NPORT-P
false
0000729528
XXXXXXXX
S000008797
C000023932
C000023933
C000176245
C000121513
AMERICAN FUNDS INSURANCE SERIES
811-03857
0000729528
5493006ZFTN01BKM5294
333 South Hope Street
55th Floor
Los Angeles
90071
9499755000
The Bond Fund of America
S000008797
FHEDDMKTP6L2RVHI1O58
2022-12-31
2022-03-31
N
15172930419.970000000000
3435648157.360000000000
11737282262.610000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
7448704.620000000000
USD
N
AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1
N/A
AESOP 21-1A C 144A 2.13% 08-20-27/26
05377REK6
193000.000000000000
PA
USD
176216.720000000000
0.0015013418
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
2.130000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1
N/A
AESOP 21-1A A 144A 1.38% 08-20-27/26
05377REH3
3445000.000000000000
PA
USD
3199268.150000000000
0.0272573163
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
1.380000000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSEC 1.6% 01-15-26
337932AN7
20066000.000000000000
PA
USD
18742045.320000000000
0.1596795996
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.600000000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30
337932AP2
13707000.000000000000
PA
USD
12156806.840000000000
0.1035742906
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.250000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1
N/A
AESOP 21-1A B 144A 1.63% 08-20-27/26
05377REJ9
531000.000000000000
PA
USD
485528.880000000000
0.0041366380
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
1.630000000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2
N/A
AMCAR 21-2 C 1.01% 01-19-27/04-21-25
03066RAE5
1109000.000000000000
PA
USD
1042672.930000000000
0.0088834272
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
1.010000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 5.125% 06-16-25
345397A60
3870000.000000000000
PA
USD
3952121.400000000000
0.0336715205
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.125000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 4.125% 08-17-27
345397A86
39080000.000000000000
PA
USD
38247205.200000000000
0.3258608283
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.125000000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANS-CANADA PIPELINES SR UNSEC 4.1% 04-15-30
89352HBA6
1578000.000000000000
PA
USD
1632606.690000000000
0.0139095802
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.100000000000
N
N
N
N
N
N
TRAVELERS COMPANIES INC
549300Y650407RU8B149
TRAVELERS CO SR UNSEC 2.55% 04-27-50
89417EAQ2
768000.000000000000
PA
USD
624505.340000000000
0.0053206980
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
2.550000000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION LLC
549300AINIIPOLYX2R63
FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28
33767BAD1
4000000.000000000000
PA
USD
3718416.000000000000
0.0316803832
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
2.866000000000
N
N
N
N
N
N
FIBRA SOMA
N/A
FIBRA SOMA 144A LIFE SR UNSEC 4.375% 07-22-31
171653AA6
1475000.000000000000
PA
USD
1235401.000000000000
0.0105254434
Long
DBT
CORP
MX
Y
2
2031-07-22
Fixed
4.375000000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
TENCENT HOLDINGS 144A LIFE SR UNSEC 2.39% 06-03-30
88032WAU0
10000000.000000000000
PA
USD
8902540.000000000000
0.0758483932
Long
DBT
CORP
CN
Y
2
2030-06-03
Fixed
2.390000000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL SR UNSEC 7.125% 01-31-25
88167AAN1
45000000.000000000000
PA
USD
47393775.000000000000
0.4037883212
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.125000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE SR UNSEC 2.25% 02-15-26
87264ABR5
434000.000000000000
PA
USD
409435.600000000000
0.0034883339
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.250000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE SR UNSEC 2.625% 02-15-29
87264ABS3
3117000.000000000000
PA
USD
2849234.120000000000
0.0242750754
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.625000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE SR UNSEC 2.875% 02-15-31
87264ABT1
7913000.000000000000
PA
USD
7141482.500000000000
0.0608444301
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.875000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE SR UNSEC 2.625% 04-15-26
87264ABU8
9691000.000000000000
PA
USD
9268666.220000000000
0.0789677373
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.625000000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
FLORIDA POWER & LIGHT CO 1ST LIEN 2.875% 12-04-51
341081GE1
6900000.000000000000
PA
USD
6199808.700000000000
0.0528215013
Long
DBT
CORP
US
N
2
2051-12-04
Fixed
2.875000000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
FLORIDA POWER & LIGHT CO 1ST LIEN 2.45% 02-03-32
341081GG6
6025000.000000000000
PA
USD
5674808.930000000000
0.0483485768
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.450000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE SR UNSEC 3.5% 04-15-31
87264ABW4
9000000.000000000000
PA
USD
8482860.000000000000
0.0722727784
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.500000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE 144A SR UNSEC 2.25% 02-15-26
87264ACC7
1954000.000000000000
PA
USD
1843403.600000000000
0.0157055403
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
2.250000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE 144A SR UNSEC 3.5% 04-15-31
87264ACE3
629000.000000000000
PA
USD
592857.660000000000
0.0050510642
Long
DBT
CORP
US
Y
2
2031-04-15
Fixed
3.500000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE 1ST LIEN 3.0% 02-15-41
87264ABL8
2100000.000000000000
PA
USD
1780726.500000000000
0.0151715402
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.000000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE 1ST LIEN 3.5% 04-15-25
87264ABB0
3275000.000000000000
PA
USD
3300030.830000000000
0.0281158002
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.500000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE 1ST LIEN 3.75% 04-15-27
87264ABD6
5000000.000000000000
PA
USD
5037600.000000000000
0.0429196460
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.750000000000
N
N
N
N
N
N
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO
549300G6UZOB126GBY72
GENERAL ELEC CAP CORP SR UNSEC 4.418% 11-15-35
36164QNA2
4777000.000000000000
PA
USD
5139765.380000000000
0.0437900807
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP PFD PRP JR SUB SER O (H) 5.3% 12-31-49/11-10-26
38148BAC2
1750000.000000000000
PA
USD
1787625.000000000000
0.0152303145
Long
DBT
CORP
US
N
2
2049-12-31
Variable
5.3000000000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 3.95% 04-13-24
37045XBW5
3969000.000000000000
PA
USD
4033289.860000000000
0.0343630644
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.950000000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSEC 4.2% 10-01-27
37045VAN0
1030000.000000000000
PA
USD
1036064.640000000000
0.0088271255
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.200000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE 1ST LIEN 3.875% 04-15-30
87264ABF1
4500000.000000000000
PA
USD
4523679.000000000000
0.0385411111
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875000000000
N
N
N
N
N
N
TRITON CONTAINER INTERNATIONAL LTD
549300O4LZFLCX53XZ54
TRITON CONTAINER INTERNATIONAL 144A LIFE 1ST LIEN 1.15% 06-07-24
89680YAB1
1609000.000000000000
PA
USD
1527484.840000000000
0.0130139568
Long
DBT
CORP
US
Y
2
2024-06-07
Fixed
1.150000000000
N
N
N
N
N
N
TRITON CONTAINER INTERNATIONAL LTD
549300O4LZFLCX53XZ54
TRITON CONTAINER INTERNATIONAL 144A LIFE 1ST LIEN 3.15% 06-15-31
89680YAC9
2482000.000000000000
PA
USD
2271876.360000000000
0.0193560682
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
3.150000000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC SR UNSEC 2.0% 10-15-31
883556CL4
704000.000000000000
PA
USD
632943.870000000000
0.0053925931
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.000000000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSEC 5.4% 04-01-48
37045VAQ3
7200000.000000000000
PA
USD
7598224.800000000000
0.0647358105
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.400000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 3.5% 11-07-24
37045XCD6
9945000.000000000000
PA
USD
9972965.340000000000
0.0849682671
Long
DBT
CORP
US
N
2
2024-11-07
Fixed
3.500000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE 144A SEC 3.4% 10-15-52
87264ACM5
12280000.000000000000
PA
USD
10487979.600000000000
0.0893561164
Long
DBT
CORP
US
Y
2
2052-10-15
Fixed
3.400000000000
N
N
N
N
N
N
TORONTO DOMINION BANK (THE)
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK SR UNSEC 2.0% 09-10-31
89114TZJ4
3510000.000000000000
PA
USD
3114338.760000000000
0.0265337298
Long
DBT
CORP
CA
N
2
2031-09-10
Fixed
2.000000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE 144A SEC 2.4% 03-15-29
87264ACR4
1224000.000000000000
PA
USD
1121863.320000000000
0.0095581183
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
2.400000000000
N
N
N
N
N
N
TORONTO DOMINION BANK (THE)
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK SR UNSEC 1.95% 01-12-27
89114TZN5
1060000.000000000000
PA
USD
1005131.220000000000
0.0085635771
Long
DBT
CORP
CA
N
2
2027-01-12
Fixed
1.950000000000
N
N
N
N
N
N
TORONTO DOMINION BANK (THE)
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK SR UNSEC 2.45% 01-12-32
89114TZQ8
4145000.000000000000
PA
USD
3833743.660000000000
0.0326629587
Long
DBT
CORP
CA
N
2
2032-01-12
Fixed
2.450000000000
N
N
N
N
N
N
TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1
N/A
TREEHOUSE PARK IA NO.1 144A LIFE UNSEC SF 9.75% 12-01-33
89469TAA1
1679993.000000000000
PA
USD
1568273.470000000000
0.0133614702
Long
DBT
CORP
US
Y
3
2033-12-01
Fixed
9.750000000000
N
N
N
N
N
N
TOTAL CAPITAL CANADA LTD
5299005IX98ZZ9LSGK46
TOTAL CAPITAL CANADA SR UNSEC 2.75% 07-15-23
89153UAF8
2140000.000000000000
PA
USD
2149469.500000000000
0.0183131789
Long
DBT
CORP
CA
N
2
2023-07-15
Fixed
2.750000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 3.35% 07-15-22
91324PCN0
4385000.000000000000
PA
USD
4411779.200000000000
0.0375877405
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.350000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 3.75% 07-15-25
91324PCP5
5410000.000000000000
PA
USD
5568513.000000000000
0.0474429504
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.750000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS SR UNSEC 5.5% 05-15-27
911365BF0
5000000.000000000000
PA
USD
5177300.000000000000
0.0441098704
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.500000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 3.25% 01-05-23
37045XCF1
964000.000000000000
PA
USD
972549.720000000000
0.0082859873
Long
DBT
CORP
US
N
2
2023-01-05
Fixed
3.250000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSEC 3.814% 04-23-29
38141GWV2
9600000.000000000000
PA
USD
9683337.600000000000
0.0825006793
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.8140000000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO SR UNSEC 4.35% 04-09-25
37045XCK0
11358000.000000000000
PA
USD
11563102.760000000000
0.0985160150
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.350000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 5.1% 01-17-24
37045XCR5
1081000.000000000000
PA
USD
1118093.430000000000
0.0095259993
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.100000000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UNICREDIT SPA 144A LIFE SR UNSEC 4.625% 04-12-27
904678AB5
1395000.000000000000
PA
USD
1400298.210000000000
0.0119303445
Long
DBT
CORP
IT
Y
2
2027-04-12
Fixed
4.625000000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UNICREDIT SPA 144A LIFE SR UNSEC 3.75% 04-12-22
904678AA7
2545000.000000000000
PA
USD
2545605.710000000000
0.0216882039
Long
DBT
CORP
IT
Y
2
2022-04-12
Fixed
3.750000000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORP SR UNSEC 3.125% 05-04-27
913017CR8
4551000.000000000000
PA
USD
4571875.440000000000
0.0389517380
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
3.125000000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UNICREDIT SPA 144A LIFE SUB LT2 5.861% 06-19-32
904678AF6
16130000.000000000000
PA
USD
15866790.660000000000
0.1351828328
Long
DBT
CORP
IT
Y
2
2032-06-19
Variable
5.8610000000000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORP SR UNSEC 4.125% 11-16-28
913017CY3
4974000.000000000000
PA
USD
5206534.500000000000
0.0443589443
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.125000000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSEC 2.15% 02-05-27
907818FJ2
2213000.000000000000
PA
USD
2130612.220000000000
0.0181525175
Long
DBT
CORP
US
N
2
2027-02-05
Fixed
2.150000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 3.55% 07-08-22
37045XCU8
3703000.000000000000
PA
USD
3722374.100000000000
0.0317141057
Long
DBT
CORP
US
N
2
2022-07-08
Fixed
3.550000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 2.9% 02-26-25
37045XCV6
1032000.000000000000
PA
USD
1009006.010000000000
0.0085965898
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.900000000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO SR UNSEC 3.7% 01-30-50
373334KN0
275000.000000000000
PA
USD
256324.750000000000
0.0021838509
Long
DBT
CORP
US
N
2
2050-01-30
Fixed
3.700000000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS SR UNSEC 3.625% 04-01-30
369550BM9
675000.000000000000
PA
USD
696087.000000000000
0.0059305637
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.625000000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSEC 2.4% 02-05-30
907818FH6
4454000.000000000000
PA
USD
4220592.580000000000
0.0359588573
Long
DBT
CORP
US
N
2
2030-02-05
Fixed
2.400000000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSEC 3.25% 02-05-50
907818FK9
7000000.000000000000
PA
USD
6535186.000000000000
0.0556788689
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
3.250000000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSEC 6.125% 10-01-25
37045VAV2
28743000.000000000000
PA
USD
30883232.520000000000
0.2631208131
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.125000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 2.75% 06-20-25
37045XCX2
3819000.000000000000
PA
USD
3713442.840000000000
0.0316380126
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.750000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 3.6% 06-21-30
37045XCY0
465000.000000000000
PA
USD
445506.740000000000
0.0037956550
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.600000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 2.7% 08-20-27
37045XDA1
6079000.000000000000
PA
USD
5730047.160000000000
0.0488191988
Long
DBT
CORP
US
N
2
2027-08-20
Fixed
2.700000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 2.0% 05-15-30
91324PDX7
855000.000000000000
PA
USD
788003.060000000000
0.0067136756
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.000000000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSEC 2.375% 05-20-31
907818FU7
5554000.000000000000
PA
USD
5204897.780000000000
0.0443449997
Long
DBT
CORP
US
N
2
2031-05-20
Fixed
2.375000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 3.05% 05-15-41
91324PEE8
1300000.000000000000
PA
USD
1213780.100000000000
0.0103412364
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.050000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 3.25% 05-15-51
91324PEF5
1887000.000000000000
PA
USD
1778474.860000000000
0.0151523566
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.250000000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC SR UNSEC 2.8% 10-01-50
375558BT9
3624000.000000000000
PA
USD
2979352.010000000000
0.0253836616
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.800000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 2.35% 01-08-31
37045XDE3
6075000.000000000000
PA
USD
5265810.000000000000
0.0448639632
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.350000000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC CO SR SEC 1ST LIEN 2.15% 03-15-32
906548CT7
3175000.000000000000
PA
USD
2896590.600000000000
0.0246785460
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.150000000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS AG 144A LIFE SR UNSEC 1.494% 08-10-27/26
902613AH1
4000000.000000000000
PA
USD
3636496.000000000000
0.0309824363
Long
DBT
CORP
CH
Y
2
2027-08-10
Variable
1.4940000000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 4.279% 03-15-32
55903VAL7
4932000.000000000000
PA
USD
4960053.220000000000
0.0422589583
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
4.279000000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSEC 2.95% 03-10-52
907818FW3
1405000.000000000000
PA
USD
1248859.540000000000
0.0106401083
Long
DBT
CORP
US
N
2
2052-03-10
Fixed
2.950000000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32
907818FX1
5240000.000000000000
PA
USD
5037510.680000000000
0.0429188850
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
2.800000000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSEC 3.375% 02-14-42
907818FY9
530000.000000000000
PA
USD
513347.400000000000
0.0043736479
Long
DBT
CORP
US
N
2
2042-02-14
Fixed
3.375000000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC SR UNSEC 4.375% 05-30-28
92857WBK5
10000000.000000000000
PA
USD
10477310.000000000000
0.0892652129
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.375000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 3.428% 03-15-24
55903VAC7
6552000.000000000000
PA
USD
6592550.330000000000
0.0561676049
Long
DBT
CORP
US
Y
2
2024-03-15
Fixed
3.428000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 3.755% 03-15-27
55903VAG8
9501000.000000000000
PA
USD
9499555.850000000000
0.0809348846
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.755000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 4.25% 11-13-23
928668AR3
15000000.000000000000
PA
USD
15286200.000000000000
0.1302362818
Long
DBT
CORP
US
Y
2
2023-11-13
Fixed
4.250000000000
N
N
N
N
N
N
VINCI SA
213800WFQ334R8UXUG83
VINCI SA 144A SR UNSEC 3.75% 04-10-29
927320AA9
2000000.000000000000
PA
USD
2046864.000000000000
0.0174389944
Long
DBT
CORP
FR
Y
2
2029-04-10
Fixed
3.750000000000
N
N
N
N
N
N
VIGOROUS CHAMPION INTERNATIONAL LTD
254900LCCR122N588062
VIGOROUS CHAMPION INTL REG S SR UNSEC 4.25% 05-28-29
N/A
462000.000000000000
PA
USD
443277.910000000000
0.0037766657
Long
DBT
CORP
VG
Y
2
2029-05-28
Fixed
4.250000000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC SR UNSEC 4.25% 09-17-50
92857WBU3
3050000.000000000000
PA
USD
3050228.750000000000
0.0259875215
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.250000000000
N
N
N
N
N
N
MISC CAPITAL TWO (LABUAN) LTD
9845000ED8376T875113
MISC CAPITAL TWO (LABUAN) 144A LIFE SR UNSEC 3.75% 04-06-27
60475DAB7
1795000.000000000000
PA
USD
1788267.850000000000
0.0152357915
Long
DBT
CORP
MY
Y
2
2027-04-06
Fixed
3.750000000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE INC SR UNSEC 3.875% 11-01-45
654106AE3
1560000.000000000000
PA
USD
1632880.080000000000
0.0139119094
Long
DBT
CORP
US
N
2
2045-11-01
Fixed
3.875000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 2.85% 09-26-24
928668BA9
2996000.000000000000
PA
USD
2966105.910000000000
0.0252708067
Long
DBT
CORP
US
Y
2
2024-09-26
Fixed
2.850000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP SR UNSEC 144A LIFE 4.125% 08-15-30
92564RAE5
425000.000000000000
PA
USD
411089.750000000000
0.0035024271
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.125000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSEC 2.65% 08-15-30
55336VBQ2
1239000.000000000000
PA
USD
1137105.880000000000
0.0096879827
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.650000000000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
METHANEX SR UNSEC 5.125% 10-15-27
59151KAM0
510000.000000000000
PA
USD
513210.450000000000
0.0043724811
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
5.125000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 1.431% 03-09-27/26
38141GYA6
3030000.000000000000
PA
USD
2795838.570000000000
0.0238201528
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.4310000000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 1.05% 03-08-24
37045XDG8
4200000.000000000000
PA
USD
4044894.000000000000
0.0344619300
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.050000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 3.35% 05-13-25
928668BE1
2636000.000000000000
PA
USD
2629757.950000000000
0.0224051692
Long
DBT
CORP
US
Y
2
2025-05-13
Fixed
3.350000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSEC 1.75% 01-20-31
92343VFR0
3300000.000000000000
PA
USD
2881754.700000000000
0.0245521462
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.750000000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSEC 6.75% 06-25-25
63938CAH1
425000.000000000000
PA
USD
437197.500000000000
0.0037248614
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
6.750000000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORP
7D6DIU2QXTUJRFNNJA49
NISSAN 144A LIFE SR UNSEC 2.6% 09-28-22
654740BD0
1415000.000000000000
PA
USD
1415213.670000000000
0.0120574221
Long
DBT
CORP
US
Y
2
2022-09-28
Fixed
2.600000000000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
MEITUAN DIANPING 144A LIFE SR UNSEC 3.05% 10-28-30
58533EAC7
3200000.000000000000
PA
USD
2572336.000000000000
0.0219159422
Long
DBT
CORP
CN
Y
2
2030-10-28
Fixed
3.050000000000
N
N
N
N
N
N
MONONGAHELA POWER COMPANY
N/A
MONONGAHELA POWER CO 1ST LIEN 144A LIFE 3.55% 05-15-27
610202BR3
1700000.000000000000
PA
USD
1700778.600000000000
0.0144903953
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
3.550000000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSEC 1.554% 07-09-27/26
60687YBS7
4615000.000000000000
PA
USD
4242777.180000000000
0.0361478670
Long
DBT
CORP
JP
N
2
2027-07-09
Variable
1.5540000000000000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP
353800V2V8PUY9TK3E06
MITSUBISHI UFJ SR UNSEC 1.538% 07-20-27/26
606822BY9
6200000.000000000000
PA
USD
5699288.000000000000
0.0485571351
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
1.5380000000000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN SR UNSEC 3.25% 01-15-28
666807BN1
10845000.000000000000
PA
USD
10865236.770000000000
0.0925702946
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.250000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX SR UNSEC 4.875% 04-15-28
64110LAS5
19344000.000000000000
PA
USD
20317003.200000000000
0.1730980200
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.875000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX 144A LIFE SR UNSEC 5.375% 11-15-29
64110LAU0
12400000.000000000000
PA
USD
13444700.000000000000
0.1145469598
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
5.375000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX SR UNSEC 5.875% 11-15-28
64110LAT3
24371000.000000000000
PA
USD
26925080.800000000000
0.2293979151
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.875000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 2.4% 04-10-28
37045XDH6
13909000.000000000000
PA
USD
12615407.360000000000
0.1074815028
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.400000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 2.615% 04-22-32/31
38141GYB4
2535000.000000000000
PA
USD
2309207.550000000000
0.0196741247
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.6150000000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 0.791% 01-22-25/24
61747YEB7
3065000.000000000000
PA
USD
2944220.610000000000
0.0250843470
Long
DBT
CORP
US
N
2
2025-01-22
Variable
0.7910000000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 1.512% 07-20-27/26
61747YEC5
10488000.000000000000
PA
USD
9655661.830000000000
0.0822648856
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.5120000000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX 144A LIFE SR UNSEC 4.875% 06-15-30
64110LAV8
13375000.000000000000
PA
USD
14290986.880000000000
0.1217572055
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
4.875000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX SR UNSEC 6.375% 05-15-29
64110LAX4
2025000.000000000000
PA
USD
2293292.250000000000
0.0195385286
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.375000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 2.239% 07-21-32/31
61747YED3
31734000.000000000000
PA
USD
28162465.240000000000
0.2399402571
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.2390000000000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 144A LIFE SR UNSEC 3.25% 08-15-33
55354GAQ3
2750000.000000000000
PA
USD
2477579.500000000000
0.0211086301
Long
DBT
CORP
US
Y
2
2033-08-15
Fixed
3.250000000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
NOVARTIS CAPITAL CORP SR UNSEC 2.2% 08-14-30
66989HAR9
5446000.000000000000
PA
USD
5119539.530000000000
0.0436177593
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
2.200000000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE INC SR UNSEC 3.25% 03-27-40
654106AL7
6171000.000000000000
PA
USD
6022211.020000000000
0.0513083939
Long
DBT
CORP
US
N
2
2040-03-27
Fixed
3.250000000000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS & FRAGRANCES 144A LIFE SR UNSEC 2.3% 11-01-30
459506AQ4
3536000.000000000000
PA
USD
3162060.930000000000
0.0269403160
Long
DBT
CORP
US
Y
2
2030-11-01
Fixed
2.300000000000
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO 144A LIFE SR UNSEC 4.345% 09-17-27
654744AC5
1790000.000000000000
PA
USD
1767138.120000000000
0.0150557691
Long
DBT
CORP
JP
Y
2
2027-09-17
Fixed
4.345000000000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE CAPITAL FUNDING SR UNSEC 4.55% 05-15-32
36166NAK9
400000.000000000000
PA
USD
430410.800000000000
0.0036670397
Long
DBT
CORP
JP
N
2
2032-05-15
Fixed
4.550000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 1.542% 09-10-27/26
38141GYG3
13275000.000000000000
PA
USD
12150926.100000000000
0.1035241875
Long
DBT
CORP
US
N
2
2027-09-10
Variable
1.5420000000000000
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO 144A LIFE SR UNSEC 3.522% 09-17-25
654744AB7
800000.000000000000
PA
USD
785020.000000000000
0.0066882604
Long
DBT
CORP
JP
Y
2
2025-09-17
Fixed
3.522000000000
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO 144A LIFE SR UNSEC 4.81% 09-17-30
654744AD3
17533000.000000000000
PA
USD
17417457.530000000000
0.1483942973
Long
DBT
CORP
JP
Y
2
2030-09-17
Fixed
4.810000000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL SR UNSEC 2.75% 10-15-33
571903BH5
2226000.000000000000
PA
USD
1968827.990000000000
0.0167741386
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.750000000000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP
353800V2V8PUY9TK3E06
MITSUBISHI UFJ SR UNSEC 1.64% 10-13-27/26
606822BZ6
2225000.000000000000
PA
USD
2048882.350000000000
0.0174561905
Long
DBT
CORP
JP
N
2
2027-10-13
Variable
1.6400000000000000
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO 144A LIFE SR UNSEC 3.043% 09-17-23
654744AA9
240000.000000000000
PA
USD
239585.760000000000
0.0020412371
Long
DBT
CORP
JP
Y
2
2023-09-15
Fixed
3.043000000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORP
7D6DIU2QXTUJRFNNJA49
NISSAN 144A LIFE SR UNSEC 2.0% 03-09-26
654740BS7
12000000.000000000000
PA
USD
10992792.000000000000
0.0936570473
Long
DBT
CORP
US
Y
2
2026-03-09
Fixed
2.000000000000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP
353800V2V8PUY9TK3E06
MITSUBISHI UFJ SR UNSEC 0.962% 10-11-25/24
606822CA0
2960000.000000000000
PA
USD
2792620.880000000000
0.0237927385
Long
DBT
CORP
JP
N
2
2025-10-11
Variable
0.9620000000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 2.511% 10-20-32/31
61747YEH4
3951000.000000000000
PA
USD
3570716.250000000000
0.0304220020
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.5110000000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSEC 2.875% 11-20-50
92343VFU3
3000000.000000000000
PA
USD
2515857.000000000000
0.0214347491
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.875000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 1.25% 11-24-25
928668BL5
1150000.000000000000
PA
USD
1061348.800000000000
0.0090425430
Long
DBT
CORP
US
Y
2
2025-11-24
Fixed
1.250000000000
N
N
N
N
N
N
MARSH & MCLENNAN COMPANIES INC
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COMPANIES INC SR UNSEC 2.375% 12-15-31
571748BP6
367000.000000000000
PA
USD
336465.970000000000
0.0028666429
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.375000000000
N
N
N
N
N
N
MARSH & MCLENNAN COMPANIES INC
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COMPANIES INC SR UNSEC 2.90% 12-15-51
571748BQ4
505000.000000000000
PA
USD
420853.870000000000
0.0035856160
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.900000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 2.7% 06-10-31
37045XDL7
6075000.000000000000
PA
USD
5359030.880000000000
0.0456581921
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.700000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 2.383% 07-21-32/31
38141GYJ7
19697000.000000000000
PA
USD
17481205.680000000000
0.1489374226
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.3830000000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSEC 2.1% 03-22-28
92343VGH1
8975000.000000000000
PA
USD
8383107.730000000000
0.0714229030
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.100000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 2.908% 07-21-42/41
38141GYK4
3160000.000000000000
PA
USD
2731200.640000000000
0.0232694467
Long
DBT
CORP
US
N
2
2042-07-21
Variable
2.9080000000000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
GLENCORE FUNDING LLC 144A LIFE SR UNSEC 2.625% 09-23-31
378272BG2
790000.000000000000
PA
USD
708024.070000000000
0.0060322659
Long
DBT
CORP
US
Y
2
2031-09-23
Fixed
2.625000000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORP
7D6DIU2QXTUJRFNNJA49
NISSAN 144A LIFE SR UNSEC 2.75% 03-09-28
654740BT5
11200000.000000000000
PA
USD
10115224.000000000000
0.0861802909
Long
DBT
CORP
US
Y
2
2028-03-09
Fixed
2.750000000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL SR UNSEC 1.875% 01-15-27
65339KBY5
3000000.000000000000
PA
USD
2818443.000000000000
0.0240127394
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.875000000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC SR UNSEC 1.7% 06-10-27
58933YBC8
3093000.000000000000
PA
USD
2931975.330000000000
0.0249800189
Long
DBT
CORP
US
N
2
2027-06-10
Fixed
1.700000000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC SR UNSEC 2.15% 12-10-31
58933YBE4
5845000.000000000000
PA
USD
5413849.420000000000
0.0461252384
Long
DBT
CORP
US
N
2
2031-12-10
Fixed
2.150000000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL SR UNSEC 2.44% 01-15-32
65339KBZ2
5875000.000000000000
PA
USD
5379114.750000000000
0.0458293038
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.440000000000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
NEWS CORP 144A LIFE SR UNSEC 5.125% 02-15-32
65249BAB5
1300000.000000000000
PA
USD
1308671.000000000000
0.0111496935
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
5.125000000000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE SR UNSEC 4.375% 08-01-23
681936BJ8
186000.000000000000
PA
USD
188957.400000000000
0.0016098906
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.375000000000
N
N
N
N
N
N
ODEBRECHT DRILLING SERVICES LLC
N/A
ODEBRECHT DRILLING PIK 144A LIFE 1ST LIEN 7.35% 12-01-26
675757AC2
38823.000000000000
PA
USD
21838.330000000000
0.0001860595
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
7.350000000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
GLENCORE FUNDING LLC 144A LIFE SR UNSEC 3.375% 09-23-51
378272BH0
370000.000000000000
PA
USD
312289.620000000000
0.0026606638
Long
DBT
CORP
US
Y
2
2051-09-23
Fixed
3.375000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 2.4% 10-15-28
37045XDP8
464000.000000000000
PA
USD
416202.900000000000
0.0035459904
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.400000000000
N
N
N
N
N
N
ODEBRECHT OIL & GAS FINANCE LTD
N/A
ODEBRECHT DRILLING 144A LIFE UNSEC PRP PARTICIPATING TITLE 0.0% 12-31-49
67576JAB7
1150000.000000000000
PA
USD
10062.500000000000
0.0000857311
Long
DBT
CORP
KY
Y
2
2049-12-31
Fixed
0.000000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 4.55% 07-15-28
682680AU7
1610000.000000000000
PA
USD
1657311.460000000000
0.0141200614
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.550000000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC SR UNSEC 2.75% 12-10-51
58933YBF1
808000.000000000000
PA
USD
705481.770000000000
0.0060106058
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.750000000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC SR UNSEC 2.9% 12-10-61
58933YBG9
1275000.000000000000
PA
USD
1089112.650000000000
0.0092790871
Long
DBT
CORP
US
N
2
2061-12-10
Fixed
2.900000000000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP
353800V2V8PUY9TK3E06
MITSUBISHI UFJ SR UNSEC 2.341% 01-19-28/27
606822CC6
2970000.000000000000
PA
USD
2809753.650000000000
0.0239387073
Long
DBT
CORP
JP
N
2
2028-01-19
Variable
2.3410000000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 2.943% 01-21-33/32
61747YEL5
6616000.000000000000
PA
USD
6211954.260000000000
0.0529249797
Long
DBT
CORP
US
N
2
2033-01-21
Variable
2.9430000000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 2.65% 10-21-32/31
38141GYN8
6075000.000000000000
PA
USD
5505511.280000000000
0.0469061846
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.6500000000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 1.948% 10-21-27/26
38141GYM0
15695000.000000000000
PA
USD
14608074.170000000000
0.1244587447
Long
DBT
CORP
US
N
2
2027-10-21
Variable
1.9480000000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 2.63% 02-18-26/25
61747YEM3
2680000.000000000000
PA
USD
2630864.880000000000
0.0224146001
Long
DBT
CORP
US
N
2
2026-02-18
Variable
2.6300000000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 3.638% 03-15-25
55903VAE3
3056000.000000000000
PA
USD
3077825.950000000000
0.0262226458
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
3.638000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 5.05% 03-15-42
55903VAN3
3147000.000000000000
PA
USD
3216561.290000000000
0.0274046514
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.050000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 5.141% 03-15-52
55903VAQ6
11141000.000000000000
PA
USD
11424772.410000000000
0.0973374599
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
