0001398344-21-004855.txt : 20210226 0001398344-21-004855.hdr.sgml : 20210226 20210226135526 ACCESSION NUMBER: 0001398344-21-004855 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210226 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: 21687079 BUSINESS ADDRESS: STREET 1: 100 BRIGHT MEADOW BLVD. CITY: ENFIELD STATE: CT ZIP: 06082 BUSINESS PHONE: (860) 562-1000 MAIL ADDRESS: STREET 1: 100 BRIGHT MEADOW BLVD. CITY: ENFIELD STATE: CT ZIP: 06082 0001317146 S000049313 MML Dynamic Bond Fund C000155847 Class II C000155848 Service Class I NPORT-P 1 primary_doc.xml NPORT-P false 0001317146 XXXXXXXX S000049313 C000155847 C000155848 MML Series Investment Fund II 811-21714 0001317146 XSZQMOMB2JPNHA01JH98 100 BRIGHT MEADOW BLVD. ENFIELD 06082-1981 8605621000 MML Dynamic Bond Fund S000049313 549300NGRYJ7PDBF2R17 2020-12-31 2020-12-31 N 329168599.27 1197145.64 327971453.63 0 0 0 0 0 0 0 0 0 0 320502.74 15273.44 0 0 USD N AASET 2018 1 TRUST 54930032RLK0YYVQ1B12 AASET 2018 1A A 144A 000367AA0 513749.01 PA USD 485599.06 0.1480613799 Long ABS-O CORP US Y 2 2038-01-16 Fixed 3.844 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 SR UNSECURED 05/45 4.7 00287YAS8 260000 PA USD 340135.97 0.1037090168 Long DBT CORP US N 2 2045-05-14 Fixed 4.7 N N N N N N ABU DHABI GOVT INT L 213800FER4348CINTA77 SR UNSECURED 144A 04/30 3.125 29135LAH3 200000 PA USD 225840 0.0688596515 Long DBT NUSS AE Y 2 2030-04-16 Fixed 3.125 N N N N N N ABU DHABI GOVT INT L 213800FER4348CINTA77 SR UNSECURED 144A 09/23 0.75 29135LAL4 200000 PA USD 200500 0.0611333693 Long DBT NUSS AE Y 2 2023-09-02 Fixed 0.75 N N N N N N ACRISURE, LLC N/A 2020 TERM LOAN B 00488PAL9 123431.14 PA USD 120834.15 0.0368428864 Long LON CORP US N 2 2027-02-15 Floating 0 N N N N N N ACTIVISION BLIZZARD 549300TPQQDBP9GNOF40 SR UNSECURED 09/30 1.35 00507VAP4 230000 PA USD 225795.24 0.068846004 Long DBT CORP US N 2 2030-09-15 Fixed 1.35 N N N N N N AERCAP IRELAND CAP/GLOBA 549300TI38531ODB1G63 COMPANY GUAR 01/25 3.5 00774MAC9 450000 PA USD 477820.54 0.1456896735 Long DBT CORP IE N 2 2025-01-15 Fixed 3.5 N N N N N N AES ANDRS/DMCN PWR/ITABO 7245003VZ59682IZLJ86 COMPANY GUAR 144A 05/26 7.95 00809YAB4 500000 PA USD 516250 0.1574069921 Long DBT CORP NL Y 2 2026-05-11 Fixed 7.95 N N N N N N AES ARGENTINA GENERACION 529900B8V2PQYTG6L754 SR UNSECURED REGS 02/24 7.75 P1000CAA2 150000 PA USD 122251.5 0.0372750429 Long DBT CORP AR Y 2 2024-02-02 Fixed 7.75 N N N N N N AES GENER SA 549300IF4IFG0FS0RM26 JR SUBORDINA 144A 03/79 VAR 00105DAF2 200000 PA USD 222000 0.0676888179 Long DBT CORP CL Y 2 2079-03-26 Fixed 7.125 N N N N N N AIR LEASE CORP N/A SR UNSECURED 02/22 3.75 00912XAQ7 370000 PA USD 379862.62 0.1158218546 Long DBT CORP US N 2 2022-02-01 Fixed 3.75 N N N N N N AIR METHODS CORP N/A TERM LOAN B 00912YAL6 54576.91 PA USD 52421.12 0.0159834398 Long LON CORP US N 2 2024-04-22 Floating 0 N N N N N N ALBERTSONS COS/SAFEWAY 549300YKWOC0AOR16R51 COMPANY GUAR 144A 01/27 4.625 013092AC5 95000 PA USD 101056.25 0.030812514 Long DBT CORP US Y 2 2027-01-15 Fixed 4.625 N N N N N N ALBERTSONS COS/SAFEWAY 549300YKWOC0AOR16R51 COMPANY GUAR 144A 03/29 3.5 013092AG6 75000 PA USD 75890.25 0.0231392852 Long DBT CORP US Y 2 2029-03-15 Fixed 3.5 N N N N N N ALDEVRON LLC N/A 2019 TERM LOAN B 01438KAG0 109199.88 PA USD 109427.02 0.0333648001 Long LON CORP US N 2 2026-10-12 Floating 0 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 COMPANY GUAR 01/24 4 015271AM1 320000 PA USD 352175.95 0.1073800619 Long DBT CORP US N 2 2024-01-15 Fixed 4 N N N N N N ALIXPARTNERS LLP N/A TERM LOAN B 01642PAW6 222268.04 PA USD 219525.25 0.0669342553 Long LON CORP US N 2 2024-04-04 Floating 0 N N N N N N ALLIANT HOLD / CO ISSUER 5493006Q26653NF8SI73 SR UNSECURED 144A 10/27 6.75 01883LAA1 80000 PA USD 85600 0.0260998325 Long DBT CORP US Y 2 2027-10-15 Fixed 6.75 N N N N N N ALLIED UNIVERSAL N/A SR SECURED 144A 07/26 6.625 019576AA5 70000 PA USD 74641 0.0227583831 Long DBT CORP US Y 2 2026-07-15 Fixed 6.625 N N N N N N ALLIED UNIVERSAL N/A SR UNSECURED 144A 07/27 9.75 019576AB3 130000 PA USD 141700 0.0432049797 Long DBT CORP US Y 2 2027-07-15 Fixed 9.75 N N N N N N ALLIED UNIVERSAL HOLDCO LLC N/A 2019 TERM LOAN B 01957TAC1 128700 PA USD 128029.47 0.0390367724 Long LON CORP US N 2 2026-07-10 Floating 0 N N N N N N ALPINE FIN MERGER SUB LLC N/A TERM LOAN 02083JAC8 157834.28 PA USD 156847.82 0.0478236195 Long LON CORP US N 2 2024-07-12 Floating 0 N N N N N N ALTICE FRANCE SA N/A TERM B13 F6628DAM6 154100.57 PA USD 153202.16 0.046712041 Long LON CORP FR N 2 2026-08-14 Floating 0 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 COMPANY GUAR 02/29 4.8 02209SBD4 385000 PA USD 461267.24 0.1406424964 Long DBT CORP US N 2 2029-02-14 Fixed 4.8 N N N N N N AMERICAN AIRLS INC N/A 2017 CLASS B TERM LOANS 02376CBA2 74081.43 PA USD 66387.33 0.0202418013 Long LON CORP US N 2 2023-12-15 Floating 0 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 SR UNSECURED 12/22 2.95 025537AG6 313000 PA USD 326889.64 0.0996701501 Long DBT CORP US N 2 2022-12-15 Fixed 2.95 N N N N N N AMERICAN TIRE DISTRIBUTORS H. N/A 2015 TERM LOAN 03021BAE4 29623.8 PA USD 28157.42 0.0085853265 Long LON CORP US N 2 2024-09-02 Floating 0 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 SR UNSECURED 10/26 3.375 03027XAK6 472000 PA USD 530222.09 0.1616671464 Long DBT CORP US N 2 2026-10-15 Fixed 3.375 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 SR UNSECURED 01/28 3.6 03027XAR1 370000 PA USD 420268.86 0.1281419024 Long DBT CORP US N 2 2028-01-15 Fixed 3.6 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 