0001398344-20-004011.txt : 20200224
0001398344-20-004011.hdr.sgml : 20200224
20200224143353
ACCESSION NUMBER: 0001398344-20-004011
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200224
PERIOD START: 20191231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MML Series Investment Fund II
CENTRAL INDEX KEY: 0001317146
IRS NUMBER: 043557005
STATE OF INCORPORATION: CT
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21714
FILM NUMBER: 20643668
BUSINESS ADDRESS:
STREET 1: 100 BRIGHT MEADOW BLVD.
CITY: ENFIELD
STATE: CT
ZIP: 06082
BUSINESS PHONE: (860) 562-1000
MAIL ADDRESS:
STREET 1: 100 BRIGHT MEADOW BLVD.
CITY: ENFIELD
STATE: CT
ZIP: 06082
0001317146
S000049313
MML Dynamic Bond Fund
C000155847
Class II
C000155848
Service Class I
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001317146
XXXXXXXX
S000049313
C000155847
C000155848
MML Series Investment Fund II
811-21714
0001317146
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ENFIELD
06082-1981
8605621000
MML Dynamic Bond Fund
S000049313
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2019-12-31
2019-12-31
N
410151754.65
11980869.12
398170885.53
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0
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0
6688556.24
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30.21
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UST
AMBS
1011778 BC / NEW RED FIN
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155000
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USD
160037.5
0.0401931698
Long
DBT
CORP
CA
Y
2
2025-10-15
Fixed
5
N
N
N
N
N
N
1011778 BC UNLIMITED LBLTY CO
N/A
TERM LOAN B4
C6901LAH0
190000
PA
USD
190188.1
0.0477654462
Long
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CORP
CA
N
2
2026-11-19
Floating
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N
N
N
N
N
N
AASET 2018 1 TRUST
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AASET 2018 1A A 144A
000367AA0
748749.37
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USD
750785.22
0.1885585429
Long
ABS-O
CORP
US
Y
2
2038-01-16
Fixed
3.844
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
SR UNSECURED 05/45 4.7
00287YAS8
480000
PA
USD
536385.29
0.1347123332
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.7
N
N
N
N
N
N
ACRISURE LLC
N/A
TERM LOAN B 2
00488PAJ4
124363.86
PA
USD
124519.31
0.0312728315
Long
LON
CORP
US
N
2
2023-11-22
Floating
0
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
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SR UNSECURED REGS 01/22 3.95
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200000
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USD
204822
0.0514407274
Long
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CORP
IN
Y
2
2022-01-19
Fixed
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N
N
N
N
N
N
AECOM
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COMPANY GUAR 03/27 5.125
00774CAB3
160000
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USD
172000
0.0431975331
Long
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CORP
US
N
2
2027-03-15
Fixed
5.125
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
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COMPANY GUAR 01/25 3.5
00774MAC9
450000
PA
USD
463962.74
0.1165235222
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
3.5
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
SR SECURED REGS 05/36 5.625
P0092AAC3
200000
PA
USD
235252
0.0590831747
Long
DBT
CORP
PA
Y
2
2036-05-18
Fixed
5.625
N
N
N
N
N
N
AES ANDRS/DMCN PWR/ITABO
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COMPANY GUAR 144A 05/26 7.95
00809YAB4
500000
PA
USD
530630
0.133266901
Long
DBT
CORP
NL
Y
2
2026-05-11
Fixed
7.95
N
N
N
N
N
N
AES GENER SA
549300IF4IFG0FS0RM26
JR SUBORDINA 144A 03/79 VAR
00105DAF2
400000
PA
USD
420095.2
0.1055062576
Long
DBT
CORP
CL
Y
2
2079-03-26
Fixed
7.125
N
N
N
N
N
N
AES GENER SA
549300IF4IFG0FS0RM26
JR SUBORDINA 144A 10/79 VAR
00105DAG0
200000
PA
USD
205000
0.0514854319
Long
DBT
CORP
CL
Y
2
2079-10-07
Fixed
6.35
N
N
N
N
N
N
AES GENER SA
549300IF4IFG0FS0RM26
JR SUBORDINA REGS 10/79 VAR
P0607LAD5
200000
PA
USD
205000
0.0514854319
Long
DBT
CORP
CL
Y
2
2079-10-07
Fixed
6.35
N
N
N
N
N
N
AI CANDELARIA SPAIN SLU
N/A
SR SECURED 144A 12/28 7.5
001355AA4
250000
PA
USD
280312.5
0.0704000494
Long
DBT
CORP
ES
Y
2
2028-12-15
Fixed
7.5
N
N
N
N
N
N
AI CANDELARIA SPAIN SLU
N/A
SR SECURED REGS 12/28 7.5
E0R75QAA6
250000
PA
USD
280312.5
0.0704000494
Long
DBT
CORP
ES
Y
2
2028-12-15
Fixed
7.5
N
N
N
N
N
N
AIR LEASE CORP
N/A
SR UNSECURED 02/22 3.75
00912XAQ7
470000
PA
USD
484040.78
0.1215660907
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.75
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
549300YKWOC0AOR16R51
COMPANY GUAR 144A 02/28 5.875
013092AB7
100000
PA
USD
106250
0.0266845226
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.875
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
549300YKWOC0AOR16R51
COMPANY GUAR 144A 01/27 4.625
013092AC5
95000
PA
USD
94886
0.0238304717
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.625
N
N
N
N
N
N
ALDEVRON LLC
N/A
2019 TERM LOAN B
01438KAG0
130000
PA
USD
131300
0.0329757912
Long
LON
CORP
US
N
2
2026-10-12
Floating
0
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
COMPANY GUAR 01/24 4
015271AM1
320000
PA
USD
340965.27
0.0856328984
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4
N
N
N
N
N
N
ALIXPARTNERS LLP
N/A
TERM LOAN B
01642PAW6
194500
PA
USD
195412.21
0.0490774733
Long
LON
CORP
US
N
2
2024-04-04
Floating
0
N
N
N
N
N
N
ALLIANT HOLD / CO ISSUER
5493006Q26653NF8SI73
SR UNSECURED 144A 10/27 6.75
01883LAA1
65000
PA
USD
69611.75
0.017482883
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.75
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
SR SECURED 144A 07/26 6.625
019576AA5
140000
PA
USD
150458
0.0377872932
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.625
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
SR UNSECURED 144A 07/27 9.75
019576AB3
60000
PA
USD
64096.2
0.0160976612
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
9.75
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC
N/A
2019 TERM LOAN B
01957TAC1
100090.09
PA
USD
100590.54
0.025263158
Long
LON
CORP
US
N
2
2026-07-10
Floating
0
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC
N/A
2019 DELAYED DRAW TERM LOAN
01957TAD9
9909.91
PA
USD
9959.46
0.0025013029
Long
LON
CORP
US
N
2
2026-07-10
Floating
0
N
N
N
N
N
N
ALM LOAN FUNDING
N/A
ALM 2013 7RA CR 144A
00163KAW8
1000000
PA
USD
1000241
0.2512089749
Long
ABS-CBDO
CORP
KY
Y
2
2028-10-15
Floating
6.04088
N
N
N
N
N
N
ALMONDE INC
N/A
TERM LOAN B
02034DAC1
95000
PA
USD
94208.65
0.0236603562
Long
LON
CORP
US
N
2
2024-06-13
Floating
0
N
N
N
N
N
N
ALPINE FIN MERGER SUB LLC
N/A
TERM LOAN
02083JAC8
104465.64
PA
USD
105053.78
0.0263840938
Long
LON
CORP
US
N
2
2024-07-12
Floating
0
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
COMPANY GUAR 02/29 4.8
02209SBD4
475000
PA
USD
529465.86
0.1329745291
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.8
N
N
N
N
N
N
AMERICAN AIRLS INC
N/A
2017 CLASS B TERM LOANS
02376CBA2
204853.11
PA
USD
205451.28
0.0515987701
Long
LON
CORP
US
N
2
2023-12-14
Floating
0
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
SR UNSECURED 12/22 2.95
025537AG6
313000
PA
USD
318980.14
0.0801113672
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.95
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
SR UNSECURED 08/22 2.5
025816BM0
540000
PA
USD
546451.44
0.1372404311
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.5
N
N
N
N
N
N
AMERICAN TIRE DISTRIBUTORS H.
N/A
2015 TERM LOAN
03021BAE4
29924.76
PA
USD
26558.22
0.0066700557
Long
LON
CORP
US
N
2
2024-09-02
Floating
0
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
SR UNSECURED 02/26 4.4
03027XAJ9
950000
PA
USD
1036709.97
0.2603681001
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.4
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
SR UNSECURED 01/28 3.6
03027XAR1
470000
PA
USD
493828.14
0.124024171
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.6
N
N
N
N
N
N
ANCHORAGE CAPITAL CLO LTD
549300STT92RKXRGJ860
ANCHC 2019 13A B 144A
033291AC9
500000
PA
USD
500565.5
0.1257162485
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-15
Floating
4.00088
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
COMPANY GUAR 144A 03/28 4.5
034863AU4
585000
PA
USD
626984.24
0.1574661189
Long
DBT
CORP
GB
Y
2
2028-03-15
Fixed
4.5
N
N
N
N
N
N
ANHEUSER BUSCH CO/INBEV
5493002J2SVENP0PVK27
COMPANY GUAR 02/46 4.9
03522AAJ9
160000
PA
USD
189779.61
0.0476628545
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.9
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WOR
549300CRGMZK3K53BF92
COMPANY GUAR 04/48 4.6
035240AN0
290000
PA
USD
331877.06
0.0833504086
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.6
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
529900HFO1BDEIT4QU11
COMPANY GUAR 144A 03/27 5.75
03690AAD8
54000
PA
USD
47486.25
0.011926098
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
5.75
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
SR UNSECURED 01/25 2.375
036752AJ2
270000
PA
USD
269682.7
0.0677303916
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.375
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
COMPANY GUAR 144A 04/25 5
038522AP3
190000
PA
USD
198075
0.0497462289
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
5
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
SR UNSECURED 01/28 3.875
042735BF6
290000
PA
USD
297163.82
0.0746322322
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.875
N
N
N
N
N
N
ASSUREDPARTNERS INC
N/A
FIRST LIEN
04621HAK9
154127.97
PA
USD
154474.76
0.0387960963
Long
LON
CORP
US
N
2
2024-10-22
Floating
0
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
SR UNSECURED 09/37 6.45
046353AD0
365000
PA
USD
514822.47
0.1292968644
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45
N
N
N
N
N
N
AT+T INC
549300Z40J86GGSTL398
SR UNSECURED 03/37 5.25
00206RDR0
650000
PA
USD
776609.52
0.1950442758
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.25
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
SECURED 144A 07/22 3
04685A2E0
550000
PA
USD
559627.13
0.1405494852
Long
DBT
CORP
US
Y
2
2022-07-01
Fixed
3
N
N
N
N
N
N
AVANTOR INC
5493003VM0XB4U8YD238
SR UNSECURED 144A 10/25 9
05352AAC4
220000
PA
USD
245856.6
0.0617465036
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
9
N
N
N
N
N
N
AVAYA INC
N/A
TRANCHE B TERM LOAN
05349UBC5
35000
PA
USD
34282.5
0.0086099967
Long
LON
CORP
US
N
2
2024-12-15
Floating
0
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
COMPANY GUAR 144A 05/24 5.25
05401AAD3
155000
PA
USD
169194.9
0.0424930366
Long
DBT
CORP
KY
Y
2
2024-05-15
Fixed
5.25
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
COMPANY GUAR 144A 07/24 3.95
05401AAF8
330000
PA
USD
343893
0.0863681933
Long
DBT
CORP
KY
Y
2
2024-07-01
Fixed
3.95
N
N
N
N
N
N
AXA EQUITABLE HOLDINGS I
549300FIBAKMNHPZ4009
SR UNSECURED 04/23 3.9
054561AC9
490000
PA
USD
513513.13
0.1289680257
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
3.9
N
N
N
N
N
N
B+G FOODS INC
549300TRW1LZMDJZAQ78
COMPANY GUAR 04/25 5.25
05508RAE6
175000
PA
USD
179957.75
0.0451961096
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25
N
N
N
N
N
N
B+G FOODS INC
549300TRW1LZMDJZAQ78
COMPANY GUAR 09/27 5.25
05508WAB1
90000
PA
USD
90900
0.0228293939
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.25
N
N
N
N
N
N
BANCO BRADESCO (CAYMAN)
N/A
SUBORDINATED REGS 03/22 5.75
G0732RAG3
200000
PA
USD
210702
0.0529174803
Long
DBT
CORP
BR
Y
2
2022-03-01
Fixed
5.75
N
N
N
N
N
N
BANCO BTG PACTUAL/CAYMAN
EQBLMEWPSUQTZGHYXT82
SUBORDINATED 144A 02/29 VAR
05890BAE7
400000
PA
USD
423504
0.1063623724
Long
DBT
CORP
BR
Y
2
2029-02-15
Fixed
7.75
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
N/A
JR SUBORDINA REGS 10/49 VAR
G07402DP5
500000
PA
USD
507380
0.1274276996
Long
DBT
CORP
BR
Y
2
2049-10-29
Fixed
6.25
N
N
N
N
N
N
BANCO MACRO SA
579100KKDKKIFEBKK040
SUBORDINATED REGS 11/26 VAR
P1047VAF4
500000
PA
USD
405000
0.1017151215
Long
DBT
CORP
AR
Y
2
2026-11-04
Fixed
6.75
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
N/A
SUBORDINATED REGS 10/31 VAR
P14008AC3
200000
PA
USD
206752
0.051925444
Long
DBT
CORP
MX
Y
2
2031-10-04
Fixed
5.75
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
N/A
JR SUBORDINA REGS 12/99 VAR
P14008AD1
200000
PA
USD
209002
0.052490528
Long
DBT
CORP
MX
Y
2
2099-12-31
Fixed
6.875
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
N/A
JR SUBORDINA REGS 12/99 VAR
P14008AE9
600000
PA
USD
641256
0.1610504493
Long
DBT
CORP
MX
Y
2
2099-12-31
Fixed
7.625
N
N
N
N
N
N
BANCO NAC DE DESEN ECONO
254900DCL95WTK6VYD35
SR UNSECURED REGS 05/24 4.75
P14486AM9
200000
PA
USD
212252
0.0533067604
Long
DBT
NUSS
BR
Y
2
2024-05-09
Fixed
4.75
N
N
N
N
N
N
BANCO RESERVAS REP DOMIN
549300CKQT0JZ2EGNC56
SUBORDINATED 144A 02/23 7
059566AA7
200000
PA
USD
210252
0.0528044635
Long
DBT
CORP
DO
Y
2
2023-02-01
Fixed
7
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
SR UNSECURED 02/23 VAR
05964HAD7
400000
PA
USD
402524.42
0.1010933834
Long
DBT
CORP
ES
N
2
2023-02-23
Floating
2.9995
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
SUBORDINATED 10/27 VAR
05968LAK8
400000
PA
USD
408600
0.1026192559
Long
DBT
CORP
CO
N
2
2027-10-18
Fixed
4.875
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SR UNSECURED 02/30 VAR
06051GHQ5
435000
PA
USD
477572.58
0.1199416123
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
3.974
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
SUBORDINATED 12/32 VAR
06368BGS1
370000
PA
USD
385891.5
0.0969160514
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.803
N
N
N
N
Y
Bank of Montreal
Bank of Montreal COM
USD
XXXX
N
N
N
BANK OF NEW ZEALAND
N7LGVZM7X4UQ66T7LT74
SR UNSECURED 144A 02/24 3.5
