0001398344-20-016943.txt : 20200824
0001398344-20-016943.hdr.sgml : 20200824
20200824153938
ACCESSION NUMBER: 0001398344-20-016943
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: 201127714
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
S000028330
MML Short-Duration Bond Fund
C000086554
Class II
C000086555
Service Class I
NPORT-P
1
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ABN AMRO BANK NV
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Fixed
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ACCESS GROUP INC
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Floating
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ACCESS GROUP INC
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Fixed
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Fixed
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Fixed
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AMEREN CORP
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USD
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Fixed
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Fixed
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Long
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Fixed
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2020-07-20
None
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Fixed
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Fixed
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2025-09-18
Fixed
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2025-12-18
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N
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N
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DBT
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2
2023-08-15
Fixed
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N
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N
N
N
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ANGEL OAK MORTGAGE TRUST
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03464QAC9
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0.1509250286
Long
ABS-O
CORP
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Y
2
2059-05-25
Floating
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N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST
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03464VAD6
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PA
USD
768756.16
0.4037777578
Long
ABS-O
CORP
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Y
2
2059-11-25
Floating
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N
N
N
N
N
N
ANTARES HOLDINGS
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03666HAA9
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PA
USD
453697.4
0.2382978224
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DBT
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Y
2
2023-08-15
Fixed
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N
N
N
N
N
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0.1525912373
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ABS-O
CORP
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Y
2
2045-10-30
Fixed
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N
N
N
N
ARES CAPITAL CORP
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USD
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DBT
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2
2024-06-10
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N
N
N
ARES CLO LTD
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ARES 2020 55A A1 144A
04018BAA5
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USD
498990
0.262087088
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ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
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N
N
N
N
N
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ASCENTIUM EQUIPMENT RECEIVABLE
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USD
668485.81
0.3511122454
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ABS-O
CORP
US
Y
2
2027-05-10
Fixed
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N
N
N
N
N
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AT+T INC
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00206RCN0
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478047.2
0.2510871933
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DBT
CORP
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2
2025-05-15
Fixed
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N
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N
N
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ATHENE GLOBAL FUNDING
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DBT
CORP
US
Y
2
2024-06-25
Fixed
2.75
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N
N
N
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Long
ABS-O
CORP
US
Y
2
2022-07-15
Fixed
3.48
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N
N
N
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AESOP 2018 1A C 144A
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ABS-O
CORP
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Y
2
2024-09-20
Fixed
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N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
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AESOP 2019 1A C 144A
05377RDJ0
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219081.63
0.115069373
Long
ABS-O
CORP
US
Y
2
2023-03-20
Fixed
4.53
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
IHXLB8SL0QWSSG2VG640
AESOP 2019 3A C 144A
05377RDS0
1083000
PA
USD
1005581.64
0.5281668246
Long
ABS-O
CORP
US
Y
2
2026-03-20
Fixed
3.15
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
IHXLB8SL0QWSSG2VG640
AESOP 2020 1A C 144A
05377RDW1
1259000
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USD
1131256.07
0.5941754528
Long
ABS-O
CORP
US
Y
2
2026-08-20
Fixed
3.02
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
02/25 2.875
05401AAH4
335000
PA
USD
281117.74
0.1476529186
Long
DBT
CORP
KY
Y
2
2025-02-15
Fixed
2.875
N
N
N
N
N
N
BACARDI LTD
549300R32WTQNHNN5055
COMPANY GUAR 144A 05/25 4.45
067316AE9
83000
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USD
90770.61
0.0476759151
Long
DBT
CORP
BM
Y
2
2025-05-15
Fixed
4.45
N
N
N
N
N
N
BAIN CAPITAL CREDIT CLO LTD.
549300GXRBLOE2KMGY86
BCC 2016 2A BR 144A
056828AL0
750000
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USD
729693.75
0.383260807
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-15
Floating
3.01888
N
N
N
N
N
N
BAIN CAPITAL CREDIT CLO, LIMIT
N/A
BCC 2020 2A A 144A
05683EAA0
500000
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USD
500523.5
0.2628925361
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-19
Floating
0.73875
N
N
N
N
N
N
BANC OF AMERICA MERRILL LYNCH
N/A
BAMLL 2019 BPR CMP 144A
05492PAW8
370000
PA
USD
325230.56
0.1708225223
Long
ABS-O
CORP
US
Y
2
2032-11-05
Floating
4.02436
N
N
N
N
N
N
BANC OF AMERICA MERRILL LYNCH
N/A
BAMLL 2019 BPR DMP 144A
05492PAY4
450000
PA
USD
359647.29
0.1888993987
Long
ABS-O
CORP
US
Y
2
2032-11-05
Floating
4.02436
N
N
N
N
N
N
BANC OF AMERICA MERRILL LYNCH
N/A
BAMLL 2018 DSNY C 144A
054967AJ3
130000
PA
USD
108716.01
0.0571014699
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
3627.03
PA
USD
3523.56
0.0018506976
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
4.492679
N
N
N
N
N
N
BANCO SANTANDER SA
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05964HAC9
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624018.7
0.3277565562
Long
DBT
CORP
ES
N
2
2022-04-11
Fixed
3.5
N
N
N
N
Y
N/A
N/A
N/A
XXXX
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N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
SR UNSECURED 05/25 2.746
05971KAE9
200000
PA
USD
207263.01
0.1088618184
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.746
N
N
N
N
Y
N/A
N/A
N/A
XXXX
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N
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BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
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06051GGQ6
1910000
PA
USD
1983895.05
1.0420114163
Long
DBT
CORP
US
N
2
2023-07-21
Fixed
2.816
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
SUBORDINATED 12/25 4.5
064159HB5
420000
PA
USD
477206.29
0.2506455178
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
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SUBORDINATED 144A 06/21 10.179
06739FFU0
504000
PA
USD
545023.02
0.2862652482
Long
DBT
CORP
GB
Y
2
2021-06-12
Fixed
10.179
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
SR UNSECURED 05/24 VAR
06738EBC8
485000
PA
USD
480564.85
0.2524095516
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 08/24 3.222
05526DAZ8
415000
PA
USD
444459.18
0.2334455846
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.222
N
N
N
N
N
N
BAYER CORP
54930050NR9YMICYZM28
SHORT TERMS
07273LH35
2000000
PA
USD
1999355.88
1.0501319877
Long
STIV
CORP
US
N
2
2020-08-03
None
0
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
SR UNSECURED 12/20 VAR
075887CF4
489000
PA
USD
489031.56
0.2568565653
Long
DBT
CORP
US
N
2
2020-12-29
Floating
1.181
N
N
N
N
N
N
BEMIS COMPANY INC.
PTVU09TE3QPJPL7K4E13
SHORT TERMS
08143TG76
1000000
PA
USD
999953.33
0.5252106383
Long
STIV
CORP
US
N
2
2020-07-07
None
0
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LT
549300MYLNCW81S1Y182
BSP 2016 10A A2R 144A
08181LAL1
500000
PA
USD
482415
0.2533813154
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-15
Floating
2.96888
N
N
N
N
N
N
BHMS MORTGAGE TRUST
N/A
BHMS 2018 ATLS A 144A
05549GAA9
770000
PA
USD
727683.34
0.382204869
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
950000
PA
USD
876434.66
0.4603342911
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
360000
PA
USD
351381.55
0.1845579415
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
675000
PA
USD
676692.57
0.3554227242
Long
DBT
CORP
US
N
2
2022-08-11
Fixed
4.125
N
N
N
N
N
N
BM1107812 SWAPTION
N/A
330131 3.11 PUT