COMPANY GUAR 144A 03/28 4.5 034863AU4 385000 PA USD 452079.36 0.1378410697 Long DBT CORP GB Y 2 2028-03-15 Fixed 4.5 N N N N N N ANHEUSER BUSCH INBEV WOR 549300CRGMZK3K53BF92 COMPANY GUAR 04/48 4.6 035240AN0 355000 PA USD 449217.48 0.1369684694 Long DBT CORP US N 2 2048-04-15 Fixed 4.6 N N N N N N ANTERO MIDSTREAM PART/FI 529900HFO1BDEIT4QU11 COMPANY GUAR 144A 03/27 5.75 03690AAD8 54000 PA USD 53055 0.0161767128 Long DBT CORP US Y 2 2027-03-01 Fixed 5.75 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 SR UNSECURED 01/25 2.375 036752AJ2 215000 PA USD 229953.33 0.0701138247 Long DBT CORP US N 2 2025-01-15 Fixed 2.375 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 SR UNSECURED 10/28 4.375 037411BE4 60000 PA USD 62458.8 0.0190439745 Long DBT CORP US N 2 2028-10-15 Fixed 4.375 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 SR UNSECURED 11/25 4.625 037411BH7 40000 PA USD 42280.8 0.0128916098 Long DBT CORP US N 2 2025-11-15 Fixed 4.625 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 SR UNSECURED 02/46 4.65 037833BX7 200000 PA USD 284291.23 0.0866816995 Long DBT CORP US N 2 2046-02-23 Fixed 4.65 N N N N N N ARCHES BUYER INC N/A 2020 TERM LOAN 938XJFII4 120000 PA USD 120060 0.0366068445 Long LON CORP US N 2 2027-12-06 Floating 0 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 SECURED 144A 02/28 6.125 03966VAA5 110000 PA USD 118593.75 0.0361597781 Long DBT CORP US Y 2 2028-02-15 Fixed 6.125 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 SR UNSECURED 05/50 3.35 040555DB7 130000 PA USD 150955.26 0.0460269509 Long DBT CORP US N 2 2050-05-15 Fixed 3.35 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 SR UNSECURED 01/28 3.875 042735BF6 195000 PA USD 219889.3 0.0670452558 Long DBT CORP US N 2 2028-01-12 Fixed 3.875 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 COMPANY GUAR 03/28 4.5 043436AU8 16000 PA USD 16680 0.0050858085 Long DBT CORP US N 2 2028-03-01 Fixed 4.5 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 COMPANY GUAR 03/30 4.75 043436AV6 16000 PA USD 17160 0.0052321627 Long DBT CORP US N 2 2030-03-01 Fixed 4.75 N N N N N N ASPLUNDH TREE EXPERT LLC N/A TERM LOAN B 04538FAC3 69825 PA USD 69956.27 0.0213299875 Long LON CORP US N 2 2027-09-07 Floating 0 N N N N N N ASSUREDPARTNERS INC N/A 2020 TERM LOAN B 04621HAN3 241847.97 PA USD 237992.91 0.0725651295 Long LON CORP US N 2 2027-02-12 Floating 0 N N N N N N ASURION LLC N/A SECOND LIEN 04649VAU4 46969.7 PA USD 47263.26 0.0144107847 Long LON CORP US N 2 2025-08-04 Floating 0 N N N N N N ASURION LLC N/A TERM LOAN B 6 04649VAV2 70272.81 PA USD 69540.57 0.0212032386 Long LON CORP US N 2 2023-11-03 Floating 0 N N N N N N ASURION LLC N/A 2020 TERM LOAN B8 938YCFII9 155000 PA USD 153248.5 0.0467261703 Long LON CORP US N 2 2026-12-23 Floating 0 N N N N N N AT+T INC 549300Z40J86GGSTL398 SR UNSECURED 144A 09/53 3.5 00206RMC3 679000 PA USD 679996.56 0.207334069 Long DBT CORP US Y 2 2053-09-15 Fixed 3.5 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 SECURED 144A 07/22 3 04685A2E0 400000 PA USD 413635.16 0.1261192569 Long DBT CORP US Y 2 2022-07-01 Fixed 3 N N N N N N AVANTOR INC N/A 2020 INCREMENTAL TERM LOAN B4 05350NAG9 130000 PA USD 130081.9 0.0396625678 Long LON CORP US N 2 2027-11-08 Floating 0 N N N N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 SR SECURED 144A 09/28 6.125 053499AL3 80000 PA USD 85460.8 0.0260573898 Long DBT CORP US Y 2 2028-09-15 Fixed 6.125 N N N N N N AVAYA INC N/A TRANCHE B TERM LOAN 05349UBC5 31218.81 PA USD 31273.44 0.0095354152 Long LON CORP US N 2 2024-12-15 Floating 0 N N N N N N AVAYA INC N/A 2020 TERM LOAN B 938SPRII2 38781.19 PA USD 38764.9 0.0118195958 Long LON CORP US N 2 2027-12-15 Floating 0 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 COMPANY GUAR 144A 02/27 3.25 05401AAJ0 340000 PA USD 346908.2 0.1057739008 Long DBT CORP KY Y 2 2027-02-15 Fixed 3.25 N N N N N N B+G FOODS INC 549300TRW1LZMDJZAQ78 COMPANY GUAR 09/27 5.25 05508WAB1 50000 PA USD 53160 0.0162087277 Long DBT CORP US N 2 2027-09-15 Fixed 5.25 N N N N N N BALLY S CORP 549300NS4D5IK406VT62 COMPANY GUAR 144A 06/27 6.75 90171VAA3 135000 PA USD 144787.5 0.0441463726 Long DBT CORP US Y 2 2027-06-01 Fixed 6.75 N N N N N N BANCO BTG PACTUAL/CAYMAN EQBLMEWPSUQTZGHYXT82 SUBORDINATED 144A 02/29 VAR 05890BAE7 200000 PA USD 217752 0.0663935832 Long DBT CORP BR Y 2 2029-02-15 Fixed 7.75 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 SUBORDINATED 144A 07/30 VAR 05971U2C0 200000 PA USD 204752 0.0624298236 Long DBT CORP PE Y 2 2030-07-01 Fixed 3.125 N N N N N N BANCO DE CREDITO DEL PER N/A SUBORDINATED REGS 04/27 VAR P09646AE3 150000 PA USD 158439 0.0483087776 Long DBT CORP PE Y 2 2027-04-24 Fixed 6.125 N N N N N N BANCO INTERNAC DEL PERU 5493001TRCGXJLRLHN14 SUBORDINATED REGS 07/30 VAR P13435AD7 150000 PA USD 155062.5 0.0472792672 Long DBT CORP PE Y 2 2030-07-08 Fixed 4 N N N N N N BANCO LATINOAMERICANO SA 549300CN3134K4LC0651 SR UNSECURED 144A 09/25 2.375 05968CAC6 200000 PA USD 204802 0.0624450688 Long DBT CORP PA Y 2 2025-09-14 Fixed 2.375 N N N N N N BANCO MACRO SA 579100KKDKKIFEBKK040 SUBORDINATED REGS 11/26 VAR P1047VAF4 200000 PA USD 171502 0.0522917462 Long DBT CORP AR Y 2 2026-11-04 Fixed 6.75 N N N N N N BANCO MERCANTIL DE NORTE N/A JR SUBORDINA REGS 12/99 VAR P14008AE9 400000 PA USD 453004 0.1381229967 Long DBT CORP MX Y 2 2099-12-31 Fixed 7.625 N N N N N N BANCO RESERVAS REP DOMIN 549300CKQT0JZ2EGNC56 SUBORDINATED 144A 02/23 7 059566AA7 200000 PA USD 208752 0.063649442 Long DBT CORP DO Y 2 2023-02-01 Fixed 7 