5.141000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 5.2% 07-15-48
682680AV5
9363000.000000000000
PA
USD
10001369.340000000000
0.0852102652
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
5.200000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 4.45% 09-01-49
682680AZ6
440000.000000000000
PA
USD
423662.800000000000
0.0036095477
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
4.450000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 4.054% 03-15-29
55903VAJ2
1316000.000000000000
PA
USD
1324048.660000000000
0.0112807090
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.054000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 5.391% 03-15-62
55903VAS2
2802000.000000000000
PA
USD
2903090.560000000000
0.0247339247
Long
DBT
CORP
US
Y
2
2062-03-15
Fixed
5.391000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 2.2% 09-15-25
682680BA0
193000.000000000000
PA
USD
185085.070000000000
0.0015768989
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.200000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 4.5% 03-15-50
682680BC6
1266000.000000000000
PA
USD
1218579.440000000000
0.0103821261
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.500000000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC SR UNSEC 2.9% 11-15-31
37940XAH5
1005000.000000000000
PA
USD
916854.470000000000
0.0078114716
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.900000000000
N
N
N
N
N
N
GRAND CANYON UNIVERSITY
N/A
GRAND CANYON UNIV UNSEC 4.125% 10-01-24
38528UAC0
4190000.000000000000
PA
USD
4148100.000000000000
0.0353412307
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.125000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 2.35% 02-26-27
37045XDR4
4254000.000000000000
PA
USD
3974129.340000000000
0.0338590250
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
2.350000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 3.102% 02-24-33/32
38141GZM9
10422000.000000000000
PA
USD
9834730.720000000000
0.0837905275
Long
DBT
CORP
US
N
2
2033-02-24
Variable
3.1020000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCI 1.5 UMBS TBA 04-01-37
01F012445
3950000.000000000000
PA
USD
3745555.900000000000
0.0319116114
Long
ABS-MBS
USGA
US
N
2
2037-04-01
Fixed
1.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 4.0 UMBS TBA 04-01-52
01F040644
207000.000000000000
PA
USD
211334.170000000000
0.0018005375
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
4.000000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 7.15% 01-15-51
682680BF9
3275000.000000000000
PA
USD
4181179.400000000000
0.0356230625
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
7.150000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 6.35% 01-15-31
682680BE2
984000.000000000000
PA
USD
1140082.080000000000
0.0097133395
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.350000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCI 3.0 UMBS TBA 04-01-37
01F030447
4006000.000000000000
PA
USD
4034166.190000000000
0.0343705306
Long
ABS-MBS
USGA
US
N
2
2037-04-01
Fixed
3.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCI 2.5 UMBS TBA 04-01-37
01F022444
7545000.000000000000
PA
USD
7457462.910000000000
0.0635365389
Long
ABS-MBS
USGA
US
N
2
2037-04-01
Fixed
2.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 4.5 UMBS TBA 04-01-52
01F042640
15000000.000000000000
PA
USD
15548445.000000000000
0.1324705724
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
4.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 3.5 UMBS TBA 05-01-52
01F032658
45612000.000000000000
PA
USD
45554483.270000000000
0.3881178134
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.500000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 2.64% 02-24-28/27
38141GZK3
2520000.000000000000
PA
USD
2412149.040000000000
0.0205511718
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.6400000000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 3.615% 03-15-28/27
38141GZR8
11888000.000000000000
PA
USD
11886169.250000000000
0.1012684963
Long
DBT
CORP
US
N
2
2028-03-15
Variable
3.6150000000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSEC 1.65% 03-25-26
68389XCC7
8417000.000000000000
PA
USD
7859861.940000000000
0.0669649222
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.650000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSEC 2.3% 03-25-28
68389XCD5
6875000.000000000000
PA
USD
6292921.250000000000
0.0536148072
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.300000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSEC 2.875% 03-25-31
68389XCE3
7393000.000000000000
PA
USD
6752307.830000000000
0.0575287164
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.875000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSEC 3.95% 03-25-51
68389XCA1
4869000.000000000000
PA
USD
4272143.370000000000
0.0363980628
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.950000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 4.0 UMBS TBA 05-01-52
01F040651
53455402.000000000000
PA
USD
54380020.090000000000
0.4633101503
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
4.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 3.0 UMBS TBA 06-01-52
01F030660
241066125.000000000000
PA
USD
234976312.550000000000
2.0019652531
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
3.000000000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY COMPANY LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY 144A 1ST LIEN 2.7% 11-15-51
68233JCB8
300000.000000000000
PA
USD
257408.700000000000
0.0021930861
Long
DBT
CORP
US
Y
2
2051-11-15
Fixed
2.700000000000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC SR UNSEC 4.25% 11-10-44
718172BL2
5433000.000000000000
PA
USD
5274541.120000000000
0.0449383512
Long
DBT
CORP
US
N
2
2044-11-10
Fixed
4.250000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 3.5 UMBS TBA 06-01-52
01F032666
10975000.000000000000
PA
USD
10934579.080000000000
0.0931610814
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
3.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 4.5 UMBS TBA 05-01-52
01F042657
68465000.000000000000
PA
USD
70704969.410000000000
0.6023964307
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
4.500000000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
PUGET ENERGY INC SR SEC 1ST LIEN 3.65% 05-15-25
745310AH5
300000.000000000000
PA
USD
300993.000000000000
0.0025644182
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.650000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC 2.95% 03-01-26
694308HP5
10850000.000000000000
PA
USD
10324035.400000000000
0.0879593348
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.950000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC 4.75% 02-15-44
694308HH3
336000.000000000000
PA
USD
304973.420000000000
0.0025983308
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.750000000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTNERSHIP LP
549300WKGDPAS39FBD10
PIEDMONT OPERATING SR UNSEC 4.45% 03-15-24
720198AD2
1000000.000000000000
PA
USD
1017495.000000000000
0.0086689148
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.450000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_21-7
N/A
VERUS 21-7 A1 144 FRN 10-25-66
92538QAA8
6208102.360000000000
PA
USD
5891129.070000000000
0.0501915941
Long
ABS-CBDO
CORP
US
Y
2
2066-10-25
Variable
1.8290000000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-NXS5
549300SGFUCMB43V8P22
WFCM 16-NXS5 AS 3.988% 01-15-59/01-16-26
95000CBD4
250000.000000000000
PA
USD
251330.500000000000
0.0021413006
Long
ABS-CBDO
CORP
US
N
2
2059-01-15
Fixed
3.988000000000
N
N
N
N
N
N
HUARONG FINANCE II CO LTD
549300BHVD63HE2GHX17
HUARONG FINANCE II REG S SR UNSEC 5.5% 01-16-25
N/A
6669000.000000000000
PA
USD
6760698.750000000000
0.0576002059
Long
DBT
CORP
HK
Y
2
2025-01-16
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 5.5 A15120 10-01-33
31296PVM1
56389.050000000000
PA
USD
60204.110000000000
0.0005129306
Long
ABS-MBS
USGA
US
N
2
2033-10-01
Fixed
5.500000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C37
N/A
WFCM 16-C37 A5 3.794% 12-15-49/11-18-26
95000PAE4
2550000.000000000000
PA
USD
2596476.300000000000
0.0221216142
Long
ABS-CBDO
CORP
US
N
2
2049-12-15
Fixed
3.794000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-RC1
N/A
WFCM 17-RC1 A4 3.631% 01-15-60/12-17-25
95001FAX3
205000.000000000000
PA
USD
207359.140000000000
0.0017666708
Long
ABS-CBDO
CORP
US
N
2
2060-01-15
Fixed
3.631000000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
PUGET ENERGY INC SR SEC 1ST LIEN 5.625% 07-15-22
745310AF9
8004000.000000000000
PA
USD
8026027.010000000000
0.0683806253
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.625000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX 6.875% 08-04-26
71654QCB6
43810000.000000000000
PA
USD
45885936.850000000000
0.3909417514
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.875000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C54
N/A
WFCM 19-C54 A4 3.146% 12-15-52
95001YAE4
1019000.000000000000
PA
USD
1001763.620000000000
0.0085348857
Long
ABS-CBDO
CORP
US
N
2
2052-12-15
Fixed
3.146000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C28
549300S7ENI2U7O0XH56
WFCM 15-C28 C FRN 05-15-48/05-16-25
94989JBF2
220000.000000000000
PA
USD
216317.420000000000
0.0018429941
Long
ABS-CBDO
CORP
US
N
2
2048-05-15
Variable
4.0843300000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-SG1
549300ZJL46M82UL2Z22
WFCM 15-SG1 A4 3.789% 09-15-48/08-15-25
94989QAV2
2412585.070000000000
PA
USD
2423103.940000000000
0.0206445060
Long
ABS-CBDO
CORP
US
N
2
2048-09-15
Fixed
3.789000000000
N
N
N
N
N
N
ZH TRUST ZILLO_21-2
N/A
ZILLO 21-2 A 144A 2.3494% 10-17-27/04-18-24
98879FAA6
2295000.000000000000
PA
USD
2290068.050000000000
0.0195110589
Long
ABS-CBDO
CORP
US
Y
2
2027-10-17
Fixed
2.349400000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FHMS K020 A2 (MF) 2.373% 05-25-22
3137ATRW4
515384.370000000000
PA
USD
515014.320000000000
0.0043878498
Long
ABS-CBDO
USGA
US
N
2
2022-05-25
Fixed
2.373000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 A93948 09-01-40
312942L52
171077.700000000000
PA
USD
182269.430000000000
0.0015529100
Long
ABS-MBS
USGA
US
N
2
2040-09-01
Fixed
4.500000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC 3.3% 03-15-27
694308HS9
5850000.000000000000
PA
USD
5624581.950000000000
0.0479206500
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.300000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX SR UNSEC 6.5% 03-13-27
71654QCG5
31829000.000000000000
PA
USD
32377413.670000000000
0.2758510271
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.500000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO TAXABLE 09G 1.75% 12-15-25
167505KK1
2500000.000000000000
PA
USD
2255507.500000000000
0.0192166078
Long
DBT
MUN
US
N
2
2025-12-15
Fixed
1.750000000000
N
N
N
N
N
N
CALIFORNIA (STATE OF)
N/A
CA ST GO HI SPEED TRAIN TAXABLE 17A 2.367% 04-01-22
13063DAD0
3775000.000000000000
PA
USD
3775000.000000000000
0.0321624710
Long
DBT
MUN
US
N
2
2022-04-01
Fixed
2.367000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC 3.3% 12-01-27
694308HW0
12289000.000000000000
PA
USD
11613879.210000000000
0.0989486233
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.300000000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUB SVC EL & GAS SEC 3.2% 05-15-29
74456QBY1
6000000.000000000000
PA
USD
5989386.000000000000
0.0510287294
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.200000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE TAXABLE BAB GO 09E SF 6.138% 12-01-39
167505KH8
30835000.000000000000
PA
USD
33746718.220000000000
0.2875173099
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
6.138000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO TAXABLE BAB SF 6.519% 12-01-40
167505NH5
8945000.000000000000
PA
USD
10066989.240000000000
0.0857693375
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.519000000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUB SVC EL & GAS SEC 2.7% 05-01-50
74456QCD6
2875000.000000000000
PA
USD
2463302.880000000000
0.0209869953
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
2.700000000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC SR UNSEC 2.3% 06-01-30
70450YAH6
330000.000000000000
PA
USD
307628.640000000000
0.0026209529
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.300000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO TAXABLE 6.319% 11-01-29
167505NG7
65000.000000000000
PA
USD
70909.020000000000
0.0006041349
Long
DBT
MUN
US
N
2
2029-11-01
Fixed
6.319000000000
N
N
N
N
N
N
GRAND PARKWAY TRANSPORTATION CORP
N/A
GRAND PKWY TX TOLL SUB 20B SF 3.236% 10-01-52
38611TDL8
4075000.000000000000
PA
USD
3686774.750000000000
0.0314108042
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
3.236000000000
N
N
N
N
N
N
GOLDEN ST TOB SECURITIZATION CORP CALIF
N/A
GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B SF 2.746% 06-01-34
38122NB50
650000.000000000000
PA
USD
592196.800000000000
0.0050454337
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
2.746000000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
ILLINOIS ST GO TAXABLE PENSION SF 4.95% 06-01-23
452151LE1
11625090.930000000000
PA
USD
11833087.060000000000
0.1008162434
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
4.950000000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
ILLINOIS ST GO TAXABLE BAB 5.95% 03-01-23
452152DQ1
3210000.000000000000
PA
USD
3310013.970000000000
0.0282008552
Long
DBT
MUN
US
N
2
2023-03-01
Fixed
5.950000000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
ILLINOIS ST GO TAXABLE 13B 4.31% 04-01-23
452152QQ7
2125000.000000000000
PA
USD
2161686.000000000000
0.0184172618
Long
DBT
MUN
US
N
2
2023-04-01
Fixed
4.310000000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
ILLINOIS ST GO TAXABLE 13B 4.11% 04-01-22
452152QP9
750000.000000000000
PA
USD
750000.000000000000
0.0063898949
Long
DBT
MUN
US
N
2
2022-04-01
Fixed
4.110000000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
ILLINOIS ST GO TAXABLE PENSION SF 5.1% 06-01-33
452151LF8
107000000.000000000000
PA
USD
113855383.000000000000
0.9700319073
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.100000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 1.75% 06-16-22
694308JE8
13000000.000000000000
PA
USD
12986597.000000000000
0.1106439865
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.750000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 3.3% 08-01-40
694308JH1
8898000.000000000000
PA
USD
7301716.600000000000
0.0622096022
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.300000000000
N
N
N
N
N
N
DORMITORY AUTHORITY OF STATE OF NEW YORK
549300C8XO7EXTX2XU71
NY ST DORM DASNY PIT 21C TAXABLE SF 2.202% 03-15-34
64990FE42
6390000.000000000000
PA
USD
5464913.310000000000
0.0465602955
Long
DBT
MUN
US
N
2
2034-03-15
Fixed
2.202000000000
N
N
N
N
N
N
PUBLIC FINANCE AUTHORITY WISCONSIN
5493004S6D3NA627K012
WI PFA TAXABLE SF 4.95% 03-01-34
74447CAA7
4600000.000000000000
PA
USD
4621610.800000000000
0.0393754763
Long
DBT
MUN
US
N
2
2034-03-01
Fixed
4.950000000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2
N/A
GMALT 20-2 D 3.21% 12-20-24/04-20-23
36259PAH9
425000.000000000000
PA
USD
426952.880000000000
0.0036375787
Long
ABS-O
CORP
US
N
2
2024-12-20
Fixed
3.210000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 G06868 04-01-41
3128M86D1
200914.340000000000
PA
USD
213900.440000000000
0.0018224018
Long
ABS-MBS
USGA
US
N
2
2041-04-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNR 01-4 GA WAC FRN 04-17-25
31359SGU8
10.160000000000
PA
USD
10.940000000000
0.0000000932
Long
ABS-CBDO
USGA
US
N
2
2025-04-17
Variable
9.0000000000000000
N
N
N
N
N
N
N/A
N/A
KRW FWD PUR FROM USD NDF 4/4/2022
N/A
1.000000000000
NC
N/A
-79253.610000000000
-0.0006752297
N/A
DFE
NUSS
N/A
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank
E57ODZWZ7FF32TWEFA76
13779915.650000000000
USD
16629740000.000000000000
KRW
2022-04-04
-79253.610000000000
N
N
N
N/A
N/A
KRW FWD PUR FROM USD NDF 4/26/2022
N/A
1.000000000000
NC
N/A
-41376.250000000000
-0.0003525199
N/A
DFE
NUSS
N/A
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
26411156.430000000000
USD
32053900000.000000000000
KRW
2022-04-26
-41376.250000000000
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNR 01-50 BA 7.0% 10-25-2041
31392AJW9
8195.020000000000
PA
USD
8857.630000000000
0.0000754658
Long
ABS-CBDO
USGA
US
N
2
2041-10-25
Fixed
7.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNW 02-W1 2A FRN 02-25-42
31392CMS0
23940.630000000000
PA
USD
24670.560000000000
0.0002101897
Long
ABS-CBDO
USGA
US
N
2
2042-02-25
Variable
5.0796200000000000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
ISRAEL ELECTRIC 144A LIFE/REG S SEC 4.25% 08-14-28
465077AL9
10190000.000000000000
PA
USD
10296006.570000000000
0.0877205331
Long
DBT
CORP
IL
Y
2
2028-08-14
Fixed
4.250000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM 144A LIFE SR UNSEC 5.71% 11-15-23
74445PAB8
1020000.000000000000
PA
USD
1056572.100000000000
0.0090018462
Long
DBT
CORP
ID
Y
2
2023-11-15
Fixed
5.710000000000
N
N
N
N
N
N
GCI FUNDING I LLC GCI_2020
N/A
GCI 20-1 A 144A 2.82% 10-18-45/30
36166VAA3
2390429.200000000000
PA
USD
2289505.280000000000
0.0195062641
Long
ABS-O
CORP
US
Y
2
2045-10-18
Fixed
2.820000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-1
N/A
HERTZ 21-1A A 144A 1.21% 12-26-25/24
42806MAA7
12703000.000000000000
PA
USD
12044540.000000000000
0.1026177929
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
1.210000000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.25% 09-23-24
46115HBJ5
770000.000000000000
PA
USD
763033.040000000000
0.0065009346
Long
DBT
CORP
IT
Y
2
2024-09-23
Fixed
3.250000000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 144A LIFE LT2 SUB 5.017% 06-26-24
46115HAT4
68143000.000000000000
PA
USD
68731755.520000000000
0.5855849249
Long
DBT
CORP
IT
Y
2
2024-06-26
Fixed
5.017000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-2
N/A
HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26
42806MAE9
17770000.000000000000
PA
USD
16242259.790000000000
0.1383817772
Long
ABS-O
CORP
US
Y
2
2027-12-27
Fixed
1.680000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-1
N/A
HERTZ 21-1A C 144A 2.05% 12-26-25/24
42806MAC3
810000.000000000000
PA
USD
763786.260000000000
0.0065073519
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
2.050000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST GSMS_17-GS7
N/A
GSMS 17-GS7 A4 3.43% 08-10-50/07-12-27
36254CAV2
400000.000000000000
PA
USD
402525.200000000000
0.0034294583
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
3.430000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
N/A
G2SF 4.5 MA5764 02-20-49
36179UMM1
727332.770000000000
PA
USD
756305.340000000000
0.0064436155
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
4.500000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30
46284VAJ0
675000.000000000000
PA
USD
662418.000000000000
0.0056437085
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
5.250000000000
N
N
N
N
N
N
INDOFOOD CBP SUKSES MAKMUR TBK PT
254900YKZW9GRKZZN285
INDOFOOD CBP SUKSES MAKMUR REG S SR UNSEC 3.398% 06-09-31
N/A
3110000.000000000000
PA
USD
2791396.050000000000
0.0237823032
Long
DBT
CORP
ID
Y
2
2031-06-09
Fixed
3.398000000000
N
N
N
N
N
N
CALIFORNIA (STATE OF)
N/A
CA ST GO TAXABLE BAB 7.5% 04-01-34
13063A5E0
2100000.000000000000
PA
USD
2896704.300000000000
0.0246795147
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.500000000000
N
N
N
N
N
N
N/A
N/A
COP FWD SALE TO USD NDF 7/6/2022
N/A
1.000000000000
NC
N/A
-424377.320000000000
-0.0036156353
N/A
DFE
NUSS
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
22893650000.000000000000
COP
5555227.970000000000
USD
2022-07-06
-424377.320000000000
N
N
N
INDOFOOD CBP SUKSES MAKMUR TBK PT
254900YKZW9GRKZZN285
INDOFOOD CBP SUKSES MAKMUR REG S SR UNSEC 4.745% 06-09-51
N/A
685000.000000000000
PA
USD
594357.380000000000
0.0050638416
Long
DBT
CORP
ID
Y
2
2051-06-09
Fixed
4.745000000000
N
N
N
N
N
N
INTERCHILE SA
549300Y105FQQX6RCE16
INTERCHILE SA 144A LIFE SEC SF 4.5% 06-30-56
45846AAA8
465000.000000000000
PA
USD
445521.150000000000
0.0037957778
Long
DBT
CORP
CL
Y
2
2056-06-30
Fixed
4.500000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-1
N/A
HERTZ 21-1A B 144A 1.56% 12-26-25/24
42806MAB5
1171000.000000000000
PA
USD
1110822.310000000000
0.0094640504
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
1.560000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-2
N/A
HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26
42806MAF6
1264000.000000000000
PA
USD
1153321.630000000000
0.0098261387
Long
ABS-O
CORP
US
Y
2
2027-12-27
Fixed
2.120000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST GSMS_19-GC38
N/A
GSMS 19-GC38 A4 3.968% 02-10-52/01-12-29
36252SAV9
100000.000000000000
PA
USD
103030.800000000000
0.0008778080
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
3.968000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
N/A
G2SF 4.0 MA5876 04-20-49
36179UQ54
2075114.750000000000
PA
USD
2122122.320000000000
0.0180801848
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
4.000000000000
N
N
N
N
N
N
N/A
N/A
COP FWD PUR FROM USD NDF 4/21/2022
N/A
1.000000000000
NC
N/A
-1325.820000000000
-0.0000112958
N/A
DFE
NUSS
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
285168.610000000000
USD
1073945000.000000000000
COP
2022-04-21
-1325.820000000000
N
N
N
N/A
N/A
DKK FWD SALE TO USD 4/21/2022
N/A
1.000000000000
NC
N/A
-130342.960000000000
-0.0011105038
N/A
DFE
NUSS
N/A
N
2
JPMORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
203975000.000000000000
DKK
30222906.440000000000
USD
2022-04-21
-130342.960000000000
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP SR UNSEC 2.0% 08-15-31
46188BAA0
2048000.000000000000
PA
USD
1752221.700000000000
0.0149286833
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.000000000000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP SR UNSEC 2.3% 11-15-28
46188BAB8
767000.000000000000
PA
USD
695504.100000000000
0.0059255975
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
2.300000000000
N
N
N
N
N
N
N/A
N/A
DKK FWD PUR FROM USD 4/21/2022
N/A
1.000000000000
NC
N/A
17015.550000000000
0.0001449701
N/A
DFE
NUSS
N/A
N
2
UBS
BFM8T61CT2L1QCEMIK50
2356482.810000000000
USD
15950000.000000000000
DKK
2022-04-21
17015.550000000000
N
N
N
N/A
N/A
EUR FWD SALE TO USD 4/11/2022
N/A
1.000000000000
NC
N/A
-93330.810000000000
-0.0007951654
N/A
DFE
NUSS
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES
I7331LVCZKQKX5T7XV54
6167000.000000000000
EUR
6731033.820000000000
USD
2022-04-11
-93330.810000000000
N
N
N
N/A
N/A
KRW FWD SALE TO USD NDF 4/4/2022
N/A
1.000000000000
NC
N/A
44060.660000000000
0.0003753906
N/A
DFE
NUSS
N/A
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank
E57ODZWZ7FF32TWEFA76
16629740000.000000000000
KRW
13744722.700000000000
USD
2022-04-04
44060.660000000000
N
N
N
N/A
N/A
KRW FWD PUR FROM USD NDF 5/6/2022
N/A
1.000000000000
NC
N/A
-56788.970000000000
-0.0004838341
N/A
DFE
NUSS
N/A
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank
E57ODZWZ7FF32TWEFA76
13736094.360000000000
USD
16629740000.000000000000
KRW
2022-05-06
-56788.970000000000
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP SR UNSEC 2.7% 01-15-34
46188BAC6
660000.000000000000
PA
USD
578576.460000000000
0.0049293904
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
2.700000000000
N
N
N
N
N
N
IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC
N/A
IRON MOUNTAIN INFORMATION MGMT 144A LIFE SR UNSEC 5.0% 07-15-32
46285MAA8
2060000.000000000000
PA
USD
1934329.700000000000
0.0164802180
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
5.000000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-2
N/A
HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26
42806MAG4
859000.000000000000
PA
USD
781507.890000000000
0.0066583377
Long
ABS-O
CORP
US
Y
2
2027-12-27
Fixed
2.520000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC HERTZ_21-A
N/A
HERTZ 21-A B 144A 3.65% 06-30-23
N/A
8590000.000000000000
PA
USD
8369237.000000000000
0.0713047264
Long
ABS-O
CORP
US
Y
3
2023-06-30
Fixed
3.650000000000
N
N
N
N
N
N
N/A
N/A
PEN FWD SALE TO USD NDF 8/26/2022
N/A
1.000000000000
NC
N/A
-67325.960000000000
-0.0005736077
N/A
DFE
NUSS
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES
I7331LVCZKQKX5T7XV54
2650000.000000000000
PEN
642891.800000000000
USD
2022-08-26
-67325.960000000000
N
N
N
N/A
N/A
PEN FWD SALE TO USD NDF 8/26/2022
N/A
1.000000000000
NC
N/A
-92027.490000000000
-0.0007840613
N/A
DFE
NUSS
N/A
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank
E57ODZWZ7FF32TWEFA76
3440000.000000000000
PEN
829915.560000000000
USD
2022-08-26
-92027.490000000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 3.509% 01-23-29
46647PAM8
9600000.000000000000
PA
USD
9565795.200000000000
0.0814992345
Long
DBT
CORP
US
N
2
2029-01-23
Variable
3.5090000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 4.203% 07-23-29
46647PAV8
11980000.000000000000
PA
USD
12403624.780000000000
0.1056771449
Long
DBT
CORP
US
N
2
2029-07-23
Variable
4.2030000000000000
N
N
N
N
N
N
N/A
N/A
EUR FWD SALE TO USD 4/14/2022
N/A
1.000000000000
NC
N/A
-46049.110000000000
-0.0003923320
N/A
DFE
NUSS
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES
I7331LVCZKQKX5T7XV54
8465000.000000000000
EUR
9322118.500000000000
USD
2022-04-14
-46049.110000000000
N
N
N
N/A
N/A
EUR FWD SALE TO USD 4/25/2022
N/A
1.000000000000
NC
N/A
-25936.090000000000
-0.0002209719
N/A
DFE
NUSS
N/A
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
6078000.000000000000
EUR
6702790.440000000000
USD
2022-04-25
-25936.090000000000
N
N
N
JBS USA LUX SA
P77IMDGVZE8EFBTF2M92
JBS SA 144A LIFE SR UNSEC 5.5% 01-15-30
46590XAB2
435000.000000000000
PA
USD
445622.700000000000
0.0037966430
Long
DBT
CORP
LU
Y
2
2030-01-15
Fixed
5.500000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 2.522% 04-22-31
46647PBL9
1766000.000000000000
PA
USD
1639183.540000000000
0.0139656140
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.5220000000000000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
EMERA INC SUB (H) 6.75% 06-15-76
290876AD3
1425000.000000000000
PA
USD
1505156.250000000000
0.0128237203
Long
DBT
CORP
CA
N
2
2076-06-15
Variable
6.7500000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 1.578% 04-22-27/26
46647PCB0
1832000.000000000000
PA
USD
1708120.160000000000
0.0145529444
Long
DBT
CORP
US
N
2
2027-04-22
Variable
1.5780000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 2.58% 04-22-32/31
46647PCC8
4802000.000000000000
PA
USD
4406022.280000000000
0.0375386924
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.5800000000000000
N
N
N
N
N
N
N/A
N/A
PEN FWD SALE TO USD NDF 4/11/2022
N/A
1.000000000000
NC
N/A
-74300.780000000000
-0.0006330322
N/A
DFE
NUSS
N/A
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
13100000.000000000000
PEN
3483810.920000000000
USD
2022-04-11
-74300.780000000000
N
N
N
N/A
N/A
PEN FWD SALE TO USD NDF 8/26/2022
N/A
1.000000000000
NC
N/A
-28689.810000000000
-0.0002444332
N/A
DFE
NUSS
N/A
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank
E57ODZWZ7FF32TWEFA76
5380000.000000000000
PEN
1413186.240000000000
USD
2022-08-26
-28689.810000000000
N
N
N
N/A
N/A
PEN FWD PUR FROM USD NDF 4/11/2022
N/A
1.000000000000
NC
N/A
5122.140000000000
0.0000436399
N/A
DFE
NUSS
N/A
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank
E57ODZWZ7FF32TWEFA76
452543.370000000000
USD
1685000.000000000000
PEN
2022-04-11
5122.140000000000
N
N
N
CAPITAL GROUP CENTRAL CASH FUND
549300YD0SRETB6WWP29
CAPITAL GROUP CENTRAL CASH FUND
14020B102
17106413.210000000000
NS
USD
1710641321.000000000000
14.5744243235
Long
STIV
RF
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 2.069% 06-01-29
46647PCJ3
2453000.000000000000
PA
USD
2262863.060000000000
0.0192792762
Long
DBT
CORP
US
N
2
2029-06-01
Variable
2.0690000000000000
N
N
N
N
N
N
JERSEY CENTRAL POWER & LIGHT COMPANY
549300W9UGH9ZPLNPF79
JERSEY CENTRAL P&L 144A LIFE SR UNSEC 2.75% 03-01-32
476556DD4
525000.000000000000
PA
USD
489649.130000000000
0.0041717420
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.750000000000
N
N
N
N
N
N
CDX HIGH GRADE ISSUER
N/A
CDX NA IG S38 5Y 1.0% 06-20-27 0.40 REC ICE
N/A
1.000000000000
NC
USD
17516.880000000000
0.0001492414
N/A
DCR
CORP
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
Y
CDX
2027-06-20
182655.020000000000
USD
0.000000000000
USD
12555000.000000000000
USD
17516.880000000000
N
N
N
CDX HIGH YIELD ISSUER
N/A
ICE: (CDX.NA.HY.38.V1)
N/A
1.000000000000
NC
USD
-824467.880000000000
-0.0070243508
N/A
DCR
CORP
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
Y
CDX
2027-06-20
0.000000000000
USD
5243096.120000000000
USD
112780000.000000000000
USD
-824467.880000000000
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 5.3% 04-15-47
29273RBL2
8984000.000000000000
PA
USD
9267220.600000000000
0.0789554208
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.300000000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28
281020AM9
3644000.000000000000
PA
USD
3620518.060000000000
0.0308463065
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.125000000000
N
N
N
N
N
N
JBS FINANCE LUXEMBOURG SARL
N/A
JBS FINANCE LUX 144A LIFE SR UNSEC 3.625% 01-15-32
46592QAA7
1430000.000000000000
PA
USD
1311653.200000000000
0.0111751014
Long
DBT
CORP
LU
Y
2
2032-01-15
Fixed
3.625000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 0.969% 06-23-25/24
46647PCK0
5870000.000000000000
PA
USD
5609154.810000000000
0.0477892129
Long
DBT
CORP
US
N
2
2025-06-23
Variable
0.9690000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
N/A
G2SF 5.0 MA6042 07-20-49
36179UWB4
46303.390000000000
PA
USD
48573.230000000000
0.0004138371
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
5.000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
N/A
G2SF 4.5 MA6221 10-20-49
36179U4E9
6516170.230000000000
PA
USD
6759523.120000000000
0.0575901897
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
4.500000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
FSWP: OIS RECFIX USD 0.745% 05-04-22/06-15-22 LCH
N/A
1.000000000000
NC
USD
-12059.600000000000
-0.0001027461
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2022-06-15
0.000000000000
USD
0.000000000000
USD
413000000.000000000000
USD
-12059.600000000000
N
N
N
RISKLESS ISSUER
N/A
IRS PAYFIX USD 1.9855% 04-26-21/04-26-51 LCH
N/A
1.000000000000
NC
USD
2097386.100000000000
0.0178694356
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2051-04-26
516437.260000000000
USD
0.000000000000
USD
34500000.000000000000
USD
1580948.840000000000
N
N
N
LAD AUTO RECEIVABLES TRUST LADAR_21-1
N/A
LADAR 21-1A A 144A 1.3% 08-17-26/09-16-24
501683AA4
1631946.250000000000
PA
USD
1599772.430000000000
0.0136298369
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
1.300000000000
N
N
N
N
N
N
LAD AUTO RECEIVABLES TRUST LADAR_21-1
N/A
LADAR 21-1A B 144A 1.94% 11-16-26/12-16-24
501683AB2
304000.000000000000
PA
USD
291289.150000000000
0.0024817427
Long
ABS-O
CORP
US
Y
2
2026-11-16
Fixed
1.940000000000
N
N
N
N
N
N
MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC
N/A
MHC 21-MHC A 144A FRN (L+80.1) 04-15-26
55316VAA2
154000.000000000000
PA
USD
151696.780000000000
0.0012924353
Long
ABS-CBDO
CORP
US
Y
2
2026-04-15
Variable
1.1975300000000000
N
N
N
N
N
N
MISSION LANE CREDIT MASTER TRUST MLANE_21-A
N/A
MLANE 21-A B 144A 2.24% 09-15-26/07-17-23
60510MAB4
230000.000000000000
PA
USD
224906.650000000000
0.0019161731
Long
ABS-O
CORP
US
Y
2
2026-09-15
Fixed
2.240000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
N/A
G2SF 4.0 MA5817 03-20-49
36179UPA4
15098183.100000000000
PA
USD
15527983.080000000000
0.1322962397
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
4.000000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST GSMS_20-GC47
N/A
GSMS 20-GC47 A5 2.3772% 05-12-53/02-12-30
36258RBA0
1536000.000000000000
PA
USD
1427423.230000000000
0.0121614459
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Fixed
2.377200000000
N
N
N
N
N
N
GRACE MORTGAGE TRUST GRCE_20-GRCE
N/A
GRCE 20-GRCE A 144A 2.347% 12-10-40/12-12-30
38406JAA6
1896534.000000000000
PA
USD
1713808.640000000000
0.0146014094
Long
ABS-CBDO
CORP
US
Y
2
2040-12-10
Fixed
2.347000000000
N
N
N
N
N
N
GCAT TRUST GCAT_21-NQM6
N/A
GCAT 21-NQM6 A1 144A FRN 08-25-66
36167KAA6
4291296.690000000000
PA
USD
4150765.310000000000
0.0353639387
Long
ABS-CBDO
CORP
US
Y
2
2066-08-25
Variable
1.8550000000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
IRS PAYFIX USD 1.972% 04-26-21/04-26-51 LCH
N/A
1.000000000000
NC
USD
1478341.120000000000
0.0125952592
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2051-04-26
421090.920000000000
USD
0.000000000000
USD
23200000.000000000000
USD
1057250.200000000000
N
N
N
RISKLESS ISSUER
N/A
IRS PAYFIX USD 1.953% 04-27-21/04-27-51 LCH
N/A
1.000000000000
NC
USD
1566817.560000000000
0.0133490660
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2051-04-27
522983.310000000000
USD
0.000000000000
USD
23100000.000000000000
USD
1043834.250000000000
N
N
N
MISSION LANE CREDIT MASTER TRUST MLANE_21-A
N/A
MLANE 21-A A 144A 1.59% 09-15-26/07-17-23
60510MAA6
1242000.000000000000
PA
USD
1211498.960000000000
0.0103218014
Long
ABS-O
CORP
US
Y
2
2026-09-15
Fixed
1.590000000000
N
N
N
N
N
N
MARATHON CLO LTD MCLO_17-9A
5493008SBRQGMZFP2M89
MCLO 17-9A A1AR 144A FRN (L+115) 04-15-29
56577PAL3
728766.960000000000
PA
USD
727073.310000000000
0.0061945627
Long
ABS-O
CORP
KY
Y
2
2029-04-15
Variable
1.3912900000000000
N
N
N
N
N
N
N/A
N/A
EUR FWD SALE TO USD 4/25/2022
N/A
1.000000000000
NC
N/A
-19056.860000000000
-0.0001623618
N/A
DFE
NUSS
N/A
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
3495000.000000000000
EUR
3850126.950000000000
USD
2022-04-25
-19056.860000000000
N
N
N
N/A
N/A
EUR FWD PUR FROM USD 4/25/2022
N/A
1.000000000000
NC
N/A
-9779.860000000000
-0.0000833230
N/A
DFE
NUSS
N/A
N
2
BANK OF NEW YORK MELLON/THE
HPFHU0OQ28E4N0NFVK49
2854930.760000000000
USD
2570000.000000000000
EUR
2022-04-25
-9779.860000000000
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
N/A
G2SF 3.5 TBA 04-01-52
21H032647
80897000.000000000000
PA
USD
81364665.560000000000
0.6932155480
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
3.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
N/A
G2SF 3.0 TBA 04-01-52
21H030641
5479000.000000000000
PA
USD
5415432.640000000000
0.0461387272
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
3.000000000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP SR UNSEC 3.25% 05-01-23