99ZX35693
3080000
NC
USD
72072
0.0378547478
N/A
DIR
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Put
Purchased
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
2043-02-02
147532
USD
0
USD
3080000
USD
1
USD
3.11
USD
2033-01-31
XXXX
-75460
N
N
N
BM1167998 CDS USD R V 03MEVENT
N/A
2 CCPCDX
99S1EP2X6
800000
PA
USD
-9350.4
-0.0049111588
N/A
DCR
US
N
2
InterContinental Exchange
5493000F4ZO33MV32P92
N
2025-06-20
2841.1
USD
0
USD
800000
USD
-12191.5
N
N
N
BM1168160 CDS USD R V 03MEVENT
N/A
2 CCPCDX
99S1ENNU4
900000
PA
USD
-10710
-0.0056252685
N/A
DCR
US
N
2
InterContinental Exchange
5493000F4ZO33MV32P92
N
2025-06-20
3913.8
USD
0
USD
900000
USD
-14623.8
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
SUBORDINATED 144A 10/23 5.7
05578QAA1
825000
PA
USD
919333.8
0.4828664273
Long
DBT
CORP
FR
Y
2
2023-10-22
Fixed
5.7
N
N
N
N
N
N
BRE GRAND ISLANDER TIMESHARE I
N/A
HGVGI 2017 1A A 144A
05584AAA8
106070.04
PA
USD
106504.51
0.0559399124
Long
ABS-O
CORP
US
Y
2
2029-05-25
Fixed
2.94
N
N
N
N
N
N
BRE GRAND ISLANDER TIMESHARE I
N/A
HGVGI 2019 A B 144A
05588UAB8
298832.27
PA
USD
295246.49
0.1550738348
Long
ABS-O
CORP
US
Y
2
2033-09-26
Fixed
3.78
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
COMPANY GUAR 04/24 4
11271RAA7
580000
PA
USD
628914.35
0.3303279236
Long
DBT
CORP
CA
N
2
2024-04-01
Fixed
4
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
COMPANY GUAR 11/20 3.5
120568AW0
930000
PA
USD
938789.76
0.4930853814
Long
DBT
CORP
US
N
2
2020-11-24
Fixed
3.5
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2
N/A
BX 2019 XL E 144A
056054AH2
301906.57
PA
USD
289780.7
0.1522030097
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
846484.88
PA
USD
813524.96
0.4272919053
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 E 144A
056059AN8
728000
PA
USD
718793.57
0.3775356493
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
767000
PA
USD
730414.64
0.3836394438
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
239250
PA
USD
237186.83
0.1245788605
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 E 144A
12482HAN4
545194
PA
USD
519826.72
0.2730312658
Long
ABS-O
CORP
US
Y
2
2037-12-15
Floating
2.33475
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLE
549300EBZ7BR10QAH203
CPART 2018 2A B 144A
13646AAF7
180000
PA
USD
184176.74
0.0967360979
Long
ABS-O
CORP
CA
Y
2
2024-01-19
Fixed
3.63
N
N
N
N
N
N
CAPITAL AUTOMOTIVE REIT
N/A
CAUTO 2017 1A A1 144A
12479RAD9
244669.82
PA
USD
243801.36
0.1280530442
Long
ABS-O
CORP
US
Y
2
2047-04-15
Fixed
3.87
N
N
N
N
N
N
CAPITAL AUTOMOTIVE REIT
N/A
CAUTO 2017 1A A2 144A
12479RAE7
611674.55
PA
USD
613657.78
0.3223146368
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 B1 144A
12510HAG5
484000
PA
USD
426134.56
0.22382085
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
4.17
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
SR UNSECURED 06/22 VAR
14149YBG2
590000
PA
USD
588977.24
0.3093515496
Long
DBT
CORP
US
N
2
2022-06-15
Floating
1.08338
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST
N/A
CARMX 2019 4 D
14315WAH3
560000
PA
USD
521873.35
0.2741062278
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
2.8
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CRVNA 2019 4A D 144A
14686YAG2
719000
PA
USD
708002.46
0.371867779
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
3.07
N
N
N
N
N
N
CASTLELAKE AIRCRAFT STRUCTURED
N/A
CLAST 2018 1 A 144A
14856CAA7
300029.86
PA
USD
278588.95
0.1463247092
Long
ABS-O
CORP
US
Y
2
2043-06-15
Fixed
4.125
N
N
N
N
N
N
CBAM CLO MANAGEMENT
254900FSYLEH1VUJJF28
CBAM 2018 6A A1R 144A
12481XAN0
500000
PA
USD
491535.5
0.2581717226
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-15
Floating
2.48888
N
N
N
N
N
N
CHURCH + DWIGHT CO INC
POOXSI30AWAQGYJZC921
SR UNSECURED 10/22 2.875
171340AH5
701000
PA
USD
732751.95
0.3848670812
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.875
N
N
N
N
N
N
CIFC FUNDING LTD
549300ZXX0SJBZWIWI81
CIFC 2015 4A A2R 144A
12550TAQ8
300000
PA
USD
293229.3
0.1540143357
Long
ABS-CBDO
CORP
KY
Y
2
2027-10-20
Floating
2.98525
N
N
N
N
N
N
CIM TRUST
N/A
CIM 2019 INV3 A11 144A
12557LBK0
1398525.46
PA
USD
1392452.22
0.7313648521
Long
ABS-O
CORP
US
Y
2
2049-08-25
Floating
1.11825
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SUBORDINATED 06/25 4.4
172967JT9
835000
PA
USD
935037.26
0.4911144365
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.4
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST
N/A
CMLTI 2019 IMC1 A3 144A
17328BAC8
486275.98
PA
USD
484185.43
0.2543112075
Long
ABS-O
CORP
US
Y
2
2049-07-25
Fixed
3.03
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST
N/A
CMLTI 2019 IMC1 M1 144A
17328BAD6
391000
PA
USD
356230.76
0.187104917
Long
ABS-O
CORP
US
Y
2
2049-07-25
Fixed
3.17
N
N
N
N
N
N
CLI FUNDING LLC
549300NQLBWJD5AREU05
CLIF 2017 1A A 144A
12563LAE7
405067.18
PA
USD
404524.92
0.2124707075
Long
ABS-O
CORP
US
Y
2
2042-05-18
Fixed
3.62
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
SR UNSECURED 08/21 5.75
126117AR1
443000
PA
USD
466886.27
0.2452250806
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
5.75
N
N
N
N
N
N
CNH EQUIPMENT TRUST
N/A
CNH 2020 A B
12597PAE8
235000
PA
USD
235379.08
0.1236293666
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
2.3
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
COMPANY GUAR 10/21 3.875
12592BAG9
635000
PA
USD
650793.48
0.3418196118
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
120000
PA
USD
120787.51
0.0634418461
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS
N/A
CASL 2017 A A1 144A
194204AA1
380427.7
PA
USD
357624.14
0.1878367692
Long
ABS-O
CORP
US
Y
2
2046-11-26
Floating
1.8345
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS
N/A
CASL 2017 A B 144A
194204AC7
700000
PA
USD
668008.74
0.3508616715
Long
ABS-O
CORP
US
Y
2
2046-11-26
Fixed
4.5
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS
N/A
CASL 2018 A A1 144A
19423DAA8
469085.26
PA
USD
437901.46
0.2300012395
Long
ABS-O
CORP
US
Y
2
2047-12-26
Floating
1.3845
N
N
N
N
N
N
COLLEGE LOAN CORPORATON TRUST
254900HRAVYB2492C092
COLLE 2005 2 B
194266AE2
170785.04
PA
USD
145274.59
0.0763033212
Long
ABS-O
CORP
US
N
2
2037-01-15
Floating
1.70888
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2015 DC1 AM
12629NAH8
480000
PA
USD
508708.37
0.2671915176
Long
ABS-O
CORP
US
N
2
2048-02-10
Fixed
3.724
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2015 DC1 B
12629NAJ4
333000
PA
USD
335539.36
0.1762370664
Long
ABS-O
CORP
US
N
2
2048-02-10
Floating
4.035
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014 CR14 A2
12630DAV6
90049.9
PA
USD
90042.87
0.0472936804
Long
ABS-O
CORP
US
N
2
2047-02-10
Fixed
3.147
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300LRCNJYVPZRKK63
CBSLT 2017 AGS C 144A
20267VAD9
94461.24
PA
USD
91666.67
0.0481465573
Long
ABS-O
CORP
US
Y
2
2041-05-25
Floating
5.28
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300O1CSZVJJTIR319
CBSLT 2018 CGS C 144A
20267XAD5
37385.5
PA
USD
36149.44
0.0189869566
Long
ABS-O
CORP
US
Y
2
2046-02-25
Floating
4.35
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
CBSLT 2019 AGS B 144A
20268CAC2
577372.62
PA
USD
556509.55
0.2922983776
Long
ABS-O
CORP
US
Y
2
2047-01-25
Fixed
3.04
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300EJIXF1G1X7PN20
CBSLT 2018 BGS C 144A
20268MAD8
52272.39
PA
USD
51725.81
0.0271682136
Long
ABS-O
CORP
US
Y
2
2045-09-25
Floating
4.12
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
5493005PJR3MYTKJFJ48
CBSLT 2018 AGS C 144A
20269DAD7
43148.96
PA
USD
42353.66
0.022245631
Long
ABS-O
CORP
US
Y
2
2044-02-25
Floating
3.82
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
COMPANY GUAR 09/22 5
212015AH4
390000
PA
USD
383175
0.201256979
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
5
N
N
N
N
N
N
COUNTRYWIDE ASSET BACKED CERTI
N/A
CWL 2004 5 3A
1266716D3
1186.03
PA
USD
1051.6
0.0005523373
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
738.28
PA
USD
698.28
0.0003667612
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
2815.51
PA
USD
2701.24
0.0014187862
Long
ABS-O
CORP
US
N
2
2034-02-25
Floating
3.668035
N
N
N
N
N
N
CREDIT SUISSE ABS REPACKAGING
ANGGYXNX0JLX3X63JN86
CSRT 2013 A B 144A
22546UAA6
59031.62
PA
USD
58779.68
0.0308731541
Long
ABS-O
CORP
US
Y
2
2030-01-25
Fixed
2.5
N
N
N
N
N
N
CREDIT SUISSE AG
ANGGYXNX0JLX3X63JN86
SUBORDINATED 144A 08/23 6.5
22546DAA4
930000
PA
USD
1013941.8
0.5325578745
Long
DBT
CORP
CH
Y
2
2023-08-08
Fixed
6.5
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST
N/A
CSMC 2019 ICE4 D 144A
12653VAG1
200000
PA
USD
193758.92
0.1017689956
Long
ABS-O
CORP
US
Y
2
2036-05-15
Floating
1.78475
N
N
N
N
N
N
CREDIT SUISSE SEASONED LOAN TR
1V8Y6QCX6YMJ2OELII46
CSSLT 2006 1 A 144A
22545UAA7
61050.14
PA
USD
60521.75
0.0317881505
Long
ABS-O
CORP
US
Y
2
2034-10-25
Floating
0.4245
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
COMPANY GUAR 12/23 4.375
22966RAB2
313000
PA
USD
341673.59
0.1794589797
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.375
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
COMPANY GUAR 144A 08/20 4
23371DAC8
205000
PA
USD
203462.5
0.1068656569
Long
DBT
CORP
US
Y
2
2020-08-01
Fixed
4
N
N
N
N
N
N
DAIMLER FIN NORTH AMERICA
8YAK2VWYCZ8B120UOU20
SHORT TERMS
23384DGD5
1000000
PA
USD
999902.5
0.5251839406
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
1000000
PA
USD
999244.39
0.5248382781
Long
STIV
CORP
US
N
2
2020-08-27
None
0
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
SR UNSECURED 144A 01/22 5
23636AAS0
455000
PA
USD
478027.51
0.2510768514
Long
DBT
CORP
DK
Y
2
2022-01-12
Fixed
5
N
N
N
N
N
N
DB MASTER FINANCE LLC
549300F17UZJL70BPB08
DNKN 2019 1A A2I 144A
233046AJ0
273930
PA
USD
282561.48
0.1484112216
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
3.787
N
N
N
N
N
N
DB MASTER FINANCE LLC
549300F17UZJL70BPB08
DNKN 2019 1A A2II 144A
233046AK7
323555
PA
USD
336513.28
0.1767486035
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.021
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE
N/A
DRMT 2018 1A A2 144A
24380PAB0
177048.5
PA