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 SR UNSECURED 02/23 VAR 05964HAD7 400000 PA USD 404286.38 0.123268771 Long DBT CORP ES N 2 2023-02-23 Floating 1.30263 N N N N N N BANK 549300GL0Y86051URC66 BANK 2018 BN10 C 065404BE4 310000 PA USD 326969.65 0.0996945455 Long ABS-O CORP US N 2 2061-02-15 Floating 4.163 N N N N N N BANK N/A BANK 2020 BN28 AS 06540YAQ2 380000 PA USD 384191.97 0.1171418932 Long ABS-O CORP US N 2 2063-03-15 Floating 2.14 N N N N N N BANK N/A BANK 2017 BNK5 C 06541WBC5 200000 PA USD 212123.48 0.0646774217 Long ABS-O CORP US N 2 2060-06-15 Floating 4.254181 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 SR UNSECURED 02/30 VAR 06051GHQ5 350000 PA USD 412241.29 0.1256942595 Long DBT CORP US N 2 2030-02-07 Fixed 3.974 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 SUBORDINATED 12/32 VAR 06368BGS1 300000 PA USD 340047.48 0.1036820358 Long DBT CORP CA N 2 2032-12-15 Fixed 3.803 N N N N Y Bank of Montreal Bank of Montreal COM CAD XXXX N N N BANK OF NEW ZEALAND N7LGVZM7X4UQ66T7LT74 SR UNSECURED 144A 02/24 3.5 06407EAA3 530000 PA USD 575827.43 0.1755724236 Long DBT CORP NZ Y 2 2024-02-20 Fixed 3.5 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 SR UNSECURED 02/24 3.4 064159MK9 100000 PA USD 108817.26 0.0331788815 Long DBT CORP CA N 2 2024-02-11 Fixed 3.4 N N N N Y N/A N/A N/A XXXX N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 SR UNSECURED 05/23 1.625 064159VK9 217000 PA USD 223244.06 0.0680681375 Long DBT CORP CA N 2 2023-05-01 Fixed 1.625 N N N N Y N/A N/A N/A XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 SR UNSECURED 05/24 VAR 06738EBC8 425000 PA USD 430729 0.131331247 Long DBT CORP GB N 2 2024-05-16 Floating 1.601 N N N N Y N/A N/A N/A XXXX N N N BASS PRO GROUP LLC N/A TERM LOAN B 07014QAK7 59538.45 PA USD 59645.02 0.0181860401 Long LON CORP US N 2 2024-09-25 Floating 0 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 COMPANY GUAR 09/29 3.462 05526DBH7 595000 PA USD 649016.72 0.1978881737 Long DBT CORP US N 2 2029-09-06 Fixed 3.462 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 COMPANY GUAR 144A 02/29 6.25 071734AK3 170000 PA USD 184662.5 0.0563044429 Long DBT CORP CA Y 2 2029-02-15 Fixed 6.25 N N N N N N BBVA BANCO CONTINENTAL 549300H1JNU0HLNFU552 SUBORDINATED REGS 09/29 VAR P16236AG9 100000 PA USD 109750 0.0334632782 Long DBT CORP PE Y 2 2029-09-22 Fixed 5.25 N N N N N N BDO UNIBANK INC 3FGIIBS1PEI1FYQBGN97 SR UNSECURED REGS 03/23 2.95 ACI0XF922 300000 PA USD 311419.46 0.0949532212 Long DBT CORP PH Y 2 2023-03-06 Fixed 2.95 N N N N N N BEACON ROOFING SUPPLY IN N/A COMPANY GUAR 144A 11/25 4.875 073685AD1 160000 PA USD 163800 0.049943371 Long DBT CORP US Y 2 2025-11-01 Fixed 4.875 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 SR UNSECURED 06/22 2.894 075887BT5 520000 PA USD 537491.13 0.16388351 Long DBT CORP US N 2 2022-06-06 Fixed 2.894 N N N N N N BENCHMARK MORTGAGE TRUST N/A BMARK 2020 B19 AS 08162WBE5 380000 PA USD 392469.62 0.1196657867 Long ABS-O CORP US N 2 2053-09-15 Floating 2.148 N N N N N N BENCHMARK MORTGAGE TRUST N/A BMARK 2020 B18 C 08163AAJ2 354000 PA USD 373454.6 0.1138680199 Long ABS-O CORP US N 2 2053-07-15 Floating 3.64671 N N N N N N BENCHMARK MORTGAGE TRUST N/A BMARK 2020 B18 AGNF 144A 08163ABR3 378000 PA USD 372548.94 0.11359188 Long ABS-O CORP US Y 2 2053-07-15 Floating 4.139 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 COMPANY GUAR 10/50 2.85 084664CV1 140000 PA USD 149935.99 0.0457161708 Long DBT CORP US N 2 2050-10-15 Fixed 2.85 N N N N N N BFLD TRUST N/A BFLD 2019 DPLO E 144A 054970AN8 491000 PA USD 461185.35 0.1406175278 Long ABS-O CORP US Y 2 2034-10-15 Floating 2.399 N N N N N N BLACKBIRD CAPITAL AIRCRAFT N/A BBIRD 2016 1A B 144A 09228YAC6 760416.67 PA USD 662270.6 0.2019293425 Long ABS-O CORP KY Y 2 2041-12-16 Floating 5.682 N N N N N N BLACKHAWK NETWORK HLDGS INC N/A TERM LOAN B 09238FAK7 115136.19 PA USD 111861.72 0.0341071513 Long LON CORP US N 2 2025-06-15 Floating 0 N N N N N N BLACKSTONE CQP HOLDCO LP N/A TERM LOAN B 09259HAB7 79195.99 PA USD 78899.01 0.0240566699 Long LON CORP US N 2 2024-09-30 Floating 0 N N N N N N BLUEMOUNTAIN CLO LTD 54930003J8R1CBTM3M23 BLUEM 2013 1A CR 144A 09626UAS7 1000000 PA USD 965151 0.2942789652 Long ABS-CBDO CORP KY Y 2 2029-01-20 Floating 4.36838 N N N N N N BLUEMOUNTAIN CLO LTD 5493009UJ1T6R11V4458 BLUEM 2015 3A CR 144A 09628JAS0 1000000 PA USD 919512 0.2803634249 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 2.81838 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 SR UNSECURED 144A 01/31 VAR 09659W2K9 390000 PA USD 425578.9 0.1297609579 Long DBT CORP FR Y 2 2031-01-13 Fixed 3.052 N N N N Y N/A N/A N/A XXXX N N N BOC AVIATION LTD 254900H06V5RMEB3KE72 SR UNSECURED 144A 09/23 VAR 09681LAH3 565000 PA USD 560024.93 0.1707541689 Long DBT CORP SG Y 2 2023-09-26 Floating 1.376 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 SR UNSECURED 02/30 2.95 097023CN3 235000 PA USD 243051.11 0.0741073979 Long DBT CORP US N 2 2030-02-01 Fixed 2.95 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 SR UNSECURED 144A 10/22 6 097751BJ9 90000 PA USD 88348.5 0.0269378627 Long DBT CORP CA Y 2 2022-10-15 Fixed 6 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 SR UNSECURED 06/29 3.4 10112RBB9 335000 PA USD 373947.69 0.1140183653 Long DBT CORP US N 2 2029-06-21 Fixed 3.4 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 COMPANY GUAR 12/27 4.75 103304BU4 150000 PA USD 155812.5 0.0475079457 Long DBT CORP US N 2 2027-12-01 Fixed 4.75 N N N N N N BRAND ENERGY AND INFRASTRUCTUR N/A FIRST LIEN 