
2
2054-05-15
Fixed
5.95000000
N
N
N
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage, Inc.
276480AD2
500000.00000000
PA
USD
426628.94000000
0.001538744960
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.60000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
281907AA3
12387917.33240000
PA
USD
12422428.83000000
0.044804625217
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
5.52200000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners, LP
28370TAD1
2910000.00000000
PA
USD
3361254.37000000
0.012123212325
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
7.50000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AK8
16730000.00000000
PA
USD
17592394.86000000
0.063451412696
Long
DBT
CORP
CA
N
2
2028-12-04
Fixed
6.31900000
N
N
N
N
N
N
Elmwood CLO 38 Ltd
N/A
Elmwood CLO 38 Ltd.
289908AC9
5500000.00000000
PA
USD
5458606.45000000
0.019687842011
Long
ABS-O
CORP
KY
N
2
2038-04-22
Floating
5.72600000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NCC7
22300000.00000000
PA
USD
22653354.87000000
0.081705042448
Long
DBT
CORP
CA
N
2
2034-04-05
Fixed
5.62500000
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554AR3
9950000.00000000
PA
USD
10255080.43000000
0.036987536135
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
8.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29273RBJ7
2840000.00000000
PA
USD
2792626.36000000
0.010072311875
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.12500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29273VBB5
500000.00000000
PA
USD
485515.06000000
0.001751132616
Long
DBT
CORP
US
N
2
2054-09-01
Fixed
6.05000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer, LP
29273VBF6
8750000.00000000
PA
USD
8675771.48000000
0.031291359761
Long
DBT
CORP
US
N
2
2055-04-01
Fixed
6.20000000
N
N
N
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAF9
4725000.00000000
PA
USD
4798152.45000000
0.017305747950
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
6.62500000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International N.V.
29278GAX6
6570000.00000000
PA
USD
6469624.53000000
0.023334333915
Long
DBT
CORP
NL
N
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International N.V.
29278GAY4
3570000.00000000
PA
USD
3293797.59000000
0.011879912421
Long
DBT
CORP
NL
N
2
2052-06-15
Fixed
5.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
29336TAE0
5050000.00000000
PA
USD
5089087.00000000
0.018355076841
Long
DBT
CORP
US
N
2
2034-09-01
Fixed
5.65000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
29336UAC1
2330000.00000000
PA
USD
2167863.90000000
0.007818948362
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
ENPRO INC
549300Y5CFT2LKCFDN54
Enpro, Inc.
29355XAG2
5007000.00000000
PA
USD
4999301.74000000
0.018031243638
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.75000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd.
29359UAB5
1250000.00000000
PA
USD
1242925.35000000
0.004482924011
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd.
29359UAC3
3840000.00000000
PA
USD
3310259.94000000
0.011939288042
Long
DBT
CORP
BM
N
2
2031-09-01
Fixed
3.10000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd.
29359UAD1
16125000.00000000
PA
USD
16326046.50000000
0.058884007687
Long
DBT
CORP
BM
N
2
2045-04-01
Variable
7.50000000
N
N
N
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29366WAA4
4410000.00000000
PA
USD
3290879.46000000
0.011869387449
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
3.85000000
N
N
N
N
N
N
EQUINIX EU 2 FINANCING C
254900FSZR46BPMCKI50
Equinix Europe 2 Financing Corporation LLC
29390XAA2
16600000.00000000
PA
USD
16915562.18000000
0.061010244791
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
29429EAF8
27681229.58040000
PA
USD
407240.71000000
0.001468816415
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Variable
1.87500000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452EAA9
68525000.00000000
NS
USD
68259959.01000000
0.246196772199
Long
EP
CORP
US
N
2
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452EAD3
33775000.00000000
PA
USD
33514115.15000000
0.120877115848
Long
DBT
CORP
US
N
2
2055-03-28
Variable
6.70000000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy Kansas Central, Inc.
30036FAB7
3350000.00000000
PA
USD
3333444.00000000
0.012022907206
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.70000000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAJ2
1330000.00000000
PA
USD
1309802.93000000
0.004724134884
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
5.75000000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust
30191LAA7
21002321.38870000
PA
USD
21075291.85000000
0.076013359836
Long
ABS-MBS
CORP
US
N
2
2055-01-25
Variable
5.82900000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust
30191LAB5
6952492.59910000
PA
USD
6965748.92000000
0.025123731759
Long
ABS-MBS
CORP
US
N
2
2055-01-25
Variable
5.92900000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAG5
5586669.86140000
PA
USD
5579686.52000000
0.020124547846
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.13400000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
10826879.57600000
PA
USD
10813345.98000000
0.039001061758
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.68400000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AH0
35801000.00000000
PA
USD
34171129.04000000
0.123246802284
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp.
302635AL1
30100000.00000000
PA
USD
28810226.74000000
0.103911354952
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30319YAA6
4212346.59970000
PA
USD
4201426.93000000
0.015153506738
Long
ABS-O
CORP
US
N
2
2038-05-16
Floating
5.65400000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30319YAG3
15665000.00000000
PA
USD
15332538.57000000
0.055300670558
Long
ABS-O
CORP
US
N
2
2038-05-16
Floating
6.48400000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2C5
800000.00000000
PA
USD
721687.05000000
0.002602946512
Long
DBT
CORP
US
N
2
2028-09-20
Fixed
2.00000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2J0
37865000.00000000
PA
USD
38519847.92000000
0.138931554619
Long
DBT
CORP
US
N
2
2030-01-16
Fixed
5.87500000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAE0
8420000.00000000
PA
USD
8358865.75000000
0.030148359253
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
6.23400000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto
30323CAG5
31150000.00000000
PA
USD
31101848.33000000
0.112176666662
Long
ABS-O
CORP
KY
N
2
2036-11-16
Floating
6.48400000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
Fair Isaac Corp.
303250AE4
15640000.00000000
PA
USD
15632841.88000000
0.056383790247
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.25000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto Issuer LLC
30338WAA7
12150000.00000000
PA
USD
12136212.18000000
0.043772312623
Long
ABS-O
CORP
US
N
2
2039-10-19
Floating
6.41100000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto Issuer LLC
30338WAC3
10850000.00000000
PA
USD
10824256.21000000
0.039040412256
Long
ABS-O
CORP
US
N
2
2039-10-19
Floating
6.61200000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto 2025-FL10 Issuer LLC
30340KAC5
17750000.00000000
PA
USD
17569638.70000000
0.063369336861
Long
ABS-O
CORP
US
N
2
2042-08-19
Floating
5.89300000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto 2025-FL10 Issuer LLC
30340KAE1
12950000.00000000
PA
USD
12781428.56000000
0.046099448361
Long
ABS-O
CORP
US
N
2
2042-08-19
Floating
6.14700000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BJ0
43473000.00000000
PA
USD
39619563.71000000
0.142897957203
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.37500000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BL5
13100000.00000000
PA
USD
13379588.85000000
0.048256864434
Long
DBT
CORP
CA
N
2
2032-08-16
Fixed
5.62500000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30605YAB7
756018.18590000
PA
USD
745439.07000000
0.002688614168
Long
ABS-O
CORP
US
N
2
2042-02-15
Fixed
4.58100000
N
N
N
N
N
N
Falcon Aerospace Ltd
N/A
Falcon Aerospace Ltd.
30610GAA1
4941078.82880000
PA
USD
4768241.87000000
0.017197867893
Long
ABS-O
CORP
KY
N
2
2039-09-15
Fixed
3.59700000
N
N
N
N
N
N
Farmer Mac Agricultural Real E
N/A
FARM Mortgage Trust
30768WAA6
9662573.07910000
PA
USD
7767161.78000000
0.028014229529
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Variable
2.18000000
N
N
N
N
N
N
FARMERS INS EXCH
549300UWG2TLX1GZVT44
Farmers Insurance Exchange
309601AG7
28140000.00000000
PA
USD
28725597.90000000
0.103606119678
Long
DBT
CORP
US
N
2
2064-10-15
Variable
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJW71
121048.35750000
PA
USD
114774.88000000
0.000413964575
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJWW6
130992.03900000
PA
USD
124203.32000000
0.000447970624
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXF2
144982.66950000
PA
USD
137468.56000000
0.000495815061
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJXK1
163522.38150000
PA
USD
150921.43000000
0.000544336232
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3128MJYM6
435312.40800000
PA
USD
386507.00000000
0.001394035056
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AEHA1
100000.00000000
PA
USD
83757.10000000
0.000302091122
Long
DBT
USGSE
US
N
2
2043-06-22
Fixed
3.62500000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130ALBD5
350000.00000000
PA
USD
241452.05000000
0.000870857765
Long
DBT
USGSE
US
N
2
2041-02-25
Fixed
2.15000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130ANH78
270000.00000000
PA
USD
192262.41000000
0.000693442912
Long
DBT
USGSE
US
N
2
2041-08-16
Fixed
2.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DNYV9
914029.55650000
PA
USD
911498.08000000
0.003287547903
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DPSA7
11686536.26250000
PA
USD
11757142.46000000
0.042405101994
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DQAZ9
108557631.70060000
PA
USD
106691013.62000000
0.384808071332
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DQM52
114591307.30660000
PA
USD
114725961.26000000
0.413788138160
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DVMN2
183488752.00120000
PA
USD
185563373.08000000
0.669281144513
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DWDS9
304994.10240000
PA
USD
264591.51000000
0.000954316068
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DWLT8
174425776.85830000
PA
USD
174242108.26000000
0.628448145251
Long
ABS-MBS
USGSE
US
N
2
2054-06-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DWMS9
115539348.34450000
PA
USD
115417695.81000000
0.416283053421
Long
ABS-MBS
USGSE
US
N
2
2054-10-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132DWPH0
780000.00000000
PA
USD
779178.80000000
0.002810305020
Long
ABS-MBS
USGSE
US
N
2
2055-04-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132E0TS1
7963675.44290000
PA
USD
7874321.89000000
0.028400729515
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132L9Y82
177863.62500000
PA
USD
173302.37000000
0.000625058742
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3132WWAS1
1485664.75270000
PA
USD
1034185.35000000
0.003730050511
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
1.96000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EK4T0
144000.00000000
PA
USD
110153.52000000
0.000397296474
Long
DBT
USGSE
US
N
2
2039-11-01
Fixed
2.74000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EKBQ8
70000.00000000
PA
USD
58605.68000000
0.000211376178
Long
DBT
USGSE
US
N
2
2044-02-26
Fixed
3.67000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EKF68
250000.00000000
PA
USD
188254.75000000
0.000678988274
Long
DBT
USGSE
US
N
2
2039-09-06
Fixed
2.60000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EKYC4
1500000.00000000
PA
USD
1108221.00000000
0.003997078771
Long
DBT
USGSE
US
N
2
2048-08-05
Fixed
3.11000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ELZ98
300000.00000000
PA
USD
204707.70000000
0.000738329991
Long
DBT
USGSE
US
N
2
2040-07-30
Fixed
1.99000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EM3K6
140000.00000000
PA
USD
91604.52000000
0.000330394823
Long
DBT
USGSE
US
N
2
2046-08-24
Fixed
2.59000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EM5J7
350000.00000000
PA
USD
246836.45000000
0.000890277962
Long
DBT
USGSE
US
N
2
2041-09-16
Fixed
2.40000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EMC75
140000.00000000
PA
USD
96050.50000000
0.000346430373
Long
DBT
USGSE
US
N
2
2046-06-01
Fixed
2.84000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133EMTM4
350000.00000000
PA
USD
257442.15000000
0.000928530096
Long
DBT
USGSE
US
N
2
2041-03-15
Fixed
2.58000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ENFH8
350000.00000000
PA
USD
256813.20000000
0.000926261630
Long
DBT
USGSE
US
N
2
2041-11-29
Fixed
2.69000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ENGJ3
220000.00000000
PA
USD
166475.10000000
0.000600434469
Long
DBT
USGSE
US
N
2
2041-12-09
Fixed
2.90000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Bank
3133ENJN1
180000.00000000
PA
USD
129681.18000000
0.000467727909
Long
DBT
USGSE
US
N
2
2041-12-30
Fixed
2.59000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KQWZ5
64198627.47310000
PA
USD
63104688.64000000
0.227602988327
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KRFC3
42035080.39320000
PA
USD
42282047.00000000
0.152500875247
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3133KRVH4
243217.92650000
PA
USD
238847.50000000
0.000861463798
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3134GWS98
360000.00000000
PA
USD
206629.20000000
0.000745260366
Long
DBT
USGSE
US
N
2
2050-09-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
313637VQ0
313892.56500000
PA
USD
295662.31000000
0.001066380751
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.33000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136AHGP9
8695046.16040000
PA
USD
6513264.31000000
0.023491731797
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B9J32
198632735.08460000
PA
USD
16557111.09000000
0.059717400455
Long
ABS-MBS
USGSE
US
N
2
2035-03-25
Variable
1.48600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136BHJ34
141664.96720000
PA
USD
83255.04000000
0.000300280316
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
2.50000000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136BJJW6
102954.78620000
PA
USD
53667.95000000
0.000193567008
Long
ABS-MBS
USGSE
US
N
2
2051-10-25
Fixed
2.00000000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136BKXK3
260292.08640000
PA
USD
165765.04000000
0.000597873458
Long
ABS-MBS
USGSE
US
N
2
2052-01-25
Fixed
2.50000000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3136BLFL9
383517.26640000
PA
USD
232490.12000000
0.000838534302
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Fixed
2.00000000
N
Y
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137H2C44
170803.06290000
PA
USD
84233.27000000
0.000303808550
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
2.00000000
N
Y
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137H32U5
257386.96560000
PA
USD
133422.32000000
0.000481221275
Long
ABS-MBS
USGSE
US
N
2
2051-10-25
Fixed
2.00000000
N
Y
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137H5EQ6
140698.42410000
PA
USD
84307.87000000
0.000304077613
Long
ABS-MBS
USGSE
US
N
2
2052-02-25
Fixed
2.50000000
N
Y
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137H5YZ4
2268095.50800000
PA
USD
1440518.94000000
0.005195595169
Long
ABS-MBS
USGSE
US
N
2
2052-03-25
Fixed
2.50000000
N
Y
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3137H7AY9
81000.00000000
PA
USD
65761.50000000
0.000237185449
Long
ABS-MBS
USGSE
US
N
2
2052-05-25
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138EPMV3
206777.74070000
PA
USD
206805.31000000
0.000745895551
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LACG2
282889.00000000
PA
USD
243968.25000000
0.000879933075
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.77000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LFZ84
2216375.57100000
PA
USD
1885520.43000000
0.006800605369
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKV46
2586591.15000000
PA
USD
2232211.38000000
0.008051033791
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LKYX9
867334.99000000
PA
USD
756306.47000000
0.002727810189
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.59500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LLCK9
349561.95840000
PA
USD
304846.78000000
0.001099506860
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.51000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LMK69
1177412.49000000
PA
USD
1043608.69000000
0.003764038165
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.74000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LNRL7
1091938.19460000
PA
USD
995958.32000000
0.003592175078
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138LPA97
3321649.65200000
PA
USD
2957515.17000000
0.010667024990
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.24000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WBRJ6
60484.48310000
PA
USD
59924.69000000
0.000216133520
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WBYV1
92609.88600000
PA
USD
92622.22000000
0.000334065415
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WFTE6
158980.20600000
PA
USD
147050.19000000
0.000530373628
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WFU95
151822.91700000
PA
USD
140068.48000000
0.000505192328
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WGDJ0
179248.08600000
PA
USD
165685.73000000
0.000597587407
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WHF49
11724.41850000
PA
USD
10763.63000000
0.000038821748
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138WHM66
408969.00000000
PA
USD
360368.37000000
0.001299759489
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3138YWKA4
115073.57700000
PA
USD
109006.04000000
0.000393157798
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HT2V0
907408.64000000
PA
USD
805252.31000000
0.002904345716
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HTN54
311068.99220000
PA
USD
278609.37000000
0.001004875018
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.22000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HUB70
184314.48120000
PA
USD
163939.48000000
0.000591289115
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HUMC7
636976.41000000
PA
USD
561121.55000000
0.002023826507
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HVC93
1581785.39750000
PA
USD
1352648.39000000
0.004878667851
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.46000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWED0
607822.19400000
PA
USD
516320.59000000
0.001862240536
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HWEE8
174172.97200000
PA
USD
147939.74000000
0.000533582014
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HXXF2
5701673.00000000
PA
USD
4475104.70000000
0.016140594696
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140HYCH9
550158.98170000
PA
USD
425424.79000000
0.001534401889
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
2.51000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0JX9
1298892.47420000
PA
USD
955185.67000000
0.003445118224
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.31500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J0NM8
1696307.04050000
PA
USD
1280909.25000000
0.004619922534
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.51000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140J6F28
217650.45000000
PA
USD
199258.16000000
0.000718674850
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LAQ99
66093.68660000
PA
USD
48555.94000000
0.000175129253
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.28000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LBL35
833362.70400000
PA
USD
613411.24000000
0.002212422472
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LD3D9
577459.96800000
PA
USD
454094.18000000
0.001637805281
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
2.56000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LD6N4
5290588.78400000
PA
USD
4183908.40000000
0.015090321737
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
2.51000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDE96
140000.00000000
PA
USD
106282.40000000
0.000383334303
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.06000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDLZ0
121698.50110000
PA
USD
93692.08000000
0.000337924136
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
2.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LDRL5
2406702.78740000
PA
USD
1746339.93000000
0.006298615764
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEEQ6
3510825.62820000
PA
USD
2796669.14000000
0.010086893182
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
2.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEQ75
952271.89000000
PA
USD
710305.23000000
0.002561895105
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.64500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LEQK6
1900000.00000000
PA
USD
1225083.22000000
0.004418571865
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.43000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LERF6
2217882.65810000
PA
USD
1638270.47000000
0.005908835978
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.62000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LETY3
4022502.56030000
PA
USD
3189779.73000000
0.011504745753
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
2.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFLC6
2375284.65000000
PA
USD
1789762.59000000
0.006455230548
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.69000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LFMS0
1986367.00500000
PA
USD
1555140.81000000
0.005609007876
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140LGVC3
263223.75600000
PA
USD
242865.36000000
0.000875955224
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.23000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140Q8WZ4
210551.92500000
PA
USD
204129.65000000
0.000736245108
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QR2M4
19948992.39990000
PA
USD
19728405.62000000
0.071155474669
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSAM3
116208627.41600000
PA
USD
114055783.57000000
0.411370973156
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSFR7
26273834.30750000
PA
USD
25826130.27000000
0.093148457794
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSFW6
142575122.20200000
PA
USD
142735311.05000000
0.514810928236
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QSTU5
75732970.46290000
PA
USD
74442485.19000000
0.268495613447
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QVE59
185211696.59400000
PA
USD
189852872.05000000
0.684752305295
Long
ABS-MBS
USGSE
US
N
2
2054-09-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140QVEQ3
160641534.14480000
PA
USD
161340763.37000000
0.581916188376
Long
ABS-MBS
USGSE
US
N
2
2054-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XGJR1
2633301.72000000
PA
USD
2290091.55000000
0.008259793234
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XGLJ6
215583.81930000
PA
USD
188542.83000000
0.000680027307
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XKXB1
107619672.44790000
PA
USD
105766429.40000000
0.381473324961
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XLF52
25429514.00680000
PA
USD
25461359.90000000
0.091832821380
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XLLJ5
74588725.23100000
PA
USD
73317729.62000000
0.264438898575
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XLP28
71356.36800000
PA
USD
70555.74000000
0.000254477085
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
3140XLRG5
861054.19000000
PA
USD
753876.32000000
0.002719045239
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418AVT2
175734.91350000
PA
USD
163802.49000000
0.000590795026
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418E7A2
147734520.31940000
PA
USD
147578957.35000000
0.532280761240
Long
ABS-MBS
USGSE
US
N
2
2054-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418EDD9
210070962.35200000
PA
USD
182368045.36000000
0.657756388534
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418ER85
142898868.44100000
PA
USD
142932468.25000000
0.515522025444
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418FH34
266515540.85000000
PA
USD
278791438.55000000
1.005531695055
Long
ABS-MBS
USGSE
US
N
2
2055-03-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae
31418FHX8
1844368.39650000
PA
USD
1808335.62000000
0.006522218869
Long
ABS-MBS
USGSE
US
N
2
2055-03-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
31427MHY0
1974779.50000000
PA
USD
1782337.77000000
0.006428451061
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3142GSFG8
119623526.96750000
PA
USD
122878392.22000000
0.443191938236
Long
ABS-MBS
USGSE
US
N
2
2054-08-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3142GSN38
124074394.08920000
PA
USD
127270082.72000000
0.459031678565
Long
ABS-MBS
USGSE
US
N
2
2054-08-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3142GSVG0
98624354.53740000
PA
USD
99282128.68000000
0.358086057662
Long
ABS-MBS
USGSE
US
N
2
2054-09-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac
3142GSWQ7
98347221.32520000
PA
USD
100811570.59000000
0.363602375969
Long
ABS-MBS
USGSE
US
N
2
2054-09-01
Fixed
6.00000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AB0
12904000.00000000
PA
USD
11929077.12000000
0.043025227744
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance plc
314890AD6
5200000.00000000
PA
USD
5013353.18000000
0.018081923703
Long
DBT
CORP
GB
N
2
2032-04-20
Fixed
4.65000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAK1
3130000.00000000
PA
USD
2695000.39000000
0.009720199172
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust
31684DAA7
30069648.81750000
PA
USD
30075482.33000000
0.108474818610
Long
ABS-MBS
CORP
US
N
2
2054-12-25
Variable
5.72400000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust
31684DAB5
3274250.64830000
PA
USD
3285241.33000000
0.011849052110
Long
ABS-MBS
CORP
US
N
2
2054-12-25
Variable
5.87400000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust
31684FAA2
32526137.89910000
PA
USD
32510161.06000000
0.117256102006
Long
ABS-MBS
CORP
US
N
2
2054-10-25
Variable
5.44000000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust
31684FAB0
8233538.87330000
PA
USD
8243578.03000000
0.029732544991
Long
ABS-MBS
CORP
US
N
2
2054-10-25
Variable
5.59000000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust
31684GAA0
11144853.75430000
PA
USD
11213138.27000000
0.040443013566
Long
ABS-MBS
CORP
US
N
2
2054-07-25
Variable
5.93700000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust
31684GAB8
4629400.78900000
PA
USD
4671998.22000000
0.016850740876
Long
ABS-MBS
CORP
US
N
2
2054-07-25
Variable
6.13200000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust
31684GAC6
2400430.04010000
PA
USD
2422408.86000000
0.008737029012
Long
ABS-MBS
CORP
US
N
2
2054-07-25
Variable
6.22900000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust
31684HAA8
14114470.08760000
PA
USD
14215099.20000000
0.051270343409
Long
ABS-MBS
CORP
US
N
2
2054-03-25
Variable
6.16500000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust
31684UAA9
19475098.45160000
PA
USD
19372573.74000000
0.069872077176
Long
ABS-MBS
CORP
US
N
2
2054-09-25
Variable
5.05600000
N
N
N
N
N
N
FIGRE Trust
N/A
FIGRE Trust
316927AA0
36941268.74220000
PA
USD
37490489.36000000
0.135218913144
Long
ABS-MBS
CORP
US
N
2
2054-05-25
Variable
6.38000000
N
N
N
N
N
N
Finance of America HECM Buyout
N/A
Finance of America HECM Buyout
31737DAC0
14650000.00000000
PA
USD
14480899.45000000
0.052229019103
Long
ABS-MBS
CORP
US
N
2
2034-10-01
Variable
5.00000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAG7
40891000.00000000
PA
USD
39000838.06000000
0.140666366969
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAH5
11875000.00000000
PA
USD
10018546.34000000
0.036134416234
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAJ1
10620000.00000000
PA
USD
10391102.58000000
0.037478134354
Long
DBT
CORP
US
N
2
2034-09-30
Fixed
5.45000000
N
N
N
N
N
N
First Franklin Mtg Loan Asset
N/A
First Franklin Mortgage Loan Trust
320275AD2
18788784.35970000
PA
USD
7575949.75000000
0.027324575078
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.71500000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust
32113JAA3
1887285.09620000
PA
USD
1671050.16000000
0.006027064204
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
3.87290000
N
N
N
N
N
N
First NLC Trust
N/A
First NLC Trust
32113JCG8
5555035.11440000
PA
USD
5447805.72000000
0.019648886452
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.21500000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C696
276775.00000000
NS
USD
110.71000000
0.000000399303
Long
EP
CORP
US
N
2
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C746
2368525.00000000
NS
USD
947.41000000
0.000003417073
Long
EP
CORP
US
N
2
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBA9
13010000.00000000
PA
USD
12790869.97000000
0.046133501190
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
3.36600000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBC5
20340000.00000000
PA
USD
20041758.65000000
0.072285661468
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.00000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767JBE1
21640000.00000000
PA
USD
21368824.83000000
0.077072060621
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
4.50000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes Trust
33767WAG8
13174000.00000000
PA
USD
12653999.82000000
0.045639844445
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.18900000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BC1
7920000.00000000
PA
USD
7129879.34000000
0.025715709548
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BE7
3523000.00000000
PA
USD
3620156.62000000
0.013057008642
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.60000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BH0
2300000.00000000
PA
USD
2367835.10000000
0.008540194971
Long
DBT
CORP
US
N
2
2033-08-21
Fixed
5.62500000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738BK3
20920000.00000000
PA
USD
21451878.66000000
0.077371615223
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
5.35000000
N
N
N
N
N
N
FIVE CORNERS FND TR III
N/A
Five Corners Funding Trust III
33830GAA9
7550000.00000000
PA
USD
7788265.09000000
0.028090343943
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.79100000
N
N
N
N
N
N
Five Guys Funding, LLC
549300XWT8G8Q3Z3HJ19
Five Guys Holdings, Inc.
33830JAE5
25381387.50000000
PA
USD
26326369.55000000
0.094952697026
Long
ABS-O
CORP
US
N
2
2054-01-26
Fixed
7.54900000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081FD4
3460000.00000000
PA
USD
3404067.06000000
0.012277627099
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.25000000
N
N
N
N
N
N
FLOWERS FOODS INC
7YNCQQNDK8FBM9BBTK25
Flowers Foods, Inc.
343498AD3
27100000.00000000
PA
USD
27333023.42000000
0.098583448306
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.75000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34354PAF2
17421000.00000000
PA
USD
16057757.10000000
0.057916354245
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34355JAB4
17350000.00000000
PA
USD
14840099.38000000
0.053524564319
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
FLUTTER TREASURY DAC
635400JE8VLL9UFVIC38
Flutter Treasury Designated Activity Co.
344045AA7
25950000.00000000
PA
USD
26439832.20000000
0.095361928713
Long
DBT
CORP
IE
N
2
2029-04-29
Fixed
6.37500000
N
N
N
N
N
N
FORT MOORE FAMILY LLC
254900O8GC3CHW0PH218
Fort Moore Family Communities LLC
346845AG5
1530066.18650000
PA
USD
1346058.74000000
0.004854900615
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
6.09000000
N
N
N
N
N
N
FORT KNOX MILITARY HOUS
N/A
Fort Knox Military Housing Privatization Project
347508AB9
1613560.65120000
PA
USD
1280629.84000000
0.004618914771
Long
DBT
CORP
US
N
2
2052-02-15
Floating
4.77400000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JAY0
3450000.00000000
PA
USD
3456210.69000000
0.012465696262
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
6.11400000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBC7
46200000.00000000
PA
USD
46290071.52000000
0.166956827375
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
6.36400000
N
N
N
N
N
N
Fortress Credit Opportunities
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd.
34961JBE3
6700000.00000000
PA
USD
6698138.74000000
0.024158528095
Long
ABS-O
CORP
KY
N
2
2033-10-15
Floating
6.51400000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964CAG1
300000.00000000
PA
USD
240404.96000000
0.000867081170
Long
DBT
CORP
US
N
2
2052-03-25
Fixed
4.50000000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964CAH9
119000.00000000
PA
USD
123617.64000000
0.000445858221
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.87500000
N
N
N
N
N
N
Fortress Credit BSL Limited
254900VHYDP7XYPMH337
Fortress Credit BSL XV Ltd.
34964WAN2
35000000.00000000
PA
USD
35023065.00000000
0.126319524367
Long
ABS-O
CORP
JE
N
2
2033-10-18
Floating
5.69300000
N
N
N
N
N
N
Fortress Credit Opportunities
N/A
Fortress Credit Opportunities XXV CLO LLC
34966QAC7
7200000.00000000
PA
USD
7203266.64000000
0.025980399369
Long
ABS-O
CORP
KY
N
2
2037-01-15
Floating
6.14600000
N
N
N
N
N
N
FORTITUDE GROUP HOLDINGS
2549006R9ZUL08JFIH12
Fortitude Group Holdings LLC
34966XAA6
16600000.00000000
PA
USD
16781728.67000000
0.060527540455
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.25000000
N
N
N
N
N
N
Fortress Credit BSL Limited
254900KG4E8W7Q68M916
Fortress Credit BSL XVI Ltd.
349927AQ6
7000000.00000000
PA
USD
6971324.50000000
0.025143841495
Long
ABS-O
CORP
JE
N
2
2035-10-20
Floating
6.14300000
N
N
N
N
N
N
Foundation Finance Trust
N/A
Foundation Finance Trust
35040VAB5
8200000.00000000
PA
USD
8143690.60000000
0.029372275761
Long
ABS-O
CORP
US
N
2
2050-03-15
Fixed
4.93000000
N
N
N
N
N
N
Foundation Finance Trust
N/A
Foundation Finance Trust 2025-1
35040WAC1
3650000.00000000
PA
USD
3662083.69000000
0.013208229203
Long
ABS-O
CORP
US
N
2
2050-04-15
Fixed
5.55000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AA1
13506000.00000000
PA
USD
13538103.63000000
0.048828588000
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.87500000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AC7
6550000.00000000
PA
USD
6809483.42000000
0.024560120789
Long
DBT
CORP
US
N
2
2032-01-25
Fixed
6.15000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AE3
10950000.00000000
PA
USD
11463823.38000000
0.041347172693
Long
DBT
CORP
US
N
2
2038-01-25
Fixed
6.40000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AG8
10100000.00000000
PA
USD
10277581.94000000
0.037068693511
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
5.90000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AJ2
17300000.00000000
PA
USD
17830081.52000000
0.064308689632
Long
DBT
CORP
US
N
2
2037-01-25
Fixed
6.20000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp.
35137LAN5
21050000.00000000
PA
USD
22545875.10000000
0.081317389528
Long
DBT
CORP
US
N
2
2033-10-13
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAA6
67456370.31290000
PA
USD
59742019.33000000
0.215474672663
Long
ABS-MBS
USGSE
US
Y
2
2055-11-25
Variable
4.65400000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAB4
162875990.39520000
PA
USD
9240280.69000000
0.033327404719
Long
ABS-MBS
USGSE
US
Y
2
2055-11-25
Variable
0.70000000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAD0
40933287.09680000
PA
USD
36029245.98000000
0.129948570050
Long
ABS-MBS
USGSE
US
Y
2
2055-11-25
Variable
4.65400000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAJ7
2503521.03570000
PA
USD
2119654.90000000
0.007645070435
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Variable
4.30700000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAM0
10469269.78510000
PA
USD
8864011.41000000
0.031970294584
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Variable
4.30700000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAS7
8528971.84900000
PA
USD
7736133.98000000
0.027902319936
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
4.44600000
N
N
N
N
N
N
Freddie Mac Military Housing B
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
35563CAV0
11578527.74950000
PA
USD
10502208.65000000
0.037878866440
Long
ABS-MBS
USGSE
US
N
2
2052-11-25
Variable
4.44600000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PQN2
9892022.88320000
PA
USD
7865311.60000000
0.028368231630
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Freddie Mac Seasoned Credit Risk Transfer Trust
35563PSB6
8136785.96670000
PA
USD
6473670.85000000
0.023348927990
Long
ABS-MBS
USGSE
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust
35729NAC9
10982602.31590000
PA
USD
4944709.12000000
0.017834341573
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.55500000
N
N
N
N
N
N
Fremont Home Loan Trust
N/A
Fremont Home Loan Trust
35729VAD9
9877385.37550000
PA
USD
3464839.62000000
0.012496818676
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
4.58500000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2H7
16400000.00000000
PA
USD
14202668.14000000
0.051225507653
Long
DBT
CORP
US
N
2
2032-01-06
Fixed
2.90000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448BE2
125000.00000000
PA
USD
124597.74000000
0.000449393199
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.70000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp.
