0001398344-20-016942.txt : 20200824
0001398344-20-016942.hdr.sgml : 20200824
20200824153937
ACCESSION NUMBER: 0001398344-20-016942
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200824
PERIOD START: 20201231
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: 201127709
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
S000003834
MML Managed Bond Fund
C000010690
Initial Class
C000067855
Service Class
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001317146
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S000003834
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MML Series Investment Fund II
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ENFIELD
06082-1981
8605621000
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2020-06-30
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Chicago Mercantile Exchange Inc.
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Chicago Mercantile Exchange Inc.
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Chicago Mercantile Exchange Inc.
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Chicago Mercantile Exchange Inc.
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Short
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Prin $1 mil
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-2991600
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Chicago Mercantile Exchange Inc.
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2020-09-14
-2493375
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-55408.2
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Chicago Mercantile Exchange Inc.
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Short
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2021-09-13
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Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
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90 Day Eurodollar Time Deposit
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2022-09-19
-3492300
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-80021.48
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AASET 2018 2 TRUST
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USD
1333692.33
0.1307109688
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2038-11-18
Fixed
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0.1490713631
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2039-05-15
Fixed
3.844
N
N
N
N
N
N
ABBVIE INC
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00287YAS8
1260000
PA
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1583827.42
0.1552259181
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2
2045-05-14
Fixed
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ABBVIE INC
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00287YBR9
1045000
PA
USD
1222085.59
0.119772745
Long
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CORP
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2
2039-11-21
Fixed
4.05
N
N
N
N
N
N
ACCESS GROUP INC
N/A
ACCSS 2004 A A3
00432CBH3
550000
PA
USD
542085.18
0.0531280547
Long
ABS-O
CORP
US
N
2
2039-07-01
Floating
1.699
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
ADMSO 2018 1 A 144A
006346AS9
1932471.5
PA
USD
1964503.57
0.1925347841
Long
ABS-O
CORP
US
Y
2
2048-11-15
Fixed
4.81
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
549300TI38531ODB1G63
COMPANY GUAR 07/25 6.5
00774MAN5
645000
PA
USD
676285.66
0.0662806194
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.5
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
549300TI38531ODB1G63
COMPANY GUAR 09/23 4.5
00774MAP0
1370000
PA
USD
1370160.55
0.1342851037
Long
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IE
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2
2023-09-15
Fixed
4.5
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N
N
N
AIMCO
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AIMCO 2019 10A C 144A
00901AAE7
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USD
1901230
0.1863335415
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-22
Floating
3.54763
N
N
N
N
N
N
AIRCASTLE LTD
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00928QAP6
1750000
PA
USD
1705066.48
0.1671081751
Long
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2
2023-04-01
Fixed
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N
N
N
N
N
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AIRCASTLE LTD
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00928QAR2
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PA
USD
3002421.49
0.294257838
Long
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CORP
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2
2023-09-25
Fixed
4.4
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
COMPANY GUAR 12/29 2.75
015271AT6
845000
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USD
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0.0883439434
Long
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CORP
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2
2029-12-15
Fixed
2.75
N
N
N
N
N
N
ALLEGRO CLO LTD
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ALLEG 2019 1A C 144A
01750FAE6
2200000
PA
USD
2132341.2
0.2089840196
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-20
Floating
3.88525
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
PREFERRED STOCK 01/53 VAR
020002309
95000
NS
USD
2419650
0.2371422467
Long
EP
CORP
US
N
1
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
SUBORDINATED 08/53 VAR
020002BB6
4260000
PA
USD
4400750.4
0.4313036336
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75
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N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
SR UNSECURED 08/47 4.05
023135BJ4
1025000
PA
USD
1333409.96
0.1306832946
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05
N
N
N
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
COMPANY GUAR 04/26 3.625
02343UAG0
3105000
PA
USD
3404432.1
0.3336576269
Long
DBT
CORP
US
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2
2026-04-28
Fixed
3.625
N
N
N
N
N
N
AMER AIRLN 14 1 B PTT
IWUQB36BXD6OWD6X4T14
PASS THRU CE 04/24 4.375
02376XAA7
140131.7
PA
USD
100744.31
0.0098736313
Long
ABS-O
CORP
US
N
2
2024-04-01
Fixed
4.375
N
N
N
N
N
N
AMERICAN ELEC PWR INC
1B4S6S7G0TW5EE83BO58
SHORT TERMS
0255E2HB9
2000000
PA
USD
1999104
0.1959258628
Long
STIV
CORP
US
N
2
2020-08-11
None
0
N
N
N
N
N
N
AMERICAN HONDA FINAN
B6Q2VFHD1797Q7NZ3E43
SHORT TERMS
02665JGM6
3000000
PA
USD
2999583.51
0.2939796966
Long
STIV
CORP
US
N
2
2020-07-21
None
0
N
N
N
N
N
N
AMERICAN HONDA FINAN
B6Q2VFHD1797Q7NZ3E43
SHORT TERMS
02665JHD5
5000000
PA
USD
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0.4897604789
Long
STIV
CORP
US
N
2
2020-08-13
None
0
N
N
N
N
N
N
AMERICAN HONDA FINAN
B6Q2VFHD1797Q7NZ3E43
SHORT TERMS
02665JHM5
3000000
PA
USD
2997824.67
0.2938073182
Long
STIV
CORP
US
N
2
2020-08-21
None
0
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
SR UNSECURED 07/44 4.5
026874DA2
725000
PA
USD
844608.4
0.082777399
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.5
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
SR UNSECURED 04/28 4.2
026874DK0
1025000
PA
USD
1160849.39
0.1137711787
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.2
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
SR UNSECURED 04/48 4.75
026874DL8
505000
PA
USD
608887.25
0.0596751144
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.75
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
JR SUBORDINA 04/48 VAR
026874DM6
2860000
PA
USD
2951784.75
0.2892950912
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
SR UNSECURED 06/30 3.4
026874DR5
745000
PA
USD
805466.14
0.0789411899
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.4
N
N
N
N
N
N
AMERICAN TOWER TRUST I
5493004YGM0MQZJOEJ36
ASSET BACKED 144A 03/48 3.652
03027WAK8
1910000
PA
USD
2062072.67
0.2020972231
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
3.652
N
N
N
N
N
N
AMTRUST FINANCIAL SERVIC
549300SNNS1GRWBTGA28
SR UNSECURED 08/23 6.125
032359AE1
3370000
PA
USD
3126820.73
0.3064498142
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
6.125
N
N
N
N
N
N
ANCHORAGE CAPITAL CLO LTD
N/A
ANCHC 2020 15A A 144A
03329FAA2
1500000
PA
USD
1500000
0.1470102577
Long
LON
CORP
KY
N
2
2031-07-20
Floating
1
N
N
N
N
N
N
ANHEUSER BUSCH CO/INBEV
5493002J2SVENP0PVK27
COMPANY GUAR 02/46 4.9
03522AAJ9
3475000
PA
USD
4252306.56
0.4167551222
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.9
N
N
N
N
N
N
ANTARES HOLDINGS
N/A
SR UNSECURED 144A 08/23 6
03666HAA9
2945000
PA
USD
2824817.82
0.2768514638
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
6
N
N
N
N
N
N
ANTARES HOLDINGS
N/A
SR UNSECURED 144A 05/25 8.5
03666HAB7
720000
PA
USD
718985.19
0.0704654654
Long
DBT
CORP
US
Y
2
2025-05-18
Fixed
8.5
N
N
N
N
N
N
APOLLO AVIATION SECURITIZATION
N/A
AASET 2020 1A A 144A
00255UAA3
1549239.78
PA
USD
1364303.31
0.1337110541
Long
ABS-O
CORP
US
Y
2
2040-01-16
Fixed
3.351
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
COMPANY GUAR 144A 01/50 VAR
03765HAE1
805000
PA
USD
723973.03
0.0709543078
Long
DBT
CORP
US
Y
2
2050-01-14
Fixed
4.95
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
SR UNSECURED 03/49 4.5
037735CX3
1250000
PA
USD
1550243.54
0.1519344682
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.5
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
SR UNSECURED 05/30 1.65
037833DU1
1120000
PA
USD
1144799.04
0.1121981346
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
1.65
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
SR UNSECURED 05/50 2.65
037833DW7
700000
PA
USD
733230.88
0.0718616404
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65
N
N
N
N
N
N
ARBYS FUNDING LLC
N/A
ARBYS 2015 1A A2 144A
038779AA2
1814500
PA
USD
1839959.07
0.1803285714
Long
ABS-O
CORP
US
Y
2
2045-10-30
Fixed
4.969
N
N
N
N
N
N
ARCH CAPITAL GRP US INC
549300B4QKQFLY1XST28
COMPANY GUAR 11/43 5.144
03938JAA7
540000
PA
USD
677145.48
0.0663648877
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
5.144
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
SR UNSECURED 02/23 3.5
04010LAU7
2600000
PA
USD
2613291.49
0.256120437
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
3.5
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
SR UNSECURED 06/24 4.2
04010LAX1
1450000
PA
USD
1484701.15
0.1455108658
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
4.2
N
N
N
N
N
N
ARES FINANCE CO LLC
N/A
COMPANY GUAR 144A 10/24 4
04015CAA6
2080000
PA
USD
2207095.78
0.2163104796
Long
DBT
CORP
US
Y
2
2024-10-08
Fixed
4
N
N
N
N
N
N
ASSOC BANC CORP
549300N3CIN473IW5094
SUBORDINATED 01/25 4.25
045487AB1
2411000
PA
USD
2528372.4
0.2477977854
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.25
N
N
N
N
N
N
ASSURANT CLO III, LTD
635400CQOZFHCREPDQ50
ASRNT 2018 2A C 144A
04624WAG2
820000
PA
USD
770845.92
0.0755481716
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-20
Floating
3.38525
N
N
N
N
N
N
AT+T INC
549300Z40J86GGSTL398
SR UNSECURED 05/46 4.75
00206RCQ3
2830000
PA
USD
3392717.51
0.332509517
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75
N
N
N
N
N
N
AT+T INC
549300Z40J86GGSTL398
SR UNSECURED 03/37 5.25
00206RDR0
1298000
PA
USD
1604912.57
0.157292407
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.25
N
N
N
N
N
N
AT+T INC
549300Z40J86GGSTL398
SR UNSECURED 03/41 6.25
00206RJF0
210000
PA
USD
287944.55
0.028220535
Long
DBT
CORP
US
N
2
2041-03-29
Fixed
6.25
N
N
N
N
N
N
AT+T INC
549300Z40J86GGSTL398
SR UNSECURED 06/27 2.3
00206RJX1
910000
PA
USD
942096.1
0.0923318603
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.3
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
SECURED 144A 01/25 2.5
04685A2L4
2780000
PA
USD
2775614.86
0.2720292373
Long
DBT
CORP
US
Y
2
2025-01-14
Fixed
2.5
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
SR UNSECURED 01/28 4.125
04686JAA9
6228000
PA
USD
6424949.23
0.6296889614
Long
DBT
CORP
BM
N
2
2028-01-12
Fixed
4.125
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
SR UNSECURED 04/30 6.15
04686JAB7
200000
PA
USD
230208.56
0.0225620132
Long
DBT
CORP
BM
N
2
2030-04-03
Fixed
6.15
N
N
N
N
N
N
ATRIUM CDO CORP
N/A
ATRM 15A B 144A
04965FAG6
1190000
PA
USD
1144342.08
0.1121533494
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-23
Floating
2.793
N
N
N
N
N
N
AUTORIDAD CANAL DE PANAM
549300W1ISP1PW2J2P64
SR UNSECURED 144A 07/35 4.95
05330GAA2
1050000
PA
USD
1197010.5
0.1173152147
Long
DBT
NUSS
PA
Y
2
2035-07-29
Fixed
4.95
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
SR UNSECURED 06/29 3.8
05351WAB9
1675000
PA
USD
1939120.67
0.1900470863
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.8
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
SHORT TERMS
05353AG86
10000000
PA
USD
9999400
0.9800095807
Long
STIV
CORP
US
N
2
2020-07-08
None
0
N
N
N
N
N
N
AVENTURA MALL TRUST
N/A
AVMT 2018 AVM C 144A
05359AAG8
4270000
PA
USD
4006592.67
0.3926734806
Long
ABS-O
CORP
US
Y
2
2040-07-05
Floating
4.249397
N
N
N
N
N
N
AVERY POINT CLO LTD
549300ZZJXJNKXU40667
AVERY 2015 7A DR 144A
05364CBC5
1000000
PA
USD
928864
0.091035024
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-15
Floating
4.81888
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