29717PAE7
335000.000000000000
PA
USD
336558.420000000000
0.0028674306
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.250000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 4.2% 09-15-23
29278NAC7
2860000.000000000000
PA
USD
2899182.000000000000
0.0247006243
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.200000000000
N
N
N
N
N
N
N/A
N/A
JPY FWD SALE TO USD 4/21/2022
N/A
1.000000000000
NC
N/A
241312.430000000000
0.0020559481
N/A
DFE
NUSS
N/A
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
700950000.000000000000
JPY
6001389.070000000000
USD
2022-04-21
241312.430000000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 1.47% 09-22-27/26
46647PCP9
5965000.000000000000
PA
USD
5503875.680000000000
0.0468922495
Long
DBT
CORP
US
N
2
2027-09-22
Variable
1.4700000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 2.545% 11-08-32/31
46647PCR5
8888000.000000000000
PA
USD
8133577.670000000000
0.0692969419
Long
DBT
CORP
US
N
2
2032-11-08
Variable
2.5450000000000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_15-17A
N/A
MDPK 15-17A AR2 CLO 144A FRN (L+100) 07-21-30
55818YBN0
900000.000000000000
PA
USD
896230.800000000000
0.0076357608
Long
ABS-O
CORP
KY
Y
2
2030-07-21
Variable
1.2551400000000000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST NSLT_21-A
N/A
NSLT 21-A APT1 144A 1.36% 04-20-62
64035DAB2
6475219.260000000000
PA
USD
6073341.250000000000
0.0517440163
Long
ABS-O
CORP
US
Y
2
2062-04-20
Fixed
1.360000000000
N
N
N
N
N
N
JBS FINANCE LUXEMBOURG SARL
N/A
JBS FINANCE LUX 144A LIFE SR UNSEC 2.5% 01-15-27
46592QAB5
3880000.000000000000
PA
USD
3611407.000000000000
0.0307686815
Long
DBT
CORP
LU
Y
2
2027-01-15
Fixed
2.500000000000
N
N
N
N
N
N
JBS USA LUX SA
P77IMDGVZE8EFBTF2M92
JBS USA LUX SA 144A LIFE SR UNSEC 3.0% 05-15-32
46590XAD8
3430000.000000000000
PA
USD
3094323.050000000000
0.0263631987
Long
DBT
CORP
LU
Y
2
2032-05-15
Fixed
3.000000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
IRS PAYFIX USD 1.9895% 04-27-21/04-27-51 LCH
N/A
1.000000000000
NC
USD
2138819.130000000000
0.0182224393
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2051-04-27
501162.070000000000
USD
0.000000000000
USD
35700000.000000000000
USD
1637657.060000000000
N
N
N
RISKLESS ISSUER
N/A
IRS PAYFIX USD 1.9778% 04-28-21/04-28-51 LCH
N/A
1.000000000000
NC
USD
842945.400000000000
0.0071817767
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2051-04-28
226804.580000000000
USD
0.000000000000
USD
13500000.000000000000
USD
616140.820000000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 1.561% 12-10-25/24
46647PCT1
11105000.000000000000
PA
USD
10635236.290000000000
0.0906107228
Long
DBT
CORP
US
N
2
2025-12-10
Variable
1.5610000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 2.963% 01-25-33/32
46647PCU8
553000.000000000000
PA
USD
521915.870000000000
0.0044466501
Long
DBT
CORP
US
N
2
2033-01-25
Variable
2.9630000000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 4.95% 06-15-28
29278NAF0
4559000.000000000000
PA
USD
4794668.390000000000
0.0408499028
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.950000000000
N
N
N
N
N
N
ENEL SPA
WOCMU6HCI0OJWNPRZS33
ENEL SPA 144A LIFE (H) 8.75% 09-24-73/23
29265WAA6
1000000.000000000000
PA
USD
1076185.000000000000
0.0091689454
Long
DBT
CORP
IT
Y
2
2073-09-24
Variable
8.7500000000000000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C
N/A
NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28
63942JAA5
4717427.570000000000
PA
USD
4488467.220000000000
0.0382411117
Long
ABS-O
CORP
US
Y
2
2069-10-15
Fixed
1.060000000000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST NSLT_21-B
N/A
NSLT 21-B AFX 144A 1.42% 04-20-62
64034QAB4
14885326.100000000000
PA
USD
13937026.630000000000
0.1187415137
Long
ABS-O
CORP
US
Y
2
2062-04-20
Fixed
1.420000000000
N
N
N
N
N
N
JBS USA LUX SA
P77IMDGVZE8EFBTF2M92
JBS USA LUX SA 144A SR UNSEC 3.0% 02-02-29
46590XAF3
2709000.000000000000
PA
USD
2511310.730000000000
0.0213960155
Long
DBT
CORP
LU
Y
2
2029-02-02
Fixed
3.000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 2.947% 02-24-28/27
46647PCW4
4350000.000000000000
PA
USD
4249989.150000000000
0.0362093120
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.9470000000000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SR UNSEC 4.0% 10-01-23
29250NAF2
1500000.000000000000
PA
USD
1523992.500000000000
0.0129842025
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
4.000000000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC SEC 4.2% 09-01-48
29364WBB3
6325000.000000000000
PA
USD
6652217.550000000000
0.0566759613
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.200000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
IRS PAYFIX USD 2.0295% 05-05-21/05-05-51 LCH
N/A
1.000000000000
NC
USD
1576340.920000000000
0.0134302037
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2051-05-05
0.000000000000
USD
0.000000000000
USD
30800000.000000000000
USD
1576340.920000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 0.45801% 10-26-21/10-26-23 LCH
N/A
1.000000000000
NC
USD
-2176592.090000000000
-0.0185442596
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2023-10-26
0.000000000000
USD
0.000000000000
USD
85775000.000000000000
USD
-2176592.090000000000
N
N
N
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL_21-E
N/A
NAVSL 21-EA A 144A 0.97% 12-16-69/12-15-28
63942EAA6
2866017.180000000000
PA
USD
2700286.870000000000
0.0230060657
Long
ABS-O
CORP
US
Y
2
2069-12-16
Fixed
0.970000000000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST NSLT_21-C
N/A
NSLT 21-CA AFX 144A 1.32% 04-20-62
64035GAB5
386677.900000000000
PA
USD
363611.400000000000
0.0030979182
Long
ABS-O
CORP
US
Y
2
2062-04-20
Fixed
1.320000000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY SR UNSEC 3.8% 12-01-23
30040WAG3
5000000.000000000000
PA
USD
5075795.000000000000
0.0432450621
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.800000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 5.25% 04-15-29
29278NAG8
1275000.000000000000
PA
USD
1362735.300000000000
0.0116103138
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.250000000000
N
N
N
N
N
N
KSA SUKUK LTD
635400XBJFPNCGN9CK71
KINGDOM OF SAUDI ARABIA SUKUK 144A 3.628% 04-20-27
48266XAB1
5000000.000000000000
PA
USD
5183435.000000000000
0.0441621398
Long
DBT
NUSS
KY
Y
2
2027-04-20
Fixed
3.628000000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER SR UNSEC 4.597% 05-25-28
49271VAF7
10752000.000000000000
PA
USD
11359703.040000000000
0.0967830779
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.597000000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER SR UNSEC 4.057% 05-25-23
49271VAG5
3112000.000000000000
PA
USD
3167847.950000000000
0.0269896206
Long
DBT
CORP
US
N
2
2023-05-25
Fixed
4.057000000000
N
N
N
N
N
N
HJ HEINZ CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO SR UNSEC 5.5% 06-01-50
50077LBJ4
2725000.000000000000
PA
USD
3107944.250000000000
0.0264792495
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.500000000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN SR UNSEC 3.6% 02-15-51
49456BAT8
2929000.000000000000
PA
USD
2609867.880000000000
0.0222357086
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.600000000000
N
N
N
N
N
N
KIA CORP
988400V8MJK9N7OI5X76
KIA CORP 144A LIFE SR UNSEC 2.375% 02-14-25
49374JAC7
1580000.000000000000
PA
USD
1537270.480000000000
0.0130973291
Long
DBT
CORP
KR
Y
2
2025-02-14
Fixed
2.375000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 4.5% 04-15-24
29278NAH6
4915000.000000000000
PA
USD
5032208.010000000000
0.0428737070
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.500000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING SR UNSEC 5.875% 01-15-24
29278NAM5
294000.000000000000
PA
USD
306404.150000000000
0.0026105204
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.875000000000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST NSLT_21-C
N/A
NSLT 21-CA AFL 144A FRN (L+74) 04-20-62
64035GAA7
4964500.320000000000
PA
USD
4906842.610000000000
0.0418056114
Long
ABS-O
CORP
US
Y
2
2062-04-20
Variable
1.1885700000000000
N
N
N
N
N
N
NAVTR_21-1
N/A
NAVTR 21-1 A 144A 2.771% 11-15-46/28
63943BAA1
4650062.660000000000
PA
USD
4292928.550000000000
0.0365751496
Long
ABS-O
CORP
US
Y
2
2046-11-15
Fixed
2.771000000000
N
N
N
N
N
N
KEB HANA BANK
6RPK2YDJN6L35AS0M510
HANA BANK 144A LIFE SR UNSEC 3.25% 03-30-27
48723RAC9
1315000.000000000000
PA
USD
1311504.070000000000
0.0111738309
Long
DBT
CORP
KR
Y
2
2027-03-30
Fixed
3.250000000000
N
N
N
N
N
N
LABORATORY CORP OF AMERICA HOLDINGS
OZ7UA8IXAIFILY2VZH07
LABORATORY CORP SR UNSEC 4.70% 02-01-45
50540RAS1
4160000.000000000000
PA
USD
4441977.280000000000
0.0378450239
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.700000000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 5.75% 06-15-27
281020AN7
3181000.000000000000
PA
USD
3412481.370000000000
0.0290738630
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.750000000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSEC 2.9% 11-18-26
29444UBD7
3287000.000000000000
PA
USD
3187929.820000000000
0.0271607153
Long
DBT
CORP
US
N
2
2026-11-18
Fixed
2.900000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 0.471% 10-26-21/10-26-23 LCH
N/A
1.000000000000
NC
USD
2209621.520000000000
0.0188256657
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
Y
2023-10-26
0.000000000000
USD
0.000000000000
USD
87775000.000000000000
USD
2209621.520000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EURO$ 90DAY FUT EDU2 09-19-22
N/A
2771.000000000000
NC
USD
-10908071.290000000000
-0.0929352387
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
EURO$ 90DAY FUT EDU2 09-19-22
2022-09-19
677648050.000000000000
USD
-10908071.290000000000
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP SR UNSEC 3.60% 03-01-35
539830BC2
528000.000000000000
PA
USD
534461.140000000000
0.0045535340
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
3.600000000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP SR UNSEC 4.5% 05-15-36
539830BK4
424000.000000000000
PA
USD
468948.660000000000
0.0039953769
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.500000000000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G
N/A
NAVSL 21-G A 144A 1.58% 04-15-70
63942KAA2
999087.480000000000
PA
USD
948707.490000000000
0.0080828549
Long
ABS-O
CORP
US
Y
2
2070-04-15
Fixed
1.580000000000
N
N
N
N
N
N
NEWARK BSL CLO NBCLO_17-1A
N/A
NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30
65023PAN0
275000.000000000000
PA
USD
273124.500000000000
0.0023269825
Long
ABS-O
CORP
US
Y
2
2030-07-25
Variable
1.2277100000000000
N
N
N
N
N
N
EUREX CLEARING AG
N/A
EURO-BUND 10YR FUT RXM2 06-08-22
N/A
54.000000000000
NC
473075.600000000000
0.0040305378
N/A
DIR
CORP
DE
N
1
Eurex Clearing
N/A
Short
EUREX CLEARING AG
EURO-BUND 10YR FUT RXM2 06-08-22
2022-06-08
-9477951.770000000000
EUR
473075.600000000000
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
N/A
G2SF 4.0 TBA 04-01-52
21H040640
53962795.000000000000
PA
USD
55042050.900000000000
0.4689505600
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
4.000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
N/A
G2SF 3.0 TBA 05-01-52
21H030658
13800000.000000000000
PA
USD
13606482.600000000000
0.1159253249
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.000000000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSEC 3.2% 11-18-29
29444UBE5
3846000.000000000000
PA
USD
3685375.660000000000
0.0313988842
Long
DBT
CORP
US
N
2
2029-11-18
Fixed
3.200000000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 3.55% 11-15-24
281020AQ0
6850000.000000000000
PA
USD
6877379.450000000000
0.0585943091
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.550000000000
N
N
N
N
N
N
OPORTUN FUNDING LLC OPTN_21-A
N/A
OPTN 21-A A 144A 1.21% 03-08-28/23
68377BAA5
240000.000000000000
PA
USD
233106.720000000000
0.0019860366
Long
ABS-O
CORP
US
Y
2
2028-03-08
Fixed
1.210000000000
N
N
N
N
N
N
PFS FINANCING CORP PFSFC_21-B
N/A
PFSFC 21-B A 144A 0.775% 08-17-26/08-15-24
69335PED3
7884000.000000000000
PA
USD
7422730.810000000000
0.0632406263
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
0.775000000000
N
N
N
N
N
N
PRODIGY FINANCE PRDGY_21-1
635400HTAZNW3LYYMQ40
PRDGY 21-1A A 144A FRN (L+125) 07-25-51
742855AA7
890411.240000000000
PA
USD
889164.660000000000
0.0075755583
Long
ABS-O
CORP
US
Y
2
2051-07-25
Variable
1.7065700000000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD PSTAT_19-1A
N/A
PSTAT 19-1A-A1 CLO 144A FRN (L+105) 04-20-27
69700VAA7
922741.990000000000
PA
USD
923203.360000000000
0.0078655632
Long
ABS-O
CORP
US
Y
2
2027-04-20
Variable
1.3040000000000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 3.125% 11-15-22
281020AP2
2900000.000000000000
PA
USD
2915764.400000000000
0.0248419041
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.125000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING SR UNSEC 2.9% 05-15-25
29278NAP8
4402000.000000000000
PA
USD
4310416.390000000000
0.0367241436
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.900000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING SR UNSEC 3.75% 05-15-30
29278NAQ6
5567000.000000000000
PA
USD
5484536.030000000000
0.0467274784
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.750000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING SR UNSEC 5.0% 05-15-50
29278NAR4
14895000.000000000000
PA
USD
15131398.550000000000
0.1289173951
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
N/A
G2SF 4.0 MA7139 01-20-51
36179V4Y3
5633839.300000000000
PA
USD
5762313.370000000000
0.0490941024
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
4.000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
N/A
G2SF 3.5 TBA 05-01-52
21H032654
12933000.000000000000
PA
USD
12969380.530000000000
0.1104973046
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.500000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT SR UNSEC 7.50% 02-01-30
26884LAG4
7500000.000000000000
PA
USD
8703825.000000000000
0.0741553692
Long
DBT
CORP
US
N
2
2030-02-01
Variable
7.5000000000000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 4.95% 04-15-25
281020AR8
175000.000000000000
PA
USD
179166.930000000000
0.0015264771
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.950000000000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP SR UNSEC 2.61% 10-15-30
30231GBN1
1040000.000000000000
PA
USD
1003735.200000000000
0.0085516832
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.610000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS SR UNSEC 3.2% 02-15-52
29379VCA9
2394000.000000000000
PA
USD
2027126.680000000000
0.0172708352
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.200000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS JR SUB PFD PRP (H) 6.625% 12-31-49/02-15-28
29273VAJ9
500000.000000000000
PA
USD
449375.000000000000
0.0038286120
Long
DBT
CORP
US
N
2
2049-12-31
Variable
6.6250000000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS JR SUB PFD PRP (H) 6.25% 12-31-49/02-15-23
29273VAH3
7850000.000000000000
PA
USD
6741187.500000000000
0.0574339728
Long
DBT
CORP
US
N
2
2049-12-31
Variable
6.2500000000000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
LIMITED BRANDS INC SR UNSEC 6.875% 11-01-35
501797AL8
740000.000000000000
PA
USD
763609.700000000000
0.0065058476
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.875000000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP SR UNSEC 4.07% 12-15-42
539830BB4
165000.000000000000
PA
USD
176880.830000000000
0.0015069999
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.070000000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD PSTAT_19-2
N/A
PSTAT 19-2 A1 CLO 144A FRN (L+97) 04-20-27
69689PAA5
515171.900000000000
PA
USD
515197.660000000000
0.0043894119
Long
ABS-O
CORP
US
Y
2
2027-04-20
Variable
1.2240000000000000
N
N
N
N
N
N
PRESTIGE AUTO RECEIVABLES TRUST PART_19-1
N/A
PART 19-1A D 144A 3.01% 08-15-25/05-15-23
74113NAF5
1355000.000000000000
PA
USD
1349581.360000000000
0.0114982441
Long
ABS-O
CORP
US
Y
2
2025-08-15
Fixed
3.010000000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSEC 2.5% 05-15-31
29444UBS4
7760000.000000000000
PA
USD
6972352.240000000000
0.0594034640
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.500000000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSEC 3.4% 02-15-52
29444UBT2
1201000.000000000000
PA
USD
1044219.060000000000
0.0088966001
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.400000000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING PLC SR UNSEC 4.375% 03-22-28
539439AR0
8825000.000000000000
PA
USD
9031337.330000000000
0.0769457284
Long
DBT
CORP
GB
N
2
2028-03-22
Fixed
4.375000000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING PLC SR UNSEC 2.438% 02-05-26
539439AV1
2675000.000000000000
PA
USD
2582008.980000000000
0.0219983547
Long
DBT
CORP
GB
N
2
2026-02-05
Variable
2.4380000000000000
N
N
N
N
N
N
PRESTIGE AUTO RECEIVABLES TRUST PART_19-1
N/A
PART 19-1A C 144A 2.7% 10-15-24/01-17-23
74113NAE8
2190000.000000000000
PA
USD
2192575.440000000000
0.0186804355
Long
ABS-O
CORP
US
Y
2
2024-10-15
Fixed
2.700000000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD PSTAT_20-4
N/A
PSTAT 20-4 A1 CLO 144A FRN (L+100) 11-25-28
69701PAA9
1457876.560000000000
PA
USD
1458022.350000000000
0.0124221461
Long
ABS-O
CORP
US
Y
2
2028-11-25
Variable
1.4975700000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 4.207% 06-12-24
225401AG3
500000.000000000000
PA
USD
504603.500000000000
0.0042991511
Long
DBT
CORP
CH
Y
2
2024-06-12
Variable
4.2070000000000000
N
N
N
N
N
N
ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD
3003009YZ3S5V395NR77
ENN CLEAN ENERGY INTERNATIONAL 144A LIFE SR UNSEC 3.375% 05-12-26
268733AA0
1310000.000000000000
PA
USD
1226397.110000000000
0.0104487315
Long
DBT
CORP
CN
Y
2
2026-05-12
Fixed
3.375000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT 144A LIFE SR UNSEC 3.625% 05-15-31
26884LAN9
425000.000000000000
PA
USD
406514.630000000000
0.0034634477
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
3.625000000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1
N/A
PSTAT 21-1 A1 CLO 144A FRN (L+90) 04-20-29
69701YAA0
312229.940000000000
PA
USD
310734.980000000000
0.0026474185
Long
ABS-O
CORP
US
Y
2
2029-04-20
Variable
1.1540000000000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA TOWER TRUST 144A LIFE 1.631% 11-15-26
78403DAT7
6741000.000000000000
PA
USD
6339040.910000000000
0.0540077402
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
1.631000000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP SR UNSEC 1.85% 06-15-30
539830BP3
1138000.000000000000
PA
USD
1033578.260000000000
0.0088059419
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.850000000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III SR UNSEC 3.625% 04-01-51
50249AAJ2
2617000.000000000000
PA
USD
2376874.550000000000
0.0202506381
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.625000000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC SR UNSEC 5.4% 11-01-48
205887CE0
57000.000000000000
PA
USD
65691.650000000000
0.0005596837
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.400000000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC SR UNSEC 5.3% 11-01-38
205887CD2
436000.000000000000
PA
USD
480626.340000000000
0.0040948691
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.300000000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III SR UNSEC 2.25% 10-01-30
50249AAG8
3802000.000000000000
PA
USD
3431704.210000000000
0.0292376389
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.250000000000
N
N
N
N
N
N
LABORATORY CORP OF AMERICA HOLDINGS
OZ7UA8IXAIFILY2VZH07
LABORATORY CORP SR UNSEC 1.55% 06-01-26
50540RAX0
1058000.000000000000
PA
USD
986635.780000000000
0.0084059986
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.550000000000
N
N
N
N
N
N
GLOBAL SC FINANCE SRL SEACO_21-2
549300JZYOMTAKV6RT73
SEACO 21-2A A 144A 1.95% 08-17-41
37959PAG2
2999198.210000000000
PA
USD
2804406.280000000000
0.0238931485
Long
ABS-O
CORP
US
Y
2
2041-08-17
Fixed
1.950000000000
N
N
N
N
N
N
GLOBAL SC FINANCE SRL SEACO_21-2
549300JZYOMTAKV6RT73
SEACO 21-2A B 144A 2.49% 08-17-41
37959PAH0
234312.360000000000
PA
USD
217314.170000000000
0.0018514863
Long
ABS-O
CORP
US
Y
2
2041-08-17
Fixed
2.490000000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP SR UNSEC 2.55% 06-15-31
29717PAZ0
4338000.000000000000
PA
USD
3959383.700000000000
0.0337333943
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.550000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS SR UNSEC 3.3% 02-15-53
29379VCB7
2358000.000000000000
PA
USD
2019683.590000000000
0.0172074211
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.300000000000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO SEC 3.75% 02-15-50
210518DE3
5625000.000000000000
PA
USD
5676609.380000000000
0.0483639164
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.750000000000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO 3.1% 08-15-50
210518DF0
3698000.000000000000
PA
USD
3401538.740000000000
0.0289806334
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.100000000000
N
N
N
N
N
N
EXTRA SPACE STORAGE INC
N/A
EXTRA SPACE STORAGE SR UNSEC 2.35% 03-15-32
30225VAG2
698000.000000000000
PA
USD
613786.300000000000
0.0052293733
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.350000000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE SR UNSEC 0.833% 06-15-24
29103DAS5
600000.000000000000
PA
USD
568400.400000000000
0.0048426918
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
0.833000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 2.593% 09-11-25
225401AM0
850000.000000000000
PA
USD
821766.400000000000
0.0070013346
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.5930000000000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP SR UNSEC 2.65% 02-01-30
20030NDA6
7500000.000000000000
PA
USD
7209060.000000000000
0.0614201809
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.650000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2
N/A
SDART 21-2 B 0.59% 09-15-25/07-17-23
80286XAD6
1510000.000000000000
PA
USD
1494921.140000000000
0.0127365186
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
0.590000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2
N/A
SDART 21-2 D 1.35% 07-15-27/04-15-25
80286XAF1
1802000.000000000000
PA
USD
1726355.640000000000
0.0147083081
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.350000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK 144A LIFE SEC 4.0% 02-15-27
156700BC9
21434000.000000000000
PA
USD
19997278.980000000000
0.1703740145
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.000000000000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO SEC 3.5% 08-01-51
210518DH6
235000.000000000000
PA
USD
230627.590000000000
0.0019649147
Long
DBT
CORP
US
N
2
2051-08-01
Fixed
3.500000000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE SR UNSEC 2.639% 06-15-31
29103DAT3
4400000.000000000000
PA
USD
3951054.800000000000
0.0336624332
Long
DBT
CORP
CA
N
2
2031-06-15
Fixed
2.639000000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP SR UNSEC 3.875% 05-01-24
29717PAN7
1000000.000000000000
PA
USD
1012039.000000000000
0.0086224305
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.875000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2
N/A
SDART 21-2 C 0.9% 06-15-26/05-15-24
80286XAE4
2812000.000000000000
PA
USD
2734343.810000000000
0.0232962261
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.900000000000
N
N
N
N
N
N
SLAM_21-1
N/A
SLAM 21-1 A 144A 2.434% 06-15-46/28
78449AAA0
2777333.400000000000
PA
USD
2549128.250000000000
0.0217182155
Long
ABS-O
CORP
US
Y
2
2046-06-15
Fixed
2.434000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A SR UNSEC 4.194% 04-01-31/30
225401AP3
3096000.000000000000
PA
USD
3059553.890000000000
0.0260669704
Long
DBT
CORP
CH
Y
2
2031-04-01
Variable
4.1940000000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM CCO SEC 1ST LIEN 2.8% 04-01-31
161175BU7
5642000.000000000000
PA
USD
5093580.670000000000
0.0433965935
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.800000000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
ECOLAB INC SR UNSEC 1.65% 02-01-27
278865BL3
835000.000000000000
PA
USD
785392.650000000000
0.0066914353
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.650000000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
ECOLAB INC SR UNSEC 2.125% 02-01-32
278865BM1
2580000.000000000000
PA
USD
2362562.760000000000
0.0201287036
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.125000000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC SR UNSEC 3.6% 11-13-25
59156RBQ0
3490000.000000000000
PA
USD
3563234.160000000000
0.0303582557
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.600000000000
N
N
N
N
N
N
MISSISSIPPI POWER COMPANY
LNZ0J6YZ5SC6ILIRU850
MISSISSIPPI POWER SR UNSEC 4.25% 03-15-42
605417BZ6
5020000.000000000000
PA
USD
5046716.440000000000
0.0429973168
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.250000000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
ECOLAB INC SR UNSEC 2.7% 12-15-51
278865BN9
335000.000000000000
PA
USD
287736.190000000000
0.0024514720
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.700000000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSEC 4.4% 07-15-27
337932AH0
12178000.000000000000
PA
USD
12276215.570000000000
0.1045916363
Long
DBT
CORP
US
N
2
2027-07-15
Variable
4.4000000000000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSEC 3.35% 07-15-22
337932AG2
13398000.000000000000
PA
USD
13414412.550000000000
0.1142889150
Long
DBT
CORP
US
N
2
2022-07-15
Variable
3.1000000000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 3.815% 11-02-27
345397YT4
3790000.000000000000
PA
USD
3597600.650000000000
0.0306510534
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.815000000000
N
N
N
N
N
N
SLAM_21-1
N/A
SLAM 21-1 B 144A 3.422% 06-15-46/28
78449AAC6
511814.700000000000
PA
USD
472179.770000000000
0.0040229055
Long
ABS-O
CORP
US
Y
2
2046-06-15
Fixed
3.422000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3
N/A
SDART 21-3 D 1.33% 09-15-27/06-16-25
80287EAF2
2236000.000000000000
PA
USD
2142877.310000000000
0.0182570144
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.330000000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS SR UNSEC 2.875% 05-01-30
21036PBF4
620000.000000000000
PA
USD
582460.860000000000
0.0049624849
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.875000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 4.25% 12-15-27
15135BAR2
14860000.000000000000
PA
USD
14931030.800000000000
0.1272102900
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.250000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3
N/A
SDART 21-3 C 0.95% 09-15-27/07-15-24
80287EAE5
1677000.000000000000
PA
USD
1627998.060000000000
0.0138703153
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
0.950000000000
N
N
N
N
N
N
SUTTONPARK STRUCTURED SETTLEMENTS SPPS_2021-1
N/A
SPSS 21-1 A 144A 1.95% 09-15-75
78472VAA4
2756084.140000000000
PA
USD
2622824.720000000000
0.0223460990
Long
ABS-O
CORP
US
Y
2
2075-09-15
Fixed
1.950000000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BREWING CO SR UNSEC 4.2% 07-15-46
60871RAH3
2390000.000000000000
PA
USD
2325893.030000000000
0.0198162827
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.200000000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL SR UNSEC 3.125% 06-15-26
571903AS2
410000.000000000000
PA
USD
405715.090000000000
0.0034566357
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.125000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 3.375% 02-15-30
15135BAV3
15718000.000000000000
PA
USD
14817358.600000000000
0.1262418187
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.375000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 4.625% 12-15-29
15135BAT8
14945000.000000000000
PA
USD
15092058.800000000000
0.1285822260
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.625000000000
N
N
N
N
N
N
CHEVRON CORP
N/A
CHEVRON CORP SR UNSEC 3.078% 05-11-50
166764CA6
692000.000000000000
PA
USD
655290.090000000000
0.0055829797
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
3.078000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE AG 144A LIFE SR UNSEC 2.193% 06-05-26
225401AQ1
5750000.000000000000
PA
USD
5405862.500000000000
0.0460571909
Long
DBT
CORP
CH
Y
2
2026-06-05
Variable
2.1930000000000000
N
N
N
N
N
N
STONEPEAK 2021-1 ABS SALTT_21-1A
N/A
SALTT 21-1A A 144A 2.675% 02-28-33/02-15-28
78433XAB6
1560774.920000000000
PA
USD
1470989.780000000000
0.0125326268
Long
ABS-O
CORP
US
Y
2
2033-02-28
Fixed
2.675000000000
N
N
N
N
N
N
STONEPEAK 2021-1 ABS SALTT_21-1A
N/A
SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27
78433XAA8
1357308.570000000000
PA
USD
1280155.080000000000
0.0109067419
Long
ABS-O
CORP
US
Y
2
2033-02-28
Fixed
2.301000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 5.113% 05-03-29
345397ZR7
4205000.000000000000
PA
USD
4237378.500000000000
0.0361018710
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.113000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 4.271% 01-09-27
345397A45
18542000.000000000000
PA
USD
18324687.760000000000
0.1561237717
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.271000000000
N
N
N
N
N
N
STELLAR JAY US LLC STELLAR_21-1
N/A
STELR 21-1 A 144A 3.967% 10-15-41/03-15-28
858558AA7
460845.900000000000
PA
USD
432680.380000000000
0.0036863762
Long
ABS-O
CORP
US
Y
2
2041-10-15
Fixed
3.967000000000
N
N
N
N
N
N
SPRITE LIMITED SPRTE_21-1
N/A
SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28
85208UAA2
3477344.200000000000
PA
USD
3210847.500000000000
0.0273559707
Long
ABS-O
CORP
US
Y
2
2046-11-15
Fixed
3.750000000000
N
N
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
N/A
CREDIT AGRICOLE LONDON 144A LIFE SR NON PREF 1.907% 06-16-26/25
22535WAG2
4450000.000000000000
PA
USD
4205610.450000000000
0.0358312117
Long
DBT
CORP
GB
Y
2
2026-06-16
Variable
1.9070000000000000
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC SR UNSEC 3.929% 06-19-24/23
125581HA9
5410000.000000000000
PA
USD
5467259.440000000000
0.0465802842
Long
DBT
CORP
US
N
2
2024-06-19
Variable
3.9290000000000000
N
N
N
N
N
N
SOLRR AIRCRAFT LLC SOLRR_21-1
N/A
SOLRR 21-1 A 144A 2.636% 10-15-46/09-15-28
83438LAA9
2520054.910000000000
PA
USD
2313775.820000000000
0.0197130457
Long
ABS-O
CORP
IE
Y
2
2046-10-15
Fixed
2.636000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-2
N/A
SDART 19-2 D 3.22% 07-15-25/06-15-23
80286GAG6
3110000.000000000000
PA
USD
3123180.180000000000
0.0266090574
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
3.220000000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES SR UNSEC 2.05% 07-15-25
136385AZ4
754000.000000000000
PA
USD
723861.110000000000
0.0061671952
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.050000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC SR UNSEC 5.375% 07-15-25
15135UAS8
2763000.000000000000
PA
USD
2915907.180000000000
0.0248431205
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.375000000000
N
N
N
N
N
N
MEXICO CITY AIRPORT TRUST
N/A
MEXICO CITY ARPT TRUST REG S SEC 5.5% 10-31-46
N/A
1959000.000000000000
PA
USD
1742599.070000000000
0.0148466999
Long
DBT
CORP
MX
Y
2
2046-10-31
Fixed
5.500000000000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALD'S CORP SR UNSEC 4.45% 03-01-47
58013MFC3
3535000.000000000000
PA
USD
3807795.950000000000
0.0324418879
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.450000000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30
337932AL1
12524000.000000000000
PA
USD
11394335.200000000000
0.0970781391
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.650000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCI UMBS 3.0 ZS8507 11-01-28
3132A9NY9
141176.980000000000
PA
USD
142688.280000000000
0.0012156841
Long
ABS-MBS
USGA
US
N
2
2028-11-01
Fixed
3.000000000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.875% 06-30-26
785592AV8
15700000.000000000000
PA
USD
16988577.500000000000
0.1447402995
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.875000000000
N
N
N
N
N
N
SORT_20-1
N/A
SORT 20-1 A1 144A 1.69% 07-15-60/25
12530MAA3
18930177.490000000000
PA
USD
17900678.720000000000
0.1525112741
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.690000000000
N
N
N
N
N
N
SORT_20-1
N/A
SORT 20-1 B1 144A 2.28% 07-15-60/25
12530MAC9
3440842.080000000000
PA
USD
3248960.080000000000
0.0276806846
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.280000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.0 AR3058 01-01-28
3138W0MG1
87285.090000000000
PA
USD
88013.830000000000
0.0007498655
Long
ABS-MBS
USGA
US
N
2
2028-01-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.0 BM4741 04-01-32
3140J9HT1
36576.870000000000
PA
USD
36993.550000000000
0.0003151799
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 945680 09-01-37
31413HCR7
479503.180000000000
PA
USD
530894.410000000000
0.0045231460
Long
ABS-MBS
USGA
US
N
2
2037-09-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCI UMBS 3.0 ZK7590 01-01-29
3131XBNF2
3101149.140000000000
PA
USD
3127040.630000000000
0.0266419479
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
3.000000000000
N
N
N
N
N
N
SORT_20-1
N/A
SORT 20-1 A2 144A 1.99% 07-15-60/27
12530MAB1
1986957.070000000000
PA
USD
1828664.150000000000
0.0155799623
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.990000000000
N
N
N
N
N
N
SORT_20-1
N/A
SORT 20-1 B2 144A 2.6% 07-15-60/27
12530MAD7
372803.920000000000
PA
USD
343610.760000000000
0.0029275155
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.600000000000
N
N
N
N
N
N
MEXICO CITY AIRPORT TRUST
N/A
MEXICO CITY ARPT TRUST 144A LIFE SEC 5.5% 07-31-47
59284MAD6
1132000.000000000000
PA
USD
999595.620000000000
0.0085164146
Long
DBT
CORP
MX
Y
2
2047-07-31
Fixed
5.500000000000
N
N
N
N
N
N
MEXICO CITY AIRPORT TRUST
N/A
MEXICO CITY ARPT TRUST REG S SEC 5.5% 07-31-47
N/A
5909000.000000000000
PA
USD
5217853.820000000000
0.0444553833
Long
DBT
CORP
MX
Y
2
2047-07-31
Fixed
5.500000000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNERS OPERATIONS LP
5493006LL0CKP8WQW329
SUNOCO LOGISTICS PARTNER SR UNSEC 5.4% 10-01-47
86765BAV1
5641000.000000000000
PA
USD
5927303.310000000000
0.0504997935
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.400000000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP SR UNSEC 3.75% 12-01-47
855244AM1
3785000.000000000000
PA
USD
3591514.590000000000
0.0305992010