06407EAA3
530000
PA
USD
554077.31
0.1391556566
Long
DBT
CORP
NZ
Y
2
2024-02-20
Fixed
3.5
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
SR UNSECURED 02/24 3.4
064159MK9
390000
PA
USD
408660.99
0.1026345735
Long
DBT
CORP
CA
N
2
2024-02-11
Fixed
3.4
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS 2019 C3 B
05550MAY0
335000
PA
USD
358105.05
0.0899375276
Long
ABS-O
CORP
US
N
2
2052-05-15
Floating
4.096
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
SR UNSECURED 05/24 VAR
06738EBC8
425000
PA
USD
429854.18
0.1079572102
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
3.28413
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
COMPANY GUAR 09/29 3.462
05526DBH7
795000
PA
USD
804269.29
0.2019909841
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
3.462
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
SR SECURED 144A 08/27 5.75
071734AC1
35000
PA
USD
37975
0.0095373623
Long
DBT
CORP
CA
Y
2
2027-08-15
Fixed
5.75
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
COMPANY GUAR 144A 01/28 7
071734AD9
115000
PA
USD
126937
0.0318800306
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
7
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
COMPANY GUAR 144A 05/29 7.25
071734AF4
115000
PA
USD
131387.5
0.0329977667
Long
DBT
CORP
CA
Y
2
2029-05-30
Fixed
7.25
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
SR UNSECURED 144A 01/28 5
071734AH0
80000
PA
USD
82111.2
0.0206221005
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
5
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
COMPANY GUAR 144A 01/30 5.25
071734AJ6
80000
PA
USD
82960
0.0208352753
Long
DBT
CORP
CA
Y
2
2030-01-30
Fixed
5.25
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
N/A
SUBORDINATED REGS 01/33 VAR
P16259AM8
1000000
PA
USD
1008760
0.2533485086
Long
DBT
CORP
MX
Y
2
2033-01-18
Fixed
5.125
N
N
N
N
N
N
BBVA COLOMBIA SA
5493009W53901OCHI065
SUBORDINATED REGS 04/25 4.875
P1024TAN9
150000
PA
USD
160314
0.0402626123
Long
DBT
CORP
CO
Y
2
2025-04-21
Fixed
4.875
N
N
N
N
N
N
BDO UNIBANK INC
3FGIIBS1PEI1FYQBGN97
SR UNSECURED REGS 03/23 2.95
ACI0XF922
300000
PA
USD
302353.08
0.0759355068
Long
DBT
CORP
PH
Y
2
2023-03-06
Fixed
2.95
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
N/A
COMPANY GUAR 144A 11/25 4.875
073685AD1
165000
PA
USD
165825
0.0416466914
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
4.875
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
SR UNSECURED 06/22 2.894
075887BT5
760000
PA
USD
772656.04
0.1940513654
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.894
N
N
N
N
N
N
BERRY GLOBAL INC
N/A
SECURED 144A 07/27 5.625
085770AB1
160000
PA
USD
171600
0.0430970737
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.625
N
N
N
N
N
N
BERRY PLASTICS GROUP
N/A
TERM LOAN U
08579JBC5
205317.52
PA
USD
205660.4
0.0516512903
Long
LON
CORP
US
N
2
2026-07-01
Floating
0
N
N
N
N
N
N
BFLD TRUST
N/A
BFLD 2019 DPLO E 144A
054970AN8
491000
PA
USD
490080.41
0.1230829344
Long
ABS-O
CORP
US
Y
2
2034-10-15
Floating
3.97975
N
N
N
N
N
N
BHARAT PETROLEUM CORP LT
8GRDBX1TJ0PU5NCSHT72
SR UNSECURED REGS 10/22 4.625
ACI02M129
200000
PA
USD
207690
0.0521610212
Long
DBT
CORP
IN
Y
2
2022-10-25
Fixed
4.625
N
N
N
N
N
N
BLACKBIRD CAPITAL AIRCRAFT
N/A
BBIRD 2016 1A B 144A
09228YAC6
817708.33
PA
USD
848759.82
0.2131647116
Long
ABS-O
CORP
KY
Y
2
2041-12-16
Floating
5.682
N
N
N
N
N
N
BLACKHAWK NETWORK HLDGS INC
N/A
TERM LOAN B
09238FAK7
126342.52
PA
USD
126211.12
0.0316977269
Long
LON
CORP
US
N
2
2025-06-15
Floating
0
N
N
N
N
N
N
BLUEMOUNTAIN CLO LTD
54930003J8R1CBTM3M23
BLUEM 2013 1A CR 144A
09626UAS7
1000000
PA
USD
1000200
0.2511986778
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-20
Floating
6.11588
N
N
N
N
N
N
BLUEMOUNTAIN CLO LTD
5493009UJ1T6R11V4458
BLUEM 2015 3A CR 144A
09628JAS0
1000000
PA
USD
924612
0.2322148689
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
4.56588
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
SR UNSECURED 144A 01/25 3.375
09659W2D5
395000
PA
USD
410261.24
0.1030364738
Long
DBT
CORP
FR
Y
2
2025-01-09
Fixed
3.375
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
BOC AVIATION LTD
254900H06V5RMEB3KE72
SR UNSECURED 144A 09/23 VAR
09681LAH3
565000
PA
USD
567700.7
0.1425771498
Long
DBT
CORP
SG
Y
2
2023-09-26
Floating
3.07163
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
SR UNSECURED 144A 10/22 6
097751BJ9
120000
PA
USD
119964
0.0301287724
Long
DBT
CORP
CA
Y
2
2022-10-15
Fixed
6
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
SR UNSECURED 06/29 3.4
10112RBB9
535000
PA
USD
559042.01
0.1404025333
Long
DBT
CORP
US
N
2
2029-06-21
Fixed
3.4
N
N
N
N
N
N
BRISTOL MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
SR UNSECURED 144A 11/47 4.35
110122BV9
595000
PA
USD
710021.2
0.1783207225
Long
DBT
CORP
US
Y
2
2047-11-15
Fixed
4.35
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
SR UNSECURED 144A 03/49 4.487
114259AU8
385000
PA
USD
442843.49
0.1112194553
Long
DBT
CORP
US
Y
2
2049-03-04
Fixed
4.487
N
N
N
N
N
N
BUCKEYE PARTNERS, LP
N/A
2019 TERM LOAN B
11823LAH8
70000
PA
USD
70554.4
0.0177196281
Long
LON
CORP
US
N
2
2026-11-01
Floating
0
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
SR SECURED 144A 09/24 5.625
12008RAJ6
148000
PA
USD
153920
0.0386567691
Long
DBT
CORP
US
Y
2
2024-09-01
Fixed
5.625
N
N
N
N
N
N
BX TRUST
N/A
BX 2019 OC11 E 144A
05606FAN3
391000
PA
USD
378049.53
0.0949465528
Long
ABS-O
CORP
US
Y
2
2041-12-09
Floating
4.075457
N
N
N
N
N
N
C+W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
SR UNSECURED REGS 09/27 6.875
G3165UAA9
700000
PA
USD
748531
0.187992399
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.875
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
SR UNSECURED 144A 01/30 4.5
12686LAA7
200000
PA
USD
210600
0.0528918632
Long
DBT
CORP
PA
Y
2
2030-01-30
Fixed
4.5
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
COMPANY GUAR 144A 10/25 5.25
12652AAA1
130000
PA
USD
134550
0.0337920237
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.25
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC
N/A
TERM B LOANS
12769LAB5
159592.88
PA
USD
159758.86
0.0401231898
Long
LON
CORP
US
N
2
2024-12-23
Floating
0
N
N
N
N
N
N
CAL FUNDING LTD
N/A
CAI 2018 1A A 144A
12805PAE6
408333.33
PA
USD
409615.37
0.1028742645
Long
ABS-O
CORP
BM
Y
2
2043-02-25
Fixed
3.96
N
N
N
N
N
N
CALIFORNIA ST
N/A
CAS 04/39 FIXED 7.55
13063A5G5
190000
PA
USD
304763.8
0.0765409554
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
SR SECURED 144A 06/26 5.25
131347CK0
170000
PA
USD
177012.5
0.0444564147
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.25
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
SR SECURED 144A 02/28 4.5
131347CM6
55000
PA
USD
55487.85
0.0139356874
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.5
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
SR UNSECURED 144A 03/28 5.125
131347CN4
100000
PA
USD
102070
0.0256347221
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.125
N
N
N
N
N
N
CALPINE CORP
N/A
TERM LOAN B 1
13134MBQ5
314672.02
PA
USD
316261.11
0.079428487
Long
LON
CORP
US
N
2
2026-04-05
Floating
0
N
N
N
N
N
N
CANACOL ENERGY LTD
549300X5MNRWPMSM9N14
COMPANY GUAR 144A 05/25 7.25
134808AC8
200000
PA
USD
210802
0.0529425952
Long
DBT
CORP
CA
Y
2
2025-05-03
Fixed
7.25
N
N
N
N
N
N
CANACOL ENERGY LTD
549300X5MNRWPMSM9N14
COMPANY GUAR REGS 05/25 7.25
U13518AB8
400000
PA
USD
421604
0.1058851903
Long
DBT
CORP
CA
Y
2
2025-05-03
Fixed
7.25
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
SR UNSECURED 01/23 VAR
14040HBV6
140000
PA
USD
140139.75
0.0351958807
Long
DBT
CORP
US
N
2
2023-01-30
Floating
2.6555
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
COMPANY GUAR 144A 10/23 8.875
146869AA0
80000
PA
USD
84350.4
0.0211844721
Long
DBT
CORP
US
Y
2
2023-10-01
Fixed
8.875
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
N/A
TERM LOAN
14880BAG6
99498.74
PA
USD
99778.33
0.0250591727
Long
LON
CORP
US
N
2
2026-05-18
Floating
0
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
SR UNSECURED 144A 02/26 5.75
1248EPBM4
160000
PA
USD
168803.2
0.0423946617
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.75
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
SR UNSECURED 144A 02/28 5
1248EPBX0
45000
PA
USD
47219.4
0.011859079
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
SR UNSECURED 144A 03/30 4.75
1248EPCD3
105000
PA
USD
106893.15
0.0268460487
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75
N
N
N
N
N
N
CDK GLOBAL INC
5493000L10CYRTHIJ385
SR UNSECURED 144A 05/29 5.25
12508EAJ0
50000
PA
USD
53625
0.0134678355
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
5.25
N
N
N
N
N
N
CENGAGE LEARNING ACQUISITIONS
N/A
TERM LOAN B
15134NAE6
44883.72
PA
USD
42751.74
0.0107370332
Long
LON
CORP
US
N
2
2023-06-07
Floating
0
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
SR UNSECURED 144A 06/24 9.5
15137NAA1
75000
PA
USD
64875
0.0162932556
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
9.5
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
SR UNSECURED 06/47 5.4
15135UAR0
260000
PA
USD
302188.79
0.0758942457
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.4
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
SR UNSECURED 144A 12/27 4.25
15135BAQ4
50000
PA
USD
51437.5
0.0129184483
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.25
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
SR UNSECURED 144A 12/29 4.625
15135BAS0
40000
PA
USD
42054
0.0105617968
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
4.625
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
SR UNSECURED 144A 12/26 5.125
156700BB1
105000
PA
USD
106851.15
0.0268355005
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
5.125
N
N
N
N
N
N
CFCRE COMMERCIAL MORTGAGE TRUS
N/A
CFCRE 2016 C3 XA
12531WBC5
5649579.46
PA
USD
295591.65
0.0742373842
Long
ABS-O
CORP
US
N
2
2048-01-10
Floating
1.02624
N
N
N
N
N
N
CHANGE HEALTHCARE HLDGS INC
N/A
TERM LOAN B
15911AAC7
98542.64
PA
USD
98804.76
0.0248146621
Long
LON
CORP
US
N
2
2024-03-01
Floating
0
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
SR UNSECURED 02/24 3.55
808513AY1
465000
PA
USD
490657.4
0.1232278446
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.55
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
549300TPZNMN50BJ3745
SR SECURED 07/25 4.908
161175AY0
475000
PA
USD
523059.27
0.131365524
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.908
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
SR SECURED 10/25 5.25
16411QAB7
205000
PA
USD
213628.45
0.0536524537
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
COMPANY GUAR 10/26 5.625
16411QAD3
95000
PA
USD
100462.5
0.025231001
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.625
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
COMPANY GUAR 07/23 VAR
125523AC4
270000
PA
USD
271486.64
0.0681834483
Long
DBT
CORP
US
N
2
2023-07-15
Floating
2.89088
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
COMPANY GUAR 12/48 4.9
125523AK6
215000
PA
USD
256816.66
0.0644991056
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.9
N
N
N
N
N
N
CIM TRUST
N/A
CIM 2017 6 A1 144A
12553GAA8
2017467.92
PA
USD
2015327.39
0.5061463465
Long
ABS-O
CORP
US
Y
2
2057-06-25
Floating
3.015
N
N
N
N
N
N
CINCINNATI BELL INC
549300JYVZOCUJOHL272
COMPANY GUAR 144A 07/24 7
171871AP1
95000
PA
USD
99631.25
0.0250222338
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
7
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE
N/A
CGCMT 2015 GC31 C
17323YAH2
700000
PA
USD
715048.95
0.1795834341
Long
ABS-O
CORP
US
N
2
2048-06-10
Floating
4.05692
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE
N/A
CGCMT 2015 GC35 C
17324KAT5
413000
PA
USD
430568.98
0.1081367311
Long
ABS-O
CORP
US
N
2
2048-11-10
Floating
4.49721
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE
N/A
CGCMT 2015 GC35 XA
17324KAV0
5214015.61
PA
USD
172307.05
0.0432746482
Long
ABS-O
CORP
US
N
2
2048-11-10
Floating
0.85385
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE
N/A
CGCMT 2016 GC36 D 144A
17324TAN9
281000
PA
USD
242368.99
0.0608705957
Long
ABS-O
CORP
US
Y
2
2049-02-10
Fixed
2.85
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE
N/A
CGCMT 2017 C4 B
17326FAJ6
340000
PA
USD
356715.49
0.0895885417
Long
ABS-O
CORP
US
N
2
2050-10-12
Floating
4.096
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SR UNSECURED 05/24 VAR
172967LL3
750000
PA
USD
759948.75
0.1908599492
Long
DBT
CORP
US
N
2
2024-05-17
Floating
3.00413
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST
N/A
CMLTI 2007 AR5 1A2A
17311LAB7
1738664.49
PA
USD
1687554.53
0.4238267014
Long
ABS-O
CORP
US
N
2
2037-04-25
Floating
4.33301
N
N
N
N
N
N
CITIMORTGAGE ALTERNATIVE LOAN
N/A
CMALT 2006 A1 1A5
17309AAE9
2369439.18
PA
USD
2297414.63
0.5769921191
Long
ABS-O
CORP
US
N
2
2036-04-25
Fixed
5.5
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HLDNGS I
N/A
TERM LOAN B
18452RAD7
9975
PA
USD
10021.28
0.0025168289
Long
LON
CORP
US
N
2
2026-08-21
Floating
0
N
N
N
N
N
N
CLI FUNDING LLC
549300XU259059MM1Y11
CLIF 2014 2A A 144A
125634AQ8
306537.68
PA
USD
305909.58
0.0768287163
Long
ABS-O
CORP
US
Y
2
2029-10-18
Fixed
3.38
N
N
N
N
N
N
CLI FUNDING LLC
549300NQLBWJD5AREU05
CLIF 2019 1A A 144A
12563LAL1
470586.73
PA
USD
471736.99
0.118476013
Long
ABS-O
CORP
US
Y
2
2044-05-18
Fixed
3.71
N
N
N
N
N
N
CNOOC FINANCE 2015 US
549300Q3CTIH31RFPO82
COMPANY GUAR 05/25 3.5
12634MAB6
400000
PA
USD
417832.47
0.1049379764
Long
DBT
CORP
US
N
2
2025-05-05
Fixed
3.5
N
N
N
N
N
N
CNOOC FINANCE 2015 US
549300Q3CTIH31RFPO82
COMPANY GUAR 05/23 3.75
12634MAD2
570000
PA
USD
592697.51
0.1488550599
Long
DBT
CORP
US
N
2
2023-05-02
Fixed
3.75
N
N
N
N
N
N
COLFAX CORP
635400OP2DYYYMOIYL17
COMPANY GUAR 144A 02/24 6
15723RAA2
125000
PA
USD
132812.5
0.0333556533
Long
DBT
CORP
US
Y
2
2024-02-15
Fixed
6
N
N
N
N
N
N
COLFAX CORP
635400OP2DYYYMOIYL17
COMPANY GUAR 144A 02/26 6.375