361448BR3
4428000.00000000
PA
USD
4456125.06000000
0.016072139834
Long
DBT
CORP
US
N
2
2054-06-05
Fixed
6.05000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2022-NQM3 Trust
36168MAA1
21712422.33370000
PA
USD
21379349.43000000
0.077110020247
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.34800000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168MAC7
10188010.34190000
PA
USD
9583853.18000000
0.034566585628
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.34800000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168WAA9
11746351.47390000
PA
USD
11711668.02000000
0.042241086947
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.71000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168WAC5
7957829.17310000
PA
USD
7920460.00000000
0.028567138255
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.71000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36169DAB8
2360378.94010000
PA
USD
2359000.24000000
0.008508329819
Long
ABS-MBS
CORP
US
N
2
2067-11-25
Variable
6.24300000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36169GAA3
14722484.90450000
PA
USD
14940608.82000000
0.053887076985
Long
ABS-MBS
CORP
US
N
2
2068-08-25
Variable
6.88900000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36169GAC9
3744245.35810000
PA
USD
3800517.62000000
0.013707526114
Long
ABS-MBS
CORP
US
N
2
2068-08-25
Variable
7.34300000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36170HAC4
1816797.51280000
PA
USD
1809874.42000000
0.006527768940
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.73000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AL3
15867000.00000000
PA
USD
15889578.74000000
0.057309776538
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AP4
475000.00000000
PA
USD
449016.46000000
0.001619491202
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AQ2
55868000.00000000
PA
USD
52081574.24000000
0.187845343813
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital Limited Partnership / GLP Financing II, Inc.
361841AR0
4150000.00000000
PA
USD
3592062.84000000
0.012955681333
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
36186XAB3
2500000.00000000
PA
USD
2035059.58000000
0.007339956060
Long
ABS-MBS
CORP
US
N
3
2050-07-10
Fixed
5.25400000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
36186YAF2
21000445.33630000
PA
USD
19245979.51000000
0.069415483130
Long
ABS-MBS
CORP
US
N
3
2052-08-10
Fixed
6.10700000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Trust
3622EAAB6
10315723.87150000
PA
USD
2743982.55000000
0.009896865696
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
4.77500000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622M8AE6
10107000.00000000
PA
USD
8623563.27000000
0.031103057674
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.89500000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622MGAA6
23377144.01030000
PA
USD
11672549.31000000
0.042099995445
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
4.69500000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
3622MGAD0
6687239.74390000
PA
USD
3140734.37000000
0.011327851282
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
4.73500000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
362334GS7
11822014.53080000
PA
USD
3811364.29000000
0.013746647368
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
4.79500000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust
362463AA9
10904374.53270000
PA
USD
6125727.58000000
0.022093982760
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
4.73500000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust
36249BAD2
80407.56410000
PA
USD
76899.34000000
0.000277356880
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
4.97500000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust
36251FAY2
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
0.67800000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAE2
39845663.72570000
PA
USD
626473.45000000
0.002259534630
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
0.99700000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAH5
521000.00000000
PA
USD
454057.54000000
0.001637673130
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.86900000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36257UAN7
64287258.11660000
PA
USD
1842691.39000000
0.006646131626
Long
ABS-MBS
CORP
US
N
2
2052-09-10
Variable
0.80500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAL2
3463606.62850000
PA
USD
3425201.81000000
0.012353854909
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
5.94000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corporation Trust
36258BAQ1
923628.43440000
PA
USD
896355.44000000
0.003232932150
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.49000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36258YBJ6
143416375.97570000
PA
USD
3401606.97000000
0.012268754163
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
0.61500000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAF8
13120000.00000000
PA
USD
13539172.32000000
0.048832442500
Long
DBT
CORP
US
N
2
2029-05-06
Fixed
6.25000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262GAG6
10485000.00000000
PA
USD
10730225.91000000
0.038701268244
Long
DBT
CORP
US
N
2
2034-05-06
Fixed
6.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262PAF8
55117170.60370000
PA
USD
50764099.15000000
0.183093537347
Long
ABS-MBS
CORP
US
N
2
2052-03-25
Variable
2.50000000
N
N
N
N
N
N
BOOST NEWCO BORROWER LLC
254900S8RE1OL7TTCU64
Boost Newco Borrower LLC
36268NAA8
2600000.00000000
PA
USD
2706433.18000000
0.009761434415
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAC4
43921000.00000000
PA
USD
34299155.38000000
0.123708561595
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.25000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36831CAA0
3051375.03000000
PA
USD
3069983.54000000
0.011072670555
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Variable
6.08500000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36831CAB8
10473813.75200000
PA
USD
10576120.92000000
0.038145449699
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Variable
6.44000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36831CAC6
2319035.97090000
PA
USD
2341603.90000000
0.008445585527
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Variable
6.54100000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co.
37045VAF7
1000000.00000000
PA
USD
962127.82000000
0.003470156841
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
GENESEE & WYOMING INC
G617XSG94Z7G0RMW3L02
Genesee & Wyoming, Inc.
371559AB1
4425000.00000000
PA
USD
4421523.28000000
0.015947339780
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
WRANGLER HOLDCO CORP
N/A
Wrangler Holdco Corp.
37441QAA9
5900000.00000000
PA
USD
6007061.70000000
0.021665984310
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
6.62500000
N
N
N
N
N
N
Gilead Aviation (Warehouse) LL
N/A
Gilead Aviation LLC
37556TAA4
29250000.00000000
PA
USD
29386009.58000000
0.105988061102
Long
ABS-O
CORP
US
N
2
2050-03-15
Fixed
5.78900000
N
N
N
N
N
N
GINKGO BIOWORKS HOLDINGS INC
N/A
Ginkgo Bioworks Holdings, Inc.
37611X118
101489.99000000
NS
USD
1070.72000000
0.000003861821
N/A
DE
US
N
1
Ginkgo Bioworks Holding, Inc.
N/A
Call
Purchased
N/A
Ginkgo Bioworks Holding, Inc.
101490
11.50000000
USD
2026-09-16
XXXX
-232763.47000000
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAD4
18405000.00000000
PA
USD
16686342.20000000
0.060183505074
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAH5
30265000.00000000
PA
USD
26512904.80000000
0.095625483490
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
GLOBE LIFE INC
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959EAA0
5510000.00000000
PA
USD
4774697.22000000
0.017221150742
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
GLOBE LIFE INC
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959EAC6
9810000.00000000
PA
USD
10045659.25000000
0.036232205788
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
5.85000000
N
N
N
N
N
N
GLOBAL ATLANTIC
98450051B2E65CAA7E94
Global Atlantic Finance Co.
37959GAC1
35662000.00000000
PA
USD
34367857.40000000
0.123956352772
Long
DBT
CORP
US
N
2
2051-10-15
Variable
4.70000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
98450051B2E65CAA7E94
Global Atlantic Finance Co.
37959GAD9
12224000.00000000
PA
USD
13781051.68000000
0.049704841466
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
7.95000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
98450051B2E65CAA7E94
Global Atlantic Finance Co.
37959GAF4
8146000.00000000
PA
USD
8269382.90000000
0.029825616768
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.75000000
N
N
N
N
N
N
GMAC Commercial Mortgage Asset
N/A
GMAC Commercial Mortgage Asset Corp.
38012DAB3
4235547.00000000
PA
USD
3734231.21000000
0.013468447445
Long
ABS-MBS
CORP
US
N
3
2050-05-10
Fixed
5.46600000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Company LLC / GD Finance Co., Inc.
38016LAC9
8203000.00000000
PA
USD
7598852.66000000
0.027407180204
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
GoldenTree Loan Management US
549300CQMHYJ3DLMP206
GoldenTree Loan Management US CLO 1 Ltd.
38138JAS2
28900000.00000000
PA
USD
28996274.57000000
0.104582383412
Long
ABS-O
CORP
KY
N
2
2037-04-20
Floating
6.24300000
N
N
N
N
N
N
GoldenTree Loan Management US
549300CQMHYJ3DLMP206
GoldenTree Loan Management US CLO 1 Ltd.
38138JAU7
18550000.00000000
PA
USD
18617254.88000000
0.067147829051
Long
ABS-O
CORP
KY
N
2
2037-04-20
Floating
6.69300000
N
N
N
N
N
N
GoldenTree Loan Management US
N/A
GoldenTree Loan Management US CLO 24 Ltd.
38139VAG0
27650000.00000000
PA
USD
27650000.00000000
0.099726704352
Long
ABS-O
CORP
KY
N
2
2038-10-20
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GA79
25300000.00000000
NS
USD
26536562.80000000
0.095710812039
Long
EP
CORP
US
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GB52
9350000.00000000
PA
USD
9145425.74000000
0.032985286399
Long
DBT
CORP
US
N
2
N/A
Variable
6.12500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GC28
29050000.00000000
NS
USD
29413037.85000000
0.106085545380
Long
EP
CORP
US
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAE1
25830000.00000000
NS
USD
25185363.27000000
0.090837369867
Long
EP
CORP
US
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38144GAG6
2450000.00000000
NS
USD
2377650.77000000
0.008575597663
Long
EP
CORP
US
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148YAA6
3870000.00000000
PA
USD
3323493.19000000
0.011987017098
Long
DBT
CORP
US
N
2
2038-10-31
Variable
4.01700000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M LP
381743AA1
16700000.00000000
PA
USD
16700824.98000000
0.060235740876
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
6.09500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549007JA1TZWEDGPD41
Golub Capital Partners CLO 54M LP
381743AC7
21000000.00000000
PA
USD
20995023.00000000
0.075723849967
Long
ABS-O
CORP
KY
N
2
2033-08-05
Floating
6.41500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900T5KLBL86KP4W68
Golub Capital Partners CLO 33M Ltd.
38174TAE6
105004127.00000000
PA
USD
105175556.74000000
0.379342193566
Long
ABS-O
CORP
KY
N
2
2033-08-25
Floating
6.44300000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 36M Ltd.
38175BAA2
6716232.92320000
PA
USD
6716227.55000000
0.024223769954
Long
ABS-O
CORP
KY
N
2
2031-02-05
Floating
5.86500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAA3
26750000.00000000
PA
USD
26800003.78000000
0.096660978430
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
6.17200000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 16 Ltd.
38178EAC9
9750000.00000000
PA
USD
9767501.25000000
0.035228958749
Long
ABS-O
CORP
KY
N
2
2033-07-25
Floating
6.36200000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAC4
21695000.00000000
PA
USD
21688174.75000000
0.078223876717
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
6.45500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900NUVOJAHAT10W61
Golub Capital Partners CLO 49M Ltd.
38178GAE0
12600000.00000000
PA
USD
12618319.14000000
0.045511153066
Long
ABS-O
CORP
KY
N
2
2033-08-26
Floating
7.15500000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners CLO 46 Ltd.
38178UAC3
10300000.00000000
PA
USD
10207385.49000000
0.036815512295
Long
ABS-O
CORP
US
N
2
2037-04-20
Floating
6.59300000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900IYMACYUBOF5J66
Golub Capital Partners CLO 31M Ltd.
38180JAA8
23250000.00000000
PA
USD
23214078.75000000
0.083727434658
Long
ABS-O
CORP
KY
N
2
2037-11-05
Floating
6.20800000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900IYMACYUBOF5J66
Golub Capital Partners CLO 31M Ltd.
38180JAE0
9500000.00000000
PA
USD
9411677.55000000
0.033945590759
Long
ABS-O
CORP
KY
N
2
2037-11-05
Floating
6.45800000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
254900IYMACYUBOF5J66
Golub Capital Partners CLO 31M Ltd.
38180JAG5
2250000.00000000
PA
USD
2253139.88000000
0.008126517709
Long
ABS-O
CORP
KY
N
2
2037-11-05
Floating
6.90800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
38384EJQ9
8269543.18110000
PA
USD
8308203.30000000
0.029965632339
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
6.00000000
N
N
N
N
N
N
GRAFTECH GLOBAL ENTERPRI
N/A
GrafTech Global Enterprises, Inc.
38431AAB2
3100000.00000000
PA
USD
2433500.00000000
0.008777032008
Long
DBT
CORP
US
N
2
2029-12-23
Fixed
9.87500000
N
N
N
N
N
N
GRAHAM HOLDINGS CO
529900BOSCEEEMAFQJ29
Graham Holdings Co.
384637AA2
4767000.00000000
PA
USD
4766304.02000000
0.017190878548
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAE7
13025000.00000000
PA
USD
13054710.55000000
0.047085108840
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.37500000
N
N
N
N
N
N
Great Lakes CLO Ltd
254900GKX01S4T3NFH46
Great Lakes CLO Ltd.
39055RAE2
461538.00000000
PA
USD
200485.65000000
0.000723102102
Long
ABS-O
CORP
KY
N
2
2029-10-15
None
0.00000000
N
N
N
N
N
N
GreenPoint Mortgage Funding Tr
N/A
GreenPoint Mortgage Funding Trust
39538WFH6
82388.02220000
PA
USD
72353.88000000
0.000260962531
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.01500000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco SARL
39541EAA1
5550000.00000000
PA
USD
5703437.69000000
0.020570887678
Long
DBT
CORP
LU
N
2
2038-02-23
Fixed
6.12900000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco SARL
39541EAC7
6500000.00000000
PA
USD
6788553.85000000
0.024484633011
Long
DBT
CORP
LU
N
2
2042-02-23
Fixed
6.51000000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco SARL
39541EAD5
11900000.00000000
PA
USD
12035660.00000000
0.043409645804
Long
DBT
CORP
LU
N
2
2036-02-23
Fixed
5.85200000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco SARL
39541EAE3
17000000.00000000
PA
USD
17050796.00000000
0.061497999698
Long
DBT
CORP
LU
N
2
2042-08-23
Fixed
6.10300000
N
N
N
N
N
N
Greensky Home Improvement Issu
N/A
GreenSky Home Improvement Issuer Trust
39571XAE4
2700000.00000000
PA
USD
2702168.10000000
0.009746051328
Long
ABS-O
CORP
US
N
2
2059-10-27
Fixed
5.26000000
N
N
N
N
N
N
Greystone Commercial Real Esta
N/A
Greystone Commercial Real Estate Notes
39809PAG0
12000000.00000000
PA
USD
11874308.40000000
0.042827690531
Long
ABS-O
CORP
KY
N
2
2039-07-15
Floating
6.43400000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAC6
5000000.00000000
PA
USD
4961461.00000000
0.017894761457
Long
ABS-O
CORP
KY
N
2
2036-09-17
Floating
5.93400000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAE2
1000000.00000000
PA
USD
998451.20000000
0.003601166279
Long
ABS-O
CORP
KY
N
2
2036-09-17
Floating
6.23400000
N
N
N
N
N
N
HF SINCLAIR CORP
2549009G116AM01XHN24
HF Sinclair Corp.
403949AS9
19065000.00000000
PA
USD
19160594.96000000
0.069107522198
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
6.25000000
N
N
N
N
N
N
HLEND CLO LLC
N/A
Hlend CLO 2025-3 LLC
403961AA3
52250000.00000000
PA
USD
52246279.80000000
0.188439395990
Long
ABS-O
CORP
US
N
2
2037-01-20
Floating
5.67200000
N
N
N
N
N
N
HLEND CLO LLC
N/A
Hlend CLO 2025-3 LLC
403961AC9
7550000.00000000
PA
USD
7486718.92000000
0.027002741566
Long
ABS-O
CORP
US
N
2
2037-01-20
Floating
5.97200000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BS7
2775000.00000000
PA
USD
2785909.47000000
0.010048085716
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
68000.00000000
PA
USD
63060.62000000
0.000227444043
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CB3
10580000.00000000
PA
USD
6976738.93000000
0.025163370004
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DU0
8700000.00000000
PA
USD
9016529.23000000
0.032520388600
Long
DBT
CORP
GB
N
2
2029-03-09
Variable
6.16100000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280EN5
3290000.00000000
PA
USD
3324082.03000000
0.011989140898
Long
DBT
CORP
GB
N
2
2030-11-19
Variable
5.28600000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280ER6
15700000.00000000
PA
USD
15748528.54000000
0.056801043388
Long
DBT
CORP
GB
N
2
2031-03-03
Variable
5.13000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
254900FFJQHW9R90FL74
HAH Group Holding Company LLC
40518JAA7
17915000.00000000
PA
USD
17253157.20000000
0.062227866446
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
9.75000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
549300SZXFEQICAU3R39
HarborView Mortgage Loan Trust
41162DAF6
4043038.47870000
PA
USD
3611231.86000000
0.013024819242
Long
ABS-MBS
CORP
US
N
2
2038-01-19
Floating
4.81100000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41162NAC1
5614313.57800000
PA
USD
5328075.66000000
0.019217049768
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
4.73100000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056BA4
23976000.00000000
PA
USD
24609493.15000000
0.088760348919
Long
DBT
CORP
US
N
2
2034-05-14
Fixed
6.05000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corporation A Mutual Legal Reserve Co.
42218SAM0
4800000.00000000
PA
USD
4717161.41000000
0.017013633320
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
5.87500000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAA9
2319775.67180000
PA
USD
2312976.18000000
0.008342332429
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
5.47800000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAC5
28000000.00000000
PA
USD
27634278.00000000
0.099669998991
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
5.72800000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAE1
49562000.00000000
PA
USD
48814619.91000000
0.176062248385
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
6.02800000
N
N
N
N
N
N
HERA Commercial Mortgage Ltd
N/A
HERA Commercial Mortgage Ltd.
42704RAG6
19200000.00000000
PA
USD
18807475.20000000
0.067833906650
Long
ABS-O
CORP
KY
N
2
2038-02-18
Floating
6.37800000
N
N
N
N
N
N
HEXCEL CORP
S6Q7LW43WUBUHXY2QP69
Hexcel Corp.
428291AP3
3475000.00000000
PA
USD
3540506.53000000
0.012769730487
Long
DBT
CORP
US
N
2
2035-02-26
Fixed
5.87500000
N
N
N
N
N
N
HIGHMARK INC
549300B6868ZXXEB2Y57
Highmark, Inc.
431116AE2
17850000.00000000
PA
USD
15053213.81000000
0.054293215305
Long
DBT
CORP
US
N
2
2031-05-10
Fixed
2.55000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AE8
7650000.00000000
PA
USD
6708848.81000000
0.024197156666
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AF5
4500000.00000000
PA
USD
4508284.50000000
0.016260266020
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
HILLSBOROUGH CA SCH DIST
N/A
Hillsborough City School District General Obligation Unlimited
432272GD8
1000000.00000000
PA
USD
530158.40000000
0.001912150091
Long
DBT
MUN
US
N
2
2037-09-01
None
0.00000000
N
N
N
N
N
N
HILLSBOROUGH CA SCH DIST
N/A
Hillsborough City School District General Obligation Unlimited
432272GF3
1000000.00000000
PA
USD
469619.10000000
0.001693799824
Long
DBT
MUN
US
N
2
2039-09-01
None
0.00000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AQ4
12925000.00000000
PA
USD
12974183.37000000
0.046794667238
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
6.12500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AR2
11665000.00000000
PA
USD
11549958.60000000
0.041657841106
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.87500000
N
N
N
N
N
N
Home Equity Loan Trust
N/A
Home Equity Loan Trust
43710XAA6
40339289.08100000
PA
USD
38407170.25000000
0.138525154160
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
4.62500000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust
43730XAC8
15066153.11520000
PA
USD
13806539.85000000
0.049796770985
Long
ABS-O
CORP
US
N
2
2041-01-17
Fixed
2.79900000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust
43732VAE6
46324045.58730000
PA
USD
43990856.28000000
0.158664127249
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.65200000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
549300DQF6YN0E43PM71
Nationstar Mortgage Holdings, Inc.
43734LAA4
2780000.00000000
PA
USD
2768377.38000000
0.009984851808
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
HOMES Trust
254900LUV7YA0N50XT86
HOMES 2025-NQM1 Trust
43761DAD2
8790238.54040000
PA
USD
8775550.93000000
0.031651239534
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Variable
5.85900000
N
N
N
N
N
N
HOMES Trust
254900LUV7YA0N50XT86
HOMES 2025-NQM1 Trust
43761DAE0
3544737.76580000
PA
USD
3535994.32000000
0.012753456063
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Variable
5.96100000
N
N
N
N
N
N
HOMES Trust
254900GDF2MBHUV58Z95
HOMES Trust
437920AC5
20441352.30560000
PA
USD
20430514.30000000
0.073687806848
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
5.57600000
N
N
N
N
N
N
HOMES Trust
254900GDF2MBHUV58Z95
HOMES Trust
437920AE1
5454189.12880000
PA
USD
5472654.83000000
0.019738511039
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
5.98200000
N
N
N
N
N
N
HORACE MANN EDUCATORS CO
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327AK0
4560000.00000000
PA
USD
4550495.41000000
0.016412510322
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.50000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TAZ9
44753000.00000000
PA
USD
41003734.18000000
0.147890317393
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TBA3
20200000.00000000
PA
USD
17513645.63000000
0.063167383720
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.90000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts, LP
44107TBB1
12075000.00000000
PA
USD
12081139.53000000
0.043573679209
Long
DBT
CORP
US
N
2
2034-07-01
Fixed
5.70000000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148HAE3
31200000.00000000
PA
USD
32152676.40000000
0.115966743344
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
8.83600000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAA7
5350000.00000000
PA
USD
5120442.20000000
0.018468167285
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.31100000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAB5
4025000.00000000
PA
USD
3838433.60000000
0.013844279667
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.65800000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAH2
22750000.00000000
PA
USD
23154749.80000000
0.083513449825
Long
ABS-O
CORP
US
N
2
2054-06-20
Fixed
5.89300000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAK5
3150000.00000000
PA
USD
3217041.14000000
0.011603070909
Long
ABS-O
CORP
US
N
2
2054-06-20
Fixed
6.67200000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAM1
3860000.00000000
PA
USD
4048364.91000000
0.014601449927
Long
ABS-O
CORP
US
N
2
2054-06-20
Fixed
9.18800000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Companies, Inc.
445587AE8
25121000.00000000
PA
USD
24009998.65000000
0.086598120682
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AJ1
19039000.00000000
PA
USD
19567424.97000000
0.070574857320
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579AV4
12100000.00000000
PA
USD
12165051.66000000
0.043876329487
Long
DBT
CORP
US
N
2
2032-03-30
Fixed
5.75000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
44986TAB8
10575071.00000000
PA
USD
257185.73000000
0.000927605253
Long
ABS-O
CORP
KY
N
2
2030-10-15
None
0.00000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA, Inc.
449934AD0
8700000.00000000
PA
USD
8637440.04000000
0.031153107747
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45071KDE1
10659936.03010000
PA
USD
5541787.34000000
0.019987854887
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
5.03500000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAA6
4591499.42400000
PA
USD
943830.46000000
0.003404162793
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
4.49500000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAB4
30962915.92650000
PA
USD
6364495.49000000
0.022955159496
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
4.54500000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAC2
5518935.47640000
PA
USD
1134384.07000000
0.004091442487
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
4.59500000
N
N
N
N
N
N
IXIS Real Estate Capital Trust
N/A
IXIS Real Estate Capital Trust
45073DAD0
5876318.77120000
PA
USD
1207774.49000000
0.004356143561
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
4.66500000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
38518000.00000000
PA
USD
35534068.32000000
0.128162586827
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
ICON INVESTMENTS SIX DAC
635400FQ1M7J2CHLAS59
Icon Investments Six DAC
45115AAC8
20100000.00000000
PA
USD
20519571.02000000
0.074009012388
Long
DBT
CORP
IE
N
2
2034-05-08
Fixed
6.00000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois General Obligation Unlimited
452152GF2
1400000.09950000
PA
USD
1480202.05000000
0.005338722322
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
6.63000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois General Obligation Unlimited
452152ZB0
4549999.77460000
PA
USD
4658320.25000000
0.016801407824
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.65000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TTF1
3622737.68520000
PA
USD
3345704.40000000
0.012067127433
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
4.93500000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets Trust
45256VAD9
389732.48920000
PA
USD
363454.44000000
0.001310890180
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
4.77500000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAC7
3200000.00000000
PA
USD
3072164.06000000
0.011080535151
Long
DBT
CORP
GB
N
2
2029-07-26
Fixed
3.87500000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAB2
11012942.68890000
PA
USD
10148236.16000000
0.036602175306
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.02100000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
45276PAC0
10825805.56900000
PA
USD
10040084.84000000
0.036212100271
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.20000000
N
N
N
N
N
N
INDUSTRIAL DPR FUNDING LTD.
549300MBUJF25SSFY437
Industrial DPR Funding Ltd.
45605PAM0
825073.28330000
PA
USD
821613.75000000
0.002963357379
Long
ABS-O
CORP
KY
N
2
2026-04-15
Fixed
5.23500000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep N.V.
456837BQ5
3360000.00000000
PA
USD
3372193.07000000
0.012162665508
Long
DBT
CORP
NL
N
2
2029-03-25
Variable
4.85800000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep N.V.
456837BS1
10300000.00000000
PA
USD
10311779.80000000
0.037192036725
Long
DBT
CORP
NL
N
2
2036-03-25
Variable
5.52500000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200LF6
2210000.00000000
PA
USD
2224108.73000000
0.008021809539
Long
DBT
CORP
US
N
2
2028-02-10
Fixed
4.65000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AN1
21520000.00000000
PA
USD
21124724.08000000
0.076191649651
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AF0
17834000.00000000
PA
USD
17611491.07000000
0.063520287998
Long
DBT
CORP
GB
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co.
461070AV6
6300000.00000000
PA
USD
6142998.33000000
0.022156274079
Long
DBT
CORP
US
N
2
2034-09-30
Fixed
4.95000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HCF2
2800000.00000000
PA
USD
3241254.99000000
0.011690404271
Long
DBT
CORP
IT
N
2
2053-11-28
Fixed
7.80000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46188DAC2
13100000.00000000
PA
USD
12485954.53000000
0.045033746689
Long
ABS-O
CORP
US
N
2
2041-09-17
Fixed
4.00000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA, Inc.
46266TAA6
10699000.00000000
PA
USD
10546943.67000000
0.038040214582
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
1938000.00000000
PA
USD
1898575.46000000
0.006847691630
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAJ0
74000.00000000
PA
USD
70953.60000000
0.000255912068
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAL5
6311000.00000000
PA
USD
6033317.51000000
0.021760682516
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
18937000.00000000
PA
USD
17359307.97000000
0.062610725992
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services, Inc.
46285MAA8
1617000.00000000
PA
USD
1492983.21000000
0.005384820802
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Irwin Home Equity
N/A
Irwin Home Equity Loan Trust
46412RAE5
1.14550000
PA
USD
1.14000000
0.000000004111
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
5.85000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46514BRN9
9800000.00000000
PA
USD
9873402.00000000
0.035610916535
Long
DBT
NUSS
IL
N
2
2029-03-12
Fixed
5.37500000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46514Y8A8
5250000.00000000
PA
USD
5288367.00000000
0.019073830463
Long
DBT
NUSS
IL
N
2
2030-02-19
Fixed
5.37500000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46514Y8B6
8750000.00000000
PA
USD
8693580.00000000
0.031355590684
Long
DBT
NUSS
IL
N
2
2035-02-19
Fixed
5.62500000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590LAV4
22383015.94400000
PA
USD
207703.20000000
0.000749134018
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
1.46900000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590RAG4
48988589.51540000
PA
USD
609119.22000000
0.002196942219
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.30100000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590RAL3
10290000.00000000
PA
USD
9125611.38000000
0.032913820908
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
3.40800000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590TAG0
7162057.68510000
PA
USD
73570.09000000
0.000265349099
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
0.84100000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux SARL/ JBS USA Food Company/ JBS Lux Co SARL
46590XAL0
15756000.00000000
PA
USD
16006079.23000000
0.057729964962
Long
DBT
CORP
LU
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux SARL/ JBS USA Food Company/ JBS Lux Co SARL
46590XAP1
29206000.00000000
PA
USD
25124826.58000000
0.090619029014
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux SARL/ JBS USA Food Company/ JBS Lux Co SARL
46590XAQ9
9710000.00000000
PA
USD
7537727.64000000
0.027186717390
Long
DBT
CORP
US
N
2
2052-02-02
Fixed
4.37500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592WAN6
87506810.71740000
PA
USD
81329792.46000000
0.293336425595
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592XAN4
39205412.02350000
PA
USD
36427712.50000000
0.131385740134
Long
ABS-MBS
CORP
US
N
2
2052-04-25
Variable
2.50000000
N
N
N
N
N
N
JB POINDEXTER & CO INC
549300W6P81HOZZGPQ16
JB Poindexter & Company, Inc.
465965AC5
1230000.00000000
PA
USD
1264043.94000000
0.004559093536
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
8.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465983AA2
6437893.19450000
PA
USD
6464268.60000000
0.023315016402
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
5.59200000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465983AB0
7868536.12770000
PA
USD
7908192.76000000
0.028522893357
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
5.84600000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465983AC8
7487031.34540000
PA
USD
7510237.40000000
0.027087566900
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
5.94700000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXIII LLC
46616PAA1
1875199.31140000
PA
USD
1840746.46000000
0.006639116745
Long
ABS-O
CORP
US
N
2
2056-10-15
Fixed
4.70000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXIV LLC
46616QAA9
1368597.28010000
PA
USD
1344985.83000000
0.004851030894
Long
ABS-O
CORP
US
N
2
2056-09-15
Fixed
4.94000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46629KAF6
1667913.32580000
PA
USD
1241315.14000000
0.004477116382
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
4.91500000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAA4
56003900.96870000
PA
USD
34820711.05000000
0.125589683769
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.69500000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630BAD8
11881187.71520000
PA
USD
6164107.51000000
0.022232409665
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.67500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644ABH4
13040609.09360000
PA
USD
130.41000000
0.000000470356
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
0.82200000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46646RAL7
71054929.61540000
PA
USD
584497.85000000
0.002108139033
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.69800000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46646RAP8
2650000.00000000
PA
USD
2455810.12000000
0.008857499088
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.63800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBP0
17276000.00000000
PA
USD
15709022.40000000
0.056658554522
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46648KAW6
111917489.84550000
PA
USD
1805855.85000000
0.006513274953
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
0.83100000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAJ0
14350000.00000000
PA
USD
13111580.65000000
0.047290225210
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
6.52500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46654EAL5
8000000.00000000
PA
USD
7109592.00000000
0.025642538135
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
6.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
529900DB310G9HU4BP72
JP Morgan Mortgage Trust
46658UAE1
17180705.83440000
PA
USD
17274849.23000000
0.062306104227
Long
ABS-MBS
CORP
US
N
2
2055-06-25
Variable
6.00000000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial, Inc.
46817M206
472000.00000000
NS
USD
12423040.00000000
0.044806829556
Long
EP
CORP
US
N
2
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial, Inc.
46817MAN7
3110000.00000000
PA
USD
2125235.05000000
0.007665196655
Long
DBT
CORP
US
N
2
2051-11-23
Fixed
4.00000000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance, Inc.
47077WAC2
24480000.00000000
PA
USD
25147814.40000000
0.090701940389
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
7.12500000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
472319AC6
1000000.00000000
PA
USD
1024445.36000000
0.003694920779
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAF9
39650000.00000000
PA
USD
37276745.29000000
0.134447991202
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
JEFFERIES FIN LLC / JFIN
N/A
Jefferies Finance LLC / JFIN Company-Issuer Corp.