IHXLB8SL0QWSSG2VG640
AESOP 2019 1A C 144A
05377RDJ0
1271000
PA
USD
1195076.18
0.1171256381
Long
ABS-O
CORP
US
Y
2
2023-03-20
Fixed
4.53
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
COMPANY GUAR 144A 02/27 3.25
05401AAJ0
1365000
PA
USD
1102545.94
0.1080570419
Long
DBT
CORP
KY
Y
2
2027-02-15
Fixed
3.25
N
N
N
N
N
N
AXIS SPECIALTY FINAN PLC
N/A
COMPANY GUAR 12/27 4
05464HAC4
2500000
PA
USD
2629619.63
0.2577207063
Long
DBT
CORP
GB
N
2
2027-12-06
Fixed
4
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
COMPANY GUAR 07/29 3.9
05463HAB7
1110000
PA
USD
1186883.35
0.1163226848
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.9
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
COMPANY GUAR 01/40 VAR
05463HAC5
1315000
PA
USD
1232812.5
0.1208240556
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.9
N
N
N
N
N
N
BACARDI LTD
549300R32WTQNHNN5055
COMPANY GUAR 144A 05/38 5.15
067316AG4
450000
PA
USD
527935.8
0.0517413187
Long
DBT
CORP
BM
Y
2
2038-05-15
Fixed
5.15
N
N
N
N
N
N
BALLYROCK LTD
N/A
BALLY 2019 2A C 144A
05875MAJ1
400000
PA
USD
391308.8
0.0383509384
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-20
Floating
4.47663
N
N
N
N
N
N
BANC OF AMERICA MERRILL LYNCH
N/A
BAMLL 2018 DSNY C 144A
054967AJ3
670000
PA
USD
560305.59
0.0549137795
Long
ABS-O
CORP
US
Y
2
2034-09-15
Floating
1.53475
N
N
N
N
N
N
BANC OF AMERICA MORTGAGE SECUR
549300IE5TDZLY0T0V30
BOAMS 2004 G 2A7
05949ALH1
19041.9
PA
USD
18498.7
0.0018129991
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
4.492679
N
N
N
N
N
N
BANK
N/A
BANK 2019 BN17 B
065403BG1
441000
PA
USD
474276.27
0.0464823178
Long
ABS-O
CORP
US
N
2
2052-04-15
Floating
4.128
N
N
N
N
N
N
BANK
N/A
BANK 2019 BN16 AS
065405AF9
665833
PA
USD
766310.86
0.0751037047
Long
ABS-O
CORP
US
N
2
2052-02-15
Floating
4.267
N
N
N
N
N
N
BANK
N/A
BANK 2019 BN16 B
065405AG7
547420
PA
USD
571976.39
0.0560575977
Long
ABS-O
CORP
US
N
2
2052-02-15
Floating
4.438
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SUBORDINATED 11/27 4.183
06051GGC7
1090000
PA
USD
1247459.03
0.1222595157
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.183
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SR UNSECURED 04/38 VAR
06051GGM5
1150000
PA
USD
1397442.69
0.13695894
Long
DBT
CORP
US
N
2
2038-04-24
Fixed
4.244
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SR UNSECURED 07/29 VAR
06051GHM4
475000
PA
USD
560246.28
0.0549079667
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.271
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SR UNSECURED 04/27 VAR
06051GHT9
725000
PA
USD
809158.78
0.0793030939
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.559
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SR UNSECURED 04/31 VAR
06051GJB6
1255000
PA
USD
1327972.72
0.1301504079
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.592
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SUBORDINATED 01/37 6.11
59022CAJ2
1550000
PA
USD
2182282.17
0.2138785761
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SUBORDINATED 05/38 7.75
59023VAA8
400000
PA
USD
653927.31
0.0640893482
Long
DBT
CORP
US
N
2
2038-05-14
Fixed
7.75
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
SUBORDINATED 12/25 4.5
064159HB5
795000
PA
USD
903283.33
0.0885279434
Long
DBT
CORP
CA
N
2
2025-12-16
Fixed
4.5
N
N
N
N
Y
Bank of Nova Scotia
Bank of Nova Scotia COM
USD
XXXX
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
JR SUBORDINA 12/99 VAR
064159KJ4
3575000
PA
USD
3371618.25
0.3304416452
Long
DBT
CORP
CA
N
2
2099-12-31
Fixed
4.65
N
N
N
N
Y
Bank of Nova Scotia
Bank of Nova Scotia COM
CAD
XXXX
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SUBORDINATED 144A 06/21 10.179
06739FFU0
3351000
PA
USD
3623754.24
0.3551526965
Long
DBT
CORP
GB
Y
2
2021-06-12
Fixed
10.179
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS 2018 CHRS B 144A
05491VAE6
2250000
PA
USD
1907325
0.1869308932
Long
ABS-O
CORP
US
Y
2
2038-08-05
Floating
4.408717
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS 2018 CHRS C 144A
05491VAG1
1610000
PA
USD
1239372.37
0.1214669677
Long
ABS-O
CORP
US
Y
2
2038-08-05
Floating
4.408717
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS 2018 CHRS D 144A
05491VAJ5
1370000
PA
USD
961609.85
0.0942443412
Long
ABS-O
CORP
US
Y
2
2038-08-05
Floating
4.408717
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS 2020 C7 AS
05492VAJ4
1326000
PA
USD
1373273.49
0.1345901931
Long
ABS-O
CORP
US
N
2
2053-04-15
Floating
2.444
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
SR UNSECURED 01/28 4.337
06738EAU9
1720000
PA
USD
1909493.36
0.1871434073
Long
DBT
CORP
GB
N
2
2028-01-10
Fixed
4.337
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
SR UNSECURED 05/24 VAR
06738EBC8
2085000
PA
USD
2065933.43
0.202475604
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
1.76563
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
COMPANY GUAR 09/49 4.758
05526DBK0
540000
PA
USD
599616.84
0.0587665508
Long
DBT
CORP
US
N
2
2049-09-06
Fixed
4.758
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
COMPANY GUAR 04/27 4.7
05526DBP9
1050000
PA
USD
1200085.11
0.1176165475
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.7
N
N
N
N
N
N
BAYER CORP
54930050NR9YMICYZM28
SHORT TERMS
07273LH35
10000000
PA
USD
9996779.4
0.9797527439
Long
STIV
CORP
US
N
2
2020-08-03
None
0
N
N
N
N
N
N
BEAR STEARNS COMMERCIAL MORTGA
N/A
BSCMS 2007 T26 AM
07388VAG3
364527.58
PA
USD
360774.7
0.0353583877
Long
ABS-O
CORP
US
N
2
2045-01-12
Floating
5.513
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
BMARK 2019 B9 A4
08160JAD9
3810000
PA
USD
4393844.78
0.4306268356
Long
ABS-O
CORP
US
N
2
2052-03-15
Fixed
3.7508
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
BMARK 2019 B9 A5
08160JAE7
4700000
PA
USD
5554678.55
0.5443964834
Long
ABS-O
CORP
US
N
2
2052-03-15
Fixed
4.0156
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LT
549300MYLNCW81S1Y182
BSP 2016 10A CR 144A
08181LAQ0
500000
PA
USD
461669
0.0452467191
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-15
Floating
4.71888
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LT
N/A
BSP 2019 18A B 144A
08186PAC7
500000
PA
USD
481100
0.04715109
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
3.16888
N
N
N
N
N
N
BHMS MORTGAGE TRUST
N/A
BHMS 2018 ATLS A 144A
05549GAA9
4450000
PA
USD
4205442.69
0.4121621424
Long
ABS-O
CORP
US
Y
2
2035-07-15
Floating
1.43475
N
N
N
N
N
N
BHMS MORTGAGE TRUST
N/A
BHMS 2018 ATLS B 144A
05549GAG6
4950000
PA
USD
4566685.86
0.4475664435
Long
ABS-O
CORP
US
Y
2
2035-07-15
Floating
1.68475
N
N
N
N
N
N
BLACKROCK TCP CAP CORP
549300JU1XG1HF56J989
SR UNSECURED 08/24 3.9
09259EAA6
2910000
PA
USD
2840334.22
0.2783721771
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
3.9
N
N
N
N
N
N
BLACKROCK TCP CAP CORP
549300JU1XG1HF56J989
SR UNSECURED 08/22 4.125
87238QAE3
2870000
PA
USD
2877196.55
0.2819849375
Long
DBT
CORP
US
N
2
2022-08-11
Fixed
4.125
N
N
N
N
N
N
BM1105949 SWAPTION
N/A
321213 2.94 PUT
99ZW81806
56100000
NC
USD
1447380
0.1418531379
N/A
DIR
US
N
2
BARCLAYS CAPITAL
AC28XWWI3WIBK2824319
Put
Purchased
BARCLAYS CAPITAL
AC28XWWI3WIBK2824319
2042-12-15
2804608.02
USD
0
USD
56100000
USD
1
USD
2.94
USD
2032-12-13
XXXX
-1357228.02
N
N
N
BM1106210 SWAPTION
N/A
321213 2.44 CALL
99ZW82572
3700000
NC
USD
567210
0.0555904589
N/A
DIR
US
N
2
BARCLAYS CAPITAL
AC28XWWI3WIBK2824319
Call
Purchased
BARCLAYS CAPITAL
AC28XWWI3WIBK2824319
2042-12-15
184971.5
USD
0
USD
3700000
USD
1
USD
2.44
USD
2032-12-13
XXXX
382238.5
N
N
N
BM1167949 CDS USD R V 03MEVENT
N/A
2 CCPCDX
99S1ENNI1
4000000
PA
USD
-46752
-0.0045820157
N/A
DCR
US
N
2
InterContinental Exchange
5493000F4ZO33MV32P92
N
2025-06-20
14205.52
USD
0
USD
4000000
USD
-60957.52
N
N
N
BM1168236 CDS USD R V 03MEVENT
N/A
2 CCPCDX
99S1ENNL4
5000000
PA
USD
-59500
-0.0058314069
N/A
DCR
US
N
2
InterContinental Exchange
5493000F4ZO33MV32P92
N
2025-06-20
21743.35
USD
0
USD
5000000
USD
-81243.35
N
N
N
BRE GRAND ISLANDER TIMESHARE I
N/A
HGVGI 2017 1A A 144A
05584AAA8
538207.25
PA
USD
540411.8
0.052964052
Long
ABS-O
CORP
US
Y
2
2029-05-25
Fixed
2.94
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
SR UNSECURED 06/27 3.7
10922NAC7
1175000
PA
USD
1197865.28
0.117398989
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
3.7
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
SR UNSECURED 06/47 4.7
10922NAF0
1125000
PA
USD
1022584.67
0.1002202906
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.7
N
N
N
N
N
N
BRISTOL MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
SR UNSECURED 144A 11/47 4.35
110122BV9
830000
PA
USD
1096068.5
0.1074222084
Long
DBT
CORP
US
Y
2
2047-11-15
Fixed
4.35
N
N
N
N
N
N
BROADRIDGE FINANCIAL SOL
N/A
SR UNSECURED 12/29 2.9
11133TAD5
1210000
PA
USD
1293372.48
0.1267593477
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.9
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
COMPANY GUAR 03/29 4.85
11271LAD4
1752000
PA
USD
2062192.32
0.2021089496
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
COMPANY GUAR 04/30 4.35
11271LAE2
2825000
PA
USD
3203570.62
0.3139718283
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.35
N
N
N
N
N
N
BROWN + BROWN INC
549300PC8KTJ71XKFY89
SR UNSECURED 09/24 4.2
115236AA9
1132000
PA
USD
1227456.22
0.1202991035
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.2
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
COMPANY GUAR 08/26 3.25
120568AX8
1179000
PA
USD
1219230.76
0.1194929522
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.25
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
COMPANY GUAR 03/24 4.35
120568BA7
1810000
PA
USD
1977902.8
0.1938480002
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.35
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2
N/A
BX 2019 XL E 144A
056054AH2
1651887.53
PA
USD
1585540.62
0.1553938234
Long
ABS-O
CORP
US
Y
2
2036-10-15
Floating
1.98475
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2
N/A
BX 2019 XL F 144A
056054AJ8
1994876.4
PA
USD
1917201.1
0.1878988185
Long
ABS-O
CORP
US
Y
2
2036-10-15
Floating
2.18475
N
N
N
N
N
N
BX TRUST
N/A
BX 2018 IND B 144A
056059AG3
735000
PA
USD
727564.81
0.0713063268
Long
ABS-O
CORP
US
Y
2
2035-11-15
Floating
1.08475
N
N
N
N
N
N
BX TRUST
N/A
BX 2018 IND E 144A
056059AN8
1876000
PA
USD
1852275.73
0.1815356883
Long
ABS-O
CORP
US
Y
2
2035-11-15
Floating
1.88475
N
N
N
N
N
N
BX TRUST
N/A
BX 2020 BXLP E 144A
05607QAU2
4117000
PA
USD
3920621.98
0.3842477651
Long
ABS-O
CORP
US
Y
2
2036-12-15
Floating
1.78475
N
N
N
N
N
N
CAL FUNDING III LTD
N/A
CAI 2018 2A A 144A
12805PAJ5
1254000
PA
USD
1243186.13
0.1218407422
Long
ABS-O
CORP
BM
Y
2
2043-09-25
Fixed
4.34
N
N
N
N
N
N
CAMB COMMERCIAL MORTGAGE TRUST
N/A
CAMB 2019 LIFE D 144A
12482HAL8
898516
PA
USD
867085.82
0.0849803399
Long
ABS-O
CORP
US
Y
2
2037-12-15
Floating
1.93475
N
N
N
N
N
N
CANYON CAPITAL CLO LTD
N/A
CANYC 2019 2A C 144A
13887WAE0
250000
PA
USD
242615.75
0.0237780026
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
3.96888
N
N
N
N
N
N
CAPITAL AUTOMOTIVE REIT
N/A
CAUTO 2014 1A A 144A
12479RAB3
854114.52
PA
USD
842993.78
0.0826191552
Long
ABS-CBDO
CORP
US
Y
2
2044-10-15
Fixed
3.66
N
N
N
N
N
N
CAPITAL AUTOMOTIVE REIT
N/A
CAUTO 2017 1A A2 144A
12479RAE7
941037.77
PA
USD
944088.9
0.0925271683
Long
ABS-O
CORP
US
Y
2
2047-04-15
Fixed
4.18
N
N
N
N
N
N
CAPITAL AUTOMOTIVE REIT
N/A
CAUTO 2020 1A A3 144A
12510HAC4
501061.95
PA
USD
495528.77
0.0485652081
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
3.25
N
N
N
N
N
N
CAPITAL AUTOMOTIVE REIT
N/A
CAUTO 2020 1A A6 144A
12510HAF7
398000
PA
USD
366555.89
0.0359249839
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
3.81
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
SR UNSECURED 03/30 2.75
142339AJ9
1353000
PA
USD
1392602.55
0.1364845732
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.75
N
N
N
N
N
N
CARLYLE FINANCE SUB LLC
N/A
COMPANY GUAR 144A 09/29 3.5
14314DAA1
1100000
PA
USD
1140335.89
0.1117607154
Long
DBT
CORP
US
Y
2
2029-09-19
Fixed
3.5
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGI
549300XYKYPK3H877P92
CGMS 2015 3A CR 144A
14311MAU0
330000
PA
USD
299405.37
0.0293437737
Long
ABS-CBDO
CORP
KY
Y
2
2028-07-28
Floating
3.73713
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST
N/A
CARMX 2019 3 D
14315PAH8
1974000
PA
USD
1989545.25
0.19498904
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
2.85
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CRVNA 2019 4A D 144A
14686YAG2
1625000
PA
USD
1600144.65
0.1568251183
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
3.07
N
N
N
N
N
N
CASTLELAKE AIRCRAFT SECURITIZA
N/A
CLAST 2019 1A A 144A
14855MAA6
1328352.6
PA
USD
1161959.7
0.1138799966
Long
ABS-O
CORP
US
Y
2
2039-04-15
Fixed
3.967
N
N
N
N
N
N
CASTLELAKE AIRCRAFT STRUCTURED
N/A
CLAST 2018 1 A 144A
14856CAA7
1386624.47
PA
USD
1287532.68
0.1261870074
Long
ABS-O
CORP
US
Y
2
2043-06-15
Fixed
4.125
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
SR UNSECURED 04/50 3.25
149123CJ8
780000
PA
USD
869496.16
0.0852165697
Long
DBT
CORP
US
N
2
2050-04-09
Fixed
3.25
N
N
N
N
N
N
CBAM CLO MANAGEMENT
254900FSYLEH1VUJJF28
CBAM 2018 6A B1R 144A
12481XAS9
900000
PA
USD
876918.6
0.0859440196
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-15
Floating
3.31888
N
N
N
N
N
N
CBAM CLO MANAGEMENT
254900IPFC9SXD6VQ444