10524MAN7 64435.11 PA USD 62706.96 0.0191196396 Long LON CORP US N 2 2024-06-21 Floating 0 N N N N N N BRASKEM NETHERLANDS N/A COMPANY GUAR 144A 01/81 VAR 10554TAF2 200000 PA USD 222502 0.06784188 Long DBT CORP NL Y 2 2081-01-23 Fixed 8.5 N N N N N N BRISTOL MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 SR UNSECURED 11/47 4.35 110122DK1 355000 PA USD 478141.66 0.1457875845 Long DBT CORP US N 2 2047-11-15 Fixed 4.35 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 COMPANY GUAR 11/25 3.15 11135FBB6 295000 PA USD 322125.75 0.0982176182 Long DBT CORP US N 2 2025-11-15 Fixed 3.15 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 SR UNSECURED 144A 03/49 4.487 114259AU8 335000 PA USD 443685.43 0.135281722 Long DBT CORP US Y 2 2049-03-04 Fixed 4.487 N N N N N N BUCKEYE PARTNERS, LP N/A 2019 TERM LOAN B 11823LAH8 69475 PA USD 69333.97 0.0211402454 Long LON CORP US N 2 2026-11-01 Floating 0 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 SR SECURED 144A 06/27 6.75 12008RAM9 110000 PA USD 119318.1 0.0363806358 Long DBT CORP US Y 2 2027-06-01 Fixed 6.75 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 COMPANY GUAR 144A 03/30 5 12008RAN7 80000 PA USD 86649.6 0.0264198603 Long DBT CORP US Y 2 2030-03-01 Fixed 5 N N N N N N BURLINGTN NORTH SANTA FE N/A SR UNSECURED 02/51 3.05 12189LBF7 85000 PA USD 96802.59 0.0295155535 Long DBT CORP US N 2 2051-02-15 Fixed 3.05 N N N N N N BX TRUST 2019 OC11 N/A BX 2019 OC11 E 144A 05606FAN3 391000 PA USD 390309.45 0.1190071409 Long ABS-O CORP US Y 2 2041-12-09 Floating 4.075457 N N N N N N BY CROWN PARENT/BY BOND 549300B1M4J69ECRY452 SR SECURED 144A 01/26 4.25 05608QAA5 50000 PA USD 51250 0.01562636 Long DBT CORP US Y 2 2026-01-31 Fixed 4.25 N N N N N N CAESARS ENTERTAIN INC 549300V3UCT773B1KR38 SR SECURED 144A 07/25 6.25 28470RAH5 105000 PA USD 111825 0.0340959552 Long DBT CORP US Y 2 2025-07-01 Fixed 6.25 N N N N N N CAESARS RESORT / FINCO N/A COMPANY GUAR 144A 10/25 5.25 12652AAA1 130000 PA USD 131376.7 0.0400573582 Long DBT CORP US Y 2 2025-10-15 Fixed 5.25 N N N N N N CAESARS RESORT COLLECTION LLC N/A TERM B LOANS 12769LAB5 157964.4 PA USD 154786.16 0.0471950099 Long LON CORP US N 2 2024-12-23 Floating 0 N N N N N N CAESARS RESORT COLLECTION LLC N/A 2020 TERM LOAN 12769LAD1 59850 PA USD 59868.55 0.0182541954 Long LON CORP US N 2 2025-07-21 Floating 0 N N N N N N CALIFORNIA ST N/A CAS 04/39 FIXED 7.55 13063A5G5 190000 PA USD 333602 0.1017167794 Long DBT MUN US N 2 2039-04-01 Fixed 7.55 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 SR UNSECURED 144A 03/28 5.125 131347CN4 100000 PA USD 105197 0.0320750476 Long DBT CORP US Y 2 2028-03-15 Fixed 5.125 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 SR UNSECURED 144A 02/29 4.625 131347CP9 40000 PA USD 41131.2 0.0125410915 Long DBT CORP US Y 2 2029-02-01 Fixed 4.625 N N N N N N CAMELOT US ACQUISITION 1 CO. N/A 2020 INCREMENTAL TERM LOAN L2000AAD2 120000 PA USD 119887.2 0.036554157 Long LON CORP US N 2 2026-10-30 Floating 0 N N N N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 SR UNSECURED 04/30 2.375 134429BJ7 115000 PA USD 121475.79 0.0370385254 Long DBT CORP US N 2 2030-04-24 Fixed 2.375 N N N N N N CANACOL ENERGY LTD 549300X5MNRWPMSM9N14 COMPANY GUAR 144A 05/25 7.25 134808AC8 200000 PA USD 214252 0.0653264172 Long DBT CORP CA Y 2 2025-05-03 Fixed 7.25 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 SR UNSECURED 01/23 VAR 14040HBV6 140000 PA USD 140667.71 0.0428902298 Long DBT CORP US N 2 2023-01-30 Floating 0.93438 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 SR SECURED 144A 04/23 11.5 143658BC5 30000 PA USD 34701.6 0.010580677 Long DBT CORP PA Y 2 2023-04-01 Fixed 11.5 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 SR UNSECURED 04/40 3.377 14448CAR5 235000 PA USD 257801.57 0.0786048807 Long DBT CORP US N 2 2040-04-05 Fixed 3.377 N N N N N N CASTLE US HOLDING CORPORATION N/A USD TERM LOAN B 14852DAC5 159000.01 PA USD 155670.55 0.0474646645 Long LON CORP US N 2 2027-01-29 Floating 0 N N N N N N CCL INDUSTRIES INC 549300TD3EMSRRC0YH75 SR UNSECURED 144A 06/30 3.05 124900AD3 165000 PA USD 179939.47 0.0548643694 Long DBT CORP CA Y 2 2030-06-01 Fixed 3.05 N N N N N N CCO HLDGS LLC/CAP CORP N/A SR UNSECURED 144A 03/30 4.75 1248EPCD3 105000 PA USD 113295 0.034544165 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75 N N N N N N CEDAR FAIR LP 549300TUVLNQQ6BVKH61 COMPANY GUAR 07/29 5.25 150190AE6 75000 PA USD 77216.25 0.0235435887 Long DBT CORP US N 2 2029-07-15 Fixed 5.25 N N N N N N CENGAGE LEARNING ACQUISITIONS N/A TERM LOAN B 15134NAE6 74301.72 PA USD 71101.54 0.0216791856 Long LON CORP US N 2 2023-06-07 Floating 0 N N N N N N CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 SR UNSECURED 144A 06/24 9.5 15137NAA1 75000 PA USD 70125 0.021381434 Long DBT CORP US Y 2 2024-06-15 Fixed 9.5 N N N N N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 SR UNSECURED 07/25 5.375 15135UAS8 65000 PA USD 73284.25 0.0223447038 Long DBT CORP CA N 2 2025-07-15 Fixed 5.375 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 SR UNSECURED 10/30 3 15135BAW1 60000 PA USD 63594 0.0193901022 Long DBT CORP US N 2 2030-10-15 Fixed 3 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUS N/A CFCRE 2016 C3 XA 12531WBC5 5564857.77 PA USD 235867.61 0.0719171158 Long ABS-O CORP US N 2 2048-01-10 Floating 0.996059 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 SR UNSECURED 02/24 3.55 808513AY1 340000 PA USD 371699.91 0.1133330068 Long DBT CORP US N 2 2024-02-01 Fixed 3.55 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 