15723RAC8
55000
PA
USD
59950
0.0150563495
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
6.375
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS
N/A
CASL 2018 A A1 144A
19423DAA8
429761.68
PA
USD
427271
0.1073084486
Long
ABS-O
CORP
US
Y
2
2047-12-26
Floating
2.992
N
N
N
N
N
N
COLOMBIA TELECOMUNICACIO
549300CK4YN0V1C3MN55
JR SUBORDINA REGS 12/49 VAR
P28768AB8
200000
PA
USD
202002
0.0507324888
Long
DBT
CORP
CO
Y
2
2049-12-29
Fixed
8.5
N
N
N
N
N
N
COM CELULARES(COM TRUST)
549300W3HHHYJSCDBJ77
SR UNSECURED REGS 02/24 6.875
G2300TAA0
200000
PA
USD
205002
0.0514859342
Long
DBT
CORP
KY
Y
2
2024-02-06
Fixed
6.875
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMPANY GUAR 10/25 3.95
20030NCS8
480000
PA
USD
523878.05
0.1315711593
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95
N
N
N
N
N
N
COMETA ENERGIA SA
N/A
SR SECURED REGS 04/35 6.375
P29853AA9
581400
PA
USD
632272.5
0.1587942572
Long
DBT
CORP
MX
Y
2
2035-04-24
Fixed
6.375
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2015 CR22 D 144A
12592XAG1
404000
PA
USD
398429.89
0.1000650486
Long
ABS-O
CORP
US
Y
2
2048-03-10
Floating
4.12454
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2016 CR28 C
12593YBM4
465000
PA
USD
487850.24
0.1225228307
Long
ABS-O
CORP
US
N
2
2049-02-10
Floating
4.64615
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2012 CR4 D 144A
12624QAE3
738000
PA
USD
339048.42
0.0851514845
Long
ABS-O
CORP
US
Y
2
2045-10-15
Floating
4.59338
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2015 LC23 C
12636FBP7
470000
PA
USD
502269.59
0.1261442281
Long
ABS-O
CORP
US
N
2
2048-10-10
Floating
4.64523
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
SUBORDINATED 144A 01/48 4.316
202712BJ3
505000
PA
USD
547569.76
0.1375212955
Long
DBT
CORP
AU
Y
2
2048-01-10
Fixed
4.316
N
N
N
N
N
N
COMMSCOPE INC
549300NGP3QQM94T9A69
SR SECURED 144A 03/24 5.5
20338QAB9
90000
PA
USD
93825
0.0235640031
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
5.5
N
N
N
N
N
N
COMMSCOPE INC
549300NGP3QQM94T9A69
SR SECURED 144A 03/26 6
20338QAD5
25000
PA
USD
26593.75
0.006678979
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
COMPANY GUAR 08/29 3.15
21036PBE7
135000
PA
USD
136549.31
0.0342941473
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15
N
N
N
N
N
N
CONTROLADORA MABE SA CV
549300TVP7EHIDGWNR87
COMPANY GUAR REGS 10/28 5.6
P3100SAC8
200000
PA
USD
220000
0.0552526586
Long
DBT
CORP
MX
Y
2
2028-10-23
Fixed
5.6
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
SR UNSECURED 11/57 4.375
219350BF1
260000
PA
USD
266810.01
0.06700892
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.375
N
N
N
N
N
N
COSAN OVERSEAS LTD
222100V5GTJGKUH55655
COMPANY GUAR REGS 11/49 8.25
983ALJII7
500000
PA
USD
519380
0.130441481
Long
DBT
CORP
KY
Y
2
2049-11-29
Fixed
8.25
N
N
N
N
N
N
COSMOPOLITAN HOTEL TRUST
N/A
CHT 2017 CSMO E 144A
12546DAN7
378000
PA
USD
378358.57
0.0950241677
Long
ABS-O
CORP
US
Y
2
2036-11-15
Floating
4.73975
N
N
N
N
N
N
COSMOPOLITAN HOTEL TRUST
N/A
CHT 2017 CSMO F 144A
12546DAQ0
754000
PA
USD
754951.93
0.1896050056
Long
ABS-O
CORP
US
Y
2
2036-11-15
Floating
5.48095
N
N
N
N
N
N
COTT HOLDINGS INC
N/A
COMPANY GUAR 144A 04/25 5.5
221644AA5
45000
PA
USD
47025
0.0118102558
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
5.5
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN T
N/A
CWALT 2006 36T2 2A1
02146XAS7
3686653.83
PA
USD
2382683.26
0.5984072032
Long
ABS-O
CORP
US
N
2
2036-12-25
Fixed
6.25
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN T
N/A
CWALT 2006 19CB A15
02147QAQ5
1998111.99
PA
USD
1754098.56
0.4405391312
Long
ABS-O
CORP
US
N
2
2036-08-25
Fixed
6
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN T
N/A
CWALT 2006 13T1 A11
12668BZM8
2217051.59
PA
USD
1649587.04
0.4142912252
Long
ABS-O
CORP
US
N
2
2036-05-25
Fixed
6
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS
N/A
CWHL 2007 HYB2 3A1
125438AB7
1404613.85
PA
USD
1260314.22
0.3165259605
Long
ABS-O
CORP
US
N
2
2047-02-25
Floating
3.62147
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS
549300430UQIJMFG3R47
CWHL 2007 14 A6
12544DAF6
1687790.26
PA
USD
1386171.34
0.3481347809
Long
ABS-O
CORP
US
N
2
2037-09-25
Fixed
6
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
N/A
SR UNSECURED 144A 04/23 3.75
22535WAE7
535000
PA
USD
559665.2
0.1405590465
Long
DBT
CORP
FR
Y
2
2023-04-24
Fixed
3.75
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
SR UNSECURED 144A 06/24 VAR
225401AH1
430000
PA
USD
435148.53
0.109286878
Long
DBT
CORP
CH
Y
2
2024-06-12
Floating
3.12725
N
N
N
N
N
N
CREDITO REAL SAB DE CV
549300W2IL7TPPCTKL39
JR SUBORDINA REGS 12/99 VAR
P32457AB2
200000
PA
USD
210252
0.0528044635
Long
DBT
CORP
MX
Y
2
2099-12-31
Fixed
9.125
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
SR UNSECURED 06/26 3.7
22822VAC5
700000
PA
USD
740004.06
0.1858508713
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.7
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
SR UNSECURED 03/27 4
22822VAE1
225000
PA
USD
242961.18
0.0610193233
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
SR UNSECURED 09/27 3.65
22822VAH4
510000
PA
USD
539741.26
0.1355551799
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.65
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUS
N/A
CSAIL 2018 C14 C
12596GBF5
405000
PA
USD
442360.52
0.1110981581
Long
ABS-O
CORP
US
N
2
2051-11-15
Floating
4.89231
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUS
N/A
CSAIL 2019 C16 AS
12596WAG9
334000
PA
USD
348938.02
0.0876352422
Long
ABS-O
CORP
US
N
2
2052-06-15
Floating
3.6122
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUS
N/A
CSAIL 2019 C16 B
12596WAH7
334000
PA
USD
348095.2
0.0874235693
Long
ABS-O
CORP
US
N
2
2052-06-15
Floating
3.8846
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUS
549300UFJ8EKD81Y8R30
CSAIL 2015 C1 XA
126281BB9
8415925.12
PA
USD
300306.3
0.0754214612
Long
ABS-O
CORP
US
N
2
2050-04-15
Floating
0.84059
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUS
54930025J96YEH8FQE77
CSAIL 2015 C4 C
12635RBD9
427000
PA
USD
454439.15
0.1141316873
Long
ABS-O
CORP
US
N
2
2048-11-15
Floating
4.58006
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
SR UNSECURED 06/24 5.25
126307AH0
190000
PA
USD
204725
0.051416366
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25
N
N
N
N
N
N
CSC HOLDINGS, LLC
N/A
2019 TERM LOAN B5
64072UAK8
204229.5
PA
USD
204909.58
0.051462723
Long
LON
CORP
US
N
2
2027-04-15
Floating
0
N
N
N
N
N
N
CSN ISLANDS XII
222100BC34RLK5I1BK26
COMPANY GUAR REGS 09/49 7
G2585XAA7
200000
PA
USD
183752
0.0461490296
Long
DBT
CORP
KY
Y
2
2049-09-29
Fixed
7
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
COMPANY GUAR 144A 04/26 7.625
12644VAC2
200000
PA
USD
213002
0.0534951218
Long
DBT
CORP
LU
Y
2
2026-04-17
Fixed
7.625
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
SR UNSECURED 11/46 3.8
126408HF3
500000
PA
USD
523771.3
0.1315443492
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.8
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
SR UNSECURED 03/48 5.05
126650CZ1
250000
PA
USD
296256.6
0.0744043853
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05
N
N
N
N
N
N
DBGS MORTGAGE TRUST
N/A
DBGS 2018 5BP F 144A
33830CAL4
550000
PA
USD
548016.26
0.1376334333
Long
ABS-O
CORP
US
Y
2
2033-06-15
Floating
4.18975
N
N
N
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
JR SUBORDINA REGS 12/49 VAR
BZCN16II6
600000
PA
USD
603750
0.1516308756
Long
DBT
CORP
SG
Y
2
2049-12-29
Fixed
3.6
N
N
N
N
N
N
DCERT BUYER INC
N/A
2019 TERM LOAN B
24022KAB5
80000
PA
USD
80180
0.0201370826
Long
LON
CORP
US
N
2
2026-10-16
Floating
0
N
N
N
N
N
N
DEERFIELD HLDGS CORP
N/A
ACQUISITION
24440TAB0
39898.48
PA
USD
39727.32
0.0099774548
Long
LON
CORP
US
N
2
2025-02-13
Floating
0
N
N
N
N
N
N
DELEK + AVNER TAMAR BD
N/A
SR SECURED 144A 12/23 5.082
24664UAD2
100000
PA
USD
104321.03
0.0262000648
Long
DBT
CORP
IL
Y
2
2023-12-30
Fixed
5.082
N
N
N
N
N
N
DELEK + AVNER TAMAR BD
N/A
SR SECURED 144A 12/25 5.412
24664UAE0
100000
PA
USD
105456.43
0.0264852187
Long
DBT
CORP
IL
Y
2
2025-12-30
Fixed
5.412
N
N
N
N
N
N
DELL INTERNATIONAL LLC
N/A
2019 TERM LOAN B
24702NBE9
205097.05
PA
USD
206354.29
0.0518255597
Long
LON
CORP
US
N
2
2025-09-19
Floating
0
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
SR UNSECURED 04/23 3.8
247361ZP6
520000
PA
USD
539580.23
0.1355147374
Long
DBT
CORP
US
N
2
2023-04-19
Fixed
3.8
N
N
N
N
N
N
DIAMOND (BC) B V
N/A
INITIAL USD TERM LOAN
N2611UAC9
34910.94
PA
USD
34107.99
0.0085661688
Long
LON
CORP
NL
N
2
2024-09-06
Floating
0
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
SR SECURED 144A 08/26 5.375
25277LAA4
125000
PA
USD
126444
0.0317562144
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.375
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
COMPANY GUAR 12/24 2.875
25278XAL3
120000
PA
USD
121401.29
0.0304897456
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.875
N
N
N
N
N
N
DIGICEL GROUP TWO LTD
N/A
SR UNSECURED 144A 04/24 9.125
25382FAA9
507159
PA
USD
77392.46
0.0194369962
Long
DBT
CORP
BM
Y
2
2024-04-01
Fixed
9.125
N
N
Y
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
COMPANY GUAR 08/27 3.7
25389JAR7
250000
PA
USD
264934.49
0.066537886
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.7
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
SR UNSECURED 02/27 4.1
254709AM0
570000
PA
USD
614234.26
0.1542639812
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.1
N
N
N
N
N
N
DISH DBS CORP
N/A
COMPANY GUAR 11/24 5.875
25470XAW5
75000
PA
USD
76640.63
0.0192481753
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.875
N
N
N
N
N
N
DOCUFORMAS SA
549300HM88E943FM9K17
SR UNSECURED 144A 07/24 10.25
25615WAB9
200000
PA
USD
202752
0.0509208502
Long
DBT
CORP
MX
Y
2
2024-07-24
Fixed
10.25
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
SR UNSECURED 05/25 4
256746AG3
500000
PA
USD
534942.72
0.134350034
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND
549300BH0PFEW6WVTN52
DRSLF 2015 40A DR 144A
26244GAL9
500000
PA
USD
495191.5
0.1243665768
Long
ABS-CBDO
CORP
KY
Y
2
2031-08-15
Floating
5.00988
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
SR UNSECURED 03/27 3.8
233331AZ0
500000
PA
USD
529376.39
0.1329520588
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.8
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
SR UNSECURED 09/46 3.75
26441CAT2
90000
PA
USD
93100.18
0.0233819657
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
SR UNSECURED 08/47 3.95
26441CAY1
240000
PA
USD
254236.48
0.0638510974
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.95
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
1ST MORTGAGE 01/27 3.2
26444HAC5
1000000
PA
USD
1045769.82
0.2626434674
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.2
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
1ST MORTGAGE 12/44 4.15
26442RAD3
315000
PA
USD
356128.99
0.0894412432
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.15
N
N
N
N
N
N
DUN + BRADSTREET CORP
RI37BMPWE56BCJ747E14
SR SECURED 144A 08/26 6.875
26483EAJ9
115000
PA
USD
126931.25
0.0318785865
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.875
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
SR UNSECURED 11/48 5.419
26078JAF7
435000
PA
USD
536737.83
0.1348008731
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.419
N
N
N
N
N
N
EAGLE HOLDING CO II LLC
N/A
UNSECURED 144A 05/22 VAR
26959XAC7
105000
PA
USD
106614.9
0.0267761667
Long
DBT
CORP
US
Y
2
2022-05-15
Fixed
7.75
N
N
Y
N
N
N
EG DUTCH FINCO B V
N/A
TERM LOAN
N2820EAC2
24936.59
PA
USD
24796.45
0.0062275899
Long
LON
CORP
GB
N
2
2025-02-07
Floating
0
N
N
N
N
N
N
ELDORADO RESORTS INC
5299000BKFWWVND5L441
COMPANY GUAR 04/25 6
28470RAF9
125000
PA
USD
131250
0.0329632338
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6
N
N
N
N
N
N
EMPRESA DE TRANSMISION
254900RX1DOMC83TZ320
SR UNSECURED 144A 05/49 5.125
29247QAA2
200000
PA
USD
227502
0.0571367743
Long
DBT
CORP
PA
Y
2
2049-05-02
Fixed
5.125
N
N
N
N
N
N
EMPRESA DE TRANSPORTE ME
959800T4M5QUPYMSCH69
SR UNSECURED 144A 01/47 5
29246QAB1
750000
PA
USD
851257.5
0.2137920001
Long
DBT
CORP
CL
Y
2
2047-01-25
Fixed
5
N
N
N
N
N
N
EMPRESA ELEC GUACOLDA
N/A
SR UNSECURED REGS 04/25 4.56
P3711HAF6
400000
PA
USD
364041.11
0.0914283598
Long
DBT
CORP
CL
Y
2
2025-04-30
Fixed
4.56
N
N
N
N
N
N
EMPRESA ELECTRICA ANGAMO
529900PQ7VWZL30RZ733
SR SECURED REGS 05/29 4.875
P3713QAA5
165200
PA
USD
170138.67
0.0427300629
Long
DBT
CORP
CL
Y
2
2029-05-25
Fixed
4.875
N
N
N
N
N
N
ENA NORTE TRUST
N/A
PASS THRU CE REGS 04/28 4.95
P3716XAA7
118213.25
PA
USD
122056.36
0.0306542654
Long
DBT
CORP
PA
Y
2
2028-04-25
Fixed
4.95
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
SR UNSECURED 03/27 4.4
292480AK6
295000
PA
USD
294639.11
0.0739981552
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.4
N
N
N
N
N
N
ENERGUATE TRUST
549300RVM37LH8GY7E41
COMPANY GUAR REGS 05/27 5.875
G3040LAA0
200000
PA
USD
206500
0.0518621545
Long
DBT
CORP
KY
Y
2
2027-05-03
Fixed
5.875
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
COMPANY GUAR 01/26 4.75
29273RBG3
470000
PA
USD
508991.45
0.1278324128
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75
N
N
N
N
N
N
ENGIE ENERGIA CHILE SA
5493000FIKCC3ZDWTO77
SR UNSECURED REGS 01/25 4.5
P36020AB4
200000
PA
USD
212172.84
0.0532868795
Long
DBT
CORP
CL
Y
2
2025-01-29
Fixed
4.5
N
N
N
N
N
N
ENTEL CHILE SA
529900N4SUIP0URJT330
SR UNSECURED REGS 08/26 4.75
P37115AF2
300000
PA
USD
317582.19
0.0797602742
Long
DBT
CORP
CL
Y
2
2026-08-01
Fixed
4.75
N
N
N
N
N
N
EQUINOX HLDGS INC
N/A
TERM LOAN B 1
29446CAP9
199440.69
PA
USD
199975.19
0.0502234586
Long
LON
CORP
US
N
2
2024-03-08
Floating
0
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
COMPANY GUAR 144A 05/25 5.25
26907YAA2
240000
PA
USD
248100
0.06230993
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.25
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