CBAM 2019 10A B 144A
12482NAG6
1900000
PA
USD
1859626.9
0.1822561532
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-20
Floating
3.18525
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
SR UNSECURED 11/39 6.75
15135UAF6
765000
PA
USD
744852.01
0.0730005906
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
SR UNSECURED 04/27 4.25
15135UAM1
1125000
PA
USD
1018900.43
0.0998592099
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25
N
N
N
N
N
N
CENTERPOINT ENERGY RESOU
2JADVB0458J06WCD4N56
SR UNSECURED 11/37 6.625
15189WAD2
1250000
PA
USD
1766391.16
0.1731184131
Long
DBT
CORP
US
N
2
2037-11-01
Fixed
6.625
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
549300TPZNMN50BJ3745
SR SECURED 10/45 6.484
161175BA1
735000
PA
USD
971851.39
0.0952480822
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.484
N
N
N
N
N
N
CHASE EDUCATION LOAN TRUST
N/A
CEDLT 2007 A A4
16151UAD8
5599943.82
PA
USD
4816796.72
0.4720790181
Long
ABS-O
CORP
US
N
2
2039-06-28
Floating
0.406
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
COMPANY GUAR 10/29 4.5
16411QAG6
1120000
PA
USD
1150335.2
0.1127407161
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.5
N
N
N
N
N
N
CIFC FUNDING LTD
635400BTAKRBKGRV3X14
CIFC 2017 5A A1 144A
12551MAA7
2330000
PA
USD
2295243.39
0.2249495482
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-16
Floating
2.31488
N
N
N
N
N
N
CIFC FUNDING LTD
N/A
CIFC 2020 1A A1 144A
12555QAA4
1000000
PA
USD
1000000
0.0980068385
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Floating
1
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
COMPANY GUAR 144A 07/46 4.8
125523CE8
880000
PA
USD
1104892.42
0.1082870129
Long
DBT
CORP
US
Y
2
2046-07-15
Fixed
4.8
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SUBORDINATED 06/32 6.625
172967BL4
375000
PA
USD
514175.15
0.0503926809
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.625
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SUBORDINATED 09/27 4.45
172967KA8
450000
PA
USD
513750.27
0.0503510397
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SUBORDINATED 07/28 4.125
172967KU4
1725000
PA
USD
1953945.67
0.1915000377
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.125
N
N
N
N
N
N
CITY OF HOPE/THE
549300QIQJNNQEIXBL15
SR UNSECURED 08/48 4.378
17858PAB7
1050000
PA
USD
1284013.33
0.125842087
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.378
N
N
N
N
N
N
CLEAR CREEK CLO LTD
254900YU962C7CTRM558
CLRCK 2015 1A AR 144A
18452LAG3
2040000
PA
USD
1993422.72
0.1953690585
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
2.33525
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
SR UNSECURED 03/44 4.875
125896BN9
780000
PA
USD
1012066.11
0.0991893998
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.875
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
COMPANY GUAR 10/21 3.875
12592BAG9
2280000
PA
USD
2336707.29
0.2290132939
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
3.875
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
COMPANY GUAR 07/23 1.95
12592BAK0
560000
PA
USD
563675.07
0.0552440115
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
SR UNSECURED 05/25 5.25
12621EAK9
2621000
PA
USD
2900850.41
0.2843031776
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS
N/A
CASL 2019 A B 144A
19421UAC8
2244000
PA
USD
2167680.89
0.2124475509
Long
ABS-O
CORP
US
Y
2
2048-12-28
Fixed
3.81
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS
N/A
CASL 2019 A C 144A
19421UAD6
1281000
PA
USD
1226801.4
0.1202349267
Long
ABS-O
CORP
US
Y
2
2048-12-28
Fixed
4.46
N
N
N
N
N
N
COLLEGE LOAN CORPORATON TRUST
2549009BH7OGY8PKL423
COLLE 2007 1 B2
194267AM2
900000
PA
USD
710935.2
0.0696765113
Long
ABS-O
CORP
US
N
2
2047-01-25
Floating
0
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMPANY GUAR 08/37 6.95
20030NAV3
265000
PA
USD
411866.32
0.0403657159
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.95
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMPANY GUAR 03/44 4.75
20030NBK6
880000
PA
USD
1158573.96
0.113548171
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.75
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMPANY GUAR 11/47 3.969
20030NCC3
630000
PA
USD
746974.41
0.0732086003
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.969
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMPANY GUAR 02/50 3.45
20030NCZ2
1340000
PA
USD
1537187.5
0.150654887
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014 UBS2 AM
12591UAH6
1375000
PA
USD
1478738.25
0.1449264608
Long
ABS-O
CORP
US
N
2
2047-03-10
Fixed
4.199
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014 LC17 C
12592MBQ2
2908000
PA
USD
2768387.79
0.271320935
Long
ABS-O
CORP
US
N
2
2047-10-10
Floating
4.725215
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2015 CR23 C
12593ABE4
1000000
PA
USD
988237
0.096853984
Long
ABS-O
CORP
US
N
2
2048-05-10
Floating
4.435324
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2012 CR4 B 144A
12624QBA0
1060000
PA
USD
660075.46
0.064691909
Long
ABS-O
CORP
US
Y
2
2045-10-15
Fixed
3.703
N
N
N
N
N
N
COUNTRYWIDE ASSET BACKED CERTI
N/A
CWL 2004 5 3A
1266716D3
6200.22
PA
USD
5497.48
0.0005387906
Long
ABS-O
CORP
US
N
2
2034-09-25
Floating
0.6445
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS
N/A
CWHL 2003 42 1A1
12669EH33
3932.49
PA
USD
3719.45
0.0003645315
Long
ABS-O
CORP
US
N
2
2033-09-25
Floating
3.991
N
N
N
N
N
N
COUNTRYWIDE HOME LOANS
N/A
CWHL 2004 2 1A1
12669FKR3
14781.41
PA
USD
14181.5
0.001389884
Long
ABS-O
CORP
US
N
2
2034-02-25
Floating
3.668035
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPTS 2019 CPT D 144A
12654YAJ8
982000
PA
USD
963317.45
0.0944116977
Long
ABS-O
CORP
US
Y
2
2039-11-13
Floating
3.096693
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPTS 2019 CPT E 144A
12654YAL3
1556000
PA
USD
1403784.14
0.1375804455
Long
ABS-O
CORP
US
Y
2
2039-11-13
Floating
3.096693
N
N
N
N
N
N
CREDIT SUISSE AG
ANGGYXNX0JLX3X63JN86
SUBORDINATED 144A 08/23 6.5
22546DAA4
3069000
PA
USD
3346007.94
0.3279316597
Long
DBT
CORP
CH
Y
2
2023-08-08
Fixed
6.5
N
N
N
N
N
N
CRONOS CONTAINERS PROGRAM LTD
549300MPYH4CSGCW6113
CRNN 2014 2A A 144A
227170AG2
227777.76
PA
USD
223776.14
0.021931592
Long
ABS-O
CORP
BM
Y
2
2029-11-18
Fixed
3.27
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
SR UNSECURED 02/49 5.2
22822VAM3
589000
PA
USD
781131.1
0.0765561895
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.2
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
ASSET BACKED 144A 05/42 3.222
22822RBB5
1700000
PA
USD
1728231.39
0.1693784947
Long
ABS-O
CORP
US
Y
2
2042-05-15
Fixed
3.222
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
ASSET BACKED 144A 07/48 4.241
22822RBH2
2750000
PA
USD
3146219.18
0.308350995
Long
ABS-O
CORP
US
Y
2
2048-07-15
Fixed
4.241
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
SR UNSECURED 11/48 4.75
126408HN6
650000
PA
USD
862969.58
0.0845769202
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.75
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
SR UNSECURED 09/39 6.125
126650BR0
560000
PA
USD
797045.34
0.0781158939
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
6.125
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
SR UNSECURED 03/28 4.3
126650CX6
425000
PA
USD
497066.66
0.0487159319
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.3
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
SR UNSECURED 03/48 5.05
126650CZ1
455000
PA
USD
596001.15
0.0584121884
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05
N
N
N
N
N
N
CVS PASS THROUGH TRUST
549300EJG376EN5NQE29
PASS THRU CE 144A 01/32 7.507
126650BS8
908614.1
PA
USD
1132385.11
0.1109814846
Long
DBT
CORP
US
Y
2
2032-01-10
Fixed
7.507
N
N
N
N
N
N
CVS PASS THROUGH TRUST
549300EJG376EN5NQE29
PASS THRU CE 144A 01/34 5.926
126650BY5
1061807.15
PA
USD
1187086.04
0.1163425498
Long
DBT
CORP
US
Y
2
2034-01-10
Fixed
5.926
N
N
N
N
N
N
DAIMLER FIN NORTH AMERICA
8YAK2VWYCZ8B120UOU20
SHORT TERMS
23384DGD5
2000000
PA
USD
1999805
0.1959945656
Long
STIV
CORP
US
N
2
2020-07-13
None
0
N
N
N
N
N
N
DAIMLER FIN NORTH AMERICA
8YAK2VWYCZ8B120UOU20
SHORT TERMS
23384DHT9
8000000
PA
USD
7993955.12
0.7834622682
Long
STIV
CORP
US
N
2
2020-08-27
None
0
N
N
N
N
N
N
DB MASTER FINANCE LLC
549300F17UZJL70BPB08
DNKN 2019 1A A23 144A
233046AL5
1546315
PA
USD
1697076.69
0.166325121
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.352
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE
N/A
DRMT 2019 1A A3 144A
24380RAC4
646318.38
PA
USD
646763.24
0.0633872204
Long
ABS-O
CORP
US
Y
2
2059-01-25
Floating
3.948
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
SR SECURED 144A 06/26 6.02
25272KAK9
2702000
PA
USD
3097776.4
0.3036032713
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
6.02
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
SR UNSECURED 06/30 3.25
24906PAA7
600000
PA
USD
630790.12
0.0618217454
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25
N
N
N
N
N
N
DEUTSCHE BANK NY
N/A
SR UNSECURED 01/21 3.15
251526BP3
1998000
PA
USD
2007366.36
0.1967356306
Long
DBT
CORP
DE
N
2
2021-01-22
Fixed
3.15
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
COMPANY GUAR 12/24 2.875
25278XAL3
1675000
PA
USD
1675968.13
0.1642563378
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.875
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
COMPANY GUAR 12/26 3.25
25278XAM1
1105000
PA
USD
1111010.23
0.1088866002
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
SUBORDINATED 08/28 VAR
25466AAN1
2905000
PA
USD
2932452.25
0.287400374
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
4.682
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
COMPANY GUAR 03/28 3.95
25470DAR0
1052000
PA
USD
1175555.06
0.1152124349
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
COMPANY GUAR 09/37 5
25470DAS8
995000
PA
USD
1177660.01
0.1154187344
Long
DBT
CORP
US
N
2
2037-09-20
Fixed
5
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
COMPANY GUAR 05/50 4.65
25470DBH1
490000
PA
USD
559071.59
0.054792839
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL
N/A
DPABS 2015 1A A2II 144A
25755TAE0
2983750
PA
USD
3033792.26
0.297332388
Long
ABS-O
CORP
US
Y
2
2045-10-25
Fixed
4.474
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL
N/A
DPABS 2017 1A A23 144A
25755TAH3
760500
PA
USD
814401.81
0.0798169466
Long
ABS-O
CORP
US
Y
2
2047-07-25
Fixed
4.118
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL
5299004V0Y8MI5D9FF45
DPABS 2019 1A A2 144A
25755TAL4
1094500
PA
USD
1146882.44
0.112402322
Long
ABS-O
CORP
US
Y
2
2049-10-25
Fixed
3.668
N
N
N
N
N
N
DRB PRIME STUDENT LOAN TRUST
N/A
DRB 2017 B BFX 144A
518887AC8
547784.93
PA
USD
539344.22
0.0528594219
Long
ABS-O
CORP
US
Y
2
2042-08-25
Fixed
3.02
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND
N/A
DRSLF 2019 72A B 144A
26252NAE9
1500000
PA
USD
1463145
0.1433982157
Long
ABS-CBDO
CORP
KY
Y
2
2032-05-15
Floating
2.29238
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
SHORT TERMS
26244HGM9
10000000
PA
USD
9998308.3
0.9799025866
Long
STIV
CORP
US
N
2
2020-07-21
None
0
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
SR UNSECURED 11/38 5.319
26078JAE0
1750000
PA
USD
2218765.94
0.2174542351
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.319
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
SHORT TERMS
26082MG19
2000000
PA
USD
1999981.84
0.1960118971
Long
STIV
CORP
US
N
2
2020-07-01
None
0
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
SHORT TERMS
26082MHR1
6000000
PA
USD
5995818.66
0.5876312309
Long
STIV
CORP
US
N
2
2020-08-25
None
0
N
N
N
N
N
N
EATON VANCE CDO LTD
5493007R7GEORNX00105
EATON 2019 1A B 144A
27830XAE6
1800000
PA
USD
1765245.6
0.1730061404
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
3.16888
N
N
N
N
N
N
EATON VANCE CDO LTD
549300R0C8KS2AMEHL81
EATON 2018 1A B 144A
27831BAE3
1700000
PA
USD
1647986.8
0.1615139761
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
2.96888
N
N
N
N
N
N
ECMC GROUP STUDENT LOAN TRUST
N/A
ECMC 2017 1A A 144A
26828WAA2
2175092.74
PA
USD
2131747.06
0.2089257898
Long
ABS-O
CORP
US
Y
2
2066-12-27
Floating
1.3845
N
N
N
N
N
N
ECMC GROUP STUDENT LOAN TRUST
N/A
ECMC 2018 2A A 144A
26829GAA6
2040318.14
PA
USD
1943772.33
0.1905029808
Long
ABS-O
CORP
US
Y
2
2068-09-25
Floating
0.9845
N
N
N
N
N
N
EDLINC STUDENT LOAN FUNDING TR
N/A
ESLFT 2017 A A 144A
28108RAA0
2026323.7
PA
USD
1999818.78
0.1959959162
Long
ABS-O
CORP
US
Y
2
2047-12-01
Floating
3.6
N
N
N
N
N
N
EDUCATIONAL FUNDING OF THE SOU
N/A
EFOTS 2011 1 B
28148WAC7
625000
PA
USD
595292.75
0.0583427604
Long
ABS-O
CORP
US
N
2
2046-04-25
Floating
4.69138
N
N
N
N
N
N
EDUCATIONAL SERVICES OF AMERIC
N/A
EDUSA 2014 4 B 144A
28090AAB5
1200000
PA
USD
1062942.48
0.1041756319
Long
ABS-O
CORP
US
Y
2
2048-06-25
Floating
1.6845
N
N
N
N
N
N
EDUCATIONAL SERVICES OF AMERIC
N/A
EDUSA 2015 1 B 144A
281378AB5
1100000
PA
USD
991893.76
0.0972123715
Long
ABS-O
CORP
US
Y
2
2056-10-25
Floating
1.6845
N
N
N
N
N
N
EDVESTINU PRIVATE EDUCATION LO
N/A
EDVES 2019 A A 144A
28166GAA3
1435847.58
PA
USD
1456200.29
0.1427175866
Long
ABS-O
CORP
US
Y
2
2038-11-25
Fixed
3.58
N
N
N
N
N
N
EL PUERTO DE LIVERPOOL
4469000001BO4JEXZL32
COMPANY GUAR 144A 10/24 3.95
283837AA0
2620000
PA
USD
2672688.2
0.2619417207
Long
DBT
CORP
MX
Y
2
2024-10-02
Fixed
3.95
N
N
N
N
N
N
ELMWOOD CLO II LTD.