USD
176562.64
0.0927369049
Long
ABS-O
CORP
US
Y
2
2057-12-25
Floating
3.027
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE
N/A
DRMT 2018 2A A3 144A
24381HAC5
387606.35
PA
USD
386425.08
0.2029640353
Long
ABS-O
CORP
US
Y
2
2058-04-25
Floating
3.684
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE
N/A
DRMT 2018 3A A3 144A
24381KAC8
298736.57
PA
USD
299022.28
0.1570570124
Long
ABS-O
CORP
US
Y
2
2058-08-25
Floating
3.963
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE
N/A
DRMT 2018 4A A3 144A
24381LAC6
422004.5
PA
USD
424388.28
0.2229036424
Long
ABS-O
CORP
US
Y
2
2058-10-25
Floating
4.285
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE
N/A
DRMT 2019 4A M1 144A
24381MAD2
550000
PA
USD
526656.46
0.2766184853
Long
ABS-O
CORP
US
Y
2
2059-10-25
Floating
3.484
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
SR SECURED 144A 07/24 4
24703DAY7
414000
PA
USD
446272.72
0.2343981195
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
SR SECURED 144A 07/25 5.85
24703DBB6
432000
PA
USD
496454.28
0.2607552388
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
5.85
N
N
N
N
N
N
DIAMOND RESORTS OWNER TRUST
N/A
DROT 2019 1A A 144A
252722AA1
448031.08
PA
USD
446547.02
0.2345421915
Long
ABS-O
CORP
US
Y
2
2032-02-20
Fixed
2.89
N
N
N
N
N
N
DIAMOND RESORTS OWNER TRUST
N/A
DROT 2018 1 A 144A
252724AA7
162733.17
PA
USD
164999.38
0.0866634743
Long
ABS-O
CORP
US
Y
2
2031-01-21
Fixed
3.7
N
N
N
N
N
N
DIAMOND RESORTS OWNER TRUST
5493008MIJR7VMQP7U77
DROT 2016 1 A 144A
25273BAA0
200762.05
PA
USD
200808.37
0.1054716146
Long
ABS-O
CORP
US
Y
2
2028-11-20
Fixed
3.08
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
SR UNSECURED 08/23 4.2
25466AAD3
310000
PA
USD
338508.45
0.1777965369
Long
DBT
CORP
US
Y
2
2023-08-08
Fixed
4.2
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
SR UNSECURED 02/23 3.35
25466AAK7
673000
PA
USD
709931.54
0.3728809997
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
3.35
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
COMPANY GUAR 03/23 2.95
25470DAQ2
229000
PA
USD
240584.17
0.1263632629
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.95
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
SR UNSECURED 05/23 3.7
256746AF5
940000
PA
USD
1007420.96
0.5291329001
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.7
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL
N/A
DPABS 2017 1A A2II 144A
25755TAG5
341250
PA
USD
344524.94
0.1809566089
Long
ABS-O
CORP
US
Y
2
2047-07-25
Fixed
3.082
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL
N/A
DPABS 2018 1A A2I 144A
25755TAJ9
353700
PA
USD
375758.36
0.197361499
Long
ABS-O
CORP
US
Y
2
2048-07-25
Fixed
4.116
N
N
N
N
N
N
DRB PRIME STUDENT LOAN TRUST
N/A
DRB 2016 R A1 144A
23342BAA2
203081.99
PA
USD
203321.65
0.1067916776
Long
ABS-O
CORP
US
Y
2
2044-10-25
Floating
2.0845
N
N
N
N
N
N
DRB PRIME STUDENT LOAN TRUST
N/A
DRB 2017 B CFX 144A
518887AD6
172100.62
PA
USD
166042.68
0.0872114521
Long
ABS-O
CORP
US
Y
2
2042-08-25
Fixed
3.61
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST
N/A
DRIVE 2019 4 D
26209AAG6
550000
PA
USD
549917.67
0.2888360905
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
2.7
N
N
N
N
N
N
DT AUTO OWNER TRUST
549300XVMF0FUK76JG97
DTAOT 2019 1A C 144A
23343GAE2
100000
PA
USD
100865.96
0.0529783477
Long
ABS-O
CORP
US
Y
2
2024-11-15
Fixed
3.61
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
SHORT TERMS
26244HH30
1000000
PA
USD
999677.94
0.5250659938
Long
STIV
CORP
US
N
2
2020-08-03
None
0
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
SR UNSECURED 11/25 4.493
26078JAC4
705000
PA
USD
810893.84
0.4259099486
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.493
N
N
N
N
N
N
EARNEST STUDENT LOAN PROGRAM L
N/A
EARN 2016 B A1 144A
27034JAA9
59437.66
PA
USD
55904.11
0.0293628037
Long
ABS-O
CORP
US
Y
2
2035-02-26
Floating
2.2345
N
N
N
N
N
N
ECMC GROUP STUDENT LOAN TRUST
N/A
ECMC 2018 2A A 144A
26829GAA6
408063.63
PA
USD
388754.47
0.2041875128
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
373270.16
PA
USD
368387.67
0.1934901535
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 A2
28148WAB9
356460
PA
USD
344657.5
0.1810262341
Long
ABS-O
CORP
US
N
2
2035-04-25
Floating
1.64138
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
EHGVT 2014 A B 144A
284157AB0
29756.15
PA
USD
29699.53
0.0155992371
Long
ABS-O
CORP
US
Y
2
2027-02-25
Fixed
3.02
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
EHGVT 2016 A A 144A
28415PAA2
212434.02
PA
USD
211370.79
0.1110193688
Long
ABS-O
CORP
US
Y
2
2028-04-25
Fixed
2.73
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
EHGVT 2017 A A 144A
28416DAA8
115367.45
PA
USD
114897.32
0.0603481112
Long
ABS-O
CORP
US
Y
2
2030-03-25
Fixed
2.69
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
EHGVT 2017 A B 144A
28416DAB6
341829.47
PA
USD
334000.04
0.1754285615
Long
ABS-O
CORP
US
Y
2
2030-03-25
Fixed
2.96
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
EHGVT 2019 A C 144A
28416TAC9
718469.23
PA
USD
660795.98
0.3470732764
Long
ABS-O
CORP
US
Y
2
2034-01-25
Fixed
3.45
N
N
N
N
N
N
ELFI GRADUATE LOAN PROGRAM
N/A
ELFI 2018 A B 144A
268571AC0
224995.63
PA
USD
223509.83
0.1173952193
Long
ABS-O
CORP
US
Y
2
2042-08-25
Floating
4
N
N
N
N
N
N
ELMWOOD CLO II LTD.
N/A
ELMW2 2019 2A A 144A
29001LAA9
350000
PA
USD
346913.35
0.1822110858
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
2.58525
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
COMPANY GUAR 144A 05/22 2.875
29278GAB4
285000
PA
USD
294789.09
0.1548335922
Long
DBT
CORP
NL
Y
2
2022-05-25
Fixed
2.875
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
COMPANY GUAR 09/23 4.2
29278NAC7
960000
PA
USD
1020002.45
0.5357411409
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.2
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
SR UNSECURED 04/24 4.4
29336UAB3
490000
PA
USD
406945
0.2137418186
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.4
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
SR UNSECURED 03/22 4.5
29359UAA7
685000
PA
USD
693990.02
0.364507953
Long
DBT
CORP
BM
N
2
2022-03-10
Fixed
4.5
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
1ST MORTGAGE 06/21 2.55
29365TAE4
95000
PA
USD
96464.61
0.050666604
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
2.55
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
SR UNSECURED 07/23 4.75
26885BAD2
505000
PA
USD
508398.65
0.2670288417
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.75
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
SR UNSECURED 10/22 3
26884LAE9
565000
PA
USD
525450
0.2759848101
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
SR UNSECURED 02/25 6.125
26884LAH2
320000
PA
USD
318886.4
0.1674903465
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.125
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
SR UNSECURED 04/23 3.9
054561AC9
87000
PA
USD
93124.49
0.0489122556
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
3.9
N
N
N
N
N
N
ERICSSON LM
549300W9JLPW15XIFM52
SR UNSECURED 05/22 4.125
294829AA4
828000
PA
USD
866916
0.4553347562
Long
DBT
CORP
SE
N
2
2022-05-15
Fixed
4.125
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
COMPANY GUAR 05/24 3.875
29717PAN7
170000
PA
USD
184955.54
0.097145151
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.875
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
COMPANY GUAR 04/25 3.5
29717PAP2
130000
PA
USD
141727.59
0.0744403121
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.5
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES
N/A
EART 2019 1A B 144A
30167DAB3
146459.83
PA
USD
147038.89
0.0772299936
Long
ABS-O
CORP
US
Y
2
2023-02-15
Fixed
3.45
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES
N/A
EART 2019 3A D 144A
30167EAD7
400000
PA
USD
398739.04
0.2094317599
Long
ABS-O
CORP
US
Y
2
2025-08-15
Fixed
3.11
N
N
N
N
N
N
FANNIE MAE CAS
N/A
CAS 2019 R02 1M2 144A
20753KAB8
1065499.45
PA
USD
1048929.97
0.5509348913
Long
ABS-O
USGSE
US
Y
2
2031-08-25
Floating
2.4845
N
N
N
N
N
N
FANNIE MAE CAS
N/A
CAS 2019 R03 1M2 144A
20753MAF5
464441.28
PA
USD
458948.47
0.241055869
Long
ABS-O
USGSE
US
Y
2
2031-09-25
Floating
2.3345
N
N
N
N
N
N
FCI FUNDING, LLC
213800W6B18ZHTNG7371
FCITL 2019 1A A 144A
30259MAA4
122309.39
PA
USD
123249.56
0.0647350013
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
203.37
PA
USD
238.87
0.0001254629
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
865.37
PA
USD
1011.28
0.0005311598
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
7.5
N
N
N
N
N
N
FIDELITY NATL INFORMATION SVCS
6WQI0GK1PRFVBA061U48
SHORT TERMS
31621YG94
1000000
PA
USD
999932.5
0.5251996977
Long
STIV
CORP
US
N
2
2020-07-09
None
0
N
N
N
N
N
N
FIRST HORIZON NATIONAL
TF3RXI1ZB1TQ30H9JV10
SR UNSECURED 12/20 3.5
320517AB1
520000
PA
USD
524058.03
0.2752536986
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
3.5
N
N
N
N
N
N
FLIR SYSTEMS INC
VOBD35NEPH6WISIRTJ85
SR UNSECURED 06/21 3.125
302445AD3
230000
PA
USD
233754.69
0.1227761799
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
3.125
N
N
N
N
N
N
FNMA POOL 190317
B1V7KEBTPIMZEU4LTD58
FN 08/31 FIXED VAR
31368HK69
456.77
PA
USD
533.42
0.0002801709
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
13.98
PA
USD
16.04
0.0000084248
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
21.82
PA
USD
25.48
0.000013383
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
9.05
PA
USD
10.59
0.0000055622
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
450.62
PA
USD
530.06
0.0002784061
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
26.88
PA
USD
31.32
0.0000164504
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
452.37
PA
USD
526.53
0.0002765521
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
778.61
PA
USD
914.82
0.0004804956
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
2124.12
PA
USD
2498.14
0.0013121109
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
560.78
PA
USD
660.27
0.000346797
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
649.65
PA
USD
757.95
0.000398102
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