COMPANY GUAR 144A 10/27 4.625
26907YAB0
65000
PA
USD
65812.5
0.0165287072
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.625
N
N
N
N
N
N
ESH HOSPITALITY INC
N/A
2019 TERM LOAN B
26908BAK9
51025.43
PA
USD
51426.49
0.0129156832
Long
LON
CORP
US
N
2
2026-09-18
Floating
0
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
COMPANY GUAR 01/30 3
29717PAU1
260000
PA
USD
263144.6
0.0660883579
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
SR UNSECURED 03/22 2.75
30040WAC2
1000000
PA
USD
1014956.26
0.2549046896
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.75
N
N
N
N
N
N
EW SCRIPPS COMPANY THE
N/A
2019 TERM LOAN B2
26928BAL3
309377.54
PA
USD
310345.89
0.0779428887
Long
LON
CORP
US
N
2
2026-05-01
Floating
0
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
SR UNSECURED 04/26 3.4
30161NAU5
750000
PA
USD
783636.67
0.1968091336
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.4
N
N
N
N
N
N
EXPEDIA INC
CI7MUJI4USF3V0NJ1H64
COMPANY GUAR 02/28 3.8
30212PAP0
275000
PA
USD
281291.01
0.0706458006
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.8
N
N
N
N
N
N
EXPORT IMPORT BK THAILND
549300ITFBNFH0H6FK36
SR UNSECURED REGS 05/24 VAR
ACI1C1BP0
200000
PA
USD
200879.47
0.0504505672
Long
DBT
NUSS
TH
Y
2
2024-05-23
Floating
2.7595
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNR 2015 9 HA
3136AMTU3
717284.01
PA
USD
738713.08
0.1855266437
Long
ABS-O
USGSE
US
N
2
2045-01-25
Fixed
3
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNR 2018 21 PO
3136B1RS5
3316879.46
PA
USD
2822722.13
0.7089222825
Long
ABS-O
USGSE
US
N
2
2048-04-25
Fixed
0.01
N
N
N
N
N
N
FED HM LN PC POOL G08520
S6XOOCT0IEG5ABCC6L87
FG 01/43 FIXED 2.5
3128MJSJ0
1138100.34
PA
USD
1135653.2
0.2852175388
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
2.5
N
N
N
N
N
N
FED HM LN PC POOL G08632
S6XOOCT0IEG5ABCC6L87
FG 03/45 FIXED 3.5
3128MJV23
2330315.4
PA
USD
2441984.11
0.6133005196
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.5
N
N
N
N
N
N
FED HM LN PC POOL G08658
S6XOOCT0IEG5ABCC6L87
FG 08/45 FIXED 3
3128MJWU0
3181862.35
PA
USD
3262427.42
0.8193535837
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3
N
N
N
N
N
N
FED HM LN PC POOL G61645
S6XOOCT0IEG5ABCC6L87
FG 10/48 FIXED 4
31335BZJ8
2145864.48
PA
USD
2242104.14
0.5631009754
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4
N
N
N
N
N
N
FED HM LN PC POOL SB0048
B1V7KEBTPIMZEU4LTD58
FR 08/34 FIXED 3
3132CWBR4
2855595.58
PA
USD
2938869.89
0.7380926122
Long
ABS-MBS
USGA
US
N
2
2034-08-01
Fixed
3
N
N
N
N
N
N
FED HM LN PC POOL SD0035
S6XOOCT0IEG5ABCC6L87
FR 04/47 FIXED 3
3132DMBC8
2880344.13
PA
USD
2951502.46
0.7412652625
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
COMPANY GUAR 11/45 4.75
31428XBE5
255000
PA
USD
268549.83
0.0674458731
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.75
N
N
N
N
N
N
FERMACA ENTERPRISES S RL
549300HYMZDEHWD3X752
SR SECURED 144A 03/38 6.375
31503AAA2
218668.89
PA
USD
237804.6
0.0597242563
Long
DBT
CORP
MX
Y
2
2038-03-30
Fixed
6.375
N
N
N
N
N
N
FIDEICOMISO PA PACIFICO
549300HPHEJ3B6YD5H05
SR SECURED REGS 01/35 8.25
P40689AA2
200000
PA
USD
230250
0.0578269302
Long
DBT
CORP
CO
Y
2
2035-01-15
Fixed
8.25
N
N
N
N
N
N
FILTRATION GROUP CORP
N/A
TERM LOAN
31732FAM8
202995.61
PA
USD
203616.78
0.0511380383
Long
LON
CORP
US
N
2
2025-03-29
Floating
0
N
N
N
N
N
N
FLEX ACQUISITION CO INC
N/A
TERM LOAN
33936HAB8
50000
PA
USD
49521
0.0124371223
Long
LON
CORP
US
N
2
2023-12-29
Floating
0
N
N
N
N
N
N
FLEX ACQUISITION CO INC
549300HHED2KGPBEDW39
SR UNSECURED 144A 01/25 6.875
33936YAA3
125000
PA
USD
125937.5
0.0316290077
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
6.875
N
N
N
N
N
N
FNMA POOL AL9238
B1V7KEBTPIMZEU4LTD58
FN 10/41 FIXED VAR
3138ERHQ6
3420753.85
PA
USD
3503124.92
0.8798043873
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AS7661
B1V7KEBTPIMZEU4LTD58
FN 08/46 FIXED 3
3138WHQP0
1465809.82
PA
USD
1487822.33
0.3736642693
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AX2501
B1V7KEBTPIMZEU4LTD58
FN 10/44 FIXED 4
3138Y3X71
1845550.51
PA
USD
1962870.68
0.4929719252
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4
N
N
N
N
N
N
FNMA POOL MA2248
B1V7KEBTPIMZEU4LTD58
FN 04/45 FIXED 3
31418BQA7
2216346.52
PA
USD
2252400.49
0.5656868877
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3
N
N
N
N
N
N
FNMA POOL MA2711
B1V7KEBTPIMZEU4LTD58
FN 08/46 FIXED 3
31418CAM6
4936264.76
PA
USD
5010394.13
1.2583527104
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3
N
N
N
N
N
N
FONTAINEBLEAU MIAMI BEACH TRUS
N/A
FMBT 2019 FBLU E 144A
34461LAN4
262000
PA
USD
261207.06
0.0656017478
Long
ABS-O
CORP
US
Y
2
2036-12-10
Fixed
4.094969
N
N
N
N
N
N
FONTAINEBLEAU MIAMI BEACH TRUS
N/A
FMBT 2019 FBLU F 144A
34461LAQ7
262000
PA
USD
256759.11
0.064484652
Long
ABS-O
CORP
US
Y
2
2036-12-10
Fixed
4.094969
N
N
N
N
N
N
FONTAINEBLEAU MIAMI BEACH TRUS
N/A
FMBT 2019 FBLU G 144A
34461LAS3
262000
PA
USD
252842.97
0.0635011195
Long
ABS-O
CORP
US
Y
2
2036-12-10
Fixed
4.094969
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
SR UNSECURED 07/31 7.45
345370CA6
115000
PA
USD
136672.56
0.0343251013
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
7.45
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FHR 4093 PA
3137AST79
4368836.76
PA
USD
4428747.49
1.1122730594
Long
ABS-O
USGSE
US
N
2
2042-08-15
Fixed
3
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FHR 4481 B
3137BJSE4
5642271.6
PA
USD
5820496.29
1.4618086107
Long
ABS-O
USGSE
US
N
2
2042-12-15
Fixed
3
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FHR 4483 CA
3137BJZ48
5252169.89
PA
USD
5419682.6
1.3611448745
Long
ABS-O
USGSE
US
N
2
2044-06-15
Fixed
3
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FHR 4750 PA
3137FDDJ8
2338500.72
PA
USD
2368897.72
0.5949449862
Long
ABS-O
USGSE
US
N
2
2046-07-15
Fixed
3
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FHR 4934 P
3137FQEA7
2943412.81
PA
USD
2955188.52
0.7421910108
Long
ABS-O
USGSE
US
N
2
2040-11-15
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC SCRT
N/A
SCRT 2018 2 HV
35563PFD6
2854247.87
PA
USD
2913128.72
0.7316277573
Long
ABS-O
USGSE
US
N
2
2057-11-25
Fixed
3
N
N
N
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
FHS 355 300
3132J0MB0
2997403.16
PA
USD
3047344.69
0.7653358899
Long
ABS-MBS
USGSE
US
N
2
2047-08-15
Fixed
3
N
N
N
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
FHS 358 300
3132J0Q67
2588633.83
PA
USD
2631604.12
0.6609232909
Long
ABS-MBS
USGSE
US
N
2
2047-10-15
Fixed
3
N
N
N
N
N
N
FREEPORT MCMORAN INC
549300IRDTHJQ1PVET45
COMPANY GUAR 03/43 5.45
35671DBC8
450000
PA
USD
465750
0.1169723897
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45
N
N
N
N
N
N
FREEPORT MCMORAN INC
549300IRDTHJQ1PVET45
COMPANY GUAR 11/34 5.4
35671DBJ3
500000
PA
USD
523750
0.1315389997
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.4
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
SR SECURED 144A 04/27 8
35906ABC1
105000
PA
USD
109725
0.0275572635
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
8
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
SR UNSECURED 144A 05/25 8.75
362438AA1
135000
PA
USD
140400
0.0352612421
Long
DBT
CORP
CA
Y
2
2025-05-15
Fixed
8.75
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
549300XI79MQJV13DW27
COMPANY GUAR 144A 01/26 6.25
36740LAA0
80000
PA
USD
81376.8
0.020437657
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
6.25
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
SR UNSECURED 01/38 5.875
36962G3P7
225000
PA
USD
273500.95
0.0686893392
Long
DBT
CORP
US
N
2
2038-01-14
Fixed
5.875
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
SR UNSECURED 08/20 VAR
37045VAM2
210000
PA
USD
210305.2
0.0528178246
Long
DBT
CORP
US
N
2
2020-08-07
Floating
2.6935
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
COMPANY GUAR 01/23 VAR
37045XCE4
575000
PA
USD
571561.86
0.1435468742
Long
DBT
CORP
US
N
2
2023-01-05
Floating
3.03313
N
N
N
N
N
N
GENESEE+WYOMING INC
N/A
TERM LOAN
938BZFII4
75000
PA
USD
75642.75
0.0189975593
Long
LON
CORP
US
N
2
2026-11-06
Floating
0
N
N
N
N
N
N
GENESYS/GREENEDEN LUX/US
N/A
COMPANY GUAR 144A 11/24 10
39479TAA4
155000
PA
USD
167593.75
0.0420909102
Long
DBT
CORP
US
Y
2
2024-11-30
Fixed
10
N
N
N
N
N
N
GENTIVA HEALTH SVCS INC
N/A
TERM LOAN B
37249UAN6
199590.39
PA
USD
200464.6
0.0503463732
Long
LON
CORP
US
N
2
2025-07-02
Floating
0
N
N
N
N
N
N
GEOPARK LTD
N/A
SR SECURED REGS 09/24 6.5
G38327AA3
600000
PA
USD
625506
0.1570948612
Long
DBT
CORP
BM
Y
2
2024-09-21
Fixed
6.5
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
SR UNSECURED 09/24 2.2
373334KK6
540000
PA
USD
540068.89
0.1356374636
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.2
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
5493008HF9XC5H29ZX61
SR UNSECURED 144A 05/27 8.5
36168QAE4
85000
PA
USD
93500
0.0234823799
Long
DBT
CORP
CA
Y
2
2027-05-01
Fixed
8.5
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
5493008HF9XC5H29ZX61
SR SECURED 144A 12/26 5.125
36168QAF1
125000
PA
USD
131422.5
0.0330065569
Long
DBT
CORP
CA
Y
2
2026-12-15
Fixed
5.125
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
GILBT 2017 1A E 144A
375414AA7
1000000
PA
USD
982691
0.2468013197
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
8.40088
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
GILBT 2017 1A D 144A
375415AG1
500000
PA
USD
491971.5
0.1235578788
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
4.95088
N
N
N
N
N
N
GILEX HOLDING SARL
549300UT8ST8B7RS8205
SR SECURED 144A 05/23 8.5
37561PAA5
150000
PA
USD
161064
0.0404509737
Long
DBT
CORP
LU
Y
2
2023-05-02
Fixed
8.5
N
N
N
N
N
N
GILEX HOLDING SARL
549300UT8ST8B7RS8205
SR SECURED REGS 05/23 8.5
L43228AA0
150000
PA
USD
161064
0.0404509737
Long
DBT
CORP
LU
Y
2
2023-05-02
Fixed
8.5
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
SR UNSECURED 144A 09/24 6.5
37960JAA6
155000
PA
USD
161734.75
0.0406194315
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.5
N
N
Y
N
N
N
GLOBAL SC FINANCE SRL
N/A
SEACO 2014 1A A1 144A
37952UAD5
325416.67
PA
USD
324206.61
0.081423987
Long
ABS-O
CORP
BB
Y
2
2029-07-17
Fixed
3.19
N
N
N
N
N
N
GLOBAL SC FINANCE SRL
N/A
SEACO 2018 1A A 144A
37956AAB9
498840
PA
USD
519767.04
0.1305386855
Long
ABS-O
CORP
BM
Y
2
2038-05-17
Fixed
4.29
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST
N/A
GCAR 2018 2A B 144A
36249EAC8
500000
PA
USD
504664.8
0.1267457814
Long
ABS-O
CORP
US
Y
2
2023-03-15
Fixed
3.71
N
N
N
N
N
N
GNL QUINTERO SA
549300JJJIQXE6E1QY27
SR UNSECURED REGS 07/29 4.634
P4909LAA8
550000
PA
USD
583693
0.1465935911
Long
DBT
CORP
CL
Y
2
2029-07-31
Fixed
4.634
N
N
N
N
N
N
GOGO INTERMEDIATE/FINANC
N/A
SR SECURED 144A 05/24 9.875
38046XAE3
145000
PA
USD
153156.25
0.0384649545
Long
DBT
CORP
US
Y
2
2024-05-01
Fixed
9.875
N
N
N
N
N
N
GOHL CAPITAL LTD
N/A
COMPANY GUAR REGS 01/27 4.25
BDRW0RII4
600000
PA
USD
629184
0.1580185852
Long
DBT
CORP
IM
Y
2
2027-01-24
Fixed
4.25
N
N
N
N
N
N
GOLDEN NUGGET INC
91D14OD6M4H1RVBN7R43
SR UNSECURED 144A 10/24 6.75
38113YAE9
215000
PA
USD
222525
0.0558868084
Long
DBT
CORP
US
Y
2
2024-10-15
Fixed
6.75
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SR UNSECURED 05/26 VAR
38141GXD1
665000
PA
USD
671913.68
0.168750078
Long
DBT
CORP
US
N
2
2026-05-15
Floating
3.07988
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GNR 2015 74 LZ
38379PAJ6
3361834.88
PA
USD
3540317.05
0.8891451331
Long
ABS-O
USGA
US
N
2
2045-05-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GNR 2015 92 CZ
38379PR33
5349188.03
PA
USD
5623613.14
1.4123617131
Long
ABS-O
USGA
US
N
2
2045-06-20
Fixed
3.5
N
N
N
N
N
N
GRAFTECH INTL LTD
N/A
TERM LOAN B
38431EAB4
44561.93
PA
USD
44394.82
0.0111496901
Long
LON
CORP
US
N
2
2025-02-12
Floating
0
N
N
N
N
N
N
GRAN TIERRA ENERGY INTL
549300IH2S17MAIUCM32
COMPANY GUAR REGS 02/25 6.25
G4066TAA0
400000
PA
USD
360000
0.0904134413
Long
DBT
CORP
KY
Y
2
2025-02-15
Fixed
6.25
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
COMPANY GUAR 144A 05/27 7
389284AA8
245000
PA
USD
272256.25
0.0683767347
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7
N
N
N
N
N
N
GRAY TELEVISION INC
N/A
TERM LOAN C
389376AY0
181650.98
PA
USD
182673.68
0.0458782113
Long
LON
CORP
US
N
2
2026-01-02
Floating
0
N
N
N
N
N
N
GRIPPEN PARK CLO LTD
549300P7KR0IARP7PG22
GRIPP 2017 1A D 144A
39862EAD6
1000000
PA
USD
991245
0.2489496435
Long
ABS-CBDO
CORP
KY
Y
2
2030-01-20
Floating
5.26588
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
JR SUBORDINA REGS 12/99 VAR
P4949BAN4
200000
PA
USD
212000
0.053243471
Long
DBT
CORP
MX
Y
2
2099-12-31
Fixed
5.95
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GSMS 2013 GC10 XA
36192CAG0
4711058.62
PA
USD
182620.42
0.0458648351
Long
ABS-O
CORP
US
N
2
2046-02-10
Floating
1.50236
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GSMS 2014 GC26 D 144A
36250HAS2
1258000
PA
USD
1098058.13
0.2757755953
Long
ABS-O
CORP
US
Y
2
2047-11-10
Floating
4.51329
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
549300WZ62L3Y22NOZ64
GSMS 2015 GS1 XA
36252AAE6
7957930.88
PA
USD
314350.21
0.0789485674
Long
ABS-O
CORP
US
N
2
2048-11-10
Floating
0.78493
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
549300WZ62L3Y22NOZ64
GSMS 2017 GS6 B
36253PAH5
510000
PA
USD
539910.79
0.135597757
Long
ABS-O
CORP
US
N
2
2050-05-10
Fixed
3.869
N
N
N
N
N
N
GSAA HOME EQUITY TRUST
N/A
GSAA 2007 10 A2A
3622NDAC8
4152707.01
PA
USD
2913214.08
0.7316491953
Long
ABS-O
CORP
US
N
2
2037-11-25
Fixed
6.5
N
N
N
N
N
N
GSCG TRUST
N/A
GSCG 2019 600C E 144A
36260TAL9
497000
PA
USD
500994.59
0.1258240138
Long
ABS-O
CORP
US
Y
2
2034-09-06
Floating
4.11793
N
N
N
N
N
N
GTCR AP FINANCE INC
N/A
SR UNSECURED 144A 05/27 8
40060QAA3
80000
PA
USD
83200
0.0208955509
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
8
N
N
N
N
N
N
GTT COMMUNICATIONS INC
549300ETSL7K1ZX05H30
COMPANY GUAR 144A 12/24 7.875
362393AA8
80000
PA
USD