N/A
ELMW2 2019 2A A 144A
29001LAA9
2900000
PA
USD
2874424.9
0.2817132969
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
2.58525
N
N
N
N
N
N
ELMWOOD CLO III LTD
N/A
ELMW3 2019 3A B 144A
29002HAE9
350000
PA
USD
343390.25
0.0336545928
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
3.16888
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
COMPANY GUAR 12/45 6.125
29273RBJ7
1000000
PA
USD
1030621.57
0.1010079617
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.125
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
COMPANY GUAR 04/27 4.2
29273RBK4
1085000
PA
USD
1134316.92
0.1111708152
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.2
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
JR SUBORDINA VAR
29278NAA1
2370000
PA
USD
1818975
0.178271989
Long
DBT
CORP
US
N
2
2099-12-31
Fixed
6.25
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
COMPANY GUAR 01/24 5.875
29278NAM5
1150000
PA
USD
1280298.28
0.1254779867
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.875
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
SR UNSECURED 06/25 4.15
29336UAE7
2924000
PA
USD
2251480
0.2206604367
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
SR UNSECURED 07/26 4.85
29336UAF4
951000
PA
USD
704025.3
0.0689992939
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
SR UNSECURED 03/22 4.5
29359UAA7
920000
PA
USD
932074.19
0.0913496446
Long
DBT
CORP
BM
N
2
2022-03-10
Fixed
4.5
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
SR UNSECURED 06/29 4.95
29359UAB5
1600000
PA
USD
1685088.75
0.1651502209
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95
N
N
N
N
N
N
ENTERGY CORP
N/A
SHORT TERMS
29366EGD2
6000000
PA
USD
5999133.36
0.5879560942
Long
STIV
CORP
US
N
2
2020-07-13
None
0
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
1ST MORTGAGE 01/45 4.95
29364WAV0
1005000
PA
USD
1095017.34
0.1073191876
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
COMPANY GUAR 08/77 VAR
29379VBN2
575000
PA
USD
537625
0.0526909265
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
COMPANY GUAR 02/78 VAR
29379VBR3
1205000
PA
USD
1078475
0.1056979251
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.375
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
SR UNSECURED 04/50 4.95
26875PAT8
155000
PA
USD
197713.51
0.019377276
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
SR UNSECURED 07/23 4.75
26885BAD2
2325000
PA
USD
2340647.25
0.229399437
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.75
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
SR UNSECURED 10/27 3.9
26884LAF6
4510000
PA
USD
3663427.9
0.3590409865
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.9
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
SR UNSECURED 02/25 6.125
26884LAH2
1725000
PA
USD
1718997
0.1684734613
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.125
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
N/A
SECURED 144A 07/25 1.4
29449WAA5
1040000
PA
USD
1040609.44
0.1019868413
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.4
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
SR UNSECURED 04/48 5
054561AM7
900000
PA
USD
1029701.2
0.1009177592
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
COMPANY GUAR 144A 06/34 6.7
26882PAR3
125000
PA
USD
160108.02
0.0156916809
Long
DBT
CORP
US
Y
2
2034-06-01
Fixed
6.7
N
N
N
N
N
N
FCI FUNDING, LLC
213800W6B18ZHTNG7371
FCITL 2019 1A A 144A
30259MAA4
362035.8
PA
USD
364818.7
0.0357547274
Long
ABS-O
CORP
US
Y
2
2031-02-18
Fixed
3.63
N
N
N
N
N
N
FED HM LN PC POOL C01079
S6XOOCT0IEG5ABCC6L87
FG 10/30 FIXED 7.5
31292HFU3
1064.44
PA
USD
1250.26
0.000122534
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
7.5
N
N
N
N
N
N
FED HM LN PC POOL C01135
S6XOOCT0IEG5ABCC6L87
FG 02/31 FIXED 7.5
31292HHL1
4589.58
PA
USD
5363.43
0.0005256528
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
7.5
N
N
N
N
N
N
FED HM LN PC POOL C90939
S6XOOCT0IEG5ABCC6L87
FG 12/25 FIXED 5.5
3128P7BG7
16336.36
PA
USD
18013.21
0.0017654178
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL C91026
S6XOOCT0IEG5ABCC6L87
FG 04/27 FIXED 5.5
3128P7D75
27452.84
PA
USD
30339.38
0.0029734667
Long
ABS-MBS
USGSE
US
N
2
2027-04-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL C91074
S6XOOCT0IEG5ABCC6L87
FG 08/27 FIXED 5.5
3128P7FP3
2885.14
PA
USD
3188.5
0.0003124948
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL C91128
S6XOOCT0IEG5ABCC6L87
FG 12/27 FIXED 5.5
3128P7HD8
1489.94
PA
USD
1646.6
0.0001613781
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL C91148
S6XOOCT0IEG5ABCC6L87
FG 01/28 FIXED 5.5
3128P7HZ9
67631.08
PA
USD
74805.58
0.0073314584
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL C91176
S6XOOCT0IEG5ABCC6L87
FG 05/28 FIXED 5.5
3128P7JV6
23262.79
PA
USD
25730.57
0.0025217718
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL C91217
S6XOOCT0IEG5ABCC6L87
FG 11/28 FIXED 5.5
3128P7K69
9100.32
PA
USD
10079.93
0.0009879021
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL C91239
S6XOOCT0IEG5ABCC6L87
FG 03/29 FIXED 4.5
3128P7LU5
4808.74
PA
USD
5233.54
0.0005129227
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
4.5
N
N
N
N
N
N
FED HM LN PC POOL C91251
S6XOOCT0IEG5ABCC6L87
FG 06/29 FIXED 4.5
3128P7L84
32022.15
PA
USD
34850.95
0.0034156314
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
4.5
N
N
N
N
N
N
FED HM LN PC POOL C91344
S6XOOCT0IEG5ABCC6L87
FG 11/30 FIXED 3.5
3128P7P56
101053.29
PA
USD
107835.13
0.0105685802
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
3.5
N
N
N
N
N
N
FED HM LN PC POOL C91424
S6XOOCT0IEG5ABCC6L87
FG 01/32 FIXED 3.5
3128P7SM6
68892.41
PA
USD
73515.88
0.007205059
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.5
N
N
N
N
N
N
FED HM LN PC POOL D97258
S6XOOCT0IEG5ABCC6L87
FG 04/27 FIXED 5.5
3128E4B35
10861.44
PA
USD
12003.47
0.0011764221
Long
ABS-MBS
USGSE
US
N
2
2027-04-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL D97417
S6XOOCT0IEG5ABCC6L87
FG 10/27 FIXED 5.5
3128E4G22
9713.51
PA
USD
10734.84
0.0010520877
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL G05253
S6XOOCT0IEG5ABCC6L87
FG 02/39 FIXED 5
3128M7E28
160105.68
PA
USD
184470.59
0.0180793793
Long
ABS-MBS
USGSE
US
N
2
2039-02-01
Fixed
5
N
N
N
N
N
N
FED HM LN PC POOL J13972
S6XOOCT0IEG5ABCC6L87
FG 01/26 FIXED 3.5
3128PTMV4
30660.75
PA
USD
32253.24
0.0031610381
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
3.5
N
N
N
N
N
N
FED HM LN PC POOL QA8791
S6XOOCT0IEG5ABCC6L87
FR 04/50 FIXED 3.5
3133A3XU7
1206934.58
PA
USD
1294967.18
0.1269156392
Long
ABS-MBS
USGA
US
N
2
2050-04-01
Fixed
3.5
N
N
N
N
N
N
FED HM LN PC POOL RA2483
S6XOOCT0IEG5ABCC6L87
FR 06/50 FIXED 3.5
3133KHXL5
10389310.04
PA
USD
11046449.48
1.0826275899
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
3.5
N
N
N
N
N
N
FIBRIA OVERSEAS FINANCE
549300WABWKSHESAMG92
SR UNSECURED 01/25 4
31572UAG1
1250000
PA
USD
1286262.5
0.1260625211
Long
DBT
CORP
KY
N
2
2025-01-14
Fixed
4
N
N
N
N
N
N
FIDELITY NATL INFORMATION SVCS
6WQI0GK1PRFVBA061U48
SHORT TERMS
31621YG94
7000000
PA
USD
6999527.5
0.6860015611
Long
STIV
CORP
US
N
2
2020-07-09
None
0
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
SUBORDINATED 08/46 4.375
33616CAB6
3210000
PA
USD
3728103.92
0.3653796787
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
4.375
N
N
N
N
N
N
FLATIRON CLO LTD
N/A
FLAT 2019 1A B 144A
33883JAC5
350000
PA
USD
336094.15
0.0329395251
Long
ABS-CBDO
CORP
KY
Y
2
2032-11-16
Floating
2.28563
N
N
N
N
N
N
FLATIRON CLO LTD
N/A
FLAT 2019 1A C 144A
33883JAD3
250000
PA
USD
242049
0.0237224572
Long
ABS-CBDO
CORP
KY
Y
2
2032-11-16
Floating
3.0856
N
N
N
N
N
N
FMC TECH INC
EMQFUEY7DV1MVNKAUT87
SHORT TERMS
3024X2G91
10000000
PA
USD
9997450
0.9798184673
Long
STIV
CORP
US
N
2
2020-07-09
None
0
N
N
N
N
N
N
FNMA POOL 190317
B1V7KEBTPIMZEU4LTD58
FN 08/31 FIXED VAR
31368HK69
2446.75
PA
USD
2857.31
0.0002800359
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
8
N
N
N
N
N
N
FNMA POOL 252926
B1V7KEBTPIMZEU4LTD58
FN 12/29 FIXED 8
31371H4K1
91.02
PA
USD
104.42
0.0000102339
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
8
N
N
N
N
N
N
FNMA POOL 253437
B1V7KEBTPIMZEU4LTD58
FN 09/30 FIXED 8
31371JPW8
107.05
PA
USD
125.01
0.0000122518
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
8
N
N
N
N
N
N
FNMA POOL 253481
B1V7KEBTPIMZEU4LTD58
FN 10/30 FIXED 8
31371JRA4
58.89
PA
USD
68.94
0.0000067566
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
8
N
N
N
N
N
N
FNMA POOL 529453
B1V7KEBTPIMZEU4LTD58
FN 01/30 FIXED 7.5
31384PE27
2363.88
PA
USD
2780.63
0.0002725208
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
7.5
N
N
N
N
N
N
FNMA POOL 532819
B1V7KEBTPIMZEU4LTD58
FN 03/30 FIXED 8
31384S4C0
113.88
PA
USD
132.7
0.0000130055
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
8
N
N
N
N
N
N
FNMA POOL 534703
B1V7KEBTPIMZEU4LTD58
FN 05/30 FIXED 8
31384VAC6
2430.96
PA
USD
2829.48
0.0002773084
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
8
N
N
N
N
N
N
FNMA POOL 535996
B1V7KEBTPIMZEU4LTD58
FN 06/31 FIXED VAR
31384WNM8
4097.86
PA
USD
4814.73
0.0004718765
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
7.5
N
N
N
N
N
N
FNMA POOL 575667
B1V7KEBTPIMZEU4LTD58
FN 03/31 FIXED 7
31386WQU5
11151.64
PA
USD
13115.23
0.0012853822
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
7
N
N
N
N
N
N
FNMA POOL 597220
B1V7KEBTPIMZEU4LTD58
FN 09/31 FIXED 8
31387XPD1
2881.64
PA
USD
3392.86
0.0003325235
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
8
N
N
N
N
N
N
FNMA POOL 602008
B1V7KEBTPIMZEU4LTD58
FN 08/31 FIXED 8
31388DYD4
3415.42
PA
USD
3984.81
0.0003905386
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
8
N
N
N
N
N
N
FNMA POOL 725692
B1V7KEBTPIMZEU4LTD58
FN 10/33 FLOATING VAR
31402DF96
63057.78
PA
USD
66388.81
0.0065065574
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
3.957
N
N
N
N
N
N
FNMA POOL 775539
B1V7KEBTPIMZEU4LTD58
FN 05/34 FLOATING VAR
31404QS42
27083.73
PA
USD
28261.71
0.0027698408
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Variable
2.931
N
N
N
N
N
N
FNMA POOL 888586
B1V7KEBTPIMZEU4LTD58
FN 10/34 FLOATING VAR
31410GF32
81186.85
PA
USD
85475.55
0.0083771884
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Variable
3.973
N
N
N
N
N
N
FNMA POOL AA3980
B1V7KEBTPIMZEU4LTD58
FN 04/28 FIXED 4.5
31416MM68
52881.09
PA
USD
56991.66
0.0055855724
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
4.5
N
N
N
N
N
N
FNMA POOL AB7397
B1V7KEBTPIMZEU4LTD58
FN 12/42 FIXED 3
31417EGF2
145301.62
PA
USD
155670.04
0.0152567285
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AB7401
B1V7KEBTPIMZEU4LTD58
FN 12/42 FIXED 3
31417EGK1
130089.38
PA
USD
139372.28
0.0136594365
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AB8809
B1V7KEBTPIMZEU4LTD58
FN 03/43 FIXED 3
31417FYF9
63980.19
PA
USD
68545.68
0.0067179454
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AD0836
B1V7KEBTPIMZEU4LTD58
FN 11/28 FIXED VAR
31418M4W9
53313.73
PA
USD
58903.77
0.0057729723
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
5.5
N
N
N
N
N
N
FNMA POOL AD6437
B1V7KEBTPIMZEU4LTD58
FN 06/40 FIXED 5
31418UEK6
391785.32
PA
USD
447397.21
0.0438479861
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5
N
N
N
N
N
N
FNMA POOL AD6996
B1V7KEBTPIMZEU4LTD58
FN 07/40 FIXED 5
31418UX25
2508432.97
PA
USD
2864491.99
0.2807398038
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5
N
N
N
N
N
N
FNMA POOL AL3215
B1V7KEBTPIMZEU4LTD58
FN 02/43 FIXED VAR
3138EKSD8
121220.02
PA
USD
129870.03
0.0127281511
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AL8173
B1V7KEBTPIMZEU4LTD58
FN 02/44 FIXED VAR
3138ETCK0
1043926.7
PA
USD
1184603.44
0.116099238
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
5
N
N
N
N
N
N
FNMA POOL AO8180
B1V7KEBTPIMZEU4LTD58
FN 09/42 FIXED 3
3138M0CS7
26665.02
PA
USD
28567.78
0.0027998378
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AP8668
B1V7KEBTPIMZEU4LTD58
FN 12/42 FIXED 3
3138MCT20
159361.99
PA
USD
170733.73
0.0167330731
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AR0306
B1V7KEBTPIMZEU4LTD58
FN 01/43 FIXED 3
3138NWKU2
10229.26
PA
USD
10959.2
0.0010740765
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AR1975
B1V7KEBTPIMZEU4LTD58
FN 12/42 FIXED 3
3138NYFR1
37702.04
PA
USD
40392.38
0.0039587295
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AR2174
B1V7KEBTPIMZEU4LTD58
FN 04/43 FIXED 3
3138NYMY8
240130.89
PA
USD
257266.13
0.02521384
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AR4109
B1V7KEBTPIMZEU4LTD58
FN 02/43 FIXED 3
3138W1R74
132755
PA
USD
142228.12
0.0139393284
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AR4432
B1V7KEBTPIMZEU4LTD58
FN 03/43 FIXED 3
3138W14S3
50751.34
PA
USD
54372.85
0.0053289111
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AR5391
B1V7KEBTPIMZEU4LTD58
FN 01/43 FIXED 3
3138W27D1
69631.98
PA
USD
74600.77
0.0073113856
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AS1304
B1V7KEBTPIMZEU4LTD58
FN 12/28 FIXED 3.5
3138WANW3
1049021.36
PA
USD
1118602.63
0.1096307073
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL AT0169
B1V7KEBTPIMZEU4LTD58
FN 03/43 FIXED 3
3138WMFK2
213085.1
PA
USD
228290.41
0.0223740213
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AV1897
B1V7KEBTPIMZEU4LTD58
FN 12/28 FIXED 3.5
3138XDDB3
193678.44
PA
USD
206525.07
0.0202408692
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL AV2325
B1V7KEBTPIMZEU4LTD58
FN 12/28 FIXED 3.5
3138XDSP6
540502.3
PA
USD
576353.66
0.0564866001
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL BF0196
B1V7KEBTPIMZEU4LTD58
FN 02/41 FIXED 3.5
3140FXGE6
1074004.95
PA
USD
1161487.59
0.1138337266
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL BJ0686
B1V7KEBTPIMZEU4LTD58
FN 04/48 FIXED 4
3140H1XQ8
2286410.7
PA
USD
2430638.63
0.2382192076
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4
N
N
N
N
N
N
FNMA POOL CA1909
B1V7KEBTPIMZEU4LTD58
FN 06/48 FIXED 4.5
3140Q9DP5
6417848.28
PA
USD
6896667.25
0.6759205532
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.5
N
N
N
N
N
N
FNMA POOL CA1951
B1V7KEBTPIMZEU4LTD58
FN 07/48 FIXED 4
3140Q9EZ2
2687184.74
PA
USD
2855014.21
0.2798109165
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4
N
N
N
N
N
N
FNMA POOL CA5308
B1V7KEBTPIMZEU4LTD58
FN 03/50 FIXED 3.5
3140QC3S3
7031087.21
PA
USD
7535138.82
0.7384951332
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL CA6096
B1V7KEBTPIMZEU4LTD58
FN 06/50 FIXED 3.5
3140QDX25
9487855.1
PA
USD
10099835.99
0.9898529945
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL FM1970
B1V7KEBTPIMZEU4LTD58
FN 11/49 FIXED VAR
3140X5FL2
2020929.81
PA
USD
2184280.76
0.2140744516
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL MA1356
B1V7KEBTPIMZEU4LTD58
FN 02/43 FIXED 3.5
31418AQJ0
8217863.87
PA
USD
8882110.52
0.8705075711
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL MA1368
B1V7KEBTPIMZEU4LTD58
FN 03/43 FIXED 3
31418AQW1
222285.1
PA
USD
238146.9
0.0233400248
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3
N
N
N
N
N
N
FNMA POOL MA3029
B1V7KEBTPIMZEU4LTD58
FN 06/32 FIXED 3
31418CLK8
3261493.74
PA
USD
3436575.94
0.3368079431
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3
N
N
N
N
N
N
FNMA POOL MA3090
B1V7KEBTPIMZEU4LTD58
FN 08/32 FIXED 3
31418CNG5
1389827.84
PA
USD
1463567.38
0.1434396118
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3
N
N
N
N
N
N
FNMA POOL MA3984
B1V7KEBTPIMZEU4LTD58
FN 04/35 FIXED 2.5
31418DNA6
10727047.54
PA
USD
11233862.99
1.1009953955
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
2.5
N
N
N
N
N
N
FNMA POOL MA4013
B1V7KEBTPIMZEU4LTD58
FN 05/35 FIXED 2.5
31418DN73
11882654.18
PA
USD
12444068
1.2196037625
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
2.5
N
N
N
N
N
N
FNMA TBA 30 YR 3.5
B1V7KEBTPIMZEU4LTD58
SINGLE FAMILY MORTGAGE
01F032674
23400000
PA
USD
24610219.92
2.4119698486
Long
ABS-MBS
USGSE
US
N
2
2050-07-14
Fixed
3.5
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
SR UNSECURED 01/23 3.087
345397A29
1410000
PA
USD
1343025
0.1316256342
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.087
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
SR UNSECURED 02/23 4.14
345397ZB2
2760000
PA
USD