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.750000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSEC 4.0% 03-15-28
55336VAR1
4665000.000000000000
PA
USD
4754605.320000000000
0.0405085710
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.000000000000
N
N
N
N
N
N
MID-ATLANTIC INTERSTATE TRANSMISSION LLC
N/A
MID-ATLANTIC INTERSTATE 144A LIFE SR UNSEC 4.10% 05-15-28
59524QAA3
425000.000000000000
PA
USD
429466.330000000000
0.0036589929
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.100000000000
N
N
N
N
N
N
GLOBAL SC FINANCE VII SRL
N/A
SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30
37959PAC1
3224782.220000000000
PA
USD
3078976.920000000000
0.0262324519
Long
ABS-O
CORP
US
Y
2
2040-11-19
Fixed
2.260000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3
N/A
SDART 20-3 C 1.12% 01-15-26/11-15-23
80285WAF4
3344000.000000000000
PA
USD
3319391.500000000000
0.0282807504
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.120000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCI UMBS 3.0 QN1073 12-01-34
3133G7FN8
52535.550000000000
PA
USD
53045.410000000000
0.0004519395
Long
ABS-MBS
USGA
US
N
2
2034-12-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.5 RA1369 09-01-49
3133KGQW1
2327621.980000000000
PA
USD
2348482.130000000000
0.0200087386
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.500000000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP SR UNSEC 3.377% 04-05-40
14448CAR5
15000000.000000000000
PA
USD
13673400.000000000000
0.1164954518
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.377000000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE LONDON 144A LIFE SR NON PREF 1.247% 01-26-27/26
22535WAH0
3400000.000000000000
PA
USD
3097158.600000000000
0.0263873572
Long
DBT
CORP
FR
Y
2
2027-01-26
Variable
1.2470000000000000
N
N
N
N
N
N
METLIFE CAPITAL TRUST IV
N/A
METLIFE CAPITAL TRUST IV PFD 144A LIFE JR SUB (H) 7.875% 12-15-67/37
591560AA5
1405000.000000000000
PA
USD
1678975.000000000000
0.0143046317
Long
DBT
CORP
US
Y
2
2067-12-15
Variable
7.8750000000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSEC 5.5% 02-15-49
55336VAT7
8081000.000000000000
PA
USD
8976827.340000000000
0.0764813109
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.500000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SR SEC 1ST LIEN SER C 4.125% 03-01-48
842400GK3
8048000.000000000000
PA
USD
7951230.850000000000
0.0677433725
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.125000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
SPRINGLEAF FIN CORP SR UNSEC 7.125% 03-15-26
85172FAN9
250000.000000000000
PA
USD
267505.000000000000
0.0022791051
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.125000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 FM1954 11-01-49
3140X5E41
7641830.110000000000
PA
USD
7701512.800000000000
0.0656158098
Long
ABS-MBS
USGA
US
N
2
2049-11-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 FM1589 09-01-49
3140X4XT8
5009260.070000000000
PA
USD
5048362.350000000000
0.0430113397
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.500000000000
N
N
N
N
N
N
HUARONG FINANCE II CO LTD
549300BHVD63HE2GHX17
HUARONG FINANCE II REG S SR UNSEC 5.0% 11-19-25
N/A
480000.000000000000
PA
USD
480600.000000000000
0.0040946446
Long
DBT
CORP
HK
Y
2
2025-11-19
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 FM0007 09-01-49
3140X3AH1
17936130.130000000000
PA
USD
18108155.550000000000
0.1542789476
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI4 3.0 BF0332 01-01-59
3140FXLN0
22251918.500000000000
PA
USD
22094508.430000000000
0.1882421155
Long
ABS-MBS
USGA
US
N
2
2059-01-01
Fixed
3.000000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3
N/A
SDART 20-3 D 1.64% 11-16-26/09-16-24
80285WAG2
2211000.000000000000
PA
USD
2160102.780000000000
0.0184037730
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.640000000000
N
N
N
N
N
N
SOUND POINT CLO LTD SNDPT_15-1RA
N/A
SNDPT 15-1RA AR CLO 144A FRN (L+108) 04-15-30
83607HAL9
475000.000000000000
PA
USD
473056.300000000000
0.0040303734
Long
ABS-O
CORP
KY
Y
2
2030-04-15
Variable
1.3212900000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 2.72% 07-22-25/24
6174468J1
2300000.000000000000
PA
USD
2278131.600000000000
0.0194093620
Long
DBT
CORP
US
N
2
2025-07-22
Variable
2.7200000000000000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALD'S CORP SR UNSEC 3.625% 09-01-49
58013MFK5
2938000.000000000000
PA
USD
2821329.080000000000
0.0240373284
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.625000000000
N
N
N
N
N
N
HUARONG FINANCE II CO LTD
549300BHVD63HE2GHX17
HUARONG FINANCE II REG S SR UNSEC 4.625% 06-03-26
N/A
200000.000000000000
PA
USD
195750.000000000000
0.0016677626
Long
DBT
CORP
HK
Y
2
2026-06-03
Fixed
4.625000000000
N
N
N
N
N
N
HUARONG FINANCE II CO LTD
549300BHVD63HE2GHX17
HUARONG FINANCE II REG S SR UNSEC 4.875% 11-22-26
N/A
2106000.000000000000
PA
USD
2090205.000000000000
0.0178082537
Long
DBT
CORP
HK
Y
2
2026-11-22
Fixed
4.875000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 1.305% 02-02-27/26
225401AT5
10950000.000000000000
PA
USD
9804586.200000000000
0.0835337004
Long
DBT
CORP
CH
Y
2
2027-02-02
Variable
1.3050000000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 2.5% 03-01-31
15135BAX9
8550000.000000000000
PA
USD
7559653.500000000000
0.0644071884
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.500000000000
N
N
N
N
N
N
HUARONG FINANCE 2017 CO LTD
5493006V07LYI3HE6G83
HUARONG FINANCE 2017 REG S SR UNSEC 4.75% 04-27-27
N/A
669000.000000000000
PA
USD
655620.000000000000
0.0055857905
Long
DBT
CORP
VG
Y
2
2027-04-27
Fixed
4.750000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.25% 09-20-22
44891AAR8
1521000.000000000000
PA
USD
1528893.990000000000
0.0130259625
Long
DBT
CORP
US
Y
2
2022-09-20
Fixed
3.250000000000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALD'S CORP SR UNSEC 2.125% 03-01-30
58013MFM1
2482000.000000000000
PA
USD
2261020.090000000000
0.0192635743
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.125000000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL SR UNSEC 5.75% 05-01-25
571903BD4
330000.000000000000
PA
USD
350642.490000000000
0.0029874249
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.750000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FHARM FRN 841039 07-01-43
31288QEL0
1970087.970000000000
PA
USD
2052083.030000000000
0.0174834598
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Variable
2.1750000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNARM FRN BM6240 05-01-44
3140JA5A2
2239948.970000000000
PA
USD
2324209.130000000000
0.0198019361
Long
ABS-MBS
USGA
US
N
2
2044-05-01
Variable
2.0700000000000000
N
N
N
N
N
N
CLIF FUNDING VII LLC CLIF_21-1
N/A
CLIF 21-1A B 144A 2.38% 02-18-46/31
12565KAC1
478048.190000000000
PA
USD
436692.240000000000
0.0037205567
Long
ABS-O
CORP
US
Y
2
2046-02-18
Fixed
2.380000000000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC SORT_21-1
N/A
SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26
12530MAE5
6134254.090000000000
PA
USD
5704236.740000000000
0.0485992976
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.530000000000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
SHELL INTL FINANCE SR UNSEC 3.875% 11-13-28
822582CB6
9410000.000000000000
PA
USD
9805483.480000000000
0.0835413451
Long
DBT
CORP
NL
N
2
2028-11-13
Fixed
3.875000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC SER B 4.875% 03-01-49
842400GR8
916000.000000000000
PA
USD
977741.150000000000
0.0083302176
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.875000000000
N
N
N
N
N
N
CORPORATE OFFICE PROPERTIES LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE PROP LP SR UNSEC 2.75% 04-15-31
22003BAM8
1547000.000000000000
PA
USD
1391068.590000000000
0.0118517094
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.750000000000
N
N
N
N
N
N
CORPORACION INMOBILIARIA VESTA SAB DE CV
4469000001BIRIFZJ959
CORPORACION INMOBILIARIA 144A LIFE SR UNSEC 3.625% 05-13-31
21989DAA0
395000.000000000000
PA
USD
359274.230000000000
0.0030609661
Long
DBT
CORP
MX
Y
2
2031-05-13
Fixed
3.625000000000
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3
N/A
MWST 21-3 A 144A FRN (L+85) 11-25-55
58552FAA4
16160000.000000000000
PA
USD
16034743.840000000000
0.1366137704
Long
ABS-CBDO
CORP
US
Y
2
2055-11-25
Variable
1.3065700000000000
N
N
N
N
N
N
MOTEL 6 TRUST MOTEL_21-MTL6
N/A
MOTEL 21-MTL6 A 144A FRN (L+90) 09-15-38/26
61977KAA4
687939.460000000000
PA
USD
678414.940000000000
0.0057800002
Long
ABS-CBDO
CORP
US
Y
2
2038-09-15
Variable
1.2965700000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC SER A 4.20% 03-01-29
842400GQ0
11000000.000000000000
PA
USD
11404382.000000000000
0.0971637364
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.200000000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL SR UNSEC 4.375% 03-19-24
87165BAN3
3640000.000000000000
PA
USD
3710088.200000000000
0.0316094315
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.375000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 FM1262 07-01-49
3140X4ML7
26861540.040000000000
PA
USD
27684792.520000000000
0.2358705525
Long
ABS-MBS
USGA
US
N
2
2049-07-01
Fixed
4.000000000000
N
N
N
N
N
N
FIRSTKEY HOMES FKH_20-SFR2
N/A
FKH 20-SFR2 A 144A 1.266% 10-19-37/11-17-25
33767JAA0
18097895.430000000000
PA
USD
16825432.400000000000
0.1433503261
Long
ABS-O
CORP
US
Y
2
2037-10-19
Fixed
1.266000000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL 144A LIFE SR UNSEC 2.875% 04-16-24
80414L2C8
4210000.000000000000
PA
USD
4202792.480000000000
0.0358072029
Long
DBT
CORP
SA
Y
2
2024-04-16
Fixed
2.875000000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA SR UNSEC 3.5% 06-07-24
80282KAW6
8325000.000000000000
PA
USD
8353604.700000000000
0.0711715414
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.500000000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL SR UNSEC 2.85% 07-25-22
87165BAQ6
5400000.000000000000
PA
USD
5415481.800000000000
0.0461391460
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
2.850000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC 2.85% 08-01-29
842400GS6
8200000.000000000000
PA
USD
7819454.400000000000
0.0666206557
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
2.850000000000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC SORT_21-1
N/A
SORT 21-1 B1 144A 1.98% 03-15-61/03-16-26
12530MAG0
1942513.800000000000
PA
USD
1789762.280000000000
0.0152485238
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.980000000000
N
N
N
N
N
N
GLOBAL SC FINANCE SRL SEACO_21-1A
N/A
SEACO 21-1A A 144A 1.86% 04-17-41/04-19-32
37959PAE7
10775521.560000000000
PA
USD
9920645.560000000000
0.0845225099
Long
ABS-O
CORP
US
Y
2
2041-04-17
Fixed
1.860000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC SER E 5.55% 01-15-37
842400FF5
3844000.000000000000
PA
USD
4240377.900000000000
0.0361274255
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
5.550000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC 3.65% 02-01-50
842400GT4
5353000.000000000000
PA
USD
4977256.870000000000
0.0424055310
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.650000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 3.091% 05-14-32/31
225401AU2
7369000.000000000000
PA
USD
6658046.250000000000
0.0567256210
Long
DBT
CORP
CH
Y
2
2032-05-14
Variable
3.0910000000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSEC 1.462% 06-09-27/26
172967NA5
8740000.000000000000
PA
USD
8039095.700000000000
0.0684919688
Long
DBT
CORP
US
N
2
2027-06-09
Variable
1.4620000000000000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
SHELL INTL FINANCE SR UNSEC 2.75% 04-06-30
822582CG5
1186000.000000000000
PA
USD
1151852.690000000000
0.0098136235
Long
DBT
CORP
NL
N
2
2030-04-06
Fixed
2.750000000000
N
N
N
N
N
N
SOUTHWESTERN ELECTRIC POWER COMPANY
R64UBJHEC74EB3HGQ410
SOUTHWESTERN ELEC POWER SR UNSEC 1.65% 03-15-26
845437BS0
3550000.000000000000
PA
USD
3341735.700000000000
0.0284711198
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.650000000000
N
N
N
N
N
N
MOTEL 6 TRUST MOTEL_21-MTL6
N/A
MOTEL 21-MTL6 B 144A (L+120) 09-15-38/26
61977KAE6
440684.940000000000
PA
USD
433539.230000000000
0.0036936935
Long
ABS-CBDO
CORP
US
Y
2
2038-09-15
Variable
1.5965700000000000
N
N
N
N
N
N
MOTEL 6 TRUST MOTEL_21-MTL6
N/A
MOTEL 21-MTL6 C 144A FRN (L+150) 09-15-38/26
61977KAG1
132037.280000000000
PA
USD
129749.210000000000
0.0011054451
Long
ABS-CBDO
CORP
US
Y
2
2038-09-15
Variable
1.8965700000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 889982 11-01-38
31410KXK5
1066943.290000000000
PA
USD
1177270.560000000000
0.0100301802
Long
ABS-MBS
USGA
US
N
2
2038-11-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 FM4891 10-01-48
3140X8NH6
24099894.950000000000
PA
USD
24540633.830000000000
0.2090827611
Long
ABS-MBS
USGA
US
N
2
2048-10-01
Fixed
3.500000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC 5.95% 02-01-38
842400FH1
5121000.000000000000
PA
USD
5989716.200000000000
0.0510315426
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.950000000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
SQUARE INC 144A LIFE SR UNSEC 2.75% 06-01-26
852234AL7
1975000.000000000000
PA
USD
1869140.000000000000
0.0159248109
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
2.750000000000
N
N
N
N
N
N
TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_19-1
N/A
TALNT 19-1 A 144A 2.56% 11-25-31
89231XAA9
6000000.000000000000
PA
USD
5961576.000000000000
0.0507917921
Long
ABS-O
CORP
US
Y
2
2031-11-25
Fixed
2.560000000000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1
N/A
TMCL 20-1A A 144A 2.73% 08-21-45/05-21-29
88315LAE8
1407170.870000000000
PA
USD
1365527.060000000000
0.0116340992
Long
ABS-O
CORP
US
Y
2
2045-08-21
Fixed
2.730000000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
SQUARE INC 144A LIFE SR UNSEC 3.5% 06-01-31
852234AM5
825000.000000000000
PA
USD
756256.880000000000
0.0064432026
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
3.500000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS 144A LIFE SR UNSEC 4.0% 07-15-28
82967NBJ6
675000.000000000000
PA
USD
642164.630000000000
0.0054711527
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.000000000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
CROWN CASTLE INT SR UNSEC 2.5% 07-15-31
22822VAY7
5218000.000000000000
PA
USD
4663467.490000000000
0.0397320895
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.500000000000
N
N
N
N
N
N
CONNECTICUT LIGHT AND POWER COMPANY (THE)
549300O45IUXEDS1VZ32
CONN LIGHT & POWER 1ST LIEN 2.05% 07-01-31
207597EN1
1775000.000000000000
PA
USD
1607938.780000000000
0.0136994131
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.050000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 FM5507 07-01-50
3140X9DM4
19081311.130000000000
PA
USD
18952359.630000000000
0.1614714480
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.0 ZT2100 04-01-47
3132AEKM7
120446.800000000000
PA
USD
119622.100000000000
0.0010191635
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
MRA ISSUANCE TRUST MRAIT_21-16
N/A
MRAIT 21-16 A1 144A FRN (L+155) 09-01-51
55349T100
20357000.000000000000
PA
USD
20359870.340000000000
0.1734632420
Long
ABS-CBDO
CORP
US
Y
2
2051-09-01
Variable
1.4260000000000000
N
N
N
N
N
N
MRAIT_20-10
N/A
MRAIT 20-10 A3 144A FRN (L+130) 10-15-22
55345C101
8555000.000000000000
PA
USD
8552424.950000000000
0.0728654620
Long
ABS-CBDO
CORP
US
Y
2
2022-10-15
Variable
1.5305700000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 2.45% 07-15-28
15135BAY7
12410000.000000000000
PA
USD
11355460.250000000000
0.0967469300
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.450000000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS SR UNSEC 2.25% 08-01-31
21036PBH0
1487000.000000000000
PA
USD
1311832.890000000000
0.0111766324
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.250000000000
N
N
N
N
N
N
NYKREDIT REALKREDIT A/S
LIU16F6VZJSD6UKHD557
NYKREDIT DKK REG S SEC SER 01E SF COVERED 1.0% 10-01-53
N/A
109679075.000000000000
PA
14101832.800000000000
0.1201456392
Long
ABS-CBDO
CORP
DK
N
2
2053-10-01
Fixed
1.000000000000
N
N
N
N
N
N
NYKREDIT REALKREDIT A/S
LIU16F6VZJSD6UKHD557
NYKREDIT DKK REG S SR SEC SER CCE SF COVERED 1.0% 10-01-50
N/A
78834668.000000000000
PA
10222522.500000000000
0.0870944591
Long
ABS-CBDO
CORP
DK
N
2
2050-10-01
Fixed
1.000000000000
N
N
N
N
N
N
PRKCM_21-AFC2 TRUST
N/A
PRKCM 21-AFC2 A1 144A FRN 11-25-56/07-25-28
69361JAA4
3868157.680000000000
PA
USD
3670425.200000000000
0.0312715083
Long
ABS-CBDO
CORP
US
Y
2
2056-11-25
Variable
2.0710000000000000
N
N
N
N
N
N
REALKREDIT DANMARK A/S
549300NLOMBOWE943Y30
REALKREDIT DKK SR SEC SF COVERED 1.0% 10-01-53
N/A
29773496.000000000000
PA
3817052.430000000000
0.0325207518
Long
ABS-CBDO
CORP
DK
N
2
2053-10-01
Fixed
1.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI6 3.0 BF0497 07-01-60
3140FXRT1
19091837.920000000000
PA
USD
18891220.890000000000
0.1609505545
Long
ABS-MBS
USGA
US
N
2
2060-07-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI4 3.5 BF0145 03-01-57
3140FXET5
13419184.170000000000
PA
USD
13621693.080000000000
0.1160549161
Long
ABS-MBS
USGA
US
N
2
2057-03-01
Fixed
3.500000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 2.625% 08-01-31
15135BAZ4
2510000.000000000000
PA
USD
2237966.200000000000
0.0190671584
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.625000000000
N
N
N
N
N
N
CORPORATE OFFICE PROPERTIES LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE PROP LP SR UNSEC 2.0% 01-15-29
22003BAN6
1139000.000000000000
PA
USD
1003751.720000000000
0.0085518240
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.000000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST LIEN 3.65% 06-01-51
842400HF3
6978000.000000000000
PA
USD
6529593.720000000000
0.0556312234
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.650000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST LIEN 2.5% 06-01-31
842400HD8
5149000.000000000000
PA
USD
4692808.900000000000
0.0399820742
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.500000000000
N
N
N
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
SA GLOBAL SUKUK 144A LIFE SR UNSEC 2.694% 06-17-31
78397PAD3
215000.000000000000
PA
USD
203950.290000000000
0.0017376279
Long
DBT
CORP
KY
Y
2
2031-06-17
Fixed
2.694000000000
N
N
N
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
SA GLOBAL SUKUK 144A LIFE SR UNSEC 1.602% 06-17-26
78397PAB7
14195000.000000000000
PA
USD
13362747.150000000000
0.1138487330
Long
DBT
CORP
KY
Y
2
2026-06-17
Fixed
1.602000000000
N
N
N
N
N
N
FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU
N/A
FMBT 19-FBLU A 144A 3.144% 12-10-36/12-12-24
34461LAA2
304000.000000000000
PA
USD
298707.060000000000
0.0025449423
Long
ABS-CBDO
CORP
US
Y
2
2036-12-10
Fixed
3.144000000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST FSMT_21-51NV
N/A
FSMT 21-5INV A2 144A FRN 07-25-51
33851PAB1
2238431.510000000000
PA
USD
2083737.990000000000
0.0177531557
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
2.5000000000000000
N
N
N
N
N
N
RMF BUYOUT ISSUANCE TRUST RBIT_21-HB1
N/A
RBIT 21-HB1 A 144A FRN 11-25-31
74969TAA8
5540596.000000000000
PA
USD
5361679.070000000000
0.0456807543
Long
ABS-CBDO
CORP
US
Y
2
2031-11-25
Variable
1.2586000000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_19-2
N/A
SCRT 19-2 MA 3.5% 08-25-58
35563PKG3
2221509.660000000000
PA
USD
2231306.520000000000
0.0190104189
Long
ABS-CBDO
USGA
US
N
2
2058-08-25
Fixed
3.500000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CHARTER COMM CCO 144A SR UNSEC 4.25% 01-15-34
1248EPCP6
3875000.000000000000
PA
USD
3371250.000000000000
0.0287225775
Long
DBT
CORP
US
Y
2
2034-01-15
Fixed
4.250000000000
N
N
N
N
N
N
CHINA PING AN INSURANCE OVERSEAS (HOLDINGS) LTD
25490058XRCE9DZAMJ79
CHINA PING AN INS OVERSEAS HOLDINGS REG S SR UNSEC 2.85% 08-12-31
N/A
1126000.000000000000
PA
USD
951959.810000000000
0.0081105642
Long
DBT
CORP
HK
Y
2
2031-08-12
Fixed
2.850000000000
N
N
N
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
SA GLOBAL SUKUK 144A LIFE SR UNSEC 0.946% 06-17-24
78397PAA9
5415000.000000000000
PA
USD
5186990.600000000000
0.0441924330
Long
DBT
CORP
KY
Y
2
2024-06-17
Fixed
0.946000000000
N
N
N
N
N
N
SUN COMMUNITIES OPERATING LP
549300PUNBPJCGT6X741
SUN COMMUNITIES LP SR UNSEC 2.7% 07-15-31
866677AE7
3877000.000000000000
PA
USD
3504044.230000000000
0.0298539658
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.700000000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST FSMT_21-6INV
N/A
FSMT 21-6INV A4 144A FRN 08-25-51
33851GAD7
2079931.500000000000
PA
USD
1936191.590000000000
0.0164960810
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
2.5000000000000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST FSMT_21-8INV
N/A
FSMT 21-8INV A3 144A FRN 09-25-51/08-25-44
33852HAB8
2177753.080000000000
PA
USD
2015246.970000000000
0.0171696218
Long
ABS-CBDO
CORP
US
Y
2
2051-09-25
Variable
2.5000000000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC SR UNSEC 2.65% 01-15-32
15135UAW9
2969000.000000000000
PA
USD
2694135.920000000000
0.0229536605
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.650000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS 144A SR UNSEC 3.25% 01-31-32
16411QAL5
937000.000000000000
PA
USD
853508.620000000000
0.0072717738
Long
DBT
CORP
US
Y
2
2032-01-31
Fixed
3.250000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_15-DNA3
N/A
STACR 15-DNA3 M3 FRN (L+470) 04-25-28
3137G0GW3
1968272.000000000000
PA
USD
2053606.430000000000
0.0174964390
Long
ABS-CBDO
CORP
US
N
2
2028-04-25
Variable
5.1565700000000000
N
N
N
N
N
N
STACR 2020-DNA2
5493007ZK0X40BI7UF30
STACR 20-DNA2 M2 144A FRN (L+185) 02-25-50
35565KAH1
4072318.040000000000
PA
USD
4065305.510000000000
0.0346358332
Long
ABS-CBDO
CORP
US
Y
2
2050-02-25
Variable
2.3065700000000000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM SR UNSEC 3.05% 07-15-61
79466LAM6
265000.000000000000
PA
USD
233826.730000000000
0.0019921710
Long
DBT
CORP
US
N
2
2061-07-15
Fixed
3.050000000000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM SR UNSEC 2.7% 07-15-41
79466LAK0
875000.000000000000
PA
USD
777459.380000000000
0.0066238450
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.700000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM CCO SEC 2.25% 01-15-29
161175CD4
2970000.000000000000
PA
USD
2676549.150000000000
0.0228038237
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.250000000000
N
N
N
N
N
N
CORPORATE OFFICE PROPERTIES LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE PROP LP SR UNSEC 2.9% 12-01-33
22003BAP1
564000.000000000000
PA
USD
498625.630000000000
0.0042482205
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.900000000000
N
N
N
N
N
N
SGL_21-OVA
N/A
SLG 21-OVA A 144A 2.5854% 07-15-41/31
78449RAA3
4065000.000000000000
PA
USD
3787718.220000000000
0.0322708284
Long
ABS-CBDO
CORP
US
Y
2
2041-07-15
Fixed
2.585400000000
N
N
N
N
N
N
SREIT TRUST SREIT_21-FLWR
N/A
SREIT 21-FLWR B 144A FRN (L+92.59) 07-15-36
78485GAG9
1000000.000000000000
PA
USD
971576.000000000000
0.0082776914
Long
ABS-CBDO
CORP
US
Y
2
2036-07-15
Variable
1.3224600000000000
N
N
N
N
N
N
TRITON INTERNAL FINANCE TIF_20-1
N/A
TIF 20-1 A 144A 2.09% 08-20-45/02-22-28
872480AA6
4677124.980000000000
PA
USD
4368911.800000000000
0.0372225163
Long
ABS-O
CORP
US
Y
2
2045-08-20
Fixed
2.090000000000
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC TCF_20-1
N/A
TCF 20-1 A 144A 2.11% 09-20-45/05-20-30
89680HAA0
11238672.500000000000
PA
USD
10382791.400000000000
0.0884599277
Long
ABS-O
CORP
US
Y
2
2045-09-20
Fixed
2.110000000000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM SR UNSEC 1.95% 07-15-31
79466LAJ3
3775000.000000000000
PA
USD
3458892.830000000000
0.0294692822
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
1.950000000000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM SR UNSEC 2.9% 07-15-51
79466LAL8
5140000.000000000000
PA
USD
4579806.820000000000
0.0390193123
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.900000000000
N
N
N
N
N
N
SUMMIT DIGITEL INFRASTRUCTURE PVT LTD
3358004TNI1SSIQ9BQ37
SUMMIT DIGITEL INFRASTRUCTURE 144A LIFE 1ST LIEN 2.875% 08-12-31
86608CAA6
2550000.000000000000
PA
USD
2201481.300000000000
0.0187563122
Long
DBT
CORP
IN
Y
2
2031-08-12
Fixed
2.875000000000
N
N
N
N
N
N
SAN DIEGO GAS & ELECTRIC CO
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO GAS & ELECTRIC 1ST LIEN 2.95% 08-15-51
797440CA0
5970000.000000000000
PA
USD
5272130.880000000000
0.0449178163
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.950000000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY SR UNSEC 2.45% 12-02-31
13645RBF0
3131000.000000000000
PA
USD
2911961.500000000000
0.0248095039
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.450000000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY SR UNSEC 1.75% 12-02-26
13645RBE3
1982000.000000000000
PA
USD
1870112.140000000000
0.0159330934
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.750000000000
N
N
N
N
N
N
SREIT TRUST SREIT_21-FLWR
N/A
SREIT 21-FLWR A 144A FRN (L+57.66) 07-15-36
78485GAA2
9351000.000000000000
PA
USD
9084028.950000000000
0.0773946536
Long
ABS-CBDO
CORP
US
Y
2
2036-07-15
Variable
0.9731200000000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5
N/A
STACR 21-DNA5 M2 144A FRN (SOFR30A+165) 01-25-34
35564KHE2
248000.000000000000
PA
USD
244118.300000000000
0.0020798537
Long
ABS-CBDO
CORP
US
Y
2
2034-01-25
Variable
1.7490000000000000
N
N
N
N
N
N
SREIT TRUST SREIT_21-MFP
N/A
SREIT 21-MFP B 144A FRN (L+107.98) 11-15-38/11-16-26
78472UAC2
263000.000000000000
PA
USD
257341.560000000000
0.0021925140
Long
ABS-CBDO
CORP
US
Y
2
2038-11-15
Variable
1.4763700000000000
N
N
N
N
N
N
SREIT TRUST SREIT_21-MFP
N/A
SREIT 21-MFP C 144A FRN (L+132.9) 11-15-38/11-16-26
78472UAE8
141000.000000000000
PA
USD
137478.810000000000
0.0011713002
Long
ABS-CBDO
CORP
US
Y
2
2038-11-15
Variable
1.7255700000000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST FSMT_21-10INV
N/A
FSMT 21-10INV A3 144A FRN 10-25-51
33851RAB7
3420319.070000000000
PA
USD
3171477.180000000000
0.0270205411
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
2.5000000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 5.5 G05267 12-01-38
3128M7FG6
43436.450000000000
PA
USD
47945.240000000000
0.0004084867
Long
ABS-MBS
USGA
US
N
2
2038-12-01
Fixed
5.500000000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
HOSPITALITY PROPERTIES TRUST SR UNSEC 3.95% 01-15-28
44106MAX0
1710000.000000000000
PA
USD
1456877.250000000000
0.0124123900
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.950000000000
N
N
N
N
N
N
HUARONG FINANCE 2017 CO LTD
5493006V07LYI3HE6G83
HUARONG FINANCE 2017 REG S SR UNSEC 4.25% 11-07-27
N/A
6335000.000000000000
PA
USD
6042006.250000000000
0.0514770465
Long
DBT
CORP
VG
Y
2
2027-11-07
Fixed
4.250000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSEC 4.583% 06-19-29
404280BT5
9525000.000000000000
PA
USD
9814140.900000000000
0.0836151051
Long
DBT
CORP
GB
N
2
2029-06-19
Variable
4.5830000000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC SR UNSEC 4.5% 12-06-48
437076BX9
1915000.000000000000
PA
USD
2160876.430000000000
0.0184103644
Long
DBT
CORP
US
N
2
2048-12-06
Fixed
4.500000000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY SR UNSEC 3.0% 12-02-41
13645RBG8
1677000.000000000000
PA
USD
1512130.780000000000
0.0128831423
Long
DBT
CORP
CA
N
2
2041-12-02
Fixed
3.000000000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY SR UNSEC 3.1% 12-02-51
13645RBH6
3111000.000000000000
PA
USD
2758561.030000000000
0.0235025534
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.100000000000
N
N
N
N
N
N
SREIT TRUST SREIT_21-MFP
N/A
SREIT 21-MFP A 144A FRN (L+73.08) 11-15-38/11-16-26
78472UAA6
8739000.000000000000
PA
USD
8569306.100000000000
0.0730092871
Long
ABS-CBDO
CORP
US
Y
2
2038-11-15
Variable
1.1273700000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMP_20-4
N/A
TPMT 20-4 A1 144A 1.75% 10-25-60/08-26-30
89179JAA4
12503668.000000000000
PA
USD
11860616.860000000000
0.1010507935
Long
ABS-CBDO
CORP
US
Y
2
2060-10-25
Fixed
1.750000000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL SR UNSEC 1.343% 12-06-24/23
14040HCK9
4525000.000000000000
PA
USD
4390666.330000000000
0.0374078618
Long
DBT
CORP
US
N
2
2024-12-06
Variable
1.3430000000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-NET
N/A
CSMC 20-NET A 144A 2.2569% 08-15-37/25
126438AA8
1577880.170000000000
PA
USD
1502190.840000000000
0.0127984554
Long
ABS-CBDO
CORP
US
Y
2
2037-08-15
Fixed
2.256900000000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2
549300WW1K7EYP0YPC14
TMCL 20-2A A 144A 2.10% 09-20-45/06-20-30
88315LAG3
2433279.520000000000
PA
USD
2292212.570000000000
0.0195293299
Long
ABS-O
CORP
US
Y
2
2045-09-20
Fixed
2.100000000000
N
N
N
N
N
N
TAL ADVANTAGE LLC TAL_20-1A
N/A
TAL 20-1A A 144A 2.05% 09-20-45/05-21-29
87407RAA4
3277325.000000000000
PA
USD
3076887.080000000000
0.0262146467
Long
ABS-O
CORP
US
Y
2
2045-09-20
Fixed
2.050000000000
N
N
N
N
N
N
TRICON RESIDENTIAL TCN_21-SFR1
N/A
TCN 21-SFR1 A 144A 1.943% 07-17-38/26
89614YAA4
5043000.000000000000
PA
USD
4746285.010000000000
0.0404376831
Long
ABS-CBDO
CORP
US
Y
2
2038-07-17
Fixed
1.943000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 2.5 UMBS TBA 05-01-52
01F022659
173317797.000000000000
PA
USD
165026793.540000000000
1.4060051539
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
2.500000000000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4
N/A
CFMT 20-HB4 A 144A FRN 12-26-30/04-25-23
12529LAA8
707731.430000000000
PA
USD
703053.330000000000
0.0059899158
Long
ABS-CBDO
CORP
US
Y
2
2030-12-26
Variable
0.9461000000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3
N/A
CSMC 21-RPL3 A1 144A FRN 01-25-60
12661GAA7
1829932.560000000000
PA
USD
1780749.460000000000
0.0151717358
Long
ABS-CBDO
CORP
US
Y
2
2060-01-25
Variable
2.0000000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 2.0 UMBS TBA 05-01-52
01F020653
5378849.000000000000
PA
USD
4984713.840000000000
0.0424690634
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
2.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 3.0 UMBS TBA 05-01-52
01F030652
288987300.000000000000
PA
USD
282094952.900000000000
2.4034094656
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.5 AB1068 05-01-25
31416WFJ6
57729.710000000000
PA
USD
59624.800000000000
0.0005079949
Long
ABS-MBS
USGA
US
N
2
2025-05-01
Fixed
4.500000000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST FSMT_21-11INV
N/A
FSMT 21-11INV A4 144A FRN 11-25-51
33851TAD9
2377975.160000000000
PA
USD
2213638.050000000000
0.0188598860
Long
ABS-CBDO
CORP
US
Y
2
2051-11-25
Variable
2.5000000000000000
N
N
N
N
N
N
STELLANTIS FINANCE US INC
549300QZ0AI8Q7LNON33
STELLANTIS FINANCE US 144A LIFE SR UNSEC 1.711% 01-29-27
85855CAA8
3500000.000000000000
PA
USD
3195783.500000000000
0.0272276276
Long
DBT
CORP
US
Y
2
2027-01-29
Fixed
1.711000000000
N
N
N
N
N
N
STELLANTIS FINANCE US INC
549300QZ0AI8Q7LNON33
STELLANTIS FINANCE US 144A LIFE SR UNSEC 2.691% 09-15-31
85855CAB6
4280000.000000000000
PA
USD
3763883.360000000000
0.0320677588
Long
DBT
CORP
US
Y
2
2031-09-15
Fixed
2.691000000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA 144A SR UNSEC 2.55% 03-08-27
80007RAM7
2368000.000000000000
PA
USD
2068448.000000000000
0.0176228871
Long
DBT
CORP
MO
Y
2
2027-03-08
Variable
2.5500000000000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL SR UNSEC 2.875% 10-28-31
87165BAR4
1730000.000000000000
PA
USD
1536738.240000000000
0.0130927944
Long
DBT
CORP
US
N
2
2031-10-28
Fixed
2.875000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC SR UNSEC 2.95% 06-15-29
437076BY7
6081000.000000000000
PA
USD
6036481.000000000000
0.0514299722
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
2.950000000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
HOSPITALITY PROPERTIES TRUST SR UNSEC 5.0% 08-15-22
44106MAQ5
1270000.000000000000
PA
USD
1265370.850000000000
0.0107807823
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.000000000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP JR SUB SER E (H) 4.7% 12-31-49/11-15-31
78486QAQ4
1530000.000000000000
PA
USD
1371262.500000000000
0.0116829643
Long
DBT
CORP
US
N
2
2049-12-31
Variable
4.7000000000000000
N
N
N
N
N
N
SOUTHWESTERN ELECTRIC POWER COMPANY
R64UBJHEC74EB3HGQ410
SOUTHWESTERN ELEC POWER SR UNSEC 3.25% 11-01-51
845437BT8
2270000.000000000000
PA
USD
1959759.100000000000
0.0166968729
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.250000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 976945 02-01-23
31414UZJ0
8768.800000000000
PA
USD
8851.050000000000
0.0000754097
Long
ABS-MBS
USGA
US
N
2
2023-02-01
Fixed
5.500000000000
N
N
N
N
N
N
FIRSTKEY HOMES TRUST FKH_21-SFR3
N/A
FKH 21-SFR3 A 144A 2.135% 12-17-38/12-18-26
33768JAA9
1395000.000000000000
PA
USD
1303733.520000000000
0.0111076269
Long
ABS-O
CORP
US
Y
2
2038-12-17
Fixed
2.135000000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA SR UNSEC 2.49% 01-06-28
80282KBC9
3625000.000000000000
PA
USD
3387551.630000000000
0.0288614652
Long
DBT
CORP
US
N
2
2028-01-06
Variable
2.4900000000000000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI BK SR UNSEC 2.174% 01-14-27
86562MCM0
1100000.000000000000
PA
USD
1041403.000000000000
0.0088726076
Long
DBT
CORP
JP
N
2
2027-01-14
Fixed
2.174000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.0 SD7533 02-01-51
3132DVLN3
2806531.670000000000
PA
USD
2614567.710000000000
0.0222757505
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AH8144 04-01-41
3138AABN0
974454.330000000000
PA
USD
1046335.930000000000
0.0089146355
Long
ABS-MBS
USGA
US
N
2
2041-04-01
Fixed
5.000000000000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB6
N/A
CFMT 21-HB6 A 144A FRN 06-25-36
12527LAA0
2209308.450000000000
PA
USD
2189345.140000000000
0.0186529138
Long
ABS-CBDO
CORP
US
Y
2
2036-06-25
Variable
0.8983000000000000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7
N/A
CFMT 21-HB7 A 144A FRN 10-27-31/06-25-24
12530BAA7
3656521.210000000000
PA
USD
3604774.120000000000
0.0307121703
Long
ABS-CBDO
CORP
US
Y
2
2031-10-27
Variable
1.1512000000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.4% 06-20-24
44891ABB2
8180000.000000000000
PA
USD
8170396.680000000000
0.0696106347
Long
DBT
CORP
US
Y
2
2024-06-20
Fixed
3.400000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.0% 06-20-22
44891ABA4
4500000.000000000000
PA
USD
4510345.500000000000
0.0384275116
Long
DBT
CORP
US
Y
2
2022-06-20
Fixed
3.000000000000
N
N
N
N
N
N
COLT MORTGAGE LOAN TRUST COLT_21-5
N/A