47232MAG7
6850000.00000000
PA
USD
6777355.07000000
0.024444241785
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
6.62500000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233JDX3
40642000.00000000
PA
USD
33586288.28000000
0.121137426459
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
2.75000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233JGT9
27400000.00000000
PA
USD
23163391.72000000
0.083544619090
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233WEJ4
9080000.00000000
PA
USD
9255474.18000000
0.033382203876
Long
DBT
CORP
US
N
2
2034-04-14
Fixed
6.20000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue Class A Pass Through Trust
477164AA5
110737.81290000
PA
USD
103756.35000000
0.000374223466
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128AAJ2
20220000.00000000
NS
USD
20694015.44000000
0.074638190222
Long
EP
CORP
US
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128BAN1
37412000.00000000
NS
USD
36575796.91000000
0.131919843938
Long
EP
CORP
US
N
2
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust
48128KAV3
46187226.75000000
PA
USD
664504.87000000
0.002396704546
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
1.01200000
N
N
N
N
N
N
KDAC Aviation Finance Limited
N/A
KDAC Aviation Finance Ltd.
48244XAA0
12110986.81600000
PA
USD
11779630.22000000
0.042486209776
Long
ABS-O
CORP
KY
N
2
2042-12-15
Fixed
4.21200000
N
N
N
N
N
N
KKR GROUP FINANCE CO III
N/A
KKR Group Finance Company III LLC
48250AAA1
2710000.00000000
PA
USD
2451842.91000000
0.008843190343
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
5.12500000
N
N
N
N
N
N
KKR GROUP FINAN CO VIII
N/A
KKR Group Finance Company VIII LLC
48252MAA3
22210000.00000000
PA
USD
15169696.96000000
0.054713341187
Long
DBT
CORP
US
N
2
2050-08-25
Fixed
3.50000000
N
N
N
N
N
N
KKR GROUP FIN CO X LLC
N/A
KKR Group Finance Company X LLC
48255BAA4
15150000.00000000
PA
USD
9631852.17000000
0.034739706102
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.25000000
N
N
N
N
N
N
KKR CORE HOLDING COMPANY LLC
5493007DXHDGV3QWWI42
KKR Core Holding Company LLC
N/A
73441456.30000000
PA
USD
66945484.58000000
0.241455788370
Long
ABS-O
CORP
US
N
3
2031-08-12
Fixed
4.00000000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF Ltd.
48275RAC1
19300000.00000000
PA
USD
18896983.19000000
0.068156739809
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
5.73400000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF Ltd.
48275RAG2
16600000.00000000
PA
USD
16417315.34000000
0.059213191796
Long
ABS-O
CORP
KY
N
2
2039-02-15
Floating
6.43400000
N
N
N
N
N
N
KEMPER CORP
549300FNI1JKTRY2PV09
Kemper Corp.
488401AC4
10006000.00000000
PA
USD
8680175.18000000
0.031307242817
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
2.40000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AL9
15662000.00000000
PA
USD
14340094.00000000
0.051721168706
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AN5
81000.00000000
PA
USD
72447.54000000
0.000261300340
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAX9
126000.00000000
PA
USD
124863.25000000
0.000450350828
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.20000000
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
Kinetik Holdings, LP
49461MAB6
9625000.00000000
PA
USD
9778066.38000000
0.035267064557
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
6.62500000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co.
501044DW8
11200000.00000000
PA
USD
10564642.03000000
0.038104048185
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.50000000
N
N
N
N
N
N
KUVARE US HOLDINGS INC
254900MGBERNLZXF7O58
Kuvare US Holdings, Inc.
50149XAA2
15731000.00000000
NS
USD
15701555.03000000
0.056631621567
Long
EP
CORP
US
N
2
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889AF6
3412000.00000000
PA
USD
3548322.09000000
0.012797919277
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.25000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAG9
24200000.00000000
PA
USD
24108862.80000000
0.086954699194
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
5.95500000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd.
50188YAJ3
13050000.00000000
PA
USD
13055152.14000000
0.047086701545
Long
ABS-O
CORP
KY
N
2
2030-03-20
Floating
6.45500000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAA9
23756399.86530000
PA
USD
23705316.48000000
0.085499207529
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
5.88400000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAC5
37152000.00000000
PA
USD
37044794.19000000
0.133611401012
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
6.23400000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
LCCM Trust
50190FAE1
21450000.00000000
PA
USD
21273989.88000000
0.076730014436
Long
ABS-O
CORP
US
N
2
2038-11-15
Floating
6.63400000
N
N
N
N
N
N
LGENERGYSOLUTION
988400QX6P286XA6ZS85
LG Energy Solution Ltd.
50205MAD1
15000000.00000000
PA
USD
15097518.45000000
0.054453011172
Long
DBT
CORP
KR
N
2
2029-07-02
Fixed
5.37500000
N
N
N
N
N
N
LGENERGYSOLUTION
988400QX6P286XA6ZS85
LG Energy Solution Ltd.
50205MAE9
7100000.00000000
PA
USD
6932059.80000000
0.025002223444
Long
DBT
CORP
KR
N
2
2034-07-02
Fixed
5.50000000
N
N
N
N
N
N
LGENERGYSOLUTION
988400QX6P286XA6ZS85
LG Energy Solution Ltd.
50205MAF6
5400000.00000000
PA
USD
5382296.21000000
0.019412609868
Long
DBT
CORP
KR
N
2
2028-04-02
Fixed
5.25000000
N
N
N
N
N
N
LGENERGYSOLUTION
988400QX6P286XA6ZS85
LG Energy Solution Ltd.
50205MAG4
27400000.00000000
PA
USD
27366124.28000000
0.098702834913
Long
DBT
CORP
KR
N
2
2030-04-02
Fixed
5.37500000
N
N
N
N
N
N
LHOME Mortgage Trust
529900ZQNJ23BIJVY871
LHOME Mortgage Trust
50205WAA5
28050000.00000000
PA
USD
27912630.74000000
0.100673948409
Long
ABS-MBS
CORP
US
N
2
2039-09-25
Variable
5.32300000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAD6
15257000.00000000
PA
USD
14612947.10000000
0.052705282284
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAF1
9541000.00000000
PA
USD
9078038.43000000
0.032742237056
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.37500000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAK0
23920000.00000000
PA
USD
24412590.54000000
0.088050169955
Long
DBT
CORP
US
N
2
2034-05-20
Fixed
6.00000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings, Inc.
50212YAM6
250000.00000000
PA
USD
247558.57000000
0.000892882470
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.65000000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AC9
31443881.35560000
PA
USD
31504621.50000000
0.113629369767
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
6.26400000
N
N
N
N
N
N
THL Credit Lake Shore MM CLO I
N/A
THL Credit Lake Shore MM CLO I Ltd.
510800AE5
30400000.00000000
PA
USD
30396157.44000000
0.109631414338
Long
ABS-O
CORP
KY
N
2
2033-04-15
Floating
6.56400000
N
N
N
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
Lazard Group LLC
52107QAL9
42290000.00000000
PA
USD
43946654.93000000
0.158504703923
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
6.00000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52474XAA3
29802339.07680000
PA
USD
29718099.79000000
0.107185828270
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
4.75000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475WAA4
4289107.54380000
PA
USD
4281395.73000000
0.015441934400
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
4.65000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52475XAA2
19717692.78820000
PA
USD
19665511.89000000
0.070928632556
Long
ABS-MBS
CORP
US
N
2
2067-07-25
Variable
5.25000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust
52476DAA5
31200110.00320000
PA
USD
31165162.76000000
0.112405026136
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
4.75000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
525229AE0
250660.83110000
PA
USD
228452.91000000
0.000823973085
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
4.85500000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52524LAD3
4162540.12300000
PA
USD
3842819.58000000
0.013860098811
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
4.61500000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series
52524VAG4
1033602.70330000
PA
USD
1006032.28000000
0.003628509358
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
4.93500000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAF2
2650000.00000000
PA
USD
2575575.68000000
0.009289463811
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.37500000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAH8
15050000.00000000
PA
USD
12937716.70000000
0.046663140988
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos, Inc.
52532XAJ4
9431000.00000000
PA
USD
9669480.75000000
0.034875423074
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BV4
19567314.00000000
PA
USD
21808568.63000000
0.078658107635
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
11.00000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BZ5
20300000.00000000
PA
USD
22431500.00000000
0.080904866860
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
10.75000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298CD3
26815000.00000000
PA
USD
21452000.00000000
0.077372052866
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.50000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298CF8
34939000.00000000
PA
USD
26371957.20000000
0.095117120393
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.87500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298CH4
11550000.00000000
PA
USD
8662500.00000000
0.031243492819
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.00000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBK9
4064000.00000000
PA
USD
2768587.20000000
0.009985608577
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBL7
74981000.00000000
PA
USD
46678580.26000000
0.168358082212
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBM5
3600000.00000000
PA
USD
3446942.00000000
0.012432266392
Long
DBT
CORP
US
N
2
2051-12-15
Variable
4.12500000
N
N
N
N
N
N
LIBERTY UTILITIES CO
549300UN1FEYPC5BKW09
Liberty Utilities Co.
531542AA6
11600000.00000000
PA
USD
11872539.80000000
0.042821311629
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
5.57700000
N
N
N
N
N
N
LIBERTY UTILITIES CO
549300UN1FEYPC5BKW09
Liberty Utilities Co.
531542AB4
6450000.00000000
PA
USD
6570573.01000000
0.023698430090
Long
DBT
CORP
US
N
2
2034-01-31
Fixed
5.86900000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAJ9
3675000.00030000
PA
USD
3592312.50000000
0.012956581794
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
6.18400000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life Mortgage Trust
53218CAL4
13650000.00000000
PA
USD
13373422.34000000
0.048234623359
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
6.78400000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AV1
4635000.00000000
PA
USD
4681255.59000000
0.016884129917
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439BA6
17200000.00000000
PA
USD
17268560.23000000
0.062283421361
Long
DBT
CORP
GB
N
2
2035-11-26
Variable
5.59000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAS2
3460000.00000000
PA
USD
3400168.19000000
0.012263564840
Long
DBT
CORP
GB
N
2
2028-03-18
Variable
3.75000000
N
N
N
N
N
N
LoanCore Issuer, Ltd.
N/A
LoanCore
53947FAC5
13700000.00000000
PA
USD
13632443.93000000
0.049168850105
Long
ABS-O
CORP
US
N
2
2042-08-17
Floating
5.91000000
N
N
N
N
N
N
LoanCore Issuer, Ltd.
N/A
LoanCore
53947FAE1
3300000.00000000
PA
USD
3280937.55000000
0.011833529441
Long
ABS-O
CORP
US
N
2
2042-08-17
Floating
6.16000000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947XAA0
9797781.90320000
PA
USD
9794713.24000000
0.035327105660
Long
ABS-O
CORP
KY
N
2
2036-07-15
Floating
5.73400000
N
N
N
N
N
N
LoanCore 2021-CRE5 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53947XAL6
14350000.00000000
PA
USD
14280197.30000000
0.051505136138
Long
ABS-O
CORP
KY
N
2
2036-07-15
Floating
7.43400000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53948HAE6
44000000.00000000
PA
USD
43779736.00000000
0.157902668669
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
6.33400000
N
N
N
N
N
N
LoanCore 2021-CRE6 Issuer, Ltd
N/A
LoanCore Issuer Ltd.
53948HAG1
22825000.00000000
PA
USD
22851928.94000000
0.082421249956
Long
ABS-O
CORP
KY
N
2
2038-11-15
Floating
6.73400000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251RAE3
4372813.89780000
PA
USD
1671401.42000000
0.006028331112
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
4.93500000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAC0
3719750.60150000
PA
USD
983476.76000000
0.003547157181
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
4.61500000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust
54251UAD8
13937845.08720000
PA
USD
3701742.52000000
0.013351268784
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
4.75500000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd.
54916LAA1
11419297.50870000
PA
USD
11432926.44000000
0.041235735080
Long
ABS-MBS
CORP
US
N
2
2029-01-01
Floating
7.45200000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
55275BAE7
7141082.90240000
PA
USD
2605012.77000000
0.009395636106
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
4.91500000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
55275TAD0
5645721.56400000
PA
USD
1585106.34000000
0.005717086124
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.75500000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 Multifamily Housing Mortgage Loan Trust
55283TAJ7
3800000.00000000
PA
USD
3784627.10000000
0.013650212943
Long
ABS-O
CORP
KY
N
2
2036-07-16
Floating
6.98100000
N
N
N
N
N
N
MC Ltd
N/A
MC Ltd.
55283YAA5
8120199.51190000
PA
USD
7572677.20000000
0.027312771800
Long
ABS-O
CORP
BM
N
2
2035-11-05
Fixed
2.62700000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
55291KAD9
5480689.74270000
PA
USD
1840986.70000000
0.006639983231
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
4.75500000
N
N
N
N
N
N
Maps LTD
N/A
MAPS Trust
55292RAA9
9188956.28490000
PA
USD
8565441.49000000
0.030893426803
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.52100000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX, LP
55336VAT7
3250000.00000000
PA
USD
2955516.43000000
0.010659816029
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX, LP
55336VBZ2
21200000.00000000
PA
USD
20429313.86000000
0.073683477158
Long
DBT
CORP
US
N
2
2055-04-01
Fixed
5.95000000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp.
55337PAA0
250000.00000000
PA
USD
224710.62000000
0.000810475571
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAK6
12718000.00000000
PA
USD
11764515.01000000
0.042431692956
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAL4
1769000.00000000
PA
USD
1644680.69000000
0.005931956055
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI, Inc.
55354GAM2
1780000.00000000
PA
USD
1606981.15000000
0.005795983148
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.62500000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
556079AC5
59035000.00000000
PA
USD
54695805.89000000
0.197274230138
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.62400000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAF2
4125000.00000000
PA
USD
3946769.76000000
0.014235021374
Long
DBT
CORP
AU
N
2
2027-09-23
Variable
1.62900000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAG0
31550000.00000000
PA
USD
27471663.06000000
0.099083487163
Long
DBT
CORP
AU
N
2
2032-06-23
Variable
2.69100000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAZ1
17431000.00000000
PA
USD
14997845.58000000
0.054093515807
Long
DBT
CORP
AU
N
2
2033-01-14
Variable
2.87100000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LVIII Ltd.
55817BAB8
11700000.00000000
PA
USD
11694215.52000000
0.042178140101
Long
ABS-O
CORP
KY
N
2
2037-04-25
Floating
6.25000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LVIII Ltd.
55817BAC6
8250000.00000000
PA
USD
8280407.03000000
0.029865378075
Long
ABS-O
CORP
KY
N
2
2037-04-25
Floating
6.75000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LXXI Ltd.
55817DAE8
31200000.00000000
PA
USD
31136386.32000000
0.112301236641
Long
ABS-O
CORP
KY
N
2
2038-04-23
Floating
5.77000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIII Ltd.
558189AC0
24000000.00000000
PA
USD
23963505.60000000
0.086430431762
Long
ABS-O
CORP
KY
N
2
2035-04-21
Floating
6.04000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAC8
27500000.00000000
PA
USD
27425653.75000000
0.098917542972
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
6.00500000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd.
55821UAE4
6650000.00000000
PA
USD
6650127.68000000
0.023985364088
Long
ABS-O
CORP
KY
N
2
2033-04-19
Floating
6.55500000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding Ltd.
55822VAE1
14500000.00000000
PA
USD
14589741.95000000
0.052621587053
Long
ABS-O
CORP
KY
N
2
2037-07-25
Floating
6.25000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBE2
27327000.00000000
PA
USD
19921293.09000000
0.071851172018
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAE6
4815000.00000000
PA
USD
4734003.23000000
0.017074377595
Long
DBT
CORP
CA
N
2
2032-02-24
Variable
4.06100000
N
N
N
N
N
N
MAPLE GROVE FUNDING TR I
N/A
Maple Grove Funding Trust I
565130AA9
77700000.00000000
PA
USD
53750001.42000000
0.193862947579
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
4.16100000
N
N
N
N
N
N
Maps LTD
N/A
MAPS Ltd.
56564RAA8
4003452.65050000
PA
USD
3983547.48000000
0.014367669504
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585AAF9
1650000.00000000
PA
USD
1709585.56000000
0.006166051851
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group, Inc.
570535AW4
72131000.00000000
NS
USD
71735577.86000000
0.258732468889
Long
EP
CORP
US
N
2
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group, Inc.
570535AY0
18900000.00000000
PA
USD
19057909.31000000
0.068737160482
Long
DBT
CORP
US
N
2
2054-05-16
Fixed
6.00000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars, Inc.
571676BA2
19775000.00000000
PA
USD
19874011.45000000
0.071680638848
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.20000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BS1
7100000.00000000
PA
USD
7032907.91000000
0.025365957608
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.35000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BT9
4300000.00000000
PA
USD
4284767.25000000
0.015454094638
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
5.10000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903BU6
13500000.00000000
PA
USD
13349436.66000000
0.048148112949
Long
DBT
CORP
US
N
2
2037-04-15
Fixed
5.50000000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Master Asset-Backed Securities Trust
57645MAE2
10208908.93320000
PA
USD
3292420.09000000
0.011874944120
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
4.73500000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAL0
1250000.00000000
PA
USD
1120267.06000000
0.004040525927
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.12500000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAD9
23759000.00000000
PA
USD
23283820.00000000
0.083978974080
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAA8
1549000.00000000
PA
USD
1512490.07000000
0.005455177216
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
MEIJI YASUDA LIFE INSURA
549300SLU4LP6YMRLK07
Meiji Yasuda Life Insurance Co.
585270AD3
4093000.00000000
PA
USD
4039451.28000000
0.014569300670
Long
DBT
CORP
JP
N
2
2054-09-11
Variable
5.80000000
N
N
N
N
N
N
MEIJI YASUDA LIFE INSURA
549300SLU4LP6YMRLK07
Meiji Yasuda Life Insurance Co.
585270AE1
22800000.00000000
PA
USD
22719830.64000000
0.081944804093
Long
DBT
CORP
JP
N
2
2055-06-11
Variable
6.10000000
N
N
N
N
N
N
Merrill Lynch Alternative Note
N/A
Merrill Lynch Alternative Note Asset Trust Series
59023MAC4
6945876.01090000
PA
USD
2082183.31000000
0.007509919687
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.73500000
N
N
N
N
N
N
Merrill Lynch Alternative Note
N/A
Merrill Lynch Alternative Note Asset Trust Series
59023MAD2
18316377.50990000
PA
USD
5490629.05000000
0.019803339601
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.89500000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59023XAA4
7240589.31800000
PA
USD
3511359.27000000
0.012664603536
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
4.71500000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series
59024LAD3
30171630.63530000
PA
USD
8453053.00000000
0.030488069345
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
4.95500000
N
N
N
N
N
N
METIS ISSUER 2025-1 LLC
N/A
Metis Issuer, LLC
N/A
29900000.00000000
PA
USD
29900000.00000000
0.107841897292
Long
ABS-O
CORP
US
N
2
2055-05-15
Fixed
6.89200000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCA4
53467000.00000000
NS
USD
52840094.61000000
0.190581138992
Long
EP
CORP
US
N
2
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCQ9
28930000.00000000
PA
USD
28986702.80000000
0.104547860408
Long
DBT
CORP
US
N
2
2055-03-15
Variable
6.35000000
N
N
N
N
N
N
MID-ATLANTIC MILITARY CO
N/A
Mid-Atlantic Military Family Communities LLC
59524EAB8
1052875.73130000
PA
USD
972308.52000000
0.003506876105
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
5.24000000
N
N
N
N
N
N
MID-ATLANTIC MILITARY CO
N/A
Mid-Atlantic Military Family Communities LLC
59524EAC6
5732990.54430000
PA
USD
4844916.48000000
0.017474414228
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
5.30000000
N
N
N
N
N
N
MidOcean Credit CLO
5493004MLF21SFT7F415
MidOcean Credit CLO VII
59801WAR7
365156.00000000
PA
USD
364228.32000000
0.001313681373
Long
ABS-O
CORP
KY
N
2
2029-07-15
Floating
6.16400000
N
N
N
N
N
N
MIDWEST FAMILY HOUSING
N/A
Midwest Family Housing LLC
598329AD2
1250077.71220000
PA
USD
1069309.22000000
0.003856733614
Long
DBT
CORP
US
N
2
2051-01-01
Fixed
5.58100000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Company LLC
59833CAC6
14608000.00000000
PA
USD
14494712.18000000
0.052278838200
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
599191AA1
17636614.20000000
PA
USD
17712632.77000000
0.063885081069
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Securities Ltd.
59982DAA7
28865183.56000000
PA
USD
26899955.27000000
0.097021478709
Long
ABS-MBS
CORP
US
N
2
2069-08-01
Variable
3.00000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Securities Ltd.
599920AA3
50592297.77530000
PA
USD
46241360.17000000
0.166781137596
Long
ABS-MBS
CORP
US
N
2
2069-11-01
Variable
3.00000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158AA4
18748000.00000000
PA
USD
18058261.08000000
0.065131676811
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YDJ5
3340000.00000000
PA
USD
3362450.04000000
0.012127524811
Long
DBT
CORP
JP
N
2
2036-05-13
Variable
5.42200000
N
N
N
N
N
N
Federated Hermes US Treasury C
25490003NTA1P9CI5X97
Federated Hermes U.S. Treasury Cash Reserves Fund - Institutional Shares
60934N682
1035465.98000000
NS
USD
1035465.98000000
0.003734669426
Long
STIV
RF
US
N
1
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690AAF1
52793461.25280000
PA
USD
46943.95000000
0.000169315205
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
0.82600000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley Capital I Incorporated Trust
617451DR7
1337141.87940000
PA
USD
1293843.22000000
0.004666572162
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
5.01500000
N
N
N
N
N
N
Morgan Stanley IXIS Real Estat
N/A
Morgan Stanley IXIS Real Estate Capital Trust
617463AC8
15738314.49020000
PA
USD
5009302.48000000
0.018067313831
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
4.58500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFJ9
21862000.00000000
PA
USD
23845723.12000000
0.086005619517
Long
DBT
CORP
US
N
2
2034-11-01
Variable
6.62700000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFM2
23310000.00000000
PA
USD
23528074.61000000
0.084859939986
Long
DBT
CORP
US
N
2
2039-02-07
Variable
5.94200000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFR1
9625000.00000000
PA
USD
9974058.61000000
0.035973960007
Long
DBT
CORP
US
N
2
2035-04-19
Variable
5.83100000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFV2
19150000.00000000
PA
USD
18707610.49000000
0.067473719366
Long
DBT
CORP
US
N
2
2055-11-19
Variable
5.51600000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61748BAD6
7542956.80330000
PA
USD
3798445.98000000
0.013700054222
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
4.91500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61749BAE3
23990406.35230000
PA
USD
12398304.38000000
0.044717614299
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
4.58500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61749NAD9
12302201.40780000
PA
USD
6095119.54000000
0.021983587137
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
4.71500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61749NAE7
7371387.48000000
PA
USD
3651509.67000000
0.013170091330
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
4.93500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61750FAE0
2822115.13800000
PA
USD
969479.80000000
0.003496673612
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
4.73500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61750FAF7
22263352.86080000
PA
USD
7647446.12000000
0.027582444783
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
4.91500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
617525AA8
1855605.18080000
PA
USD
1145902.07000000
0.004132985061
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.56500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
617538AB9
10128307.40360000
PA
USD
5088864.75000000
0.018354275240
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.54500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753EAB6
7878474.27710000
PA
USD
3560352.64000000
0.012841310492
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.52500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753EAC4
7486123.64650000
PA
USD
3383389.52000000
0.012203048331
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.56500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753EAD2
5894585.59410000
PA
USD
2664337.36000000
0.009609605215
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.64500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Incorporated Trust
61753KAE6
25265514.03790000
PA
USD
10663166.19000000
0.038459400437
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
4.77500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
549300LT6TIGKPKJS707
Morgan Stanley ABS Capital I Incorporated Trust
61755AAD8
2958389.33260000
PA
USD
2260441.68000000
0.008152853494
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
4.62500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
5493005XH7EPFP4PGZ13
Morgan Stanley ABS Capital I Incorporated Trust
61755CAA0
2117071.64320000
PA
USD
1897465.90000000
0.006843689722
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
4.49500000
N
N
N
N
N
N
Morgan Stanley ReRemic Trust
N/A
Morgan Stanley Re-REMIC Trust
61759HBA4
83415.12790000
PA
USD
79814.21000000
0.000287870094
Long
ABS-MBS
CORP
US
N
2
2036-06-26
Variable
16.89680000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61766CAL3
275000.00000000
PA
USD
250545.60000000
0.000903655948
Long
ABS-MBS
CORP
US
N
2
2049-03-15
Variable
4.59300000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61776UAA5
8174644.82190000
PA
USD
8112164.38000000
0.029258568491
Long
ABS-MBS
CORP
US
N
2
2069-07-25
Variable
5.04400000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61776UAD9
8765035.83660000
PA
USD
8703017.07000000
0.031389627859
Long
ABS-MBS
CORP
US
N
2
2069-07-25
Variable
5.34900000
N
N
N
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products, Inc.
624758AF5
5216000.00000000
PA
USD
4845858.24000000
0.017477810923
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower, LP
62482BAA0
15610000.00000000
PA
USD
14591188.37000000
0.052626803932
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
MUTUAL OF OMAHA INS CO
P2LER0UPV1DKOU8RO042
Mutual of Omaha Insurance Co.
628312AE0
10150000.00000000
PA
USD
10317676.88000000
0.037213306033
Long
DBT
CORP
US
N
2
2064-01-16
Variable
6.14400000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CP5
26000000.00000000
PA
USD
24386032.06000000
0.087954380093
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CT7
10440000.00000000
PA
USD
11255322.24000000
0.040595160702
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.00000000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust
62956BAA7
56277856.14090000
PA
USD
55864652.87000000
0.201489971809
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.25000000
N
N
N
N
N
N
Nassau 2019 CFO LLC
N/A
Nassau LLC
63172DAA9
7629882.66600000
PA
USD
6951064.21000000
0.025070767645
Long
ABS-O
CORP
US
Y
2
2034-08-15
Fixed
3.98000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AU5
7498000.00000000
PA
USD
6522925.06000000
0.023526575731
Long
DBT
CORP
AU
N
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AY7
14525000.00000000
PA
USD
12807978.11000000
0.046195206015
Long
DBT
CORP
AU
N
2
2031-05-21
Fixed
2.99000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525BB6
14550000.00000000
PA
USD
12758601.53000000
0.046017116916
Long
DBT
CORP
AU
N
2
2037-01-12
Variable
3.34700000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525CF6
23750000.00000000
PA
USD
24100037.71000000
0.086922869279
Long
DBT
CORP
AU
N
2
2036-01-14
Variable
5.90200000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co.
638671AN7
60506000.00000000
PA
USD
46327772.42000000
0.167092805187
Long
DBT
CORP
US
N
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
639057AH1
11740000.00000000
PA
USD
12239115.42000000
0.044143459132
Long
DBT
CORP
GB
N
2
2034-03-02
Variable
6.01600000
N
N
N
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd.
63943BAA1
54126544.24800000
PA
USD
50334914.87000000
0.181545575907
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
2.77100000
N
N
N
N
N
N
Navigator Aviation Ltd
984500UF8C3O89B30652
Navigator Aviation Ltd.
63943DAA7
46814581.70500000
PA
USD
46402098.43000000
0.167360880704
Long
ABS-O
CORP
KY
N
2
2049-08-15
Fixed
5.40000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110DAM6
27000000.00000000
PA
USD
27208425.15000000
0.098134053194
Long
DBT
CORP
US
N
2
2032-03-17
Fixed
5.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd.
64132DAL2
14100000.00000000
PA
USD
14091377.85000000
0.050824111130
Long
ABS-O
CORP
KY
N
2
2032-01-20
Floating
5.95500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007YBEOXQIHH3C54
Neuberger Berman Loan Advisers CLO 32 Ltd.
64132DAN8
4200000.00000000
PA
USD
4198159.56000000
0.015141722143
Long
ABS-O
CORP
KY
N
2
2032-01-20
Floating
6.25500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAC7
26700000.00000000
PA
USD
26676600.12000000
0.096215891981
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
5.96900000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd.
64134JAE3
2500000.00000000
PA
USD
2500364.50000000
0.009018195705
Long
ABS-O
CORP
KY
N
2
2033-04-16
Floating
6.31900000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300JRWXK6DFJD7D06
Neuberger Berman Loan Advisers CLO 47 Ltd.
64135DAC9
9000000.00000000
PA
USD
8995438.80000000
0.032444320641
Long
ABS-O
CORP
KY
N
2
2035-04-14
Floating
6.08700000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co.
641423BP2
1180000.00000000
PA
USD
1300022.65000000
0.004688859836
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.65000000
N
N
N
N
N
N
New Economy Assets Phase 1 Iss
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AB7
10000000.00000000
PA
USD
9140737.00000000
0.032968375275
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
2.41000000
N
N
N
N
N
N
New Residential Mortgage Loan
213800Z6O4V4V96AU133
New Residential Mortgage Loan Trust
64832BAD7
22954077.16610000
PA
USD
22816823.26000000
0.082294632459
Long
ABS-MBS
CORP
US
N
2
2064-09-25
Variable
5.37000000
N
N
N
N
N
N
New Residential Mortgage Loan
213800Z6O4V4V96AU133
New Residential Mortgage Loan Trust
64832BAE5
16569219.37970000
PA
USD
16442937.07000000
0.059305603033
Long
ABS-MBS
CORP
US
N
2
2064-09-25
Variable
5.42100000
N
N
N
N
N
N
Newstar Fairfield Fund CLO LTD
N/A
NewStar Fairfield Fund CLO Ltd.
65252BAA1
2542475.27070000
PA
USD
2545388.18000000
0.009180584972
Long
ABS-O
CORP
KY
N
2
2030-04-20
Floating
5.82500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KDE7
11740000.00000000
PA
USD
11752643.98000000
0.042388877090
Long
DBT
CORP
US
N
2
2055-08-15
Variable
6.37500000
N
N
N
N
N
N
NEXT TEN FUNDING
N/A
Next10, Inc.
N/A
45552530.78180000
PA
USD
46734759.71000000
0.168560707579
Long
ABS-O
CORP
US
N
3
2030-12-15
Fixed
6.73000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co.
654579AH4
45350000.00000000
PA
USD
39150514.42000000
0.141206212542
Long
DBT
CORP
JP
N
2
2051-01-21
Variable
2.75000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co.
654579AK7
10380000.00000000
PA
USD
8940884.93000000
0.032247558338
Long
DBT
CORP
JP
N
2
2051-09-16
Variable
2.90000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co.
654579AN1
13950000.00000000
PA
USD
14030338.33000000
0.050603956694
Long
DBT
CORP
JP
N
2
2054-04-16
Variable
5.95000000
N
N
N
N
N
N
NOKIA OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
654902AC9
3240000.00000000
PA
USD
3328426.08000000
0.012004808811
Long
DBT
CORP
FI
N
2
2039-05-15
Fixed
6.62500000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust
65540WCC1
302014.73010000
PA
USD
292193.09000000
0.001053868133
Long
ABS-MBS
CORP
US
N
2
2036-03-26
Floating
3.07000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAH2
3280000.00000000
PA
USD
3310883.59000000
0.011941537393
Long
DBT
CORP
FI
N
2
2029-09-10
Floating
5.40000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CJ5
9100000.00000000
PA
USD
6469015.46000000
0.023332137151
Long
DBT
CORP
US
N
2
2121-05-15
Fixed
4.10000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series
66989EAA3
15827549.50560000
PA
USD
15499566.28000000
0.055903098155
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
4.63500000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series
669971AA1
2468983.85390000
PA
USD
1595707.47000000
0.005755321775
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
4.69500000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp.