11987.8
PA
USD
12621.06
0.0066290244
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
5158.8
PA
USD
5383.18
0.0028274354
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
15358.62
PA
USD
16169.94
0.0084930209
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Variable
3.973
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
SR UNSECURED 01/23 3.087
345397A29
260000
PA
USD
247650
0.1300744852
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 04/21 VAR
345397YY3
405000
PA
USD
388705.36
0.2041617185
Long
DBT
CORP
US
N
2
2021-04-05
Floating
2.183
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
SR UNSECURED 02/23 VAR
345397ZC0
275000
PA
USD
246155.56
0.1292895527
Long
DBT
CORP
US
N
2
2023-02-15
Floating
1.62738
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
SR UNSECURED 11/22 3.35
345397ZU0
365000
PA
USD
349589.7
0.1836167989
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.35
N
N
N
N
N
N
FREDDIE MAC STACR
S6XOOCT0IEG5ABCC6L87
STACR 2020 DNA3 M1 144A
35565WAA0
490000
PA
USD
490000
0.257365224
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
1436000
PA
USD
1436000
0.7542376769
Long
ABS-O
CORP
US
Y
2
2050-06-25
Floating
1
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
COMPANY GUAR 01/23 3.25
37045XCF1
970000
PA
USD
991131.96
0.5205773447
Long
DBT
CORP
US
N
2
2023-01-05
Fixed
3.25
N
N
N
N
N
N
GENPACT LUXEMBOURG SARL
549300875ZJZQ1PBR343
COMPANY GUAR 04/22 3.7
37254BAB6
635000
PA
USD
652008.04
0.3424575414
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
335000
PA
USD
345699.66
0.1815736131
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 10/22 4.25
98417EAT7
254000
PA
USD
268516.1
0.1410340943
Long
DBT
CORP
CA
Y
2
2022-10-25
Fixed
4.25
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
COMPANY GUAR 144A 05/23 4.125
378272AF5
360000
PA
USD
384850.47
0.2021369948
Long
DBT
CORP
US
Y
2
2023-05-30
Fixed
4.125
N
N
N
N
N
N
GLOBAL SC FINANCE SRL
N/A
SEACO 2013 1A A 144A
37952UAB9
83583.33
PA
USD
83301.81
0.0437530388
Long
ABS-O
CORP
BB
Y
2
2028-04-17
Fixed
2.98
N
N
N
N
N
N
GLOBAL SC FINANCE SRL
N/A
SEACO 2017 1A A 144A
37956AAA1
231057.27
PA
USD
221780.85
0.1164870983
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
559.84
PA
USD
572.02
0.000300445
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
118.13
PA
USD
121.06
0.000063585
Long
ABS-MBS
USGA
US
N
2
2027-11-20
Variable
3.125
N
N
N
N
N
N
GNMA POOL 352022
549300M8ZYFG0OCMTT87
GN 11/23 FIXED 7
36203LAX0
507.26
PA
USD
539.11
0.0002831595
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
35.32
PA
USD
36.81
0.0000193339
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 491089
549300M8ZYFG0OCMTT87
GN 12/28 FIXED 7
36210FRJ7
1293.76
PA
USD
1414.01
0.0007426878
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
429.86
PA
USD
495.81
0.0002604168
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
214.43
PA
USD
247.14
0.0001298066
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
581.47
PA
USD
668.13
0.0003509254
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
148.42
PA
USD
169.43
0.0000889906
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
2067.98
PA
USD
2390.39
0.0012555169
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
7
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SUBORDINATED 10/25 4.25
38141GVR2
1355000
PA
USD
1525311.93
0.801147442
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SR UNSECURED 02/23 3.2
38141GWT7
570000
PA
USD
604800.73
0.3176626028
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
3.2
N
N
N
N
N
N
GOODGREEN TRUST
N/A
GOODG 2016 1A A 144A
38217KAA2
306458.81
PA
USD
312208.22
0.1639827316
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
3.23
N
N
N
N
N
N
GOODGREEN TRUST
N/A
GOODG 2019 1A A 144A
38218DAA7
297016.62
PA
USD
310985.55
0.1633405423
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
591333.33
PA
USD
585909.09
0.3077400494
Long
ABS-O
CORP
KY
Y
2
2054-10-15
Fixed
2.76
N
N
N
N
N
N
GOODGREEN TRUST
N/A
GOODG 2018 1A A 144A
38218GAA0
263810.8
PA
USD
274401.19
0.1441251505
Long
ABS-O
CORP
KY
Y
2
2053-10-15
Fixed
3.93
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GNR 2014 131 BW
38379E2W1
90960.14
PA
USD
94192.79
0.0494733643
Long
ABS-O
USGA
US
N
2
2041-05-20
Floating
4.04697
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
COMPANY GUAR 04/21 4.75
38869PAK0
759000
PA
USD
768487.5
0.4036366482
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
4.75
N
N
N
N
N
N
GSR MORTGAGE LOAN TRUST
CU46ESEFJB81SUVBJO28
GSR 2004 9 2A1
36242DBJ1
1070.41
PA
USD
1073.36
0.0005637664
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
3.486935
N
N
N
N
N
N
HARLEY-DAVIDSON FND CP
5493006EFVOCXD9ZVB19
SHORT TERMS
41282JGL9
2000000
PA
USD
1999666.66
1.0502952203
Long
STIV
CORP
US
N
2
2020-07-20
None
0
N
N
N
N
N
N
HERCULES CAPITAL INC
549300UJ5OC256GR2B73
SR UNSECURED 10/22 4.625
427096AG7
610000
PA
USD
587679.56
0.3086699625
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
192505.3
PA
USD
201564.71
0.1058688709
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 2015 1A A 144A
42770LAA1
411612.12
PA
USD
437942.04
0.2300225535
Long
ABS-O
CORP
US
Y
2
2040-09-21
Fixed
3.84
N
N
N
N
N
N
HERO FUNDING TRUST
549300Z5C0ID42MSJA91
HERO 2017 3A A1 144A
42771AAA4
189307.45
PA
USD
193676.19
0.1017255429
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
3.19
N
N
N
N
N
N
HERO FUNDING TRUST
N/A
HERO 2018 1A A2 144A
42772GAB8
340470.4
PA
USD
364219.27
0.1913007633
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
4.67
N
N
N
N
N
N
HERTZ FLEET LEASE FUNDING LP
549300FESQ105M6ZTE59
HFLF 2019 1 D 144A
428041BN6
649000
PA
USD
577559.96
0.3033547928
Long
ABS-O
CORP
US
Y
2
2033-01-10
Fixed
3.44
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC
549300FPK70TCB78NG05
HERTZ 2017 1A B 144A
428040CV9
910000
PA
USD
870524.84
0.4572302459
Long
ABS-O
CORP
US
Y
2
2021-10-25
Fixed
3.56
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC
549300FPK70TCB78NG05
HERTZ 2016 2A C 144A
42806DAW9
1800000
PA
USD
1636875.9
0.8597447606
Long
ABS-O
CORP
US
Y
2
2022-03-25
Fixed
4.99
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC
549300FPK70TCB78NG05
HERTZ 2018 3A B 144A
42806DCA5
330000
PA
USD
310407.64
0.1630370037
Long
ABS-O
CORP
US
Y
2
2024-07-25
Fixed
4.37
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC
549300PD0C69OJ0NLB27
HERTZ 2019 3A B 144A
42806DCP2
410000
PA
USD
390885.43
0.2053067679
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
950000
PA
USD
841446.35
0.4419572008
Long
ABS-O
CORP
US
Y
2
2044-01-01
Floating
1.796
N
N
N
N
N
N
HILTON GRAND VACATIONS TRUST
N/A
HGVT 2017 AA B 144A
43283AAB1
133283.21
PA
USD
125375.77
0.0658517615
Long
ABS-O
CORP
US
Y
2
2028-12-26
Fixed
2.96
N
N
N
N
N
N
HORIZON AIRCRAFT FINANCE I LIM
N/A
HORZN 2018 1 A 144A
440405AE8
532932.93
PA
USD
480822.22
0.2525447314
Long
ABS-O
CORP
US
Y
2
2038-12-15
Fixed
4.458
N
N
N
N
N
N
HORIZON AIRCRAFT FINANCE III L
N/A
HORZN 2019 2 B 144A
44040JAB4
683333.35
PA
USD
378308.38
0.1987008591
Long
ABS-O
CORP
KY
Y
2
2039-11-15
Fixed
4.458
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
SUBORDINATED 03/24 4.25
404280AP4
865000
PA
USD
933281.53
0.4901922654
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
4.25
N
N
N
N
N
N
HUDSON YARDS
N/A
HY 2019 30HY E 144A
44421GAL7
700000
PA
USD
660799.65
0.347075204
Long
ABS-O
CORP
US
Y
2
2039-07-10
Floating
3.557897
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
SR UNSECURED 11/22 5.125
44701QBD3
960000
PA
USD
1016928.68
0.5341266889
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
320000
PA
USD
326534.29
0.1715072871
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 02/23 2.375
44891ABE6
600000
PA
USD
604488.61
0.3174986664
Long
DBT
CORP
US
Y
2
2023-02-10
Fixed
2.375
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
COMPANY GUAR 144A 07/24 3.125
45262BAA1
400000
PA
USD
415417.85
0.2181920572
Long
DBT
CORP
GB
Y
2
2024-07-26
Fixed
3.125
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
COMPANY GUAR 144A 02/23 3.5
453140AB1
387000
PA
USD
401505.85
0.2108849858
Long
DBT
CORP
GB
Y
2
2023-02-11
Fixed
3.5
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TRU
N/A
INDX 2004 AR4 1A
45660NQ24
6586.96
PA
USD
6455.48
0.003390645
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
3.686946
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
SR UNSECURED 10/21 3.75
460690BN9
200000
PA
USD
207354
0.1089096095
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
3.75
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
SR SECURED 144A 06/22 2.5
46849LSW2
495000
PA
USD
510652.44
0.2682126115
Long
DBT
CORP
US
Y
2
2022-06-27
Fixed
2.5
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST
N/A
JPMMT 2018 1 A5 144A
46648RAE1
217525.72
PA
USD
220188.69
0.1156508399
Long
ABS-O
CORP
US
Y
2
2048-06-25
Floating
3.5
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST
N/A
JPMMT 2018 4 A15 144A
46649CAQ6
218862.19
PA
USD
220853.16
0.1159998429
Long
ABS-O
CORP
US
Y
2
2048-10-25
Floating
3.5
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST
N/A
JPMMT 2017 6 A5 144A
46649HAE2
267630.37
PA
USD
272340.13
0.1430426093
Long
ABS-O
CORP
US
Y
2
2048-12-25
Floating
3.5
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST
N/A
JPMMT 2018 3 A5 144A
46649TAE6
352316.95
PA
USD
356913.66
0.1874636001
Long
ABS-O
CORP
US
Y
2
2048-09-25
Floating
3.5
N
N
N
N
N
N
KDAC AVIATION FINANCE LIMITED
N/A
KDAC 2017 1A A 144A
48244XAA0
192555.16
PA
USD
163324.5
0.0857837684
Long
ABS-O
CORP
KY
Y
2
2042-12-15
Fixed
4.212
N
N
N
N
N
N
KINROSS GOLD CORP
549300UEBMAQDN0K0R06
COMPANY GUAR 09/21 5.125
496902AJ6
370000
PA
USD
380242.93
0.1997169528
Long
DBT
CORP
CA
N
2
2021-09-01
Fixed
5.125
N
N
N
N
N
N
KINROSS GOLD CORP
549300UEBMAQDN0K0R06
COMPANY GUAR 03/24 5.95
496902AN7
550000
PA
USD
618246.95
0.3247250302
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
5.95
N
N
N
N
N
N
KNDL MORTGAGE TRUST
N/A
KNDL 2019 KNSQ E 144A
482598AN9
251000
PA
USD
241288.51
0.126733207
Long
ABS-O
CORP
US
Y
2
2036-05-15
Floating
1.98475
N
N
N
N
N
N
KREF 2018 FL1 LTD.