2700522
0.2646696235
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
4.14
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FHR 2178 PB
3133TLUH9
33928.39
PA
USD
38589.16
0.0037820016
Long
ABS-O
USGSE
US
N
2
2029-08-15
Fixed
7
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FHR 2617 Z
31393RCR9
905602.24
PA
USD
1049250.41
0.1028337155
Long
ABS-O
USGSE
US
N
2
2033-05-15
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FHR 2693 Z
31394KH98
1633066.93
PA
USD
1841407.24
0.1804705019
Long
ABS-O
USGSE
US
N
2
2033-10-15
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC STACR
N/A
STACR 2016 HQA3 M2
3137G0KX6
158198.33
PA
USD
157513.79
0.0154374286
Long
ABS-O
USGSE
US
N
2
2029-03-25
Floating
1.5345
N
N
N
N
N
N
FREDDIE MAC STACR
S6XOOCT0IEG5ABCC6L87
STACR 2020 DNA3 M1 144A
35565WAA0
2630000
PA
USD
2630000
0.2577579852
Long
ABS-O
USGA
US
Y
2
2050-06-25
Floating
1
N
N
N
N
N
N
FREDDIE MAC STACR
S6XOOCT0IEG5ABCC6L87
STACR 2020 DNA3 M2 144A
35565WAH5
1908000
PA
USD
1908000
0.1869970478
Long
ABS-O
CORP
US
Y
2
2050-06-25
Floating
1
N
N
N
N
N
N
FULTON FINANCIAL CORP
5493005QLZ6O1BNC0C11
SR UNSECURED 03/22 3.6
360271AK6
1565000
PA
USD
1598883.05
0.1567014728
Long
DBT
CORP
US
N
2
2022-03-16
Fixed
3.6
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
COMPANY GUAR 11/35 4.418
36164QNA2
335000
PA
USD
340612.36
0.0333823405
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
SR UNSECURED 10/42 4.125
369604BF9
113000
PA
USD
107886.38
0.010573603
Long
DBT
CORP
US
N
2
2042-10-09
Fixed
4.125
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
SHORT TERMS
36960LJH9
1000000
PA
USD
998876.44
0.0978967219
Long
STIV
CORP
US
N
2
2020-09-17
None
0
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
SR UNSECURED 01/39 6.875
36962G4B7
298000
PA
USD
366086.25
0.035878956
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.875
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
SR UNSECURED 10/27 4.2
37045VAN0
565000
PA
USD
575707.88
0.0564233092
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.2
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
SR UNSECURED 04/38 5.15
37045VAP5
800000
PA
USD
766780.15
0.0751496983
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
COMPANY GUAR 11/24 3.5
37045XCD6
2100000
PA
USD
2128075.09
0.2085659116
Long
DBT
CORP
US
N
2
2024-11-07
Fixed
3.5
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
SR UNSECURED 06/23 4.15
37045XCL8
2193000
PA
USD
2292194.32
0.2246507185
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
SR UNSECURED 11/21 4.2
37045XCP9
1216000
PA
USD
1247034.1
0.1222178696
Long
DBT
CORP
US
N
2
2021-11-06
Fixed
4.2
N
N
N
N
N
N
GENPACT LUXEMBOURG SARL
549300875ZJZQ1PBR343
COMPANY GUAR 04/22 3.7
37254BAB6
2400000
PA
USD
2464282.34
0.2415165213
Long
DBT
CORP
LU
N
2
2022-04-01
Fixed
3.7
N
N
N
N
N
N
GENPACT LUXEMBOURG SARL
549300875ZJZQ1PBR343
COMPANY GUAR 12/24 3.375
37254BAC4
2660000
PA
USD
2744958.48
0.2690247024
Long
DBT
CORP
LU
N
2
2024-12-01
Fixed
3.375
N
N
N
N
N
N
GLENCORE FINANCE CANADA
5493005TTO0UJ33KCK70
COMPANY GUAR 144A 10/42 5.3
98417EAR1
894000
PA
USD
962775.42
0.0943585751
Long
DBT
CORP
CA
Y
2
2042-10-25
Fixed
5.55
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
COMPANY GUAR 144A 04/24 4.625
378272AH1
3065000
PA
USD
3354973.52
0.3288103479
Long
DBT
CORP
US
Y
2
2024-04-29
Fixed
4.625
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
COMPANY GUAR 144A 04/25 4
378272AL2
2150000
PA
USD
2336358.6
0.2289791199
Long
DBT
CORP
US
Y
2
2025-04-16
Fixed
4
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
COMPANY GUAR 144A 10/27 3.875
378272AQ1
975000
PA
USD
1036346.74
0.1015690676
Long
DBT
CORP
US
Y
2
2027-10-27
Fixed
3.875
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
SR UNSECURED 144A 09/24 6.5
37960JAA6
1350000
PA
USD
904500
0.0886471854
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
204166.67
PA
USD
202962.25
0.0198916885
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 2017 1A A 144A
37956AAA1
1295321.07
PA
USD
1243316.91
0.1218535596
Long
ABS-O
CORP
BM
Y
2
2037-04-15
Fixed
3.85
N
N
N
N
N
N
GNMA II POOL 008746
549300M8ZYFG0OCMTT87
G2 11/25 FLOATING VAR
36202KWF8
2928.46
PA
USD
2992.15
0.0002932512
Long
ABS-MBS
USGA
US
N
2
2025-11-20
Variable
3.125
N
N
N
N
N
N
GNMA II POOL 080136
549300M8ZYFG0OCMTT87
G2 11/27 FLOATING VAR
36225CEJ1
643.6
PA
USD
659.54
0.0000646394
Long
ABS-MBS
USGA
US
N
2
2027-11-20
Variable
3.125
N
N
N
N
N
N
GNMA II POOL MA6656
549300M8ZYFG0OCMTT87
G2 05/50 FIXED 3
36179VMD9
9829420
PA
USD
10411828.86
1.0204304293
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3
N
N
N
N
N
N
GNMA II POOL MA6710
549300M8ZYFG0OCMTT87
G2 06/50 FIXED 3
36179VN30
9850000
PA
USD
10436706.39
1.0228685974
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
3
N
N
N
N
N
N
GNMA II TBA 30 YR 3
549300M8ZYFG0OCMTT87
JUMBOS
21H030674
1975000
PA
USD
2092188.4
0.2050487706
Long
ABS-MBS
USGA
US
N
2
2050-07-21
Fixed
3
N
N
N
N
N
N
GNMA II TBA 30 YR 3.5
549300M8ZYFG0OCMTT87
JUMBOS
21H032670
76320000
PA
USD
80535489.41
7.8930287022
Long
ABS-MBS
USGA
US
N
2
2050-07-21
Fixed
3.5
N
N
N
N
N
N
GNMA POOL 352022
549300M8ZYFG0OCMTT87
GN 11/23 FIXED 7
36203LAX0
2519.44
PA
USD
2677.64
0.000262427
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 371146
549300M8ZYFG0OCMTT87
GN 09/23 FIXED 7
36204JHX7
57.53
PA
USD
59.96
0.0000058765
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 374440
549300M8ZYFG0OCMTT87
GN 11/23 FIXED 7
36204M4Z9
202.85
PA
USD
215.26
0.000021097
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 480539
549300M8ZYFG0OCMTT87
GN 04/29 FIXED 7
36209SZC8
352.47
PA
USD
400.24
0.0000392263
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 488634
549300M8ZYFG0OCMTT87
GN 05/29 FIXED 7
36210CY72
1974.42
PA
USD
2248.03
0.0002203223
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 491089
549300M8ZYFG0OCMTT87
GN 12/28 FIXED 7
36210FRJ7
6711.36
PA
USD
7335.15
0.0007188949
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 493723
549300M8ZYFG0OCMTT87
GN 08/29 FIXED 7
36210JPG7
2289.26
PA
USD
2640.5
0.0002587871
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 499410
N/A
GN 07/29 FIXED 7
36210QYF3
1125.6
PA
USD
1297.33
0.0001271472
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 500928
549300M8ZYFG0OCMTT87
GN 05/29 FIXED 7
36210SPM4
3138.87
PA
USD
3606.68
0.0003534793
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 510083
549300M8ZYFG0OCMTT87
GN 07/29 FIXED 7
36211DUG3
779.22
PA
USD
889.53
0.00008718
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 581417
549300M8ZYFG0OCMTT87
GN 07/32 FIXED 7
36201E4A5
10856.88
PA
USD
12549.54
0.0012299407
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
7
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SUBORDINATED 01/27 5.95
38141GES9
1410000
PA
USD
1746819.38
0.1712002448
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.95
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SUBORDINATED 10/37 6.75
38141GFD1
1145000
PA
USD
1666962.87
0.1633737607
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SUBORDINATED 10/25 4.25
38141GVR2
550000
PA
USD
619130.3
0.0606790033
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25
N
N
N
N
N
N
GOODGREEN TRUST
N/A
GOODG 2016 1A A 144A
38217KAA2
1672082.29
PA
USD
1703451.89
0.1669499342
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
3.23
N
N
N
N
N
N
GOODGREEN TRUST
N/A
GOODG 2017 1A A 144A
38217VAA8
792216.26
PA
USD
827855.38
0.0811354885
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
3.74
N
N
N
N
N
N
GOODGREEN TRUST
N/A
GOODG 2019 1A A 144A
38218DAA7
1377392.86
PA
USD
1442172.75
0.1413427918
Long
ABS-O
CORP
US
Y
2
2054-10-15
Fixed
3.86
N
N
N
N
N
N
GOODGREEN TRUST
N/A
GOODG 2019 2A A 144A
38218EAA5
2865117.42
PA
USD
2838835.98
0.2782253394
Long
ABS-O
CORP
KY
Y
2
2054-10-15
Fixed
2.76
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
SR UNSECURED 03/25 6.625
40049JAV9
2196000
PA
USD
2582778.08
0.2531299141
Long
DBT
CORP
MX
N
2
2025-03-18
Fixed
6.625
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST
CU46ESEFJB81SUVBJO28
GSR 2004 9 2A1
36242DBJ1
5611
PA
USD
5626.48
0.0005514335
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
3.486935
N
N
N
N
N
N
HARBOR PARK CLO LTD
N/A
HARB 2018 1A B1 144A
41154XAG0
1290000
PA
USD
1251192.93
0.1226254634
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-20
Floating
2.83525
N
N
N
N
N
N
HARLEY-DAVIDSON FND CP
5493006EFVOCXD9ZVB19
SHORT TERMS
41282JGL9
7000000
PA
USD
6998833.31
0.6859335257
Long
STIV
CORP
US
N
2
2020-07-20
None
0
N
N
N
N
N
N
HARLEY-DAVIDSON FND CP
5493006EFVOCXD9ZVB19
SHORT TERMS
41282JHA2
3000000
PA
USD
2998705.08
0.2938936044
Long
STIV
CORP
US
N
2
2020-08-10
None
0
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
COMPANY GUAR 08/26 3.5
42225UAD6
915000
PA
USD
988555.16
0.0968851659
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
3.5
N
N
N
N
N
N
HELIOS ISSUER, LLC
N/A
SNVA 2017 1A A 144A
42329GAA8
1505843.88
PA
USD
1474308.05
0.1444922709
Long
ABS-O
CORP
US
Y
2
2049-09-20
Fixed
4.94
N
N
N
N
N
N
HELIOS ISSUER, LLC
N/A
SNVA 2018 1A A 144A
86745JAA5
446275.93
PA
USD
443848.01
0.0435001402
Long
ABS-O
CORP
US
Y
2
2048-07-20
Fixed
4.87
N
N
N
N
N
N
HERCULES CAPITAL INC
549300UJ5OC256GR2B73
SR UNSECURED 10/22 4.625
427096AG7
2910000
PA
USD
2803520.54
0.2747641847
Long
DBT
CORP
US
N
2
2022-10-23
Fixed
4.625
N
N
N
N
N
N
HERO FUNDING TRUST
N/A
HERO 2016 4A A1 144A
40417QAA3
1159670.48
PA
USD
1214245.27
0.11900434
Long
ABS-O
CORP
US
Y
2
2047-09-20
Fixed
3.57
N
N
N
N
N
N
HERO FUNDING TRUST
N/A
HERO 2016 3A A1 144A
42770XAA5
956654.41
PA
USD
976208.52
0.0956751107
Long
ABS-O
CORP
US
Y
2
2042-09-20
Fixed
3.08
N
N
N
N
N
N
HERO FUNDING TRUST
549300Z5C0ID42MSJA91
HERO 2017 3A A1 144A
42771AAA4
964857.35
PA
USD
987123.85
0.0967448877
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
3.19
N
N
N
N
N
N
HERO FUNDING TRUST
549300P141LFKW37WX94
HERO 2017 2A A1 144A
42771LAB8
282927.74
PA
USD
292221.97
0.0286397514
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
3.28
N
N
N
N
N
N
HERO FUNDING TRUST
549300P141LFKW37WX94
HERO 2017 2A A2 144A
42771LAC6
227536.15
PA
USD
239621.14
0.0234845104
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
4.07
N
N
N
N
N
N
HERO FUNDING TRUST
N/A
HERO 2018 1A A2 144A
42772GAB8
1708899.52
PA
USD
1828100.56
0.1791663563
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
4.67
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC
549300FPK70TCB78NG05
HERTZ 2018 1A B 144A
42806DBR9
2310000
PA
USD
2210297.86
0.2166243053
Long
ABS-O
CORP
US
Y
2
2024-02-25
Fixed
3.6
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC
549300PD0C69OJ0NLB27
HERTZ 2019 3A B 144A
42806DCP2
2293000
PA
USD
2186098.28
0.214252581
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
3.03
N
N
N
N
N
N
HIGHER EDUCATION FUNDING
N/A
HEF 2004 1 B1 144A
429827AR9
450000
PA
USD
398579.85
0.039063551
Long
ABS-O
CORP
US
Y
2
2044-01-01
Floating
1.796
N
N
N
N
N
N
HIGHER EDUCATION FUNDING
N/A
HEF 2004 1 B2 144A
429827AS7
450000
PA
USD
392708.25
0.038488094
Long
ABS-O
CORP
US
Y
2
2044-01-01
Floating
0
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
SR UNSECURED 03/28 4.125
431282AQ5
475000
PA
USD
508032.9
0.0497906984
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.125
N
N
N
N
N
N
HORIZON AIRCRAFT FINANCE I LIM
N/A
HORZN 2018 1 A 144A
440405AE8
941514.84
PA
USD
849452.58
0.0832521618
Long
ABS-O
CORP
US
Y
2
2038-12-15
Fixed
4.458
N
N
N
N
N
N
HORIZON AIRCRAFT FINANCE I LIM
N/A
HORZN 2019 1 A 144A
44040HAA0
1320290.57
PA
USD
1161357.16
0.1138209436
Long
ABS-O
CORP
KY
Y
2
2039-07-15
Fixed
3.721
N
N
N
N
N
N
HORIZON AIRCRAFT FINANCE III L
N/A
HORZN 2019 2 A 144A
44040JAA6
2342154.77
PA
USD
2025141.08
0.1984776747
Long
ABS-O
CORP
KY
Y
2
2039-11-15
Fixed
3.425
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
SUBORDINATED 03/24 4.25
404280AP4
1225000
PA
USD
1321699.27
0.1295355669
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
4.25
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
SR UNSECURED 03/47 4.8
444859BG6
830000
PA
USD
1081906.72
0.1060342572
Long
DBT
CORP
US
N
2
2047-03-15
Fixed
4.8
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
SR UNSECURED 11/22 5.125
44701QBD3
1000000
PA
USD
1059300.71
0.1038187136
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
5.125
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
SR UNSECURED 144A 11/22 2.85
44891ABC0
1705000
PA
USD
1739815.52
0.1705138186
Long
DBT
CORP
US
Y
2
2022-11-01
Fixed
2.85
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
SR UNSECURED 144A 02/27 3
44891ABG1
4225000
PA
USD
4172889.31
0.4089716886
Long
DBT
CORP
US
Y
2
2027-02-10
Fixed
3
N
N
N
N
N
N
ICG US CLO LTD
N/A
ICG 2019 1A A1A 144A
44932VAA0
750000
PA
USD
735799.5
0.0721133827
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-26
Floating
2.37138
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
COMPANY GUAR 144A 07/29 3.875
45262BAC7
2764000
PA
USD
2910154.41
0.2852150332
Long
DBT
CORP
GB
Y
2
2029-07-26
Fixed
3.875
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TRU
N/A
INDX 2004 AR4 1A
45660NQ24
34939.54
PA
USD
34242.11
0.0033559609
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
3.686946
N
N
N
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
SR UNSECURED 144A 01/28 3.75
456829AA8
820000
PA
USD
803600
0.0787582954
Long
DBT
CORP
MX
Y
2
2028-01-14
Fixed
3.75
N
N
N
N
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
SR UNSECURED 10/26 3.2
457187AB8
638000
PA
USD
691207.04
0.0677430167
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.2
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
SR UNSECURED 144A 05/30 2.95
465685AQ8
895000
PA
USD
953240.51
0.0934240887
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95
N
N
N
N
N
N
J.G. WENTWORTH XLII LLC
N/A
HENDR 2018 2A A 144A
46590UAA0
1405019.89
PA
USD
1442537.43
0.1413785329
Long
ABS-O
CORP
US
Y
2
2075-10-15
Fixed
3.96
N
N
N
N
N
N
JACKSON PARK TRUST
N/A
JAX 2019 LIC C 144A
46868RAJ3
2300000
PA
USD
2328629.25
0.2282215908
Long
ABS-O
CORP
US
Y
2
2039-10-14
Fixed
3.131
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
P77IMDGVZE8EFBTF2M92
SR UNSECURED 144A 01/30 5.5
46590XAB2
776000
PA
USD
795400
0.0779546393
Long
DBT
CORP
NA
Y
2
2030-01-15
Fixed
5.5
N
N
N
N
N
N
JOBSOHIO BEVERAGE SYS STWD LIQ
N/A
JOBGEN 01/35 FIXED 4.532
47770VAZ3
1950000
PA
USD
2433249
0.2384750417
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
4.532
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST
N/A
JPMMT 2017 1 A11 144A
46648CAL8
2306317.47
PA
USD
2351641.45
0.2304769437
Long
ABS-O
CORP
US
Y
2
2047-01-25
Floating
3.5
N
N
N
N
N
N
JPMORGAN CHASE + CO
8I5DZWZKVSZI1NUHU748
SR UNSECURED 07/41 5.6
46625HJB7
1125000
PA
USD
1624229.69
0.1591856169
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.6
N
N
N
N
N
N
JPMORGAN CHASE + CO
8I5DZWZKVSZI1NUHU748
SUBORDINATED 05/31 VAR
46647PBP0
990000
PA
USD
1049977.67
0.1029049919
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.956
N
N
N
N
N
N
KINROSS GOLD CORP
549300UEBMAQDN0K0R06
COMPANY GUAR 09/21 5.125
496902AJ6
2495000
PA
USD
2564070.56
0.2512964492
Long
DBT
CORP
CA
N
2
2021-09-01
Fixed
5.125
N
N
N
N
N
N
KINROSS GOLD CORP
549300UEBMAQDN0K0R06
COMPANY GUAR 07/27 4.5
496902AQ0
470000
PA
USD
512648.37
0.050243046
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
4.5
N
N
N
N
N
N
KKR GRP FIN CO VI LLC
549300TUJWGHJM3FSJ07
COMPANY GUAR 144A 07/29 3.75
48252AAA9
1260000
PA
USD
1446498.32
0.1417667272
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
3.75
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
SR UNSECURED 03/50 3.3
482480AJ9
1615000
PA
USD
1668108.24
0.1634860148
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.3
N
N
N
N
N
N
KNDL MORTGAGE TRUST
N/A
KNDL 2019 KNSQ E 144A
482598AN9
1505000
PA
USD
1446769.74
0.1417933282
Long
ABS-O
CORP
US
Y
2
2036-05-15
Floating
1.98475
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
COMPANY GUAR 07/25 3.95
50077LAK2
616000
PA
USD
653595.57
0.0640568355
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.95
N
N
N
N
N
N
KREF 2018 FL1 LTD.