670001AG1
5923000.00000000
PA
USD
5726005.17000000
0.020652282991
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAE5
1880000.00000000
PA
USD
1872105.13000000
0.006752219704
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAG0
10433000.00000000
PA
USD
10428111.10000000
0.037611614923
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics, LP
67059TAH8
10560000.00000000
PA
USD
10676325.37000000
0.038506862341
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
NUVEEN LLC
N/A
Nuveen LLC
67080LAC9
8075000.00000000
PA
USD
8325854.48000000
0.030029295776
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.55000000
N
N
N
N
N
N
NUVEEN LLC
N/A
Nuveen LLC
67080LAD7
25425000.00000000
PA
USD
26013594.34000000
0.093824594281
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.85000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
670843AA9
4754001.03030000
PA
USD
4769260.90000000
0.017201543282
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
6.31900000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
670843AB7
2765365.83060000
PA
USD
2772922.75000000
0.010001245832
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
6.72400000
N
N
N
N
N
N
OWS Structured Asset Trust
N/A
OSAT Trust
67114HAA2
50380457.90910000
PA
USD
50290115.67000000
0.181383996284
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
5.11600000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67117YAB0
3155268.97130000
PA
USD
3149466.12000000
0.011359344543
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.10000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900OHTVKDKZL33I54
OBX Trust
67118HAD2
3056139.25120000
PA
USD
3067133.71000000
0.011062391924
Long
ABS-MBS
CORP
US
N
2
2063-12-25
Variable
6.18300000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549001QDCO9VU0HH514
OBX Trust
67118KAA1
5357401.07220000
PA
USD
5392920.64000000
0.019450929557
Long
ABS-MBS
CORP
US
N
2
2063-12-25
Variable
6.12900000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549001QDCO9VU0HH514
OBX Trust
67118KAB9
4440037.87410000
PA
USD
4462326.86000000
0.016094508191
Long
ABS-MBS
CORP
US
N
2
2063-12-25
Variable
6.33200000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549001QDCO9VU0HH514
OBX Trust
67118KAC7
1394392.05960000
PA
USD
1401343.66000000
0.005054299633
Long
ABS-MBS
CORP
US
N
2
2063-12-25
Variable
6.43300000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67118LAA9
7402102.91510000
PA
USD
7424667.49000000
0.026778937421
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.45000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67118LAD3
1878708.70560000
PA
USD
1879543.98000000
0.006779049794
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.45000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LSNFNEGAD7J679
OBX Trust
67118TAA2
12981266.50810000
PA
USD
13058175.32000000
0.047097605407
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
6.06700000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LSNFNEGAD7J679
OBX Trust
67118TAB0
3264749.66020000
PA
USD
3276779.61000000
0.011818532781
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
6.22000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LSNFNEGAD7J679
OBX Trust
67118TAC8
7073624.26440000
PA
USD
7094885.46000000
0.025589495286
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
6.32100000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LMIQVUH9BFZJ05
OBX Trust
67118XAA3
11041978.03880000
PA
USD
11161515.18000000
0.040256821861
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
6.44700000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LMIQVUH9BFZJ05
OBX Trust
67118XAB1
8631405.36910000
PA
USD
8718188.11000000
0.031444346044
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
6.70000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900LMIQVUH9BFZJ05
OBX Trust
67118XAC9
14454882.37730000
PA
USD
14638473.84000000
0.052797350915
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
6.85200000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900Y1YRD8JNADSC78
OBX Trust
67119CAA8
7945277.22210000
PA
USD
8040073.91000000
0.028998556014
Long
ABS-MBS
CORP
US
N
2
2064-05-25
Variable
6.23300000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900Y1YRD8JNADSC78
OBX Trust
67119CAB6
6763671.89160000
PA
USD
6814381.17000000
0.024577785760
Long
ABS-MBS
CORP
US
N
2
2064-05-25
Variable
6.43600000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900Y1YRD8JNADSC78
OBX Trust
67119CAC4
9049467.03020000
PA
USD
9116915.42000000
0.032882456734
Long
ABS-MBS
CORP
US
N
2
2064-05-25
Variable
6.58800000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549004KB8X0K1PPTU08
OBX Trust
67119DAB4
3017335.67750000
PA
USD
3050178.17000000
0.011001237489
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
6.28400000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549004KB8X0K1PPTU08
OBX Trust
67119DAC2
10776079.11300000
PA
USD
10893179.53000000
0.039289001607
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
6.43500000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900F5LT8CA1U6PK21
OBX Trust
67119EAA4
5158640.22980000
PA
USD
5206740.42000000
0.018779423598
Long
ABS-MBS
CORP
US
N
2
2064-06-25
Variable
5.87500000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900F5LT8CA1U6PK21
OBX Trust
67119EAB2
6061402.26950000
PA
USD
6098900.53000000
0.021997224232
Long
ABS-MBS
CORP
US
N
2
2064-06-25
Variable
6.12800000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900F5LT8CA1U6PK21
OBX Trust
67119EAC0
7909915.01990000
PA
USD
7941115.68000000
0.028641638178
Long
ABS-MBS
CORP
US
N
2
2064-06-25
Variable
6.23000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900FVMB3WTXJGGR91
OBX Trust
67119FAA1
11365908.03670000
PA
USD
11463978.77000000
0.041347733146
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
6.24300000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900FVMB3WTXJGGR91
OBX Trust
67119FAB9
5722694.95500000
PA
USD
5763912.67000000
0.020789005958
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
6.44600000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900FVMB3WTXJGGR91
OBX Trust
67119FAC7
8226373.99910000
PA
USD
8325678.67000000
0.030028661672
Long
ABS-MBS
CORP
US
N
2
2064-03-25
Variable
6.59800000
N
N
N
N
N
N
Onslow Bay Financial LLC
25490010LUJWFEUCIH44
OBX Trust
67119MAB4
7260350.08170000
PA
USD
7307680.30000000
0.026356993590
Long
ABS-MBS
CORP
US
N
2
2064-05-25
Variable
6.33200000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900W2SY2Z6X7UAX78
OBX Trust
67119PAB7
5210335.07620000
PA
USD
5191516.91000000
0.018724516167
Long
ABS-MBS
CORP
US
N
2
2064-06-25
Variable
5.37000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900AIRPH5Q5COT575
OBX Trust
67120GAD0
4373234.37030000
PA
USD
4367659.81000000
0.015753067579
Long
ABS-MBS
CORP
US
N
2
2064-10-25
Variable
5.73200000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900AIRPH5Q5COT575
OBX Trust
67120GAE8
8731839.48140000
PA
USD
8755036.49000000
0.031577249028
Long
ABS-MBS
CORP
US
N
2
2064-10-25
Variable
5.88500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Series 2025-NQM2
67120VAB1
5291267.31120000
PA
USD
5310088.88000000
0.019152175906
Long
ABS-MBS
CORP
US
N
2
2064-11-25
Variable
5.74900000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Series 2025-NQM2
67120VAC9
11773217.12770000
PA
USD
11814718.90000000
0.042612765958
Long
ABS-MBS
CORP
US
N
2
2064-11-25
Variable
5.95200000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549002GJHC7CO92J583
OBX 2025-HE1 Trust
67121CAA4
10600000.00000000
PA
USD
10602346.95000000
0.038240040496
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Floating
5.93500000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67181DAC5
14900000.10000000
PA
USD
14461578.03000000
0.052159331525
Long
ABS-O
CORP
US
N
2
2050-11-20
Fixed
2.26000000
N
N
N
N
N
N
OAKLAND CA REDEV SUCCESSOR AGY
N/A
Oakland Redevelopment Agency Successor Agency Tax Allocation
67232TBQ7
1100000.00000000
PA
USD
955709.37000000
0.003447007080
Long
DBT
MUN
US
N
2
2039-09-01
Fixed
4.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900HMH8TR6ZSMCB34
OBX Trust
673911AD5
3460832.90010000
PA
USD
3473718.97000000
0.012528844293
Long
ABS-MBS
CORP
US
N
2
2064-11-25
Variable
5.86300000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900HMH8TR6ZSMCB34
OBX Trust
673911AE3
7883008.27220000
PA
USD
7905735.77000000
0.028514031603
Long
ABS-MBS
CORP
US
N
2
2064-11-25
Variable
6.01500000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900NK9PNLY9I00149
OBX Trust
673913AC3
7656849.23860000
PA
USD
7685755.38000000
0.027720616799
Long
ABS-MBS
CORP
US
N
2
2064-10-25
Variable
5.86500000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549007E8KF1RJ2ZV866
OBX 2025-NQM1 Trust
673914AD9
3662265.32150000
PA
USD
3671685.03000000
0.013242858859
Long
ABS-MBS
CORP
US
N
2
2064-12-25
Variable
5.70000000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549007E8KF1RJ2ZV866
OBX Trust
673914AE7
10553106.64800000
PA
USD
10588691.72000000
0.038190789462
Long
ABS-MBS
CORP
US
N
2
2064-12-25
Variable
5.85200000
N
N
N
N
N
N
Onslow Bay Financial LLC
2549007JKD4UEFDCFB08
OBX Trust
673921AC6
4495560.11070000
PA
USD
4589145.53000000
0.016551911736
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
7.66400000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900RDM4XSF0B1E373
OBX Trust
67448NAA6
13597807.21410000
PA
USD
13716450.80000000
0.049471842086
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
5.98800000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900RDM4XSF0B1E373
OBX Trust
67448NAB4
8382209.92610000
PA
USD
8422332.21000000
0.030377267062
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
6.29200000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900RDM4XSF0B1E373
OBX Trust
67448NAC2
16801674.11800000
PA
USD
16950432.78000000
0.061136014412
Long
ABS-MBS
CORP
US
N
2
2064-01-25
Variable
6.39300000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900MY906NOBBPOA44
OBX Trust
67448PAC7
2800497.54790000
PA
USD
2809604.21000000
0.010133546777
Long
ABS-MBS
CORP
US
N
2
2064-07-25
Variable
5.83000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900MBGY6CR10DAX67
OBX 2025-NQM3 Trust
67448YAD6
8426765.97010000
PA
USD
8436704.50000000
0.030429104353
Long
ABS-MBS
CORP
US
N
2
2064-12-01
Variable
5.85100000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900MBGY6CR10DAX67
OBX 2025-NQM3 Trust
67448YAE4
6939689.62210000
PA
USD
6941852.03000000
0.025037541593
Long
ABS-MBS
CORP
US
N
2
2064-12-01
Variable
5.95200000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900YXEB756F6RCA13
OBX Trust
67449DAC3
7069544.83910000
PA
USD
7057402.19000000
0.025454302412
Long
ABS-MBS
CORP
US
N
2
2064-10-25
Variable
5.72200000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EC5
3175000.00000000
PA
USD
3293316.38000000
0.011878176816
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.37500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EK7
18470000.00000000
PA
USD
18194846.87000000
0.065624307940
Long
DBT
CORP
US
N
2
2032-01-01
Fixed
5.37500000
N
N
N
N
N
N
Octagon Investment Partners 49
N/A
Octagon Investment Partners 49 Ltd.
67578FAQ0
12800000.00000000
PA
USD
12791686.40000000
0.046136445851
Long
ABS-O
CORP
KY
N
2
2037-04-15
Floating
6.25200000
N
N
N
N
N
N
OHANA MILITARY COMM LLC
549300S2UFVVKP439S12
Ohana Military Communities LLC
677071AG7
2200000.00000000
PA
USD
2234936.00000000
0.008060860821
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
5.78000000
N
N
N
N
N
N
OHANA MILITARY COMM LLC
549300S2UFVVKP439S12
Ohana Military Communities LLC
677071AN2
3820000.00000000
PA
USD
3815828.56000000
0.013762748884
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
5.55800000
N
N
N
N
N
N
OKLAHOMA ST DEV FIN AUTH HLTHS
549300PXGPHUWC32DJ91
Oklahoma Development Finance Authority Revenue Bonds
67884XCQ8
450000.00000000
PA
USD
442846.71000000
0.001597238442
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
4.65000000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp.
680223AM6
35220000.00000000
PA
USD
36050487.60000000
0.130025183314
Long
DBT
CORP
US
N
2
2034-03-28
Fixed
5.75000000
N
N
N
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners, Inc.
682441AB6
31390000.00000000
PA
USD
23728790.54000000
0.085583872651
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAT6
2950000.00000000
PA
USD
2920301.76000000
0.010532805433
Long
DBT
CORP
CA
N
2
2029-09-15
Fixed
5.62500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680BL6
6350000.00000000
PA
USD
6611570.41000000
0.023846297561
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
6.05000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680CA9
1600000.00000000
PA
USD
1149277.41000000
0.004145159077
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.95000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AC4
2270000.00000000
PA
USD
2099118.49000000
0.007571000689
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AF7
8250000.00000000
PA
USD
8395117.25000000
0.030279109439
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
7.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AG5
1125000.00000000
PA
USD
1131687.00000000
0.004081714823
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.12500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AH3
9925000.00000000
PA
USD
9943549.83000000
0.035863922391
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.62500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCA1
33794000.00000000
PA
USD
24820507.84000000
0.089521426663
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust
68401TAE8
4605951.37990000
PA
USD
2282639.95000000
0.008232917158
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
4.68500000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust
68403HAA0
6379467.27410000
PA
USD
3821504.40000000
0.013783220234
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
4.65500000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp.
69007TAG9
1450000.00000000
PA
USD
1510198.52000000
0.005446912163
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.37500000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AM3
3760000.00000000
PA
USD
3541975.87000000
0.012775030032
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.50000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AQ4
6310000.00000000
PA
USD
6303123.80000000
0.022733807005
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
5.95000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AC3
40750000.00000000
PA
USD
40814486.88000000
0.147207749236
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
6.18400000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IV Ltd.
691200AD1
16750000.00000000
PA
USD
16746021.88000000
0.060398754904
Long
ABS-O
CORP
KY
N
2
2033-08-20
Floating
6.48400000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO IX LLC
69120BAH8
6450000.00000000
PA
USD
6403983.12000000
0.023097581601
Long
ABS-O
CORP
US
N
2
2037-11-22
Floating
6.36900000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO III Ltd.
69120DAA9
41250000.00000000
PA
USD
41263393.88000000
0.148826845643
Long
ABS-O
CORP
KY
N
2
2036-04-20
Floating
6.14300000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO III Ltd.
69120DAC5
13500000.00000000
PA
USD
13406999.85000000
0.048355729124
Long
ABS-O
CORP
KY
N
2
2036-04-20
Floating
6.64300000
N
N
N
N
N
N
Owl Rock CLO Ltd
254900EEGFBE25I6SS76
Owl Rock CLO X LLC
69120EAA7
7300000.00000000
PA
USD
7300000.00000000
0.026329292650
Long
ABS-O
CORP
US
N
2
2035-04-20
Floating
6.74300000
N
N
N
N
N
N
Owl Rock CLO Ltd
254900P65RXI0LEC4D85
Owl Rock CLO XIII LLC
69120GAC8
14750000.00000000
PA
USD
14752187.43000000
0.053207487681
Long
ABS-O
CORP
US
N
2
2035-09-20
Floating
7.65500000
N
N
N
N
N
N
Owl Rock CLO Ltd
254900PD652278RSJX41
Owl Rock CLO XIX LLC
69120NAA7
18000000.00000000
PA
USD
17996382.00000000
0.064908494290
Long
ABS-O
CORP
US
N
2
2037-10-22
Floating
6.26600000
N
N
N
N
N
N
Owl Rock CLO Ltd
254900PD652278RSJX41
Owl Rock CLO XIX LLC
69120NAB5
12700000.00000000
PA
USD
12607945.32000000
0.045473737266
Long
ABS-O
CORP
US
N
2
2037-10-22
Floating
6.51600000
N
N
N
N
N
N
Owl Rock CLO Ltd
254900BHMAVJ8X5TCA77
Owl Rock CLO XVI LLC
69120YAA3
57300000.00000000
PA
USD
57297473.07000000
0.206657799529
Long
ABS-O
CORP
US
N
2
2036-04-20
Floating
6.29300000
N
N
N
N
N
N
Owl Rock CLO Ltd
254900BHMAVJ8X5TCA77
Owl Rock CLO XVI LLC
69120YAC9
9550000.00000000
PA
USD
9477238.55000000
0.034182053054
Long
ABS-O
CORP
US
N
2
2036-04-20
Floating
6.79300000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO VII LLC
69121BAQ7
38050000.00000000
PA
USD
37947341.10000000
0.136866664262
Long
ABS-O
CORP
US
N
2
2038-04-20
Floating
5.72000000
N
N
N
N
N
N
Owl Rock CLO VIII, LLC
N/A
Owl Rock CLO VIII LLC
69121CAG7
6500000.00000000
PA
USD
6504891.90000000
0.023461534587
Long
ABS-O
CORP
US
N
2
2037-04-24
None
0.00000000
N
N
N
N
N
N
Owl Rock CLO Ltd
254900XW6EXYO0CEAC23
Owl Rock CLO XVII LLC
69121RAC3
4300000.00000000
PA
USD
4267320.00000000
0.015391166727
Long
ABS-O
CORP
US
N
2
2036-07-15
Floating
6.25200000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO I LLC
69121XAA4
14400000.00000000
PA
USD
14399029.44000000
0.051933734246
Long
ABS-O
CORP
US
N
2
2036-02-20
Floating
6.72200000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO I LLC
69121XAC0
1100000.00000000
PA
USD
1091920.61000000
0.003938287300
Long
ABS-O
CORP
US
N
2
2036-02-20
Floating
7.57200000
N
N
N
N
N
N
PFP III
N/A
PFP Ltd.
69291WAA0
6829342.13780000
PA
USD
6832077.97000000
0.024641613736
Long
ABS-O
CORP
US
N
2
2039-09-17
Floating
6.15400000
N
N
N
N
N
N
PFP III
N/A
PFP Ltd.
69291WAC6
5009191.38930000
PA
USD
5003421.30000000
0.018046101871
Long
ABS-O
CORP
US
N
2
2039-09-17
Floating
6.51100000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM LLC
693582AA6
8886928.23780000
PA
USD
8891583.21000000
0.032069739240
Long
ABS-MBS
CORP
US
N
2
2027-02-25
Variable
3.72000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM LLC
69358DAA2
45677233.40600000
PA
USD
45589953.35000000
0.164431674473
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
4.79300000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM LLC
69360MAA8
30639187.37850000
PA
USD
30560073.93000000
0.110222620535
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
4.74300000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM LLC
69381AAA9
3664320.16810000
PA
USD
3594408.60000000
0.012964141908
Long
ABS-MBS
CORP
US
N
2
2053-06-25
Variable
4.00000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM LLC
69381DAA3
22954628.30880000
PA
USD
22072844.63000000
0.079611285737
Long
ABS-MBS
CORP
US
N
2
2054-05-25
Variable
3.50000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM LLC
69381KAA7
7100181.08110000
PA
USD
7090942.33000000
0.025575273393
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Variable
5.68900000
N
N
N
N
N
N
PACIFIC BEACON LLC
549300RDBP3BJOLTTC39
Pacific Beacon LLC
69403WAC1
500000.00000000
PA
USD
493494.15000000
0.001779911218
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
5.50800000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114DF2
27250000.00000000
PA
USD
27600634.47000000
0.099548655107
Long
DBT
CORP
US
N
2
2055-09-15
Variable
7.37500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69690CAS2
16050000.00000000
PA
USD
16059589.88000000
0.057922964628
Long
ABS-O
CORP
KY
N
2
2031-04-15
Floating
6.30200000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO Ltd.
696924AN9
19950000.00000000
PA
USD
19958660.30000000
0.071985946293
Long
ABS-O
CORP
KY
N
2
2037-10-20
Floating
5.99300000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO Ltd.
696924AQ2
16250000.00000000
PA
USD
16260625.88000000
0.058648051707
Long
ABS-O
CORP
KY
N
2
2037-10-20
Floating
6.14300000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701CAC4
23000000.00000000
PA
USD
22978294.90000000
0.082877020687
Long
ABS-O
CORP
KY
N
2
2030-04-15
Floating
5.90200000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69702BAE1
22500000.00000000
PA
USD
22498375.50000000
0.081146070231
Long
ABS-O
CORP
KY
N
2
2029-07-20
Floating
6.30500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69703FAC5
19500000.00000000
PA
USD
19515722.85000000
0.070388380574
Long
ABS-O
CORP
KY
N
2
2032-01-25
Floating
6.60000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69703FAE1
11750000.00000000
PA
USD
11755596.53000000
0.042399526207
Long
ABS-O
CORP
KY
N
2
2032-01-25
Floating
7.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
22700000.00000000
PA
USD
14406555.00000000
0.051960877078
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global Limited Partnership / Clarios US Finance Co.
69867DAA6
7541000.00000000
PA
USD
7538214.66000000
0.027188473950
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp.
70137WAL2
15663000.00000000
PA
USD
14699507.78000000
0.053017485226
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp.
70137WAN8
4200000.00000000
PA
USD
4197595.50000000
0.015139687718
Long
DBT
CORP
CA
N
2
2032-08-15
Fixed
6.62500000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
21056000.00000000
PA
USD
19563319.10000000
0.070560048464
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.50000000
N
N
N
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co.
707567AE3
14970000.00000000
PA
USD
9837630.41000000
0.035481897266
Long
DBT
CORP
US
N
2
2061-04-29
Fixed
3.80000000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services, Inc.
70932MAA5
27311000.00000000
PA
USD
27247414.53000000
0.098274678235
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.37500000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Company Lp / PTL Finance Corp.
709599CA0
1000000.00000000
PA
USD
1012227.26000000
0.003650853117
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.25000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
71376LAF7
9025000.00000000
PA
USD
8970500.73000000
0.032354375196
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
6.12500000
N
N
N
N
N
N
Pershing Square Holdings, Ltd.
N/A
Pershing Square SPARC Holdings, Ltd.
N/A
2846274.00000000
NS
USD
284.63000000
0.000001026589
N/A
DE
US
N
3
Pershing Square SPARC Holdings, Ltd.
N/A
Call
Purchased
N/A
Pershing Square SPARC Holdings, Ltd.
2846274
0.01000000
USD
2049-12-31
XXXX
284.63000000
N
N
N
PERSHING SQUARE TONTINE HOLDINGS LTD
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd. - Class A
N/A
9315080.00000000
NS
USD
931.51000000
0.000003359725
Long
EC
CORP
US
N
3
N
N
N
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings, Ltd.
N/A
1035008.00000000
NS
USD
103.50000000
0.000000373298
N/A
DE
US
N
3
Pershing Square Tontine Holdings, Ltd.
549300ZDVEYEVCF35B08
Call
Purchased
N/A
Pershing Square Tontine Holdings, Ltd.
1035008
1.00000000
USD
2025-07-24
XXXX
102.77000000
N
N
N
PINE STREET TRUST III
N/A
Pine Street Trust III
72284KAB7
3200000.00000000
PA
USD
3276396.23000000
0.011817150024
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
6.22300000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline Limited Partnership / PAA Finance Corp.
72650RBH4
3770000.00000000
PA
USD
3232593.66000000
0.011659164999
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.90000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline Limited Partnership / PAA Finance Corp.
72650RBP6
37730000.00000000
PA
USD
38106463.15000000
0.137440578100
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
5.70000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
Plains All American Pipeline, LP
72650RBQ4
24100000.00000000
PA
USD
24563456.01000000
0.088594304353
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.95000000
N
N
N
N
N
N
POLARIS INC
549300QJSN8UVWN1EI78
Polaris, Inc.
731068AA0
13000000.00000000
PA
USD
13640538.08000000
0.049198043700
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.95000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance, Inc.
74166MAC0
10926000.00000000
PA
USD
10910004.77000000
0.039349686082
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus N.V.
74365PAJ7
4320000.00000000
PA
USD
3355251.08000000
0.012101559945
Long
DBT
CORP
NL
N
2
2052-01-19
Fixed
4.98700000
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence St. Joseph Health Obligated Group
743820AB8
4250000.00000000
PA
USD
2472514.60000000
0.008917748011
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.70000000
N
N
N
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2025-1
74388NAC0
35769273.06800000
PA
USD
35706648.22000000
0.128785039799
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
5.50000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM LLC
74390EAA0
13218212.91060000
PA
USD
13243356.60000000
0.047765508437
Long
ABS-MBS
CORP
US
N
2
2029-08-25
Variable
6.41400000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM LLC
74390PAA5
13700236.00410000
PA
USD
13678712.93000000
0.049335730932
Long
ABS-MBS
CORP
US
N
2
2029-11-25
Variable
5.69900000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BH4
17139000.00000000
PA
USD
15465779.42000000
0.055781237316
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Company of Colorado
744448CZ2
13400000.00000000
PA
USD
13469793.77000000
0.048582211247
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
5.35000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
74728GAE0
15700000.00000000
PA
USD
15672859.41000000
0.056528123571
Long
DBT
CORP
AU
N
2
N/A
Variable
5.87500000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAH4
9751000.00000000
PA
USD
9300960.15000000
0.033546260508
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736KAJ0
8245000.00000000
PA
USD
7228015.69000000
0.026069663065
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.37500000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
74841CAB7
46892000.00000000
PA
USD
42005847.97000000
0.151504693728
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
748956AA7
3390357.18000000
PA
USD
3427394.12000000
0.012361762029
Long
ABS-MBS
CORP
US
N
2
2043-09-25
Variable
6.80800000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
74923LAB8
3535135.59290000
PA
USD
3223128.41000000
0.011625026185
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
4.81500000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
74923TAA3
749351.77170000
PA
USD
670587.40000000
0.002418642726
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
4.75500000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74935WAA2
3810665.97990000
PA
USD
3834380.90000000
0.013829662581
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Variable
6.51500000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74939FAA5
28589872.86530000
PA
USD
28845206.16000000
0.104037517059
Long
ABS-MBS
CORP
US
N
2
2044-06-25
Variable
6.14700000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74939FAB3
5943707.21150000
PA
USD
6001169.19000000
0.021644731485
Long
ABS-MBS
CORP
US
N
2
2044-06-25
Variable
6.29800000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
749427AA8
16096874.14390000
PA
USD
16156337.61000000
0.058271909737
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Variable
5.65300000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75114NAA2
4715292.14340000
PA
USD
1036425.93000000
0.003738131728
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
4.79500000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
75116AAA8
7285738.39070000
PA
USD
2212234.32000000
0.007978981482
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
4.58500000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette CLO Ltd.
75620TAX6
9800000.00000000
PA
USD
9777466.86000000
0.035264902237
Long
ABS-O
CORP
KY
N
2
2034-04-20
Floating
5.95500000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette CLO Ltd.
75620TAY4
9200000.00000000
PA
USD
9173940.08000000
0.033088130564
Long
ABS-O
CORP
KY
N
2
2034-04-20
Floating
6.30500000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AS8
20050000.00000000
PA
USD
20394324.46000000
0.073557279055
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
5.75000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AT6
6190000.00000000
PA
USD
6094983.62000000
0.021983096907
Long
DBT
CORP
US
N
2
2055-09-15
Variable
6.65000000
N
N
N
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd.
75968NAG6
9900000.00000000
PA
USD
10139290.43000000
0.036569910273
Long
DBT
CORP
BM
N
2
2035-04-01
Fixed
5.80000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VY1
16536210.36760000
PA
USD
2861033.93000000
0.010319041044
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
4.87500000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118VZ8
5362609.85060000
PA
USD
943265.91000000
0.003402126601
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
4.97500000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series Trust
761118WA2
1105132.43470000
PA
USD
194620.56000000
0.000701948175
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.11500000
N
N
N
N
N
N
Residential Mortgage Loan Trus
N/A
Residential Mortgage Loan Trust
76119CAC5
198618.10600000
PA
USD
195487.57000000
0.000705075265
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.68400000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA Global Funding
76209PAD5
12750000.00000000
PA
USD
13104367.25000000
0.047264208262
Long
DBT
CORP
US
N
2
2031-01-11
Fixed
5.50000000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA Global Funding
76209PAF0
2700000.00000000
PA
USD
2697424.55000000
0.009728942517
Long
DBT
CORP
US
N
2
2031-12-06
Fixed
5.05000000
N
N
N
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
Rio Tinto Finance USA plc
76720AAU0
18150000.00000000
PA
USD
18289404.52000000
0.065965353972
Long
DBT
CORP
GB
N
2
2035-03-14
Fixed
5.25000000
N
N
N
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
Rio Tinto Finance USA plc
76720AAV8
3950000.00000000
PA
USD
3956548.94000000
0.014270292455
Long
DBT
CORP
GB
N
2
2055-03-14
Fixed
5.75000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.
77313LAA1
17717000.00000000
PA
USD
16980647.82000000
0.061244992580
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109CK5
29725000.00000000
PA
USD
23703325.25000000
0.085492025655
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109DH1
5650000.00000000
PA
USD
5630829.21000000
0.020309006867
Long
DBT
CORP
CA
N
2
2055-04-15
Variable
7.12500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
780097BL4
1100000.00000000
PA
USD
1078411.87000000
0.003889564619
Long
DBT
CORP
GB
N
2
2030-05-08
Variable
4.44500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78017DAF5
3120000.00000000
PA
USD
3128397.32000000
0.011283354597
Long
DBT
CORP
CA
N
2
2028-03-27
Variable
4.71500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78017FZU0
1530000.00000000
PA
USD
1534738.07000000
0.005535420244
Long
DBT
CORP
CA
N
2
2028-10-18
Floating
5.54200000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAH6
1875000.00000000
PA
USD
1845956.29000000
0.006657907312
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAM5
39920000.00000000
PA
USD
26756793.97000000
0.096505131344
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
RYAN SPECIALTY
549300K52N7QBO3PYY45
Ryan Specialty LLC
78351GAA3
11325000.00000000
PA
USD
11185512.24000000
0.040343373316
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
5.87500000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAZ3
3800000.00000000
PA
USD
3895348.08000000
0.014049556105
Long
ABS-O
CORP
US
N
2
2028-01-15
Fixed
6.59900000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DBD1
22150000.00000000
PA
USD
21961133.60000000
0.079208371709
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
4.83100000
N
N
N
N
N
N
SG Commercial Mortgage Securit
549300SZQW4U3UN4A157
SG Commercial Mortgage Securities Trust
78419CAG9
4346987.85230000
PA
USD
62946.12000000
0.000227031070
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.81900000
N
N
N
N
N
N
SLM CORP
N/A
SLM Corp.
78442PGE0
9132000.00000000
PA
USD
8821977.73000000
0.031818689507
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.12500000
N
N
N
N
N
N
SLM CORP
N/A
SLM Corp.
78442PGF7
4000000.00000000
PA
USD
4104400.00000000
0.014803554623
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
6.50000000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam Ltd.
78449AAA0
14871780.00000000
PA
USD
13721853.82000000
0.049491329442
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.43400000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam Ltd.
78449AAC6
1148400.00000000
PA
USD
1065650.43000000
0.003843537264
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
3.42200000
N
N
N
N
N
N
SMRT
N/A
SMRT
78457JAL6
32500000.00000000
PA
USD
31832040.50000000
0.114810289037
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
6.27000000
N
N
N
N
N
N
SPS Servicer Advance Receivabl
549300W6RZ3B25O0SH56
SPS Servicer Advance Receivables Trust
78472JAE3
20000000.00000000
PA
USD
19623058.00000000
0.070775511886
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Fixed
1.83000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAC3
44498.94620000
PA
USD
44415.27000000
0.000160194882
Long
ABS-O
CORP
KY
N
2
2038-07-15
Floating
5.83400000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAE9
11210000.00000000
PA
USD
11209711.90000000
0.040430655498
Long
ABS-O
CORP
KY
N
2
2038-07-15
Floating
6.03400000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78485WAG4
8800000.00000000
PA
USD
8800866.80000000
0.031742547609
Long
ABS-O
CORP
KY
N
2
2038-07-15
Floating
6.38400000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78486BAA2
3179026.37530000
PA
USD
3165696.72000000
0.011417884298
Long
ABS-O
CORP
KY
N
2
2038-04-18
Floating
5.63100000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Ltd.