549300N45646UZ8P3S07
KREF 2018 FL1 AS 144A
48275PAC5
1150000
PA
USD
1123959.06
0.5903428067
Long
ABS-CBDO
CORP
KY
Y
2
2036-06-15
Floating
1.54388
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
SR UNSECURED 08/24 3.2
517834AG2
1025000
PA
USD
1021463.07
0.5365083099
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.2
N
N
N
N
N
N
LAUREL ROAD PRIME STUDENT LOAN
549300XLHGW4YH0MCQ51
LRB 2018 B BFX 144A
51888RAC4
191151.41
PA
USD
189731.06
0.099653422
Long
ABS-O
CORP
US
Y
2
2043-05-26
Fixed
3.72
N
N
N
N
N
N
LAUREL ROAD PRIME STUDENT LOAN
N/A
LRK 2019 A BFX 144A
51889RAC3
256645.6
PA
USD
257584.9
0.1352926439
Long
ABS-O
CORP
US
Y
2
2048-10-25
Fixed
3
N
N
N
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
SR UNSECURED 02/25 3.75
52107QAG0
805000
PA
USD
854725.11
0.4489316723
Long
DBT
CORP
US
N
2
2025-02-13
Fixed
3.75
N
N
N
N
N
N
LEASEPLAN CORPORATION NV
724500C60L930FVHS484
SR UNSECURED 144A 10/24 2.875
52206AAD2
280000
PA
USD
286304.14
0.1503769982
Long
DBT
CORP
NL
Y
2
2024-10-24
Fixed
2.875
N
N
N
N
N
N
LEIDOS HOLDINGS INC
549300IUTGTP6EJP8124
SR SECURED 12/20 4.45
78390XAA9
635000
PA
USD
633174.38
0.3325654411
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
4.45
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
COMPANY GUAR 144A 05/23 2.95
52532XAA3
390000
PA
USD
406263
0.2133836082
Long
DBT
CORP
US
Y
2
2023-05-15
Fixed
2.95
N
N
N
N
N
N
LENDMARK FUNDING TRUST
N/A
LFT 2018 1A A 144A
52603VAA1
350000
PA
USD
349908.55
0.1837842701
Long
ABS-O
CORP
US
Y
2
2026-12-21
Fixed
3.81
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
SR UNSECURED 09/23 4
534187BD0
122000
PA
USD
132830.7
0.0697673528
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
4
N
N
N
N
N
N
LOUISIANA ST PUBLIC FACS AUTH
549300RQIPT5S4P4M065
LASFAC 04/27 FLOATING VAR
546398K49
14077.13
PA
USD
14048.98
0.0073790181
Long
DBT
MUN
US
N
2
2027-04-26
Floating
1.891
N
N
N
N
N
N
LUNAR AIRCRAFT 2020 1 LIMITED
N/A
LUNRR 2020 1A A 144A
55037LAA2
328013.33
PA
USD
299443.66
0.157278336
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
2000000
PA
USD
1999489.28
1.0502020541
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
381062.51
PA
USD
314734.88
0.1653098222
Long
ABS-O
CORP
KY
Y
2
2039-10-15
Fixed
3.474
N
N
N
N
N
N
MAGNETITE CLO LTD
549300F7COUCG1RROP29
MAGNE 2020 26A A 144A
55954YAA3
750000
PA
USD
750384
0.3941280536
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Floating
1.94943
N
N
N
N
N
N
MARINER FINANCE ISSUANCE TRUST
N/A
MFIT 2018 AA A 144A
56846PAA2
903000
PA
USD
892412.87
0.4687266086
Long
ABS-O
CORP
US
Y
2
2030-11-20
Fixed
4.2
N
N
N
N
N
N
MARLETTE FUNDING TRUST
5493000DIU62BZSFTP62
MFT 2019 2A A 144A
57109HAA0
84241.16
PA
USD
82437.69
0.0432991726
Long
ABS-O
CORP
US
Y
2
2029-07-16
Fixed
3.13
N
N
N
N
N
N
MARLETTE FUNDING TRUST
5493000DIU62BZSFTP62
MFT 2019 2A B 144A
57109HAB8
146000
PA
USD
145644.99
0.0764978683
Long
ABS-O
CORP
US
Y
2
2029-07-16
Fixed
3.53
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
SR UNSECURED 05/25 5.75
571903BD4
161000
PA
USD
174903.51
0.0918654715
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
SR UNSECURED 04/21 3.5
574599BK1
170000
PA
USD
172343.58
0.0905209063
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
3.5
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE INVESTO
N/A
MLMI 2003 A4 1A
589929W53
358.66
PA
USD
340.21
0.0001786903
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
356.78
PA
USD
349.71
0.00018368
Long
ABS-O
CORP
US
N
2
2034-02-25
Floating
3.249994
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
SR SECURED 06/21 3.922
595017AN4
390000
PA
USD
397600.7
0.2088338637
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
3.922
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
SR UNSECURED 07/22 2.665
606822AP9
820000
PA
USD
852340.88
0.4476793909
Long
DBT
CORP
JP
N
2
2022-07-25
Fixed
2.665
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
COMPANY GUAR 05/22 3.5
60871RAC4
197000
PA
USD
205553.67
0.1079640129
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
3.5
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
COMPANY GUAR 07/21 2.1
60871RAF7
230000
PA
USD
232823.74
0.1222872123
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
2.1
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
SR UNSECURED 04/26 VAR
6174468Q5
425000
PA
USD
442513.89
0.2324238499
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.188
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
SR UNSECURED 02/23 3.75
61746BDJ2
521000
PA
USD
562258.84
0.2953181068
Long
DBT
CORP
US
N
2
2023-02-25
Fixed
3.75
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
SUBORDINATED 05/23 4.1
61747YDU6
424000
PA
USD
458224.46
0.2406755935
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.1
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST
IGJSJL3JD5P30I6NJZ34
MSBAM 2013 C7 B
61690KAH5
250000
PA
USD
252928.98
0.132847191
Long
ABS-O
CORP
US
N
2
2046-02-15
Fixed
3.769
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MSC 2012 STAR D 144A
61761BAQ9
400000
PA
USD
386065.76
0.2027753078
Long
ABS-O
CORP
US
Y
2
2034-08-05
Floating
4.05707
N
N
N
N
N
N
MOSAIC SOLAR LOANS LLC
549300ZLA8SW2SVJMN33
MSAIC 2017 1A A 144A
61946EAA6
63092.01
PA
USD
64365.94
0.0338072542
Long
ABS-O
CORP
US
Y
2
2042-06-20
Fixed
4.45
N
N
N
N
N
N
MOSAIC SOLAR LOANS LLC
N/A
MSAIC 2018 2GS A 144A
61946LAA0
241347.84
PA
USD
249684.91
0.1311432914
Long
ABS-O
CORP
US
Y
2
2044-02-22
Fixed
4.2
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
SR UNSECURED 09/22 VAR
55336VBH2
1050000
PA
USD
1032580.5
0.5423475749
Long
DBT
CORP
US
N
2
2022-09-09
Floating
1.41288
N
N
N
N
N
N
MSCG TRUST
N/A
MSCCG 2018 SELF C 144A
55358PAJ5
90000
PA
USD
85712.31
0.0450191181
Long
ABS-O
CORP
US
Y
2
2037-10-15
Floating
1.36475
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
COMPANY GUAR 144A 01/23 3.125
628530AV9
525000
PA
USD
551766.4
0.2898071085
Long
DBT
CORP
US
Y
2
2023-01-15
Fixed
3.125
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
549300761SV59SBM0Z40
NAVSL 2016 5A A 144A
63939QAA4
572409.78
PA
USD
560713.79
0.2945065922
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 2018 1A A3 144A
63940DAC6
850000
PA
USD
758704.14
0.3984980836
Long
ABS-O
CORP
US
Y
2
2067-03-25
Floating
0.9045
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2016 7A A 144A
63940GAA3
713236.86
PA
USD
696209.69
0.3656738017
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
560000
PA
USD
519718.25
0.2729742936
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 2017 1A A3 144A
63940NAC4
1300000
PA
USD
1266079.36
0.6649893839
Long
ABS-O
CORP
US
Y
2
2066-07-26
Floating
1.3345
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2018 BA A2B 144A
63940QAC7
169769.09
PA
USD
162110.5
0.085146133
Long
ABS-O
CORP
US
Y
2
2059-12-15
Floating
0.90475
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2019 1A A2 144A
63940XAB4
400000
PA
USD
398868.04
0.2094995152
Long
ABS-O
CORP
US
Y
2
2067-12-27
Floating
1.0845
N
N
N
N
N
N
NAVISTAR FINANCIAL DEALER NOTE
549300S28N49H5RT4J50
NAVMT 2018 1 C 144A
63938PBF5
160000
PA
USD
158582.06
0.0832928722
Long
ABS-O
CORP
US
Y
2
2023-09-25
Floating
1.2345
N
N
N
N
N
N
NAVISTAR FINANCIAL DEALER NOTE
549300S28N49H5RT4J50
NAVMT 2018 1 D 144A
63938PBG3
230000
PA
USD
227849.64
0.1196746401
Long
ABS-O
CORP
US
Y
2
2023-09-25
Floating
1.7345
N
N
N
N
N
N
NAVISTAR FINANCIAL DEALER NOTE
549300S28N49H5RT4J50
NAVMT 2019 1 C 144A
63938PBK4
236000
PA
USD
232490.68
0.1221122774
Long
ABS-O
CORP
US
Y
2
2024-05-25
Floating
1.1345
N
N
N
N
N
N
NAVISTAR FINANCIAL DEALER NOTE
549300S28N49H5RT4J50
NAVMT 2019 1 D 144A
63938PBL2
214000
PA
USD
210718.57
0.1106767999
Long
ABS-O
CORP
US
Y
2
2024-05-25
Floating
1.6345
N
N
N
N
N
N
NELNET PRIVATE EDUCATION LOAN
N/A
NPELT 2016 A A1A 144A
64034JAA2
114575.15
PA
USD
108784.48
0.0571374328
Long
ABS-O
CORP
US
Y
2
2040-12-26
Floating
1.9345
N
N
N
N
N
N
NELNET PRIVATE EDUCATION LOAN
N/A
NPELT 2016 A A1B 144A
64034JAB0
82504.58
PA
USD
82866.92
0.0435246192
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 2007 2A A4A2 144A
64032FAH7
600000
PA
USD
527634.45
0.2771321601
Long
ABS-O
CORP
US
Y
2
2035-06-25
Floating
1.497
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2014 1A B 144A
64033JAB1
270000
PA
USD
243612.9
0.1279540583
Long
ABS-O
CORP
US
Y
2
2047-10-25
Floating
1.6845
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2015 3A B 144A
64033TAB9
130000
PA
USD
121163.33
0.0636392399
Long
ABS-O
CORP
US
Y
2
2054-06-25
Floating
1.6845
N
N
N
N
N
N
NEUBERGER BERMAN CLO LTD