COLT 21-5 A1 144A FRN 11-26-66
12598RAA1
2996315.470000000000
PA
USD
2887228.610000000000
0.0245987831
Long
ABS-CBDO
CORP
US
Y
2
2066-11-26
Variable
1.7260000000000000
N
N
N
N
N
N
DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1
N/A
DBJPM 16-C1 AM 3.539% 05-10-49/02-12-26
23312LAT5
200000.000000000000
PA
USD
198369.000000000000
0.0016900761
Long
ABS-CBDO
CORP
US
N
2
2049-05-10
Fixed
3.539000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AH9479 04-01-41
3138ABQ93
897821.700000000000
PA
USD
971999.730000000000
0.0082813015
Long
ABS-MBS
USGA
US
N
2
2041-04-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 5.5 G06020 12-01-39
3128M8AV6
83521.330000000000
PA
USD
92193.930000000000
0.0007854794
Long
ABS-MBS
USGA
US
N
2
2039-12-01
Fixed
5.500000000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL SR UNSEC 3.15% 10-01-26
88167AAE1
68853000.000000000000
PA
USD
62463441.600000000000
0.5321797687
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.150000000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL SR UNSEC 4.1% 10-01-46
88167AAF8
46666000.000000000000
PA
USD
36727775.310000000000
0.3129154986
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.100000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.85% 11-01-22
44891ABC0
4118000.000000000000
PA
USD
4131577.050000000000
0.0352004575
Long
DBT
CORP
US
Y
2
2022-11-01
Fixed
2.850000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.0% 02-10-27
44891ABG1
10408000.000000000000
PA
USD
9957115.030000000000
0.0848332247
Long
DBT
CORP
US
Y
2
2027-02-10
Fixed
3.000000000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL SR UNSEC 6.75% 03-01-28
88167AAK7
26824000.000000000000
PA
USD
28175661.360000000000
0.2400526862
Long
DBT
CORP
NL
N
2
2028-03-01
Fixed
6.750000000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL INTERNATIONAL SA
549300U37G2I8G4RUG09
TOTAL CAPITAL INTL SR UNSEC 3.455% 02-19-29
89153VAQ2
885000.000000000000
PA
USD
899873.310000000000
0.0076667945
Long
DBT
CORP
FR
N
2
2029-02-19
Fixed
3.455000000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA_21-ESH
N/A
ESA 21-ESH D 144A FRN (L+225) 07-15-38/26
30227FAJ9
681803.830000000000
PA
USD
673213.780000000000
0.0057356871
Long
ABS-CBDO
CORP
US
Y
2
2038-07-15
Variable
2.6470000000000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA_21-ESH
N/A
ESA 21-ESH C 144A FRN (L+170) 07-15-38/26
30227FAG5
890519.290000000000
PA
USD
879430.540000000000
0.0074926250
Long
ABS-CBDO
CORP
US
Y
2
2038-07-15
Variable
2.0970000000000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CREDIT SR UNSEC 3.375% 04-01-30
89236TGY5
4954000.000000000000
PA
USD
4977273.890000000000
0.0424056760
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.375000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.65% 02-10-25
44891ABF3
13054000.000000000000
PA
USD
12660774.360000000000
0.1078680233
Long
DBT
CORP
US
Y
2
2025-02-10
Fixed
2.650000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 02-10-23
44891ABE6
9977000.000000000000
PA
USD
9948984.580000000000
0.0847639544
Long
DBT
CORP
US
Y
2
2023-02-10
Fixed
2.375000000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA_21-ESH
N/A
ESA 21-ESH A 144A FRN (L+108) 07-15-38/26
30227FAA8
2862383.440000000000
PA
USD
2832102.290000000000
0.0241291146
Long
ABS-CBDO
CORP
US
Y
2
2038-07-15
Variable
1.4770000000000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA_21-ESH
N/A
ESA 21-ESH B 144A FRN (L+138) 07-15-38/26
30227FAE0
652981.220000000000
PA
USD
645500.670000000000
0.0054995752
Long
ABS-CBDO
CORP
US
Y
2
2038-07-15
Variable
1.7770000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS AB1297 08-01-40
31416WNP3
215155.960000000000
PA
USD
232789.070000000000
0.0019833303
Long
ABS-MBS
USGA
US
N
2
2040-08-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AI3510 06-01-41
3138AG3U0
627471.610000000000
PA
USD
675046.510000000000
0.0057513017
Long
ABS-MBS
USGA
US
N
2
2041-06-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNW 02-W3 A5 7.5% 11-25-41/01-25-28
31392CT20
20372.850000000000
PA
USD
23215.290000000000
0.0001977910
Long
ABS-CBDO
USGA
US
N
2
2041-11-25
Fixed
7.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FHR 3061 PN PAC1 5.5% 11-15-35
31396EX43
66873.850000000000
PA
USD
72685.920000000000
0.0006192739
Long
ABS-CBDO
USGA
US
N
2
2035-11-15
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FHR 3156 PO PAC PO .0% 05-15-36
31396RAU1
142237.980000000000
PA
USD
125792.000000000000
0.0010717302
Long
ABS-CBDO
USGA
US
N
2
2036-05-15
Fixed
0.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FHR 3146 PO PAC PO .0% 04-15-36
31396JXH3
137303.320000000000
PA
USD
119599.290000000000
0.0010189692
Long
ABS-CBDO
USGA
US
N
2
2036-04-15
Fixed
0.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AI1862 05-01-41
3138AFB82
1144423.100000000000
PA
USD
1235946.050000000000
0.0105300871
Long
ABS-MBS
USGA
US
N
2
2041-05-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AJ0704 09-01-41
3138ARYA6
554998.910000000000
PA
USD
598450.330000000000
0.0050987129
Long
ABS-MBS
USGA
US
N
2
2041-09-01
Fixed
5.000000000000
N
N
N
N
N
N
TRITON INTERNAL FINANCE TIF_21-1A
N/A
TIF 21-1A B 144A 2.54% 02-20-46
872480AF5
139166.250000000000
PA
USD
126794.370000000000
0.0010802703
Long
ABS-O
CORP
US
Y
2
2046-02-20
Fixed
2.540000000000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1
549300Q7RHLEMSLA9Y26
TMCL 21-1A B 144A 2.52% 02-20-46/08-21-28
88315LAN8
370062.690000000000
PA
USD
343187.260000000000
0.0029239074
Long
ABS-O
CORP
US
Y
2
2046-02-20
Fixed
2.520000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.5 AL8522 05-01-46
3138ETPG5
1022414.320000000000
PA
USD
1041677.630000000000
0.0088749474
Long
ABS-MBS
USGA
US
N
2
2046-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.0 BD1968 200K MAX 07-01-46
3140F9FJ9
1455644.690000000000
PA
USD
1503733.370000000000
0.0128115976
Long
ABS-MBS
USGA
US
N
2
2046-07-01
Fixed
4.000000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.25% 09-18-23
44891ABM8
3150000.000000000000
PA
USD
3065876.100000000000
0.0261208347
Long
DBT
CORP
US
Y
2
2023-09-18
Fixed
1.250000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25
44891ABN6
12714000.000000000000
PA
USD
11889903.950000000000
0.1013003154
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
1.800000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AJ5391 11-01-41
3138AW7D9
373392.230000000000
PA
USD
404276.990000000000
0.0034443833
Long
ABS-MBS
USGA
US
N
2
2041-11-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 5.5 G05860 02-01-40
3128M7ZZ2
305065.320000000000
PA
USD
336641.410000000000
0.0028681376
Long
ABS-MBS
USGA
US
N
2
2040-02-01
Fixed
5.500000000000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1
549300Q7RHLEMSLA9Y26
TMCL 21-1A A 144A 1.68% 02-20-46/08-21-28
88315LAL2
6625319.980000000000
PA
USD
6009410.360000000000
0.0511993341
Long
ABS-O
CORP
US
Y
2
2046-02-20
Fixed
1.680000000000
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC TCF_21-1
N/A
TCF 21-1A B 144A 2.58% 03-20-46/12-20-30
89680HAF9
372405.000000000000
PA
USD
340622.100000000000
0.0029020526
Long
ABS-O
CORP
US
Y
2
2046-03-20
Fixed
2.580000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 5.5 G05196 10-01-38
3128M7C95
58203.530000000000
PA
USD
64243.250000000000
0.0005473435
Long
ABS-MBS
USGA
US
N
2
2038-10-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 5.5 G06841 06-01-41
3128M85A8
498414.500000000000
PA
USD
550142.950000000000
0.0046871408
Long
ABS-MBS
USGA
US
N
2
2041-06-01
Fixed
5.500000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27
44891ABP1
6264000.000000000000
PA
USD
5745716.640000000000
0.0489527006
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
2.375000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.3% 01-08-26
44891ABS5
6000000.000000000000
PA
USD
5503698.000000000000
0.0468907357
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.300000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FHR 3318 JT PAC 5.5% 05-15-37
31397HDZ8
156049.800000000000
PA
USD
168092.010000000000
0.0014321204
Long
ABS-CBDO
USGA
US
N
2
2037-05-15
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNIONP 6.0 913966 02-01-37
31411SMP8
35602.820000000000
PA
USD
38827.720000000000
0.0003308067
Long
ABS-MBS
USGA
US
N
2
2037-02-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 MA3058 07-01-47
31418CMG6
49201.210000000000
PA
USD
50791.250000000000
0.0004327343
Long
ABS-MBS
USGA
US
N
2
2047-07-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.0 G08789 11-01-47
3128MJ2X7
751696.450000000000
PA
USD
776997.800000000000
0.0066199124
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
4.000000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 01-10-28
44891ABT3
6000000.000000000000
PA
USD
5309556.000000000000
0.0452366730
Long
DBT
CORP
US
Y
2
2028-01-10
Fixed
1.800000000000
N
N
N
N
N
N
HOWARD HUGHES CORP/THE
549300BVHY25JZC1KI49
HOWARD HUGHES 144A LIFE SR UNSEC 4.375% 02-01-31
44267DAF4
675000.000000000000
PA
USD
635438.250000000000
0.0054138448
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.375000000000
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC TCF_21-1
N/A
TCF 21-1A A 144A 1.86% 03-20-46/12-20-30
89680HAE2
4516440.000000000000
PA
USD
4096266.550000000000
0.0348996170
Long
ABS-O
CORP
US
Y
2
2046-03-20
Fixed
1.860000000000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2
N/A
TMCL 21-2A A 144A 2.23% 04-20-46
88315LAQ1
5560000.020000000000
PA
USD
5164183.620000000000
0.0439981207
Long
ABS-O
CORP
US
Y
2
2046-04-20
Fixed
2.230000000000
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES INC
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES 144A LIFE SR UNSEC 1.25% 02-08-26
44920UAP3
3695000.000000000000
PA
USD
3394215.920000000000
0.0289182440
Long
DBT
CORP
KR
Y
2
2026-02-08
Fixed
1.250000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31
404280CT4
6490000.000000000000
PA
USD
5909943.270000000000
0.0503518884
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.8040000000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28
44891ABX4
5900000.000000000000
PA
USD
5242374.200000000000
0.0446642935
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
2.000000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 0.875% 06-14-24
44891ABV8
2780000.000000000000
PA
USD
2626513.420000000000
0.0223775263
Long
DBT
CORP
US
Y
2
2024-06-14
Fixed
0.875000000000
N
N
N
N
N
N
NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1
N/A
USRE 21-1 A1 144A 1.91% 10-20-61/26
643821AA9
50765000.000000000000
PA
USD
47389279.800000000000
0.4037500227
Long
ABS-O
CORP
US
Y
2
2061-10-20
Fixed
1.910000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2
N/A
WLAKE 21-2 B 144A 0.62% 07-15-26
96042RAD0
1690000.000000000000
PA
USD
1641765.710000000000
0.0139876138
Long
ABS-O
CORP
US
Y
2
2026-07-15
Fixed
0.620000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 CA0770 11-01-47
3140Q72C0
5412349.280000000000
PA
USD
5484793.580000000000
0.0467296727
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNARM FRN 924866 10-01-37
31412GQT1
435629.720000000000
PA
USD
438632.950000000000
0.0037370913
Long
ABS-MBS
USGA
US
N
2
2037-10-01
Variable
1.7650000000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26
44891ABW6
8310000.000000000000
PA
USD
7566080.490000000000
0.0644619455
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
1.500000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28
404280CV9
2628000.000000000000
PA
USD
2367804.350000000000
0.0201733612
Long
DBT
CORP
GB
N
2
2029-08-17
Variable
2.2060000000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.1% 09-15-28
44891ACA3
4400000.000000000000
PA
USD
3886520.000000000000
0.0331126057
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
2.100000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.0% 09-17-24
44891ABY2
2750000.000000000000
PA
USD
2588833.500000000000
0.0220564986
Long
DBT
CORP
US
Y
2
2024-09-17
Fixed
1.000000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2
N/A
WLAKE 21-2 C 144A 0.89% 07-15-26
96042RAE8
2181000.000000000000
PA
USD
2095653.110000000000
0.0178546708
Long
ABS-O
CORP
US
Y
2
2026-07-15
Fixed
0.890000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2
N/A
WLAKE 21-2 D 144A 1.23% 12-15-26
96042RAF5
1446000.000000000000
PA
USD
1373681.200000000000
0.0117035713
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
1.230000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26
44891ABZ9
7275000.000000000000
PA
USD
6642162.300000000000
0.0565902920
Long
DBT
CORP
US
Y
2
2026-09-17
Fixed
1.650000000000
N
N
N
N
N
N
HARTFORD FINANCIAL SERVICES GROUP INC (THE)
IU7C3FTM7Y3BQM112U94
HARTFORD FINL SVCS GRP SR UNSEC 2.9% 09-15-51
416518AD0
713000.000000000000
PA
USD
588716.260000000000
0.0050157800
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.900000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3
N/A
WLAKE 20-3A C 144A 1.24% 11-17-25
96042QAJ9
1557000.000000000000
PA
USD
1528804.290000000000
0.0130251983
Long
ABS-O
CORP
US
Y
2
2025-11-17
Fixed
1.240000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3
N/A
WLAKE 20-3A D 144A 1.65% 02-17-26
96042QAL4
3023000.000000000000
PA
USD
2930595.960000000000
0.0249682669
Long
ABS-O
CORP
US
Y
2
2026-02-17
Fixed
1.650000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSEC 4.329% 09-21-28
92343VER1
1539000.000000000000
PA
USD
1625905.790000000000
0.0138524895
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.329000000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS 144A LIFE SEC 6.625% 07-31-26
98310WAS7
675000.000000000000
PA
USD
704750.630000000000
0.0060043766
Long
DBT
CORP
US
Y
2
2026-07-31
Fixed
6.625000000000
N
N
N
N
N
N
SUN COMMUNITIES OPERATING LP
549300PUNBPJCGT6X741
SUN COMMUNITIES LP SR UNSEC 2.3% 11-01-28
866677AF4
1026000.000000000000
PA
USD
931755.740000000000
0.0079384283
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
2.300000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 3.40% 10-29-33
00774MAY1
5120000.000000000000
PA
USD
4599336.960000000000
0.0391857063
Long
DBT
CORP
NL
N
2
2033-10-29
Fixed
3.400000000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-ELEVEN 144A LIFE SR UNSEC 2.8% 02-10-51
817826AG5
5000000.000000000000
PA
USD
4045095.000000000000
0.0344636425
Long
DBT
CORP
US
Y
2
2051-02-10
Fixed
2.800000000000
N
N
N
N
N
N
OLEODUCTO CENTRAL SA (OCENSA)
254900W4CPYCQFVH5E92
OLEODUCTO CENTRAL SA (OCENSA) 144A LIFE SR UNSEC 4.0% 07-14-27
680617AC1
1715000.000000000000
PA
USD
1618496.950000000000
0.0137893672
Long
DBT
CORP
CO
Y
2
2027-07-14
Fixed
4.000000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX SR UNSEC 6.875% 10-16-25
71654QDH2
5000000.000000000000
PA
USD
5248000.000000000000
0.0447122245
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
6.875000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX SR UNSEC SF 6.70% 02-16-32
71643VAB1
18259000.000000000000
PA
USD
17365039.360000000000
0.1479477018
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.700000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX SR UNSEC 6.5% 01-23-29
71654QCP5
3409000.000000000000
PA
USD
3383091.600000000000
0.0288234663
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.500000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX SR UNSEC 7.69% 01-23-50
71654QDD1
285000.000000000000
PA
USD
249432.000000000000
0.0021251257
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.690000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSEC 2.251% 11-22-27/26
404280CX5
5270000.000000000000
PA
USD
4916277.600000000000
0.0418859962
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
2.2510000000000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 144A SEC 3.125% 03-15-27
404119CD9
755000.000000000000
PA
USD
738892.080000000000
0.0062952570
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.125000000000
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT (2018) LTD
549300C6OZZ8LTVR8209
SINOPEC OVERSEAS GRP REG S SR UNSEC 2.95% 08-08-29
N/A
3743000.000000000000
PA
USD
3591198.890000000000
0.0305965113
Long
DBT
CORP
VG
Y
2
2029-08-08
Fixed
2.950000000000
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT (2018) LTD
549300C6OZZ8LTVR8209
SINOPEC OVERSEAS GRP REG S SR UNSEC 2.95% 11-12-29
N/A
460000.000000000000
PA
USD
442030.560000000000
0.0037660384
Long
DBT
CORP
VG
Y
2
2029-11-12
Fixed
2.950000000000
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT (2018) LTD
549300C6OZZ8LTVR8209
SINOPEC OVERSEAS GRP 144A LIFE SR UNSEC 2.95% 11-12-29
82939GAL2
3419000.000000000000
PA
USD
3285440.180000000000
0.0279914899
Long
DBT
CORP
VG
Y
2
2029-11-12
Fixed
2.950000000000
N
N
N
N
N
N
SINOPEC GROUP OVERSEAS DEVELOPMENT (2018) LTD
549300C6OZZ8LTVR8209
SINOPEC OVERSEAS GRP 144A LIFE SR UNSEC 2.95% 08-08-29
82939GAH1
1183000.000000000000
PA
USD
1135022.250000000000
0.0096702305
Long
DBT
CORP
VG
Y
2
2029-08-08
Fixed
2.950000000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 144A SEC 3.375% 03-15-29
404119CE7
1770000.000000000000
PA
USD
1724523.390000000000
0.0146926976
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.375000000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 144A SEC 3.625% 03-15-32
404119CF4
5729000.000000000000
PA
USD
5620475.550000000000
0.0478856640
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
3.625000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
UTD MEX ST GVT GLOBAL 4.4% 02-12-52
91087BAS9
675000.000000000000
PA
USD
621401.630000000000
0.0052942548
Long
DBT
NUSS
MX
N
2
2052-02-12
Fixed
4.400000000000
N
N
N
N
N
N
CHILE (REPUBLIC OF)
549300FLZTJM5YJF8D34
CHILE GVT BD CHILE 3.5% 01-31-34
168863DV7
600000.000000000000
PA
USD
593394.000000000000
0.0050556337
Long
DBT
NUSS
CL
N
2
2034-01-31
Fixed
3.500000000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 144A SEC 4.625% 03-15-52
404119CG2
390000.000000000000
PA
USD
394231.890000000000
0.0033588005
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
4.625000000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
HOSPITALITY PROPERTIES TRUST SR UNSEC 4.5% 03-15-25
44106MAT9
855000.000000000000
PA
USD
802584.230000000000
0.0068379052
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.500000000000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
549300MHDRBVRF6B9117
TITULOS DE TESORERIA COP UNSEC 5.75% 11-03-27
N/A
24813800000.000000000000
PA
5561249.910000000000
0.0473810699
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.750000000000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
549300MHDRBVRF6B9117
COLOMBIA REP OF SR UNSEC 4.125% 05-15-51
195325DT9
3120000.000000000000
PA
USD
2361590.400000000000
0.0201204193
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.125000000000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
N/A
CHINA GOVT BOND CNY 3.81% 09-14-50
N/A
13380000.000000000000
PA
2256170.360000000000
0.0192222553
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.810000000000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
N/A
CHINA GOVT BOND CNY 3.72% 04-12-51
N/A
48340000.000000000000
PA
8054019.680000000000
0.0686191190
Long
DBT
NUSS
CN
N
2
2051-04-12
Fixed
3.720000000000
N
N
N
N
N
N
CHILE (REPUBLIC OF)
549300FLZTJM5YJF8D34
CHILE GVT BD 3.1% 05-07-41
168863DS4
2340000.000000000000
PA
USD
2064488.400000000000
0.0175891518
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.100000000000
N
N
N
N
N
N
CHILE (REPUBLIC OF)
549300FLZTJM5YJF8D34
CHILE GVT BD CHILE 4.0% 01-31-52
168863DW5
580000.000000000000
PA
USD
573950.600000000000
0.0048899787
Long
DBT
NUSS
CL
N
2
2052-01-31
Fixed
4.000000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CHARTER COMM CCO 144A SR UNSEC 4.75% 02-01-32
1248EPCQ4
1265000.000000000000
PA
USD
1179890.800000000000
0.0100525043
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.750000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSEC 3.057% 01-25-33/32
17327CAQ6
8135000.000000000000
PA
USD
7609454.600000000000
0.0648314868
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.0570000000000000
N
N
N
N
N
N
CHILE (REPUBLIC OF)
549300FLZTJM5YJF8D34
CHILE GVT BD CHILE 4.34% 03-07-42
168863DY1
1320000.000000000000
PA
USD
1357547.400000000000
0.0115661136
Long
DBT
NUSS
CL
N
2
2042-03-07
Fixed
4.340000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC (GOVERNMENT)
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 144A LIFE 5.95% 01-25-27
25714PDT2
8100000.000000000000
PA
USD
8343081.000000000000
0.0710818809
Long
DBT
NUSS
DO
Y
2
2027-01-25
Fixed
5.950000000000
N
N
N
N
N
N
HUNGARY (REPUBLIC OF)
5299003F3UFKGCCMAP43
HUNGARY GOVT BOND 144A LIFE 2.125% 09-22-31
445545AM8
2135000.000000000000
PA
USD
1938242.670000000000
0.0165135559
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.125000000000
N
N
N
N
N
N
ISRAEL (STATE OF)
213800T8ZHTFZIBYPE21
ISRAEL STATE 3.375% 01-15-50
46513JXN6
4750000.000000000000
PA
USD
4512500.000000000000
0.0384458676
Long
DBT
NUSS
IL
N
2
2050-01-15
Fixed
3.375000000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 144A LIFE LT2 SUB 5.71% 01-15-26
46115HAW7
15400000.000000000000
PA
USD
15751597.400000000000
0.1342014024
Long
DBT
CORP
IT
Y
2
2026-01-15
Fixed
5.710000000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27
46115HBB2
6250000.000000000000
PA
USD
6106062.500000000000
0.0520227968
Long
DBT
CORP
IT
Y
2
2027-07-14
Fixed
3.875000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSEC 3.07% 02-24-28/27
172967NG2
5520000.000000000000
PA
USD
5382364.320000000000
0.0458569897
Long
DBT
CORP
US
N
2
2028-02-24
Variable
3.0700000000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM CCO 1ST LIEN 4.4% 04-01-33
161175CJ1
1555000.000000000000
PA
USD
1552552.430000000000
0.0132275291
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.400000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM CCO 1ST LIEN 5.25% 04-01-53
161175CK8
1240000.000000000000
PA
USD
1251751.480000000000
0.0106647472
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.250000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSEC 3.785% 03-17-33/32
172967NN7
5350000.000000000000
PA
USD
5309671.700000000000
0.0452376588
Long
DBT
CORP
US
N
2
2033-03-17
Variable
3.7850000000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-27
46284VAC5
1605000.000000000000
PA
USD
1589712.380000000000
0.0135441267
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.875000000000
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC
2138008L3B3MCG1DFS50
IMPERIAL TOBACCO FINANCE PLC 144A LIFE SR UNSEC 3.5% 02-11-23
453140AB1
2335000.000000000000
PA
USD
2346999.570000000000
0.0199961074
Long
DBT
CORP
GB
Y
2
2023-02-11
Fixed
3.500000000000
N
N
N
N
N
N
ISRAEL (STATE OF)
213800T8ZHTFZIBYPE21
ISRAEL STATE 3.875% 07-03-50
46513JB42
4775000.000000000000
PA
USD
4930187.500000000000
0.0420045066
Long
DBT
NUSS
IL
N
2
2050-07-03
Fixed
3.875000000000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA REP OF SR UNSEC 3.35% 03-12-71
455780CX2
1660000.000000000000
PA
USD
1410898.740000000000
0.0120206595
Long
DBT
NUSS
ID
N
2
2071-03-12
Fixed
3.350000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
UTD MEX ST GVT GLOBAL 3.5% 02-12-34
91087BAR1
1030000.000000000000
PA
USD
959949.700000000000
0.0081786369
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.500000000000
N
N
N
N
N
N
PERU (REPUBLIC OF)
254900STKLK2DBJJZ530
PERU PEN 144A LIFE/REG S 6.15% 08-12-32
N/A
12950000.000000000000
PA
3396670.920000000000
0.0289391602
Long
DBT
NUSS
PE
Y
2
2032-08-12
Fixed
6.150000000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2
N/A
AMCAR 21-2 D 1.29% 06-18-27/04-21-25
03066RAF2
2613000.000000000000
PA
USD
2439462.830000000000
0.0207838814
Long
ABS-O
CORP
US
N
2
2027-06-18
Fixed
1.290000000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2
N/A
AMCAR 21-2 B 0.69% 01-19-27/08-19-24
03066RAD7
997000.000000000000
PA
USD
954237.670000000000
0.0081299712
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
0.690000000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST AFFRM_21-B
N/A
AFFRM 21-B A 144A 1.03% 08-17-26/03-15-24
00834DAA1
701000.000000000000
PA
USD
670235.910000000000
0.0057103160
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
1.030000000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST 21-Z2
N/A
AFFRM 21-Z2 A 144A 1.17% 11-16-26
00834TAA6
1182528.500000000000
PA
USD
1161527.980000000000
0.0098960556
Long
ABS-O
CORP
US
Y
2
2026-11-16
Fixed
1.170000000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK SR UNSEC 3.6% 04-07-32
13607HR53
3635000.000000000000
PA
USD
3622310.220000000000
0.0308615754
Long
DBT
CORP
CA
N
2
2032-04-07
Fixed
3.600000000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA SR SEC 1ST LIEN 3.4% 10-01-46
26444HAA9
5669000.000000000000
PA
USD
5362108.690000000000
0.0456844146
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.400000000000
N
N
N
N
N
N
PERU (REPUBLIC OF)
254900STKLK2DBJJZ530
PERU GOVT PEN REG S GDN 6.35% 08-12-28
N/A
5840000.000000000000
PA
1584791.500000000000
0.0135022015
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.350000000000
N
N
N
N
N
N
PERU (REPUBLIC OF)
254900STKLK2DBJJZ530
PERU GOVT PEN 144A LIFE/REG S 5.94% 02-12-29
N/A
6005000.000000000000
PA
1583899.570000000000
0.0134946024
Long
DBT
NUSS
PE
Y
2
2029-02-12
Fixed
5.940000000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG SR UNSEC 4.10% 01-13-26
25152R2Y8
857000.000000000000
PA
USD
869238.820000000000
0.0074057929
Long
DBT
CORP
DE
N
2
2026-01-13
Fixed
4.100000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (LONDON BRANCH)
N/A
DEUTSCHE BANK AG LONDON SR UNSEC 3.7% 05-30-24
25152RXA6
2750000.000000000000
PA
USD
2764971.000000000000
0.0235571654
Long
DBT
CORP
GB
N
2
2024-05-30
Fixed
3.700000000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST AFFRM_22-X1
N/A
AFFRM 22-X1 A 144A 1.75% 02-15-27
00834HAA2
2000000.000000000000
PA
USD
1981340.000000000000
0.0168807391
Long
ABS-O
CORP
US
Y
2
2027-02-15
Fixed
1.750000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A
N/A
AESOP 19-2A A 144A 3.35% 09-22-25/24
05377RDL5
2210000.000000000000
PA
USD
2219491.950000000000
0.0189097604
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
3.350000000000
N
N
N
N
N
N
PANAMA REPUBLIC OF (GOVERNMENT)
549300SHS4T08CL0LP14
PANAMA GLOBAL 3.87% 07-23-60
698299BL7
7500000.000000000000
PA
USD
6588825.000000000000
0.0561358656
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.870000000000
N
N
N
N
N
N
PERU (REPUBLIC OF)
254900STKLK2DBJJZ530
PERU GOVT 2.783% 01-23-31
715638DF6
3790000.000000000000
PA
USD
3577760.000000000000
0.0304820138
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.783000000000
N
N
N
N
N
N
PANAMA BONOS DEL TESORO
549300SHS4T08CL0LP14
PANAMA BONOS DEL TESORO 3.362% 06-30-31
N/A
15625000.000000000000
PA
USD
14726562.500000000000
0.1254682487
Long
DBT
NUSS
PA
N
2
2031-06-30
Fixed
3.362000000000
N
N
N
N
N
N
PHILIPPINES (REPUBLIC OF)
529900RAHBALMYIJ3T08
PHILIPPINES REP OF 3.2% 07-06-46
718286CP0
4900000.000000000000
PA
USD
4386269.300000000000
0.0373703997
Long
DBT
NUSS
PH
N
2
2046-07-06
Fixed
3.200000000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP SR UNSEC 3.75% 04-15-24
26441CAN5
3826000.000000000000
PA
USD
3885337.430000000000
0.0331025304
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.750000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR UNSEC 3.3% 11-16-22
251526BL2
2695000.000000000000
PA
USD
2713980.890000000000
0.0231227368
Long
DBT
CORP
US
N
2
2022-11-16
Fixed
3.300000000000
N
N
N
N
N
N
PERU (REPUBLIC OF)
254900STKLK2DBJJZ530
PERU GOVT 3.6% 01-15-72
715638DW9
3881000.000000000000
PA
USD
3352116.730000000000
0.0285595648
Long
DBT
NUSS
PE
N
2
2072-01-15
Fixed
3.600000000000
N
N
N
N
N
N
PERU (REPUBLIC OF)
254900STKLK2DBJJZ530
PERU GOVT 3.0% 01-15-34
715638DU3
2400000.000000000000
PA
USD
2243184.000000000000
0.0191116133
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.000000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A
N/A
AESOP 18-2A A 144A 4.0% 03-20-25/24
05377RDC5
2755000.000000000000
PA
USD
2800512.600000000000
0.0238599749
Long
ABS-O
CORP
US
Y
2
2025-03-20
Fixed
4.000000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A
N/A
AESOP 2020-1A A 144A 2.33% 08-20-26/25
05377RDU5
7689000.000000000000
PA
USD
7471478.190000000000
0.0636559471
Long
ABS-O
CORP
US
Y
2
2026-08-20
Fixed
2.330000000000
N
N
N
N
N
N
DAIMLER FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
DAIMLER FINANCE NA 144A LIFE SR UNSEC 3.35% 02-22-23
233851DD3
2000000.000000000000
PA
USD
2019454.000000000000
0.0172054651
Long
DBT
CORP
US
Y
2
2023-02-22
Fixed
3.350000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR UNSEC 3.95% 02-27-23
251526BR9
6350000.000000000000
PA
USD
6414541.400000000000
0.0546509938
Long
DBT
CORP
US
N
2
2023-02-27
Fixed
3.950000000000
N
N
N
N
N
N
PANAMA REPUBLIC OF (GOVERNMENT)
549300SHS4T08CL0LP14
PANAMA GLOBAL SF 4.5% 01-19-63
698299BS2
395000.000000000000
PA
USD
380388.950000000000
0.0032408605
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.500000000000
N
N
N
N
N
N
PHILIPPINES (REPUBLIC OF)
529900RAHBALMYIJ3T08
PHILIPPINES REP OF 3.229% 03-29-27
718286CQ8
475000.000000000000
PA
USD
481738.830000000000
0.0041043473
Long
DBT
NUSS
PH
N
2
2027-03-29
Fixed
3.229000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2
N/A
AESOP 20-2A B 144A 2.96% 02-20-27/26
05377REA8
623000.000000000000
PA
USD
604835.190000000000
0.0051531111
Long
ABS-O
CORP
US
Y
2
2027-02-20
Fixed
2.960000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2
N/A
AESOP 20-2 A 144A 2.02% 02-20-27/26
05377RDY7
2427000.000000000000
PA
USD
2304259.330000000000
0.0196319666
Long
ABS-O
CORP
US
Y
2
2027-02-20
Fixed
2.020000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR UNSEC 3.7% 05-30-24
251526BY4
4950000.000000000000
PA
USD
4973527.350000000000
0.0423737560
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
3.700000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR UNSEC 4.1% 01-13-26
251526BZ1
7305000.000000000000
PA
USD
7353680.520000000000
0.0626523275
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
4.100000000000
N
N
N
N
N
N
PHILIPPINES (REPUBLIC OF)
529900RAHBALMYIJ3T08
PHILIPPINES REP OF 4.2% 03-29-47
N/A
272000.000000000000
PA
USD
285503.710000000000
0.0024324516
Long
DBT
NUSS
PH
N
2
2047-03-29
Fixed
4.200000000000
N
N
N
N
N
N
PORTUGAL (REPUBLIC OF)
549300P6U1FJ3IMP7K42
PORTUGAL GOVT REG S 5.125% 10-15-24
N/A
24775000.000000000000
PA
USD
26210141.430000000000
0.2233067319
Long
DBT
NUSS
PT
Y
2
2024-10-15
Fixed
5.125000000000
N
N
N
N
N
N
ROMANIA (REPUBLIC OF)
315700IASY927EDWBK92
ROMANIA GOVT BOND EUR 144A LIFE 3.75% 02-07-34
N/A
5625000.000000000000
PA
5822539.470000000000
0.0496072203
Long
DBT
NUSS
RO
Y
2
2034-02-07
Fixed
3.750000000000
N
N
N
N
N
N
PARAGUAY REPUBLIC OF (GOVERNMENT)
529900UXKJTJPCU0HK83
PARAGUAY REP OF REG S 5.0% 04-15-26
N/A
1250000.000000000000
PA
USD
1306250.000000000000
0.0111290669
Long
DBT
NUSS
PY
Y
2
2026-04-15
Fixed
5.000000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2
N/A
AESOP 20-2A C 144A 4.25% 02-20-27/26
05377REC4
1279000.000000000000
PA
USD
1276650.480000000000
0.0108768832
Long
ABS-O
CORP
US
Y
2
2027-02-20
Fixed
4.250000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-3
N/A
ACAR 20-3 C 144A 1.85% 06-15-26/07-13-23
025297AC6
2602000.000000000000
PA
USD
2590389.880000000000
0.0220697588
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
1.850000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-3
N/A
ACAR 20-3 D 144A 2.4% 06-15-26/10-13-23
025297AD4
2500000.000000000000
PA
USD
2473662.500000000000
0.0210752578
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
2.400000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1
N/A
ACAR 21-1 C 144A 0.83% 03-15-27/02-13-24
02528BAE4
1465000.000000000000
PA
USD
1441089.740000000000
0.0122778826
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
0.830000000000
N
N
N
N
N
N
SAUDI ARABIA (KINGDOM OF)
635400FMICXSM3SI3H65
KINGDOM OF SAUDI ARABIA 144A LIFE 3.625% 03-04-28
80413TAE9
11435000.000000000000
PA
USD
11831680.150000000000
0.1008042568
Long
DBT
NUSS
SA
Y
2
2028-03-04
Fixed
3.625000000000
N
N
N
N
N
N
QATAR (STATE OF)
52990074F6OJOAXK4P65
STATE OF QATAR 144A LIFE 5.103% 04-23-48
74727PAY7
3400000.000000000000
PA
USD
4166968.600000000000
0.0355019885
Long
DBT
NUSS
QA
Y
2
2048-04-23
Fixed
5.103000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1
N/A
ACAR 21-1 D 144A 1.14% 03-15-27/05-13-24
02528BAG9
806000.000000000000
PA
USD
773801.910000000000
0.0065926838
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
1.140000000000
N
N
N
N
N
N
BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1
N/A
BBIRD 21-1 B 144A 3.446% 07-15-46/07-17-28
09229CAB5
508926.340000000000
PA
USD
423397.200000000000
0.0036072848
Long
ABS-O
CORP
US
Y
2
2046-07-15
Fixed
3.446000000000
N
N
N
N
N
N
QATAR (STATE OF)
52990074F6OJOAXK4P65
STATE OF QATAR 144A LIFE 4.5% 04-23-28
74727PAX9
5100000.000000000000
PA
USD
5568690.000000000000
0.0474444584
Long
DBT
NUSS
QA
Y
2
2028-04-23
Fixed
4.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.125% 07-15-26
912828S50
17007195.000000000000
PA
USD
17843091.000000000000
0.1520206348
Long
DBT
UST
US
N
2
2026-07-15
Fixed
0.125000000000
N
N
N
N
N
N
BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1
N/A
BBIRD 21-1 A 144A 2.443% 07-15-46/07-17-28
09229CAA7
4438804.880000000000
PA
USD
4064662.460000000000
0.0346303545
Long
ABS-O
CORP
US
Y
2
2046-07-15
Fixed
2.443000000000
N
N
N
N
N
N
BHG SECURITIZATION TRUST BHG_21-B
N/A
BHG 21-B A 144A 0.9% 10-17-34
08862BAA3
262148.510000000000
PA
USD
255349.430000000000
0.0021755414
Long
ABS-O
CORP
US
Y
2
2034-10-17
Fixed
0.900000000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 3.7% 09-01-28
26442UAG9
3750000.000000000000
PA
USD
3821973.750000000000
0.0325626807
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.700000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR UNSEC 3.961% 11-26-25
251526CB3
8586000.000000000000
PA
USD
8587253.560000000000
0.0731621969
Long
DBT
CORP
US
N
2
2025-11-26
Variable
3.9610000000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 03-15-28
46284VAE1
3500000.000000000000
PA
USD
3459050.000000000000
0.0294706212
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.250000000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 01-12-28
46115HBD8
1986000.000000000000
PA
USD
1939031.100000000000
0.0165202732
Long
DBT
CORP
IT
Y
2
2028-01-12
Fixed
3.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 04-15-22
912828X39
5822033.766000000000
PA
USD
5845950.200000000000
0.0498066764
Long
DBT
UST