78486BAG9
2820000.00000000
PA
USD
2786751.35000000
0.010051122169
Long
ABS-O
CORP
KY
N
2
2038-04-18
Floating
6.53100000
N
N
N
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC
78487JAA4
15190104.19250000
PA
USD
15022812.54000000
0.054183565451
Long
ABS-O
CORP
US
N
2
2053-02-20
Fixed
5.15000000
N
N
N
N
N
N
SVC ABS LLC
N/A
SVC ABS LLC
78487JAB2
3481770.82680000
PA
USD
3396981.00000000
0.012252069435
Long
ABS-O
CORP
US
N
2
2053-02-20
Fixed
5.55000000
N
N
N
N
N
N
SAFEHOLD GL HOLDINGS LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
785931AA4
10480000.00000000
PA
USD
10786105.81000000
0.038902813209
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
6.10000000
N
N
N
N
N
N
SAFEHOLD GL HOLDINGS LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
785931AB2
1370000.00000000
PA
USD
1363974.36000000
0.004919517820
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
5.65000000
N
N
N
N
N
N
SAFEHOLD GL HOLDINGS LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
78646UAA7
28877000.00000000
PA
USD
25347938.94000000
0.091423740058
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
SAFEHOLD GL HOLDINGS LLC
54930012UY5Z4Q8NL108
Safehold GL Holdings LLC
78646UAB5
27008000.00000000
PA
USD
23224982.69000000
0.083766762470
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.85000000
N
N
N
N
N
N
Saluda Grade Alternative Mortg
N/A
Saluda Grade Alternative Mortgage Trust
79581UAA2
17294587.74240000
PA
USD
17820485.03000000
0.064274077468
Long
ABS-MBS
CORP
US
N
2
2053-11-25
Variable
6.71800000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE I LI
N/A
Sapphire Aviation Finance I Ltd.
80306AAA8
2793960.78040000
PA
USD
2751324.94000000
0.009923347879
Long
ABS-O
CORP
KY
N
2
2040-03-15
Fixed
4.25000000
N
N
N
N
N
N
Sapphire Aviation Finance I Li
N/A
Sapphire Aviation Finance II Ltd.
80307AAA7
20127498.47150000
PA
USD
19120922.27000000
0.068964432628
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.22800000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TBL2
13900000.00000000
PA
USD
14291980.00000000
0.051547633420
Long
DBT
NUSS
SA
N
2
2035-01-13
Fixed
5.62500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BD6
17550000.00000000
NS
USD
17487758.93000000
0.063074016802
Long
EP
CORP
US
N
2
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513BJ3
73673000.00000000
NS
USD
65292615.21000000
0.235494297774
Long
EP
CORP
US
N
2
N
N
N
SEALED AIR/SEALED AIR US
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corporation/Sealed Air Corp US
812127AA6
11046000.00000000
PA
USD
11061906.24000000
0.039897557076
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
812127AC2
8500000.00000000
PA
USD
8603306.79000000
0.031029997566
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset-Backed Receivables LLC Trust
81377AAD4
3091319.57830000
PA
USD
1202052.51000000
0.004335505796
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
4.73500000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset-Backed Receivables LLC Trust
81377XAB8
28983335.62410000
PA
USD
8011179.46000000
0.028894340886
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
4.59500000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset Backed Receivables LLC Trust
81377XAD4
5086537.20860000
PA
USD
1405818.68000000
0.005070439923
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
4.75500000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset-Backed Receivables LLC Trust
81378PAA6
8335190.95070000
PA
USD
7153673.47000000
0.025801529084
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
4.79500000
N
N
N
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300503
541225.00000000
NS
USD
9812409.25000000
0.035390930787
Long
EP
CORP
US
N
2
N
N
N
SELECTIVE INSURANCE GROU
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300AJ6
10410000.00000000
PA
USD
10497286.91000000
0.037861114943
Long
DBT
CORP
US
N
2
2035-04-15
Fixed
5.90000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743CAE5
8677461.31020000
PA
USD
8722785.43000000
0.031460927439
Long
ABS-MBS
CORP
US
N
2
2054-06-25
Variable
6.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743CAL9
7145861.25240000
PA
USD
7159464.11000000
0.025822414488
Long
ABS-MBS
CORP
US
N
2
2054-06-25
Variable
6.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743EAD3
18472895.69530000
PA
USD
18595191.81000000
0.067068253020
Long
ABS-MBS
CORP
US
N
2
2055-01-25
Variable
6.00000000
N
N
N
N
N
N
Service Experts Issuer
N/A
Service Experts Issuer LLC
81758FAA8
19527660.37440000
PA
USD
19821684.45000000
0.071491908315
Long
ABS-O
CORP
US
N
2
2035-11-20
Fixed
6.39000000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAA3
9216506.98160000
PA
USD
8510270.01000000
0.030694436934
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
2.84100000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAC9
27705830.86390000
PA
USD
23851271.00000000
0.086025629347
Long
ABS-O
CORP
US
N
2
2051-01-30
Fixed
3.33700000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
6496060.00000000
PA
USD
6365516.48000000
0.022958841954
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AE7
43512700.00000000
PA
USD
40091692.36000000
0.144600808353
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AG2
22795000.00000000
PA
USD
21166894.48000000
0.076343747843
Long
ABS-O
CORP
US
N
2
2052-01-25
Fixed
3.12700000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AJ6
16453800.00000000
PA
USD
16822590.54000000
0.060674919104
Long
ABS-O
CORP
US
N
2
2054-01-25
Fixed
6.17400000
N
N
N
N
N
N
SIRIUS XM RADIO LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82967NBG2
12010000.00000000
PA
USD
10667782.82000000
0.038476051478
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
SIRIUS XM RADIO LLC
WP5O65E6BMU84LNO4227
Sirius XM Radio LLC
82967NBL1
26975000.00000000
PA
USD
26133744.16000000
0.094257944935
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
SIRIUSPOINT LTD
549300OGXFI85N3YZZ51
SiriusPoint Ltd.
82969BAA0
3150000.00000000
PA
USD
3288766.13000000
0.011861765191
Long
DBT
CORP
BM
N
2
2029-04-05
Fixed
7.00000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
830505BA0
3270000.00000000
PA
USD
3299855.10000000
0.011901760360
Long
DBT
CORP
SE
N
2
2027-03-05
Floating
5.27000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc. / SkyMiles IP Ltd.
830867AA5
11303249.84930000
PA
USD
11263953.54000000
0.040626291664
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc. / SkyMiles IP Ltd.
830867AB3
3800000.00000000
PA
USD
3784207.20000000
0.013648698468
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
SLAM LLC
N/A
Slam Ltd.
83100AAA0
34090761.45980000
PA
USD
33787592.32000000
0.121863480292
Long
ABS-O
CORP
US
N
2
2049-09-15
Fixed
5.33500000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BC1
16613000.00000000
PA
USD
14805248.43000000
0.053398865571
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods, Inc.
832248BD9
45782000.00000000
PA
USD
38927956.63000000
0.140403501695
Long
DBT
CORP
US
N
2
2031-09-13
Fixed
2.62500000
N
N
N
N
N
N
SMURFIT KAPPA TREASURY
635400B3DOXSWFOWJT40
Smurfit Kappa Treasury ULC
83272GAC5
22000000.00000000
PA
USD
22135250.50000000
0.079836368259
Long
DBT
CORP
IE
N
2
2034-04-03
Fixed
5.43800000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBJ0
22830000.00000000
PA
USD
19869309.49000000
0.071663680043
Long
DBT
CORP
FR
N
2
2033-01-21
Variable
3.33700000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBX9
8750000.00000000
PA
USD
8885354.36000000
0.032047273321
Long
DBT
CORP
FR
N
2
2035-01-19
Variable
6.06600000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar Structured Aircraft Portfolio Notes
83438LAA9
36512842.50690000
PA
USD
33691882.20000000
0.121518277585
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
2.63600000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAG3
12107420.82870000
PA
USD
11785407.02000000
0.042507045264
Long
ABS-O
CORP
US
N
2
2050-01-20
Fixed
3.84500000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAJ7
6951104.17200000
PA
USD
6607217.06000000
0.023830596106
Long
ABS-O
CORP
US
N
2
2050-01-20
Fixed
4.33600000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAN8
9933710.00580000
PA
USD
8949402.52000000
0.032278279176
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
2.19000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAQ1
23271940.00960000
PA
USD
19384797.62000000
0.069916165684
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
2.63600000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co.
835495AS1
9000000.00000000
PA
USD
8607570.57000000
0.031045375964
Long
DBT
CORP
US
N
2
2034-09-01
Fixed
5.00000000
N
N
N
N
N
N
SOTHEBY'S/BIDFAIR HLD
N/A
Sotheby's/Bidfair Holdings, Inc.
83600GAA2
3900000.00000000
PA
USD
3424003.83000000
0.012349534092
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust
83612CAA7
18777110.96830000
PA
USD
18171273.12000000
0.065539283260
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
4.71500000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXIV
83614NAQ6
5150000.00000000
PA
USD
5106376.41000000
0.018417435463
Long
ABS-O
CORP
KY
N
2
2034-10-25
Floating
6.26200000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXXI Ltd.
83615PAC1
2200000.00000000
PA
USD
2181420.78000000
0.007867844672
Long
ABS-O
CORP
KY
N
2
2034-10-25
Floating
6.21200000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co.
842587DJ3
6620000.00000000
PA
USD
6432680.22000000
0.023201084936
Long
DBT
CORP
US
N
2
2051-09-15
Variable
3.75000000
N
N
N
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
Southern Copper Corp.
84265VAA3
1080000.00000000
PA
USD
1228157.64000000
0.004429660537
Long
DBT
CORP
US
N
2
2035-07-27
Fixed
7.50000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Company Gas Capital Corp.
8426EPAH1
5900000.00000000
PA
USD
5743588.82000000
0.020715702863
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
4.95000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAN9
18872000.00000000
PA
USD
19148878.66000000
0.069065264405
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Sprite Limited
N/A
Sprite Ltd.
85208UAA2
20433617.36050000
PA
USD
19613881.93000000
0.070742416073
Long
ABS-O
CORP
US
N
2
2046-11-15
Fixed
3.75000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block, Inc.
852234AR4
7875000.00000000
PA
USD
7954388.43000000
0.028689509702
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAD4
11624000.00000000
PA
USD
11475118.65000000
0.041387911935
Long
ABS-O
CORP
US
N
2
2045-08-25
Fixed
1.89300000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAF9
6000000.00000000
PA
USD
6048648.00000000
0.021815975798
Long
ABS-O
CORP
US
N
2
2048-03-25
Fixed
5.90000000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAH5
6000000.00000000
PA
USD
6069120.00000000
0.021889813233
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
5.90000000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAK8
31313000.00000000
PA
USD
31699800.10000000
0.114333330654
Long
ABS-O
CORP
US
N
2
2048-10-25
Fixed
5.90000000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAM4
16250000.00000000
PA
USD
16452533.50000000
0.059340214980
Long
ABS-O
CORP
US
N
2
2049-03-25
Fixed
5.90000000
N
N
N
N
N
N
STANDARD BUILDING SOLUTI
54930064UHXCIUWVI755
Standard Building Solutions, Inc.
853191AA2
9850000.00000000
PA
USD
9847074.55000000
0.035515959941
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BS8
1000000.00000000
PA
USD
978842.66000000
0.003530443130
Long
DBT
CORP
US
N
2
2031-04-01
Variable
4.64400000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
85325C2A9
53518000.00000000
PA
USD
53428710.03000000
0.192704129081
Long
DBT
CORP
GB
N
2
2030-10-15
Variable
5.00500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
101000.00000000
PA
USD
93198.65000000
0.000336144456
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
81000.00000000
PA
USD
70426.78000000
0.000254011959
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAB1
5978272.43670000
PA
USD
5680023.60000000
0.020486438852
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.40800000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust
85573AAC9
7771754.16880000
PA
USD
7377953.94000000
0.026610453211
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.56200000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp.
857477CH4
2645000.00000000
NS
USD
2711831.22000000
0.009780903809
Long
EP
CORP
US
N
2
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp.
857477CS0
18790000.00000000
NS
USD
18773402.79000000
0.067711015903
Long
EP
CORP
US
N
2
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust
85773HAA6
34275000.00000000
PA
USD
34275000.00000000
0.123621439120
Long
ABS-O
CORP
US
N
3
2025-11-17
Floating
5.61900000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust
85778KAA4
50500000.00000000
PA
USD
50500000.00000000
0.182140997099
Long
ABS-O
CORP
US
N
3
2025-08-12
Floating
5.84700000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust
85779EAA7
17125000.00000000
PA
USD
17125000.00000000
0.061765635155
Long
ABS-O
CORP
US
N
3
2025-11-17
Floating
5.61900000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust
857942AA4
50500000.00000000
PA
USD
50500000.00000000
0.182140997099
Long
ABS-O
CORP
US
N
3
2026-07-12
Floating
6.02500000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BL3
5950000.00000000
PA
USD
5917990.07000000
0.021344724993
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BS8
13300000.00000000
PA
USD
13173100.98000000
0.047512113809
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
5.25000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119BT6
1800000.00000000
PA
USD
1743966.14000000
0.006290054092
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
5.75000000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp.
86038AAA0
36711000.00000000
PA
USD
32806018.26000000
0.118323185678
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding LLC
86190BAB0
12559999.77210000
PA
USD
10629789.06000000
0.038339017393
Long
ABS-O
CORP
US
N
2
2051-06-20
Fixed
2.96000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding LLC
86190BAD6
3515818.18640000
PA
USD
3076543.42000000
0.011096330418
Long
ABS-O
CORP
US
N
2
2051-06-20
Fixed
3.70000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I-VII
86212VAA2
26481156.56190000
PA
USD
26010538.74000000
0.093813573489
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
3.96000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I-VII
86212VAB0
10491016.29630000
PA
USD
10273398.00000000
0.037053603075
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
4.32000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
Store Master Funding I-VII
86212VAG9
2794937.50600000
PA
USD
2762351.61000000
0.009963118348
Long
ABS-O
CORP
US
N
2
2048-10-20
Fixed
4.74000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
Store Master Funding I-VII XIV XIX XX XXIV XXII
86212XAL4
5972500.00000000
PA
USD
6060586.61000000
0.021859035408
Long
ABS-O
CORP
US
N
2
2054-05-20
Fixed
5.69000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding I LLC
86213CAB1
9878193.64170000
PA
USD
9871226.55000000
0.035603070225
Long
ABS-O
CORP
US
N
2
2045-04-20
Fixed
4.17000000
N
N
N
N
N
N
STREAM INNOVATIONS ISSUER TRUS
N/A
Stream Innovations Issuer Trust
86324EAA5
7069298.75670000
PA
USD
7149799.69000000
0.025787557318
Long
ABS-O
CORP
US
N
2
2045-02-15
Fixed
5.21000000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
863587AE1
116984.15890000
PA
USD
112435.50000000
0.000405527011
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
4.73500000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ENH5
173285.91130000
PA
USD
172091.67000000
0.000620692046
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
5.63500000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86359RAD8
1174553.36650000
PA
USD
1143783.83000000
0.004125345094
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.77500000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86362VAD4
30880.87350000
PA
USD
30660.78000000
0.000110585842
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.60500000
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corporation Mortgage Loan Trust
86365DAA7
12997623.21010000
PA
USD
12556885.50000000
0.045289577137
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
5.06500000
N
N
N
N
N
N
SUBWAY FUNDING LLC
N/A
Subway Funding LLC
864300AA6
9476250.00000000
PA
USD
9544361.49000000
0.034424148880
Long
ABS-O
CORP
US
N
2
2054-07-30
Fixed
6.02800000
N
N
N
N
N
N
SUBWAY FUNDING LLC
N/A
Subway Funding LLC
864300AC2
18852750.00000000
PA
USD
19128358.35000000
0.068991252727
Long
ABS-O
CORP
US
N
2
2054-07-30
Fixed
6.26800000
N
N
N
N
N
N
SUBWAY FUNDING LLC
N/A
Subway Funding LLC
864300AE8
28478625.00000000
PA
USD
28985991.64000000
0.104545295430
Long
ABS-O
CORP
US
N
2
2054-07-30
Fixed
6.50500000
N
N
N
N
N
N
SUBWAY FUNDING LLC
N/A
Subway Funding LLC
864300AL2
36109500.00000000
PA
USD
35607422.68000000
0.128427157843
Long
ABS-O
CORP
US
N
2
2054-07-30
Fixed
5.91400000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCJ7
11900000.00000000
PA
USD
10157038.54000000
0.036633923311
Long
DBT
CORP
JP
N
2
2031-09-17
Fixed
2.22200000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MDL1
3020000.00000000
PA
USD
3047904.80000000
0.010993038006
Long
DBT
CORP
JP
N
2
2029-07-09
Floating
5.76000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd.
86563VBW8
3020000.00000000
PA
USD
3050257.05000000
0.011001521990
Long
DBT
CORP
JP
N
2
2027-09-10
Floating
5.88000000
N
N
N
N
N
N
SUMITOMO LIFE INSUR
549300I5OQCDADQSPI57
Sumitomo Life Insurance Co.
86564CAC4
39900000.00000000
PA
USD
35590967.58000000
0.128367808371
Long
DBT
CORP
JP
N
2
2081-04-15
Variable
3.37500000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
Sunoco, LP
86765KAC3
17125000.00000000
PA
USD
17686220.50000000
0.063789818550
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
7.25000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
870195AD6
3020000.00000000
PA
USD
3052740.91000000
0.011010480658
Long
DBT
CORP
SE
N
2
2029-11-20
Floating
5.40300000
N
N
N
N
N
N
SWISS RE SUB FIN PLC
636700H29EH5Z8ZU8L04
Swiss RE Subordinated Finance plc
87088QAB0
9800000.00000000
PA
USD
9808163.69000000
0.035375618103
Long
DBT
CORP
GB
N
2
2046-04-01
Variable
6.19100000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg S.A.
87089NAA8
18300000.00000000
PA
USD
18104190.00000000
0.065297331055
Long
DBT
CORP
LU
N
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
Switch ABS Issuer, LLC
N/A
Switch ABS Issuer LLC
871044AA1
9550000.00000000
PA
USD
9664890.32000000
0.034858866529
Long
ABS-O
CORP
US
N
2
2054-03-25
Fixed
6.28000000
N
N
N
N
N
N
Switch ABS Issuer, LLC
N/A
Switch ABS Issuer LLC
871044AE3
52900000.00000000
PA
USD
52611007.30000000
0.189754877782
Long
ABS-O
CORP
US
N
2
2054-06-25
Fixed
5.44000000
N
N
N
N
N
N
Switch ABS Issuer, LLC
N/A
Switch ABS Issuer LLC
871044AL7
35700000.00000000
PA
USD
34440571.83000000
0.124218615718
Long
ABS-O
CORP
US
N
2
2055-03-25
Fixed
5.03600000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAH3
15581000.00000000
PA
USD
14388515.80000000
0.051895814150
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
2.37500000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAK6
34240000.00000000
PA
USD
29239196.98000000
0.105458544402
Long
DBT
CORP
US
N
2
2031-08-09
Fixed
2.65000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162WAL4
11960000.00000000
PA
USD
12301103.74000000
0.044367035656
Long
DBT
CORP
US
N
2
2034-04-12
Fixed
6.10000000
N
N
N
N
N
N
TPG OPERATING GROUP II
2549001H9RJQNZT7MU11
TPG Operating Group II, LP
872652AA0
34270000.00000000
PA
USD
35083141.43000000
0.126536205177
Long
DBT
CORP
US
N
2
2034-03-05
Fixed
5.87500000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
17392559.06250000
PA
USD
17369569.58000000
0.062647737079
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp.
87612BBQ4
5863000.00000000
PA
USD
5917641.05000000
0.021343466164
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp.
87612GAD3
2860000.00000000
PA
USD
2974297.53000000
0.010727554807
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
6.50000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp.
87612GAF8
9937000.00000000
PA
USD
10610405.75000000
0.038269106592
Long
DBT
CORP
US
N
2
2034-03-30
Fixed
6.50000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp.
87612GAK7
8050000.00000000
PA
USD
8002377.57000000
0.028862594648
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
5.50000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp.
87612GAN1
250000.00000000
PA
USD
248287.68000000
0.000895512190
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
6.12500000
N
N
N
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
87638QRJ0
2500000.00000000
PA
USD
1775822.00000000
0.006404950292
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
3.41600000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDH0
2096000.00000000
PA
USD
2022990.66000000
0.007296426454
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
Tenet Equity Funding
254900PL130UZ4FW1R84
Tenet Equity Funding LLC
88035KAA7
10039838.54920000
PA
USD
10058323.90000000
0.036277884045
Long
ABS-O
CORP
US
N
2
2054-10-20
Fixed
5.49000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DZ2
9283000.00000000
PA
USD
9499646.65000000
0.034262873523
Long
DBT
USGA
US
N
2
2056-04-01
Fixed
5.37500000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EJ7
42436000.00000000
PA
USD
38111007.75000000
0.137456969347
Long
DBT
USGA
US
N
2
2060-09-15
Fixed
4.62500000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ES7
138205000.00000000
PA
USD
114669655.94000000
0.413585058811
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591FC1
45865000.00000000
PA
USD
45847754.76000000
0.165361500331
Long
DBT
USGA
US
N
2
2055-02-01
Fixed
5.25000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7D0
1612000.00000000
PA
USD
354660.96000000
0.001279174274
Long
DBT
USGA
US
N
2
2053-09-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7F5
1020000.00000000
PA
USD
212175.30000000
0.000765263776
Long
DBT
USGA
US
N
2
2054-09-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7H1
1612000.00000000
PA
USD
315099.25000000
0.001136484981
Long
DBT
USGA
US
N
2
2055-09-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7K4
1612000.00000000
PA
USD
296832.07000000
0.001070599786
Long
DBT
USGA
US
N
2
2056-09-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7L2
1612000.00000000
PA
USD
288954.22000000
0.001042186331
Long
DBT
USGA
US
N
2
2057-03-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7M0
1612000.00000000
PA
USD
281285.94000000
0.001014528744
Long
DBT
USGA
US
N
2
2057-09-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7P3
1612000.00000000
PA
USD
265688.23000000
0.000958271665
Long
DBT
USGA
US
N
2
2058-09-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7Q1
1612000.00000000
PA
USD
258624.44000000
0.000932794324
Long
DBT
USGA
US
N
2
2059-03-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7R9
1612000.00000000
PA
USD
251749.26000000
0.000907997252
Long
DBT
USGA
US
N
2
2059-09-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059E7T5
1612000.00000000
PA
USD
238542.15000000
0.000860362476
Long
DBT
USGA
US
N
2
2060-09-15
None
0.00000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059EN59
38804000.00000000
PA
USD
11826993.55000000
0.042657037581
Long
DBT
USGA
US
N
2
2048-01-15
None
0.00000000
N
N
N
N
N
N
TENN VALLEY AUTH
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBA8
15800000.00000000
PA
USD
8420309.80000000
0.030369972729
Long
DBT
USGA
US
N
2
2038-01-15
None
0.00000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBP5
11415000.00000000
PA
USD
2160596.96000000
0.007792738309
Long
DBT
USGA
US
N
2
2056-04-01
None
0.00000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBS9
8655000.00000000
PA
USD
4243304.16000000
0.015304547538
Long
DBT
USGA
US
N
2
2039-09-15
None
0.00000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FBW0
23785000.00000000
PA
USD
9680399.86000000
0.034914805600
Long
DBT
USGA
US
N
2
2042-12-15
None
0.00000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strips
88059FCG4
3500000.00000000
PA
USD
401873.50000000
0.001449458217
Long
DBT
USGA
US
N
2
2065-09-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GAZ2
1020000.00000000
PA
USD
146925.90000000
0.000529925345
Long
DBT
USGA
US
N
2
2061-03-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBA6
1020000.00000000
PA
USD
143019.30000000
0.000515835206
Long
DBT
USGA
US
N
2
2061-09-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBC2
1020000.00000000
PA
USD
135516.18000000
0.000488773309
Long
DBT
USGA
US
N
2
2062-09-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBD0
1020000.00000000
PA
USD
131913.54000000
0.000475779479
Long
DBT
USGA
US
N
2
2063-03-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBE8
1020000.00000000
PA
USD
127926.36000000
0.000461398708
Long
DBT
USGA
US
N
2
2063-09-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBG3
1020000.00000000
PA
USD
121203.54000000
0.000437151160
Long
DBT
USGA
US
N
2
2064-09-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBH1
1020000.00000000
PA
USD
117517.26000000
0.000423855661
Long
DBT
USGA
US
N
2
2065-03-15
None
0.00000000
N
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority
88059GBJ7
1020000.00000000
PA
USD
114382.80000000
0.000412550440
Long
DBT
USGA
US
N
2
2065-09-15
None
0.00000000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATI
549300LC7QMVR79H5O86
Terraform Global Operating, LP
88104UAC7
16537000.00000000
PA
USD
16441030.83000000
0.059298727697
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.12500000
N
N
N
N
N
N
TESCO PLC
2138002P5RNKC5W2JZ46
Tesco plc
881575AC8
3240000.00000000
PA
USD
3319216.41000000
0.011971591812
Long
DBT
CORP
GB
N
2
2037-11-15
Fixed
6.15000000
N
N
N
N
N
N
TEXAS EASTERN TRANSMISSI
549300SIOULUXXIDGA69
Texas Eastern Transmission, LP
882384AE0
4300000.00000000
PA
USD
3363304.16000000
0.012130605410
Long
DBT
CORP
US
N
2
2048-01-15
Fixed
4.15000000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSION
N/A
Central Texas Turnpike System Revenue Bonds
88283KBL1
3150000.00000000
PA
USD
2386937.39000000
0.008609092202
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
3.02900000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAE8
34673234.86130000
PA
USD
33272630.34000000
0.120006139925
Long
ABS-O
CORP
US
N
2
2045-08-21
Fixed
2.73000000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd.
88315LAQ1
2231666.66670000
PA
USD
2068648.10000000
0.007461101536
Long
ABS-O
CORP
BM
N
2
2046-04-20
Fixed
2.23000000
N
N
N
N
N
N
Textainer Marine Containers Li
549300Q7RHLEMSLA9Y26
Textainer Marine Containers Ltd.
88315LAS7
22106199.99980000
PA
USD
19718328.07000000
0.071119127441
Long
ABS-O
CORP
US
N
2
2046-08-20
Fixed
1.94000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203CD1
10000000.00000000
PA
USD
10531504.10000000
0.037984527875
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.10000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables VI LLC
88576XAA4
363712.76220000
PA
USD
365006.27000000
0.001316487246
Long
ABS-O
CORP
US
N
2
2059-07-15
Fixed
5.56000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc.
88632QAE3
7200000.00000000
PA
USD
6998872.25000000
0.025243199409
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
TIF Funding III LLC
N/A
TIF Funding III LLC
88655AAA8
30802500.00000000
PA
USD
30978105.05000000
0.111730355288
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
5.48000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89181XAM3
4519269.44850000
PA
USD
4562927.85000000
0.016457351055
Long
ABS-MBS
CORP
US
N
2
2063-07-25
Variable
6.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89183GAA4
17185345.55390000
PA
USD
17186881.92000000
0.061988827919
Long
ABS-MBS
CORP
US
N
2
2064-10-27
Variable
4.41700000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89183GAB2
19393685.86950000
PA
USD
19305240.97000000
0.069629224545
Long
ABS-MBS
CORP
US
N
2
2064-10-27
Variable
4.41700000
N
N
N
N
N
N
TOWD POINT REVOLVING TRUST TPRT_24-A
N/A
Top Pressure Recovery Turbines
N/A
43777749.84170000
PA
USD
43952860.84000000
0.158527087104
Long
ABS-MBS
CORP
US
N
2
2069-11-01
Fixed
7.51100000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
8935268Z9
2870000.00000000
PA
USD
3338257.17000000
0.012040267119
Long
DBT
CORP
CA
N
2
2039-01-15
Fixed
7.62500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BS5
5375000.00000000
PA
USD
5492148.13000000
0.019808818546
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.87500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BV8
7300000.00000000
PA
USD
7393033.76000000
0.026664842388
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.62500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BW6
16200000.00000000
PA
USD
15943024.91000000
0.057502543641
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
6.00000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Company Pty Ltd.
89400PAK9
14400000.00000000
PA
USD
12610140.77000000
0.045481655711
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAB8
3600000.00000000
PA
USD
8280.00000000
0.000029863910
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd.
89473MAD4
3259005.15000000
PA
USD
7495.71000000
0.000027035170
Long
ABS-O
CORP
KY
N
2
2028-10-20
None
0.00000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
895975AB6
10775000.00000000
PA
USD
10579055.55000000
0.038156034183
Long
ABS-O
CORP
US
N
2
2041-11-17
Fixed
4.65000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
895978AB0
16424000.00000000
PA
USD
16464667.47000000
0.059383979205
Long
ABS-O
CORP
US
N
2
2040-12-17
Fixed
5.00000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
895978AC8
14815000.00000000
PA
USD
14631479.19000000
0.052772122944
Long
ABS-O
CORP
US
N
2
2040-12-17
Fixed
5.00000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
89614YAD8
7000000.00000000
PA
USD
6755735.00000000
0.024366263545
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.59400000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
89616UAB8
3600000.00000000
PA
USD
3544051.68000000
0.012782516965
Long
ABS-O
CORP
US
N
2
2041-04-17
Fixed
4.75000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
89616VAA8
9993783.77850000
PA
USD
9930398.20000000
0.035816487717
Long
ABS-O
CORP
US
N
2
2040-06-17
Fixed
4.75000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
89616VAB6
7950000.00000000
PA
USD
7901345.21000000
0.028498195940
Long
ABS-O
CORP
US
N
2
2040-06-17
Fixed
5.70000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
89616VAC4
9215000.00000000
PA
USD
9146065.35000000
0.032987593314
Long
ABS-O
CORP
US
N
2
2040-06-17
Fixed
5.90000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
89616YAB0
10500000.00000000
PA
USD
10391082.45000000
0.037478061750
Long
ABS-O
CORP
US
N
2
2041-08-17
Fixed
5.00000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential Trust
89616YAC8
9550000.00000000
PA
USD
9416167.26000000
0.033961784031
Long
ABS-O
CORP
US
N
2
2041-08-17
Fixed
5.25000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group, Inc.
896288AC1
5450000.00000000
PA
USD
5533870.05000000
0.019959299182
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
7.12500000
N
N
N
N
N
N
TRINITY INDUSTRIES INC
R1JB4KXN77XFCXOQKV49
Trinity Industries, Inc.
896522AJ8
13225000.00000000
PA
USD
13710106.23000000
0.049448958793
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
7.75000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAC9
33621000.00000000
PA
USD
29152350.85000000
0.105145311913
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Limited / TAL International Container Corp.
89681LAA0
1850000.00000000
PA
USD
1587106.49000000
0.005724300170
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX 2025-FL6 Issuer Ltd.
897764AA4
25400000.00000000
PA
USD
25341646.04000000
0.091401043126
Long
ABS-O
CORP
KY
N
2
2042-09-18
Floating
5.86700000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX 2025-FL6 Issuer Ltd.
897764AC0
26900000.00000000
PA
USD
26832868.36000000
0.096779512834
Long
ABS-O
CORP
KY
N
2
2042-09-18
Floating
6.07700000
N
N
N
N
N
N
TRUSTAGE FINANCIAL GROUP
549300X7YNHNZXTI6F10
Trustage Financial Group, Inc.