SR SECURED 07/25 4.908 161175AY0 325000 PA USD 377470.59 0.1150925136 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 SR SECURED 10/25 5.25 16411QAB7 30000 PA USD 30787.5 0.0093872499 Long DBT CORP US N 2 2025-10-01 Fixed 5.25 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 COMPANY GUAR 10/26 5.625 16411QAD3 95000 PA USD 98800 0.030124573 Long DBT CORP US N 2 2026-10-01 Fixed 5.625 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 SR SECURED 144A 01/29 6 12543DBH2 35000 PA USD 37809.1 0.0115281679 Long DBT CORP US Y 2 2029-01-15 Fixed 6 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 COMPANY GUAR 07/23 VAR 125523AC4 205000 PA USD 207319.53 0.0632126753 Long DBT CORP US N 2 2023-07-15 Floating 1.12688 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 COMPANY GUAR 12/48 4.9 125523AK6 265000 PA USD 364411.13 0.1111106244 Long DBT CORP US N 2 2048-12-15 Fixed 4.9 N N N N N N CIM TRUST N/A CIM 2017 6 A1 144A 12553GAA8 1650508.23 PA USD 1650707.94 0.5033084196 Long ABS-O CORP US Y 2 2057-06-25 Floating 3.015 N N N N N N CITIGROUP COMMERCIAL MORTGAGE N/A CGCMT 2015 GC31 C 17323YAH2 700000 PA USD 684221.72 0.2086223397 Long ABS-O CORP US N 2 2048-06-10 Floating 4.054685 N N N N N N CITIGROUP COMMERCIAL MORTGAGE N/A CGCMT 2016 GC36 D 144A 17324TAN9 201000 PA USD 133275.88 0.0406364269 Long ABS-O CORP US Y 2 2049-02-10 Fixed 2.85 N N N N N N CITIGROUP COMMERCIAL MORTGAGE N/A CGCMT 2017 C4 B 17326FAJ6 340000 PA USD 377501.56 0.1151019565 Long ABS-O CORP US N 2 2050-10-12 Floating 4.096 N N N N N N CITIGROUP COMMERCIAL MORTGAGE N/A CGCMT 2019 GC41 B 17328FAZ8 377000 PA USD 405943.38 0.1237739979 Long ABS-O CORP US N 2 2056-08-10 Fixed 3.1992 N N N N N N CITIGROUP COMMERCIAL MORTGAGE N/A CGCMT 2020 420K D 144A 17328QAG6 200000 PA USD 198370.28 0.0604840079 Long ABS-O CORP US Y 2 2042-11-10 Floating 3.31177 N N N N N N CITIGROUP COMMERCIAL MORTGAGE N/A CGCMT 2020 420K E 144A 17328QAJ0 200000 PA USD 187287.52 0.0571048236 Long ABS-O CORP US Y 2 2042-11-10 Floating 3.31177 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 SR UNSECURED 05/24 VAR 172967LL3 635000 PA USD 643595.34 0.1962351701 Long DBT CORP US N 2 2024-05-17 Floating 1.322 N N N N N N CITIGROUP MORTGAGE LOAN TRUST N/A CMLTI 2007 AR5 1A2A 17311LAB7 1106215.23 PA USD 1037504.22 0.3163397938 Long ABS-O CORP US N 2 2037-04-25 Floating 3.55136 N N N N N N CK HUTCHISON INTL 20 LTD 254900SSPRZHBMNJF043 COMPANY GUAR 144A 05/30 2.5 12564HAA3 200000 PA USD 211204.61 0.064397254 Long DBT CORP KY Y 2 2030-05-08 Fixed 2.5 N N N N N N CLARIOS GLOBAL LP/US FIN 549300474L1ZLXZY2P98 SR SECURED 144A 05/26 6.25 69867DAA6 115000 PA USD 123337.5 0.0376061693 Long DBT CORP US Y 2 2026-05-15 Fixed 6.25 N N N N N N CLEAR CHANNEL OUTDOOR HLDNGS I N/A TERM LOAN B 18452RAD7 39799.24 PA USD 38235.53 0.0116581884 Long LON CORP US N 2 2026-08-21 Floating 0 N N N N N N CLI FUNDING LLC 549300NQLBWJD5AREU05 CLIF 2019 1A A 144A 12563LAL1 420958.84 PA USD 429201.97 0.1308656486 Long ABS-O CORP US Y 2 2044-05-18 Fixed 3.71 N N N N N N CLI FUNDING LLC 549300NQLBWJD5AREU05 CLIF 2020 3A A 144A 12563LAS6 243125 PA USD 242185.32 0.0738434145 Long ABS-O CORP US Y 2 2045-10-18 Fixed 2.07 N N N N N N CLUBCORP HLDGS INC N/A TERM LOAN B 18948TAB9 34641.96 PA USD 32255.48 0.0098348437 Long LON CORP US N 2 2024-09-18 Floating 0 N N N N N N COLLEGE AVE STUDENT LOANS N/A CASL 2018 A A1 144A 19423DAA8 342284.44 PA USD 343998.74 0.1048867931 Long ABS-O CORP US Y 2 2047-12-26 Floating 1.348 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 COMPANY GUAR 04/30 3.4 20030NDG3 195000 PA USD 225488.95 0.0687526147 Long DBT CORP US N 2 2030-04-01 Fixed 3.4 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 COMPANY GUAR 02/31 1.5 20030NDN8 295000 PA USD 293004.11 0.0893382966 Long DBT CORP US N 2 2031-02-15 Fixed 1.5 N N N N N N COMM MORTGAGE TRUST N/A COMM 2014 CR20 C 12592LBP6 411000 PA USD 433906.51 0.1323000844 Long ABS-O CORP US N 2 2047-11-10 Floating 4.511026 N N N N N N COMM MORTGAGE TRUST N/A COMM 2016 CR28 C 12593YBM4 465000 PA USD 469256.01 0.143078309 Long ABS-O CORP US N 2 2049-02-10 Floating 4.639437 N N N N N N COMM MORTGAGE TRUST N/A COMM 2015 LC23 C 12636FBP7 470000 PA USD 466687.58 0.142295183 Long ABS-O CORP US N 2 2048-10-10 Floating 4.61671 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 SUBORDINATED 144A 01/48 4.316 202712BJ3 305000 PA USD 388958.25 0.1185951538 Long DBT CORP AU Y 2 2048-01-10 Fixed 4.316 N N N N N N COMPASS PWR GENERATION L L C N/A TERM LOAN B 1 20451VAD5 54052.33 PA USD 52484.81 0.0160028592 Long LON CORP US N 2 2024-12-20 Floating 0 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 COMPANY GUAR 08/29 3.15 21036PBE7 200000 PA USD 222730.05 0.0679114135 Long DBT CORP US N 2 2029-08-01 Fixed 3.15 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 SR UNSECURED 05/30 2.875 21036PBF4 25000 PA USD 27394.49 0.0083527056 Long DBT CORP US N 2 2030-05-01 Fixed 2.875 N N N N N N CORNERSTONE ONDEMAND INC N/A TERM LOAN B 21926BAB8 85521.06 PA USD 85810.98 0.0261641613 Long LON CORP US N 2 2027-04-22 Floating 0 N N N N N N CORNING INC 549300X2937PB0CJ7I56 SR UNSECURED 11/57 4.375 219350BF1 180000 PA USD 225098.18 0.0686334672 Long DBT CORP US N 2 2057-11-15 Fixed 4.375 N N N N N N COSAN OVERSEAS LTD 222100V5GTJGKUH55655 COMPANY GUAR REGS 11/49 8.25 983ALJII7 500000 PA USD 513755 0.1566462551 Long DBT CORP KY Y 2 2049-11-29 Fixed 8.25 N N N N N N COSMOPOLITAN HOTEL TRUST N/A CHT 2017 CSMO E 144A 12546DAN7 273000 PA USD 261407.3 0.0797042844 Long ABS-O CORP US Y 2 2036-11-15 Floating 