549300N45646UZ8P3S07
KREF 2018 FL1 C 144A
48275PAG6
1670000
PA
USD
1598718.05
0.1566853017
Long
ABS-CBDO
CORP
KY
Y
2
2036-06-15
Floating
2.19388
N
N
N
N
N
N
LABRADOR AVIATION FINANCE LIMI
549300FTBC83WH0X4750
LAFL 2016 1A A1 144A
50543LAA0
2220792.05
PA
USD
1848740.09
0.1811891714
Long
ABS-O
CORP
US
Y
2
2042-01-15
Floating
4.3
N
N
N
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
SR UNSECURED 02/25 3.75
52107QAG0
800000
PA
USD
849416.26
0.0832486022
Long
DBT
CORP
US
N
2
2025-02-13
Fixed
3.75
N
N
N
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
SR UNSECURED 03/27 3.625
52107QAH8
1253000
PA
USD
1315446.84
0.128922786
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.625
N
N
N
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
SR UNSECURED 09/28 4.5
52107QAJ4
755000
PA
USD
851574.91
0.0834601647
Long
DBT
CORP
US
N
2
2028-09-19
Fixed
4.5
N
N
N
N
N
N
LEASEPLAN CORPORATION NV
724500C60L930FVHS484
SR UNSECURED 144A 10/24 2.875
52206AAD2
1535000
PA
USD
1569560.22
0.153827635
Long
DBT
CORP
NL
Y
2
2024-10-24
Fixed
2.875
N
N
N
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
SR UNSECURED 01/44 5.625
524901AR6
1195000
PA
USD
1471151.27
0.1441828849
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.625
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
COMPANY GUAR 144A 05/30 4.375
52532XAE5
575000
PA
USD
647708.75
0.0634798868
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.375
N
N
N
N
N
N
LLOYDS BANK PLC
H7FNTJ4851HG0EXQ1Z70
SHORT TERMS
53943RGX1
7000000
PA
USD
6998487.02
0.6858995869
Long
STIV
CORP
GB
N
2
2020-07-31
None
0
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
SR UNSECURED 07/25 VAR
53944YAL7
1320000
PA
USD
1433400.01
0.1404830033
Long
DBT
CORP
GB
N
2
2025-07-09
Fixed
3.87
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
LUNAR AIRCRAFT 2020 1 LIMITED
N/A
LUNRR 2020 1A A 144A
55037LAA2
1793853.33
PA
USD
1637610.32
0.1604970101
Long
ABS-O
CORP
US
Y
2
2045-02-15
Fixed
3.376
N
N
N
N
N
N
LYONDELLBASELL INVEST
BN6WCCZ8OVP3ITUUVN49
SHORT TERMS
55208UGV3
3000000
PA
USD
2999233.92
0.2939454343
Long
STIV
CORP
US
N
2
2020-07-29
None
0
N
N
N
N
N
N
MACH I
549300ODEK8HY3445C77
MAACH 2019 1 A 144A
55446MAA5
2100583.41
PA
USD
1734956.49
0.1700376005
Long
ABS-O
CORP
KY
Y
2
2039-10-15
Fixed
3.474
N
N
N
N
N
N
MADISON PARK FUNDING LTD
N/A
MDPK 2018 29A C 144A
55820CAJ4
620000
PA
USD
595511.86
0.0583642347
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-18
Floating
3.33525
N
N
N
N
N
N
MADISON PARK FUNDING LTD
N/A
MDPK 2018 28A B 144A
55821AAE8
1665000
PA
USD
1597386.02
0.1565547536
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Floating
2.81888
N
N
N
N
N
N
MAGNETITE CLO LTD
549300F7COUCG1RROP29
MAGNE 2020 26A A 144A
55954YAA3
1500000
PA
USD
1500768
0.147085527
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Floating
1.94943
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
SR UNSECURED 03/41 6.5
56585AAF9
1120000
PA
USD
1386314.93
0.1358683434
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.5
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
SR UNSECURED 04/48 4.5
56585ABE1
510000
PA
USD
520764.72
0.0510385038
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.5
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
SR UNSECURED 09/29 3.35
570535AU8
585000
PA
USD
624610.51
0.0612161014
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
3.35
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
COMPANY GUAR 144A 04/49 3.95
571676AF2
1510000
PA
USD
1881361.56
0.1843862985
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
3.95
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
SR UNSECURED 03/41 6
58155QAE3
550000
PA
USD
700513.45
0.0686551085
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVESTO
N/A
MLMI 2003 A4 1A
589929W53
1890.56
PA
USD
1793.29
0.0001757547
Long
ABS-O
CORP
US
N
2
2033-07-25
Floating
4.234414
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVESTO
N/A
MLMI 2004 A1 1A
59020UAA3
1896.54
PA
USD
1858.96
0.0001821908
Long
ABS-O
CORP
US
N
2
2034-02-25
Floating
3.249994
N
N
N
N
N
N
MFT TRUST
N/A
MOFT 2020 ABC A 144A
55317BAA5
919000
PA
USD
943519.29
0.0924713427
Long
ABS-O
CORP
US
Y
2
2042-02-10
Fixed
3.358
N
N
N
N
N
N
MFT TRUST
N/A
MOFT 2020 ABC B 144A
55317BAE7
1003000
PA
USD
1010949.78
0.0990799918
Long
ABS-O
CORP
US
Y
2
2042-02-10
Floating
3.4767
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
SR UNSECURED 11/45 4.45
594918BL7
2064000
PA
USD
2806701.92
0.2750759817
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
4.45
N
N
N
N
N
N
MKT 2020 525M MORTGAGE TRUST
N/A
MKT 2020 525M D 144A
55316PAJ6
475000
PA
USD
451853.82
0.0442847644
Long
ABS-O
CORP
US
Y
2
2040-02-12
Fixed
2.9406
N
N
N
N
N
N
MKT 2020 525M MORTGAGE TRUST
N/A
MKT 2020 525M E 144A
55316PAL1
976000
PA
USD
884064.31
0.086644348
Long
ABS-O
CORP
US
Y
2
2040-02-12
Fixed
2.9406
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
COMPANY GUAR 05/42 5
60871RAD2
360000
PA
USD
381376.62
0.0373775168
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
5
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
COMPANY GUAR 07/46 4.2
60871RAH3
1124000
PA
USD
1093796.23
0.1071995104
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.2
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
SUBORDINATED 11/25 5
6174467X1
975000
PA
USD
1138717.41
0.1116020933
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
SUBORDINATED 09/26 4.35
6174467Y9
3200000
PA
USD
3689857.44
0.3616312621
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MSC 2011 C2 B 144A
617459AG7
1325000
PA
USD
1333776.4
0.1307192082
Long
ABS-O
CORP
US
Y
2
2044-06-15
Floating
5.2
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MSC 2018 H3 B
61767YBD1
760000
PA
USD
849238.36
0.0832311668
Long
ABS-O
CORP
US
N
2
2051-07-15
Floating
4.62
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MSC 2019 L2 AS
61768HAZ9
1950000
PA
USD
2238727.34
0.2194105888
Long
ABS-O
CORP
US
N
2
2052-03-15
Fixed
4.272
N
N
N
N
N
N
MOSAIC SOLAR LOANS LLC
549300ZLA8SW2SVJMN33
MSAIC 2017 1A A 144A
61946EAA6
319666.23
PA
USD
326120.8
0.0319620686
Long
ABS-O
CORP
US
Y
2
2042-06-20
Fixed
4.45
N
N
N
N
N
N
MOSAIC SOLAR LOANS LLC
549300ZLA8SW2SVJMN33
MSAIC 2018 1A A 144A
61946FAA3
303399.83
PA
USD
306553.25
0.0300443149
Long
ABS-O
CORP
US
Y
2
2043-06-22
Fixed
4.01
N
N
N
N
N
N
MP CLO III, LTD
549300FWSFBNCWDD1P18
MP3 2013 1A AR 144A
553205AC9
1750000
PA
USD
1689768.5
0.1656088684
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
2.38525
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
SR UNSECURED 04/38 4.5
55336VAM2
595000
PA
USD
595112.11
0.0583250564
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.5
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
JR SUBORDINA VAR
55336VAU4
1775000
PA
USD
1579750
0.1548263031
Long
DBT
CORP
US
N
2
2099-12-31
Fixed
6.875
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
SR UNSECURED 10/22 6.25
55336VBJ8
652000
PA
USD
659506.52
0.064636149
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
6.25
N
N
N
N
N
N
MVW OWNER TRUST
N/A
MVWOT 2017 1A A 144A
553896AA9
184359.74
PA
USD
181935.83
0.0178309555
Long
ABS-O
CORP
US
Y
2
2034-12-20
Fixed
2.42
N
N
N
N
N
N
MYLAN NV
549300A0CD4KNFGIIS89
COMPANY GUAR 06/26 3.95
62854AAN4
2230000
PA
USD
2493255.18
0.2443560577
Long
DBT
CORP
NL
N
2
2026-06-15
Fixed
3.95
N
N
N
N
N
N
MYLAN NV
549300A0CD4KNFGIIS89
COMPANY GUAR 06/46 5.25
62854AAP9
1375000
PA
USD
1704945.59
0.167096327
Long
DBT
CORP
NL
N
2
2046-06-15
Fixed
5.25
N
N
N
N
N
N
NATIONAL OILWELL VARCO I
549300EHF3IW1AR6U008
SR UNSECURED 12/42 3.95
637071AK7
1506000
PA
USD
1258588.84
0.1233503131
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.95
N
N
N
N
N
N
NATIONAL OILWELL VARCO I
549300EHF3IW1AR6U008
SR UNSECURED 12/29 3.6
637071AM3
1570000
PA
USD
1536291.57
0.1505670798
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.6
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
5493007OOYUHTF8GSL63
NAVSL 2015 3 B
63939LAC1
940000
PA
USD
769090.89
0.0753761666
Long
ABS-O
CORP
US
N
2
2058-10-25
Floating
1.6845
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
549300761SV59SBM0Z40
NAVSL 2016 5A A 144A
63939QAA4
3167334.09
PA
USD
3102616.27
0.3040776116
Long
ABS-O
CORP
US
Y
2
2065-06-25
Floating
1.4345
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2016 2A A3 144A
63940FAC1
2370000
PA
USD
2352526.7
0.2305637043
Long
ABS-O
CORP
US
Y
2
2065-06-25
Floating
1.6845
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2016 7A A 144A
63940GAA3
1753914.27
PA
USD
1712042.9
0.167791912
Long
ABS-O
CORP
US
Y
2
2066-03-25
Floating
1.3345
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2016 6A A3 144A
63940LAC8
7050000
PA
USD
6542881.52
0.6412471323
Long
ABS-O
CORP
US
Y
2
2066-03-25
Floating
1.4845
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2018 3A A3 144A
63940TAC1
4700000
PA
USD
4639535.91
0.4547062465
Long
ABS-O
CORP
US
Y
2
2067-03-25
Floating
0.9845
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2018 CA B 144A
63940VAC6
1530000
PA
USD
1539501.3
0.1508816552
Long
ABS-O
CORP
US
Y
2
2042-06-16
Fixed
4.22
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2019 1A A2 144A
63940XAB4
4530000
PA
USD
4517180.55
0.4427145845
Long
ABS-O
CORP
US
Y
2
2067-12-27
Floating
1.0845
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2019 CA B 144A
63940YAC0
2249000
PA
USD
2318392.9
0.2272183585
Long
ABS-O
CORP
US
Y
2
2068-02-15
Fixed
3.67
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2019 A B 144A
63941BAD7
1190000
PA
USD
1217769.48
0.1193497367
Long
ABS-O
CORP
US
Y
2
2043-01-15
Fixed
3.9
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2019 BA B 144A
63941LAD5
2950000
PA
USD
3069485.03
0.3008305235
Long
ABS-O
CORP
US
Y
2
2059-12-15
Fixed
4.04
N
N
N
N
N
N
NELNET PRIVATE EDUCATION LOAN
N/A
NPELT 2016 A A1B 144A
64034JAB0
417106.49
PA
USD
418938.34
0.0410588222
Long
ABS-O
CORP
US
Y
2
2040-12-26
Fixed
3.6
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2006 3 B
64031AAJ5
583788.59
PA
USD
503727.41
0.0493687309
Long
ABS-O
CORP
US
N
2
2041-06-25
Floating
0.54688
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
549300T6B0Q52I6OM558
NSLT 2005 4 A4R1
64031QCK5
325000
PA
USD
309545.93
0.030337618
Long
ABS-O
CORP
US
N
2
2032-03-22
Floating
1.929
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2019 1A B 144A
64034CAB5
3250000
PA
USD
3063984.63
0.3002914467
Long
ABS-O
CORP
US
Y
2
2067-04-25
Floating
1.5845
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2019 5 A 144A
64034EAA3
8165639.4
PA
USD
8162878.6
0.8000179244
Long
ABS-O
CORP
US
Y
2
2067-10-25
Fixed
2.53
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2019 5 B 144A
64034EAB1
2150000
PA
USD
2030870.44
0.1990391912
Long
ABS-O
CORP
US
Y
2
2067-10-25
Fixed
3.45
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2019 2A A 144A
64034NAA3
1666109.48
PA
USD
1649077.51
0.1616208732
Long
ABS-O
CORP
US
Y
2
2067-06-27
Floating
1.0845
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
GENL REF MOR 04/36 6.65
641423BP2
550000
PA
USD
779919.59
0.0764374533
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.65
N
N
N
N
N
N
NEW YORK CITY NY MUNI WTR FIN
549300Q2EHQ6RJPQKP05
NYCUTL 06/44 FIXED 5.882
64972FY34
105000
PA
USD
164804.85
0.0161520023
Long
DBT
MUN
US
N
2
2044-06-15
Fixed
5.882
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
SUBORDINATED 144A 05/50 3.75
64952GAT5
510000
PA
USD
575959.15
0.0564479354
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.75
N
N
N
N
N
N
NEWFIELD EXPLORATION CO
T8W3X1PFLPW2YE0UIP44
COMPANY GUAR 01/22 5.75
651290AP3
1904000
PA
USD
1907630.45
0.1869608294
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
5.75
N
N
N
N
N
N
NEWFIELD EXPLORATION CO
T8W3X1PFLPW2YE0UIP44
COMPANY GUAR 07/24 5.625
651290AQ1
975000
PA
USD
931659.58
0.09130901
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.625
N
N
N
N
N
N
NEWFIELD EXPLORATION CO
T8W3X1PFLPW2YE0UIP44
COMPANY GUAR 01/26 5.375
651290AR9
1650000
PA
USD
1545113.92
0.1514317304
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.375
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
SR UNSECURED 02/42 5.8
65473QAZ6
950000
PA
USD
1271465.78
0.1246123413
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.8
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
SR UNSECURED 02/44 4.8
65473QBC6
1035000
PA
USD
1265507.82
0.1240284205
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.8