89787EAA9
26450000.00000000
PA
USD
24774636.37000000
0.089355979627
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.62500000
N
N
N
N
N
N
TULSA OK ARPTS IMPT TRUST
N/A
Tulsa Airports Improvement Trust Revenue Bonds
899647TS0
1000000.00000000
PA
USD
739919.20000000
0.002668705363
Long
DBT
MUN
US
N
2
2045-06-01
Fixed
3.09900000
N
N
N
N
N
N
200 PARK FUNDING TRUST
N/A
200 Park Funding Trust
901928AA9
22000000.00000000
PA
USD
21830456.56000000
0.078737051979
Long
DBT
CORP
US
N
2
2055-02-15
Fixed
5.74000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276CAF8
36688314.04610000
PA
USD
694928.03000000
0.002506433352
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
1.05900000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276TAH7
36400854.84110000
PA
USD
681030.87000000
0.002456309736
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
1.13400000
N
N
N
N
N
N
SUNRISE FINCO I BV
213800MNFBDEQRS6HZ22
Sunrise FinCo I B.V.
90320BAA7
200000.00000000
PA
USD
181873.00000000
0.000655970882
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
UWM HOLDINGS LLC
N/A
UWM Holdings LLC
903522AA8
3500000.00000000
PA
USD
3471411.65000000
0.012520522361
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
6.62500000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
12700000.00000000
PA
USD
12498053.87000000
0.045077386013
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
UNITED AIR 2023-1 A PTT
N/A
United Airlines 2023-1 Class A Pass Through Trust
90932LAJ6
7117089.37570000
PA
USD
7213926.63000000
0.026018847314
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.80000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
23739000.00000000
PA
USD
23674009.74000000
0.085386291869
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797NE3
12600000.00000000
PA
USD
12545156.74000000
0.045247274403
Long
DBT
UST
US
N
2
2025-05-08
None
0.00000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Strip Principal
912803FV0
235000000.00000000
PA
USD
70096838.70000000
0.252821942462
Long
DBT
UST
US
N
2
2051-02-15
None
0.00000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803FY4
1576540000.00000000
PA
USD
466167743.22000000
1.681351634965
Long
DBT
UST
US
N
2
2051-05-15
None
0.00000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GC1
275000000.00000000
PA
USD
79658477.25000000
0.287308405420
Long
DBT
UST
US
N
2
2051-11-15
None
0.00000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803GY3
428590000.00000000
PA
USD
115194075.81000000
0.415476511445
Long
DBT
UST
US
N
2
2054-02-15
None
0.00000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803HD8
615170000.00000000
PA
USD
162957794.80000000
0.587748420396
Long
DBT
UST
US
N
2
2054-08-15
None
0.00000000
N
N
N
N
N
N
STRIP PRINC
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912803HF3
187000000.00000000
PA
USD
49248877.26000000
0.177628507132
Long
DBT
UST
US
N
2
2054-11-15
None
0.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QD3
481310000.00000000
PA
USD
478884650.03000000
1.727218369349
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGT2
2570000.00000000
PA
USD
2551327.36000000
0.009202006124
Long
DBT
UST
US
N
2
2028-03-31
Fixed
3.62500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CGW5
143528473.00000000
PA
USD
143563298.75000000
0.517797274875
Long
DBT
UST
US
N
2
2028-04-15
Fixed
1.25000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CHP9
29249907.20000000
PA
USD
28530184.57000000
0.102901312178
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKC4
197000000.00000000
PA
USD
199293202.14000000
0.718801238672
Long
DBT
UST
US
N
2
2031-02-28
Fixed
4.25000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CKL4
313200636.40000000
PA
USD
322464165.36000000
1.163048408070
Long
DBT
UST
US
N
2
2029-04-15
Fixed
2.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CLE9
503679999.42000000
PA
USD
508361649.61000000
1.833534608854
Long
DBT
UST
US
N
2
2034-07-15
Fixed
1.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLJ8
214220000.00000000
PA
USD
210462782.57000000
0.759087149894
Long
DBT
UST
US
N
2
2031-08-31
Fixed
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLK5
11450000.00000000
PA
USD
11306427.76000000
0.040779485660
Long
DBT
UST
US
N
2
2029-08-31
Fixed
3.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLM1
180000000.00000000
PA
USD
175521094.20000000
0.633061130883
Long
DBT
UST
US
N
2
2031-09-30
Fixed
3.62500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CLV1
259408090.00000000
PA
USD
263063362.70000000
0.948804419456
Long
DBT
UST
US
N
2
2029-10-15
Fixed
1.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CMA6
265300000.00000000
PA
USD
267351931.01000000
0.964272223577
Long
DBT
UST
US
N
2
2029-11-30
Fixed
4.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CML2
92587880.00000000
PA
USD
95035625.78000000
0.342769973060
Long
DBT
UST
US
N
2
2035-01-15
Fixed
2.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CMM0
2400000.00000000
PA
USD
2479500.00000000
0.008942942619
Long
DBT
UST
US
N
2
2035-02-15
Fixed
4.62500000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912834NP9
398930000.00000000
PA
USD
158950327.43000000
0.573294477770
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912834PB8
75000000.00000000
PA
USD
29182571.25000000
0.105254309413
Long
DBT
UST
US
N
2
2044-11-15
None
0.00000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912834PZ5
290070000.00000000
PA
USD
106431561.98000000
0.383872293503
Long
DBT
UST
US
N
2
2046-02-15
None
0.00000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
46832000.00000000
PA
USD
45151597.59000000
0.162850633775
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903AW0
13757000.00000000
PA
USD
12058825.46000000
0.043493197883
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903BC3
13850000.00000000
PA
USD
13131356.88000000
0.047361553176
Long
DBT
CORP
US
N
2
2034-10-15
Fixed
5.05000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823AAY7
40900000.00000000
PA
USD
39622517.13000000
0.142908609458
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
4.28800000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823ABC4
28950000.00000000
PA
USD
29127008.99000000
0.105053910098
Long
ABS-O
CORP
US
N
2
2054-05-15
Fixed
5.59000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823ABE0
3950000.00000000
PA
USD
4028290.58000000
0.014529046789
Long
ABS-O
CORP
US
N
2
2054-05-15
Fixed
6.64400000
N
N
N
N
N
N
VFH PARENT / VALOR CO
N/A
VFH Parent LLC / Valor Company-Issuer, Inc.
91824YAA6
12675000.00000000
PA
USD
13024538.48000000
0.046976285653
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
7.50000000
N
N
N
N
N
N
Vacasa Inc
5493000NL6DCWTVXZD49
Vacasa, Inc.
91854V206
18219.00000000
NS
USD
98018.22000000
0.000353527451
Long
EC
CORP
US
N
1
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879QAP4
11650000.00000000
PA
USD
11779095.28000000
0.042484280380
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAG6
18300000.00000000
PA
USD
15907188.99000000
0.057373292350
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
Vantage Data Centers LLC
N/A
Vantage Data Centers Issuer LLC
92212KAB2
3100000.00000000
PA
USD
3049620.35000000
0.010999225570
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.64500000
N
N
N
N
N
N
Vantage Data Centers LLC
N/A
Vantage Data Centers Issuer LLC
92212KAG1
30550000.00000000
PA
USD
30164211.55000000
0.108794842939
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
5.10000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
2667000.00000000
PA
USD
2423235.40000000
0.008740010137
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
10672000.00000000
PA
USD
9184861.07000000
0.033127519871
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.87500000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAE3
1500000.00000000
PA
USD
1522428.00000000
0.005491020869
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
Venture CDO Ltd
549300ZVVNSDW7WU0O73
Venture XIII CLO Ltd.
92329PAC9
3700000.00000000
PA
USD
370.00000000
0.000001334498
Long
ABS-O
CORP
KY
N
2
2029-09-10
None
0.00000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAC5
29800000.00000000
PA
USD
31954872.57000000
0.115253313902
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAD3
10300000.00000000
PA
USD
10939477.66000000
0.039455987499
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.87500000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAF8
21555000.00000000
NS
USD
20455454.45000000
0.073777759795
Long
EP
CORP
US
N
2
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
924922AB3
1293461.10470000
PA
USD
1292841.67000000
0.004662959819
Long
ABS-MBS
CORP
US
N
2
2067-09-25
Variable
6.12700000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
924922AC1
11307985.72740000
PA
USD
11296718.45000000
0.040744466582
Long
ABS-MBS
CORP
US
N
2
2067-09-25
Variable
6.12700000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92539DAC2
2760575.16630000
PA
USD
2776780.85000000
0.010015161044
Long
ABS-MBS
CORP
US
N
2
2068-03-25
Variable
6.85200000
N
N
N
N
N
N
Verus Securitization Trust
213800W65K5FH3AI2J91
Verus Securitization Trust
92539YAC6
14117691.53430000
PA
USD
14368945.50000000
0.051825228923
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
7.42300000
N
N
N
N
N
N
Verus Securitization Trust
984500A3F1D749452747
Verus Securitization Trust
92540EAC7
2932043.21020000
PA
USD
2932421.15000000
0.010576517072
Long
ABS-MBS
CORP
US
N
2
2069-01-25
Variable
6.11800000
N
N
N
N
N
N
Verus Securitization Trust
213800YE6HC7EZSFHW30
Verus Securitization Trust
92540HAB2
2229184.33550000
PA
USD
2246690.57000000
0.008103256645
Long
ABS-MBS
CORP
US
N
2
2069-06-25
Variable
6.44600000
N
N
N
N
N
N
Verus Securitization Trust
213800YE6HC7EZSFHW30
Verus Securitization Trust
92540HAC0
13196771.26400000
PA
USD
13308896.31000000
0.048001893944
Long
ABS-MBS
CORP
US
N
2
2069-06-25
Variable
6.64800000
N
N
N
N
N
N
Verus Securitization Trust
213800LFRCPWSTP6LX39
Verus Securitization Trust
92540RAD6
15536160.69280000
PA
USD
15506898.33000000
0.055929543044
Long
ABS-MBS
CORP
US
N
2
2069-11-25
Variable
5.69100000
N
N
N
N
N
N
Verus Securitization Trust
213800LFRCPWSTP6LX39
Verus Securitization Trust
92540RAE4
14667106.70380000
PA
USD
14650864.35000000
0.052842040417
Long
ABS-MBS
CORP
US
N
2
2069-11-25
Variable
5.89400000
N
N
N
N
N
N
Verus Securitization Trust
213800JOKZMXZECMAB50
Verus Securitization Trust 2025-1
92540TAB6
10385610.55110000
PA
USD
10380179.92000000
0.037438739023
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Variable
5.77300000
N
N
N
N
N
N
Verus Securitization Trust
213800JOKZMXZECMAB50
Verus Securitization Trust
92540TAC4
12774063.32490000
PA
USD
12777384.58000000
0.046084862727
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Variable
5.97600000
N
N
N
N
N
N
Verus Securitization Trust
213800TTP1CNX4WER720
Verus Securitization Trust 2025-2
92540VAA3
5000000.00000000
PA
USD
5014965.85000000
0.018087740204
Long
ABS-MBS
CORP
US
N
2
2070-03-25
Variable
5.30700000
N
N
N
N
N
N
Verus Securitization Trust
213800TTP1CNX4WER720
Verus Securitization Trust 2025-2
92540VAD7
17900000.00000000
PA
USD
17956754.10000000
0.064765566266
Long
ABS-MBS
CORP
US
N
2
2070-03-25
Variable
5.50900000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAW2
15720000.00000000
PA
USD
12644312.83000000
0.045604905871
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.25000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties Limited Partnership / VICI Note Company, Inc.
92564RAE5
3600000.00000000
PA
USD
3388822.13000000
0.012222642410
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties, LP
925650AK9
28500000.00000000
PA
USD
28338761.54000000
0.102210896702
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.62500000
N
N
N
N
N
N
VIPER ENERGY INC
5299009LINL232255G03
Viper Energy, Inc.
92763MAA3
6141000.00000000
PA
USD
6084039.15000000
0.021943622914
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.37500000
N
N
N
N
N
N
VIPER ENERGY INC
5299009LINL232255G03
Viper Energy, Inc.
92763MAB1
11300000.00000000
PA
USD
11810500.10000000
0.042597549791
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance plc
92769VAJ8
1050000.00000000
PA
USD
900155.34000000
0.003246637448
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
Vista Point Securitization Tru
N/A
Vista Point Securitization Trust
92839HAA4
9625039.62500000
PA
USD
9731469.46000000
0.035099001003
Long
ABS-MBS
CORP
US
N
2
2054-05-25
Variable
6.67600000
N
N
N
N
N
N
Vista Point Securitization Tru
N/A
Vista Point Securitization Trust
92841WAA7
33005631.00090000
PA
USD
33056727.02000000
0.119227430104
Long
ABS-MBS
CORP
US
N
2
2055-01-25
Variable
5.67900000
N
N
N
N
N
N
Vista Point Securitization Tru
N/A
Vista Point Securitization Trust
92841YAA3
40677610.59840000
PA
USD
40422590.45000000
0.145794275839
Long
ABS-MBS
CORP
US
N
2
2054-10-25
Variable
5.25200000
N
N
N
N
N
N
Vista Point Securitization Tru
N/A
Vista Point Securitization Trust 2025-CES1
92842DAA8
42832000.00000000
PA
USD
42942592.22000000
0.154883298316
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
5.81200000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBW9
40537000.00000000
PA
USD
35985756.97000000
0.129791715958
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.12500000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AD3
14150000.00000000
PA
USD
13052480.58000000
0.047077065890
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AF8
38322000.00000000
PA
USD
33262166.22000000
0.119968398435
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO
92915UAN4
4950000.00000000
PA
USD
4952892.29000000
0.017863856242
Long
ABS-O
CORP
KY
N
2
2030-06-07
Floating
6.71400000
N
N
N
N
N
N
Voya CLO Ltd
N/A
VOYA CLO
92920HAE6
14750000.00000000
PA
USD
14797287.03000000
0.053370150772
Long
ABS-O
CORP
KY
N
2
2037-07-20
Floating
6.09300000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series Trust
92927BAA0
3876913.14020000
PA
USD
3232427.51000000
0.011658565737
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
5.44500000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AQ1
11825000.00000000
PA
USD
11603460.99000000
0.041850810980
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.45000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AT5
15203000.00000000
PA
USD
13092822.08000000
0.047222567693
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series Trust
933631AD5
31068394.90590000
PA
USD
13932755.29000000
0.050251998829
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.73500000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series Trust
93363RAA4
1253489.34950000
PA
USD
1073216.27000000
0.003870825376
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
5.51500000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series Trust
93363TAD4
553240.92260000
PA
USD
487846.52000000
0.001759541615
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
5.55500000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAA1
4323999.68890000
PA
USD
3206744.33000000
0.011565932865
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
4.60500000
N
N
N
N
N
N
WAMU Asset-Backed Certificates
N/A
WaMu Asset-Backed Certificates WaMu Series
93363XAE3
3105490.75650000
PA
USD
1779855.82000000
0.006419499282
Long
ABS-MBS
CORP
US
N
2
2047-07-25
Floating
4.68500000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AA0
7632023.30580000
PA
USD
6406817.21000000
0.023107803462
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
5.46500000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
939346AB8
3410463.09570000
PA
USD
2841196.10000000
0.010247490903
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
5.47500000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
93935EAH7
323323.88210000
PA
USD
107130.49000000
0.000386393153
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
4.10780000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
93935HAH0
5063094.44960000
PA
USD
1346050.49000000
0.004854870859
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
3.92810000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
93935YAB6
6590045.72780000
PA
USD
5329076.06000000
0.019220657964
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
4.77500000
N
N
N
N
N
N
Wave USA
N/A
WAVE LLC
94354KAA8
12794360.28570000
PA
USD
11916667.17000000
0.042980468127
Long
ABS-O
CORP
US
N
2
2044-09-15
Fixed
3.59700000
N
N
N
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group plc
94876QAA4
13015000.00000000
PA
USD
12638160.05000000
0.045582714317
Long
DBT
CORP
GB
N
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746TD3
66688000.00000000
NS
USD
65359261.61000000
0.235734674838
Long
EP
CORP
US
N
2
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HAZ3
2427200.66140000
PA
USD
24.27000000
0.000000087535
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
0.78200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989NBH9
20185696.33030000
PA
USD
1610.82000000
0.000005809828
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
0.82500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300RD723OFH36TP29
Wells Fargo Commercial Mortgage Trust
94989XBF1
35015141.55980000
PA
USD
77639.07000000
0.000280024903
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.98200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000AAX5
20707593.03740000
PA
USD
60074.80000000
0.000216674930
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
0.91300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust
95000CBE2
17277931.03460000
PA
USD
109808.16000000
0.000396050846
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
1.39100000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust
95000FAW6
19923357.04970000
PA
USD
298969.90000000
0.001078310409
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
1.85700000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust
95000GBB9
33245560.89380000
PA
USD
564865.35000000
0.002037329466
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Variable
1.70500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300TRQQDPEF728F16
Wells Fargo Commercial Mortgage Trust
95000PAH7
9900470.73720000
PA
USD
90840.78000000
0.000327640202
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.77200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBV7
32179268.96270000
PA
USD
615679.52000000
0.002220603597
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
1.19100000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Q5
4440000.00000000
PA
USD
3308894.28000000
0.011934362444
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.06800000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001FBA2
15803891.97350000
PA
USD
329231.42000000
0.001187456220
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Variable
1.37200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001GAG8
32704744.55200000
PA
USD
618482.69000000
0.002230713937
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
0.85600000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAH3
61576268.76830000
PA
USD
923440.83000000
0.003330622446
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
0.91300000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95002YAA1
4100000.00000000
NS
USD
4379755.30000000
0.015796693017
Long
EP
CORP
US
N
2
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95002YAC7
12840000.00000000
NS
USD
13324209.24000000
0.048057123891
Long
EP
CORP
US
N
2
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAG3
12006558.50240000
PA
USD
11811809.72000000
0.042602273266
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
3.78300000
N
N
N
N
N
N
WESTERN & SOUTHERN LIFE
IN763J7JWIZ46OJ1T526
Western & Southern Life Insurance Co.
95765PAE9
8263000.00000000
PA
USD
5704252.57000000
0.020573826748
Long
DBT
CORP
US
N
2
2061-04-28
Fixed
3.75000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, LP
958254AJ3
3750000.00000000
PA
USD
3219567.56000000
0.011612183081
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
960386AR1
650000.00000000
PA
USD
666962.35000000
0.002405568068
Long
DBT
CORP
US
N
2
2034-03-11
Fixed
5.61100000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EP4
4467000.00000000
PA
USD
3876139.95000000
0.013980277136
Long
DBT
CORP
AU
N
2
2035-11-15
Variable
2.66800000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EX7
15650000.00000000
PA
USD
13505885.84000000
0.048712386408
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
3.02000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EY5
12214000.00000000
PA
USD
8879243.58000000
0.032025233250
Long
DBT
CORP
AU
N
2
2041-11-18
Fixed
3.13300000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320AX4
13326000.00000000
PA
USD
9981458.38000000
0.036000649145
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320BC9
8070000.00000000
PA
USD
7908417.21000000
0.028523702893
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.75000000
N
N
N
N
N
N
WHISTLER PIPELINE LLC
549300NG57SGLTNW5C85
Whistler Pipeline LLC
96337RAB8
13350000.00000000
PA
USD
13505135.68000000
0.048709680766
Long
DBT
CORP
US
N
2
2031-09-30
Fixed
5.70000000
N
N
N
N
N
N
WILLIAM CARTER
TGI2A0HXEYNQPU7TYV27
William Carter Co.
96926JAC1
3450000.00000000
PA
USD
3426051.14000000
0.012356918232
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
WILTON RE LTD
5493004VQ9VSL29MT373
Wilton RE Ltd.
97263CAA9
80224000.00000000
PA
USD
79324843.79000000
0.286105072132
Long
DBT
CORP
CA
N
2
N/A
Variable
6.00000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
25117500.00000000
PA
USD
23702784.44000000
0.085490075087
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AD0
1191000.00000000
PA
USD
1127172.64000000
0.004065432644
Long
ABS-O
CORP
US
N
2
2052-03-05
Fixed
3.73400000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AE8
12000000.00000000
PA
USD
12167054.40000000
0.043883552874
Long
ABS-O
CORP
US
N
2
2054-12-05
Fixed
5.85800000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262PAA9
11651000.00000000
PA
USD
2925186.28000000
0.010550422687
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.
983133AD1
3280000.00000000
PA
USD
3194508.08000000
0.011521799741
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BBD1
3360000.00000000
PA
USD
3372590.56000000
0.012164099156
Long
DBT
CORP
US
N
2
2028-03-21
Fixed
4.75000000
N
N
N
N
N
N
YALE-NEW HAVEN HLTH SRVC
549300AVJD56IH6OKW11
Yale-New Haven Health Services Corp.
98459HAA0
32350000.00000000
PA
USD
18910841.76000000
0.068206724240
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.49600000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold, Inc.
98462YAD2
3000000.00000000
PA
USD
2976701.55000000
0.010736225512
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold, Inc.
98462YAF7
9431000.00000000
PA
USD
8108856.98000000
0.029246639518
Long
DBT
CORP
CA
N
2
2031-08-15
Fixed
2.63000000
N
N
N
N
N
N
Owl Rock CLO Ltd
N/A
Owl Rock CLO II Ltd.
98955RAF6
30350000.00000000
PA
USD
30352370.34000000
0.109473485110
Long
ABS-O
CORP
KY
N
2
2033-04-20
Floating
6.10500000
N
N
N
N
N
N
SUTTONPARK CAPITAL LLC
N/A
SPSS
N/A
131876.01120000
PA
USD
122297.21000000
0.000441095757
Long
ABS-O
CORP
US
Y
3
2052-11-15
Variable
5.14000000
N
N
N
N
N
N
ATLAS MARA LTD
213800R42RHUZR883M76
Atlas Mara Ltd.
N/A
542347.50240000
PA
USD
0.54000000
0.000000001947
Long
DBT
CORP
VG
Y
3
2021-12-31
Fixed
8.00000000
Y
N
N
N
N
Atlas Mara Ltd
Atlas Mara Ltd
USD
XXXX
N
N
N
SWISS RE AG
529900PS9YW3YY29F326
Demeter Investments BV
N/A
4900000.00000000
PA
USD
4900000.00000000
0.017673086847
Long
DBT
CORP
CH
N
2
2052-08-15
Variable
5.62500000
N
N
N
N
N
N
BP HOLDCO LLC
N/A
BP Holdco LLC
N/A
532.00000000
NS
USD
434.88000000
0.000001568504
Long
EC
CORP
US
N
3
N
N
N
VECTOR PHOENIX HOLDINGS (CAYMAN) LP
N/A
Vector Phoenix Holdings, LP
N/A
532.19610000
NS
USD
11.26000000
0.000000040612
Long
EC
CORP
KY
N
3
N
N
N
DELOITTE LLP (US)
N/A
Deloitte LLP
N/A
4800000.00000000
PA
USD
4957545.60000000
0.017880639579
Long
DBT
CORP
US
N
3
2026-11-20
Fixed
7.33000000
N
N
N
N
N
N
VMED O2 UK LTD
2138001LVYC87DDHT482
Virgin Media Vendor Financing Notes III DAC
N/A
5000000.00000000
PA
5986822.56000000
0.021592986743
Long
DBT
CORP
GB
N
2
2028-07-15
Fixed
4.87500000
N
N
N
N
N
N
BLUE OWL GP STAKES III
N/A
Dyal Capital Partners III
N/A
16988075.95000000
PA
USD
15960497.30000000
0.057565562226
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
BLUE OWL GP STAKES III
N/A
Dyal Capital Partners III
N/A
9761924.05000000
PA
USD
9171442.54000000
0.033079122555
Long
DBT
CORP
US
N
3
2040-06-15
Fixed
4.40000000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII, LP
N/A
33092327.48730000
PA
USD
32903727.36000000
0.118675598210
Long
ABS-O
CORP
KY
N
3
2026-03-10
Variable
6.92400000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
35099564.87710000
PA
USD
12284.85000000
0.000044308412
Long
ABS-O
CORP
US
N
3
2026-06-25
Fixed
0.15000000
N
N
N
N
N
N
VMED O2 UK LTD
2138001LVYC87DDHT482
Virgin Media Inc.
N/A
150000.00000000
PA
174475.16000000
0.000629288705
Long
DBT
CORP
GB
N
2
2029-01-31
Fixed
4.00000000
N
N
N
N
N
N
KREF FUNDING V LLC
N/A
KREF Funding V LLC
N/A
12560792.93500000
PA
USD
12510003.87000000
0.045120486704
Long
ABS-O
CORP
US
N
3
2026-06-25
Variable
6.17200000
N
N
N
N
N
N
INDUSTRIAS PENOLES SAB DE CV
549300JXWH1UV5J0XV81
Fresnillo plc
N/A
4590000.00000000
PA
USD
3349677.35000000
0.012081456881
Long
DBT
CORP
GB
N
2
2050-10-02
Fixed
4.25000000
N
N
N
N
N
N
TFI INTERNATIONAL INC
5493007R9W7KO7SJN678
TFI International, Inc.
N/A
14000000.00000000
PA
USD
11806509.68000000
0.042583157334
Long
DBT
CORP
CA
N
3
2033-01-05
Fixed
3.35000000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
53530000.00000000
PA
USD
47826852.24000000
0.172499614953
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
AMAZON.COM INC
N/A
Amazon.com, Inc.
N/A
6488285.32000000
PA
USD
5277868.38000000
0.019035964540
Long
DBT
CORP
US
N
3
2042-10-10
Fixed
2.65400000
N
N
N
N
N
N
HS WILDCAT LLC
N/A
HS Wildcat LLC
N/A
4938396.47000000
PA
USD
3609257.09000000
0.013017696735
Long
DBT
CORP
US
N
3
2050-12-31
Fixed
3.83000000
N
N
N
N
N
N
BAIN CAPITAL HOLDINGS (GP) LLC
549300OEYCS23YVSCK18
Bain Capital, LP
N/A
36000000.00000000
PA
USD
26623575.36000000
0.096024644800
Long
DBT
CORP
US
N
3
2041-04-15
Fixed
3.41000000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS IV LP
N/A
Dyal Capital Partners IV
N/A
27170000.00000000
PA
USD
24312789.22000000
0.087690211303
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
DYAL CAPITAL PARTNERS IV LP
N/A
Dyal Capital Partners IV
N/A
14630000.00000000
PA
USD
13091501.89000000
0.047217806094
Long
DBT
CORP
US
N
3
2041-02-22
Fixed
3.65000000
N
N
N
N
N
N
FREEPORT LNG DEVELOPMENT LP
549300ZCV52X08U6XC41
FLNG Liquefaction 3 LLC
N/A
59199135.00000000
PA
USD
48582870.65000000
0.175226386181
Long
DBT
CORP
US
N
3
2039-06-30
Fixed
3.08000000
N
N
N
N
N
N
CEAMER FINANCE LLC
549300KGM6NOF0Q0GA88
Ceamer Finance LLC
N/A
14746178.18960000
PA
USD
14079504.65000000
0.050781287438
Long
ABS-O
CORP
US
N
3
2031-03-24
Fixed
3.69000000
N
N
N
N
N
N
STRATEGIC PARTNERS FUND VIII LP
N/A
Strategic Partners Fund VIII, LP
N/A
13963814.49000000
PA
USD
13888164.13000000
0.050091169554
Long
ABS-O
CORP
US
N
3
2026-03-10
Variable
6.92400000
N
N
N
N
N
N
STADCO LA LLC
N/A
Stadco LA LLC
N/A
31000000.00000000
PA
USD
21629143.92000000
0.078010967128
Long
DBT
CORP
US
N
3
2056-05-15
Fixed
3.75000000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
13845580.49680000
PA
USD
13827477.40000000
0.049872287544
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
7.27900000
N
N
N
N
N
N
HARBOURVEST STRUCTURED SOLUTIONS IV LP
N/A
HarbourVest Structured Solutions IV Holdings, LP
N/A
8091315.80700000
PA
8669691.48000000
0.031269430707
Long
ABS-O
CORP
US
N
3
2026-09-15
Variable
6.38000000
N
N
N
N
N
N
PS HOLDINGS INDEPENDENT VOTING COMPANY LTD
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd.
N/A
101800000.00000000
PA
USD
89289317.50000000
0.322044461778
Long
DBT
CORP
GG
N
2
2031-10-01
Fixed
3.25000000
N
N
N
N
N
N
BAIN CAPITAL HOLDINGS (GP) LLC
549300OEYCS23YVSCK18
Bain Capital, LP
N/A
20300000.00000000
PA
USD
15427936.26000000
0.055644746407
Long
DBT
CORP
US
N
3
2042-04-15
Fixed
3.72000000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Thunderbird A
N/A
57700000.00000000
PA
USD
53889085.79000000
0.194364590466
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
VICOF II TRUST
N/A
VICOF 2
N/A
309834.63400000
PA
USD
306298.49000000
0.001104742819
Long
ABS-O
CORP
US
N
3
2030-02-22
Variable
4.00000000
N
N
N
N
N
N
PMH NEWCO LP
N/A
Project Onyx I
N/A
42884880.89680000
PA
USD
42831652.61000000
0.154483166610
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
7.10500000
N
N
N
N
N
N
PMH SPV - C LLC
N/A
Project Onyx II
N/A
11755307.19780000
PA
USD
11718189.23000000
0.042264607337
Long
ABS-O
CORP
US
N
3
2027-01-26
Variable
7.10500000
N
N
N
N
N
N
CML - CBS STUDIOS
N/A
CBS Studio Center
N/A
34100000.00000000
PA
USD
34048811.13000000
0.122805631866
Long
DBT
CORP
US
N
3
2025-04-09
Variable
7.32200000
N
N
N
N
N
N
THUNDERBIRD 2022-1
N/A
Lightning A
N/A
57700000.00000000
PA
USD
53889085.79000000
0.194364590466
Long
ABS-O
CORP
US
N
3
2037-03-01
Fixed
5.50000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
1803000000.00000000
OU
Notional Amount
USD
-36955712.37000000
-0.13329010494
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2027-07-18
3829.03000000
USD
0.00000000
USD
1803000000.00000000
USD
-36959541.40000000
N
N
N
CEAMER FINANCE LLC
549300KGM6NOF0Q0GA88
Ceamer Finance LLC
N/A
6234182.19000000
PA
USD
6352013.97000000
0.022910141744
Long
ABS-O
CORP
US
N
3
2037-11-15
Fixed
6.92000000
N
N
N
N
N
N
FONTAINEBLEAU LAS VEGAS
N/A
Fontainbleau Vegas
N/A
26249999.99000000
PA
USD
26249999.99000000
0.094677250931
Long
ABS-O
CORP
US
N
3
2026-01-31
Fixed
9.97200000
N
N
Y
N
N
N
HV EIGHT LLC
54930017K50RHBRFUJ56
HV Eight LLC
N/A
51954305.85250000
PA
56029896.54000000
0.202085964815
Long
ABS-O
CORP
US
N
3
2027-12-31
Variable
7.48000000
N
N
N
N
N
N
CHESTERFIELD FINANCIAL HOLDING CHEST_23-1
N/A
CHEST
N/A
17190000.00000000
PA
USD
17773066.23000000
0.064103049597
Long
ABS-O
CORP
US
N
3
2043-03-15
Variable
7.12500000
N
N
N
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
44093.53000000
NS
USD
74549.11000000
0.000268880182
Long
EC
CORP
US
N
3
N
N
N
YAK BLOCKER 2 LLC
N/A
YAK BLOCKER 2 LLC
N/A
40754.29000000
NS
USD
68903.44000000
0.000248517648
Long
EC
CORP
US
N
3
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
900000000.00000000
OU
Notional Amount
USD
-6926958.00000000
-0.02498382251
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2028-04-04
2610.95000000
USD
0.00000000
USD
900000000.00000000
USD
-6929568.95000000
N
N
N
CLIFFWATER CORPORATE LENDING FUND
549300H513RTF4I5T758
Cliffwater Corporate Lending Fund
N/A
22700000.00000000
PA
USD
23461741.63000000
0.084620693350
Long
DBT
CORP
US
N
3
2028-08-04
Fixed
6.77000000
N
N
N
N
N
N
BLUE OWL GP STAKES V ISSUER
N/A
Blue Owl Capital GP LLC
N/A
7584800.00000000
PA
USD
7752023.75000000
0.027959630403
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.11000000
N
N
N
N
N
N
BLUE OWL GP STAKES V ISSUER
N/A
Blue Owl Capital GP LLC
N/A
14246450.00000000
PA
USD
14830899.36000000
0.053491382125
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.21000000
N
N
N
N
N
N
BLUE OWL GP STAKES V ISSUER
N/A
Blue Owl Capital GP LLC
N/A
7615200.00000000
PA
USD
7783093.99000000
0.028071693066
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.11000000
N
N
N
N
N
N
BLUE OWL GP STAKES V ISSUER
N/A
Blue Owl Capital GP LLC
N/A
14303550.00000000
PA
USD
14890341.84000000
0.053705776433
Long
DBT
CORP
US
N
3
2043-08-22
Fixed
7.21000000
N
N
N
N
N
N
LVNV FUNDING LLC
N/A
LVNV Funding LLC
N/A
39400000.00000000
PA
USD
41314331.74000000
0.149010565893
Long
ABS-O
CORP
US
N
3
2028-11-05
Fixed
7.80000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
1337210000.00000000
OU
Notional Amount
USD
5116606.74000000
0.018454333730
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2025-10-11
959.22000000
USD
0.00000000
USD
1337210000.00000000
USD
5115647.52000000
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
389640000.00000000
OU
Notional Amount
USD
20548651.19000000
0.074113897362
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2033-11-02
2759.99000000
USD
0.00000000
USD
389640000.00000000
USD
20545891.20000000
N
N
N
API HEAT TRANSFER PARENT LLC
N/A
API Heat Transfer Intermediate
N/A
30.99000000
NS
USD
42274.37000000
0.000152473186
Long
EC
CORP
US
N
3
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
660000000.00000000
OU
Notional Amount
USD
-1743244.80000000
-0.00628745239
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2028-01-02
2245.47000000
USD
0.00000000
USD
660000000.00000000
USD
-1745490.27000000
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
650000000.00000000
OU
Notional Amount
USD
2099968.00000000
0.007574064661
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2029-02-06
2482.26000000
USD
0.00000000
USD
650000000.00000000
USD
2097485.74000000
N
N
N
TARA TOPCO LTD
254900D2T84O1K03BA28
Ardonagh Finco Ltd.