3.15863 N N N N N N COSMOPOLITAN HOTEL TRUST N/A CHT 2017 CSMO F 144A 12546DAQ0 320000 PA USD 308100.03 0.0939411118 Long ABS-O CORP US Y 2 2036-11-15 Floating 3.89983 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 SR UNSECURED 04/32 1.75 22160KAQ8 75000 PA USD 77949.37 0.0237671203 Long DBT CORP US N 2 2032-04-20 Fixed 1.75 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN T N/A CWALT 2006 36T2 2A1 02146XAS7 3345674.93 PA USD 2201167.38 0.6711460268 Long ABS-O CORP US N 2 2036-12-25 Fixed 6.25 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN T N/A CWALT 2006 19CB A15 02147QAQ5 1726302.52 PA USD 1418937.64 0.4326405924 Long ABS-O CORP US N 2 2036-08-25 Fixed 6 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN T N/A CWALT 2006 13T1 A11 12668BZM8 1914716.97 PA USD 1359805.19 0.4146108373 Long ABS-O CORP US N 2 2036-05-25 Fixed 6 N N N N N N COUNTRYWIDE HOME LOANS N/A CWHL 2007 HYB2 3A1 125438AB7 1173766.77 PA USD 1048135.46 0.3195813076 Long ABS-O CORP US N 2 2047-02-25 Floating 3.080936 N N N N N N COUNTRYWIDE HOME LOANS 549300430UQIJMFG3R47 CWHL 2007 14 A6 12544DAF6 1464695.41 PA USD 1153844.13 0.3518123657 Long ABS-O CORP US N 2 2037-09-25 Fixed 6 N N N N N N CP ATLAS BUYER INC N/A 2020 TERM LOAN B1 12658HAC6 90000 PA USD 90112.5 0.0274757144 Long LON CORP US N 2 2027-11-23 Floating 0 N N N N N N CP ATLAS BUYER INC N/A 2020 DELAYED DRAW TERM LOAN B2 12658HAD4 30000 PA USD 30037.5 0.0091585715 Long LON CORP US N 2 2027-11-23 Floating 0 N N N N N N CREDIT AGRICOLE LONDON N/A SR UNSECURED 144A 04/23 3.75 22535WAE7 535000 PA USD 574311.16 0.175110106 Long DBT CORP FR Y 2 2023-04-24 Fixed 3.75 N N N N Y N/A N/A N/A XXXX N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 SR UNSECURED 144A 06/24 VAR 225401AH1 430000 PA USD 436094.79 0.132967301 Long DBT CORP CH Y 2 2024-06-12 Floating 1.4595 N N N N N N CREDITO REAL SAB DE CV 549300W2IL7TPPCTKL39 JR SUBORDINA REGS 12/99 VAR P32457AB2 200000 PA USD 192002 0.0585422902 Long DBT CORP MX Y 2 2099-12-31 Fixed 9.125 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 SR UNSECURED 06/26 3.7 22822VAC5 700000 PA USD 788825.56 0.2405165301 Long DBT CORP US N 2 2026-06-15 Fixed 3.7 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 SR UNSECURED 03/27 4 22822VAE1 225000 PA USD 258402.26 0.0787880339 Long DBT CORP US N 2 2027-03-01 Fixed 4 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 SR UNSECURED 09/27 3.65 22822VAH4 360000 PA USD 406434.73 0.1239238127 Long DBT CORP US N 2 2027-09-01 Fixed 3.65 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUS N/A CSAIL 2018 C14 C 12596GBF5 405000 PA USD 430031.47 0.1311185669 Long ABS-O CORP US N 2 2051-11-15 Floating 4.890732 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUS N/A CSAIL 2019 C16 B 12596WAH7 334000 PA USD 372803.25 0.1136694203 Long ABS-O CORP US N 2 2052-06-15 Floating 3.8846 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUS N/A CSAIL 2020 C19 C 12597NAY9 332000 PA USD 346586.45 0.1056757977 Long ABS-O CORP US N 2 2053-03-15 Floating 3.614283 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUS 549300UFJ8EKD81Y8R30 CSAIL 2015 C1 XA 126281BB9 8156958.28 PA USD 224892.23 0.0685706721 Long ABS-O CORP US N 2 2050-04-15 Floating 0.827157 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUS 54930025J96YEH8FQE77 CSAIL 2015 C4 C 12635RBD9 427000 PA USD 456633.89 0.1392297668 Long ABS-O CORP US N 2 2048-11-15 Floating 4.562897 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUS 549300C2HE5FJAWYZL57 CSAIL 2016 C6 B 12636MAK4 298000 PA USD 326229.54 0.0994688825 Long ABS-O CORP US N 2 2049-01-15 Floating 3.9239 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUS 549300C2HE5FJAWYZL57 CSAIL 2016 C6 C 12636MAL2 378000 PA USD 391931.68 0.1195017663 Long ABS-O CORP US N 2 2049-01-15 Floating 4.952737 N N N N N N CSC HOLDINGS, LLC N/A 2019 TERM LOAN B5 64072UAK8 202697.79 PA USD 200585.68 0.0611594935 Long LON CORP US N 2 2027-04-15 Floating 0 N N N N N N CSN ISLANDS XII 222100BC34RLK5I1BK26 COMPANY GUAR REGS 09/49 7 G2585XAA7 200000 PA USD 198310 0.0604656283 Long DBT CORP KY Y 2 2049-09-29 Fixed 7 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 SR UNSECURED 11/46 3.8 126408HF3 400000 PA USD 479176.07 0.1461029808 Long DBT CORP US N 2 2046-11-01 Fixed 3.8 N N N N N N CVENT INC N/A TERM LOAN 23248RAB0 98982.2 PA USD 95022.91 0.028972921 Long LON CORP US N 2 2024-11-29 Floating 0 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 SR UNSECURED 03/48 5.05 126650CZ1 180000 PA USD 243950.12 0.0743815101 Long DBT CORP US N 2 2048-03-25 Fixed 5.05 N N N N N N DBGS MORTGAGE TRUST N/A DBGS 2018 5BP F 144A 33830CAL4 550000 PA USD 502436.61 0.1531952261 Long ABS-O CORP US Y 2 2033-06-15 Floating 2.609 N N N N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 JR SUBORDINA REGS 12/99 VAR BZCN16II6 600000 PA USD 604500 0.1843148217 Long DBT CORP SG Y 2 2099-12-31 Fixed 3.6 N N N N N N DEERFIELD DAKOTA HOLDING LLC N/A 2020 USD TERM LOAN B 24440EAB3 119424.94 PA USD 119444.05 0.0364190385 Long LON CORP US N 2 2027-04-09 Floating 0 N N N N N N DELEK + AVNER TAMAR BD N/A SR SECURED 144A 12/23 5.082 24664UAD2 100000 PA USD 103970.04 0.0317009419 Long DBT CORP IL Y 2 2023-12-30 Fixed 5.082 N N N N N N DELTA AIR LINES/SKYMILES Q2CCMS6R0AS67HJMBN42 SR SECURED 144A 10/28 4.75 830867AB3 40000 PA USD 43660.49 0.0133122836 Long DBT CORP NA Y 2 2028-10-20 Fixed 4.75 N N N N N N DELTA TOPCO, INC. N/A 2020 TERM LOAN B 24780DAC1 70000 PA USD 69927.2 0.0213211239 Long LON CORP US N 2 2027-12-01 Floating 0 N N N N N N DIAMOND (BC) B V N/A INITIAL USD TERM LOAN N2611UAC9 74146.54 PA USD 72972.8 0.0222497413 Long LON CORP NL N 2 2024-09-06 Floating 0 N N N N N N DIAMOND SPORTS GR/DIAMON 5493002K6DHWNZH8YA34 SR SECURED 144A 08/26 5.375 25277LAA4 50000 PA USD 40625 0.0123867488 Long DBT CORP US Y 2 2026-08-15 Fixed 5.375 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 COMPANY GUAR 12/24 2.875 25278XAL3 59000 PA USD 62017.86 0.0189095299 Long DBT CORP US N 2 2024-12-01 Fixed 2.875 N N N N N N DIGICEL GROUP 0.5 LTD N/A SR UNSECURED 144A 04/25 8 25381YAB7 52337 PA USD 27346.08 0.0083379452 Long DBT CORP BM Y 2 2025-04-01 Fixed 8 N N Y N N N DIGICEL GROUP 0.5 LTD N/A SUBORDINATED 144A 7 25381YAC5 78040 PA USD 21461 0.0065435573 Long DBT CORP BM Y 2 2099-12-31 Fixed 7 N N Y N N Digicel Group Ltd. Digicel Group Ltd. COM USD0.01 A USD XXXX N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 SR UNSECURED 02/27 4.1 254709AM0 470000 PA USD 541477.84 0.1650990762 Long DBT CORP US N 2 2027-02-09 Fixed 4.1 N N N N N N DISH DBS CORP N/A COMPANY GUAR 11/24 5.875 25470XAW5 40000 PA USD 41941.4 0.0127881252 Long DBT CORP US N 2 2024-11-15 Fixed 5.875 N N N N N N DOCUFORMAS SA 549300HM88E943FM9K17 SR UNSECURED 144A 07/24 10.25 25615WAB9 200000 PA USD 182002 0.0554932443 Long DBT CORP MX Y 2 2024-07-24 Fixed 10.25 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 SR UNSECURED 05/25 4 256746AG3 375000 PA USD 423453.78 0.1291129991 Long DBT CORP US N 2 2025-05-15 Fixed 4 N N N N N N DRYDEN SENIOR LOAN FUND 549300BH0PFEW6WVTN52 DRSLF 2015 40A DR 144A 26244GAL9 500000 PA USD 498056.5 0.1518597105 Long ABS-CBDO CORP KY Y 2 2031-08-15 Floating 3.321 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 SR UNSECURED 03/27 3.8 233331AZ0 500000 PA USD 574367.93 0.1751274154 Long DBT CORP US N 2 2027-03-15 Fixed 3.8 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 SR UNSECURED 08/47 3.95 26441CAY1 240000 PA USD 291348.54 0.0888335057 Long DBT CORP US N 2 2047-08-15 Fixed 3.95 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 1ST MORTGAGE 12/44 4.15 26442RAD3 315000 PA USD 399736.63 0.1218815313 Long DBT CORP US N 2 2044-12-01 Fixed 4.15 N N N N N N DUN + BRADSTREET CORP N/A TERM LOAN 26483NAN0 173837.5 PA USD 173764.49 0.0529815897 Long LON CORP US N 2 2026-02-06 Floating 0 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 SR UNSECURED 11/48 5.419 26078JAF7 155000 PA USD 225238.99 0.0686764008 Long DBT CORP US N 2 2048-11-15 Fixed 5.419 N N N N N N EAST OHIO GAS CO/THE BC95Y6MXLT75BGO7UM71 SR UNSECURED 144A 06/50 3 27409LAE3 245000 PA USD 267062.21 0.0814284923 Long DBT CORP US Y 2 2050-06-15 Fixed 3 N N N N N N ELI LILLY + CO FRDRIPF3EKNDJ2CQJL29 SR UNSECURED 05/50 2.25 532457BY3 463000 PA USD 455068.33 0.1387524204 Long DBT CORP US N 2 2050-05-15 Fixed 2.25 N N N N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 SR UNSECURED 144A 01/47 5 29246QAB1 750000 PA USD 956250 0.2915650095 Long DBT CORP CL Y 2 2047-01-25 Fixed 5 N N N N N N EMPRESA ELEC GUACOLDA 5299008J94I4A64AEC04 SR UNSECURED REGS 04/25 4.56 P3711HAF6 400000 PA USD 360110.21 0.1097992542 Long DBT CORP CL Y 2 2025-04-30 Fixed 4.56 N N N N N N EMPRESA ELECTRICA ANGAMO 529900PQ7VWZL30RZ733 SR SECURED REGS 05/29 4.875 P3713QAA5 147800 PA USD 147800 0.0450648977 Long DBT CORP CL Y 2 2029-05-25 Fixed 4.875 N N N N N N EMPRESA ELECTRICA COCHRA 5493000S11JF8TJHYT07 SR SECURED REGS 05/27 5.5 P3713CAB4 180560 PA USD 190490.8 0.0580815183 Long DBT CORP CL Y 2 2027-05-14 Fixed 5.5 N N N N N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 SR UNSECURED 03/27 4.4 292480AK6 120000 PA USD 121093.66 0.0369220122 Long DBT CORP US N 2 2027-03-15 Fixed 4.4 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 COMPANY GUAR 144A 06/28 4.75 29272WAC3 110000 PA USD 115775 0.0353003283 Long DBT CORP US Y 2 2028-06-15 Fixed 4.75 N N N N N N ENERGIZER HOLDINGS INC N/A 2020 TERM LOAN 938YAFII1 105000 PA USD 104803.65 0.0319551134 Long LON CORP US N 2 2027-12-22 Floating 0 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 COMPANY GUAR 01/26 4.75 29273RBG3 420000 PA USD 475226.73 0.1448988089 Long DBT CORP US N 2 2026-01-15 Fixed 4.75 N N N N N N ENN ENERGY HOLDINGS LTD 549300V7BXPWT6WIPR03 SR UNSECURED REGS 07/22 3.25 BF1BKJII9 200000 PA USD 205380 0.0626213037 Long DBT CORP KY Y 2 2022-07-24 Fixed 3.25 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 SR UNSECURED 06/30 2.8 29364GAL7 110000 PA USD 118797.74 0.0362219756 Long DBT CORP US N 2 2030-06-15 Fixed 2.8 N N N N N N ENTERPRISE MERGER SUB INC N/A INITIAL TERM LOANS 29373UAC5 44545.44 PA USD 37023.05 0.0112884977 Long LON CORP US N 2 2025-10-10 Floating 0 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 SR UNSECURED 144A 07/27 6.5 26885BAH3 120000 PA USD 135124.2 0.0411999881 Long DBT CORP US Y 2 2027-07-01 Fixed 6.5 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 SR UNSECURED 02/25 7.875 26884LAH2 60000 PA USD 68325 0.0208326058 Long DBT CORP US N 2 2025-02-01 Fixed 7.875 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 SR UNSECURED 07/27 1.8 29444UBG0 130000 PA USD 133820.98 0.0408026304 Long DBT CORP US N 2 2027-07-15 Fixed 1.8 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 SR UNSECURED 04/23 3.9 054561AC9 385000 PA USD 414215.43 0.1262961838 Long DBT CORP US N 2 2023-04-20 Fixed 3.9 N N N N N N ESH HOSPITALITY INC 54930042FMK7X7SQ2896 COMPANY GUAR 144A 05/25 5.25 26907YAA2 70000 PA USD 71750 0.021876904 Long DBT CORP US Y 2 2025-05-01 Fixed 5.25 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 SR UNSECURED 04/30 2.704 29670GAD4 220000 PA