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
SR UNSECURED 08/52 4.05
655844BV9
860000
PA
USD
1028372.24
0.100787512
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.05
N
N
N
N
N
N
NP SPE II LLC
549300M4DFCB4G0UM882
NPRL 2017 1A A2 144A
62946AAD6
2260000
PA
USD
2315809.57
0.2269651745
Long
ABS-O
CORP
US
Y
2
2047-10-21
Fixed
4.219
N
N
N
N
N
N
OAK HILL CREDIT PARTNERS
N/A
OAKC 2019 4A A1 144A
67098DAC7
1000000
PA
USD
981505
0.096194202
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-22
Floating
2.42763
N
N
N
N
N
N
OAK HILL CREDIT PARTNERS
N/A
OAKC 2019 4A C 144A
67098DAJ2
500000
PA
USD
491755.5
0.0481954019
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-22
Floating
3.74763
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
SR UNSECURED 03/46 6.6
674599DL6
1258000
PA
USD
1095051.26
0.107322512
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.6
N
N
N
N
N
N
OCP CLO LTD
254900WK4JKXAXOKTL68
OCP 2018 15A A1 144A
67112KAA7
250000
PA
USD
244657.5
0.0239781081
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
2.23525
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
SR SECURED 09/38 7.5
68233JAF1
495000
PA
USD
808167.21
0.0792059132
Long
DBT
CORP
US
N
2
2038-09-01
Fixed
7.5
N
N
N
N
N
N
ONEMAIN DIRECT AUTO RECEIVABLE
N/A
ODART 2019 1A B 144A
68267EAB0
1774000
PA
USD
1763209.47
0.1728065857
Long
ABS-O
CORP
US
Y
2
2028-11-14
Fixed
3.95
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRU
N/A
OMFIT 2019 2A A 144A
68269BAA6
8400000
PA
USD
8422332.24
0.8254461554
Long
ABS-O
CORP
US
Y
2
2036-10-14
Fixed
3.14
N
N
N
N
N
N
ORANGE CNTY CA LOCAL TRANSPRTN
N/A
ORATRN 02/41 FIXED 6.908
684273HC2
1350000
PA
USD
2020099.5
0.1979835654
Long
DBT
MUN
US
N
2
2041-02-15
Fixed
6.908
N
N
N
N
N
N
OVINTIV INC
CZ72ZHBVKZXQRV3XFE26
COMPANY GUAR 02/38 6.5
292505AG9
545000
PA
USD
469447.41
0.0460090565
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.5
N
N
N
N
N
N
OXFORD FINANCE FUNDING TRUST
N/A
OXFIN 2020 1A A2 144A
69144AAA7
1536000
PA
USD
1554626
0.1523639793
Long
ABS-O
CORP
US
Y
2
2028-02-15
Fixed
3.101
N
N
N
N
N
N
OXFORD FINANCE FUNDING TRUST
N/A
OXFIN 2016 1A A 144A
69144YAA5
259861.9
PA
USD
261024.5
0.025582186
Long
ABS-O
CORP
US
Y
2
2024-06-17
Fixed
3.968
N
N
N
N
N
N
PACIFIC GAS + ELECTRIC
1HNPXZSMMB7HMBMVBS46
1ST MORTGAGE 02/31 2.5
694308JG3
775000
PA
USD
758205.75
0.0743093485
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.5
N
N
N
N
N
N
PACIFIC NATIONAL FINANCE
213800SSTRDXLWWVF948
COMPANY GUAR 144A 09/20 4.625
04363UAB2
610000
PA
USD
613524.94
0.0601296397
Long
DBT
CORP
AU
Y
2
2020-09-23
Fixed
4.625
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
COMPANY GUAR 144A 08/22 5.25
70014LAA8
5055000
PA
USD
4744992.12
0.4650416763
Long
DBT
CORP
KY
Y
2
2022-08-15
Fixed
5.25
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
COMPANY GUAR 144A 02/24 5.5
70014LAB6
545000
PA
USD
498587.31
0.048864966
Long
DBT
CORP
KY
Y
2
2024-02-15
Fixed
5.5
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
COMPANY GUAR 144A 03/23 4.5
70014LAC4
1550000
PA
USD
1414055.42
0.1385871011
Long
DBT
CORP
KY
Y
2
2023-03-15
Fixed
4.5
N
N
N
N
N
N
PATTERSON UTI ENERGY INC
254900XGFBKIXD6G0697
SR UNSECURED 02/28 3.95
703481AB7
1680000
PA
USD
1268528.65
0.1243244825
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.95
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
SR UNSECURED 06/50 3.25
70450YAJ2
695000
PA
USD
752608.9
0.0737608189
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 06/35 6.625
706451BG5
140000
PA
USD
113918
0.011164743
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.625
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 01/45 6.375
71654QBR2
595000
PA
USD
443840.25
0.0434993797
Long
DBT
NUSS
MX
N
2
2045-01-23
Fixed
6.375
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 03/27 6.5
71654QCG5
585000
PA
USD
527974.2
0.0517450821
Long
DBT
NUSS
MX
N
2
2027-03-13
Fixed
6.5
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 02/28 5.35
71654QCK6
665000
PA
USD
558600
0.05474662
Long
DBT
NUSS
MX
N
2
2028-02-12
Fixed
5.35
N
N
N
N
N
N
PIONEER AIRCRAFT FINANCE LIMIT
N/A
PION 2019 1 A 144A
72353PAA4
1529981.83
PA
USD
1315331.35
0.1289114672
Long
ABS-O
CORP
KY
Y
2
2044-06-15
Fixed
3.967
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
SR UNSECURED 01/37 6.65
72650RAR3
375000
PA
USD
407082.7
0.0398968884
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.65
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
SR UNSECURED 06/44 4.7
72650RBE1
1195000
PA
USD
1089184.54
0.1067475333
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.7
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
SR UNSECURED 12/26 4.5
72650RBL5
617000
PA
USD
647028.91
0.0634132579
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.5
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
SR UNSECURED 09/30 3.8
72650RBN1
1150000
PA
USD
1126743.72
0.1104285898
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.8
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
JR SUBORDINA 12/99 VAR
726503AE5
2345000
PA
USD
1673743.75
0.1640383334
Long
DBT
CORP
US
N
2
2099-12-31
Fixed
6.125
N
N
N
N
N
N
PLANET FITNESS MASTER ISSUER L
549300NX9W3U2DO53T22
PLNT 2019 1A A2 144A
72703PAC7
2310390
PA
USD
1939918.5
0.1901252791
Long
ABS-O
CORP
US
Y
2
2049-12-05
Fixed
3.858
N
N
N
N
N
N
PNMAC GMSR ISSUER TRUST
5493007JEN3QN6CZC711
PNMSR 2018 GT1 A 144A
69354WAC0
1270000
PA
USD
1244692.33
0.1219883601
Long
ABS-O
CORP
US
Y
2
2023-02-25
Floating
3.0345
N
N
N
N
N
N
POTOMAC ELECTRIC POWER
549300BXF2DWUNN57U06
1ST MORTGAGE 03/43 4.15
737679DE7
700000
PA
USD
845132.69
0.082828783
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.15
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
JR SUBORDINA 12/99 VAR
743315AU7
1625000
PA
USD
1608750
0.1576685014
Long
DBT
CORP
US
N
2
2099-12-31
Fixed
5.375
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
JR SUBORDINA 09/42 VAR
744320AL6
550000
PA
USD
585420
0.0573751634
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
5.875
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
JR SUBORDINA 06/43 VAR
744320AM4
1025000
PA
USD
1090600
0.106886258
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.625
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
JR SUBORDINA 09/48 VAR
744320BF8
2440000
PA
USD
2734642.2
0.2680136364
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.7
N
N
N
N
N
N
PSMC 2018 1 TRUST
N/A
PSMC 2018 2 A1 144A
693680AA8
2235371.94
PA
USD
2276120.54
0.2230753781
Long
ABS-O
CORP
US
Y
2
2048-06-25
Floating
3.5
N
N
N
N
N
N
QWEST CORP
549300R2L4N683OO1509
SR UNSECURED 12/21 6.75
74913GAX3
725000
PA
USD
766184.57
0.0750913274
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
6.75
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
SR UNSECURED 06/42 4.5
913017BT5
1000000
PA
USD
1246312.16
0.1221471146
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.5
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
SR UNSECURED 06/30 3.15
759351AP4
1160000
PA
USD
1203477.97
0.117949071
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
SR UNSECURED 01/41 6.125
195325BM6
2080000
PA
USD
2596880
0.2545119987
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.125
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
COMPANY GUAR 08/45 5.85
761713BB1
985000
PA
USD
1210718.67
0.1186587091
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85
N
N
N
N
N
N
ROCKFORD TOWER CLO LTD
549300GGUAM1ZV2SKK63
ROCKT 2019 1A B1 144A
77342MAE6
1500000
PA
USD
1462242
0.1433097155
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-20
Floating
3.18525
N
N
N
N
N
N
RRAM
549300YH0VOGWM5JZF65
RRAM 2018 3A A1R2 144A
74988LAA2
2450000
PA
USD
2392513.2
0.2344826547
Long
ABS-O
CORP
KY
Y
2
2030-01-15
Floating
2.30888
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN
N/A
SREV 2019 A B 144A
80286JAB1
856000
PA
USD
820567.51
0.0804212274
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
2.8
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SR UNSECURED 10/29 4.95
44106MBB7
1155000
PA
USD
979586.65
0.0960061906
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.95
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO
N/A
SRFC 2015 3A B 144A
82652JAB3
77322.68
PA
USD
76859.17
0.0075327243
Long
ABS-O
CORP
US
Y
2
2032-09-20
Fixed
3.08
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO
N/A
SRFC 2018 3A D 144A
82653GAD4
811842.04
PA
USD
781565.2
0.0765987343
Long
ABS-O
CORP
US
Y
2
2035-09-20
Fixed
5.2
N
N
N
N
N
N
SIXTH STREET SPECIALTY
549300TX61566GJWCN05
SR UNSECURED 11/24 3.875
87265KAF9
3575000
PA
USD
3566301.63
0.3495219478
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.875
N
N
N
N
N
N
SLC STUDENT LOAN TRUST
N/A
SLCLT 2007 1 A5
784424AG8
4000000
PA
USD
3390850.4
0.3323265274
Long
ABS-O
CORP
US
N
2
2068-02-15
Floating
0.48238
N
N
N
N
N
N
SLM STUDENT LN TR 2006 2
5493007758ACJK074H95
NON-SECY ASSET-STOCK
78446G102
7308
NS
USD
3734779.71
0.3660339518
Long
EC
CORP
US
N
2
N
N
N
SLM STUDENT LOAN TRUST
N/A
SLMA 2002 7 A11
78442GEX0
13000
PA
USD
13000
0.0012740889
Long
ABS-O
USGA
US
N
2
2028-03-15
Floating
1.403
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2019 A R1 144A
78471H108
6724700
PA
USD
1650913.85
0.161800847
Long
ABS-O
CORP
US
Y
2
2048-06-15
Fixed
0
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN
N/A
SREV 2019 A C 144A
80286JAC9
561000
PA
USD
557258.69
0.0546151624
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
3
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
N/A
SLMA 2002 7 B
78442GEY8
3950000
PA
USD
3672194.25
0.3599001487
Long
ABS-O
USGA
US
N
2
2039-12-15
Floating
4.167
N
N
N
N
N
N
SOFI ALTERNATIVE TRUST
N/A
SAT 2019 C PT 144A
83406JAA2
5629244.32
PA
USD
6113702.72
0.599184675
Long
ABS-O
CORP
US
Y
2
2045-01-25
Fixed
4.852969
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN
N/A
SREV 2019 A D 144A
80286JAD7
1087000
PA
USD
1081407.28
0.1059853086
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
3.45
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
549300UECCCKC4WVNL14
SLMA 2003 14 A7 144A
78442GKG0
4300000
PA
USD
4051663.39
0.3970907194
Long
ABS-O
USGA
US
Y
2
2065-10-25
Floating
1.59138
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
SR UNSECURED 144A 04/39 4.25
80414L2E4
2075000
PA
USD
2308314.87
0.2262306426
Long
DBT
CORP
SA
Y
2
2039-04-16
Fixed
4.25
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
549300H0EHPP0GTD9V95
SLMA 2005 6 B
78442GQA7
1987030.54
PA
USD
1554581.76
0.1523596434
Long
ABS-O
USGA
US
N
2
2044-01-25
Floating
1.28138
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEMT 2019 1 A1 144A
81747AAA3
286644.12
PA
USD
292205.9
0.0286381764
Long
ABS-O
CORP
US
Y
2
2049-02-25
Floating
4
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
549300LSGT1L2CL14698
SLMA 2006 5 B
83149EAG2
1907644.85
PA
USD
1706343.49
0.1672333308
Long
ABS-O
USGA
US
N
2
2040-10-25
Floating
1.20138
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SR UNSECURED 06/23 4.5
44106MAR3
760000
PA
USD
727647.76
0.0713144565
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.5
N
N
N
N
N
N
STRUCTURED RECEIVABLES FINANCE
N/A
SFS 2010 B A 144A
86365LAA9
155226.08
PA
USD
157997.07
0.0154847933
Long
ABS-O
CORP
US
Y
2
2036-08-15
Fixed
3.73
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS LI
549300X48KLHDDGPK024
TMCL 2019 1A A 144A
88315LAC2
496853.33
PA
USD
505038.49
0.0494972257
Long
ABS-O
CORP
BM
Y
2
2044-04-20
Fixed
3.96
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
SHORT TERMS
86723AHM7
6000000
PA
USD
5996212.68
0.5876698476
Long
STIV
CORP
US
N
2
2020-08-21
None
0
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2017 C C 144A
83405DAE8
990000
PA
USD
991269.38
0.097151178
Long
ABS-O
CORP
US
Y
2
2040-07-25
Fixed
4.21
N
N
N
N
N
N
TIME WARNER CABLE LLC
B1WXCWLJVJXMWJX6O298
SR SECURED 06/39 6.75
88732JAU2
985000
PA
USD
1308872.53
0.1282784586
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75
N
N
N
N
N
N
TORONTO DOMINION BANK
PT3QB789TSUIDF371261
SUBORDINATED 09/31 VAR
891160MJ9
1100000
PA
USD
1237533.15
0.1212867115
Long
DBT
CORP
CA
N
2
2031-09-15
Fixed
3.625
N
N
N
N
Y
The Toronto-Dominion Bank
The Toronto-Dominion Bank COM NEW
USD
XXXX
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
549300RC6OGKQI1MHM67
SOFI 2017 D R1 144A
78471C109
4688500
PA
USD
1627190.81
0.1594758269
Long
ABS-O
CORP
US
Y
2
2040-09-25
Fixed
0.01
N
N
N
N
N
N
TRINITY RAIL LEASING L.P.