US
N
2
2022-04-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.375% 07-15-27
9128282L3
81004778.400000000000
PA
USD
85899614.400000000000
0.7318526766
Long
DBT
UST
US
N
2
2027-07-15
Fixed
0.375000000000
N
N
N
N
N
N
BHG SECURITIZATION TRUST BHG_21-B
N/A
BHG 21-B B 144A 1.67% 10-17-34
08862BAB1
269000.000000000000
PA
USD
250935.040000000000
0.0021379314
Long
ABS-O
CORP
US
Y
2
2034-10-17
Fixed
1.670000000000
N
N
N
N
N
N
BALLY 2019-2A
N/A
BALLY 19-2A A1AR CLO 144A FRN (L+100) 11-20-30
05875MAL6
575000.000000000000
PA
USD
570988.800000000000
0.0048647446
Long
ABS-O
CORP
US
Y
2
2030-11-20
Variable
1.4795700000000000
N
N
N
N
N
N
DAIMLER FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
DAIMLER FINANCE NA 144A LIFE SR UNSEC 1.75% 03-10-23
233851DY7
8000000.000000000000
PA
USD
7965032.000000000000
0.0678609564
Long
DBT
CORP
US
Y
2
2023-03-10
Fixed
1.750000000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC SEC 2.5% 08-15-50
26442UAK0
644000.000000000000
PA
USD
525578.700000000000
0.0044778569
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.5% 01-15-28
9128283R9
85484250.000000000000
PA
USD
91208400.000000000000
0.7770827859
Long
DBT
UST
US
N
2
2028-01-15
Fixed
0.500000000000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R
N/A
CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27
14856JAA2
1031690.510000000000
PA
USD
912310.510000000000
0.0077727577
Long
ABS-O
CORP
US
Y
2
2041-08-15
Fixed
2.741000000000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1
N/A
CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28
12567UAA1
16588675.610000000000
PA
USD
15261399.090000000000
0.1300249815
Long
ABS-O
CORP
US
Y
2
2037-05-11
Fixed
2.868000000000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1
N/A
CLAF 21-1 C 144A 6.171% 05-11-37/11-10-28
12567UAC7
691349.210000000000
PA
USD
642613.930000000000
0.0054749806
Long
ABS-O
CORP
US
Y
2
2037-05-11
Fixed
6.171000000000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1
N/A
CLAF 21-1 B 144A 3.464% 05-11-37/11-10-28
12567UAB9
6419685.080000000000
PA
USD
6038445.660000000000
0.0514467108
Long
ABS-O
CORP
US
Y
2
2037-05-11
Fixed
3.464000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR NON PREF 2.222% 09-18-24
251526CC1
10475000.000000000000
PA
USD
10251159.730000000000
0.0873384443
Long
DBT
CORP
US
N
2
2024-09-18
Variable
2.2220000000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR NON PREF 3.547% 09-18-31
251526CD9
2900000.000000000000
PA
USD
2739203.700000000000
0.0233376316
Long
DBT
CORP
US
N
2
2031-09-18
Variable
3.5470000000000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4
N/A
CRVNA 21-N4 C 1.72% 09-11-28/11-10-26
14687HAD5
538000.000000000000
PA
USD
522909.100000000000
0.0044551123
Long
ABS-O
CORP
US
N
2
2028-09-11
Fixed
1.720000000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4
N/A
CRVNA 21-N4 A2 1.8% 09-11-28/10-13-26
14687HAB9
884000.000000000000
PA
USD
839866.300000000000
0.0071555432
Long
ABS-O
CORP
US
N
2
2028-09-11
Fixed
1.800000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 4.448% 03-16-28
05530QAP5
3065000.000000000000
PA
USD
3078093.680000000000
0.0262249268
Long
DBT
CORP
US
N
2
2028-03-16
Fixed
4.448000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 4.742% 03-16-32
05526DBW4
2675000.000000000000
PA
USD
2694872.580000000000
0.0229599367
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
4.742000000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_19-2
N/A
CARMX 19-2 C 3.16% 02-18-25/04-17-23
14316LAF0
400000.000000000000
PA
USD
402424.000000000000
0.0034285961
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.160000000000
N
N
N
N
N
N
CPS AUTO TRUST CPS_19-B
549300RMJRP95RN5CL91
CPS 19-B D 144A 3.69% 03-17-25/12-15-22
22412AAD5
2381620.380000000000
PA
USD
2394521.620000000000
0.0204009886
Long
ABS-O
CORP
US
Y
2
2025-03-17
Fixed
3.690000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR UNSEC 2.129% 11-24-26/11-24-25
251526CE7
42264000.000000000000
PA
USD
39227500.660000000000
0.3342128082
Long
DBT
CORP
US
N
2
2026-11-24
Variable
2.1290000000000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC SR UNSEC 4.4% 03-24-51
25278XAQ2
2016000.000000000000
PA
USD
2053285.920000000000
0.0174937083
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
4.400000000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.375% 01-12-23
46115HBC0
10035000.000000000000
PA
USD
10060087.500000000000
0.0857105357
Long
DBT
CORP
IT
Y
2
2023-01-12
Fixed
3.375000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
N/A
G2SF 4.0 TBA 05-01-52
21H040657
114817205.000000000000
PA
USD
116687462.450000000000
0.9941608273
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
4.000000000000
N
N
N
N
N
N
CPS AUTO TRUST CPS_19-C
N/A
CPS 19-C C 144A 2.84% 06-16-25/06-15-22
12596UAC2
72655.430000000000
PA
USD
72699.390000000000
0.0006193886
Long
ABS-O
CORP
US
Y
2
2025-06-16
Fixed
2.840000000000
N
N
N
N
N
N
CPS AUTO TRUST CPS_19-C
N/A
CPS 19-C D 144A 3.17% 06-16-25/05-15-23
12596UAD0
1125000.000000000000
PA
USD
1132789.500000000000
0.0096512078
Long
ABS-O
CORP
US
Y
2
2025-06-16
Fixed
3.170000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 5.65% 03-16-52
05526DBV6
610000.000000000000
PA
USD
620390.130000000000
0.0052856370
Long
DBT
CORP
US
N
2
2052-03-16
Fixed
5.650000000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL 144A LIFE SR UNSEC 3.45% 04-01-27
05565ECA1
1075000.000000000000
PA
USD
1083875.200000000000
0.0092344648
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
3.450000000000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-1
N/A
CAALT 20-1 A 144A 2.01% 02-15-29/05-15-23
22534GAA1
6429421.500000000000
PA
USD
6430488.780000000000
0.0547868632
Long
ABS-O
CORP
US
Y
2
2029-02-15
Fixed
2.010000000000
N
N
N
N
N
N
CLI FUNDING LLC CLIF_20-2
N/A
CLIF 20-2A A 144A 2.03% 09-15-45
12563LAQ0
2532671.420000000000
PA
USD
2383547.730000000000
0.0203074926
Long
ABS-O
CORP
US
Y
2
2045-09-15
Fixed
2.030000000000
N
N
N
N
N
N
CLI FUNDING LLC CLIF_20-3
N/A
CLIF 20-3A A 144A 2.07% 10-18-45
12563LAS6
5331582.500000000000
PA
USD
4961101.500000000000
0.0422678895
Long
ABS-O
CORP
US
Y
2
2045-10-18
Fixed
2.070000000000
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST CPS_21-A
N/A
CPS 21-A C 144A 0.83% 09-15-26/12-15-23
12656NAE1
694000.000000000000
PA
USD
680610.660000000000
0.0057987074
Long
ABS-O
CORP
US
Y
2
2026-09-15
Fixed
0.830000000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-1
N/A
CARMX 21-1 C 0.94% 12-15-26/02-18-25
14316NAF6
210000.000000000000
PA
USD
196914.270000000000
0.0016776820
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.940000000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-1
N/A
CARMX 21-1 D 1.28% 07-15-27/02-18-25
14316NAG4
206000.000000000000
PA
USD
192418.420000000000
0.0016393780
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.280000000000
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST CPS_21-A
N/A
CPS 21-A D 144A 1.16% 12-15-26/01-15-25
12656NAG6
590000.000000000000
PA
USD
566273.740000000000
0.0048245729
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
1.160000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1
N/A
DRIVE 21-1 C 1.02% 06-15-27/04-15-24
262108AE3
5369000.000000000000
PA
USD
5289077.070000000000
0.0450621954
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.020000000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK SA 144A LIFE SR NON-PREREF 1.535% 05-25-27/26
23329PAG5
1200000.000000000000
PA
USD
1105033.200000000000
0.0094147280
Long
DBT
CORP
NO
Y
2
2027-05-25
Variable
1.5350000000000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM 144A LIFE SR UNSEC 4.125% 06-15-29
23345MAA5
555000.000000000000
PA
USD
532960.950000000000
0.0045407526
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.125000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR UNSEC 0.898% 05-28-24
251526CJ6
2500000.000000000000
PA
USD
2382192.500000000000
0.0202959463
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
0.898000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR NON PREF 3.035% 05-28-32/31
251526CK3
2100000.000000000000
PA
USD
1890548.100000000000
0.0161072049
Long
DBT
CORP
US
N
2
2032-05-28
Variable
3.0350000000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1
N/A
DRIVE 21-1 D 1.45% 01-16-29/11-15-24
262108AF0
4053000.000000000000
PA
USD
3906528.630000000000
0.0332830765
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
1.450000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1
N/A
DRIVE 21-1 B 0.65% 07-15-25/05-15-23
262108AD5
2524000.000000000000
PA
USD
2502268.360000000000
0.0213189758
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
0.650000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-2
N/A
DTAOT 21-2A D 144A 1.5% 02-16-27/01-15-25
23345EAG0
832000.000000000000
PA
USD
788338.300000000000
0.0067165318
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
1.500000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-2
N/A
DTAOT 21-2A B 144A 0.81% 01-15-27/09-15-23
23345EAC9
1179000.000000000000
PA
USD
1156095.570000000000
0.0098497722
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
0.810000000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS INC SR SEC 1ST LIEN 2.0% 08-15-31
26442UAL8
1775000.000000000000
PA
USD
1590298.830000000000
0.0135491232
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.000000000000
N
N
N
N
N
N
DANSKE BANK AS
MAES062Z21O4RZ2U7M96
DANSKE BANK 144A LIFE SR UNSEC 1.549% 09-10-27/26
23636ABB6
2990000.000000000000
PA
USD
2727047.440000000000
0.0232340620
Long
DBT
CORP
DK
Y
2
2027-09-10
Variable
1.5490000000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-2
N/A
DTAOT 21-2A C 144A 1.1% 02-16-27/04-15-24
23345EAE5
1231000.000000000000
PA
USD
1186066.040000000000
0.0101051164
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
1.100000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2
N/A
DRIVE_19-2 C 3.42% 06-16-25/06-15-22
26208RAF2
1220522.980000000000
PA
USD
1225005.960000000000
0.0104368791
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
3.420000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26
251526CP2
3825000.000000000000
PA
USD
3510982.800000000000
0.0299130814
Long
DBT
CORP
US
N
2
2027-11-16
Variable
2.3110000000000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA 1ST LIEN 3.0% 12-15-51
26444HAL5
711000.000000000000
PA
USD
637213.130000000000
0.0054289666
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.000000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_19-2
N/A
DTAOT 19-2A C 144A 3.18% 02-18-25/02-15-22
26252TAE6
680915.960000000000
PA
USD
682383.330000000000
0.0058138103
Long
ABS-O
CORP
US
Y
2
2025-02-18
Fixed
3.180000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_19-2
N/A
DTAOT 19-2A D 144A 3.48% 02-18-25/11-15-22
26252TAG1
4250000.000000000000
PA
USD
4292249.250000000000
0.0365693621
Long
ABS-O
CORP
US
Y
2
2025-02-18
Fixed
3.480000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 1.65% 10-29-24
00774MAU9
5996000.000000000000
PA
USD
5667695.020000000000
0.0482879673
Long
DBT
CORP
NL
N
2
2024-10-29
Fixed
1.650000000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP SR UNSEC 2.8% 12-10-51
235851AW2
1090000.000000000000
PA
USD
928986.290000000000
0.0079148330
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.800000000000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FIN NA 144A LIFE SR UNSEC 2.375% 12-14-28
233853AG5
3975000.000000000000
PA
USD
3622262.480000000000
0.0308611687
Long
DBT
CORP
US
Y
2
2028-12-14
Fixed
2.375000000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL 144A LIFE SR UNSEC 3.7% 04-01-32
05565ECB9
1350000.000000000000
PA
USD
1365813.900000000000
0.0116365430
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
3.700000000000
N
N
N
N
N
N
CHEVRON CORP
N/A
CHEVRON CORP SR UNSEC 2.355% 12-05-22
166764AB6
4800000.000000000000
PA
USD
4820760.000000000000
0.0410721996
Long
DBT
CORP
US
N
2
2022-12-05
Fixed
2.355000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
N/A
G2SF 2.0 TBA 06-01-52
21H020667
10080006.000000000000
PA
USD
9562619.450000000000
0.0814721776
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
2.000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
N/A
G2SF 3.0 TBA 06-01-52
21H030666
16844000.000000000000
PA
USD
16567657.340000000000
0.1411541187
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
3.000000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-3
N/A
DRIVE 19-3 C 2.9% 08-15-25/10-17-22
26209WAF0
2649414.540000000000
PA
USD
2658133.760000000000
0.0226469271
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
2.900000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-3
N/A
DRIVE 19-3 D 3.18% 10-15-26/03-15-23
26209WAG8
4020000.000000000000
PA
USD
4042942.140000000000
0.0344453004
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
3.180000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_19-3
N/A
DTAOT 19-3 D 144A 2.96% 04-15-25/02-15-23
26253KAD6
1915000.000000000000
PA
USD
1921828.890000000000
0.0163737128
Long
ABS-O
CORP
US
Y
2
2025-04-15
Fixed
2.960000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_19-3
N/A
DTAOT 19-3 C 144A 2.74% 04-15-25/04-18-22
26253KAC8
331413.500000000000
PA
USD
331829.420000000000
0.0028271402
Long
ABS-O
CORP
US
Y
2
2025-04-15
Fixed
2.740000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SUB 4.6% 03-09-26
172967KJ9
1800000.000000000000
PA
USD
1869019.200000000000
0.0159237817
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.600000000000
N
N
N
N
N
N
CHEVRON CORP
N/A
CHEVRON CORP SR UNSEC 2.954% 05-16-26
166764BL3
3365000.000000000000
PA
USD
3381666.850000000000
0.0288113277
Long
DBT
CORP
US
N
2
2026-05-16
Fixed
2.954000000000
N
N
N
N
N
N
COLUMBIA PIPELINE GROUP INC
549300SRP1TQM9JJBG80
COLUMBIA PIPELINE SR UNSEC 5.8% 06-01-45
198280AH2
1410000.000000000000
PA
USD
1665312.930000000000
0.0141882328
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.800000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD
549300PXR5FKNXF0OH19
CRED SUIS GP FUN LTD SR UNSEC 3.8% 06-09-23
225433AT8
12925000.000000000000
PA
USD
13047386.830000000000
0.1111619073
Long
DBT
CORP
GG
N
2
2023-06-09
Fixed
3.800000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-3
N/A
DTAOT 20-3 C 144A 1.47% 06-15-26/11-15-23
26253AAC0
817000.000000000000
PA
USD
802640.410000000000
0.0068383838
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
1.470000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-1
N/A
DTAOT 21-1A D 144A 1.16% 11-16-26/09-16-24
23344GAG6
449000.000000000000
PA
USD
427183.990000000000
0.0036395477
Long
ABS-O
CORP
US
Y
2
2026-11-16
Fixed
1.160000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
N/A
G2SF 4.5 TBA 05-01-52
21H042653
42340000.000000000000
PA
USD
43603594.960000000000
0.3714965184
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
4.500000000000
N
N
N
N
N
N
HUNDRED ACRE WOOD TRUST HAWT_21-INV1
N/A
HAWT 21-INV1 A3 144A FRN 07-25-51
44590HAC0
946715.560000000000
PA
USD
881289.940000000000
0.0075084668
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
2.5000000000000000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FIN NA 144A LIFE SR UNSEC 2.5% 12-14-31
233853AH3
9625000.000000000000
PA
USD
8434021.750000000000
0.0718566834
Long
DBT
CORP
US
Y
2
2031-12-14
Fixed
2.500000000000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FIN NA 144A LIFE SR UNSEC 1.625% 12-13-24
233853AD2
4950000.000000000000
PA
USD
4730640.750000000000
0.0403043962
Long
DBT
CORP
US
Y
2
2024-12-13
Fixed
1.625000000000
N
N
N
N
N
N
ALABAMA POWER COMPANY
0RL818ELFOHP5JHOFU19
ALABAMA POWER SR UNSEC 3.0% 03-15-52
010392FW3
3880000.000000000000
PA
USD
3332012.080000000000
0.0283882760
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.000000000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP SR UNSEC 2.2% 01-15-27
00914AAR3
3060000.000000000000
PA
USD
2836720.980000000000
0.0241684652
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.200000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CHARTER COMM CCO 144A SR UNSEC 5.125% 05-01-27
1248EPBT9
4800000.000000000000
PA
USD
4813440.000000000000
0.0410098342
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.125000000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS SR UNSEC 3.5% 05-09-27
21036PAS7
7500000.000000000000
PA
USD
7526445.000000000000
0.0641242566
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
3.500000000000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FIN NA 144A LIFE SR UNSEC 1.125% 12-14-23
233853AB6
3015000.000000000000
PA
USD
2925505.760000000000
0.0249248991
Long
DBT
CORP
US
Y
2
2023-12-14
Fixed
1.125000000000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FIN NA 144A LIFE SR UNSEC 2.0% 12-14-26
233853AF7
2460000.000000000000
PA
USD
2294299.320000000000
0.0195471087
Long
DBT
CORP
US
Y
2
2026-12-14
Fixed
2.000000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSEC 3.35% 02-22-32
031162DE7
869000.000000000000
PA
USD
862024.540000000000
0.0073443283
Long
DBT
CORP
US
N
2
2032-02-22
Fixed
3.350000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSEC 4.2% 02-22-52
031162DF4
165000.000000000000
PA
USD
171184.860000000000
0.0014584710
Long
DBT
CORP
US
N
2
2052-02-22
Fixed
4.200000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-1
N/A
DTAOT 21-1A C 144A 0.84% 10-15-26/02-15-24
23344GAE1
825000.000000000000
PA
USD
799809.450000000000
0.0068142644
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
0.840000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2
N/A
EART 21-2 B 0.57% 09-15-25/25
30165XAD7
1663000.000000000000
PA
USD
1637825.510000000000
0.0139540438
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
0.570000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSEC 4.4% 02-22-62
031162DG2
196000.000000000000
PA
USD
203271.400000000000
0.0017318438
Long
DBT
CORP
US
N
2
2062-02-22
Fixed
4.400000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER SR UNSEC 3.65% 03-15-27
03027XBV1
5390000.000000000000
PA
USD
5379214.610000000000
0.0458301546
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.650000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2
N/A
EART 21-2 D 1.4% 04-15-27/27
30165XAF2
2612000.000000000000
PA
USD
2465153.360000000000
0.0210027612
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.400000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2
N/A
EART 21-2 C 0.98% 06-15-26/26
30165XAE5
1807000.000000000000
PA
USD
1762551.410000000000
0.0150166910
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.980000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER SR UNSEC 4.05% 03-15-32
03027XBW9
1278000.000000000000
PA
USD
1282565.020000000000
0.0109272742
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.050000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA LT2 SUB 144A LIFE 5.7% 10-22-23
05578QAA1
28166000.000000000000
PA
USD
29147585.100000000000
0.2483333403
Long
DBT
CORP
FR
Y
2
2023-10-22
Fixed
5.700000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2
N/A
EART 19-2 C 144A 3.3% 03-15-24/04-15-22
30167LAE9
199335.200000000000
PA
USD
199473.140000000000
0.0016994832
Long
ABS-O
CORP
US
Y
2
2024-03-15
Fixed
3.300000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2
N/A
EART 19-2 D 144A 3.71% 03-17-25/06-15-23
30167LAG4
6000000.000000000000
PA
USD
6036666.000000000000
0.0514315483
Long
ABS-O
CORP
US
Y
2
2025-03-17
Fixed
3.710000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA LT2 SUB 144A LIFE 5.15% 07-21-24
05578QAB9
5481000.000000000000
PA
USD
5652752.620000000000
0.0481606601
Long
DBT
CORP
FR
Y
2
2024-07-21
Fixed
5.150000000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY CO
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY SR UNSEC 4.5% 02-01-45
084659AF8
5895000.000000000000
PA
USD
6273547.430000000000
0.0534497449
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.500000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-3
N/A
EART 19-3A C 144A 2.79% 05-15-24/06-15-22
30167EAC9
1405550.650000000000
PA
USD
1407285.100000000000
0.0119898718
Long
ABS-O
CORP
US
Y
2
2024-05-15
Fixed
2.790000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-3
N/A
EART 19-3A D 144A 3.11% 08-15-25/23
30167EAD7
5000000.000000000000
PA
USD
5009135.000000000000
0.0426771282
Long
ABS-O
CORP
US
Y
2
2025-08-15
Fixed
3.110000000000
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 144A LIFE SR UNSEC 3.95% 06-15-25
05530QAK6
16879000.000000000000
PA
USD
16798267.740000000000
0.1431188870
Long
DBT
CORP
GB
Y
2
2025-06-15
Fixed
3.950000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A LIFE SR UNSEC 3.8% 01-10-24
05581KAB7
18775000.000000000000
PA
USD
18957699.530000000000
0.1615169432
Long
DBT
CORP
FR
Y
2
2024-01-10
Fixed
3.800000000000
N
N
N
N
N
N
HOME PARTNERS OF AMERICA TRUST HPA_21-2
N/A
HPA 21-2 B 144A 2.302% 12-17-26
43732VAA4
993229.130000000000
PA
USD
913929.720000000000
0.0077865531
Long
ABS-CBDO
CORP
US
Y
2
2026-12-17
Fixed
2.302000000000
N
N
N
N
N
N
HOME PARTNERS OF AMERICA TRUST HPA_21-2
N/A
HPA 21-2 A 144A 1.901% 12-17-26
43732VAT3
5555267.570000000000
PA
USD
5214685.230000000000
0.0444283874
Long
ABS-CBDO
CORP
US
Y
2
2026-12-17
Fixed
1.901000000000
N
N
N
N
N
N
BNSF FUNDING TRUST I
N/A
BNSF FUNDING TRUST 1 PFD JR SUB (H) 6.613% 12-15-55/01-15-26
05567SAA0
1680000.000000000000
PA
USD
1789200.000000000000
0.0152437333
Long
DBT
CORP
US
N
2
2055-12-15
Variable
6.6130000000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A LIFE SR UNSEC 3.375% 01-09-25
09659W2D5
6425000.000000000000
PA
USD
6396742.850000000000
0.0544993526
Long
DBT
CORP
FR
Y
2
2025-01-09
Fixed
3.375000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1
N/A
EART 20-1A D 144A 2.73% 12-15-25/03-15-24
30167HAG3
900000.000000000000
PA
USD
896752.800000000000
0.0076402082
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
2.730000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3
N/A
EART 20-3A D 1.73% 07-15-26/04-15-24
30166NAF3
1012000.000000000000
PA
USD
993345.800000000000
0.0084631670
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
1.730000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3
N/A
EART 20-3A C 1.32% 07-15-25/08-15-23
30166NAE6
780000.000000000000
PA
USD
773891.040000000000
0.0065934432
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
1.320000000000
N
N
N
N
N
N
EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A
N/A
EDVES 21-A A 144A 1.8% 11-25-45
28166LAA2
492061.360000000000
PA
USD
455693.100000000000
0.0038824414
Long
ABS-O
CORP
US
Y
2
2045-11-25
Fixed
1.800000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 144A LIFE SR UNSEC 2.75% 01-11-23
05578AAA6
6875000.000000000000
PA
USD
6906542.500000000000
0.0588427742
Long
DBT
CORP
FR
Y
2
2023-01-11
Fixed
2.750000000000
N
N
N
N
N
N
BROADCOM CORPORATION/BROADCOM CAYMAN FINANCE LTD
N/A
BROADCOM CORP CAYMAN FINANCE SR UNSEC 3.875% 01-15-27
11134LAH2
7027000.000000000000
PA
USD
7084979.780000000000
0.0603630348
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.875000000000
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HOLDINGS LLC
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI SR SEC 1ST LIEN 7.0% 06-30-24
16412XAD7
410000.000000000000
PA
USD
436454.020000000000
0.0037185271
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.000000000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES SR UNSEC 3.85% 06-01-27
136385AX9
1151000.000000000000
PA
USD
1165785.750000000000
0.0099323312
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.850000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.25% 03-01-28
097023BX2
1925000.000000000000
PA
USD
1852849.080000000000
0.0157860145
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.250000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 3.419% 12-20-28
06051GHD4
10129000.000000000000
PA
USD
10034192.560000000000
0.0854899144
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.4190000000000000
N
N
N
N
N
N
FREEDOM FINANCIAL FREED_21-2
N/A
FREED 21-2 A 144A 0.68% 06-19-28/12-19-22
35635CAA0
339570.050000000000
PA
USD
339092.950000000000
0.0028890244
Long
ABS-O
CORP
US
Y
2
2028-06-19
Fixed
0.680000000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_18-1
N/A
FORDR 18-1 A 144A 3.19% 07-15-31/01-15-25
34532RAA4
30070000.000000000000
PA
USD
29993381.640000000000
0.2555394083
Long
ABS-O
CORP
US
Y
2
2031-07-15
Fixed
3.190000000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP SR UNSEC 3.15% 02-15-28
20030NCA7
7200000.000000000000
PA
USD
7197487.200000000000
0.0613215823
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.150000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 2.997% 12-14-23
225401AD0
12000000.000000000000
PA
USD
12003168.000000000000
0.1022653092
Long
DBT
CORP
CH
Y
2
2023-12-14
Variable
2.9970000000000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II 144A LIFE SR UNSEC 4.25% 12-15-25
07274NAJ2
17570000.000000000000
PA
USD
17885680.190000000000
0.1523834887
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.250000000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FINANCE CORP
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FIN SR UNSEC 4.2% 08-15-48
084664CQ2
8720000.000000000000
PA
USD
9394492.000000000000
0.0800397553
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.200000000000
N
N
N
N
N
N
DUN & BRADSTREET CORP (THE)
RI37BMPWE56BCJ747E14
DUN & BRADSTREET 144A LIFE SR UNSEC 5.0% 12-15-29
26483EAL4
2798000.000000000000
PA
USD
2633183.810000000000
0.0224343570
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.000000000000
N
N
N
N
N
N
DEVON ENERGY CORP
54930042348RKR3ZPN35
DEVON ENERGY CORP SR UNSEC 4.5% 01-15-30
25179MBF9
5197000.000000000000
PA
USD
5367929.330000000000
0.0457340056
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.500000000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_18-2
N/A
FORDR 18-2 A 3.47% 01-15-30
34528HAA2
17675000.000000000000
PA
USD
17873083.730000000000
0.1522761686
Long
ABS-O
CORP
US
Y
2
2030-01-15
Fixed
3.470000000000
N
N
N
N
N
N
FINANCE OF AMERICA STRUCTURED FASST_19-JR1
N/A
FASST 19-JR1 A 144A 2.0% 03-25-69
31739FAB5
2461565.320000000000
PA
USD
2550609.980000000000
0.0217308396
Long
ABS-CBDO
CORP
US
Y
2
2069-03-25
Fixed
2.000000000000
N
N
N
N
N
N
FINANCE OF AMERICA STRUCTURED FASST_19-JR2
N/A
FASST 19-JR2 A1 144A 2.0% 04-01-69
31739GAA5
2926085.600000000000
PA
USD
3152131.560000000000
0.0268557191
Long
ABS-CBDO
CORP
US
Y
2
2069-06-25
Fixed
2.000000000000
N
N
N
N
N
N
GCI FUNDING I LLC GCI_21-1
N/A
GCI 21-1 A 144A 2.38% 06-18-46/09-18-31
36166VAE5
1550872.900000000000
PA
USD
1447119.500000000000
0.0123292553
Long
ABS-O
CORP
US
Y
2
2046-06-18
Fixed
2.380000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 3.557% 08-15-27
05526DBB0
10991000.000000000000
PA
USD
10715851.310000000000
0.0912975514
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.557000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 4.54% 08-15-47
05526DBF1
14400000.000000000000
PA
USD
12888705.600000000000
0.1098099655
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.540000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 4.39% 08-15-37
05526DBD6
1500000.000000000000
PA
USD
1398190.500000000000
0.0119123871
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.390000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 2.8% 03-01-24
097023CC7
500000.000000000000
PA
USD
499718.000000000000
0.0042575273
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
2.800000000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUMINATING CO
N/A
CLEVELAND ELECTRIC 144A LIFE SR UNSEC 3.5% 04-01-28
186108CK0
2400000.000000000000
PA
USD
2348875.200000000000
0.0200120875
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
3.500000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC SR UNSEC 5.25% 06-15-37
15135UAP4
770000.000000000000
PA
USD
836424.050000000000
0.0071262157
Long
DBT
CORP
CA
N
2
2037-06-15
Fixed
5.250000000000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C18
N/A
JPMBB 14-C18 A5 4.0793% 02-15-47/02-16-24
46641JAW6
3280000.000000000000
PA
USD
3322439.920000000000
0.0283067225
Long
ABS-CBDO
CORP
US
N
2
2047-02-15
Fixed
4.079300000000
N
N
N
N
N
N
JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4
N/A
JPMCC 16-JP4 A4 FRN 12-15-49/11-18-26
46645UAT4
2040000.000000000000
PA
USD
2070426.600000000000
0.0176397445
Long
ABS-CBDO
CORP
US
N
2
2049-12-15
Variable
3.6483000000000000
N
N
N
N
N
N
GCI FUNDING I LLC GCI_21-1
N/A
GCI 21-1 B 144A 3.04% 06-18-46/09-18-31
36166VAF2
172525.330000000000
PA
USD
160165.620000000000
0.0013645886
Long
ABS-O
CORP
US
Y
2
2046-06-18
Fixed
3.040000000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2
N/A
GMALT 20-2 C 2.56% 07-22-24/03-20-23
36259PAG1
301000.000000000000
PA
USD
302453.530000000000
0.0025768617
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
2.560000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.1% 05-01-26
097023CH6
649000.000000000000
PA
USD
638523.840000000000
0.0054401336
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.100000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.9% 05-01-49
097023CK9
1411000.000000000000
PA
USD
1277248.490000000000
0.0108819781
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.900000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSEC 2.55% 03-21-31
92343VGJ7
8375000.000000000000
PA
USD
7792468.500000000000
0.0663907396
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.550000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSEC 3.4% 03-22-41
92343VGK4
2050000.000000000000
PA
USD
1927194.750000000000
0.0164194292
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.400000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY SR UNSEC 5.4% 06-15-47
15135UAR0
15180000.000000000000
PA
USD
17155510.020000000000
0.1461625412
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.400000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC SR UNSEC 4.25% 04-15-27
15135UAM1
18067000.000000000000
PA
USD
18673346.590000000000
0.1590942960
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.250000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSEC 3.55% 03-22-51
92343VGB4
1975000.000000000000
PA
USD
1863835.150000000000
0.0158796143
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.550000000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VERISIGN INC SR UNSEC 2.70% 06-15-31
92343EAM4
1494000.000000000000
PA
USD
1354490.280000000000
0.0115400674
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.700000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 2.7% 02-01-27
097023CM5
6473000.000000000000
PA
USD
6218636.990000000000
0.0529819157
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.700000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 4.758% 09-06-49
05526DBK0
22045000.000000000000
PA
USD
20340414.470000000000
0.1732974808
Long
DBT
CORP
US
N
2
2049-09-06
Fixed
4.758000000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP SR UNSEC 4.0% 03-01-48
20030NCK5
5000000.000000000000
PA
USD
5150230.000000000000
0.0438792378
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.000000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM CCO SEC 5.75% 04-01-48
161175BN3
5000000.000000000000
PA
USD
5330965.000000000000
0.0454190747
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.750000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS 144A SR UNSEC 2.355% 03-15-32
92343VGM0
4743000.000000000000
PA
USD
4291940.700000000000
0.0365667333
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
2.355000000000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER COMPANY
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELEC & PWR SR UNSEC 2.3% 11-15-31
927804GE8
2425000.000000000000
PA
USD
2226312.480000000000
0.0189678703
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.300000000000
N
N
N
N
N
N
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C5
N/A
JPMDB 17-C5 A5 3.6939% 03-15-50/01-15-27
46590TAE5
640000.000000000000
PA
USD
649880.960000000000
0.0055368947
Long
ABS-CBDO
CORP
US
N
2
2050-03-15
Fixed
3.693900000000
N
N
N
N
N
N
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7
N/A
JPMDB 17-C7 A5 3.4092% 10-15-50/08-17-27
46648KAU0
240000.000000000000
PA
USD
240723.840000000000
0.0020509334
Long
ABS-CBDO
CORP
US
N
2
2050-10-15
Fixed
3.409200000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A LIFE 2.819% 11-19-25
09659W2J2
2875000.000000000000
PA
USD
2808886.500000000000
0.0239313193
Long
DBT
CORP
FR
Y
2
2025-11-19
Variable
2.8190000000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 4.508% 05-01-23
097023CS2
11358000.000000000000
PA
USD
11556765.000000000000
0.0984620182
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.508000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27
25160PAH0
6135000.000000000000
PA
USD
5669709.330000000000
0.0483051289
Long
DBT
CORP
US
N
2
2028-01-07
Variable
2.5520000000000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC SR UNSEC 4.25% 03-15-52
25278XAT6
5372000.000000000000
PA
USD
5323066.450000000000
0.0453517802
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.250000000000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.05% 05-15-48
210518DB9
1810000.000000000000
PA
USD
1890369.430000000000
0.0161056826
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.050000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2
N/A
BRAVO 20-RPL2 A1 144A FRN 05-25-59
10569BAA5
1052514.690000000000
PA
USD
1005095.750000000000
0.0085632749
Long
ABS-CBDO
CORP
US
Y
2
2059-05-25
Variable
2.0000000000000000
N
N
N
N
N
N
DANSKE BANK AS
MAES062Z21O4RZ2U7M96
DANSKE BANK 144A LIFE SR NON PREF 4.298% 04-01-28/27
23636ABC4
2975000.000000000000
PA
USD
3000986.630000000000
0.0255679855
Long
DBT
CORP
DK
Y
2
2028-04-01
Variable
4.2980000000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 4.75% 01-15-26
29273RBG3
1506000.000000000000
PA
USD
1566414.700000000000
0.0133456337
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.750000000000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER COMPANY
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELEC & PWR SR UNSEC 2.4% 03-30-32
927804GG3
5795000.000000000000
PA
USD
5348234.480000000000
0.0455662083
Long
DBT
CORP
US
N
2
2032-03-30
Fixed
2.400000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSEC 3.875% 03-01-52
92343VGP3
3155000.000000000000
PA
USD
3179779.370000000000
0.0270912746
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.875000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR
N/A