549300NPF57YF6WBDP72
NEUB 2015 20A BR 144A
64130TAS4
600000
PA
USD
579085.2
0.3041559025
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-15
Floating
2.46888
N
N
N
N
N
N
NEW RESIDENTIAL ADVANCE RECEIV
549300RNWDDBV4LFKJ17
NRART 2019 T2 DT2 144A
62942QBY8
220000
PA
USD
209276.65
0.1099194529
Long
ABS-O
CORP
US
Y
2
2053-08-15
Fixed
3.06
N
N
N
N
N
N
NEW RESIDENTIAL ADVANCE RECEIV
549300RNWDDBV4LFKJ17
NRART 2019 T3 CT3 144A
62942QCC5
344000
PA
USD
313040
0.1644196117
Long
ABS-O
CORP
US
Y
2
2052-09-15
Fixed
2.7096
N
N
N
N
N
N
NEW RESIDENTIAL ADVANCE RECEIV
549300RNWDDBV4LFKJ17
NRART 2019 T3 DT3 144A
62942QCD3
600000
PA
USD
534000
0.2804755707
Long
ABS-O
CORP
US
Y
2
2052-09-15
Fixed
3.0554
N
N
N
N
N
N
NEW RESIDENTIAL ADVANCE RECEIV
549300RNWDDBV4LFKJ17
NRART 2019 T4 DT4 144A
62942QCJ0
714000
PA
USD
635460
0.3337659291
Long
ABS-O
CORP
US
Y
2
2051-10-15
Fixed
2.8035
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN
N/A
NRZT 2016 4A A1 144A
64829LAA6
238279.39
PA
USD
251618.75
0.1321590122
Long
ABS-O
CORP
US
Y
2
2056-11-25
Floating
3.75
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN
N/A
NRZT 2019 NQM1 A3 144A
64829YAC4
401809.71
PA
USD
409087.61
0.2148671926
Long
ABS-O
CORP
US
Y
2
2049-01-25
Floating
3.92798
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN
N/A
NRZT 2019 NQM2 A3 144A
64830QAC8
158272.73
PA
USD
160781.18
0.0844479274
Long
ABS-O
CORP
US
Y
2
2049-04-25
Floating
3.75188
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
SR UNSECURED 04/23 4.35
651229AV8
979000
PA
USD
1008174.2
0.5295285282
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
4.35
N
N
N
N
N
N
NEWFIELD EXPLORATION CO
T8W3X1PFLPW2YE0UIP44
COMPANY GUAR 07/24 5.625
651290AQ1
505000
PA
USD
482551.89
0.2534532148
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.625
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
SR UNSECURED 144A 09/21 1.9
654740AS8
200000
PA
USD
196382.99
0.1031472494
Long
DBT
CORP
US
Y
2
2021-09-14
Fixed
1.9
N
N
N
N
N
N
NP SPE II LLC
549300M4DFCB4G0UM882
NPRL 2017 1A A1 144A
62946AAC8
139530.06
PA
USD
142266.83
0.0747235399
Long
ABS-O
CORP
US
Y
2
2047-10-21
Fixed
3.372
N
N
N
N
N
N
NP SPE IX LP
N/A
NPRL 2019 1A A1 144A
62954JAA2
213599.26
PA
USD
211622.95
0.1111518121
Long
ABS-O
CORP
US
Y
2
2049-09-20
Fixed
2.574
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
724500RKKW4NOJ9YQF60
COMPANY GUAR 144A 06/21 4.125
62947QAU2
370000
PA
USD
381038.85
0.2001349979
Long
DBT
CORP
NL
Y
2
2021-06-01
Fixed
4.125
N
N
N
N
N
N
O REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
SR UNSECURED 09/22 3.8
67103HAC1
123000
PA
USD
129183.31
0.0678516153
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.8
N
N
N
N
N
N
O REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
SR UNSECURED 06/23 3.85
67103HAD9
873000
PA
USD
919108.84
0.4827482704
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.85
N
N
N
N
N
N
OCP CLO LTD
5493006T10144GM16690
OCP 2015 8A A2AR 144A
67091RAM1
650000
PA
USD
639678
0.335981371
Long
ABS-CBDO
CORP
KY
Y
2
2027-04-17
Floating
2.58488
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRU
N/A
OMFIT 2019 2A A 144A
68269BAA6
1500000
PA
USD
1503987.9
0.7899473119
Long
ABS-O
CORP
US
Y
2
2036-10-14
Fixed
3.14
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRU
N/A
OMFIT 2019 2A C 144A
68269BAC2
600000
PA
USD
507034.08
0.2663121216
Long
ABS-O
CORP
US
Y
2
2036-10-14
Fixed
3.66
N
N
N
N
N
N
ONSLOW BAY FINANCIAL LLC
N/A
OBX 2020 INV1 A21 144A
67113CAX4
684686.46
PA
USD
698124.25
0.3666793959
Long
ABS-O
CORP
US
Y
2
2049-12-25
Floating
3.5
N
N
N
N
N
N
ORANGE LAKE TIMESHARE TRUST
N/A
ONGLT 2016 A A 144A
68504LAA9
385677.27
PA
USD
374033.02
0.1964552898
Long
ABS-O
CORP
US
Y
2
2029-03-08
Fixed
2.61
N
N
N
N
N
N
ORANGE LAKE TIMESHARE TRUST
N/A
ONGLT 2016 A B 144A
68504LAB7
158154.72
PA
USD
135365
0.0710984562
Long
ABS-O
CORP
US
Y
2
2029-03-08
Fixed
2.91
N
N
N
N
N
N
ORANGE LAKE TIMESHARE TRUST
N/A
ONGLT 2019 A D 144A
68504UAD3
533036.33
PA
USD
489664.02
0.2571887555
Long
ABS-O
CORP
US
Y
2
2038-04-09
Fixed
4.93
N
N
N
N
N
N
OSCAR US FUNDING TRUST
353800SUUA8QI9Y7NC83
OSCAR 2019 1A A4 144A
68784YAF1
500000
PA
USD
518620.04
0.2723974751
Long
ABS-O
CORP
JP
Y
2
2026-05-11
Fixed
3.27
N
N
N
N
N
N
OXFORD FINANCE FUNDING TRUST
N/A
OXFIN 2020 1A A2 144A
69144AAA7
281000
PA
USD
284407.49
0.149380811
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
37123.13
PA
USD
37289.22
0.0195856091
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 06/22 1.75
694308JE8
640000
PA
USD
641024
0.3366883375
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.75
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
COMPANY GUAR 144A 08/22 5.25
70014LAA8
1250000
PA
USD
1173341.28
0.6162800845
Long
DBT
CORP
KY
Y
2
2022-08-15
Fixed
5.25
N
N
N
N
N
N
PENNSYLVANIA ST HGR EDU ASSIST
N/A
PASSTD 10/42 ADJUSTABLE VAR
709163GJ2
450000
PA
USD
435442.5
0.2287097073
Long
DBT
MUN
US
N
2
2042-10-25
Floating
1.691
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
549300ZX07JYMI8GHQ39
SR UNSECURED 144A 07/22 4.875
709599AH7
816000
PA
USD
869208.23
0.456538716
Long
DBT
CORP
US
Y
2
2022-07-11
Fixed
4.875
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
SR UNSECURED 10/23 3.85
72650RBD3
384000
PA
USD
398213.52
0.2091557383
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
3.85
N
N
N
N
N
N
PNMAC GMSR ISSUER TRUST
5493007JEN3QN6CZC711
PNMSR 2018 GT1 A 144A
69354WAC0
250000
PA
USD
245018.18
0.1286921608
Long
ABS-O
CORP
US
Y
2
2023-02-25
Floating
3.0345
N
N
N
N
N
N
PSMC 2018 1 TRUST
N/A
PSMC 2018 2 A3 144A
693680AC4
282125.73
PA
USD
285808.26
0.1501165446
Long
ABS-O
CORP
US
Y
2
2048-06-25
Floating
3.5
N
N
N
N
N
N
PSMC TRUST
N/A
PSMC 2018 1 A3 144A
69371VAC1
314633.21
PA
USD
319076.74
0.1675903197
Long
ABS-O
CORP
US
Y
2
2048-02-25
Floating
3.5
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
SR SECURED 09/21 6
745310AD4
260000
PA
USD
274268.34
0.144055373
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
6
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
SR SECURED 03/23 4.375
747262AK9
1060000
PA
USD
1059894
0.5566935852
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.375
N
N
N
N
N
N
QWEST CORP
549300R2L4N683OO1509
SR UNSECURED 12/21 6.75
74913GAX3
485000
PA
USD
512551.06
0.2692098334
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
6.75
N
N
N
N
N
N
RECETTE CLO LLC
549300392I5L5XOJ0016
RCTTE 2015 1A CR 144A
75620TAT5
250000
PA
USD
243247.25
0.1277620061
Long
ABS-CBDO
CORP
KY
Y
2
2027-10-20
Floating
2.83525
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
COMPANY GUAR 06/22 4
761713BF2
540000
PA
USD
570504.39
0.2996489595
Long
DBT
CORP
US
N
2
2022-06-12
Fixed
4
N
N
N
N
N
N
ROCKFORD TOWER CLO LTD
549300V5ZF7112UGSH89
ROCKT 2017 3A A 144A
77341DAA5
1000000
PA
USD
976396
0.5128375006
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
2.32525
N
N
N
N
N
N
RPM INTERNATIONAL INC
549300TJCKW4BRXPJ474
SR UNSECURED 11/22 3.45
749685AS2
8000
PA
USD
8257.06
0.0043368982
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.45
N
N
N
N
N
N
RRAM
549300YH0VOGWM5JZF65
RRAM 2018 3A A1R2 144A
74988LAA2
400000
PA
USD
390614.4
0.2051644134
Long
ABS-O
CORP
KY
Y
2
2030-01-15
Floating
2.30888
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
SR UNSECURED 03/23 3.4
78355HKG3
175000
PA
USD
183569.56
0.0964171856
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.4
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
SR UNSECURED 06/23 3.75
78355HKH1
482000
PA
USD
514345.15
0.2701521526
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
3.75
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN
N/A
SREV 2019 A B 144A
80286JAB1
170000
PA
USD
162963.17
0.0855939852
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
2.8
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN
N/A
SREV 2019 A C 144A
80286JAC9
101000
PA
USD
100326.43
0.0526949676
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
3
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN
N/A
SREV 2019 A D 144A
80286JAD7
215000
PA
USD
213893.8
0.1123445424
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
3.45
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBAC 2014 2A C 144A
78403DAH3
430000
PA
USD
454093.98
0.2385061202
Long
ABS-O
CORP
US
Y
2
2049-10-15
Fixed
3.869
N
N
N
N
N
N
SBA TOWER TRUST
N/A
ASSET BACKED 144A 01/25 2.836
78403DAN0
1450000
PA
USD
1494994.37
0.7852235938
Long
ABS-O
CORP
US
Y
2
2025-01-15
Fixed
2.836
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
5493007E0SBYHIR7SU85
SEMT 2015 1 A6 144A