60376.8
0.0151635396
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
7.875
N
N
N
N
N
GUANAY FINANCE LTD
N/A
SR SECURED REGS 12/20 6
G4182JAA1
168376.13
PA
USD
170270.36
0.0427631367
Long
DBT
CORP
KY
Y
2
2020-12-15
Fixed
6
N
N
N
N
N
N
GULFPORT ENERGY CORP
549300FJX18IDUFPHD40
COMPANY GUAR 05/25 6.375
402635AL0
145000
PA
USD
92075
0.0231244934
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.375
N
N
N
N
N
N
H FOOD HLDGS LLC
N/A
FIRST LIEN
40422KAB7
24936.71
PA
USD
24637.47
0.0061876624
Long
LON
CORP
US
N
2
2025-05-23
Floating
0
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TRUST
N/A
HVMLT 2006 11 A1A
41162GAA0
1150295.92
PA
USD
1100438.3
0.2763733713
Long
ABS-O
CORP
US
N
2
2036-12-19
Floating
1.93388
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
SR UNSECURED 09/27 3.5
418056AV9
510000
PA
USD
507951.1
0.1275711305
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.5
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
SR SECURED 06/29 4.125
404119BX6
270000
PA
USD
286491.38
0.0719518655
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
COMPANY GUAR 09/26 5.375
404121AH8
125000
PA
USD
139218.75
0.034964573
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.375
N
N
N
N
N
N
HD SUPPLY INC
N/A
TERM LOAN B 5
42206JAT9
322550.26
PA
USD
324401.7
0.0814729835
Long
LON
CORP
US
N
2
2023-10-17
Floating
0
N
N
N
N
N
N
HELIOS ISSUER, LLC
N/A
SNVA 2017 1A A 144A
42329GAA8
220444.44
PA
USD
229774.4
0.057707484
Long
ABS-O
CORP
US
Y
2
2049-09-20
Fixed
4.94
N
N
N
N
N
N
HERO FUNDING TRUST
N/A
HERO 2016 4A A2 144A
40417QAC9
253416.01
PA
USD
264739.55
0.0664889271
Long
ABS-O
CORP
US
Y
2
2047-09-20
Fixed
4.29
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
COMPANY GUAR 144A 06/28 5.125
428104AA1
125000
PA
USD
126562.5
0.0317859755
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
5.125
N
N
N
N
N
N
HIGHBRIDGE LOAN MANAGEMENT LTD
N/A
HLM 13A 18 D 144A
40437LAL6
500000
PA
USD
485836
0.1220169575
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
5.00088
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
549300ITPIHLG0LHEC09
SR UNSECURED 144A 11/28 6.25
431318AS3
100000
PA
USD
95000
0.0238591026
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
6.25
N
N
N
N
N
N
HILTON WORLDWIDE FINANCE LLC
N/A
2019 TERM LOAN B
43289DAH6
100000
PA
USD
100625
0.0252718126
Long
LON
CORP
US
N
2
2026-06-22
Floating
0
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
SR UNSECURED 06/47 3.9
437076BS0
220000
PA
USD
248979.97
0.0625309331
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.9
N
N
N
N
N
N
HOSPITALITY MORTGAGE TRUST
N/A
HPLY 2019 HIT F 144A
40443RAQ4
468524.41
PA
USD
470248.95
0.118102294
Long
ABS-O
CORP
US
Y
2
2036-11-15
Floating
4.88975
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
SR UNSECURED 09/26 VAR
404280BW8
835000
PA
USD
845538.62
0.2123557123
Long
DBT
CORP
GB
N
2
2026-09-12
Floating
3.26725
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
HYLAND SOFTWARE INC
N/A
2018 REFINANCING TERM LOAN
44908XAT5
199494.95
PA
USD
200368.74
0.0503222981
Long
LON
CORP
US
N
2
2024-07-01
Floating
0
N
N
N
N
N
N
IAA SPINCO INC
N/A
TERM LOAN B
44932UAB0
305550
PA
USD
307841.63
0.0773139477
Long
LON
CORP
US
N
2
2026-06-28
Floating
0
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
SR SECURED 05/26 6.375
45174HBC0
45000
PA
USD
48825
0.012262323
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
COMPANY GUAR 05/27 8.375
45174HBD8
25000
PA
USD
27625
0.0069379759
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.375
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
SR SECURED 144A 08/27 5.25
45174HBE6
100000
PA
USD
104630
0.0262776621
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
COMPANY GUAR 144A 07/26 3.5
45262BAB9
265000
PA
USD
266548.99
0.0669433652
Long
DBT
CORP
GB
Y
2
2026-07-26
Fixed
3.5
N
N
N
N
N
N
INDIAN OIL CORP LTD
335800J8OBWE4VFUDG88
SR UNSECURED REGS 08/23 5.75
ACI06HCY4
600000
PA
USD
652284
0.1638201144
Long
DBT
CORP
IN
Y
2
2023-08-01
Fixed
5.75
N
N
N
N
N
N
INDIGO NATURAL RES LLC
549300F7DOI6H6TA3C86
SR UNSECURED 144A 02/26 6.875
45569LAA9
50000
PA
USD
47000
0.0118039771
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
6.875
N
N
N
N
N
N
INDUSTRIAL SENIOR TRUST
549300VUPA50NXGF6N16
COMPANY GUAR REGS 11/22 5.5
G47661AA4
100000
PA
USD
104501
0.026245264
Long
DBT
CORP
KY
Y
2
2022-11-01
Fixed
5.5
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TRU
N/A
INDX 2007 AR5 2A1
45669EAC0
2625893.43
PA
USD
2447578.2
0.6147054667
Long
ABS-O
CORP
US
N
2
2037-05-25
Floating
3.74787
N
N
N
N
N
N
INFORMATICA LLC
N/A
TERM LOAN B 1
45673DAG7
69629.01
PA
USD
69865.05
0.0175464989
Long
LON
CORP
US
N
2
2022-08-05
Floating
0
N
N
N
N
N
N
INKIA ENERGY LTD
N/A
SR UNSECURED REGS 11/27 5.875
G4808VAC4
400000
PA
USD
417004
0.1047299075
Long
DBT
CORP
BM
Y
2
2027-11-09
Fixed
5.875
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
COMPANY GUAR 144A 10/24 8.5
45824TBA2
140000
PA
USD
127516.2
0.0320254957
Long
DBT
CORP
LU
Y
2
2024-10-15
Fixed
8.5
N
N
N
N
N
N
INTEROCEANICA IV FINANCE
5493001ZIZ6W7IU0RP65
SR SECURED REGS 11/25 0.00000
P52715AB8
799880.47
PA
USD
729155.04
0.1831261568
Long
ABS-O
CORP
KY
Y
2
2025-11-30
Fixed
0.01
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
SR UNSECURED 10/48 5.4
460690BQ2
445000
PA
USD
546177.32
0.1371715863
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
5.4
N
N
N
N
N
N
INVERSIONES CMPC SA
N/A
COMPANY GUAR REGS 09/24 4.75
P58072AK8
200000
PA
USD
211995.05
0.0532422278
Long
DBT
CORP
CL
Y
2
2024-09-15
Fixed
4.75
N
N
N
N
N
N
INVITATION HOMES TRUST
N/A
IHSFR 2018 SFR1 C 144A
46185JAE8
1145000
PA
USD
1144880.92
0.2875350664
Long
ABS-O
CORP
US
Y
2
2037-03-17
Floating
2.98738
N
N
N
N
N
N
INVITATION HOMES TRUST
N/A
IHSFR 2018 SFR1 D 144A
46185JAG3
750000
PA
USD
749921.85
0.1883417089
Long
ABS-O
CORP
US
Y
2
2037-03-17
Floating
3.18738
N
N
N
N
N
N
ION TRADING TECHNOLOGIES SARL
N/A
2018 INCREMENTAL
L5582BAT4
19949.11
PA
USD
19101.27
0.0047972543
Long
LON
CORP
LU
N
2
2024-11-21
Floating
0
N
N
N
N
N
N
IRB HLDG CORP
N/A
TERM LOAN B
44988LAC1
144265.82
PA
USD
145027.54
0.0364234416
Long
LON
CORP
US
N
2
2025-02-05
Floating
0
N
N
N
N
N
N
IRON MOUNTAIN INC DEL
N/A
TERM LOAN B
46284NAQ2
184366.31
PA
USD
183732.09
0.0461440293
Long
LON
CORP
US
N
2
2026-01-02
Floating
0
N
N
N
N
N
N
JAGUAR HLDG CO II
N/A
2018 TERM LOAN
47009YAK3
99479.16
PA
USD
99942.73
0.0251004615
Long
LON
CORP
US
N
2
2022-08-18
Floating
0
N
N
N
N
N
N
JBS INVESTMENTS II GMBH
529900V1Q46CPWIWT649
COMPANY GUAR 144A 01/28 5.75
46650CAB5
600000
PA
USD
632700
0.1589016231
Long
DBT
CORP
AT
Y
2
2028-01-15
Fixed
5.75
N
N
N
N
N
N
JBS USA LLC/JBS USA FINA
P77IMDGVZE8EFBTF2M92
COMPANY GUAR 144A 07/24 5.875
466112AP4
30000
PA
USD
30870
0.0077529526
Long
DBT
CORP
NA
Y
2
2024-07-15
Fixed
5.875
N
N
N
N
N
N
JBS USA LLC/JBS USA FINA
P77IMDGVZE8EFBTF2M92
COMPANY GUAR 144A 06/25 5.75
466112AR0
20000
PA
USD
20700
0.0051987729
Long
DBT
CORP
NA
Y
2
2025-06-15
Fixed
5.75
N
N
N
N
N
N
JBS USA LUX SA
N/A
TERM LOAN B
46611VAU9
204309.39
PA
USD
205500.51
0.0516111342
Long
LON
CORP
LU
N
2
2026-05-01
Floating
0
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
P77IMDGVZE8EFBTF2M92
COMPANY GUAR 144A 02/28 6.75
472141AA8
146000
PA
USD
161331.46
0.0405181458
Long
DBT
CORP
NA
Y
2
2028-02-15
Fixed
6.75
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
P77IMDGVZE8EFBTF2M92
COMPANY GUAR 144A 04/29 6.5
46590XAA4
125000
PA
USD
138910
0.0348870309
Long
DBT
CORP
NA
Y
2
2029-04-15
Fixed
6.5
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
SR UNSECURED 01/24 3.45
24422EUR8
260000
PA
USD
274087.65
0.068836688
Long
DBT
CORP
US
N
2
2024-01-10
Fixed
3.45
N
N
N
N
N
N
JOL AIR
549300TS4MUGCDXPW498
JOLAR 2019 1 A 144A
46651NAA2
468493.4
PA
USD
474151.16
0.119082328
Long
ABS-O
CORP
KY
Y
2
2044-04-15
Fixed
3.967
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MOR
N/A
JPMCC 2015 JP1 XA
46590KAN4
5215693.05
PA
USD
195694.89
0.0491484679
Long
ABS-O
CORP
US
N
2
2049-01-15
Floating
1.08349
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MOR
N/A
JPMCC 2016 JP2 B
46590MAW0
174000
PA
USD
177371.75
0.0445466398
Long
ABS-O
CORP
US
N
2
2049-08-15
Fixed
3.4595
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MOR
N/A
JPMCC 2016 JP2 C
46590MAX8
134000
PA
USD
135415.83
0.0340094756
Long
ABS-O
CORP
US
N
2
2049-08-15
Floating
3.79042
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECU
N/A
JPMBB 2015 C32 C
46590JBC0
87000
PA
USD
91092.9
0.0228778405
Long
ABS-O
CORP
US
N
2
2048-11-15
Floating
4.66715
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECU
N/A
JPMBB 2014 C25 XA
46643PBG4
4357248.07
PA
USD
150195.21
0.0377212939
Long
ABS-O
CORP
US
N
2
2047-11-15
Floating
0.85804
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECU
N/A
JPMBB 2015 C27 D 144A
46644AAN2
704000
PA
USD
686597.47
0.1724378891
Long
ABS-O
CORP
US
Y
2
2048-02-15
Floating
3.81437
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECU
N/A
JPMBB 2015 C28 XA
46644FAF8
7612048.88
PA
USD
277618.27
0.0697233977
Long
ABS-O
CORP
US
N
2
2048-10-15
Floating
1.05876
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECU
N/A
JPMBB 2015 C29 XA
46644RBB0
10544132.42
PA
USD
242634.19
0.0609372003
Long
ABS-O
CORP
US
N
2
2048-05-15
Floating
0.76202
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECU
N/A
JPMBB 2015 C29 C
46644RBF1
325000
PA
USD
333533.72
0.0837664762
Long
ABS-O
CORP
US
N
2
2048-05-15
Floating
4.15602
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECU
N/A
JPMBB 2015 C30 XA
46644UBC1
9591756.94
PA
USD
234060.93
0.0587840393
Long
ABS-O
CORP
US
N
2
2048-07-15
Floating
0.52261
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECU
N/A
JPMBB 2015 C33 C
46645JAH5
527000
PA
USD
552393.28
0.138732715
Long
ABS-O
CORP
US
N
2
2048-12-15
Floating
4.61672
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECU
N/A
JPMBB 2016 C1 C
46645LBF3
466000
PA
USD
493263.24
0.1238822973
Long
ABS-O
CORP
US
N
2
2049-03-15
Floating
4.73736
N
N
N
N
N
N
JSL EUROPE
54930068BSUST41D5C30
COMPANY GUAR REGS 07/24 7.75
L5800PAB8
200000
PA
USD
215702
0.0541732226
Long
DBT
CORP
LU
Y
2
2024-07-26
Fixed
7.75
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
COMPANY GUAR 01/38 6.95
494550AW6
400000
PA
USD
529951.16
0.1330964114
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.95
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
SR UNSECURED 04/22 3.4
501044CQ2
490000
PA
USD
503919.77
0.1265586682
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
3.4
N
N
N
N
N
N
KRONOS ACQUISITION HOLDI
N/A
COMPANY GUAR 144A 08/23 9
50106GAA0
70000
PA
USD
66850
0.0167892738
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
9
N
N
N
N
N
N
LATAM FINANCE LTD
N/A
COMPANY GUAR 144A 03/26 7
51818KAC4
300000
PA
USD
324753
0.081561212
Long
DBT
CORP
KY
Y
2
2026-03-01
Fixed
7
N
N
N
N
N
N
LATAM FINANCE LTD
N/A
COMPANY GUAR REGS 04/24 6.875
G53770AB2
200000
PA
USD
211302
0.0530681694
Long
DBT
CORP
KY
Y
2
2024-04-11
Fixed
6.875
N
N
N
N
N
N
LCM LTD PARTNERSHIP
N/A
LCM 19A D 144A
50188QAG6
1000000
PA
USD
993743
0.2495770123
Long
ABS-CBDO
CORP
KY
Y
2
2027-07-15
Floating
5.45088
N
N
N
N
N
N
LEHMAN XS TRUST
N/A
LXS 2007 12N 1A3A
52524YAC7
3109953.09
PA
USD
2959115.39
0.7431772381
Long
ABS-O
CORP
US
N
2
2047-07-25
Floating
1.992
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
2019 TERM LOAN B
52729KAP1
209995.53
PA
USD
210652.82
0.0529051288
Long
LON
CORP
US
N
2
2027-03-01
Floating
0
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
COMPANY GUAR 144A 10/50 3.951
53079EBJ2
775000
PA
USD
806121.6
0.2024561889
Long
DBT
CORP
US
Y
2
2050-10-15
Fixed
3.951
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
COMPANY GUAR 144A 02/24 6.375
53627NAC5
160000
PA
USD
167203.2
0.0419928242
Long
DBT
CORP
US
Y
2
2024-02-01
Fixed
6.375
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
SR UNSECURED 11/28 VAR
539439AQ2
400000
PA
USD
417954.08
0.1049685186
Long
DBT
CORP
GB
N
2
2028-11-07
Fixed
3.574
N
N
N
N
N
N
LLPL CAPITAL PTE LTD
N/A
SR SECURED 144A 02/39 6.875
50201PAA4
296460
PA
USD
344694.04
0.0865693732
Long
DBT
CORP
SG
Y
2
2039-02-04
Fixed
6.875
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
SR UNSECURED 05/46 4.7
539830BL2
420000
PA
USD
534059.28
0.1341281594
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.7
N
N
N
N
N
N
MACH I
549300ODEK8HY3445C77
MAACH 2019 1 A 144A
55446MAA5
493489.6
PA
USD
490098.34
0.1230874375
Long
ABS-O
CORP
KY
Y
2
2039-10-15
Fixed
3.474
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
SR UNSECURED 144A 11/23 VAR
55608JAH1
260000
PA
USD
265719.97
0.0667351581
Long
DBT
CORP
AU
Y
2
2023-11-28
Fixed
3.189
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
SR UNSECURED 144A 03/24 VAR
55608JAL2
280000
PA
USD
294273.83
0.0739064157
Long
DBT
CORP
AU
Y
2
2024-03-27
Fixed
4.15
N
N
N
N
N
N
MADISON PARK FUNDING LTD
N/A
MDPK 2014 14A DRR 144A
55818RBE5
500000
PA
USD
489653
0.1229755911
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-22
Floating
4.90325
N
N
N
N
N
N
MADISON PARK FUNDING LTD
N/A
MDPK 2014 15A DR 144A
55818WAG0
1000000
PA
USD
987789
0.2480816745
Long
ABS-CBDO
CORP
KY
Y
2
2026-01-27
Floating
7.37563
N
N
N
N
N
N
MALAYAN BANKING BHD
5493004OT3TOY404V310
SUBORDINATED REGS 10/26 VAR
ACI0M60B3
600000
PA
USD
609960
0.1531905074
Long
DBT
CORP
MY
Y
2
2026-10-29
Fixed
3.905
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
SR UNSECURED 12/26 5.125
56585ABC5
480000
PA
USD
543762.99
0.1365652311
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.125
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
COMPANY GUAR REGS 03/24 7
G5825AAA0
200000
PA
USD
208500
0.0523644514
Long
DBT
CORP
GB
Y
2
2024-03-15
Fixed
7
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
COMPANY GUAR REGS 01/25 6.875
G5825AAB8
400000
PA
USD
424652
0.1066506908
Long
DBT
CORP
GB
Y
2
2025-01-19
Fixed
6.875
N
N
N
N
N
N
MARVELL TECHNOLOGY GROUP