BX 21-SOAR D 144A FRN (L+140) 06-15-38/23
05608WAL8
746000.000000000000
PA
USD
728259.370000000000
0.0062046678
Long
ABS-CBDO
CORP
US
Y
2
2038-06-15
Variable
1.7965700000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR
N/A
BX 21-SOAR A 144A FRN (L+67) 06-15-38/23
05608WAA2
3769000.000000000000
PA
USD
3693118.720000000000
0.0314648539
Long
ABS-CBDO
CORP
US
Y
2
2038-06-15
Variable
1.0665700000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 5.04% 05-01-27
097023CU7
15716000.000000000000
PA
USD
16576623.880000000000
0.1412305124
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.040000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 4.875% 05-01-25
097023CT0
34682000.000000000000
PA
USD
35813465.570000000000
0.3051257077
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.875000000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC (THE)
D71FAKCBLFS2O0RBPG08
WILLIAMS PARTNERS LP SR UNSEC 4.3% 03-04-24
96950FAM6
595000.000000000000
PA
USD
608579.690000000000
0.0051850137
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
4.300000000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC (THE)
D71FAKCBLFS2O0RBPG08
WILLIAMS PARTNERS LP SR UNSEC 4.5% 11-15-23
96950FAL8
500000.000000000000
PA
USD
510667.500000000000
0.0043508155
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.500000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 5.805% 05-01-50
097023CW3
4122000.000000000000
PA
USD
4774351.840000000000
0.0406768086
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.805000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 5.15% 05-01-30
097023CY9
42874000.000000000000
PA
USD
45789303.380000000000
0.3901184478
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.150000000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS LP
CZ6VG2MNE1J6YDI02G48
ENBRIDGE ENERGY PARTNERS SR UNSEC 7.375% 10-15-45
29250RAX4
11183000.000000000000
PA
USD
15580602.920000000000
0.1327445534
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.375000000000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP SR UNSEC 3.043% 03-01-26
30231GAT9
4625000.000000000000
PA
USD
4671721.750000000000
0.0398024146
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.043000000000
N
N
N
N
N
N
WYNN RESORTS LTD
254900CEKKWIHTEAB172
WYNN RESORTS LTD 144A LIFE SR UNSEC 5.125% 10-01-29
983133AA7
410000.000000000000
PA
USD
386589.000000000000
0.0032936841
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.125000000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 2.406% 10-30-25
95000U2H5
20480000.000000000000
PA
USD
20061491.200000000000
0.1709210936
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.4060000000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A LIFE SR NON PREF 2.219% 06-09-26
09659W2L7
12000000.000000000000
PA
USD
11420448.000000000000
0.0973006165
Long
DBT
CORP
FR
Y
2
2026-06-09
Variable
2.2190000000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 2.259% 03-25-28
05526DBR5
4348000.000000000000
PA
USD
3909056.360000000000
0.0333046124
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.259000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 G67709 03-01-48
3132XCR64
15321709.120000000000
PA
USD
15549496.970000000000
0.1324795351
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC Z40130 01-01-46
3132FCEB7
23214881.340000000000
PA
USD
23206732.920000000000
0.1977181123
Long
ABS-MBS
USGA
US
N
2
2046-01-01
Fixed
3.000000000000
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC SR UNSEC 1.668% 03-25-26
05530QAN0
4070000.000000000000
PA
USD
3739780.550000000000
0.0318624062
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.668000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 144A LIFE SR UNSEC 1.652% 10-06-26
05583JAH5
6350000.000000000000
PA
USD
5866695.150000000000
0.0499834205
Long
DBT
CORP
FR
Y
2
2026-10-06
Variable
1.6520000000000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OP SR UNSEC 5.3% 02-01-30
958667AC1
2202000.000000000000
PA
USD
2195052.690000000000
0.0187015413
Long
DBT
CORP
US
N
2
2030-02-01
Variable
4.5500000000000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OP SR UNSEC 4.35% 02-01-25
958667AB3
2782000.000000000000
PA
USD
2767533.600000000000
0.0235789984
Long
DBT
CORP
US
N
2
2025-02-01
Variable
3.6000000000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR
N/A
BX 21-SOAR B 144A FRN (L+87) 06-15-38/23
05608WAG9
436000.000000000000
PA
USD
426491.280000000000
0.0036336459
Long
ABS-CBDO
CORP
US
Y
2
2038-06-15
Variable
1.2665700000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR
N/A
BX 21-SOAR C 144A FRN (L+110) 06-15-38/23
05608WAJ3
295000.000000000000
PA
USD
288079.300000000000
0.0024543953
Long
ABS-CBDO
CORP
US
Y
2
2038-06-15
Variable
1.4965700000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.0 Q58494 09-01-48
3132Y2NL6
1297307.250000000000
PA
USD
1333051.960000000000
0.0113574159
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 BD5477 07-01-46
3140FDCP9
181094.940000000000
PA
USD
187847.610000000000
0.0016004353
Long
ABS-MBS
USGA
US
N
2
2046-07-01
Fixed
4.000000000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OP SR UNSEC 6.5% 02-01-50
958667AA5
3079000.000000000000
PA
USD
3007767.340000000000
0.0256257562
Long
DBT
CORP
US
N
2
2050-02-01
Variable
5.7500000000000000
N
N
N
N
N
N
WISCONSIN POWER AND LIGHT COMPANY
JWBYHVQVMY66CVCOSO49
WISCONSIN POWER & LIGHT SR UNSEC 3.65% 04-01-50
976826BN6
1075000.000000000000
PA
USD
1050892.050000000000
0.0089534530
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.650000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30
06051GJL4
21177000.000000000000
PA
USD
18419669.890000000000
0.1569330061
Long
DBT
CORP
US
N
2
2031-10-24
Variable
1.9220000000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 1.95% 02-01-24
097023CZ6
5646000.000000000000
PA
USD
5523606.010000000000
0.0470603491
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.950000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT
N/A
BX 21-VOLT B 144A FRN (L+95) 09-15-36/23
05609VAG0
570000.000000000000
PA
USD
558702.600000000000
0.0047600679
Long
ABS-CBDO
CORP
US
Y
2
2036-09-15
Variable
1.3465700000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT
N/A
BX 21-VOLT A 144A FRN (L+70) 09-15-36/23
05609VAA3
14727000.000000000000
PA
USD
14367911.560000000000
0.1224125930
Long
ABS-CBDO
CORP
US
Y
2
2036-09-15
Variable
1.0965700000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 CA0706 11-01-47
3140Q7YC5
107974.530000000000
PA
USD
111278.770000000000
0.0009480795
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 BE0592 11-01-46
3140FKUS7
397886.010000000000
PA
USD
408143.910000000000
0.0034773289
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
4.000000000000
N
N
N
N
N
N
BX TRUST BX_21-ARIA
N/A
BX 21-ARIA C 144A FRN (L+164.6) 10-15-36/26
05608RAG0
996000.000000000000
PA
USD
976948.510000000000
0.0083234644
Long
ABS-CBDO
CORP
US
Y
2
2036-10-15
Variable
2.0425700000000000
N
N
N
N
N
N
BX TRUST BX_21-ARIA
N/A
BX 21-ARIA B 144A FRN (L+129.7) 10-15-36/26
05608RAE5
995000.000000000000
PA
USD
976521.860000000000
0.0083198294
Long
ABS-CBDO
CORP
US
Y
2
2036-10-15
Variable
1.6935700000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 2.75% 02-01-26
097023DA0
16588000.000000000000
PA
USD
16095137.340000000000
0.1371283145
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.750000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.25% 02-01-28
097023DB8
11379000.000000000000
PA
USD
10983340.790000000000
0.0935765243
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.250000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS AZ3904 05-01-45
3138YVKS7
42482.570000000000
PA
USD
44008.330000000000
0.0003749448
Long
ABS-MBS
USGA
US
N
2
2045-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 G61628 09-01-48
31335BYZ3
377964.160000000000
PA
USD
382878.830000000000
0.0032620740
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 988588 08-01-38
31415TF54
210239.850000000000
PA
USD
231068.940000000000
0.0019686750
Long
ABS-MBS
USGA
US
N
2
2038-08-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.5 CA2493 10-01-48
3140Q9XX6
795658.980000000000
PA
USD
829219.880000000000
0.0070648372
Long
ABS-MBS
USGA
US
N
2
2048-10-01
Fixed
4.500000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.625% 02-01-31
097023DC6
1602000.000000000000
PA
USD
1562042.920000000000
0.0133083868
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.625000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A LIFE SR NON PREF 1.323% 01-13-27/26
09659W2N3
8425000.000000000000
PA
USD
7681552.730000000000
0.0654457528
Long
DBT
CORP
FR
Y
2
2027-01-13
Variable
1.3230000000000000
N
N
N
N
N
N
COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES JPMCC-18-BCON
N/A
JPMCC 18-BCON A 144A 3.7345% 01-05-31/01-09-23
46590WAA6
785000.000000000000
PA
USD
790263.430000000000
0.0067329337
Long
ABS-MBS
CORP
US
Y
2
2031-01-05
Fixed
3.734500000000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO
N/A
JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27
46655AAA6
7867000.000000000000
PA
USD
7597303.510000000000
0.0647279612
Long
ABS-CBDO
CORP
US
Y
2
2039-01-05
Fixed
3.024200000000
N
N
N
N
N
N
WISCONSIN POWER AND LIGHT COMPANY
JWBYHVQVMY66CVCOSO49
WISCONSIN POWER & LIGHT SR UNSEC 1.95% 09-16-31
976826BP1
525000.000000000000
PA
USD
467337.680000000000
0.0039816515
Long
DBT
CORP
US
N
2
2031-09-16
Fixed
1.950000000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER COMPANY
AENKIFMULUAWOUU8Q584
WISCONSIN ELEC POWER SR UNSEC 2.85% 12-01-51
976843BN1
375000.000000000000
PA
USD
325410.380000000000
0.0027724508
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
2.850000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 BJ5749 05-01-48
3140H7L70
22265.990000000000
PA
USD
23111.100000000000
0.0001969033
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 BM4676 10-01-48
3140J9FS5
14856.140000000000
PA
USD
15413.720000000000
0.0001313227
Long
ABS-MBS
USGA
US
N
2
2048-10-01
Fixed
4.000000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 2.196% 02-04-26
097023DG7
16571000.000000000000
PA
USD
15684998.340000000000
0.1336339877
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.196000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 1.658% 03-11-27/26
06051GJQ3
981000.000000000000
PA
USD
915395.630000000000
0.0077990425
Long
DBT
CORP
US
N
2
2027-03-11
Variable
1.6580000000000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC ENERGY GROUP SR UNSEC 2.2% 12-15-28
92939UAG1
1575000.000000000000
PA
USD
1446379.200000000000
0.0123229481
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.200000000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 3.35% 03-02-33/32
95000U2U6
7665000.000000000000
PA
USD
7457592.770000000000
0.0635376453
Long
DBT
CORP
US
N
2
2033-03-02
Variable
3.3500000000000000
N
N
N
N
N
N
BX TRUST BX_21-ARIA
N/A
BX 21-ARIA A 144A FRN (L+89.91) 10-15-36/26
05608RAA3
5292000.000000000000
PA
USD
5196415.900000000000
0.0442727352
Long
ABS-CBDO
CORP
US
Y
2
2036-10-15
Variable
1.2956700000000000
N
N
N
N
N
N
BX TRUST BX_21-ACNT
N/A
BX 21-ACNT B 144A FRN (L+125) 11-15-38/11-16-26
05609QAC0
339000.000000000000
PA
USD
334272.650000000000
0.0028479561
Long
ABS-CBDO
CORP
US
Y
2
2038-11-15
Variable
1.6470000000000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 3.526% 03-24-28/27
95000U2V4
9236000.000000000000
PA
USD
9224842.910000000000
0.0785943688
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.5260000000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY SR UNSEC 3.3% 06-01-25
98389BAR1
5650000.000000000000
PA
USD
5653875.900000000000
0.0481702303
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.300000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.5 256133 01-01-26
31371MPS0
51015.360000000000
PA
USD
52874.510000000000
0.0004504834
Long
ABS-MBS
USGA
US
N
2
2026-01-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.5 BM4413 12-01-47
3140J83X9
3470233.300000000000
PA
USD
3637123.760000000000
0.0309877847
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
4.500000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY SR UNSEC 2.6% 12-01-29
98389BAW0
2925000.000000000000
PA
USD
2773259.780000000000
0.0236277847
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.600000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY SR UNSEC 1.75% 03-15-27
98388MAB3
5660000.000000000000
PA
USD
5247946.340000000000
0.0447117674
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.750000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2
N/A
LMAT 21-GS2 A1 144A FRN 04-25-61
52476DAA5
948220.740000000000
PA
USD
908009.540000000000
0.0077361140
Long
ABS-CBDO
CORP
US
Y
2
2061-04-25
Variable
1.7500000000000000
N
N
N
N
N
N
LUXE_21-TRIP
N/A
LUXE 21-TRIP A 144A FRN (L+105) 10-15-38/24
55066WAA2
4555000.000000000000
PA
USD
4484493.160000000000
0.0382072533
Long
ABS-CBDO
CORP
US
Y
2
2038-10-15
Variable
1.4470000000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY SR UNSEC 2.35% 11-15-31
98388MAC1
8500000.000000000000
PA
USD
7740882.000000000000
0.0659512298
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.350000000000
N
N
N
N
N
N
ZIPRECRUITER INC
549300HLOVNNFCY2IV80
ZIPRECRUITER 144A LIFE SR UNSEC 5.0% 01-15-30
98980BAA1
1500000.000000000000
PA
USD
1466490.000000000000
0.0124942893
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.000000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM 144A SR UNSEC 3.469% 04-15-34
11135FBL4
32636000.000000000000
PA
USD
30293453.190000000000
0.2580959758
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.469000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A LIFE SR NON PREF 2.871% 04-19-32/31
09659W2P8
3475000.000000000000
PA
USD
3167333.930000000000
0.0269852412
Long
DBT
CORP
FR
Y
2
2032-04-19
Variable
2.8710000000000000
N
N
N
N
N
N
BX TRUST BX_21-ACNT
N/A
BX 21-ACNT A 144A FRN (L+85) 11-15-38/11-16-26
05609QAA4
9979000.000000000000
PA
USD
9857405.890000000000
0.0839837168
Long
ABS-CBDO
CORP
US
Y
2
2038-11-15
Variable
1.2470000000000000
N
N
N
N
N
N
BX TRUST BX_21-ACNT
N/A
BX 21-ACNT C 144A FRN (L+150) 11-15-38/11-16-26
05609QAE6
100000.000000000000
PA
USD
98638.000000000000
0.0008403819
Long
ABS-CBDO
CORP
US
Y
2
2038-11-15
Variable
1.8970000000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 2.687% 04-22-32/31
06051GJT7
8343000.000000000000
PA
USD
7685054.330000000000
0.0654755859
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.6870000000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 1.734% 07-22-27/26
06051GJS9
7989000.000000000000
PA
USD
7426478.530000000000
0.0632725563
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.7340000000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES 144A LIFE SEC 4.875% 06-01-28
071734AN7
830000.000000000000
PA
USD
795849.650000000000
0.0067805275
Long
DBT
CORP
CA
Y
2
2028-06-01
Fixed
4.875000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 2.087% 06-14-29/28
06051GJZ3
2773000.000000000000
PA
USD
2535805.900000000000
0.0216047109
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.0870000000000000
N
N
N
N
N
N
BX TRUST BX_21-ACNT
N/A
BX 21-ACNT D 144A FRN (L+185) 11-15-38/11-16-26
05609QAG1
151000.000000000000
PA
USD
148665.990000000000
0.0012666134
Long
ABS-CBDO
CORP
US
Y
2
2038-11-15
Variable
2.2470000000000000
N
N
N
N
N
N
BX TRUST BX_21-RISE
N/A
BX 21-RISE A 144A FRN (L+74.75) 11-15-36/23
12434EAA8
12622000.000000000000
PA
USD
12307737.440000000000
0.1048601982
Long
ABS-CBDO
CORP
US
Y
2
2036-11-15
Variable
1.1440700000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.0 AS8018 09-01-31
3138WH4C3
53256.640000000000
PA
USD
53838.520000000000
0.0004586966
Long
ABS-MBS
USGA
US
N
2
2031-09-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS CA3807 07-01-49
3140QBGR3
1471927.470000000000
PA
USD
1451029.040000000000
0.0123625641
Long
ABS-MBS
USGA
US
N
2
2049-07-01
Fixed
3.000000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1
N/A
BRAVO 22-RPL1 A1 144A 2.75% 09-25-61
10569XAA7
5323797.490000000000
PA
USD
5171041.770000000000
0.0440565512
Long
ABS-CBDO
CORP
US
Y
2
2061-09-25
Fixed
2.750000000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36
N/A
CGCMT 16-GC36 A5 3.616% 02-10-49/01-12-26
17324TAE9
610000.000000000000
PA
USD
613012.180000000000
0.0052227779
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
3.616000000000
N
N
N
N
N
N
AEROPUERTO INTERNACIONAL DE TOCUMEN SA
254900FO1PHX49ZIGB14
AEROPUERTO INTERNACIONAL DE TOCUME 144A LIFE SEC 4.0% 08-11-41
00787CAD4
730000.000000000000
PA
USD
664727.780000000000
0.0056633875
Long
DBT
CORP
PA
Y
2
2041-08-11
Fixed
4.000000000000
N
N
N
N
N
N
AEROPUERTO INTERNACIONAL DE TOCUMEN SA
254900FO1PHX49ZIGB14
AEROPUERTO INTERNACIONAL DE TOCUME 144A LIFE SEC 5.125% 08-11-61
00787CAE2
565000.000000000000
PA
USD
516330.900000000000
0.0043990669
Long
DBT
CORP
PA
Y
2
2061-08-11
Fixed
5.125000000000
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C4
54930025J96YEH8FQE77
CSAIL 15-C4 C FRN 11-15-48/11-18-25
12635RBD9
204000.000000000000
PA
USD
200021.180000000000
0.0017041524
Long
ABS-MBS
CORP
US
N
2
2048-11-18
Variable
4.5605700000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_14-LC15
N/A
COMM 14-LC15 AM 4.198% 04-10-47/03-12-24
12591TAG1
350000.000000000000
PA
USD
353576.650000000000
0.0030124235
Long
ABS-CBDO
CORP
US
N
2
2047-04-10
Fixed
4.198000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31
06051GKA6
36155000.000000000000
PA
USD
32227518.510000000000
0.2745739413
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.2990000000000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL 144A LIFE SR UNSEC 1.25% 08-12-26
05565EBW4
100000.000000000000
PA
USD
92201.900000000000
0.0007855473
Long
DBT
CORP
US
Y
2
2026-08-12
Fixed
1.250000000000
N
N
N
N
N
N
BANK OF CHINA LTD (HONG KONG BRANCH)
549300OGSFI8KL1WUU09
BANK OF CHINA LTD REG S SR UNSEC 4.0% 03-08-28
N/A
200000.000000000000
PA
USD
206771.000000000000
0.0017616599
Long
DBT
CORP
HK
Y
2
2028-03-08
Fixed
4.000000000000
N
N
N
N
N
N
COMISION FEDERAL DE ELECTRICIDAD CFE
4469000001BFPONMPF32
CFE 144A LIFE SR UNSEC 4.688% 05-15-29
200447AL4
3655000.000000000000
PA
USD
3591567.480000000000
0.0305996516
Long
DBT
CORP
MX
Y
2
2029-05-15
Fixed
4.688000000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-C1
N/A
CGCMT 16-C1 AS 3.514% 05-10-49/05-12-26
17290YAT5
250000.000000000000
PA
USD
248210.500000000000
0.0021147187
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
3.514000000000
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C2
549300D5DIOOMKWXVZ20
CSAIL 15-C2 A3 3.2312% 06-15-57/03-17-25
12634NAS7
1332072.390000000000
PA
USD
1314222.620000000000
0.0111969925
Long
ABS-CBDO
CORP
US
N
2
2057-06-15
Fixed
3.231200000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL 144A LIFE SR UNSEC 1.95% 08-12-31
05565EBX2
620000.000000000000
PA
USD
545974.480000000000
0.0046516261
Long
DBT
CORP
US
Y
2
2031-08-12
Fixed
1.950000000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA SR NON-PREF 1.722% 09-14-27/26
05964HAN5
1400000.000000000000
PA
USD
1266550.600000000000
0.0107908336
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.7220000000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A LIFE SR NON PREF 2.159% 09-15-29/28
09659W2R4
3375000.000000000000
PA
USD
3007638.000000000000
0.0256246543
Long
DBT
CORP
FR
Y
2
2029-09-15
Variable
2.1590000000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM 144A SR UNSEC 3.187% 11-15-36
11135FBQ3
4803000.000000000000
PA
USD
4179498.560000000000
0.0356087420
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.187000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 CA3806 07-01-49
3140QBGQ5
960571.280000000000
PA
USD
948097.300000000000
0.0080776561
Long
ABS-MBS
USGA
US
N
2
2049-07-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI3 3.0 BF0293 07-01-48
3140FXKF8
8075404.010000000000
PA
USD
7998316.200000000000
0.0681445331
Long
ABS-MBS
USGA
US
N
2
2048-07-01
Fixed
3.000000000000
N
N
N
N
N
N
COMISION FEDERAL DE ELECTRICIDAD CFE
4469000001BFPONMPF32
CFE 144A LIFE SR UNSEC 3.384% 02-09-31
200447AH3
6000000.000000000000
PA
USD
5277360.000000000000
0.0449623676
Long
DBT
CORP
MX
Y
2
2031-02-09
Fixed
3.348000000000
N
N
N
N
N
N
COMISION FEDERAL DE ELECTRICIDAD CFE
4469000001BFPONMPF32
CFE 144A LIFE SR UNSEC 4.677% 02-09-51
200447AJ9
6050000.000000000000
PA
USD
4981781.750000000000
0.0424440824
Long
DBT
CORP
MX
Y
2
2051-02-09
Fixed
4.677000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM 144A SR UNSEC 3.137% 11-15-35
11135FBP5
1164000.000000000000
PA
USD
1027912.100000000000
0.0087576670
Long
DBT
CORP
US
Y
2
2035-11-15
Fixed
3.137000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 2.572% 10-20-32/31
06051GKD0
2613000.000000000000
PA
USD
2378433.600000000000
0.0202639210
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.5720000000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5
N/A
LMAT 21-GS5 A1 144A 2.25% 07-25-67/11-25-24
52475XAA2
2985136.540000000000
PA
USD
2855939.830000000000
0.0243322071
Long
ABS-CBDO
CORP
US
Y
2
2067-07-25
Variable
2.2500000000000000
N
N
N
N
N
N
LAQ MORTGAGE TRUST COMMERICIAL MORTGAGE PASS-THROUGH CERTIFICATES LAQ_22-LAQ
N/A
LAQ 22-LAQ A 144A (TSFR1M+172.39) 03-15-39/27
50172LAA8
3330000.000000000000
PA
USD
3334219.110000000000
0.0284070796
Long
ABS-CBDO
CORP
US
Y
2
2039-03-15
Variable
1.9838500000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_14-C17
N/A
MSBAM 14-C17 A5 3.741% 08-15-47/07-17-24
61763UAZ5
5445931.000000000000
PA
USD
5482936.100000000000
0.0467138472
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.741000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_15-C22
N/A
MSBAM 15-C22 A4 3.306% 04-15-48/04-17-25
61690FAM5
410000.000000000000
PA
USD
407455.950000000000
0.0034714676
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Fixed
3.306000000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC 144A SR UNSEC 2.539% 02-01-32
071813CQ0
3906000.000000000000
PA
USD
3571080.030000000000
0.0304251014
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
2.539000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 1.53% 12-06-25/24
06051GKE8
1970000.000000000000
PA
USD
1885305.760000000000
0.0160625409
Long
DBT
CORP
US
N
2
2025-12-06
Variable
1.5300000000000000
N
N
N
N
N
N
COMISION FEDERAL DE ELECTRICIDAD CFE
4469000001BFPONMPF32
CFE 144A LIFE SR UNSEC 3.875% 07-26-33
200447AK6
1340000.000000000000
PA
USD
1178101.200000000000
0.0100372571
Long
DBT
CORP
MX
Y
2
2033-07-26
Fixed
3.875000000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA SR UNSEC 3.625% 09-10-28
29446MAB8
4928000.000000000000
PA
USD
5019734.720000000000
0.0427674363
Long
DBT
CORP
NO
N
2
2028-09-10
Fixed
3.625000000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA SR UNSEC 3.25% 11-18-49
29446MAC6
5687000.000000000000
PA
USD
5381261.190000000000
0.0458475912
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.250000000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA SR UNSEC 3.125% 04-06-30
29446MAF9
20000000.000000000000
PA
USD
19948700.000000000000
0.1699601284
Long
DBT
CORP
NO
N
2
2030-04-06
Fixed
3.125000000000
N
N
N
N
N
N
BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC
549300XU3XH6F05YEQ93
BAKER HUGHES SR UNSEC 2.061% 12-15-26
05724BAD1
1136000.000000000000
PA
USD
1083474.770000000000
0.0092310532
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.061000000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA (THE)
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA SR UNSEC 2.45% 02-02-32
06417XAE1
1433000.000000000000
PA
USD
1320038.040000000000
0.0112465391
Long
DBT
CORP
CA
N
2
2032-02-02
Fixed
2.450000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.0 G61733 12-01-47
31335B4S2
5738010.990000000000
PA
USD
5701746.760000000000
0.0485780833
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.000000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_18-3
N/A
SCRT 18-3 MA 3.5% 08-25-57
35563PGG8
9801401.870000000000
PA
USD
9855280.180000000000
0.0839656060
Long
ABS-CBDO
USGA
US
N
2
2057-08-25
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 CA1189 02-01-48
3140Q8KB0
1583149.090000000000
PA
USD
1602200.710000000000
0.0136505255
Long
ABS-MBS
USGA
US
N
2
2048-02-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.0 QA4673 11-01-49
31346YFN8
32890793.120000000000
PA
USD
32400062.490000000000
0.2760439918
Long
ABS-MBS
USGA
US
N
2
2049-11-01
Fixed
3.000000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_13-LC13
N/A
COMM 13-LC13 B 144A FRN 08-10-46/09-10-23
12626GAP8
312000.000000000000
PA
USD
316246.320000000000
0.0026943743
Long
ABS-CBDO
CORP
US
Y
2
2046-08-10
Variable
5.0090000000000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1
N/A
CMLTI 20-EXP1 A1A 144A FRN 05-25-60
17328JAA5
281703.780000000000
PA
USD
281668.000000000000
0.0023997719
Long
ABS-CBDO
CORP
US
Y
2
2060-05-25
Variable
1.8040000000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 144A LIFE SR UNSEC 1.625% 01-14-25
05578AAV0
2980000.000000000000
PA
USD
2845724.180000000000
0.0242451712
Long
DBT
CORP
FR
Y
2
2025-01-14
Fixed
1.625000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A LIFE SR NON PREF 2.591% 01-20-28/27
09659W2T0
2980000.000000000000
PA
USD
2807440.120000000000
0.0239189964
Long
DBT
CORP
FR
Y
2
2028-01-20
Variable
2.5910000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI3 3.5 BF0318 08-01-48
3140FXK84
6612758.780000000000
PA
USD
6712254.350000000000
0.0571874664
Long
ABS-MBS
USGA
US
N
2
2048-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.5 ZN4842 04-01-49
3131YBLX4
836985.170000000000
PA
USD
843650.920000000000
0.0071877876
Long
ABS-MBS
USGA
US
N
2
2049-04-01
Fixed
3.500000000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE SA EUR REG S PRP JR SUB (H) (B) 2.625% 12-31-49/06-01-28
N/A
2800000.000000000000
PA
2781901.930000000000
0.0237014146
Long
DBT
CORP
FR
N
2
2170-06-01
Variable
2.6250000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 2.125% 04-24-26
3135G0K36
11910000.000000000000
PA
USD
11733641.480000000000
0.0999689810
Long
DBT
USGA
US
N
2
2026-04-24
Fixed
2.125000000000
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 CO LTD REG S SR UNSEC FRN (L+125) 02-24-25
N/A
397000.000000000000
PA
USD
377150.000000000000
0.0032132651
Long
DBT
CORP
HK
Y
2
2025-02-24
Variable
1.7378600000000000
N
N
N
N
N
N
HUARONG FINANCE 2019 CO LTD
549300M6T6OW4AGYHK10
HUARONG FINANCE 2019 CO LTD REG S SR UNSEC FRN (L+1125) 02-24-23
N/A
2750000.000000000000
PA
USD
2708750.000000000000
0.0230781704
Long
DBT
CORP
HK
Y
2
2023-02-24
Variable
1.6128600000000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST MSC_16-UBS9
N/A
MSCI 16-UBS9 C FRN 03-15-49/02-18-26
61766CAL3
208000.000000000000
PA
USD
202649.820000000000
0.0017265481
Long
ABS-CBDO
CORP
US
N
2
2049-03-15
Variable
4.7606700000000000
N
N
N
N
N
N
INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8
N/A
MSCI 15-UBS8 AS 4.114% 12-15-48/12-17-25
61691ABN2
730000.000000000000
PA
USD
734361.750000000000
0.0062566592
Long
ABS-CBDO
CORP
US
N
2
2048-12-15
Fixed
4.114000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A LIFE SR NON PREF 3.132% 01-20-33/32
09659W2U7
4350000.000000000000
PA
USD
4030857.900000000000
0.0343423444
Long
DBT
CORP
FR
Y
2
2033-01-20
Variable
3.1320000000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 2.972% 02-04-33/32
06051GKK4
4089000.000000000000
PA
USD
3835755.960000000000
0.0326801032
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.9720000000000000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
ISRAEL ELECTRIC 144A LIFE/REG S SR UNSEC 3.75% 02-22-32
N/A
340000.000000000000
PA
USD
327541.720000000000
0.0027906096
Long
DBT
CORP
IL
Y
2
2032-02-22
Fixed
3.750000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM 144A LIFE SR UNSEC 4.75% 05-15-25
74445PAE2
1270000.000000000000
PA
USD
1295717.500000000000
0.0110393315
Long
DBT
CORP
ID
Y
2
2025-05-15
Fixed
4.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.625% 01-15-26
912828N71
3113433.099000000000
PA
USD
3314688.080000000000
0.0282406779
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 6.125% 11-15-27
912810FB9
24000000.000000000000
PA
USD
28593516.000000000000
0.2436127492
Long
DBT
UST
US
N
2
2027-11-15
Fixed
6.125000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM 144A LIFE SR UNSEC 5.45% 05-15-30
74445PAF9
340000.000000000000
PA
USD
355485.300000000000
0.0030286849
Long
DBT
CORP
ID
Y
2
2030-05-15
Fixed
5.450000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM 144A LIFE SR UNSEC 5.8% 05-15-50
74445PAG7
1150000.000000000000
PA
USD
1152133.250000000000
0.0098160138
Long
DBT
CORP
ID
Y
2
2050-05-15
Fixed
5.800000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_16-C32
N/A
MSBAM 16-C32 A4 3.72% 12-15-49/12-17-26
61691GAS9
245000.000000000000
PA
USD
248699.260000000000
0.0021188828
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.720000000000
N
N
N
N
N
N
MFA TRUST MFRA_21-RPL1
N/A
MFRA 21-RPL1 A1 144A FRN 07-25-60
55283QAA2
3678738.610000000000
PA
USD
3504910.850000000000
0.0298613493
Long
ABS-CBDO
CORP
US
Y
2
2060-07-25
Variable
1.1313000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI4 3.5 BF0264 05-01-58
3140FXJJ2
10287148.910000000000
PA
USD
10442381.990000000000
0.0889676311
Long
ABS-MBS
USGA
US
N
2
2058-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.5 SD7508 10-01-49
3132DVKV6
12555280.990000000000
PA
USD
12722818.660000000000
0.1083966320
Long
ABS-MBS
USGA
US
N
2
2049-10-01
Fixed
3.500000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29
66977WAS8
425000.000000000000
PA
USD
392389.750000000000
0.0033431057
Long
DBT
CORP
CA
Y
2
2029-05-15
Fixed
4.250000000000
N
N
N
N
N
N
OLEODUCTO CENTRAL SA (OCENSA)
254900W4CPYCQFVH5E92
OLEODUCTO CENTRAL SA (OCENSA) REG S SR UNSEC 4.0% 07-14-27
N/A
350000.000000000000
PA
USD
330305.500000000000
0.0028141566
Long
DBT
CORP
CO
Y
2
2027-07-14
Fixed
4.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 2.25% 02-15-27
912828V98
72100000.000000000000
PA
USD
71367665.880000000000
0.6080425117
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 2.125% 09-30-24
9128282Y5
72100000.000000000000
PA
USD
71504619.830000000000
0.6092093402
Long
DBT
UST
US
N
2
2024-09-30
Fixed
2.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 2.25% 11-15-27
9128283F5
120200000.000000000000
PA
USD
118828902.640000000000
1.0124055977
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 2.875% 04-30-25
9128284M9
72100000.000000000000
PA
USD
72845650.990000000000
0.6206347378
Long
DBT
UST
US
N
2
2025-04-30
Fixed
2.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 07-15-22
912828TE0
25667211.294000000000
PA
USD
26365565.690000000000
0.2246309248
Long
DBT
UST
US
N
2
2022-07-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 01-15-23
912828UH1
198167999.865000000000
PA
USD
204991449.130000000000
1.7464984188
Long
DBT
UST
US
N
2
2023-01-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.375% 07-15-23
912828VM9
13433458.334000000000
PA
USD
14085622.260000000000
0.1200075277
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.875% 07-31-25
912828Y79
96200000.000000000000
PA
USD
97259075.420000000000
0.8286336926
Long
DBT
UST
US
N
2
2025-07-31
Fixed
2.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 1.375% 08-31-26
912828YD6
45000000.000000000000
PA
USD
42910614.000000000000
0.3655924177
Long
DBT
UST
US
N
2
2026-08-31
Fixed
1.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 0.5% 08-31-27
91282CAH4
109670000.000000000000
PA
USD
98843980.790000000000
0.8421368642
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.375% 01-31-26
91282CBH3
40000000.000000000000
PA
USD
36870804.000000000000
0.3141340830
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.375% 04-15-24
91282CBV2
108504000.000000000000
PA
USD
104236201.320000000000
0.8880778275
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 1.625% 05-15-31
91282CCB5
1630000.000000000000
PA
USD
1535487.220000000000
0.0130821359
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.375% 05-15-51
912810SX7
20207600.000000000000
PA
USD
19855721.020000000000
0.1691679605
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 1.25% 05-31-28
91282CCE9
79480000.000000000000
PA
USD
74025112.740000000000
0.6306835866
Long
DBT
UST
US
N
2
2028-05-31
Fixed
1.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.75% 05-31-26
91282CCF6
78035000.000000000000
PA
USD
72594602.690000000000
0.6184958414
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.125% 05-31-23
91282CCD1
39035000.000000000000
PA
USD
38251251.370000000000
0.3258953011
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.25% 06-15-24
91282CCG4
40500000.000000000000
PA
USD
38631443.400000000000
0.3291344839
Long
DBT
UST
US
N
2
2024-06-15
Fixed
0.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.375% 07-15-24
91282CCL3
77000000.000000000000
PA
USD
73502821.700000000000
0.6262337401
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.0% 08-15-51
912810SZ2
2916500.000000000000
PA
USD
2635991.030000000000
0.0224582742
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.75% 08-31-26
91282CCW9
26766000.000000000000
PA
USD
24816905.230000000000
0.2114365547
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.375% 09-15-24
91282CCX7
15740000.000000000000
PA
USD
14955740.330000000000
0.1274208117
Long
DBT
UST
US
N
2
2024-09-15
Fixed
0.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 1.875% 11-15-51
912810TB4
572312500.000000000000
PA
USD
502715179.350000000000
4.2830628769
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.375% 02-15-42
912810TF5
9050000.000000000000
PA
USD
8734969.500000000000
0.0744207160
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.375000000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST ARRW_20-1
N/A
ARRW 20-1 A1A 144A 1.662% 03-25-55/02-25-26
04285CAA9
168740.410000000000
PA
USD
166324.220000000000
0.0014170590
Long
ABS-CBDO
CORP
US
Y
2
2055-03-25
Fixed
1.662000000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST ARRW_21-1R
N/A
ARRW 21-1R A1 144A FRN 10-25-48
042853AA9
3642086.940000000000
PA
USD
3465667.890000000000
0.0295270047
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
1.1750000000000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST ARRW_22-1
N/A
ARRW 22-1 A1A 144A 2.495% 12-25-56/02-25-26
042855AA4
6737926.750000000000
PA
USD
6589813.640000000000
0.0561442887
Long
ABS-CBDO
CORP
US
Y
2
2056-12-25
Variable
2.4950000000000000
N
N
N
N
N
N
BANK_18-BN10
N/A
BANK 2018-BN10 A4 3.428% 02-15-61
065404BA2
130000.000000000000