N/A
15000000.00000000
PA
16556649.71000000
0.059715736372
Long
DBT
CORP
JE
N
2
2031-02-15
Fixed
6.87500000
N
N
N
N
N
N
AZ BATTERY PROPERTY LLC
N/A
AZ Battery Property LLC
N/A
16480000.00000000
PA
USD
16925776.91000000
0.061047086793
Long
DBT
CORP
US
N
3
2046-02-20
Fixed
6.73000000
N
N
N
N
N
N
BLUE OWL GP STAKES III
N/A
Dyal Capital Partners III (A) LP
N/A
5880000.00000000
PA
USD
5905810.55000000
0.021300796480
Long
DBT
CORP
US
N
3
2044-06-15
Fixed
6.55000000
N
N
N
N
N
N
BLUE OWL GP STAKES III
N/A
Dyal Capital Partners III (B) LP
N/A
4620000.00000000
PA
USD
4639938.95000000
0.016735111026
Long
DBT
CORP
US
N
3
2044-06-15
Fixed
6.55000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
53740000.00000000
OU
Notional Amount
USD
759777.19000000
0.002740328217
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2034-04-03
472.25000000
USD
0.00000000
USD
53740000.00000000
USD
759304.94000000
N
N
N
FLUTTER ENTERTAINMENT PLC
635400EG4YIJLJMZJ782
Flutter Entertainment plc
N/A
4900000.00000000
PA
5428389.78000000
0.019578857963
Long
DBT
CORP
IE
N
2
2029-04-29
Fixed
5.00000000
N
N
N
N
N
N
PMH NEWCO LP
N/A
Project Onyx
N/A
20254439.65800000
PA
USD
20229300.05000000
0.072962076866
Long
ABS-O
CORP
US
N
3
2028-01-26
Variable
7.10500000
N
N
N
N
N
N
PMH SPV - C LLC
N/A
Project Onyx
N/A
3203080.98000000
PA
USD
3192967.09000000
0.011516241771
Long
ABS-O
CORP
US
N
3
2028-01-26
Variable
7.10500000
N
N
N
N
N
N
LVNV FUNDING LLC
549300YMNWAZ7DKR6204
LVNV Funding LLC
N/A
11400000.00000000
PA
USD
11617443.94000000
0.041901244019
Long
ABS-O
CORP
US
N
3
2029-06-12
Fixed
6.84000000
N
N
N
N
N
N
QTS IRVING DC3 LLC
N/A
QTS Irving DC3 LLC
N/A
7000000.00000000
PA
USD
7155070.79000000
0.025806568871
Long
DBT
CORP
US
N
3
2029-07-09
Fixed
5.96000000
N
N
N
N
N
N
AP GRANGE HOLDINGS LLC
N/A
AP Grange Holdings
N/A
155100000.32800000
PA
USD
155875500.33000000
0.562204337693
Long
DBT
CORP
KY
N
3
2045-03-20
Fixed
6.50000000
N
N
Y
N
N
N
AP GRANGE HOLDINGS LLC
N/A
AP Grange Holdings
N/A
16400000.00000000
PA
USD
16400000.00000000
0.059150739652
Long
DBT
CORP
KY
N
3
2045-03-20
Fixed
5.00000000
N
N
N
N
N
N
STOLTHAVEN HOUSTON INC
549300HOCLTLXOR6FB90
Stolthaven Houston, Inc.
N/A
14058000.00000000
PA
USD
14201360.53000000
0.051220791427
Long
DBT
CORP
US
N
3
2031-07-17
Fixed
5.88000000
N
N
N
N
N
N
STOLTHAVEN HOUSTON INC
549300HOCLTLXOR6FB90
Stolthaven Houston, Inc.
N/A
12672000.00000000
PA
USD
12735363.17000000
0.045933301905
Long
DBT
CORP
US
N
3
2034-07-17
Fixed
5.98000000
N
N
N
N
N
N
OBRA CAPITAL INC
2549001PDYPC4244EX25
Obra Longevity
N/A
67000000.00000000
PA
USD
70023224.25000000
0.252556433366
Long
ABS-O
CORP
US
N
3
2039-06-30
Fixed
8.47800000
N
N
N
N
N
N
HOPE GAS HOLDINGS LLC
N/A
Hope Gas Holdings LLC
N/A
3000000.00000000
PA
USD
2948619.06000000
0.010634938923
Long
DBT
CORP
US
N
3
2033-09-01
Fixed
5.99000000
N
N
N
N
N
N
VANAHALL AS
5967007LIEEXZXB1YO53
Visma AS
N/A
23750000.00000000
PA
25572178.34000000
0.092232516056
Long
LON
CORP
NO
N
3
2028-12-05
Variable
6.08000000
N
N
N
N
N
N
B&D HOLDING SPA
984500911D9B7B4D7533
IGT Lottery Holdings B.V.
N/A
14500000.00000000
PA
15749783.57000000
0.056805569971
Long
DBT
CORP
NL
N
2
2030-03-15
Fixed
4.25000000
N
N
N
N
N
N
CORVIAS MILITARY LIVING LLC
N/A
Homestead Spe Issuer LLC
N/A
62000000.00000000
PA
USD
62969894.52000000
0.227116819309
Long
DBT
CORP
US
N
3
2055-04-01
Fixed
7.21000000
N
N
N
N
N
N
XPLORE INC
N/A
Xplore, Inc.
N/A
80273.00000000
NS
USD
321092.00000000
0.001158099347
Long
EC
CORP
CA
N
2
N
N
N
CEAMER FINANCE III LLC
N/A
Ceamer Finance LLC
N/A
28450000.00000000
PA
USD
28801716.54000000
0.103880660767
Long
ABS-O
CORP
US
N
3
2039-11-15
Fixed
6.79000000
N
N
N
N
N
N
VOLT UPPER HOLDINGS LLC
N/A
QTS Good News Facility
N/A
23491735.16000000
PA
USD
23491735.16000000
0.084728872586
Long
DBT
CORP
US
N
3
2028-10-09
Variable
7.39000000
N
N
N
N
N
N
VOLT UPPER HOLDINGS LLC
N/A
QTS Good News Facility
N/A
26433264.84000000
PA
USD
0.26000000
0.000000000937
Long
DBT
CORP
US
N
2
2028-10-09
Variable
0.30000000
N
N
Y
N
N
N
VOLT UPPER HOLDINGS LLC
N/A
QTS Good News Facility
N/A
49925000.00000000
PA
USD
49869701.07000000
0.179867664909
Long
LON
CORP
US
N
3
2028-10-09
Variable
7.14000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Foreign Exchange EUR/USD
N/A
283040000.00000000
NC
1208440.83000000
0.004358546885
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Put
Purchased
N/A
Foreign Exchange EUR/USD
283040000
1.01000000
EUR
2025-11-24
XXXX
-2830355.13000000
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Foreign Exchange EUR/USD
N/A
283040000.00000000
NC
1208440.83000000
0.004358546885
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Put
Purchased
N/A
Foreign Exchange EUR/USD
283040000
1.01000000
EUR
2025-11-24
XXXX
-2973629.21000000
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Foreign Exchange EUR/USD
N/A
198129000.00000000
NC
853880.03000000
0.003079733862
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Put
Purchased
N/A
Foreign Exchange EUR/USD
198129000
1.01000000
EUR
2025-11-26
XXXX
-1633859.79000000
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Foreign Exchange EUR/USD
N/A
84910000.00000000
NC
365938.12000000
0.001319848199
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Put
Purchased
N/A
Foreign Exchange EUR/USD
84910000
1.01000000
EUR
2025-11-26
XXXX
-726411.25000000
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Foreign Exchange EUR/USD
N/A
93577000.00000000
NC
403290.44000000
0.001454568769
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
Put
Purchased
N/A
Foreign Exchange EUR/USD
93577000
1.01000000
EUR
2025-11-26
XXXX
-788313.56000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Foreign Exchange EUR/USD
N/A
15409000.00000000
NC
66408.44000000
0.000239518801
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Put
Purchased
N/A
Foreign Exchange EUR/USD
15409000
1.01000000
EUR
2025-11-26
XXXX
-136235.33000000
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
313000000.00000000
OU
Notional Amount
USD
-1555131.11000000
-0.00560897289
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2034-12-04
2653.58000000
USD
0.00000000
USD
313000000.00000000
USD
-1557784.69000000
N
N
N
DOMESTIC & GENERAL LTD
984500645A980C6A3639
Galaxy Bidco Ltd.
N/A
7200000.00000000
PA
9565893.68000000
0.034501810158
Long
DBT
CORP
JE
N
2
2029-12-19
Fixed
8.12500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CDX.NA.HY.43.V1 (25-35%)
N/A
-44055000.00000000
OU
Notional Amount
USD
-5471202.26000000
-0.01973327197
N/A
DCR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CDX HY43 V1 (25-35%) 5% 12/20/2029
N/A
Y
CDX HY43 V1 (25-35%) 5% 12/20/2029 - Tenor Quarterly
2029-12-20
0.00000000
USD
6311165.05000000
USD
-44055000.00000000
USD
839962.79000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CDX.NA.HY.43.V1 (15-25%)
N/A
-44055000.00000000
OU
Notional Amount
USD
-269165.92000000
-0.00097081483
N/A
DCR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
CDX HY43 V1 (15-25%) 5% 12/20/2029
N/A
Y
CDX HY43 V1 (15-25%) 5% 12/20/2029 - Tenor Quarterly
2029-12-20
0.00000000
USD
2641851.08000000
USD
-44055000.00000000
USD
2372685.16000000
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
584523266.00000000
OU
Notional Amount
USD
10471874.59000000
0.037769458996
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2029-12-23
3050.08000000
USD
0.00000000
USD
584523266.00000000
USD
10468824.51000000
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
177500000.00000000
OU
Notional Amount
USD
4822108.77000000
0.017392152465
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2032-01-27
1329.26000000
USD
0.00000000
USD
177500000.00000000
USD
4820779.51000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5-Year Interest Rate Swap
N/A
416490000.00000000
NC
USD
8918771.00000000
0.032167798868
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
U.S. Secured Overnight Financing Rate
N/A
0.00000000
OU
Notional Amount
USD
0.00000000
0.00000000
DIR
U.S. Secured Overnight Financing Rate
SOFR
2030-11-20
0.00000000
USD
0.00000000
USD
0.00000000
USD
416490000
3.82000000
USD
2025-11-18
XXXX
4753871.00000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5-Year Interest Rate Swap
N/A
-416490000.00000000
NC
USD
-4353565.81000000
-0.01570223401
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Written
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
U.S. Secured Overnight Financing Rate
N/A
0.00000000
OU
Notional Amount
USD
0.00000000
0.00000000
DIR
U.S. Secured Overnight Financing Rate
SOFR
2030-11-20
0.00000000
USD
0.00000000
USD
0.00000000
USD
-416490000
3.32000000
USD
2025-11-18
XXXX
-2625132.31000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
5-Year Interest Rate Swap
N/A
416490000.00000000
NC
USD
8918771.00000000
0.032167798868
N/A
DIR
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Call
Purchased
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP Paribas
R0MUWSFPU8MPRO8K5P83
U.S. Secured Overnight Financing Rate
N/A
0.00000000
OU
Notional Amount
USD
0.00000000
0.00000000
DIR
U.S. Secured Overnight Financing Rate
SOFR
2030-11-20
0.00000000
USD
0.00000000
USD
0.00000000
USD
416490000
3.82000000
USD
2025-11-18
XXXX
4753871.00000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
5-Year Interest Rate Swap
N/A
-416490000.00000000
NC
USD
-4353565.81000000
-0.01570223401
N/A
DIR
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Call
Written
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP Paribas
R0MUWSFPU8MPRO8K5P83
U.S. Secured Overnight Financing Rate
N/A
0.00000000
OU
Notional Amount
USD
0.00000000
0.00000000
DIR
U.S. Secured Overnight Financing Rate
SOFR
2030-11-20
0.00000000
USD
0.00000000
USD
0.00000000
USD
-416490000
3.32000000
USD
2025-11-18
XXXX
-2614858.89000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2-Year Interest Rate Swap
N/A
561100000.00000000
NC
4220728.96000000
0.015223124381
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Sterling Overnight Interbank Average Rate
N/A
0.00000000
OU
Notional Amount
0.00000000
0.00000000
DIR
Sterling Overnight Interbank Average Rate
SONIA
2028-08-19
0.00000000
GBP
0.00000000
GBP
0.00000000
GBP
561100000
3.50000000
GBP
2026-08-19
XXXX
477284.14000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2-Year Interest Rate Swap
N/A
-561100000.00000000
NC
-2371146.77000000
-0.00855213934
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Written
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Sterling Overnight Interbank Average Rate
N/A
0.00000000
OU
Notional Amount
0.00000000
0.00000000
DIR
Sterling Overnight Interbank Average Rate
SONIA
2028-08-19
0.00000000
GBP
0.00000000
GBP
0.00000000
GBP
-561100000
3.00000000
GBP
2026-08-19
XXXX
-252215.74000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2-Year Interest Rate Swap
N/A
-561100000.00000000
NC
-3439813.75000000
-0.01240655655
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Put
Written
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Sterling Overnight Interbank Average Rate
N/A
0.00000000
OU
Notional Amount
0.00000000
0.00000000
DIR
Sterling Overnight Interbank Average Rate
SONIA
2028-08-19
0.00000000
GBP
0.00000000
GBP
0.00000000
GBP
-561100000
4.50000000
GBP
2026-08-19
XXXX
162369.00000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2-Year Interest Rate Swap
N/A
561100000.00000000
NC
1106709.13000000
0.003991625830
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Put
Purchased
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Sterling Overnight Interbank Average Rate
N/A
0.00000000
OU
Notional Amount
0.00000000
0.00000000
DIR
Sterling Overnight Interbank Average Rate
SONIA
2028-08-19
0.00000000
GBP
0.00000000
GBP
0.00000000
GBP
561100000
5.50000000
GBP
2026-08-19
XXXX
-122270.87000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2-Year Interest Rate Swap
N/A
574400000.00000000
NC
3267894.84000000
0.011786487615
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Sterling Overnight Interbank Average Rate
N/A
0.00000000
OU
Notional Amount
0.00000000
0.00000000
DIR
Sterling Overnight Interbank Average Rate
SONIA
2027-10-31
0.00000000
GBP
0.00000000
GBP
0.00000000
GBP
574400000
3.79500000
GBP
2025-10-31
XXXX
267227.68000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2-Year Interest Rate Swap
N/A
-574400000.00000000
NC
-1292709.81000000
-0.00466248423
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Call
Written
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Sterling Overnight Interbank Average Rate
N/A
0.00000000
OU
Notional Amount
0.00000000
0.00000000
DIR
Sterling Overnight Interbank Average Rate
SONIA
2027-10-31
0.00000000
GBP
0.00000000
GBP
0.00000000
GBP
-574400000
3.29500000
GBP
2025-10-31
XXXX
-63520.85000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2-Year Interest Rate Swap
N/A
-574400000.00000000
NC
-1738271.46000000
-0.00626951479
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Put
Written
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Sterling Overnight Interbank Average Rate
N/A
0.00000000
OU
Notional Amount
0.00000000
0.00000000
DIR
Sterling Overnight Interbank Average Rate
SONIA
2027-10-31
0.00000000
GBP
0.00000000
GBP
0.00000000
GBP
-574400000
4.34500000
GBP
2025-10-31
XXXX
539343.37000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2-Year Interest Rate Swap
N/A
574400000.00000000
NC
577947.10000000
0.002084512100
N/A
DIR
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Put
Purchased
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Sterling Overnight Interbank Average Rate
N/A
0.00000000
OU
Notional Amount
0.00000000
0.00000000
DIR
Sterling Overnight Interbank Average Rate
SONIA
2027-10-31
0.00000000
GBP
0.00000000
GBP
0.00000000
GBP
574400000
4.84500000
GBP
2025-10-31
XXXX
-362020.93000000
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
5-Year Interest Rate Swap
N/A
777460000.00000000
NC
USD
16249302.73000000
0.058607211909
N/A
DIR
US
N
2
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
Call
Purchased
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
U.S. Secured Overnight Financing Rate
N/A
0.00000000
OU
Notional Amount
USD
0.00000000
0.00000000
DIR
U.S. Secured Overnight Financing Rate
SOFR
2030-11-21
0.00000000
USD
0.00000000
USD
0.00000000
USD
777460000
3.80000000
USD
2025-11-19
XXXX
8707940.73000000
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
5-Year Interest Rate Swap
N/A
-777460000.00000000
NC
USD
-7901629.19000000
-0.02849922018
N/A
DIR
US
N
2
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
Call
Written
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
U.S. Secured Overnight Financing Rate
N/A
0.00000000
OU
Notional Amount
USD
0.00000000
0.00000000
DIR
U.S. Secured Overnight Financing Rate
SOFR
2030-11-21
0.00000000
USD
0.00000000
USD
0.00000000
USD
-777460000
3.30000000
USD
2025-11-19
XXXX
-4714043.19000000
N
N
N
UNITED STATES OF AMERICA
N/A
Ginnie Mae
N/A
243328901.00000000
PA
USD
238959443.92000000
0.861867552117
Long
ABS-MBS
USGA
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
AP GRANGE HOLDINGS LLC
N/A
AP Grange Holdings
N/A
6352189.19400000
PA
USD
6352189.19000000
0.022910773719
Long
DBT
CORP
KY
N
3
2045-03-20
Fixed
6.50000000
N
N
N
N
N
N
UNIFORM MBS
N/A
Uniform MBS 30 Year
N/A
1558077000.00000000
PA
USD
1523755679.84000000
5.495809482419
Long
ABS-MBS
CORP
US
N
2
2025-06-01
Fixed
5.00000000
N
N
N
N
N
N
UNIFORM MBS
N/A
Uniform MBS 30 Year
N/A
675305000.00000000
PA
USD
644989207.94000000
2.326316385201
Long
ABS-MBS
CORP
US
N
2
2025-06-01
Fixed
4.50000000
N
N
N
N
N
N
UNIFORM MBS
N/A
Uniform MBS 30 Year
N/A
1274740000.00000000
PA
USD
1103185490.80000000
3.978916936239
Long
ABS-MBS
CORP
US
N
2
2025-06-01
Fixed
3.00000000
N
N
N
N
N
N
UNIFORM MBS
N/A
Uniform MBS 30 Year
N/A
192250000.00000000
PA
USD
152595746.00000000
0.550375075833
Long
ABS-MBS
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
UNIFORM MBS
N/A
Uniform MBS 30 Year
N/A
199940000.00000000
PA
USD
165896816.02000000
0.598348742287
Long
ABS-MBS
CORP
US
N
2
2025-06-01
Fixed
2.50000000
N
N
N
N
N
N
FREEPORT LNG DEVELOPMENT LP
5493008RXZY6NJ5WF161
Freeport LNG Development, L.P.
N/A
8300000.00000000
PA
USD
8300000.00000000
0.029936045067
Long
DBT
CORP
US
N
2
2039-12-31
Fixed
5.92000000
N
N
N
N
N
N
UNIFORM MBS
N/A
Uniform MBS 15 Year
N/A
541660000.00000000
PA
USD
543281188.38000000
1.959480739742
Long
ABS-MBS
CORP
US
N
2
2025-06-01
Fixed
5.00000000
N
N
N
N
N
N
KONINKLIJKE VOPAK NV
724500UL634GFV1KYF10
Koninklijke Vopak N.V.
N/A
5500000.00000000
PA
USD
5500000.00000000
0.019837138297
Long
DBT
CORP
NL
N
2
2032-06-20
Fixed
4.87500000
N
N
N
N
N
N
UNITED STATES OF AMERICA
N/A
Ginnie Mae
N/A
141139400.00000000
PA
USD
141141375.95000000
0.509061998961
Long
ABS-MBS
USGA
US
N
2
2025-06-01
Fixed
5.50000000
N
N
N
N
N
N
CLIFFWATER LLC
N/A
Cliffwater LLC
N/A
-1874863.38000000
PA
USD
-0.02000000
-0.00000000007
Short
LON
CORP
US
N
3
2032-03-19
Variable
0.50000000
N
N
N
N
N
N
CLIFFWATER LLC
N/A
Cliffwater LLC
N/A
19623075.15000000
PA
USD
0.20000000
0.000000000721
Long
LON
CORP
US
N
2
2032-03-19
Variable
0.50000000
N
N
N
N
N
N
UNITED STATES OF AMERICA
N/A
Ginnie Mae
N/A
128210600.00000000
PA
USD
128067132.34000000
0.461906439209
Long
ABS-MBS
USGA
US
N
2
2025-07-01
Fixed
5.50000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
U.S. Secured Overnight Financing Rate
N/A
225000000.00000000
OU
Notional Amount
USD
1032977.25000000
0.003725693193
N/A
DIR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
U.S. Secured Overnight Financing Rate
N/A
Y
2032-04-01
1649.35000000
USD
0.00000000
USD
225000000.00000000
USD
1031327.90000000
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
200000.00000000
NC
-2649.17000000
-0.00000955490
N/A
DFE
US
N
2
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
219229.16000000
USD
200000.00000000
EUR
2025-04-15
-2649.17000000
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
300000.00000000
NC
423.01000000
0.000001525692
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
324446.97000000
USD
300000.00000000
EUR
2025-04-15
423.01000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - Rec GBP / Deliver USD
N/A
795000.00000000
NC
2163.05000000
0.000007801585
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1024875.36000000
USD
795000.00000000
GBP
2025-04-15
2163.05000000
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec GBP / Deliver USD
N/A
1000000.00000000
NC
-2898.58000000
-0.00001045446
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
1294770.80000000
USD
1000000.00000000
GBP
2025-04-15
-2898.58000000
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-8565000.00000000
NC
-248683.51000000
-0.00089693985
N/A
DFE
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
8565000.00000000
EUR
9048659.55000000
USD
2025-05-27
-248683.51000000
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-248380000.00000000
NC
3288569.08000000
0.011861054480
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
248380000.00000000
EUR
272259253.20000000
USD
2025-04-15
3288569.08000000
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-1500000.00000000
NC
5361.11000000
0.000019336196
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
1500000.00000000
EUR
1629711.00000000
USD
2025-04-15
5361.11000000
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-50155000.00000000
NC
202163.92000000
0.000729155207
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
50155000.00000000
GBP
64996014.97000000
USD
2025-04-15
202163.92000000
N
N
N
PCI GAMING AUTHORITY
549300KPXAJ1LRW5LP59
PCI Gaming Authority, Inc.
N/A
11282046.43000000
PA
USD
11162908.02000000
0.040261845490
Long
LON
CORP
US
N
2
2031-07-18
Variable
6.32000000
N
N
N
N
N
N
ASTON TOPCO LTD
N/A
Aston FinCo SARL
N/A
732012.47890000
PA
USD
695411.85000000
0.002508178371
Long
LON
CORP
LU
N
2
2026-10-09
Variable
8.69000000
N
N
N
N
N
N
ASTON TOPCO LTD
N/A
Aston FinCo SARL
N/A
5583442.50020000
PA
6789503.59000000
0.024488058488
Long
LON
CORP
LU
N
2
2026-10-09
Variable
9.23000000
N
N
N
N
N
N
VENTURE GLOBAL PARTNERS II LLC
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
N/A
4973579.89310000
PA
USD
4971490.99000000
0.017930937148
Long
LON
CORP
US
N
2
2026-08-19
Variable
7.30000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health, Inc.
N/A
1149255.25000000
PA
USD
1146428.08000000
0.004134882249
Long
LON
CORP
US
N
2
2027-08-01
Variable
6.17000000
N
N
N
N
N
N
FRONT RANGE TOPCO INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
N/A
1652094.12000000
PA
USD
1534382.41000000
0.005534137467
Long
LON
CORP
US
N
2
2027-03-09
Variable
7.44000000
N
N
N
N
N
N
WOMENS CARE HOLDINGS INC
N/A
Women's Care Holdings, Inc.
N/A
15474552.92880000
PA
USD
14246337.66000000
0.051383012800
Long
LON
CORP
US
N
2
2028-01-15
Variable
8.89000000
N
N
N
N
N
N
DISPATCH TERRA ACQUISITION LLC
N/A
Dispatch Terra Acquisition LLC
N/A
3747634.86730000
PA
USD
3520753.05000000
0.012698484575
Long
LON
CORP
US
N
2
2028-03-27
Variable
8.70000000
N
N
N
N
N
N
HILLMAN COMPANIES INC
BDPO7HREUXNPHVMSIT54
Hillman Group, Inc.
N/A
1535124.23930000
PA
USD
1527203.00000000
0.005508243112
Long
LON
CORP
US
N
2
2028-07-14
Variable
6.32000000
N
N
N
N
N
N
PSSI HOLDINGS LLC
549300X0L6OJNRPME518
Packers Holdings LLC
N/A
14324334.71040000
PA
USD
8218587.04000000
0.029642408677
Long
LON
CORP
US
N
2
2028-03-09
Variable
7.67000000
N
N
N
N
N
N
TRINSEO PLC
549300WNMXD3KV7LO256
Trinseo Materials Operating S.C.A.
N/A
10683750.00000000
PA
USD
4934610.45000000
0.017797918171
Long
LON
CORP
LU
N
2
2028-05-03
Variable
7.07000000
N
N
N
N
N
N
WW INTERNATIONAL INC
SGT8R1MU6ESIC7UJC518
WW International, Inc.
N/A
1395000.00000000
PA
USD
347355.00000000
0.001252823486
Long
LON
CORP
US
N
2
2028-04-13
Variable
8.05000000
N
N
N
N
N
N
SIGNATURE AVIATION US HOLDCO LP
25490094PF4HHK9QS109
Brown Group Holding LLC
N/A
4933173.85780000
PA
USD
4900960.23000000
0.017676550159
Long
LON
CORP
US
N
2
2031-07-01
Variable
6.82000000
N
N
N
N
N
N
SOLERA CORP
254900LEPDAG7EDOA064
Polaris Newco LLC
N/A
4974226.80000000
PA
5030638.33000000
0.018144266959
Long
LON
CORP
US
N
2
2028-06-02
Variable
6.11000000
N
N
N
N
N
N
SOLERA CORP
254900LEPDAG7EDOA064
Polaris Newco LLC
N/A
12754086.98000000
PA
15274257.00000000
0.055090463365
Long
LON
CORP
US
N
2
2028-06-02
Variable
9.46000000
N
N
N
N
N
N
SOLERA CORP
254900LEPDAG7EDOA064
Polaris Newco LLC
N/A
9144643.32000000
PA
10951597.91000000
0.039499702240
Long
LON
CORP
US
N
2
2028-06-02
Variable
9.46000000
N
N
N
N
N
N
CYPRESS INTERMEDIATE HOLDINGS II INC
5493006JEEL9RIWY5T17
CCC Intelligent Solutions, Inc.
N/A
350000.00000000
PA
USD
349125.00000000
0.001259207437
Long
LON
CORP
US
N
2
2032-01-23
Variable
6.32000000
N
N
N
N
N
N
UPBOUND GROUP INC
N/A
Rent-A-Center, Inc.
N/A
457434.17090000
PA
USD
455718.79000000
0.001643664847
Long
LON
CORP
US
N
2
2028-02-17
Variable
7.04000000
N
N
N
N
N
N
CHG PPC PARENT LLC
54930019XJQNJAGXQ664
CHG PPC Parent LLC
N/A
1528027.77000000
PA
USD
1524207.70000000
0.005497439807
Long
LON
CORP
US
N
2
2028-12-08
Variable
7.44000000
N
N
N
N
N
N
MERLIN BUYER INC
N/A
Merlin Buyer, Inc.
N/A
609643.74690000
PA
USD
599993.09000000
0.002164026528
Long
LON
CORP
US
N
2
2028-12-14
Variable
8.30000000
N
N
N
N
N
N
QUIRCH FOODS HOLDINGS LLC
549300ZJJLQXSE7L4U02
Quirch Foods Holdings LLC
N/A
28228342.22340000
PA
USD
26931532.18000000
0.097135368805
Long
LON
CORP
US
N
2
2027-10-27
Variable
9.57000000
N
N
N
N
N
N
SIGNATURE AVIATION US HOLDCO LP
25490094PF4HHK9QS109
Brown Group Holding LLC
N/A
4444836.92820000
PA
USD
4414300.90000000
0.015921290444
Long
LON
CORP
US
N
2
2031-07-01
Variable
6.81000000
N
N
N
N
N
N
FIRST BRANDS GROUP LLC
2549005IXRZR7KSBJD91
First Brands Group LLC
N/A
19624387.62980000
PA
USD
18177089.04000000
0.065560259843
Long
LON
CORP
US
N
2
2027-03-30
Variable
9.55000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
N/A
4728143.71000000
PA
USD
4692682.63000000
0.016925344421
Long
LON
CORP
US
N
2
2030-02-06
Variable
6.56000000
N
N
N
N
N
N
TERRAFORM POWER OPERATING LLC
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
N/A
1193646.41000000
PA
USD
1195890.47000000
0.004313280844
Long
LON
CORP
US
N
2
2029-05-21
Variable
6.32000000
N
N
N
N
N
N
EMRLD BORROWER LP
5493000GJYE7GAQCUC61
EMRLD Borrower, LP
N/A
18288500.00000000
PA
USD
18093178.82000000
0.065257616454
Long
LON
CORP
US
N
2
2030-05-31
Variable
6.93000000
N
N
N
N
N
N
VOLT PARENT LP
V0Q3DOB0FIB2XI1KWU77
Calpine Construction Finance Company, LP
N/A
10350000.00000000
PA
USD
10314810.00000000
0.037202965906
Long
LON
CORP
US
N
2
2030-07-31
Variable
6.32000000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer Thermasys Corp.