8DF36O58U3QIHUCGZB18
SR UNSECURED 06/23 4.2
57385LAA6
485000
PA
USD
512191.88
0.1286361958
Long
DBT
CORP
BM
N
2
2023-06-22
Fixed
4.2
N
N
N
N
N
N
MCDONALD S CORP
UE2136O97NLB5BYP9H04
SR UNSECURED 03/47 4.45
58013MFC3
235000
PA
USD
267212.49
0.0671100022
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.45
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
COMPANY GUAR 144A 03/24 7
552704AC2
50000
PA
USD
50312.5
0.0126359063
Long
DBT
CORP
CA
Y
2
2024-03-31
Fixed
7
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVESTO
N/A
MLMI 2006 OPT1 A2C
59022VAD3
2100514.18
PA
USD
2033298.78
0.5106598332
Long
ABS-O
CORP
US
N
2
2037-08-25
Floating
1.942
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
SR UNSECURED 144A 10/26 6.625
600814AP2
200000
PA
USD
221460
0.0556193353
Long
DBT
CORP
LU
Y
2
2026-10-15
Fixed
6.625
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
SR UNSECURED 144A 03/29 6.25
600814AQ0
200000
PA
USD
220658
0.0554179143
Long
DBT
CORP
LU
Y
2
2029-03-25
Fixed
6.25
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
SR UNSECURED REGS 01/28 5.125
L6388GAB6
200000
PA
USD
209702
0.0526663319
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
5.125
N
N
N
N
N
MINEJESA CAPITAL BV
549300KS7ERCP10BKC35
SR SECURED REGS 08/30 4.625
N57445AA1
600000
PA
USD
621016.84
0.1559674156
Long
DBT
CORP
NL
Y
2
2030-08-10
Fixed
4.625
N
N
N
N
N
N
MINERVA LUXEMBOURG SA
222100NM3G3RCPGZ2Z17
COMPANY GUAR REGS 09/26 6.5
L6401PAF0
400000
PA
USD
425504
0.1068646693
Long
DBT
CORP
LU
Y
2
2026-09-20
Fixed
6.5
N
N
N
N
N
N
MINERVA LUXEMBOURG SA
222100NM3G3RCPGZ2Z17
COMPANY GUAR REGS 01/28 5.875
L6401PAH6
600000
PA
USD
630006
0.1582250292
Long
DBT
CORP
LU
Y
2
2028-01-19
Fixed
5.875
N
N
N
N
N
N
MISSOURI ST HIGHWAYS TRANSIT
N/A
MOSTRN 05/24 FIXED 5.063
60636WPC3
135000
PA
USD
150646.5
0.0378346347
Long
DBT
MUN
US
N
2
2024-05-01
Fixed
5.063
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
SR UNSECURED 03/23 VAR
606822AS3
495000
PA
USD
496254.84
0.124633633
Long
DBT
CORP
JP
N
2
2023-03-02
Floating
2.64688
N
N
N
N
N
N
MLN US HOLDCO LLC
N/A
TERM LOAN
55292HAB9
19949.62
PA
USD
18802.52
0.0047222237
Long
LON
CORP
US
N
2
2025-11-30
Floating
0
N
N
N
N
N
N
MONONGAHELA POWER CO
N/A
1ST MORTGAGE 144A 12/43 5.4
610202BP7
210000
PA
USD
271698.12
0.0682365612
Long
DBT
CORP
US
Y
2
2043-12-15
Fixed
5.4
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
SR UNSECURED 07/28 VAR
61744YAK4
505000
PA
USD
536973.23
0.1348599934
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
3.591
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST
N/A
MSBAM 2015 C27 C
61690AAJ3
351000
PA
USD
362052.99
0.0909290466
Long
ABS-O
CORP
US
N
2
2047-12-15
Floating
4.52673
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST
N/A
MSBAM 2015 C23 C
61690QAK5
650000
PA
USD
672275.7
0.1688409988
Long
ABS-O
CORP
US
N
2
2050-07-15
Floating
4.13032
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST
N/A
MSBAM 2014 C19 C
61764PBZ4
650000
PA
USD
669256.64
0.1680827666
Long
ABS-O
CORP
US
N
2
2047-12-15
Floating
4
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST
N/A
MSBAM 2015 C27 D 144A
61765XAN4
504000
PA
USD
466452.2
0.1171487462
Long
ABS-O
CORP
US
Y
2
2047-12-15
Fixed
3.237
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MSC 2015 UBS8 XA
61691ABM4
6327639.64
PA
USD
273336.95
0.0686481508
Long
ABS-O
CORP
US
N
2
2048-12-15
Floating
0.88807
N
N
N
N
N
N
MORGAN STANLEY MORTGAGE LOAN T
3IFG42XD94UUZ7FL2766
MSM 2005 3AR 2A1
61745M4N0
481549.03
PA
USD
439939.2
0.1104900474
Long
ABS-O
CORP
US
N
2
2035-07-25
Floating
3.52242
N
N
N
N
N
N
MOSAIC SOLAR LOANS LLC
549300ZLA8SW2SVJMN33
MSAIC 2017 1A A 144A
61946EAA6
463992.02
PA
USD
482061.59
0.1210690202
Long
ABS-O
CORP
US
Y
2
2042-06-20
Fixed
4.45
N
N
N
N
N
N
MOSAIC SOLAR LOANS LLC
N/A
MSAIC 2018 2GS A 144A
61946LAA0
733438.44
PA
USD
759625.35
0.1907787278
Long
ABS-O
CORP
US
Y
2
2044-02-22
Fixed
4.2
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
COMPANY GUAR 144A 06/24 7.125
553283AB8
160000
PA
USD
154800
0.0388777798
Long
DBT
CORP
US
Y
2
2024-06-01
Fixed
7.125
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
WUQXXXF7PXTUPGROE843
COMPANY GUAR 08/26 5.25
55342UAG9
185000
PA
USD
195441.4
0.0490848043
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25
N
N
N
N
N
N
MSCG TRUST
N/A
MSCCG 2018 SELF F 144A
55358PAQ9
733000
PA
USD
735734.09
0.184778475
Long
ABS-O
CORP
US
Y
2
2037-10-15
Floating
4.78975
N
N
N
N
N
N
MSCG TRUST
N/A
MSCCG 2016 SNR C 144A
61691CAJ8
458150
PA
USD
467105.96
0.117312937
Long
ABS-O
CORP
US
Y
2
2034-11-15
Floating
5.205
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
COMPANY GUAR 144A 07/23 8.125
93369KAA3
125000
PA
USD
132315
0.0332307069
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
8.125
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SE
N/A
NCMS 2018 FL1 C 144A
63874MAL6
368000
PA
USD
366067.52
0.0919372896
Long
ABS-O
CORP
US
Y
2
2035-06-15
Floating
3.96538
N
N
N
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
COMPANY GUAR 144A 05/26 7
62877VAA9
200000
PA
USD
216602
0.0543992562
Long
DBT
CORP
US
Y
2
2026-05-14
Fixed
7
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
COMPANY GUAR 144A 12/99 VAR
64132NAA4
200000
PA
USD
197600
0.0496269334
Long
DBT
CORP
MU
Y
2
2099-12-31
Fixed
5.65
N
Y
N
N
N
N
NEWARK BSL CLO 1 LTD.
N/A
NBCLO 2016 1A C 144A
65023TAG7
1000000
PA
USD
1000164
0.2511896365
Long
ABS-CBDO
CORP
KY
Y
2
2029-12-21
Floating
5.93563
N
N
N
N
N
N
NEWARK BSL CLO 2 LTD.
N/A
NBCLO 2017 1A C 144A
65023PAJ9
500000
PA
USD
500004.5
0.1255753542
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-25
Floating
5.58963
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
N/A
2019 TERM LOAN B4
65336RAW8
204200.81
PA
USD
205152.39
0.0515237044
Long
LON
CORP
US
N
2
2026-09-18
Floating
0
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
COMPANY GUAR 144A 07/27 5.625
65343HAA9
65000
PA
USD
68497
0.0172029153
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.625
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
COMPANY GUAR 05/27 3.55
65339KAT7
280000
PA
USD
297499.19
0.0747164599
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
SR UNSECURED 144A 07/25 6.875
65342RAA8
240000
PA
USD
240600
0.0604263166
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
6.875
N
N
N
N
N
N
NOMURA ASSET ACCEPTANCE CORPOR
N/A
NAA 2006 AR1 2A1
65535VRZ3
2721138.48
PA
USD
2444307.81
0.6138841133
Long
ABS-O
CORP
US
N
2
2036-02-25
Floating
4.18293
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
SR UNSECURED 04/29 4.2
67077MAT5
455000
PA
USD
501359.63
0.125915693
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.2
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
724500RKKW4NOJ9YQF60
COMPANY GUAR 144A 06/26 3.875
62954HAA6
265000
PA
USD
281119.59
0.0706027488
Long
DBT
CORP
NA
Y
2
2026-06-18
Fixed
3.875
N
N
N
N
N
N
OAK HILL CREDIT PARTNERS
N/A
OAKC 2018 1A D 144A
67115WAL4
500000
PA
USD
496478.5
0.1246898048
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
5.01588
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
COMPANY GUAR 03/22 6.875
674215AG3
100000
PA
USD
96250
0.0241730381
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.875
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 30
N/A
OCT30 2017 1A C 144A
675920AG7
1000000
PA
USD
997602
0.2505461942
Long
ABS-CBDO
CORP
KY
Y
2
2030-03-17
Floating
5.46588
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 30
N/A
OCT30 2017 1A D 144A
675921AA8
500000
PA
USD
487530.5
0.1224425285
Long
ABS-CBDO
CORP
KY
Y
2
2030-03-17
Floating
8.16588
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS XX
549300MQ9W5DWZ8QX450
OCT22 2014 1A ERR 144A
67574QAL1
1000000
PA
USD
916788
0.2302498835
Long
ABS-CBDO
CORP
KY
Y
2
2030-01-22
Floating
7.40325
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
SR SECURED 09/49 3.1
68233JBR4
535000
PA
USD
522931.45
0.1313334222
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.1
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
COMPANY GUAR 09/29 3.4
682680AY9
140000
PA
USD
142259.15
0.0357281648
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.4
N
N
N
N
N
N
ONGC VIDESH VANKORNEFT
254900FXH0X0S4UIS503
COMPANY GUAR REGS 07/26 3.75
BZ30F9II5
600000
PA
USD
614496
0.1543297168
Long
DBT
CORP
SG
Y
2
2026-07-27
Fixed
3.75
N
N
N
N
N
N
ORAZUL ENERGY EGENOR SCA
N/A
COMPANY GUAR REGS 04/27 5.625
P7372BAA1
200000
PA
USD
205750
0.0516737932
Long
DBT
CORP
PE
Y
2
2027-04-28
Fixed
5.625
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
SR UNSECURED 01/48 4.4
690742AH4
275000
PA
USD
266027.92
0.0668124993
Long
DBT
CORP
US
N
2
2048-01-30
Fixed
4.4
N
N
N
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
SR UNSECURED 12/27 3.4
695156AT6
240000
PA
USD
251318.14
0.0631181609
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.4
N
N
N
N
N
N
PAMPA ENERGIA SA
254900QNIK0CVURGML24
SR UNSECURED REGS 01/27 7.5
P7464EAA4
250000
PA
USD
213076.75
0.0535138951
Long
DBT
CORP
AR
Y
2
2027-01-24
Fixed
7.5
N
N
N
N
N
N
PAMPA ENERGIA SA
254900QNIK0CVURGML24
SR UNSECURED REGS 04/29 9.125
P7464EAB2
150000
PA
USD
129375
0.0324923305
Long
DBT
CORP
AR
Y
2
2029-04-15
Fixed
9.125
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2
549300474L1ZLXZY2P98
SR SECURED 144A 05/26 6.25
69867DAA6
115000
PA
USD
123912.5
0.0311204321
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
6.25
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2 LP
N/A
TERM LOAN B
C8000CAB9
39900
PA
USD
39975.01
0.0100396617
Long
LON
CORP
CA
N
2
2026-04-30
Floating
0
N
N
N
N
N
N
PARKLAND FUEL CORP
549300Q72GWZCL8MQC95
COMPANY GUAR 144A 07/27 5.875
70137TAP0
115000
PA
USD
123666.4
0.0310586244
Long
DBT
CORP
CA
Y
2
2027-07-15
Fixed
5.875
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
549300QKXAJMQB5TEW86
COMPANY GUAR 144A 10/27 5.625
701885AH8
85000
PA
USD
89887.5
0.0225751061
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.625
N
N
N
N
N
N
PEABODY ENERGY CORP
EJCO258LNNVSKAR2JX59
SR SECURED 144A 03/22 6
70457LAA2
130000
PA
USD
126750
0.0318330658
Long
DBT
CORP
US
Y
2
2022-03-31
Fixed
6
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
549300ZX07JYMI8GHQ39
SR UNSECURED 144A 04/27 4.2
709599AX2
275000
PA
USD
294912.45
0.0740668042
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
4.2
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
N/A
SR UNSECURED 144A 10/27 5.5
69346VAA7
115000
PA
USD
122906.25
0.030867714
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.5
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
SR UNSECURED 144A 03/27 4.15
71567PAH3
400000
PA
USD
429288
0.107815015
Long
DBT
NUSS
ID
Y
2
2027-03-29
Fixed
4.15
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
SR UNSECURED REGS 03/27 4.15
71567RAH9
200000
PA
USD
214644
0.0539075075
Long
DBT
NUSS
ID
Y
2
2027-03-29
Fixed
4.15
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
SR UNSECURED REGS 03/23 3.75
71567RAJ5
400000
PA
USD
415840
0.1044375707
Long
DBT
NUSS
ID
Y
2
2023-03-01
Fixed
3.75
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
COMPANY GUAR 03/44 7.25
71647NAK5
100000
PA
USD
121300
0.0304643068
Long
DBT
CORP
NL
N
2
2044-03-17
Fixed
7.25
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
COMPANY GUAR 02/29 5.75
71647NAZ2
100000
PA
USD
112800
0.028329545
Long
DBT
CORP
NL
N
2
2029-02-01
Fixed
5.75
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
COMPANY GUAR 03/49 6.9
71647NBD0
100000
PA
USD
117300
0.029459713
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.9
N
N
N
N
N
N
PETSMART INC
N/A
COMPANY GUAR 144A 03/23 7.125
04021LAA8
90000
PA
USD
88200
0.0221512931
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
7.125
N
N
N
N
N
N
PETSMART INC
N/A
SR SECURED 144A 06/25 5.875
716768AC0
84000
PA
USD
85575
0.0214920285
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.875
N
N
N
N
N
N
PETSMART INC
N/A
CONSENTING TERM LOAN
71677HAG0
60000
PA
USD
59281.2
0.0148883814
Long
LON
CORP
US
N
2
2022-03-11
Floating
0
N
N
N
N
N
N
PILGRIM S PRIDE CORP
549300ZSLGV64ZL3HD75
COMPANY GUAR 144A 09/27 5.875
72147KAE8
205000
PA
USD
221656.25
0.0556686232
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.875
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
COMPANY GUAR 144A 03/25 5.5
737446AL8
185000
PA
USD
193787.5
0.0486694299
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
5.5
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
COMPANY GUAR 144A 12/29 5.5
737446AP9
60000
PA
USD
63978
0.0160679754
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.5
N
N
N
N
N
N
PRIMROSE SCHOOLS
N/A
PROSE 2019 1A A2 144A
74166YAA8
1000000
PA
USD
1012190
0.2542099477
Long
ABS-O
CORP
US
Y
2
2049-07-30
Fixed
4.475
N
N
N
N
N
N
PROJECT ALPHA INTERMEDIATE HL
N/A
TERM LOAN B
74339DAB4
99744.25
PA
USD
99807.09
0.0250663958
Long
LON
CORP
US
N
2
2024-04-26
Floating
0
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
SR UNSECURED 12/47 3.905
744320AY8
185000
PA
USD
199217.35
0.0500331283
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.905
N
N
N
N
N
N
PSEG POWER LLC
N/A
COMPANY GUAR 06/23 3.85
69362BBC5
340000
PA
USD
356852.28
0.0896228963
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.85
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
SR UNSECURED 05/29 3.385
74460DAD1
445000
PA
USD
472811.65
0.1187459122
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.385
N
N
N
N
N
N
QEP RESOURCES INC
Q6JQDZPXKEDQKVK58165
SR UNSECURED 03/26 5.625
74733VAD2
165000
PA
USD
160916.25
0.0404138665
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.625
N
N
N
N
N
N
RADIANT ACCESS LTD
254900AU5M8N9KFZA281
COMPANY GUAR REGS 4.6
ACI0V5S17
200000
PA
USD
199611.27
0.0501320607
Long
DBT
CORP
VG
Y
2
2099-12-31
Fixed
4.6
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST
N/A
RBSSP 2009 5 2A3 144A
74928WAE3
1044856.21
PA
USD
824618.7
0.2071017068
Long
ABS-O
CORP
US
Y
2
2037-10-26
Fixed
6.88064