N/A
TRL 2018 1A A2 144A
89657AAB2
2420000
PA
USD
2462401.3
0.2413321665
Long
ABS-O
CORP
US
Y
2
2048-06-17
Fixed
4.62
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
SHORT TERMS
86723AGH9
5000000
PA
USD
4999345.95
0.489970091
Long
STIV
CORP
US
N
2
2020-07-17
None
0
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
5493002WMPR84WZ75V46
SOFI 2018 A R1 144A
83406E105
3759800
PA
USD
1813407.94
0.1777263791
Long
ABS-O
CORP
US
Y
2
2042-02-25
Fixed
0.01
N
N
N
N
N
N
TRINITY RAIL LEASING L.P.
N/A
TRL 2019 2A A2 144A
89657BAC8
3289000
PA
USD
3192244.2
0.3128617617
Long
ABS-O
CORP
US
Y
2
2049-10-18
Fixed
3.1
N
N
N
N
N
N
TRIP RAIL MASTER FUNDING LLC
5493004VSVYOZVEYVJ29
TRMF 2017 1A A1 144A
89690EAF4
223213.5
PA
USD
223318.08
0.021886699
Long
ABS-O
CORP
US
Y
2
2047-08-15
Fixed
2.709
N
N
N
N
N
N
SOUTH CAROLINA STUDENT LOAN CO
549300PIO3ZMSROGFF38
SCSLC 2014 1 B
83715RAG7
3050000
PA
USD
2924271.07
0.2865985624
Long
ABS-O
CORP
US
N
2
2035-08-01
Floating
1.67263
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2018 B R1 144A
83404R108
3324300
PA
USD
1310771.49
0.1284645697
Long
ABS-O
CORP
US
Y
2
2047-08-26
Fixed
0.01
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC
N/A
TCF 2017 1A A 144A
89679HAA3
759289.01
PA
USD
748230.19
0.0733316754
Long
ABS-O
CORP
US
Y
2
2042-06-20
Fixed
3.52
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
SR UNSECURED 03/40 6.2
845437BL5
300000
PA
USD
412581.13
0.0404357722
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.2
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2018 D R1 144A
83401A108
4961600
PA
USD
1209141.92
0.1185041768
Long
ABS-O
CORP
US
Y
2
2048-02-25
Fixed
0.01
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
COMPANY GUAR 04/44 5.3
86765BAP4
525000
PA
USD
502819.55
0.0492797544
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.3
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC
N/A
TCF 2017 2A A 144A
89679HAE5
2525532.99
PA
USD
2551958.65
0.2501093992
Long
ABS-O
CORP
US
Y
2
2042-08-20
Fixed
3.62
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
02/39 3.5
912810QA9
3000000
PA
USD
4243769.7
0.4159184515
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.5
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC
N/A
TCF 2018 2A A 144A
89679HAN5
1312000
PA
USD
1312394.91
0.128623676
Long
ABS-O
CORP
US
Y
2
2043-06-22
Fixed
4.19
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
08/49 2.25
912810SJ8
12800000
PA
USD
15392033.28
1.5085245195
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
SUBORDINATED 03/30 2.25
89788KAA4
1285000
PA
USD
1297027.45
0.1271175598
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
COMPANY GUAR 01/30 3.2
90265EAQ3
805000
PA
USD
877342.27
0.0859855421
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.2
N
N
N
N
N
N
USF+G CAPITAL I
N/A
LIMITD GUARA 144A 12/45 8.5
902965AA0
885000
PA
USD
1396428.7
0.136859562
Long
DBT
CORP
US
Y
2
2045-12-15
Fixed
8.5
N
N
N
N
N
N
UNITED AIR 2018 1 B PTT
N/A
PASS THRU CE 09/27 4.6
90932NAA1
492201.84
PA
USD
368755.31
0.0361405421
Long
ABS-O
CORP
US
N
2
2027-09-01
Fixed
4.6
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
COMPANY GUAR 08/26 6.25
91911TAP8
1250000
PA
USD
1470312.5
0.1441006797
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
SR UNSECURED 03/44 4.75
91086QBB3
3727000
PA
USD
3950620
0.3871877762
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
COMPANY GUAR 11/36 6.875
91911TAH6
630000
PA
USD
823095
0.0806689387
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.875
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
SR UNSECURED 09/34 6.75
91086QAS7
685000
PA
USD
899925.6
0.0881988629
Long
DBT
NUSS
MX
N
2
2034-09-27
Fixed
6.75
N
N
N
N
N
N
SUTTONPARK STRUCTURED SETTLEME
N/A
SPSS 2017 1A A 144A
869507AA1
1941682.93
PA
USD
2104334.41
0.2062391626
Long
ABS-O
CORP
US
Y
2
2071-01-15
Fixed
4.19
N
N
N
N
N
N
VALLEY NATIONAL BANCORP
549300ET52S1UBIB9762
SUBORDINATED 09/23 5.125
919794AB3
1530000
PA
USD
1635954.84
0.1603347618
Long
DBT
CORP
US
N
2
2023-09-27
Fixed
5.125
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
SR UNSECURED 05/60 3.125
91324PEA6
845000
PA
USD
904566.04
0.0886536578
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.125
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SR UNSECURED 06/30 3.125
78486QAE1
490000
PA
USD
525362.28
0.0514890961
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
3.125
N
N
N
N
N
N
UPJOHN INC
N/A
COMPANY GUAR 144A 06/30 2.7
91533BAD2
1235000
PA
USD
1267470.47
0.1242207736
Long
DBT
CORP
US
Y
2
2030-06-22
Fixed
2.7
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
COMPANY GUAR 01/28 3.4
92340LAF6
365000
PA
USD
367817.1
0.0360485911
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.4
N
N
N
N
N
N
WELLS FARGO + COMPANY
PBLD0EJDB5FWOLXP3B76
SUBORDINATED 11/43 5.375
94974BFP0
909000
PA
USD
1231711.9
0.1207161892
Long
DBT
CORP
US
N
2
2043-11-02
Fixed
5.375
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
COMPANY GUAR 11/25 4.625
92340LAD1
2260000
PA
USD
2443896.63
0.2395185823
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.625
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
COMPANY GUAR 144A 04/23 4.441
87164KAH7
2065000
PA
USD
2167326.68
0.2124128359
Long
DBT
CORP
NL
Y
2
2023-04-24
Fixed
4.441
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
549300NYO16WLNMVJJ46
WFCM 2018 C45 AS
95001NBB3
1450000
PA
USD
1659621.86
0.1626542916
Long
ABS-O
CORP
US
N
2
2051-06-15
Floating
4.405
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
549300NYO16WLNMVJJ46
WFCM 2018 C45 B
95001NBC1
400000
PA
USD
419850.52
0.0411482221
Long
ABS-O
CORP
US
N
2
2051-06-15
Floating
4.556
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
COMPANY GUAR 12/29 3.1
92340LAE9
2790000
PA
USD
2689012.88
0.263541651
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.1
N
N
N
N
N
N
WELLS FARGO MORTGAGE BACKED SE
N/A
WFMBS 2019 1 A1 144A
95001TAA3
1160169
PA
USD
1184889.18
0.1161272425
Long
ABS-O
CORP
US
Y
2
2048-11-25
Floating
4
N
N
N
N
N
N
WILLIS ENGINE SECURITIZATION T
N/A
WESTF 2018 A A 144A
97064EAA6
1200937.45
PA
USD
906611.1
0.0888540876
Long
ABS-O
CORP
US
Y
2
2043-09-15
Fixed
4.75
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
SR UNSECURED 09/43 6.55
92343VBT0
885000
PA
USD
1407252.37
0.1379203557
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.55
N
N
N
N
N
N
T MOBILE USA INC
549300V2JRLO5DIFGE82
SR SECURED 144A 02/28 2.05
87264ABH7
1010000
PA
USD
1010474.7
0.0990334307
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
2.05
N
N
N
N
N
N
SPIRIT AIR 2015 1 PTT A
549300DCAFIXFNFR3304
PASS THRU CE 10/29 4.1
84858DAA6
1431516.35
PA
USD
1212771.49
0.1188598995
Long
ABS-O
CORP
US
N
2
2029-10-01
Fixed
4.1
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
COMPANY GUAR 09/28 4.5
970648AG6
1965000
PA
USD
2290728.68
0.2245070757
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.5
N
N
N
N
N
N
VIVINT SOLAR FINANCING LLC
549300IMDTS6JXV4CV59
VSLR 2018 1A B 144A
92854VAB1
2621999.43
PA
USD
2246940.77
0.2202155611
Long
ABS-O
CORP
US
Y
2
2048-04-30
Fixed
7.37
N
N
N
N
N
N
TACO BELL FUNDING, LLC
N/A
BELL 2018 1A A2II 144A
87342RAE4
1122900
PA
USD
1178698.02
0.1155204665
Long
ABS-O
CORP
US
Y
2
2048-11-25
Fixed
4.94
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
COMPANY GUAR 09/29 2.95
970648AJ0
905000
PA
USD
957994.77
0.0938900387
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
COMPANY GUAR 01/48 VAR
929089AF7
1080000
PA
USD
1015200
0.0994965424
Long
DBT
CORP
US
N
2
2048-01-23
Fixed
4.7
N
N
N
N
N
N
WIND RIVER CLO LTD
254900CL04BC1Q11T078
WINDR 2016 2A BR 144A
88433BAS6
900000
PA
USD
851367.6
0.0834398469
Long
ABS-CBDO
CORP
KY
Y
2
2031-11-01
Floating
2.48663
N
N
N
N
N
N
WIND RIVER CLO LTD
N/A
WINDR 2018 2A B 144A
88434HAG8
1150000
PA
USD
1097908.45
0.1076025361
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Floating
2.96888
N
N
N
N
N
N
WAMU MORTGAGE PASS THROUGH CER
N/A
WAMU 2004 AR2 A
92922FNW4
49104.64
PA
USD
46756.87
0.004582493
Long
ABS-O
CORP
US
N
2
2044-04-25
Floating
2.90382
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
SR UNSECURED 10/26 4.25
92936UAE9
757000
PA
USD
826409.48
0.0809937804
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.25
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
SR UNSECURED 07/60 3.375
874060BD7
970000
PA
USD
968547.1
0.0949242392
Long
DBT
CORP
JP
N
2
2060-07-09
Fixed
3.375
N
N
N
N
N
N
WAVE 2017 1 LLC
N/A
WAAV 2017 1A A 144A
94353WAA3
3169350.59
PA
USD
2761071.99
0.2706039365
Long
ABS-O
CORP
US
Y
2
2042-11-15
Fixed
3.844
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
COMPANY GUAR 06/33 3
92940PAG9
655000
PA
USD
682235.05
0.0668637003
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3
N
N
N
N
N
N
WAVE 2017 1 LLC
N/A
WAAV 2017 1A C 144A
94353WAC9
1783209.01
PA
USD
659480.62
0.0646336106
Long
ABS-O
CORP
US
Y
2
2042-11-15
Fixed
6.656
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
COMPANY GUAR 01/27 3.2
84861TAE8
2280000
PA
USD
2178117.81
0.2134704404
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.2
N
N
N
N
N
N
TAL ADVANTAGE LLC
5493000YLAGDN6QHT178
TAL 2017 1A A 144A
874074AA5
1836994.24
PA
USD
1832544.86
0.1796019281
Long
ABS-O
CORP
US
Y
2
2042-04-20
Fixed
4.5
N
N
N
N
N
N
WAVE USA
N/A
WAAV 2019 1 A 144A
94354KAA8
3899518.29
PA
USD
3558923.44
0.3487988347
Long
ABS-O
CORP
US
Y
2
2044-09-15
Fixed
3.597
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
SR UNSECURED 07/36 6.5
98389BAH3
1250000
PA
USD
1817795.99
0.178156438
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.5
N
N
N
N
N
N
XLIT LTD
635400XCGXK8NVDIVE95
COMPANY GUAR 03/25 4.45
98420EAC9
2250000
PA
USD
2534570.55
0.2484052465
Long
DBT
CORP
KY
N
2
2025-03-31
Fixed
4.45
N
N
N
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
SR UNSECURED 144A 06/28 4.75
984851AF2
3328000
PA
USD
3827887.27
0.3751591294
Long
DBT
CORP
NO
Y
2
2028-06-01
Fixed
4.75
N
N
N
N
N
N
TANGER PROPERTIES LP
PQPGJDNFN35EXH363L31
SR UNSECURED 12/23 3.875
875484AG2
1448000
PA
USD
1422823.13
0.1394463967
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.875
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
COMPANY GUAR 01/30 3.4
84861TAF5
515000
PA
USD
487327.54
0.0477614315
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.4
N
N
N
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
SR UNSECURED 144A 06/30 3.148
984851AG0
295000
PA
USD
304957.13
0.0298878842
Long
DBT
CORP
NO
Y
2
2030-06-04
Fixed
3.148
N
N
N
N
N
N
TEACHERS INSUR + ANNUITY
O06XD7BJ4EPXNABVFN69
SUBORDINATED 144A 05/47 4.27
878091BF3
750000
PA
USD
890179.32
0.0872436608
Long
DBT
CORP
US
Y
2
2047-05-15
Fixed
4.27
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
SR UNSECURED 08/40 6
878742AS4
850000
PA
USD
900110.56
0.0882169903
Long
DBT
CORP
CA
N
2
2040-08-15
Fixed
6
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
COMPANY GUAR 03/38 4.665
87938WAV5
1105000
PA
USD
1322460.55
0.1296101775
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.665
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
COMPANY GUAR 07/29 4
84861TAD0
1290000
PA
USD
1271315.63
0.1245976256
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
COMPANY GUAR 07/21 2.2
88167AAC5
724000
PA
USD
709259.36
0.0695122675
Long
DBT
CORP
NL
N
2
2021-07-21
Fixed
2.2
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
COMPANY GUAR 09/26 4.45
84861TAC2
133000
PA
USD
137860.35
0.0135112571
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.45
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
SR UNSECURED 11/30 2.55
855244AZ2
1595000
PA
USD
1673071.77
0.1639724747
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55
N
N
N
N
N
N
STEELE CREEK CLO LTD
N/A
STCR 2018 2A C 144A
85816LAE8
1170000
PA
USD
1093863.42
0.1072060955
Long
ABS-CBDO
CORP
KY
Y
2
2031-08-18
Floating
2.68563
N
N
N
N
N
N
STORE CAPITAL CORP
5493004EA6C9IHDZ7N66
SR UNSECURED 03/29 4.625
862121AB6
1626000
PA
USD
1662626.38
0.1629487551
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.625
N
N
N
N
N
N
STORE MASTER FUNDING LLC
N/A
11/49 3.65
86212XAB6
2881976.61
PA
USD
2719161.07
0.2664963798
Long
ABS-O
CORP
US
Y
2
2049-11-20
Fixed
3.65
N
N
N
N
N
N
STORE MASTER FUNDING LLC
N/A
STR 2018 1A A2 144A
86212VAE4
1303511.9
PA
USD
1299401.54
0.1273502368
Long
ABS-O
CORP
US
Y
2
2048-10-20
Fixed
4.29
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RATE MOR
N/A
SARM 2004 2 2A
86359BLB5
20102.46
PA
USD
19747.5
0.00193539
Long
ABS-O
CORP
US
N
2
2034-03-25
Floating
3.672456
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CO
N/A
SASC 2006 GEL1 M2 144A
863576EH3
3657088.4
PA
USD
3477218.9
0.3407912311
Long
ABS-O
CORP
US
Y
2
2035-11-25
Floating
0.9845
N
N
N
N
N
N
US 2YR NOTE (CBT) SEP20
N/A
XCBT 20200930
ADI1HVBG7
790
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
2 Year Note
2020-09-30
174454219.54
USD
17748.44
N
N
N
US 5YR NOTE (CBT) SEP20
N/A
XCBT 20200930
ADI1HVCQ4
328
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
5 Year Note
2020-09-30
41243437.66
USD
66101.3
N
N
N
US ULTRA BOND CBT SEP20
N/A
XCBT 20200921
ADI1JZCF7
325
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
Ultra Long Bond
2020-09-18
70900781.25
USD
-221044.05
N
N
N
US 10YR ULTRA FUT SEP20
N/A
XCBT 20200921
ADI1JZD58
-14
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury
10 Year Ultra Note
2020-09-18
-2204781.25
USD
-10326.33
N
N
N
US LONG BOND(CBT) SEP20
N/A
XCBT 20200921
ADI1JZDD1
-76
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury
Ultra Long Bond
2020-09-21
-13570750
USD
-35528.52
N
N
N
2020-08-24
MML Series Investment Fund II
/s/ Renee Hitchcock
Renee Hitchcock
Treasurer and CFO