N/A
20063.38000000
PA
USD
20063.38000000
0.000072363644
Long
LON
CORP
US
N
3
2027-11-12
Variable
12.56000000
N
N
N
N
N
N
API HEAT TRANSFER THERMASYS CORP
N/A
API Heat Transfer Thermasys Corp.
N/A
11641.78160000
PA
USD
11641.78000000
0.000041989018
Long
LON
CORP
US
N
3
2027-11-10
Variable
9.56000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
549300PVT2ADFWMYEW87
SBA Senior Finance II LLC
N/A
13432160.80000000
PA
USD
13414698.99000000
0.048383498016
Long
LON
CORP
US
N
2
2031-01-25
Variable
6.08000000
N
N
N
N
N
N
UNITED RENTALS INC
NGIZXNT70J2LYT3FBI09
United Rentals, Inc.
N/A
17696250.00000000
PA
USD
17779245.41000000
0.064125336369
Long
LON
CORP
US
N
2
2031-02-14
Variable
6.07000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
254900HDV9GEHEZLSQ19
MB2 Dental Solutions LLC
N/A
19723558.61000000
PA
USD
19689871.76000000
0.071016492576
Long
LON
CORP
US
N
3
2031-02-13
Variable
9.82000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
254900HDV9GEHEZLSQ19
MB2 Dental Solutions LLC
N/A
2232345.45900000
PA
USD
2213618.89000000
0.007983975283
Long
LON
CORP
US
N
3
2031-02-13
Variable
9.83000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
254900HDV9GEHEZLSQ19
MB2 Dental Solutions LLC
N/A
-4663366.91100000
PA
USD
-7964.80000000
-0.00002872706
Short
LON
CORP
US
N
3
2031-02-13
Variable
1.00000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
254900HDV9GEHEZLSQ19
MB2 Dental Solutions LLC
N/A
2855947.22000000
PA
USD
2808031.65000000
0.010127874942
Long
LON
CORP
US
N
3
2031-02-13
Variable
9.82000000
N
N
N
N
N
N
MB2 DENTAL SOLUTIONS LLC
254900HDV9GEHEZLSQ19
MB2 Dental Solutions LLC
N/A
684829.36000000
PA
USD
613018.69000000
0.002211006642
Long
LON
CORP
US
N
3
2031-02-13
Variable
6.25000000
N
N
N
N
N
N
EISNER ADVISORY GROUP
N/A
Eisner Advisory Group
N/A
16737768.13000000
PA
USD
16701279.80000000
0.060237381299
Long
LON
CORP
US
N
2
2031-02-28
Variable
8.32000000
N
N
N
N
N
N
RED ROCK RESORTS INC
5493004E7Q60TX54WL62
Station Casinos LLC
N/A
2178000.00000000
PA
USD
2164387.50000000
0.007806409848
Long
LON
CORP
US
N
2
2031-03-14
Variable
6.32000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
3416121.86000000
PA
USD
3370209.18000000
0.012155510108
Long
LON
CORP
CA
N
2
2031-03-21
Variable
6.32000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY INC
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
N/A
2221875.00000000
PA
USD
2218408.88000000
0.008001251591
Long
LON
CORP
US
N
2
2028-05-19
Variable
6.32000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings, Inc.
N/A
6547189.12000000
PA
USD
6478050.80000000
0.023364725385
Long
LON
CORP
US
N
2
2029-03-19
Variable
6.57000000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
549300IY2QEM8MQC2K06
Higginbotham Insurance Agency, Inc.
N/A
3314863.15370000
PA
USD
3291886.31000000
0.011873018907
Long
LON
CORP
US
N
3
2028-11-24
Variable
9.07000000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
549300IY2QEM8MQC2K06
Higginbotham Insurance Agency, Inc.
N/A
-4665263.15000000
PA
USD
-32337.08000000
-0.00011663184
Short
LON
CORP
US
N
3
2028-11-24
Variable
0.50000000
N
N
N
N
N
N
G & W INTERMEDIATE HOLDINGS LLG
G617XSG94Z7G0RMW3L02
Genesee & Wyoming, Inc.
N/A
15124000.00000000
PA
USD
14974726.12000000
0.054010129639
Long
LON
CORP
US
N
2
2031-04-10
Variable
6.05000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
9845006BT9AF870CZ249
Datix Bidco Ltd.
N/A
2613869.36000000
PA
USD
2595482.85000000
0.009361264044
Long
LON
CORP
US
N
3
2031-04-30
Variable
9.68000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
9845006BT9AF870CZ249
Datix Bidco Ltd.
N/A
10570674.51000000
PA
13560258.60000000
0.048908495491
Long
LON
CORP
US
N
3
2031-04-25
Variable
9.95000000
N
N
N
N
N
N
Datix Bidco Ltd.
N/A
Datix Bidco Ltd.
N/A
-3194732.50000000
PA
USD
-22472.42000000
-0.00008105245
Short
LON
CORP
US
N
3
2031-04-25
Variable
0.50000000
N
N
N
N
N
N
DATIX BIDCO LIMITED
N/A
Datix Bidco Ltd.
N/A
-2682257.56000000
PA
USD
-0.03000000
-0.00000000010
Short
LON
CORP
US
N
3
2030-10-25
Variable
0.50000000
N
N
N
N
N
N
RS IVY HOLDCO INC
549300TH2PHOLK31LB42
ITT Holdings LLC
N/A
14940751.65000000
PA
USD
14936120.02000000
0.053870886994
Long
LON
CORP
US
N
2
2030-10-11
Variable
7.07000000
N
N
N
N
N
N
MODENA BUYER LLC
254900B0G2IU0VBDOY26
Modena Buyer LLC
N/A
11371500.00000000
PA
USD
10997150.22000000
0.039663998145
Long
LON
CORP
US
N
2
2031-07-01
Variable
8.79000000
N
N
N
N
N
N
ENTAIN PLC
N/A
Entain Holdings (Gibraltar) Ltd.
N/A
7800000.00000000
PA
8435833.78000000
0.030425963882
Long
LON
CORP
GI
N
2
2028-06-30
Variable
5.62000000
N
N
N
N
N
N
CREATIVE PLANNING (CPI) HOLDCO INC
N/A
CPI Holdco B LLC
N/A
1147125.00000000
PA
USD
1134460.74000000
0.004091719016
Long
LON
CORP
US
N
2
2031-05-17
Variable
6.32000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS INC
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
N/A
7562850.00000000
PA
USD
7557480.38000000
0.027257960633
Long
LON
CORP
US
N
2
2030-05-24
Variable
6.07000000
N
N
N
N
N
N
DESERT NEWCO LLC
5493005GJOH8HLL11157
Go Daddy Operating Company LLC
N/A
4237975.00000000
PA
USD
4212716.67000000
0.015194226035
Long
LON
CORP
US
N
2
2031-05-30
Variable
6.07000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings, Inc.
N/A
404892.60000000
PA
USD
403924.91000000
0.001456857145
Long
LON
CORP
US
N
2
2027-12-22
Variable
6.31919000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc.
N/A
10587920.01000000
PA
USD
10525027.77000000
0.037961169357
Long
LON
CORP
US
N
2
2029-09-12
Variable
6.07000000
N
N
N
N
N
N
MEDLINE INDUSTRIES INC
254900QT3R363TVK6F09
Medline Borrower LP
N/A
845750.00000000
PA
USD
843813.23000000
0.003043425407
Long
LON
CORP
US
N
2
2028-10-23
Variable
6.57000000
N
N
N
N
N
N
RESTAURANT BRANDS INTERNATIONAL INC
549300RHSHNRWI5LLA86
Restaurant Brands
N/A
19700626.26000000
PA
USD
19482540.33000000
0.070268699440
Long
LON
CORP
CA
N
2
2030-09-20
Variable
6.07000000
N
N
N
N
N
N
SCIENTIFIC GAMES US PARENT LP
549300W5GPFXXB6TQ330
Scientific Games Corp.
N/A
4975000.00000000
PA
USD
4942513.25000000
0.017826421614
Long
LON
CORP
US
N
2
2029-04-04
Variable
7.30000000
N
N
N
N
N
N
CLARIOS INTERNATIONAL INC
N/A
Clarios Global, LP
N/A
2850869.56000000
PA
3049822.68000000
0.010999955324
Long
LON
CORP
CA
N
2
2031-07-16
Variable
5.36000000
N
N
N
N
N
N
EMRLD BORROWER LP
5493000GJYE7GAQCUC61
EMRLD Borrower, LP
N/A
7730897.38000000
PA
USD
7652196.84000000
0.027599579454
Long
LON
CORP
US
N
2
2031-08-04
Variable
6.80000000
N
N
N
N
N
N
NIDDA MIDCO SARL
549300Q89C4WAO6L0L19
Nidda Healthcare Holding GmbH
N/A
24166305.78000000
PA
26102277.66000000
0.094144453060
Long
LON
CORP
DE
N
2
2030-02-21
Variable
6.54000000
N
N
N
N
N
N
TARA TOPCO LTD
N/A
Ardonagh Midco 3 plc
N/A
1400000.00000000
PA
USD
1380750.00000000
0.004980023400
Long
LON
CORP
NL
N
2
2031-02-15
Variable
7.04000000
N
N
N
N
N
N
LIBERTY TRIPADVISOR HOLDINGS INC
549300XVG45PT5BART17
Tripadvisor, Inc.
N/A
19864838.35000000
PA
USD
19469925.36000000
0.070223200366
Long
LON
CORP
US
N
2
2031-07-08
Variable
7.05000000
N
N
N
N
N
N
UGI ENERGY SERVICES LLC
5493001O7RUKEUP5XR11
UGI Energy Services LLC
N/A
3772981.66180000
PA
USD
3768265.43000000
0.013591200450
Long
LON
CORP
US
N
2
2030-02-22
Variable
6.82000000
N
N
N
N
N
N
HIGGINBOTHAM INSURANCE AGENCY INC
549300IY2QEM8MQC2K06
Higginbotham Insurance Agency, Inc.
N/A
49722956.21770000
PA
USD
49378303.54000000
0.178095315680
Long
LON
CORP
US
N
3
2028-11-24
Variable
8.83000000
N
N
N
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
Arcosa, Inc.
N/A
2763075.00000000
PA
USD
2756167.31000000
0.009940813109
Long
LON
CORP
US
N
2
2031-08-12
Variable
6.57000000
N
N
N
N
N
N
CAPSTONE ACQUISITION HOLDINGS INC
N/A
Capstone Acquisition Holdings, Inc.
N/A
20932526.23510000
PA
USD
20825419.31000000
0.075112131448
Long
LON
CORP
US
N
3
2029-11-12
Variable
8.92000000
N
N
N
N
N
N
Capstone Acquisition Holdings, Inc.
N/A
Capstone Acquisition Holdings, Inc.
N/A
-1098874.70000000
PA
USD
-5622.69000000
-0.00002027965
Short
LON
CORP
US
N
3
2029-11-12
Variable
1.00000000
N
N
N
N
N
N
TRANSDIGM GROUP INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
N/A
4825750.00000000
PA
USD
4797229.82000000
0.017302420252
Long
LON
CORP
US
N
2
2032-01-19
Variable
6.80000000
N
N
N
N
N
N
LUX NEWCO
N/A
Froneri US, Inc.
N/A
23715000.00000000
PA
USD
23538086.10000000
0.084896048951
Long
LON
CORP
US
N
2
2031-09-30
Variable
6.24000000
N
N
N
N
N
N
ALLIANT HOLDINGS LP
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC
N/A
19615837.50000000
PA
USD
19482253.65000000
0.070267665456
Long
LON
CORP
US
N
2
2031-09-19
Variable
7.07000000
N
N
N
N
N
N
LONESTAR INTERMEDIATE SUPER HOLDINGS LLC
549300KNQVXGIOXWK278
Asurion LLC
N/A
23959600.00000000
PA
USD
23622728.02000000
0.085201331401
Long
LON
CORP
US
N
2
2030-09-19
Variable
8.57000000
N
N
N
N
N
N
HAH GROUP HOLDING CO LLC
254900FFJQHW9R90FL74
HAH Group Holding Co. LLC
N/A
4442889.13340000
PA
USD
4208926.59000000
0.015180556154
Long
LON
CORP
US
N
2
2031-09-24
Variable
9.32000000
N
N
N
N
N
N
CPG INTERNATIONAL HOLDINGS LP
549300SVLALB4NVWP891
CPG International LLC
N/A
3067312.50000000
PA
USD
3067312.50000000
0.011063036775
Long
LON
CORP
US
N
2
2031-09-26
Variable
6.32000000
N
N
N
N
N
N
CORPAY INC
549300FKKKZCXLK48427
Corpay, Inc.
N/A
4688250.00000000
PA
USD
4672122.42000000
0.016851188834
Long
LON
CORP
US
N
2
2028-04-28
Variable
6.07000000
N
N
N
N
N
N
ALASKA AIR GROUP INC.
N/A
AS Mileage Plan Ltd.
N/A
11371500.00000000
PA
USD
11357285.63000000
0.040962917405
Long
LON
CORP
KY
N
2
2031-10-15
Variable
6.29000000
N
N
N
N
N
N
JBTMAREL CORP
5493007CT6ATBZ2L6826
Jefferies Finance LLC
N/A
5050000.00000000
PA
USD
5040556.50000000
0.018180039343
Long
LON
CORP
US
N
2
2032-01-02
Variable
6.67000000
N
N
N
N
N
N
JEFFERIES FINANCE LLC
549300SKVB18YSSIDT75
Jefferies Finance LLC
N/A
8553562.50000000
PA
USD
8517894.14000000
0.030721935284
Long
LON
CORP
US
N
2
2031-10-21
Variable
7.32000000
N
N
N
N
N
N
EAGLE POINT HOLDINGS BORROWER LLC
N/A
Eagle Point Holdings Borrower, LLC
N/A
14877692.31000000
PA
USD
14877692.31000000
0.053660152710
Long
LON
CORP
US
N
3
2028-03-31
Variable
8.04000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors, Inc.
N/A
21905974.50000000
PA
USD
22049677.69000000
0.079527728320
Long
LON
CORP
US
N
2
2028-10-08
Variable
6.07000000
N
N
N
N
N
N
HANGER INC
254900ZJJJYVLHJXSZ60
Hanger, Inc.
N/A
8925760.46000000
PA
USD
8912728.85000000
0.032146006329
Long
LON
CORP
US
N
2
2031-10-23
Variable
7.82000000
N
N
N
N
N
N
HANGER INC
254900ZJJJYVLHJXSZ60
Hanger, Inc.
N/A
172385.93000000
PA
USD
172134.25000000
0.000620845622
Long
LON
CORP
US
N
2
2031-10-23
Variable
7.82000000
N
N
N
N
N
N
HANGER INC
254900ZJJJYVLHJXSZ60
Hanger, Inc.
N/A
-976853.61000000
PA
USD
-1426.21000000
-0.00000514398
Short
LON
CORP
US
N
3
2031-10-23
Variable
3.50000000
N
N
N
N
N
N
SPEEDSTER MIV SCSP
254900LE837QB2YYV824
Speedster Bidco GMBH
N/A
9970000.00000000
PA
USD
9945075.00000000
0.035869423301
Long
LON
CORP
DE
N
2
2031-12-10
Variable
7.55000000
N
N
N
N
N
N
SPEEDSTER MIV SCSP
254900LE837QB2YYV824
Speedster Bidco GMBH
N/A
10200000.00000000
PA
11026728.71000000
0.039770680435
Long
LON
CORP
DE
N
2
2031-12-10
Variable
6.13000000
N
N
N
N
N
N
LIFE TIME GROUP HOLDINGS INC
549300PALKE96VYH4X17
Life Time, Inc.
N/A
15000000.00000000
PA
USD
14955000.00000000
0.053938982408
Long
LON
CORP
US
N
2
2031-11-05
Variable
6.80000000
N
N
N
N
N
N
CREATIVE PLANNING (CPI) HOLDCO INC
N/A
CPI Holdco B, LLC
N/A
19800000.00000000
PA
USD
19639224.00000000
0.070833818645
Long
LON
CORP
US
N
2
2031-05-17
Variable
6.57000000
N
N
N
N
N
N
SOUTHERN VETERINARY COMPANY LLC
549300DT78GYJYRK0R74
Southern Veterinary Partners LLC
N/A
36564847.29980000
PA
USD
36440892.47000000
0.131433277023
Long
LON
CORP
US
N
2
2031-12-04
Variable
7.57000000
N
N
N
N
N
N
TOTAL WEBHOSTING SOLUTIONS BV
98450055H0892EDCB847
Total Webhosting Solutions B.V.
N/A
19000000.00000000
PA
20534844.71000000
0.074064100807
Long
LON
CORP
NL
N
2
2031-11-04
Variable
6.86000000
N
N
N
N
N
N
DYNASTY PARENT HOLDINGS LP
549300L1RCRPOAUCB870
StandardAero
N/A
5730482.33000000
PA
USD
5710311.03000000
0.020595678113
Long
LON
CORP
US
N
2
2031-10-31
Variable
6.32000000
N
N
N
N
N
N
DYNASTY PARENT HOLDINGS LP
N/A
StandardAero
N/A
2179692.67000000
PA
USD
2172020.15000000
0.007833938927
Long
LON
CORP
CA
N
2
2031-10-31
Variable
6.32000000
N
N
N
N
N
N
CITADEL SECURITIES LP
549300NV5RXBUS3X7L47
Citadel Securities, LP
N/A
42675434.72090000
PA
USD
42606300.52000000
0.153670377414
Long
LON
CORP
US
N
2
2031-10-31
Variable
6.32000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
N/A
17316880.65000000
PA
USD
17248825.31000000
0.062212242391
Long
LON
CORP
US
N
2
2031-02-22
Variable
6.30000000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS INC
2138007ZVGYYNWEGU394
Xplore, Inc.
N/A
398586.06070000
PA
USD
385133.78000000
0.001389082192
Long
LON
CORP
CA
N
2
2029-10-23
Variable
4.78000000
N
N
Y
N
N
N
XPLORNET COMMUNICATIONS INC
2138007ZVGYYNWEGU394
Xplore, Inc.
N/A
1423884.08000000
PA
USD
1112409.44000000
0.004012185437
Long
LON
CORP
CA
N
2
2031-10-24
Variable
6.05000000
N
N
N
N
N
N
PEER HOLDING III BV
7245002S0K5Q59JCVQ03
Peer Holding III BV
N/A
4300000.00000000
PA
4641543.12000000
0.016740896870
Long
LON
CORP
NL
N
2
2031-11-26
Variable
5.61000000
N
N
N
N
N
N
UNITED PARKS & RESORTS INC
549300UZV72O3371JJ53
Seaworld Parks & Entertainment, Inc.
N/A
4477500.00000000
PA
USD
4438321.88000000
0.016007928171
Long
LON
CORP
US
N
2
2031-12-04
Variable
6.32000000
N
N
N
N
N
N
STAR INTERMEDIATE III INC
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp.
N/A
4311533.90580000
PA
USD
4300065.23000000
0.015509270665
Long
LON
CORP
US
N
2
2029-01-18
Variable
6.57000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES INC.
549300D3I1QU67GP6403
Minerals Technologies, Inc.
N/A
1000000.00000000
PA
USD
997500.00000000
0.003597735536
Long
LON
CORP
US
N
2
2031-11-26
Variable
6.32000000
N
N
N
N
N
N
DOMESTIC & GENERAL LTD
984500645A980C6A3639
Galaxy Bidco Ltd.
N/A
13250000.00000000
PA
14348455.25000000
0.051751325664
Long
LON
CORP
JE
N
2
2029-12-19
Variable
6.71000000
N
N
N
N
N
N
PRIME SECURITY SERVICES TOPCO PARENT LP
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC
N/A
4991250.00000000
PA
USD
4966293.75000000
0.017912191990
Long
LON
CORP
US
N
2
2030-10-13
Variable
6.32000000
N
N
N
N
N
N
BETCLIC EVEREST GROUP SAS
96950037FKVH5JOEKU82
Betclic Everest Group SAS
N/A
18200000.00000000
PA
19618225.30000000
0.070758081533
Long
LON
CORP
FR
N
2
2031-12-10
Variable
5.79000000
N
N
N
N
N
N
JANE STREET GROUP LLC
5493002N1IVX6KHGYO08
Jane Street Group LLC
N/A
45170170.56160000
PA
USD
44601026.41000000
0.160864859841
Long
LON
CORP
US
N
2
2031-12-15
Variable
6.31000000
N
N
N
N
N
N
FRONTDOOR INC
5493008RB0JZJI3QGZ06
Frontdoor, Inc.
N/A
2094750.00000000
PA
USD
2092131.56000000
0.007545800562
Long
LON
CORP
US
N
2
2031-12-19
Variable
6.57000000
N
N
N
N
N
N
WHITEWATER DBR HOLDCO LLC
21380025GXMNBTSJP816
WhiteWater DBR Holdco LLC
N/A
4577028.75000000
PA
USD
4554143.61000000
0.016425668476
Long
LON
CORP
US
N
2
2031-03-03
Variable
6.55000000
N
N
N
N
N
N
PACIFIC BELLS LLC
549300VGOQXINYVBJF37
Pacific Bells LLC
N/A
14352157.60000000
PA
USD
14304364.92000000
0.051592302760
Long
LON
CORP
US
N
2
2028-11-13
Variable
8.56000000
N
N
N
N
N
N
GRAFTECH INTERNATIONAL LTD.
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc.
N/A
979768.02000000
PA
USD
998755.92000000
0.003602265329
Long
LON
CORP
US
N
2
2029-12-21
Variable
10.30000000
N
N
N
N
N
N
GrafTech Finance, Inc.
N/A
GrafTech Finance, Inc.
N/A
-559867.44000000
PA
USD
-0.01000000
-0.00000000003
Short
LON
CORP
US
N
3
2029-11-04
Variable
0.50000000
N
N
N
N
N
N
HUNTER DOUGLAS INC
529900811T142NS3H544
Hunter Douglas, Inc.
N/A
14390000.00000000
PA
USD
13710072.50000000
0.049448837137
Long
LON
CORP
US
N
2
2032-01-17
Variable
7.55000000
N
N
N
N
N
N
HUNTER DOUGLAS INC
529900811T142NS3H544
Hunter Douglas, Inc.
N/A
12000000.00000000
PA
12660967.43000000
0.045664974890
Long
LON
CORP
US
N
2
2032-01-17
Variable
5.61000000
N
N
N
N
N
N
BLUE RIBBON LLC (USA)
549300NQM7J4KC44D416
Blue Ribbon LLC
N/A
4463809.60000000
PA
USD
4352214.36000000
0.015697359665
Long
LON
CORP
US
N
2
2028-05-08
Variable
12.29000000
N
N
N
N
N
N
CLARIOS INTERNATIONAL INC
N/A
Clarios Global, LP
N/A
11750000.00000000
PA
USD
11559062.50000000
0.041690676619
Long
LON
CORP
CA
N
2
2032-01-28
Variable
7.07000000
N
N
N
N
N
N
CLARIOS INTERNATIONAL INC
N/A
Clarios Global, LP
N/A
4350000.00000000
PA
4667788.66000000
0.016835558035
Long
LON
CORP
CA
N
2
2032-01-28
Variable
5.61000000
N
N
N
N
N
N
BLUE RIBBON LLC (USA)
549300NQM7J4KC44D416
Blue Ribbon LLC
N/A
12436875.00000000
PA
USD
9249925.78000000
0.033362192171
Long
LON
CORP
US
N
2
2028-05-08
Variable
10.56000000
N
N
N
N
N
N
HT HOLDING LLC
254900MKOSB7RTMA9K12
HighTower Holding LLC
N/A
17242911.52000000
PA
USD
17102899.08000000
0.061685922608
Long
LON
CORP
US
N
2
2032-02-03
Variable
7.29000000
N
N
N
N
N
N
BOOST NEWCO BORROWER LLC
254900S8RE1OL7TTCU64
Worldpay
N/A
3937762.50000000
PA
USD
3907008.57000000
0.014091612606
Long
LON
CORP
US
N
2
2031-01-31
Variable
6.30000000
N
N
N
N
N
N
CLAUDIUS LUXCO SARL
2221001BVBGKKRMMGO11
Cegid Group
N/A
18950000.00000000
PA
20378273.46000000
0.073499387072
Long
LON
CORP
LU
N
2
2030-01-17
Variable
5.86000000
N
N
N
N
N
N
CASPER TOPCO SAS
969500OUD0VB2606MD53
B&B Hotels
N/A
4250000.00000000
PA
4574280.38000000
0.016498296820
Long
LON
CORP
FR
N
2
2031-03-21
Variable
6.67000000
N
N
N
N
N
N
ALLWYN ENTERTAINMENT FINANCING US LLC
N/A
Allwyn Entertainment Financing US LLC
N/A
19160727.40000000
PA
USD
18913170.80000000
0.068215124511
Long
LON
CORP
US
N
2
2031-06-02
Variable
6.31000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
Amwins Group, Inc.
N/A
7281750.00000000
PA
USD
7217743.42000000
0.026032613531
Long
LON
CORP
US
N
2
2032-01-30
Variable
6.57000000
N
N
N
N
N
N
ARCLIGHT CAPITAL PARTNERS LLC
254900KQJGH397AKYT16
AL GCX Holdings LLC
N/A
2100000.00000000
PA
USD
2084250.00000000
0.007517373726
Long
LON
CORP
US
N
2
2032-01-30
Variable
6.32000000
N
N
N
N
N
N
ARSENAL AIC HOLDINGS LP
N/A
Arsenal AIC Parent LLC
N/A
1861531.63000000
PA
USD
1845243.23000000
0.006655335481
Long
LON
CORP
US
N
2
2030-08-18
Variable
7.07000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings, Inc.
N/A
8345000.00000000
PA
USD
8242773.75000000
0.029729644152
Long
LON
CORP
US
N
2
2032-02-10
Variable
6.57000000
N
N
N
N
N
N
LIBERTY GLOBAL LTD
213800DXWIS9KORQ3X94
UPC Financing Partnership
N/A
1300000.00000000
PA
USD
1285609.00000000
0.004636873369
Long
LON
CORP
US
N
2
2032-02-29
Variable
6.79000000
N
N
N
N
N
N
FERDINAND FFP ULTIMATE HOLDINGS LP
5493007L0E0VKRC2CP39
Focus Financial Partners LLC
N/A
14520000.00000000
PA
USD
14365797.60000000
0.051813875227
Long
LON
CORP
US
N
2
2031-09-15
Variable
7.07000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings, Inc.
N/A
11840060.00000000
PA
USD
11697032.08000000
0.042188298735
Long
LON
CORP
US
N
2
2031-04-14
Variable
6.57000000
N
N
N
N
N
N
ABG INTERMEDIATE HOLDINGS 2 LLC
54930020NXD0RJB64985
Authentic Brands
N/A
19300000.00000000
PA
USD
19066856.00000000
0.068769428978
Long
LON
CORP
US
N
2
2032-02-11
Variable
6.57000000
N
N
N
N
N
N
PRIME SECURITY SERVICES TOPCO PARENT LP
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC
N/A
20450000.00000000
PA
USD
20183332.00000000
0.072796281490
Long
LON
CORP
US
N
2
2032-02-06
Variable
6.06000000
N
N
N
N
N
N
MINIMAX VIKING GMBH
549300RKTIVJWNROR778
MX Holdings US, Inc.
N/A
2820000.00000000
PA
USD
2809425.00000000
0.010132900411
Long
LON
CORP
US
N
2
2032-02-19
Variable
2.25000000
N
N
N
N
N
N
HINDALCO INDUSTRIES LTD
549300ZJQN1PEAT42X90
Novelis Holdings, Inc.
N/A
8400000.00000000
PA
USD
8389500.00000000
0.030258849409
Long
LON
CORP
US
N
2
2032-02-24
Variable
6.29000000
N
N
N
N
N
N
PACKAGING HOLDINGS LTD
549300DWNZYMOSR1X343
Reynolds Consumer Products LLC
N/A
8496704.61000000
PA
USD
8502057.53000000
0.030664816552
Long
LON
CORP
US
N
2
2032-02-19
Variable
6.07000000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc.
N/A
13600000.00000000
PA
USD
13453800.00000000
0.048524525678
Long
LON
CORP
US
N
2
2032-02-13
Variable
1.75000000
N
N
N
N
N
N
PHM GROUP TOPCO OY
7437002P82P6OBDFWT48
PHM Group Holding OY
N/A
9100000.00000000
PA
9769427.55000000
0.035235906436
Long
LON
CORP
FI
N
2
2032-02-25
Variable
3.50000000
N
N
N
N
N
N
VIRTU FINANCIAL INC
549300FRO9M476YHHY64
Virtu Financial
N/A
2670000.00000000
PA
USD
2668344.60000000
0.009624058337
Long
LON
CORP
US
N
2
2031-06-21
Variable
6.82000000
N
N
N
N
N
N
KNIFE RIVER CORP
N/A
Knife River Corp.
N/A
2525000.00000000
PA
USD
2515531.25000000
0.009072898418
Long
LON
CORP
US
N
2
2032-02-19
Variable
6.29000000
N
N
N
N
N
N
LORCA AGGREGATOR LTD
549300PONZMYNJTH6970
MasOrange Finco Plc
N/A
10000000.00000000
PA
10702088.52000000
0.038599783645
Long
LON
CORP
GB
N
2
2031-03-20
Variable
2.75000000
N
N
N
N
N
N
WEX INC
T9M5IGROL1TL1G5OV478
WEX, Inc.
N/A
17500000.00000000
PA
USD
17325000.00000000
0.062486985638
Long
LON
CORP
US
N
2
2032-02-27
Variable
6.07000000
N
N
N
N
N
N
RED SPV LLC
N/A
Red SPV LLC
N/A
17200000.00000000
PA
USD
17071000.00000000
0.061570870524
Long
LON
CORP
US
N
2
2032-03-06
Variable
6.57000000
N
N
N
N
N
N
PEER HOLDING III BV
7245002S0K5Q59JCVQ03
Peer Holding III BV
N/A
18990000.00000000
PA
USD
18937777.50000000
0.068303874786
Long
LON
CORP
NL
N
2
2031-07-01
Variable
6.80000000
N
N
N
N
N
N
PEER HOLDING III BV
7245002S0K5Q59JCVQ03
Peer Holding III BV
N/A
2000000.00000000
PA
2153901.09000000
0.007768587964
Long
LON
CORP
NL
N
2
2031-07-01
Variable
5.11000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
N/A
2300000.00000000
PA
USD
2297125.00000000
0.008285161147
Long
LON
CORP
US
N
2
2032-03-19
Variable
2.00000000
N
N
N
N
N
N
VALEA FOUNDATION
315700J7ZTIN8XGCX365
Allwyn Entertainment Financing US, LLC
N/A
5000000.00000000
PA
5380261.88000000
0.019405272544
Long
LON
CORP
GB
N
2
2032-03-19
Variable
3.00000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
N/A
5680000.00000000
PA
USD
5603660.80000000
0.020211017139
Long
LON
CORP
US
N
2
2032-03-21
Variable
4.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
N/A
3-Month SOFR Futures Contracts
N/A
1424.00000000
NC
USD
1944277.46000000
0.007012527429
N/A
DIR
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Long
N/A
3-Month SOFR Futures Contracts
2027-03-16
341916122.54000000
USD
1944277.46000000
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
CDX.NA.HY.43.V1
N/A
11735000.00000000
OU
Notional Amount
USD
626416.18000000
0.002259328071
N/A
DCR
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Intercontinental Exchange
5493000F4ZO33MV32P92
CDX HY43 V1 5% 12/20/2029
N/A
Y
CDX HY43 V1 5% 12/20/2029 - Tenor Quarterly
2029-12-20
839227.24000000
USD
0.00000000
USD
11735000.00000000
USD
-212811.06000000
N
N
N
2025-04-30
Guggenheim Funds Trust
James Howley
James Howley
CFO