N
N
N
N
N
N
REFINITIV US HOLDINGS
549300NF240HXJO7N016
SR SECURED 144A 05/26 6.25
31740LAA1
210000
PA
USD
229162.5
0.0575538062
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
6.25
N
N
N
N
N
N
RELIANCE HOLDINGS USA
LW0V2CUWFIITRBI06W51
COMPANY GUAR REGS 02/22 5.4
U75888AC8
600000
PA
USD
634968
0.1594712278
Long
DBT
CORP
US
Y
2
2022-02-14
Fixed
5.4
N
N
N
N
N
N
Repurchase Agreement
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
85748R009
6851444.42
PA
USD
6851444.42
1.7207296337
Long
RA
CORP
US
N
1
Repurchase
N
0.8
2020-01-02
6625000
USD
6991447.3
USD
UST
N
N
N
RESIDENTIAL FUNDING MTG SEC I
N/A
RFMSI 2007 S4 A5
74958YAE2
389668.82
PA
USD
376188.77
0.0944792258
Long
ABS-O
CORP
US
N
2
2037-04-25
Floating
6
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
SR UNSECURED 05/23 VAR
780097BE0
285000
PA
USD
291971.25
0.0733281263
Long
DBT
CORP
GB
N
2
2023-05-15
Fixed
3.498
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
SR UNSECURED 03/28 3.7
780153AW2
245000
PA
USD
252128.73
0.0633217393
Long
DBT
CORP
LR
N
2
2028-03-15
Fixed
3.7
N
N
N
N
N
N
RPI FIN TR
N/A
TERM B 6
74966UAP5
196000.98
PA
USD
197502.35
0.0496024087
Long
LON
CORP
US
N
2
2023-03-27
Floating
0
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
SR SECURED 03/27 5
785592AS5
470000
PA
USD
517370.83
0.1299368811
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
COMPANY GUAR 144A 11/29 7.25
80874YBE9
60000
PA
USD
65100
0.016349764
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
7.25
N
N
N
N
N
N
SCOTIABANK PERU SA
5493001E54CPRG5J5Q41
SUBORDINATED REGS 12/27 VAR
P8542TAP2
100000
PA
USD
103251
0.0259313284
Long
DBT
CORP
PE
Y
2
2027-12-13
Fixed
4.5
N
N
N
N
N
N
SEDGWICK CLAIMS MGMT SVCS INC
N/A
2019 TERM LOAN B
81527CAM9
34825
PA
USD
35108.13
0.0088173524
Long
LON
CORP
US
N
2
2026-09-03
Floating
0
N
N
N
N
N
N
SELECT MED CORP
N/A
TERM LOAN B
816194AV6
101.93
PA
USD
102.44
0.0000257276
Long
LON
CORP
US
N
2
2025-03-06
Floating
0
N
N
N
N
N
N
SELECT MEDICAL CORP
N/A
COMPANY GUAR 144A 08/26 6.25
816196AT6
265000
PA
USD
286867.8
0.0720464028
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.25
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SPRO 2019 1A A2 144A
817743AA5
500000
PA
USD
500114.35
0.1256029429
Long
ABS-O
CORP
US
Y
2
2049-10-25
Fixed
3.882
N
N
N
N
N
N
SG COMMERCIAL MORTGAGE SECURIT
549300SZQW4U3UN4A157
SGCMS 2016 C5 XA
78419CAG9
3860758.66
PA
USD
338791.61
0.0850869871
Long
ABS-O
CORP
US
N
2
2048-10-10
Floating
1.98013
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
COMPANY GUAR 09/23 2.875
82481LAC3
530000
PA
USD
540078.99
0.1356400002
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.875
N
N
N
N
N
N
SIERRA PACIFIC POWER CO
QB888G5GSVGE1LD1WV84
GENL REF MOR 05/26 2.6
826418BM6
1000000
PA
USD
1005630.26
0.2525624792
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.6
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SR UNSECURED 09/29 2.45
828807DF1
270000
PA
USD
265809.8
0.0667577188
Long
DBT
CORP
US
N
2
2029-09-13
Fixed
2.45
N
N
N
N
N
N
SINOPEC CAPITAL 2013 LTD
N/A
COMPANY GUAR REGS 04/23 3.125
G81877AA3
500000
PA
USD
509181.97
0.1278802616
Long
DBT
CORP
VG
Y
2
2023-04-24
Fixed
3.125
N
N
N
N
N
N
SIRIUS XM RADIO INC
54930055RWDMVXAGZK98
COMPANY GUAR 144A 07/26 5.375
82967NAW8
150000
PA
USD
159328.13
0.0400150126
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
5.375
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
COMPANY GUAR 144A 07/29 5.5
82967NBC1
80000
PA
USD
86499.2
0.0217241398
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.5
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
COMPANY GUAR 144A 02/27 4.25
832248AZ1
515000
PA
USD
529784.13
0.1330544621
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
4.25
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
549300RC6OGKQI1MHM67
SOFI 2017 D BFX 144A
78471CAC3
350000
PA
USD
367799.08
0.0923721682
Long
ABS-O
CORP
US
Y
2
2040-09-25
Fixed
3.61
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2018 B BFX 144A
83404RAC2
500000
PA
USD
529796.85
0.1330576567
Long
ABS-O
CORP
US
Y
2
2047-08-25
Fixed
3.83
N
N
N
N
N
N
SOCIEDAD QUIMICA Y MINER
TJ88LXZZW5PWIN93ZC81
SR UNSECURED REGS 01/25 4.375
P8718AAH9
200000
PA
USD
209800
0.0526909444
Long
DBT
CORP
CL
Y
2
2025-01-28
Fixed
4.375
N
N
N
N
N
N
SOPHIA L P
N/A
TERM LOAN B
83578BAJ2
199596.63
PA
USD
199953.91
0.0502181142
Long
LON
CORP
US
N
2
2022-09-30
Floating
0
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
1ST REF MORT 04/47 4
842400GG2
260000
PA
USD
273741.63
0.0687497856
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4
N
N
N
N
N
N
SPARC EM SPC PANAMA METR
N/A
SR SECURED 144A 12/22 0.00000
846502AC6
443884.73
PA
USD
426133.78
0.1070228376
Long
DBT
CORP
KY
Y
2
2022-12-05
None
0.01
N
N
N
N
N
N
SPARC EM SPC PANAMA METR
N/A
SR SECURED REGS 12/22 0.00000
G83113AC7
380472.62
PA
USD
365257.52
0.0917338593
Long
DBT
CORP
KY
Y
2
2022-12-05
None
0.01
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
COMPANY GUAR 01/28 6.625
85172FAQ2
120000
PA
USD
135456
0.0340195642
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.625
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
COMPANY GUAR 11/29 5.375
85172FAR0
55000
PA
USD
57409
0.0144181813
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
COMPANY GUAR 11/28 6.875
852060AD4
130000
PA
USD
140075
0.0351796189
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.875
N
N
N
N
N
N
SPRINT COMMUNICATIONS INC
N/A
TERM LOAN B
85208EAB6
209233.64
PA
USD
207193.61
0.0520363536
Long
LON
CORP
US
N
2
2024-02-02
Floating
0
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
COMPANY GUAR 06/24 7.125
85207UAH8
165000
PA
USD
177993.75
0.0447028541
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.125
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
SR SECURED 144A 09/29 4.738
85208NAD2
255000
PA
USD
270039.9
0.0678201018
Long
DBT
CORP
US
Y
2
2029-09-20
Fixed
4.738
N
N
N
N
N
N
SPRITE LIMITED
N/A
SPRTE 2017 1 A 144A
85208HAA1
342237.85
PA
USD
349740.94
0.0878368943
Long
ABS-O
CORP
KY
Y
2
2037-12-15
Fixed
4.25
N
N
N
N
N
N
SS C TECHNOLOGIES INC
N/A
TERM B 5 LOANS
78466DBF0
257799.35
PA
USD
259384.82
0.065144095
Long
LON
CORP
US
N
2
2025-04-16
Floating
0
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
SR SECURED 144A 04/26 7.5
855030AN2
140000
PA
USD
145250
0.0364793121
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.5
N
N
N
N
N
N
STAR ENERGY GEOTHERMAL
N/A
SR SECURED REGS 04/33 6.75
G84393AC4
552000
PA
USD
584016
0.1466747121
Long
DBT
CORP
VG
Y
2
2033-04-24
Fixed
6.75
N
N
N
N
N
N
START LTD.
N/A
STARR 2019 1 A 144A
85573LAA9
473214.3
PA
USD
479322.55
0.1203811146
Long
ABS-O
CORP
BM
Y
2
2044-03-15
Fixed
4.089
N
N
N
N
N
N
State Street Navigator Securities Lending Trust
5493005HD34MZLK62085
Prime Portfolio
638995910
1196037.5
NS
USD
1196037.5
0.3003829621
Long
STIV
RF
US
N
1
N
N
STONEWAY CAPITAL CORP
549300CV1RKODDF74O91
SR SECURED REGS 03/27 10
C86155AA3
309954.05
PA
USD
196045.94
0.0492366336
Long
DBT
CORP
CA
Y
2
2027-03-01
Fixed
10
N
N
N
N
N
N
STRU BAML 1528 A
N/A
OTHER ASSET BACKED
965QFG906
3000000
PA
USD
3000000
0.7534453445
Long
ABS-O
CORP
US
N
2
2032-01-25
Floating
2.56
N
N
N
N
N
N
STRU JPM 2411 COLL
N/A
OTHER ASSET BACKED
965PBJ906
3000000
PA
USD
2958600
0.7430477987
Long
ABS-O
CORP
US
N
2
2049-10-31
Floating
2.26
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RATE MOR
N/A
SARM 2008 1 A2
86358DAG3
1117286.5
PA
USD
1031487.95
0.2590565979
Long
ABS-O
CORP
US
N
2
2037-10-25
Floating
3.95072
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
SR UNSECURED 01/23 VAR
86562MAW0
815000
PA
USD
818781.17
0.2056356202
Long
DBT
CORP
JP
N
2
2023-01-17
Floating
2.74213
N
N
N
N
N
N
SUNCOKE ENRGY PART LP/FI
5299001QHSFGX89UHQ85
COMPANY GUAR 144A 06/25 7.5
86723CAF5
150000
PA
USD
144250.5
0.0362282892
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.5
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
COMPANY GUAR 07/26 3.9
86765BAT6
750000
PA
USD
779169.55
0.1956872233
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.9
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
54930001NJU8E40NQ561
COMPANY GUAR 02/26 5.5
86765LAL1
130000
PA
USD
134875
0.0338736469
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.5
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
54930001NJU8E40NQ561
COMPANY GUAR 04/27 6
86765LAQ0
90000
PA
USD
96075
0.0241290872
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6
N
N
N
N
N
N
SUNRUN CALLISTO ISSUER LLC
N/A
SUNRN 2019 2 A 144A
86772FAA9
750000
PA
USD
744860.25
0.1870704959
Long
ABS-O
CORP
US
Y
2
2055-02-01
Fixed
3.61
N
N
N
N
N
N
SURA ASSET MANAGEMENT
549300013ETMS1C0EA22
COMPANY GUAR REGS 04/24 4.875
N8370TAA4
200000
PA
USD
215002
0.0539974186
Long
DBT
CORP
CO
Y
2
2024-04-17
Fixed
4.875
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE
549300MJAANHLHOVTO40
SR SECURED 144A 04/25 3.375
87124VAE9
300000
PA
USD
310178.23
0.0779007811
Long
DBT
CORP
AU
Y
2
2025-04-30
Fixed
3.375
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE
549300MJAANHLHOVTO40
SR SECURED 144A 04/26 3.625
87124VAF6
300000
PA
USD
314462.39
0.0789767413
Long
DBT
CORP
AU
Y
2
2026-04-28
Fixed
3.625
N
N
N
N
N
N
SYMPHONY CLO LTD
5493004PWOYFPAFQVT02
SYMP 2015 16A DR 144A
87165VAR0
500000
PA
USD
496859.5
0.1247854924
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-15
Floating
5.05088
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SR UNSECURED 12/27 3.95
87165BAM5
500000
PA
USD
525535.59
0.1319874479
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.95
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
COMPANY GUAR REGS 04/48 5.676
N84413CN6
600000
PA
USD
625561.93
0.1571089079
Long
DBT
CORP
NL
Y
2
2048-04-24
Fixed
5.676
N
N
N
N
N
N
TAL ADVANTAGE LLC
549300DUZ8I1AWFHN784
TAL 2013 1A A 144A
87407PAA8
158333.33
PA
USD
157565.57
0.0395723484
Long
ABS-O
CORP
US
Y
2
2038-02-22
Fixed
2.83
N
N
N
N
N
N
TAL ADVANTAGE LLC
549300DUZ8I1AWFHN784
TAL 2014 1A A 144A
87407PAJ9
286666.67
PA
USD
285135.93
0.0716114463
Long
ABS-O
CORP
US
Y
2
2039-02-22
Fixed
3.51
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
6OQWTZ1SPC04IFT4T704
COMPANY GUAR 144A 03/30 5.5
87612BBP6
240000
PA
USD
246600
0.0619332073
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.5
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
5493004V5GLBY6SO5Y34
COMPANY GUAR 144A 10/27 6.5
87952VAM8
40000
PA
USD
41700
0.0104728903
Long
DBT
CORP
CA
Y
2
2027-10-15
Fixed
6.5
N
N
N
N
N
N
TELFON CELUAR DEL PARAGU
254900R8A8IKGF4THL54
SR UNSECURED 144A 04/27 5.875
87936VAB3
200000
PA
USD
213750
0.0536829808
Long
DBT
CORP
PY
Y
2
2027-04-15
Fixed
5.875
N
N
N
N
N
N
TEMPO ACQUISITION LLC
N/A
TERM LOAN B
88023HAC4
156347.38
PA
USD
157161.95
0.0394709799
Long
LON
CORP
US
N
2
2024-05-01
Floating
0
N
N
N
N
N
N
TEMPO ACQUISITION LLC/FI
549300VV0B2RPMHQGA61
SR UNSECURED 144A 06/25 6.75
88023JAA4
205000
PA
USD
211662.5
0.0531587084
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
6.75
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
COMPANY GUAR 06/26 5.5
88023UAG6
238000
PA
USD
250792.5
0.0629861472
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.5
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
SR SECURED 144A 11/27 5.125
88033GDA5
155000
PA
USD
163718.75
0.04111771
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
5.125
N
N
N
N
N
N
TERVITA CORP
N/A
SECURED 144A 12/21 7.625
88158UAA6
260000
PA
USD
261625
0.0657067127
Long
DBT
CORP
CA
Y
2
2021-12-01
Fixed
7.625
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS LI
549300X48KLHDDGPK024
TMCL 2019 1A A 144A
88315LAC2
473333.33
PA
USD
477773.39
0.1199920455
Long
ABS-O
CORP
BM
Y
2
2044-04-20
Fixed
3.96
N
N
N
N
N
N
THACHER PARK CLO
549300XMM86G232BM362
THRPK 2014 1A D1R 144A
88322UAP4
1000000
PA
USD
1000560
0.2512890913
Long
ABS-CBDO
CORP
KY
Y
2
2026-10-20
Floating
5.36588
N
N
N
N
N
N
THUNDERBOLT AIRCRAFT LEASE LIM
N/A
TBOLT 2018 A A 144A
886065AA9
455357.14
PA
USD
461745.44
0.1159666507
Long
ABS-O
CORP
KY
Y
2
2038-09-15
Fixed
4.147
N
N
N
N
N
N
THUNDERBOLT AIRCRAFT LEASE LIM
N/A
TBOLT 2017 A A 144A
88606WAA0
963799.91
PA
USD
983470.97
0.2469972079
Long
ABS-O
CORP
KY
Y
2
2032-05-17
Fixed
4.212
N
N
N
N
N
N
TRANS UNION LLC
N/A
2019 TERM LOAN B5
89334GAX2
192250.19
PA
USD
192905.76
0.0484479823
Long
LON
CORP
US
N
2
2026-11-16
Floating
0
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
COMPANY GUAR 06/26 6.375
893647BB2
60000
PA
USD
63636.6
0.0159822333
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.375
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
SR SECURED 144A 03/26 6.25
893647BE6
150000
PA
USD
162391.5
0.0407843732
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25
N
N
N
N
N
N
TRAVELPORT LLC
N/A
TERM LOAN
L9308UAQ3
34912.5
PA
USD
32538.45
0.0081719812
Long
LON
CORP
LU
N
2
2026-05-29
Floating
0
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
11/20 0.00000
912796TP4
140000
PA
USD
138195.75
0.0347076482
Long
DBT
UST
US
N
2
2020-11-05
None
1.535
N
N
N
N
N
N
TRIP RAIL MASTER FUNDING LLC
5493004VSVYOZVEYVJ29
TRMF 2017 1A A1 144A
89690EAF4
259797.69
PA
USD
259838.3
0.0652579858
Long
ABS-O
CORP
US
Y
2
2047-08-15
Fixed
2.709
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC
N/A
TCF 2018 1A A 144A
89679HAJ4
412500
PA
USD
412184.56
0.1035195126
Long
ABS-O
CORP
US
Y
2
2043-03-20
Fixed
3.95
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
01/29 0.875
9128285W6
2007646.7
PA
USD
2131914.17
0.5354269354
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.875
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
10/24 0.125
912828YL8
5155265.8
PA
USD
5184938.99
1.3021893811
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.125
N
N
N
N
N
N
U S COATINGS ACQUISITION INC
N/A
TERM LOAN B 2
90347BAH1
317242.92
PA
USD
317683.89
0.079785816
Long
LON
CORP
NL
N
2
2024-06-01
Floating
0
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