PA
USD
129320.880000000000
0.0011017958
Long
ABS-CBDO
CORP
US
N
2
2061-02-17
Fixed
3.428000000000
N
N
N
N
N
N
BANK 18-BN10-A5
549300GL0Y86051URC66
BANK 18-BN10 A5 3.688% 02-15-61/01-18-28
065404BB0
205000.000000000000
PA
USD
208588.730000000000
0.0017771467
Long
ABS-CBDO
CORP
US
N
2
2061-02-15
Fixed
3.688000000000
N
N
N
N
N
N
BANK_18-BN12
N/A
BANK 18-BN12 A4 FRN 05-15-61/05-17-28
06541KBA5
2444000.000000000000
PA
USD
2563394.290000000000
0.0218397601
Long
ABS-CBDO
CORP
US
N
2
2061-05-15
Variable
4.2550000000000000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST BMARK_18-B7
N/A
BMARK 18-B7 A4 FRN 05-15-53/10-17-28
08162TBB8
781000.000000000000
PA
USD
831560.380000000000
0.0070847779
Long
ABS-CBDO
CORP
US
N
2
2053-05-15
Variable
4.5100000000000000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST BMARK_18-B8
N/A
BMARK 18-B8 A5 4.2317% 01-15-52/12-15-28
08162UAW0
2541000.000000000000
PA
USD
2665036.370000000000
0.0227057364
Long
ABS-CBDO
CORP
US
N
2
2052-01-15
Fixed
4.231700000000
N
N
N
N
N
N
BANK BANK_19-BN16
N/A
BANK 19-BN16 A4 4.005% 02-15-52
065405AE2
770000.000000000000
PA
USD
799490.230000000000
0.0068115447
Long
ABS-CBDO
CORP
US
N
2
2052-02-15
Fixed
4.005000000000
N
N
N
N
N
N
BANK 19-BN17
N/A
BANK 19-BN17 A4 3.714% 04-15-52/03-16-29
065403BC0
100000.000000000000
PA
USD
102219.300000000000
0.0008708941
Long
ABS-CBDO
CORP
US
N
2
2052-04-15
Fixed
3.714000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_19-3
N/A
BMIR 19-3A M1B 144A FRN (L+160) 07-25-29
07877GAB5
1934421.110000000000
PA
USD
1932861.970000000000
0.0164677131
Long
ABS-CBDO
CORP
US
Y
2
2029-07-25
Variable
2.0565700000000000
N
N
N
N
N
N
BANK BANK_19-BN19
N/A
BANK 19-BN19 A3 3.183% 08-15-61
06540WBD4
1018000.000000000000
PA
USD
1006628.940000000000
0.0085763375
Long
ABS-CBDO
CORP
US
N
2
2061-08-15
Fixed
3.183000000000
N
N
N
N
N
N
BANK_20-BN26
N/A
BANK 20-BN26 A4 2.403% 03-15-63/02-15-30
06540JBG6
295000.000000000000
PA
USD
275738.570000000000
0.0023492540
Long
ABS-CBDO
CORP
US
N
2
2063-03-15
Fixed
2.403000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1
N/A
BRAVO 20-RPL1 A1 144A FRN 05-26-59
10568YAA6
747132.240000000000
PA
USD
730506.310000000000
0.0062238114
Long
ABS-CBDO
CORP
US
Y
2
2059-05-26
Variable
2.5000000000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 3.5% 08-01-50
694308JJ7
6836000.000000000000
PA
USD
5522865.920000000000
0.0470540437
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.500000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 2.5% 02-01-31
694308JG3
19695000.000000000000
PA
USD
17016243.660000000000
0.1449760113
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.500000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 4.55% 07-01-30
694308JM0
35299000.000000000000
PA
USD
35079440.220000000000
0.2988719146
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.550000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 3.75% 07-01-28
694308JK4
13075000.000000000000
PA
USD
12538663.500000000000
0.1068276558
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.750000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SR UNSEC 4.65% 08-01-28
694308JC2
7900000.000000000000
PA
USD
7906936.200000000000
0.0673659883
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.650000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 3.15% 01-01-26
694308JP3
27543000.000000000000
PA
USD
26554702.070000000000
0.2262423402
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
3.150000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS ELECTRIC 1ST LIEN 3.25% 06-01-31
694308JT5
1300000.000000000000
PA
USD
1177788.300000000000
0.0100345913
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.250000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS ELECTRIC 1ST LIEN 1.367% 03-10-23
694308JS7
11550000.000000000000
PA
USD
11352437.250000000000
0.0967211744
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.367000000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 2.528% 11-18-27
05401AAR2
2142000.000000000000
PA
USD
1895946.320000000000
0.0161531969
Long
DBT
CORP
IE
Y
2
2027-11-18
Fixed
2.528000000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUB SVC EL & GAS SEC 1.9% 08-15-31
74456QCH7
775000.000000000000
PA
USD
689694.980000000000
0.0058761046
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.900000000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC SR UNSEC 1.95% 10-21-31
713448FE3
6979000.000000000000
PA
USD
6380083.160000000000
0.0543574144
Long
DBT
CORP
US
N
2
2031-10-21
Fixed
1.950000000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE SR UNSEC 1.95% 11-09-28
74460DAH2
993000.000000000000
PA
USD
920981.680000000000
0.0078466348
Long
DBT
CORP
US
N
2
2028-11-09
Fixed
1.950000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC 3.4% 08-15-24
694308HK6
2000000.000000000000
PA
USD
1983088.000000000000
0.0168956318
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.400000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC
CFGNEKW0P8842LEUIA51
PNC FINL SVCS SR UNSEC 2.854% 11-09-22
693475AL9
5850000.000000000000
PA
USD
5889352.950000000000
0.0501764618
Long
DBT
CORP
US
N
2
2022-11-09
Variable
2.8540000000000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUB SVC EL & GAS SEC 3.1% 03-15-32
74456QCJ3
7500000.000000000000
PA
USD
7418370.000000000000
0.0632034728
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.100000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC 3.75% 08-15-42
694308HA8
9466000.000000000000
PA
USD
7736306.220000000000
0.0659122448
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.750000000000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC SR UNSEC 4.125% 03-04-43
718172AW9
4117000.000000000000
PA
USD
3928404.350000000000
0.0334694545
Long
DBT
CORP
US
N
2
2043-03-04
Fixed
4.125000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC 3.25% 06-15-23
694308HC4
5615000.000000000000
PA
USD
5608273.230000000000
0.0477817020
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.250000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX 3.5% 01-30-23
71654QBG6
1500000.000000000000
PA
USD
1502070.000000000000
0.0127974259
Long
DBT
CORP
MX
N
2
2023-01-30
Fixed
3.500000000000
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM 144A LIFE SR UNSEC 2.25% 07-12-31
74730DAC7
22020000.000000000000
PA
USD
20312877.480000000000
0.1730628695
Long
DBT
CORP
QA
Y
2
2031-07-12
Fixed
2.250000000000
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM 144A LIFE SR UNSEC 3.125% 07-12-41
74730DAE3
7310000.000000000000
PA
USD
6669249.260000000000
0.0568210691
Long
DBT
CORP
QA
Y
2
2041-07-12
Fixed
3.125000000000
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
QATAR PETROLEUM 144A LIFE SR UNSEC 3.3% 07-12-51
74730DAD5
2185000.000000000000
PA
USD
2011851.860000000000
0.0171406959
Long
DBT
CORP
QA
Y
2
2051-07-12
Fixed
3.300000000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC SR UNSEC 5.85% 08-15-45
761713BB1
1970000.000000000000
PA
USD
2033747.230000000000
0.0173272414
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.850000000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC SR UNSEC 4.45% 06-12-25
761713BG0
14570000.000000000000
PA
USD
14892157.270000000000
0.1268790929
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.450000000000
N
N
N
N
N
N
REDE DOR FINANCE SARL
549300FDE772OLJUCP79
REDE DOR FINANCE SARL SR UNSEC 144A LIFE 4.5% 01-22-30
75735GAA6
1572000.000000000000
PA
USD
1444715.160000000000
0.0123087707
Long
DBT
CORP
LU
Y
2
2030-01-22
Fixed
4.500000000000
N
N
N
N
N
N
REGENERON PHARMACEUTICALS INC
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS SR UNSEC 1.75% 09-15-30
75886FAE7
988000.000000000000
PA
USD
858660.920000000000
0.0073156707
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.750000000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES SR UNSEC 1.9% 09-01-31
75513ECM1
3087000.000000000000
PA
USD
2735406.140000000000
0.0233052770
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.900000000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES SR UNSEC 2.82% 09-01-51
75513ECL3
665000.000000000000
PA
USD
561598.490000000000
0.0047847404
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.820000000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES SR UNSEC 2.375% 03-15-33
760759BA7
1635000.000000000000
PA
USD
1470685.770000000000
0.0125300367
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
2.375000000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES SR UNSEC 2.375% 03-15-32
75513ECN9
1321000.000000000000
PA
USD
1214186.580000000000
0.0103446995
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.375000000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES SR UNSEC 3.03% 03-15-52
75513ECP4
1190000.000000000000
PA
USD
1045700.600000000000
0.0089092226
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.030000000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
ROCHE HLDGS 144A LIFE SR UNSEC 1.93% 12-13-28
771196BW1
7845000.000000000000
PA
USD
7300400.100000000000
0.0621983858
Long
DBT
CORP
US
Y
2
2028-12-13
Fixed
1.930000000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
ROCHE HLDGS 144A LIFE SR UNSEC 2.076% 12-13-31
771196BX9
14737000.000000000000
PA
USD
13575724.400000000000
0.1156632694
Long
DBT
CORP
US
Y
2
2031-12-13
Fixed
2.076000000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
ROCHE HLDGS 144A LIFE SR UNSEC 2.607% 12-13-51
771196BY7
3525000.000000000000
PA
USD
3060316.880000000000
0.0260734709
Long
DBT
CORP
US
Y
2
2051-12-13
Fixed
2.607000000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2
N/A
SCENTRE GROUP 144A LIFE SR UNSEC 3.5% 02-12-25
806213AB0
4565000.000000000000
PA
USD
4580548.390000000000
0.0390256304
Long
DBT
CORP
AU
Y
2
2025-02-12
Fixed
3.500000000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.75% 05-15-24
785592AJ5
8000000.000000000000
PA
USD
8376888.000000000000
0.0713699118
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.750000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SR SEC 1ST LIEN SER C 3.6% 02-01-45
842400GE7
2717000.000000000000
PA
USD
2470307.270000000000
0.0210466717
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.600000000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY SR UNSEC 5.95% 01-23-25
845467AL3
495000.000000000000
PA
USD
518118.980000000000
0.0044143011
Long
DBT
CORP
US
N
2
2025-01-23
Variable
5.9500000000000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT SR UNSEC 7.625% 02-15-25
85207UAJ4
6665000.000000000000
PA
USD
7272814.680000000000
0.0619633619
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.625000000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.625% 03-01-25
785592AM8
10000000.000000000000
PA
USD
10579500.000000000000
0.0901358574
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.625000000000
N
N
N
N
N
N
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC
549300XK5HGW68R8K327
SHIRE SR UNSEC 3.20% 09-23-26
82481LAD1
14493000.000000000000
PA
USD
14538957.300000000000
0.1238698787
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.200000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC SER E 5.35% 07-15-35
842400FA6
6450000.000000000000
PA
USD
7160022.450000000000
0.0610023879
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.350000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC 5.625% 02-01-36
842400FC2
7051000.000000000000
PA
USD
7934885.160000000000
0.0676041096
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
5.625000000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.625% 04-15-23
785592AD8
1000000.000000000000
PA
USD
1023568.000000000000
0.0087206559
Long
DBT
CORP
US
N
2
2023-04-15
Variable
5.6250000000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC SER 04G 5.75% 04-01-35
842400EV1
4549000.000000000000
PA
USD
5224813.090000000000
0.0445146753
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.750000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SR SEC 1ST LIEN 4.0% 04-01-47
842400GG2
9402000.000000000000
PA
USD
9070297.440000000000
0.0772776631
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.000000000000
N
N
N
N
N
N
EUREX CLEARING AG
N/A
EURO-BOBL 5YR FUT OEM2 06-08-22
N/A
65.000000000000
NC
299075.350000000000
0.0025480801
N/A
DIR
CORP
DE
N
1
Eurex Clearing
N/A
Short
EUREX CLEARING AG
EURO-BOBL 5YR FUT OEM2 06-08-22
2022-06-08
-9265839.400000000000
EUR
299075.350000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FED FUND 30DAY FUT FFJ2 04-29-22
N/A
158.000000000000
NC
USD
1395.400000000000
0.0000118886
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Short
CME CHICAGO MERCANTILE EXCHANGE
FED FUND 30DAY FUT FFJ2 04-29-22
2022-05-02
-65613102.800000000000
USD
1395.400000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FED FUND 30DAY FUT FFK2 05-31-22
N/A
557.000000000000
NC
USD
-205108.870000000000
-0.0017474988
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
FED FUND 30DAY FUT FFK2 05-31-22
2022-06-01
230419161.230000000000
USD
-205108.870000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
SOFR 90DAY FUT SFRH3 06-20-23
N/A
1705.000000000000
NC
USD
486728.650000000000
0.0041468599
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
SOFR 90DAY FUT SFRH3 06-20-23
2023-06-21
414634687.500000000000
USD
486728.650000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 10YR FUT TYM2 06-21-22
N/A
169.000000000000
NC
USD
116702.950000000000
0.0009942928
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 10YR FUT TYM2 06-21-22
2022-06-21
20765875.000000000000
USD
116702.950000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 20YR FUT USM2 06-21-22
N/A
1459.000000000000
NC
USD
-6441935.630000000000
-0.0548843888
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 20YR FUT USM2 06-21-22
2022-06-21
218941187.500000000000
USD
-6441935.630000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 30YR FUT ULTRA WNM2 06-21-22
N/A
1756.000000000000
NC
USD
-11490201.580000000000
-0.0978949072
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 30YR FUT ULTRA WNM2 06-21-22
2022-06-21
311031500.000000000000
USD
-11490201.580000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 10YR FUT ULTRA UXYM2 06-21-22
N/A
137.000000000000
NC
USD
134087.380000000000
0.0011424057
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 10YR FUT ULTRA UXYM2 06-21-22
2022-06-21
18559218.750000000000
USD
134087.380000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 5YR FUT FVM2 06-30-22
N/A
222.000000000000
NC
USD
-115106.520000000000
-0.0009806914
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Short
CME CHICAGO MERCANTILE EXCHANGE
UST 5YR FUT FVM2 06-30-22
2022-06-30
-25460625.000000000000
USD
-115106.520000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 2YR FUT TUM2 06-30-22
N/A
6001.000000000000
NC
USD
6330431.070000000000
0.0539343856
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Short
CME CHICAGO MERCANTILE EXCHANGE
UST 2YR FUT TUM2 06-30-22
2022-06-30
-1271743201.880000000000
USD
6330431.070000000000
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-ELEVEN 144A LIFE SR UNSEC 1.8% 02-10-31
817826AE0
5013000.000000000000
PA
USD
4325692.640000000000
0.0368542951
Long
DBT
CORP
US
Y
2
2031-02-10
Fixed
1.800000000000
N
N
N
N
N
N
AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP
RDKVCX5HITZ2GPIR7153
AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 3.75% 04-15-23
024836AA6
2900000.000000000000
PA
USD
2930394.900000000000
0.0249665539
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.750000000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC SR UNSEC 4.5% 05-02-43
02209SAQ6
1585000.000000000000
PA
USD
1448132.080000000000
0.0123378824
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
4.500000000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL SR UNSEC 8.0% 11-01-31
36186CBY8
7070000.000000000000
PA
USD
8884515.500000000000
0.0756948270
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.000000000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS INC SR UNSEC 2.875% 11-03-22
00440EAU1
3625000.000000000000
PA
USD
3647540.250000000000
0.0310765318
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
2.875000000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS INC SR UNSEC 3.35% 05-03-26
00440EAV9
2025000.000000000000
PA
USD
2054670.300000000000
0.0175055030
Long
DBT
CORP
US
N
2
2026-05-03
Fixed
3.350000000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS INC SR UNSEC 4.35% 11-03-45
00440EAW7
2220000.000000000000
PA
USD
2421675.900000000000
0.0206323393
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
4.350000000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL SR UNSEC 5.125% 09-30-24
02005NAV2
1500000.000000000000
PA
USD
1566594.000000000000
0.0133471613
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.125000000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
GMAC (ALLY) SR UNSEC 8.0% 11-01-31
370425RZ5
8479000.000000000000
PA
USD
10549215.680000000000
0.0898778392
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.000000000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQ INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 3.95% 01-15-28
015271AK5
1425000.000000000000
PA
USD
1457963.100000000000
0.0124216413
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.950000000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AIG GROUP SR UNSEC 4.2% 04-01-28
026874DK0
9875000.000000000000
PA
USD
10268420.000000000000
0.0874854994
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.200000000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERGY CO PJSC
213800UNJSVQFNUYYW03
ABU DHABI NAT. ENERGY (TAQA) 144A LIFE SR UNSEC 4.375% 04-23-25
00388WAF8
8995000.000000000000
PA
USD
9305471.420000000000
0.0792813124
Long
DBT
CORP
AE
Y
2
2025-04-23
Fixed
4.375000000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC SR UNSEC 4.0% 01-17-29
046353AT5
5920000.000000000000
PA
USD
6240603.520000000000
0.0531690674
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.000000000000
N
N
N
N
N
N
AMEREN ILLINOIS COMPANY
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS SEC 4.5% 03-15-49
02361DAT7
2875000.000000000000
PA
USD
3193049.750000000000
0.0272043364
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.500000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC SR UNSEC 4.3% 02-15-30
00206RGQ9
15940000.000000000000
PA
USD
16860040.860000000000
0.1436451853
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.300000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV SR UNSEC 5.55% 01-23-49
03523TBV9
5000000.000000000000
PA
USD
6120325.000000000000
0.0521443113
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.550000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV SR UNSEC 4.75% 01-23-29
035240AQ3
7500000.000000000000
PA
USD
8138625.000000000000
0.0693399444
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.750000000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC SR UNSEC 5.95% 02-14-49
02209SBF9
9039000.000000000000
PA
USD
9823494.810000000000
0.0836947991
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.950000000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC SR UNSEC 4.4% 02-14-26
02209SBC6
4585000.000000000000
PA
USD
4747304.420000000000
0.0404463684
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.400000000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 3.95% 07-01-24
05401AAF8
12514000.000000000000
PA
USD
12483077.910000000000
0.1063540744
Long
DBT
CORP
IE
Y
2
2024-07-01
Fixed
3.950000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP SR UNSEC 4.25% 01-15-30
037411BF1
2465000.000000000000
PA
USD
2489674.650000000000
0.0212116791
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.250000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP SR UNSEC 5.35% 07-01-49
037411BG9
800000.000000000000
PA
USD
771468.000000000000
0.0065727992
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.350000000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM SR UNSEC 2.375% 01-15-25
036752AJ2
1534000.000000000000
PA
USD
1513959.820000000000
0.0128987255
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.375000000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 3.25% 02-15-27
05401AAJ0
8000000.000000000000
PA
USD
7537352.000000000000
0.0642171827
Long
DBT
CORP
IE
Y
2
2027-02-15
Fixed
3.250000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSEC 2.45% 02-21-30
031162CU2
5131000.000000000000
PA
USD
4843812.800000000000
0.0412686062
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
2.450000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV SR UNSEC 4.5% 06-01-50
035240AT7
1355000.000000000000
PA
USD
1452332.360000000000
0.0123736682
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.500000000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS INC
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS & CHEMICALS SR UNSEC 2.7% 05-15-40
009158AZ9
2911000.000000000000
PA
USD
2583139.890000000000
0.0220079899
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.700000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 6.5% 07-15-25
00774MAN5
1798000.000000000000
PA
USD
1905525.790000000000
0.0162348127
Long
DBT
CORP
NL
N
2
2025-07-15
Fixed
6.500000000000
N
N
N
N
N
N
AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP
RDKVCX5HITZ2GPIR7153
AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 3.875% 01-30-31
024836AG3
620000.000000000000
PA
USD
624738.040000000000
0.0053226805
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.875000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC SR UNSEC 3.3% 02-01-52
00206RKE1
695000.000000000000
PA
USD
597934.220000000000
0.0050943158
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.300000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC SR UNSEC 1.65% 02-01-28
00206RKG6
4700000.000000000000
PA
USD
4290771.000000000000
0.0365567676
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.650000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP SR UNSEC 4.625% 11-15-25
037411BH7
645000.000000000000
PA
USD
673718.630000000000
0.0057399883
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.625000000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP SR UNSEC 2.875% 01-15-26
00914AAJ1
11453000.000000000000
PA
USD
11068912.190000000000
0.0943055806
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.875000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSEC 4.25% 11-21-49
00287YCB3
8000.000000000000
PA
USD
8332.140000000000
0.0000709887
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.250000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSEC 3.2% 11-21-29
00287YBX6
9768000.000000000000
PA
USD
9662310.240000000000
0.0823215292
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.200000000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 4.25% 04-15-26
05401AAL5
3302000.000000000000
PA
USD
3260916.520000000000
0.0277825518
Long
DBT
CORP
IE
Y
2
2026-04-15
Fixed
4.250000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 1.75% 01-30-26
00774MAS4
2841000.000000000000
PA
USD
2610080.680000000000
0.0222375216
Long
DBT
CORP
NL
N
2
2026-01-30
Fixed
1.750000000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQ INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 4.5% 07-30-29
015271AG4
150000.000000000000
PA
USD
159720.150000000000
0.0013607933
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
4.500000000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 2.125% 02-21-26
05401AAM3
8333000.000000000000
PA
USD
7618661.910000000000
0.0649099318
Long
DBT
CORP
IE
Y
2
2026-02-21
Fixed
2.125000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC SR UNSEC 1.7% 03-25-26
00206RML3
19000000.000000000000
PA
USD
18013273.000000000000
0.1534705616
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.700000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER SR UNSEC 2.7% 04-15-31
03027XBM1
1100000.000000000000
PA
USD
996650.600000000000
0.0084913234
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.700000000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP TEXAS SR UNSEC 3.45% 05-15-51
00108WAN0
1475000.000000000000
PA
USD
1312221.950000000000
0.0111799471
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.450000000000
N
N
N
N
N
N
ATLAS LUXCO 4 SARL
549300ONXPZT3KQZDR65
ATLAS LUXCO 4 SARL 144A LIFE SEC 4.625% 06-01-28
049362AA4
255000.000000000000
PA
USD
238692.750000000000
0.0020336288
Long
DBT
CORP
LU
Y
2
2028-06-01
Fixed
4.625000000000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP ATLAS LUXCO 4 SARL
N/A
ALLIED UNIVERSAL HOLDCO 144A LIFE SEC 4.625% 06-01-28
019579AA9
335000.000000000000
PA
USD
316988.730000000000
0.0027006996
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.625000000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC SR UNSEC 1.65% 05-12-28
023135BY1
3860000.000000000000
PA
USD
3594941.520000000000
0.0306283980
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
1.650000000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC SR UNSEC 2.875% 05-12-41
023135CA2
650000.000000000000
PA
USD
601393.650000000000
0.0051237896
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.875000000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC SR UNSEC 3.25% 05-12-61
023135CC8
4100000.000000000000
PA
USD
3859284.900000000000
0.0328805665
Long
DBT
CORP
US
N
2
2061-05-12
Fixed
3.250000000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC SR UNSEC 3.1% 05-12-51
023135CB0
9380000.000000000000
PA
USD
8846578.160000000000
0.0753716062
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.100000000000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
ARTHUR J GALLAGHER & CO SR UNSEC 3.5% 05-20-51
363576AB5
1073000.000000000000
PA
USD
957539.840000000000
0.0081581052
Long
DBT
CORP
US
N
2
2051-05-20
Fixed
3.500000000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP 144A SR UNSEC 5.375% 03-01-30
03674XAS5
280000.000000000000
PA
USD
286372.800000000000
0.0024398561
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.375000000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE SR UNSEC 2.25% 05-28-31
04636NAB9
2087000.000000000000
PA
USD
1946033.590000000000
0.0165799335
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.250000000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE SR UNSEC 1.75% 05-28-28
04636NAE3
1429000.000000000000
PA
USD
1319594.330000000000
0.0112427588
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.750000000000
N
N
N
N
N
N
ADT INC
5493009JEEDYLVRA0J13
ADT SECURITY 144A LIFE 1ST LIEN 4.125% 08-01-29
00109LAA1
510000.000000000000
PA
USD
474325.500000000000
0.0040411868
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.125000000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC SR UNSEC 2.7% 08-05-51
037833EK2
7080000.000000000000
PA
USD
6175480.440000000000
0.0526142279
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.700000000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP SR UNSEC 0.8% 08-18-24
00914AAP7
3175000.000000000000
PA
USD
2993253.480000000000
0.0255021002
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.800000000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP SR UNSEC 2.1% 09-01-28
00914AAQ5
2450000.000000000000
PA
USD
2147216.750000000000
0.0182939858
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
2.100000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC SR UNSEC 3.5% 09-15-53
00206RKJ0
19935000.000000000000
PA
USD
17567997.840000000000
0.1496768796
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.500000000000
N
N
N
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
ALFA DESARROLLO SPA 144A LIFE SEC 4.55% 09-27-51
01538TAA3
1005000.000000000000
PA
USD
873797.250000000000
0.0074446301
Long
DBT
CORP
CL
Y
2
2051-09-27
Fixed
4.550000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC SR UNSEC 2.55% 12-01-33
00206RMM1
15003000.000000000000
PA
USD
13359271.320000000000
0.1138191195
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.550000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER SR UNSEC 1.45% 09-15-26
03027XBR0
657000.000000000000
PA
USD
600432.300000000000
0.0051155991
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.450000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER SR UNSEC 2.3% 09-15-31
03027XBS8
1180000.000000000000
PA
USD
1032378.460000000000
0.0087957198
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.300000000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES SR UNSEC 1.7% 10-01-28
032654AU9
1962000.000000000000
PA
USD
1813604.130000000000
0.0154516530
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
1.700000000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES SR UNSEC 2.8% 10-01-41
032654AW5
521000.000000000000
PA
USD
469344.410000000000
0.0039987486
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
2.800000000000
N
N
N
N
N
N
ASB BANK LTD
549300IBZWZL1KTPF918
ASB BANK LTD 144A LIFE SR UNSEC 2.375% 10-22-31
00216LAE3
1575000.000000000000
PA
USD
1424096.100000000000
0.0121330992
Long
DBT
CORP
NZ
Y
2
2031-10-22
Fixed
2.375000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 1.15% 10-29-23
00774MAT2
3130000.000000000000
PA
USD
2997873.310000000000
0.0255414605
Long
DBT
CORP
NL
N
2
2023-10-29
Fixed
1.150000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 2.45% 10-29-26
00774MAV7
10289000.000000000000
PA
USD
9531307.750000000000
0.0812054063
Long
DBT
CORP
NL
N
2
2026-10-29
Fixed
2.450000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 3.85% 10-29-41
00774MAZ8
1254000.000000000000
PA
USD
1103225.310000000000
0.0093993250
Long
DBT
CORP
NL
N
2
2041-10-29
Fixed
3.850000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 3.0% 10-29-28
00774MAW5
12359000.000000000000
PA
USD
11421297.950000000000
0.0973078579
Long
DBT
CORP
NL
N
2
2028-10-29
Fixed
3.000000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 3.3% 01-30-32
00774MAX3
12595000.000000000000
PA
USD
11374141.460000000000
0.0969060913
Long
DBT
CORP
NL
N
2
2032-01-30
Fixed
3.300000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.625% 04-15-23
9128284H0
81075282.165000000000
PA
USD
84434061.050000000000
0.7193663675
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 3.0% 02-15-49
912810SF6
150000000.000000000000
PA
USD
165219210.000000000000
1.4076445152
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.5% 04-15-24
9128286N5
55169039.970000000000
PA
USD
57880673.960000000000
0.4931352307
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 10-15-24
912828YL8
111486096.832000000000
PA
USD
116402261.140000000000
0.9917309522
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 04-15-25
912828ZJ2
48544870.000000000000
PA
USD
50605211.600000000000
0.4311493110
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 0.5% 04-30-27
912828ZN3
165625000.000000000000
PA
USD
150261128.130000000000
1.2802037539
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 1.25% 05-15-50
912810SN9
21285000.000000000000
PA
USD
15952202.890000000000
0.1359105331
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 1.125% 05-15-40
912810SR0
124212900.000000000000
PA
USD
98089523.520000000000
0.8357089940
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.625% 01-15-24
912828B25
188910732.795000000000
PA
USD
198540252.530000000000
1.6915351279
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 10-15-25
91282CAQ4
93315326.000000000000
PA
USD
97586964.120000000000
0.8314272583
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 1.375% 11-15-40
912810ST6
40000000.000000000000
PA
USD
32803328.000000000000
0.2794797575
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.375% 12-31-25
91282CBC4
200000000.000000000000
PA
USD
184748360.000000000000
1.5740301363
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 01-15-31
91282CBF7
19067929.650000000000
PA
USD
20174015.400000000000
0.1718797840
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 1.875% 02-15-41
912810SW9
79700000.000000000000
PA
USD
71112173.570000000000
0.6058657531
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 12-15-51
912810SV1
5772822.504000000000
PA
USD
5924808.940000000000
0.0504785419
Long
DBT
UST
US
N
2
2051-02-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 04-15-26
91282CCA7
32555889.256000000000
PA
USD
33914049.800000000000
0.2889429515
Long
DBT
UST
US
N
2
2026-04-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 07-15-31
91282CCM1
12593004.900000000000
PA
USD
13379080.300000000000
0.1139878892
Long
DBT
UST
US
N
2
2031-07-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 10-15-26
91282CDC2
12613534.652000000000
PA
USD
13209449.290000000000
0.1125426568
Long
DBT
UST
US
N
2
2026-10-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.0% 11-15-41
912810TC2
247000.000000000000
PA
USD
223906.140000000000
0.0019076489
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 01-15-32
91282CDX6
44757969.900000000000
PA
USD
47562343.140000000000
0.4052244981
Long
DBT
UST
US
N
2
2032-01-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.25% 02-15-52
912810TD0
110195000.000000000000
PA
USD
105683892.190000000000
0.9004119508
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 1.75% 02-15-32
91282CDY4
295121000.000000000000
PA
USD
283449407.130000000000
2.4149492258
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 1.875% 02-28-29
91282CEB3
61166000.000000000000
PA
USD
59059987.340000000000
0.5031828154
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 1.5% 02-29-24
91282CEA5
26000000.000000000000
PA
USD
25627196.400000000000
0.2183401219
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 1.75% 03-15-25
91282CED9
29251000.000000000000
PA
USD
28646732.840000000000
0.2440661492
Long
DBT
UST
US
N
2
2025-03-15
Fixed
1.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 2.25% 03-31-24
91282CEG2
46670000.000000000000
PA
USD
46623423.340000000000
0.3972250330
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.125% 07-15-24
912828WU0
309253967.960000000000
PA
USD
324227339.630000000000
2.7623714960
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.25% 01-15-25
912828H45
35994535.137000000000
PA
USD
37717467.120000000000
0.3213475341
Long
DBT
UST
US
N
2
2025-01-15
Fixed
0.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.375% 07-15-25
912828XL9
101024175.832000000000
PA
USD
106786054.370000000000
0.9098022181
Long
DBT
UST
US
N
2
2025-07-15
Fixed
0.375000000000
N
N
N
N
N
N
2022-05-26
AMERICAN FUNDS INSURANCE SERIES
Scott Lewis
Scott Lewis
Analyst
XXXX