81745QAF9
113736.08
PA
USD
113993.93
0.059873619
Long
ABS-O
CORP
US
Y
2
2045-01-25
Floating
2.5
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEMT 2018 3 A4 144A
81746VAD2
386699.07
PA
USD
391479.91
0.2056190097
Long
ABS-O
CORP
US
Y
2
2048-03-25
Floating
3.5
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEMT 2018 CH3 A11 144A
81746WAL2
166110.41
PA
USD
166737.13
0.0875762017
Long
ABS-O
CORP
US
Y
2
2048-08-25
Floating
4
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEMT 2019 1 A4 144A
81747AAG0
35367.87
PA
USD
35224.57
0.0185011823
Long
ABS-O
CORP
US
Y
2
2049-02-25
Floating
4
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
549300ZUG1L9OO3W6B29
SEMT 2018 CH1 A10 144A
81747DAK5
150055.86
PA
USD
151259.64
0.0794468799
Long
ABS-O
CORP
US
Y
2
2048-02-25
Floating
4
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEMT 2018 CH2 A12 144A
81747EAM9
377796.91
PA
USD
383599.23
0.2014797995
Long
ABS-O
CORP
US
Y
2
2048-06-25
Floating
4
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEMT 2018 5 A4 144A
81747GAD4
236510.98
PA
USD
240031.45
0.1260729549
Long
ABS-O
CORP
US
Y
2
2048-05-25
Floating
3.5
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEMT 2018 7 A4 144A
81747WAG2
41789.53
PA
USD
42071.03
0.0220971838
Long
ABS-O
CORP
US
Y
2
2048-09-25
Floating
4
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SR UNSECURED 10/24 4.35
44106MAZ5
510000
PA
USD
459664.85
0.2414321369
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.35
N
N
N
N
N
N
SHELLPOINT CO ORIGINATOR TRUST
N/A
SCOT 2016 1 2A3 144A
82281EBR7
454570.15
PA
USD
463911.61
0.2436626846
Long
ABS-O
CORP
US
Y
2
2031-10-25
Floating
3
N
N
N
N
N
N
SHERWIN WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
SR UNSECURED 06/22 2.75
824348AU0
27000
PA
USD
27886.51
0.0146469753
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.75
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO
N/A
SRFC 2015 3A B 144A
82652JAB3
11046.1
PA
USD
10979.88
0.0057670189
Long
ABS-O
CORP
US
Y
2
2032-09-20
Fixed
3.08
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO
549300MUVS3SSINC9471
SRFC 2017 1A A 144A
82652KAA2
169444.67
PA
USD
168482.78
0.0884930784
Long
ABS-O
CORP
US
Y
2
2034-03-20
Fixed
2.91
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO
N/A
SRFC 2018 1A B
82652LAB8
364662.74
PA
USD
356115.92
0.187044599
Long
DBT
CORP
US
N
2
2035-04-20
Fixed
4.236
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO
N/A
SRFC 2019 2A C 144A
82652MAC4
68265.46
PA
USD
62105.66
0.0326200757
Long
ABS-O
CORP
US
Y
2
2036-05-20
Fixed
3.12
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO
N/A
SRFC 2019 3A C 144A
82652NAC2
386966.52
PA
USD
349472.41
0.1835551941
Long
ABS-O
CORP
US
Y
2
2036-08-20
Fixed
3
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO
N/A
SRFC 2016 2A B 144A
82652WAB4
99666.49
PA
USD
99055.23
0.0520272887
Long
ABS-O
CORP
US
Y
2
2033-07-20
Fixed
2.78
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO
N/A
SRFC 2019 1A D 144A
82653EAD9
313676.65
PA
USD
292398.58
0.1535780123
Long
ABS-O
CORP
US
Y
2
2036-01-20
Fixed
4.75
N
N
N
N
N
N
SIRIUS XM RADIO INC
54930055RWDMVXAGZK98
COMPANY GUAR 144A 08/22 3.875
82967NAY4
1047000
PA
USD
1054967.67
0.5541061035
Long
DBT
CORP
US
Y
2
2022-08-01
Fixed
3.875
N
N
N
N
N
N
SIXTH STREET SPECIALTY
549300TX61566GJWCN05
SR UNSECURED 11/24 3.875
87265KAF9
655000
PA
USD
653406.31
0.3431919619
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 2005 1 B
784420AE1
308031.13
PA
USD
271770.41
0.1427433724
Long
ABS-O
CORP
US
N
2
2045-02-15
Floating
0.59238
N
N
N
N
N
N
SLM STUDENT LN TR 2006 2
5493007758ACJK074H95
NON-SECY ASSET-STOCK
78446G102
1396
NS
USD
713430.83
0.3747189498
Long
EC
CORP
US
N
2
N
N
N
SLM STUDENT LOAN TRUST
5493001IJLRQI58G5Z31
SLMA 2003 14 A6
78442GKN5
94016.83
PA
USD
91141.61
0.0478707773
Long
ABS-O
USGA
US
N
2
2025-07-25
Floating
1.29138
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
N/A
SLMA 2005 5 A4
78442GPQ3
172420.86
PA
USD
167336.6
0.0878910644
Long
ABS-O
USGA
US
N
2
2028-10-25
Floating
1.13138
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
549300H0EHPP0GTD9V95
SLMA 2005 6 B
78442GQA7
501986.66
PA
USD
392736.44
0.2062789834
Long
ABS-O
USGA
US
N
2
2044-01-25
Floating
1.28138
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
549300H0EHPP0GTD9V95
SLMA 2005 8 B
78442GQT6
148272.76
PA
USD
131870.89
0.0692632268
Long
ABS-O
USGA
US
N
2
2055-01-25
Floating
1.30138
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
SCSW2GRYW6ZPGKE5DL61
SLMA 2005 9 B
78442GRC2
375298.87
PA
USD
330922.78
0.1738122763
Long
ABS-O
USGA
US
N
2
2041-01-25
Floating
1.29138
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
5493001BOLT10TUVAD70
SLMA 2006 7 B
78443GAJ4
924474.58
PA
USD
818394.73
0.4298496796
Long
ABS-O
USGA
US
N
2
2042-01-27
Floating
1.19138
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
549300LSGT1L2CL14698
SLMA 2006 5 B
83149EAG2
369519.58
PA
USD
330526.58
0.1736041782
Long
ABS-O
USGA
US
N
2
2040-10-25
Floating
1.20138
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU
549300XC4C7GRVLU6076
SMB 2014 A A2B 144A
784456AC9
163139.55
PA
USD
163139.62
0.085686663
Long
ABS-O
CORP
US
Y
2
2026-05-15
Floating
1.33475
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU
5493008SQ2WS8HE83M61
SMB 2016 B A2B 144A
78449GAC3
78223.09
PA
USD
78054.11
0.0409967623
Long
ABS-O
CORP
US
Y
2
2032-02-17
Floating
1.63475
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU
54930027GONY06ZX8P67
SMB 2016 C A2B 144A
78449KAC4
177731.59
PA
USD
175991.22
0.092436775
Long
ABS-O
CORP
US
Y
2
2034-09-15
Floating
1.28475
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU
549300V1P5RKG8RJI005
SMB 2018 C A2B 144A
78449QAC1
489873.8
PA
USD
475907.5
0.2499633477
Long
ABS-O
CORP
US
Y
2
2035-11-15
Floating
0.93475
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU
549300WEYOS38NWU8D22
SMB 2019 A A2B 144A
78449TAC5
504000
PA
USD
486436.46
0.2554935276
Long
ABS-O
CORP
US
Y
2
2036-07-15
Floating
1.05475
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU
N/A
SMB 2019 B A2B 144A
83192CAC1
500000
PA
USD
484342.8
0.2543938637
Long
ABS-O
CORP
US
Y
2
2037-06-15
Floating
1.18475
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
549300RC6OGKQI1MHM67
SOFI 2017 D R1 144A
78471C109
1000000
PA
USD
347060
0.1822881115
Long
ABS-O
CORP
US
Y
2
2040-09-25
Fixed
0
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2019 A R1 144A
78471H108
1314800
PA
USD
322783.4
0.1695371879
Long
ABS-O
CORP
US
Y
2
2048-06-15
Fixed
0
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2018 D R1 144A
83401A108
956000
PA
USD
232977.2
0.1223678148
Long
ABS-O
CORP
US
Y
2
2048-02-25
Fixed
0
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
549300WT845S0N68C331
SOFI 2016 B A1 144A
83402JAA6
53705.5
PA
USD
53437.76
0.0280673899
Long
ABS-O
CORP
US
Y
2
2033-06-25
Floating
1.3845
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2016 D A1 144A
83404LAA9
32249.87
PA
USD
32249.87
0.0169387653
Long
ABS-O
CORP
US
Y
2
2039-01-25
Floating
1.1345
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
5493002WMPR84WZ75V46
SOFI 2018 A R1 144A
83406E105
1000000
PA
USD
482315
0.2533287919
Long
ABS-O
CORP
US
Y
2
2042-02-25
Fixed
0
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SCLP 2016 1 A 144A
78471DAA5
175201.78
PA
USD
176069.48
0.0924778799
Long
ABS-O
CORP
US
Y
2
2025-08-25
Fixed
3.26
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SCLP 2016 2A A 144A
83402QAA0
10379.92
PA
USD
10351.13
0.0054367773
Long
ABS-O
CORP
US
Y
2
2025-10-27
Fixed
3.09
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SCLP 2017 2 A 144A
83405PAA9
59879.12
PA
USD
59814.44
0.0314166464
Long
ABS-O
CORP
US
Y
2
2026-02-25
Fixed
3.28
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SCLP 2019 3 D 144A
83405TAD5
772000
PA
USD
683244.01
0.3588637708
Long
ABS-O
CORP
US
Y
2
2028-05-25
Fixed
3.89
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300ZTTY7CXOLJ6539
SR SECURED 04/22 9.25
852061AA8
330000
PA
USD
364650
0.1915269978
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
9.25
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL
N/A
STAR 2019 INV1 A3 144A
85572JAC1
532983.94
PA
USD
522912.62
0.274652089
Long
ABS-O
CORP
US
Y
2
2049-09-27
Floating
2.916
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
SR UNSECURED 12/24 2.8
858119BJ8
250000
PA
USD
260178.47
0.136654878
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.8
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
SR UNSECURED 06/25 2.4
858119BL3
165000