COMPANY GUAR 144A 09/27 7.5
90353TAE0
90000
PA
USD
92334.6
0.0231896915
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
7.5
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
COMPANY GUAR 144A 11/27 5.5
893647BJ5
100000
PA
USD
101123
0.0253968845
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
5.5
N
N
N
N
N
N
UBER TECHNOLOGIES INC
N/A
TERM LOAN
90351JAD6
59848.1
PA
USD
59676.93
0.0149877684
Long
LON
CORP
US
N
2
2025-04-04
Floating
0
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST
N/A
UBSCM 2017 C6 B
90276UBD2
340000
PA
USD
359393.94
0.0902612303
Long
ABS-O
CORP
US
N
2
2050-12-15
Floating
4.1539
N
N
N
N
N
N
TRANSDIGM INC
N/A
2018 NEW TRANCHE F TERM LOAN
89364MBP8
171737.92
PA
USD
172203.33
0.0432485991
Long
LON
CORP
US
N
2
2023-06-09
Floating
0
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST
N/A
UBSCM 2017 C7 C
90276WAX5
510000
PA
USD
538436.48
0.1352274864
Long
ABS-O
CORP
US
N
2
2050-12-15
Floating
4.5852
N
N
N
N
N
N
TRANSELEC SA
549300DPF7MAL5F6CR86
SR UNSECURED REGS 01/29 3.875
P9339SAS3
250000
PA
USD
255940
0.0642789338
Long
DBT
CORP
CL
Y
2
2029-01-12
Fixed
3.875
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
SR SECURED 144A 01/24 5.875
893800AA0
75650
PA
USD
77352.13
0.0194268674
Long
DBT
CORP
KY
Y
2
2024-01-15
Fixed
5.875
N
N
N
N
N
N
UFC HOLDINGS, LLC
N/A
TERM LOAN
90266UAF0
199292.23
PA
USD
200454.1
0.0503437361
Long
LON
CORP
US
N
2
2026-04-29
Floating
0
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
COMPANY GUAR 144A 11/25 7.25
893830BK4
75000
PA
USD
73500
0.0184594109
Long
DBT
CORP
KY
Y
2
2025-11-01
Fixed
7.25
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
549300Q8BJV09BCW5L42
JR SUBORDINA REGS 12/99 VAR
P94461AD5
600000
PA
USD
551256
0.1384470889
Long
DBT
CORP
MX
Y
2
2099-12-31
Fixed
8.875
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
JR SUBORDINA REGS 12/99 VAR
BYWHFWII8
500000
PA
USD
508653.08
0.1277474317
Long
DBT
CORP
SG
N
2
2099-12-31
Fixed
3.875
N
N
N
N
N
N
UNION BK OF PHILIPPINES
549300J97JXR3URQK322
SR UNSECURED REGS 11/22 3.369
ACI0Z2887
400000
PA
USD
409488.73
0.1028424591
Long
DBT
CORP
PH
Y
2
2022-11-29
Fixed
3.369
N
N
N
N
N
N
TRANSOCEAN POSEIDON LTD
N/A
SR SECURED 144A 02/27 6.875
89383JAA6
150000
PA
USD
159000
0.0399326033
Long
DBT
CORP
KY
Y
2
2027-02-01
Fixed
6.875
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
SR UNSECURED 03/27 4.15
91087BAC4
343000
PA
USD
367524.5
0.0923032078
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
4.15
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
02/23 2.625
9128284A5
4610000
PA
USD
4752765.71
1.1936497325
Long
DBT
UST
US
N
2
2023-02-28
Fixed
2.625
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
COMPANY GUAR 01/30 5.25
911365BL7
60000
PA
USD
64578
0.0162186645
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
SR UNSECURED 01/28 3.75
91087BAE0
535000
PA
USD
555865
0.1396046321
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
04/23 2.75
9128284L1
4900000
PA
USD
5077612.26
1.2752344394
Long
DBT
UST
US
N
2
2023-04-30
Fixed
2.75
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
SR UNSECURED 144A 08/26 9.75
92535WAA8
237000
PA
USD
259218.75
0.0651023868
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
9.75
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
COMPANY GUAR 12/26 6.5
911365BK9
190000
PA
USD
208821.88
0.0524452911
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
6.5
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
03/23 2.5
9128284D9
5000000
PA
USD
5138646
1.2905629685
Long
DBT
UST
US
N
2
2023-03-31
Fixed
2.5
N
N
N
N
N
N
VERTAFORE INC
N/A
FIRST LIEN
92531SAZ6
104735.52
PA
USD
103402.24
0.0259693121
Long
LON
CORP
US
N
2
2025-07-02
Floating
0
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
11/27 2.25
9128283F5
5160000
PA
USD
5307385.08
1.3329415266
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25
N
N
N
N
N
N
UPL CORP LTD
213800AQLATW4WEEH674
SR UNSECURED REGS 10/21 3.25
V96177AA4
200000
PA
USD
200708
0.0504075027
Long
DBT
CORP
MU
Y
2
2021-10-13
Fixed
3.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
09/24 2.125
9128282Y5
5250000
PA
USD
5354733.83
1.3448330917
Long
DBT
UST
US
N
2
2024-09-30
Fixed
2.125
N
N
N
N
N
N
VICI PPTYS 1 LLC
N/A
TERM LOAN
92565EAB9
205923.38
PA
USD
206773.84
0.051930929
Long
LON
CORP
US
N
2
2024-12-20
Floating
0
N
N
N
N
N
N
US FOODS INC
N/A
2019 TERM LOAN B
90351HAD0
199500
PA
USD
200186.28
0.0502764736
Long
LON
CORP
US
N
2
2026-09-13
Floating
0
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
08/27 2.25
9128282R0
5790000
PA
USD
5954778.77
1.4955334472
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
COMPANY GUAR 144A 09/27 5.875
92676XAD9
195000
PA
USD
208406.25
0.0523409063
Long
DBT
CORP
BM
Y
2
2027-09-15
Fixed
5.875
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
10/24 2.25
9128283D0
5790000
PA
USD
5941083.1
1.4920938009
Long
DBT
UST
US
N
2
2024-10-31
Fixed
2.25
N
N
N
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
TERM LOAN N
G9368PBC7
100000
PA
USD
100563
0.0252562414
Long
LON
CORP
US
N
2
2028-01-31
Floating
0
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
11/42 2.75
912810QY7
420000
PA
USD
449162.95
0.1128065779
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
05/27 2.375
912828X88
5990000
PA
USD
6212948.4
1.5603723491
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.375
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
TERM LOAN B
88233FAK6
207130.8
PA
USD
208259.66
0.0523040904
Long
LON
CORP
US
N
2
2025-12-31
Floating
0
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
COMPANY GUAR 144A 11/23 4.25
928668AR3
700000
PA
USD
745992.27
0.1873548009
Long
DBT
CORP
US
Y
2
2023-11-13
Fixed
4.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
11/47 2.75
912810RZ3
7260000
PA
USD
7805019.82
1.9602186156
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
01/26 2.625
9128286A3
605000
PA
USD
634558.24
0.1593683172
Long
DBT
UST
US
N
2
2026-01-31
Fixed
2.625
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
SR SECURED 144A 01/24 6.875
918370AB3
200000
PA
USD
204500
0.0513598576
Long
DBT
CORP
NL
Y
2
2024-01-15
Fixed
6.875
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
11/21 1.75
912828U65
8120000
PA
USD
8144734.33
2.0455373876
Long
DBT
UST
US
N
2
2021-11-30
Fixed
1.75
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
11/43 3.75
912810RD2
2630000
PA
USD
3295368.7
0.8276267351
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
COMPANY GUAR 09/27 6.875
91740PAF5
245000
PA
USD
255192
0.0640910748
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.875
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
SR SECURED REGS 01/24 6.875
N9417JAB7
200000
PA
USD
204500
0.0513598576
Long
DBT
CORP
NL
Y
2
2024-01-15
Fixed
6.875
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
08/43 3.625
912810RC4
2670000
PA
USD
3281334.41
0.8241020449
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.625
N
N
N
N
N
N
VANTAGE DATA CENTERS ISSUER, L
N/A
VDC 2018 1A A2 144A
92211MAC7
736250
PA
USD
759223.21
0.190677731
Long
ABS-O
CORP
US
Y
2
2043-02-16
Fixed
4.072
N
N
N
N
N
N
WASHINGTON MUTUAL MORTGAGE PAS
N/A
WMALT 2006 4 3A5
939344AQ0
1138807.14
PA
USD
1003521.07
0.2520327594
Long
ABS-O
CORP
US
N
2
2036-05-25
Floating
6.35
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
02/25 2.75
9128283Z1
2700000
PA
USD
2839479.03
0.7131307519
Long
DBT
UST
US
N
2
2025-02-28
Fixed
2.75
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
COMPANY GUAR 144A 04/26 9.25
92243XAA9
200000
PA
USD
198600
0.0498780818
Long
DBT
CORP
GB
Y
2
2026-04-23
Fixed
9.25
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
COMPANY GUAR 07/39 4
94106LBJ7
455000
PA
USD
509828.13
0.1280425437
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
4
N
N
N
N
N
N
WELLCARE HEALTH PLANS
529900JCT1MMTWHZ5P23
SR UNSECURED 144A 08/26 5.375
94946TAD8
155000
PA
USD
165075
0.0414583301
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.375
N
N
N
N
N
N
VEDANTA RESOURCES LTD
2138007MYEKPEAZQTW83
SR UNSECURED REGS 08/24 6.125
G9328DAP5
800000
PA
USD
728376.88
0.1829307231
Long
DBT
CORP
GB
Y
2
2024-08-09
Fixed
6.125
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
05/29 2.375
9128286T2
2750000
PA
USD
2860377.03
0.7183792522
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.375
N
N
N
N
N
N
WELLS FARGO + COMPANY
PBLD0EJDB5FWOLXP3B76
SR UNSECURED 06/27 VAR
95000U2F9
245000
PA
USD
254227.68
0.0638488873
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.196
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
SR UNSECURED 01/36 4.272
92343VCV4
175000
PA
USD
198196.78
0.0497768137
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.272
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
01/22 2.5
9128285V8
2760000
PA
USD
2810146.99
0.7057640556
Long
DBT
UST
US
N
2
2022-01-15
Fixed
2.5
N
N
N
N
N
N
WELLS FARGO + COMPANY
PBLD0EJDB5FWOLXP3B76
SR UNSECURED 10/30 VAR
95000U2G7
265000
PA
USD
266841.95
0.0670169416
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.879
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
SR UNSECURED 11/34 4.4
92343VCQ5
485000
PA
USD
562239.39
0.1412055503
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.4
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
549300PX4QZK7CUM8D08
WFCM 2014 LC16 D 144A
94988XAC0
169000
PA
USD
131554.72
0.0330397638
Long
ABS-O
CORP
US
Y
2
2050-08-15
Fixed
3.938
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WFCM 2019 C50 B
95001XBD7
409000
PA
USD
438518.92
0.1101333462
Long
ABS-O
CORP
US
N
2
2052-05-15
Fixed
4.192
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
05/23 1.625
912828R69
3020000
PA
USD
3020395.02
0.7585675221
Long
DBT
UST
US
N
2
2023-05-31
Fixed
1.625
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WFCM 2018 C46 C
95001QAZ4
270000
PA
USD
294541.65
0.0739736783
Long
ABS-O
CORP
US
N
2
2051-08-15
Floating
4.97905
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WFCM 2019 C50 C
95001XBE5
409000
PA
USD
435152.32
0.1092878299
Long
ABS-O
CORP
US
N
2
2052-05-15
Floating
4.345
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
02/43 3.125
912810QZ4
3280000
PA
USD
3726802.91
0.9359807674
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.125
N
N
N
N
N
N
WIND RIVER CLO LTD
N/A
WINDR 2017 1A D 144A
88432MAG9
1000000
PA
USD
1000019
0.25115322
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-18
Floating
5.75325
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
549300RD723OFH36TP29
WFCM 2015 NXS4 C
94989XBJ3
421000
PA
USD
449375.15
0.1128598716
Long
ABS-O
CORP
US
N
2
2048-12-15
Floating
4.59704
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WFCM 2015 C31 C
94989WAZ0
468000
PA
USD
495892
0.1245425063
Long
ABS-O
CORP
US
N
2
2048-11-15
Floating
4.60733
N
N
N
N
N
N
WP CPP HLDGS LLC
N/A
TERM LOAN B 1
92937JAM5
100000
PA
USD
99125
0.0248950899
Long
LON
CORP
US
N
2
2025-04-30
Floating
0
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
10/21 2.875
9128285F3
4500000
PA
USD
4600896.3
1.1555079659
Long
DBT
UST
US
N
2
2021-10-15
Fixed
2.875
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
COMPANY GUAR 03/25 3.75
96145DAF2
530000
PA
USD
559078.9
0.1404117981
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WFCM 2019 C51 AS
95001VAX8
500000
PA
USD
523727.65
0.1315333866
Long
ABS-O
CORP
US
N
2
2052-06-15
Fixed
3.584
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
09/25 3
9128285C0
4560000
PA
USD
4870249.18
1.2231555237
Long
DBT
UST
US
N
2
2025-09-30
Fixed
3
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WFCM 2019 C51 B
95001VAY6
500000
PA
USD
526545.7
0.1322411354
Long
ABS-O
CORP
US
N
2
2052-06-15
Floating
3.836
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
SR UNSECURED 06/25 3.3
98389BAR1
1000000
PA
USD
1044361.63
0.2622898027
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.3
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
SR UNSECURED REGS 07/27 6.95
P989MJBL4
250000
PA
USD
222500
0.0558805297
Long
DBT
CORP
AR
Y
2
2027-07-21
Fixed
6.95
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WFCM 2015 P2 XA
95000AAX5
5364514.34
PA
USD
218042.83
0.0547611184
Long
ABS-O
CORP
US
N
2
2048-12-15
Floating
0.98667
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WFCM 2015 C31 XA
94989WAV9
6410830.72
PA
USD
311200.96
0.0781576382
Long
ABS-O
CORP
US
N
2
2048-11-15
Floating
1.01755
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WFCM 2015 NXS2 XA
94989MAH2
10756742.63
PA
USD
322757.14
0.0810599548
Long
ABS-O
CORP
US
N
2
2058-07-15
Floating
0.71141
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
SR UNSECURED 09/23 3.95
95040QAE4
460000
PA
USD
485529.11
0.1219398825
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.95
N
N
N
N
N
N
WEST STREET MERGER SUB
549300GCZVUYB6P2OA17
SR UNSECURED 144A 09/25 6.375
95616AAA1
60000
PA
USD
59850
0.0150312346
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
6.375
N
N
N
N
N
N
WESTCOTT PARK CLO LTD
549300SXZQ1LGMMQ5793
WSTCT 2016 1A DR 144A
95753TAL9
500000
PA
USD
498393.5
0.1251707541
Long
ABS-CBDO
CORP
KY
Y
2
2028-07-20
Floating
5.21588
N
N
N
N
N
N
WESTJET AIRLINES LTD
N/A
TERM LOAN B
C4927UAB8
95000
PA
USD
95763.8
0.0240509298
Long
LON
CORP
CA
N
2
2026-12-11
Floating
0
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
SR UNSECURED 05/23 VAR
961214EA7
535000
PA
USD
538565.7
0.1352599398
Long
DBT
CORP
AU
N
2
2023-05-15
Floating
2.62988
N
N
N
N
N
N
WILLIS ENGINE SECURITIZATION T
N/A
WESTF 2018 A A 144A
97064EAA6
845615.48
PA
USD
883145.76
0.2218006871
Long
ABS-O
CORP
US
Y
2
2043-09-15
Fixed
4.75
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
COMPANY GUAR 09/28 4.5
970648AG6
475000
PA
USD
523819.64
0.1315564897
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.5
N
N
N
N
N
N
2020-02-24
MML Series Investment Fund II
/s/ Renee Hitchcock
Renee Hitchcock
Treasurer and CFO