PA
USD
169933.34
0.0892549635
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.4
N
N
N
N
N
N
STORE MASTER FUNDING LLC
N/A
STR 2018 1A A3 144A
86212VAF1
515666.66
PA
USD
505749.42
0.265637373
Long
ABS-O
CORP
US
Y
2
2048-10-20
Fixed
4.4
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RATE MOR
N/A
SARM 2004 2 2A
86359BLB5
3839.8
PA
USD
3772
0.001981187
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
267591.83
PA
USD
254430.65
0.1336359209
Long
ABS-O
CORP
US
Y
2
2035-11-25
Floating
0.9845
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
SR UNSECURED 07/23 3.748
86562MBB5
321000
PA
USD
347692.64
0.1826203963
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.748
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
SR UNSECURED 09/24 2.448
86562MBT6
520000
PA
USD
545443.25
0.2864859678
Long
DBT
CORP
JP
N
2
2024-09-27
Fixed
2.448
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
SR UNSECURED 07/25 1.474
86562MCA6
335000
PA
USD
335410.08
0.176169164
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.474
N
N
N
N
N
N
SYNCHRONY BANK
549300RS7EWPM9MA6C78
SR UNSECURED 06/22 3
87166FAA1
470000
PA
USD
479894.34
0.2520573762
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SR UNSECURED 07/22 2.85
87165BAQ6
605000
PA
USD
615335.98
0.3231960864
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
2.85
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
COMPANY GUAR 144A 04/23 4.441
87164KAH7
570000
PA
USD
598245.14
0.3142193765
Long
DBT
CORP
NL
Y
2
2023-04-24
Fixed
4.441
N
N
N
N
N
N
T MOBILE USA INC
549300V2JRLO5DIFGE82
SR SECURED 144A 02/26 1.5
87264ABG9
430000
PA
USD
429969.9
0.2258353054
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
1.5
N
N
N
N
N
N
TACO BELL FUNDING, LLC
N/A
BELL 2018 1A A2I 144A
87342RAD6
985000
PA
USD
1003979.57
0.5273253611
Long
ABS-O
CORP
US
Y
2
2048-11-25
Fixed
4.318
N
N
N
N
N
N
TAL ADVANTAGE LLC
5493000YLAGDN6QHT178
TAL 2017 1A A 144A
874074AA5
338928.83
PA
USD
338107.91
0.1775861592
Long
ABS-O
CORP
US
Y
2
2042-04-20
Fixed
4.5
N
N
N
N
N
N
TAL ADVANTAGE LLC
549300DUZ8I1AWFHN784
TAL 2014 2A A2 144A
87407PAP5
210833.33
PA
USD
207672.35
0.1090768181
Long
ABS-O
CORP
US
Y
2
2039-05-20
Fixed
3.33
N
N
N
N
N
N
TANGER PROPERTIES LP
PQPGJDNFN35EXH363L31
SR UNSECURED 12/23 3.875
875484AG2
510000
PA
USD
501132.46
0.2632123833
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.875
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
COMPANY GUAR 07/21 2.2
88167AAC5
240000
PA
USD
235113.6
0.1234899272
Long
DBT
CORP
NL
N
2
2021-07-21
Fixed
2.2
N
N
N
N
N
N
TIAA BANK MORTGAGE LOAN TRUST
N/A
TBMLT 2018 2 A4 144A
886312AD9
146825.87
PA
USD
148011.2
0.077740685
Long
ABS-O
CORP
US
Y
2
2048-07-25
Floating
3.5
N
N
N
N
N
N
TLF NATIONAL TAX LIEN TRUST
N/A
TLF 2017 1A A 144A
87272QAA8
385631.59
PA
USD
388111.97
0.2038500492
Long
ABS-O
CORP
US
Y
2
2029-12-15
Fixed
3.09
N
N
N
N
N
N
TRAFIGURA SECURITISATION FINAN
549300CH6S10UEZXWN56
TRFIG 2018 1A A1 144A
892725AJ1
610000
PA
USD
607922.34
0.3193021821
Long
ABS-O
CORP
IE
Y
2
2022-03-15
Floating
0.91475
N
N
N
N
N
N
TRAFIGURA SECURITISATION FINAN
549300CH6S10UEZXWN56
TRFIG 2018 1A B 144A
892725AM4
920000
PA
USD
916504.92
0.4813806001
Long
ABS-O
CORP
IE
Y
2
2022-03-15
Fixed
4.29
N
N
N
N
N
N
TREMAN PARK CLO LTD
549300E4DX3Q8L455K94
TRMPK 2015 1A ARR 144A
89473LAH7
1000000
PA
USD
988177
0.5190252959
Long
ABS-CBDO
CORP
KY
Y
2
2028-10-20
Floating
2.20525
N
N
N
N
N
N
TRINITY ACQUISITION PLC
549300FJZWZN6MJNGB63
COMPANY GUAR 09/21 3.5
89641UAD3
600000
PA
USD
614700.82
0.3228624781
Long
DBT
CORP
GB
N
2
2021-09-15
Fixed
3.5
N
N
N
N
N
N
TRINITY RAIL LEASING L.P.
N/A
TRL 2018 1A A1 144A
89657AAA4
479558.05
PA
USD
481488.32
0.2528945905
Long
ABS-O
CORP
US
Y
2
2048-06-17
Fixed
3.82
N
N
N
N
N
N
TRINITY RAIL LEASING L.P.
N/A
TRL 2019 1A A 144A
89657BAA2
651136.55
PA
USD
663938.16
0.3487236598
Long
ABS-O
CORP
US
Y
2
2049-04-17
Fixed
3.82
N
N
N
N
N
N
TRIP RAIL MASTER FUNDING LLC
5493004VSVYOZVEYVJ29
TRMF 2011 1A A2 144A
89690EAC1
668991.19
PA
USD
697050.69
0.3661155245
Long
ABS-O
CORP
US
Y
2
2041-07-15
Fixed
6.024
N
N
N
N
N
N
TRIP RAIL MASTER FUNDING LLC
5493004VSVYOZVEYVJ29
TRMF 2017 1A A1 144A
89690EAF4
63775.29
PA
USD
63805.17
0.0335127181
Long
ABS-O
CORP
US
Y
2
2047-08-15
Fixed
2.709
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC
N/A
TCF 2017 2A A 144A
89679HAE5
765759.28
PA
USD
773771.73
0.4064121115
Long
ABS-O
CORP
US
Y
2
2042-08-20
Fixed
3.62
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC
N/A
TCF 2018 2A A 144A
89679HAN5
440000
PA
USD
440132.44
0.2311730286
Long
ABS-O
CORP
US
Y
2
2043-06-22
Fixed
4.19
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
SR UNSECURED 144A 09/25 4.125
90351DAB3
355000
PA
USD
402376.39
0.211342224
Long
DBT
CORP
CH
Y
2
2025-09-24
Fixed
4.125
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
SR UNSECURED 11/25 3.875
91529YAL0
620000
PA
USD
643708.13
0.3380981369
Long
DBT
CORP
US
N
2
2025-11-05
Fixed
3.875
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
SR UNSECURED 03/25 4.5
91529YAQ9
265000
PA
USD
284637.87
0.1495018147
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.5
N
N
N
N
N
N
UPJOHN INC
N/A
COMPANY GUAR 144A 06/25 1.65
91533BAB6
190000
PA
USD
193729.7
0.1017536482
Long
DBT
CORP
US
Y
2
2025-06-22
Fixed
1.65
N
N
N
N
N
N
US 10YR NOTE (CBT)SEP20
N/A
XCBT 20200921
ADI1JZD82
158
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
10 Year Note
2020-09-21
21989156.25
USD
43932.69
N
N
N
US 10YR ULTRA FUT SEP20
N/A
XCBT 20200921
ADI1JZD58
-70
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
-11023906.25
USD
-30302.65
N
N
N
US 2YR NOTE (CBT) SEP20
N/A
XCBT 20200930
ADI1HVBG7
-123
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury
2 Year Note
2020-09-30
-27161859.5
USD
-2287.31
N
N
N
US 5YR NOTE (CBT) SEP20
N/A
XCBT 20200930
ADI1HVCQ4
-490
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury
5 Year Note
2020-09-30
-61613672.12
USD
-158247.32
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
11/21 8
912810EL8
1220000
PA
USD
1351214.17
0.7097051787
Long
DBT
UST
US
N
2
2021-11-15
Fixed
8
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
SR UNSECURED 04/23 2.7
91913YAX8
390000
PA
USD
404635.47
0.2125287722
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
2.7
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
COMPANY GUAR 02/24 4.6
03879QAF1
570000
PA
USD
608136.92
0.3194148871
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
4.6
N
N
N
N
N
N
VERUS SECURITIZATION TRUST
N/A
VERUS 2020 1 M1 144A
92536PAF1
1034000
PA
USD
961617
0.5050750503
Long
ABS-O
CORP
US
Y
2
2060-01-25
Floating
3.021
N
N
N
N
N
N
VERUS SECURITIZATION TRUST
N/A
VERUS 2019 INV2 A3 144A
92537HAC5
830067.06
PA
USD
829578.15
0.4357236049
Long
ABS-O
CORP
US
Y
2
2059-07-25
Floating
3.219
N
N
N
N
N
N
VERUS SECURITIZATION TRUST
N/A
VERUS 2019 4 M1 144A
92537KAD6
430000
PA
USD
406436.65
0.2134748153
Long
ABS-O
CORP
US
Y
2
2059-11-25
Fixed
3.207
N
N
N
N
N
N
VERUS SECURITIZATION TRUST
N/A
VERUS 2019 INV3 M1 144A
92537MAF7
265000
PA
USD
252872.28
0.1328174102
Long
ABS-O
CORP
US
Y
2
2059-11-25
Floating
3.279
N
N
N
N
N
N
VSE VOI MORTGAGE LLC
549300E4XED7XGXU7L27
VSTNA 2018 A C 144A
918286AC9
176430.12
PA
USD
160635.83
0.0843715844
Long
ABS-O
CORP
US
Y
2
2036-02-20
Fixed
4.02
N
N
N
N
N
N
WAMU MORTGAGE PASS THROUGH CER
N/A
WAMU 2004 AR2 A
92922FNW4
9353.26
PA
USD
8906.07
0.004677781
Long
ABS-O
CORP
US
N
2
2044-04-25
Floating
2.90382
N
N
N
N
N
N
WELK RESORTS LLC
549300TIITBU8G1Z5089
WLKRG 2015 AA A 144A
949458AA1
37659.99
PA
USD
37336.3
0.0196103372
Long
ABS-O
CORP
US
Y
2
2031-06-16
Fixed
2.79
N
N
N
N
N
N
WELK RESORTS LLC
549300MEV7EEC7NFNW78
WLKRG 2017 AA B 144A
94945PAB1
127936.33
PA
USD
126115.17
0.0662401204
Long
ABS-O
CORP
US
Y
2
2033-06-15
Fixed
3.41
N
N
N
N
N
N
WESTGATE RESORTS
5493001B6N5F6HQT6Z27
WESTR 2017 1A A 144A
96033DAA8
102084.12
PA
USD
101730.54
0.0534324555
Long
ABS-O
CORP
US
Y
2
2030-12-20
Fixed
3.05
N
N
N
N
N
N
WESTGATE RESORTS
N/A
WESTR 2018 1A A 144A
96033WAA6
210154.1
PA
USD
206605.86
0.1085166601
Long
ABS-O
CORP
US
Y
2
2031-12-20
Fixed
3.38
N
N
N
N
N
N
WILLIS ENGINE SECURITIZATION T
N/A
WESTF 2018 A A 144A
97064EAA6
231291.66
PA
USD
174606.58
0.0917095134
Long
ABS-O
CORP
US
Y
2
2043-09-15
Fixed
4.75
N
N
N
N
N
N
WILLIS TOWERS WATSON PLC
549300WHC56FF48KL350
COMPANY GUAR 03/21 5.75
97063PAB0
190000
PA
USD
196068.91
0.1029822836
Long
DBT
CORP
IE
N
2
2021-03-15
Fixed
5.75
N
N
N
N
N
N
2020-08-24
MML Series Investment Fund II
/s/ Renee Hitchcock
Renee Hitchcock
Treasurer and CFO