USD 238499.62 0.0727196277 Long DBT CORP US N 2 2030-04-15 Fixed 2.704 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 SR UNSECURED 08/30 1.65 30040WAK4 250000 PA USD 248987.19 0.0759173359 Long DBT CORP US N 2 2030-08-15 Fixed 1.65 N N N N N N EW SCRIPPS COMPANY THE N/A 2019 TERM LOAN B2 26928BAL3 306276.02 PA USD 302318.93 0.0921784279 Long LON CORP US N 2 2026-05-01 Floating 0 N N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 COMPANY GUAR 02/28 3.8 30212PAP0 200000 PA USD 214826.59 0.0655016123 Long DBT CORP US N 2 2028-02-15 Fixed 3.8 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 SR UNSECURED 03/40 4.227 30231GBF8 190000 PA USD 236616.45 0.0721454405 Long DBT CORP US N 2 2040-03-19 Fixed 4.227 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 SR UNSECURED 10/30 2.61 30231GBN1 165000 PA USD 180226.6 0.0549519167 Long DBT CORP US N 2 2030-10-15 Fixed 2.61 N N N N Y N/A N/A N/A XXXX N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FNR 2015 9 HA 3136AMTU3 568190.64 PA USD 607517.61 0.1852349048 Long ABS-O USGSE US N 2 2045-01-25 Fixed 3 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FNR 2018 21 PO 3136B1RS5 1764892.4 PA USD 1626977.18 0.4960728021 Long ABS-O USGSE US N 2 2048-04-25 Fixed 0.01 N N N N N N FED HM LN PC POOL G08520 S6XOOCT0IEG5ABCC6L87 FG 01/43 FIXED 2.5 3128MJSJ0 871207.5 PA USD 925594.02 0.2822178607 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.5 N N N N N N FED HM LN PC POOL G08632 S6XOOCT0IEG5ABCC6L87 FG 03/45 FIXED 3.5 3128MJV23 1446360.95 PA USD 1561272.16 0.4760390402 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.5 N N N N N N FED HM LN PC POOL RE6066 S6XOOCT0IEG5ABCC6L87 FR 10/50 FIXED 2 3133N3W34 6863483.69 PA USD 7058191.8 2.1520750425 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2 N N N N N N FED HM LN PC POOL SB0048 B1V7KEBTPIMZEU4LTD58 FR 08/34 FIXED 3 3132CWBR4 1888835.22 PA USD 2012106.65 0.6135005433 Long ABS-MBS USGA US N 2 2034-08-01 Fixed 3 N N N N N N FEDEX CORP 549300E707U7WNPZN687 COMPANY GUAR 11/45 4.75 31428XBE5 195000 PA USD 253777.44 0.0773779051 Long DBT CORP US N 2 2045-11-15 Fixed 4.75 N N N N N N FERMACA ENTERPRISES S RL 549300HYMZDEHWD3X752 SR SECURED 144A 03/38 6.375 31503AAA2 211834.62 PA USD 244986.74 0.0746975803 Long DBT CORP MX Y 2 2038-03-30 Fixed 6.375 N N N N N N FIDEICOMISO PA PACIFICO 549300HPHEJ3B6YD5H05 SR SECURED REGS 01/35 8.25 P40689AA2 200000 PA USD 241600 0.0736649478 Long DBT CORP CO Y 2 2035-01-15 Fixed 8.25 N N N N N N FILTRATION GROUP CORP N/A TERM LOAN 31732FAM8 200848.17 PA USD 198498.25 0.0605230266 Long LON CORP US N 2 2025-03-29 Floating 0 N N N N N N FINASTRA USA, INC. N/A TERM LOAN B 02034DAC1 63844.75 PA USD 62468.26 0.0190468589 Long LON CORP US N 2 2024-06-13 Floating 0 N N N N N N FINASTRA USA, INC. N/A DOLLAR TERM 02034DAF4 20000 PA USD 20007.2 0.006100287 Long LON CORP US N 2 2025-06-13 Floating 0 N N N N N N FLEX ACQUISITION CO INC N/A TERM LOAN 33936HAB8 71409.85 PA USD 70941.4 0.0216303581 Long LON CORP US N 2 2023-12-29 Floating 0 N N N N N N FLEX ACQUISITION CO INC N/A 2018 INCREMENTAL TERM LOAN 33936HAH5 24973.04 PA USD 24642.15 0.0075135045 Long LON CORP US N 2 2025-06-29 Floating 0 N N N N N N FLEX ACQUISITION CO INC 549300HHED2KGPBEDW39 SR UNSECURED 144A 01/25 6.875 33936YAA3 90000 PA USD 91350 0.0278530339 Long DBT CORP US Y 2 2025-01-15 Fixed 6.875 N N N N N N FNMA POOL AS7661 B1V7KEBTPIMZEU4LTD58 FN 08/46 FIXED 3 3138WHQP0 686436.62 PA USD 710719.59 0.2167016617 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FNMA POOL AX2501 B1V7KEBTPIMZEU4LTD58 FN 10/44 FIXED 4 3138Y3X71 1264666.04 PA USD 1381878.83 0.4213411913 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4 N N N N N N FNMA POOL BL5484 B1V7KEBTPIMZEU4LTD58 FN 01/30 FIXED 2.26 3140HXCW8 3000000 PA USD 3269513.7 0.9968897182 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 2.26 N N N N N N FNMA POOL MA2248 B1V7KEBTPIMZEU4LTD58 FN 04/45 FIXED 3 31418BQA7 922943.24 PA USD 959053.76 0.2924198888 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3 N N N N N N FNMA POOL MA4158 B1V7KEBTPIMZEU4LTD58 FN 10/50 FIXED 2 31418DTQ5 3953368.64 PA USD 4109995.97 1.2531566161 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2 N N N N N N FONTAINEBLEAU MIAMI BEACH TRUS N/A FMBT 2019 FBLU E 144A 34461LAN4 262000 PA USD 262482.6 0.0800321483 Long ABS-O CORP US Y 2 2036-12-10 Floating 3.962873 N N N N N N FONTAINEBLEAU MIAMI BEACH TRUS N/A FMBT 2019 FBLU G 144A 34461LAS3 236000 PA USD 219771.6 0.0670093685 Long ABS-O CORP US Y 2 2036-12-10 Floating 3.962873 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 SR UNSECURED 04/25 9 345370CW8 65000 PA USD 79690.65 0.0242980446 Long DBT CORP US N 2 2025-04-22 Fixed 9 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FHR 4093 PA 3137AST79 2532348.84 PA USD 2628541.12 0.8014542397 Long ABS-O USGSE US N 2 2042-08-15 Fixed 3 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FHR 4481 B 3137BJSE4 3271439.2 PA USD 3341320.74 1.018784014 Long ABS-O USGSE US N 2 2042-12-15 Fixed 3 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FHR 4483 CA 3137BJZ48 3731142.7 PA USD 3917887.14 1.194581753 Long ABS-O USGSE US N 2 2044-06-15 Fixed 3 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FHR 4750 PA 3137FDDJ8 1292763.18 PA USD 1328257.03 0.4049916587 Long ABS-O USGSE US N 2 2046-07-15 Fixed 3 N N N N N N FREDDIE MAC N/A FHR 4894 ZE 3137FMJY9 3266848.29 PA USD 3447015.3 1.0510107699 Long ABS-O USGSE US N 2 2049-07-15 Fixed 3.5 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FHR 4934 P 3137FQEA7 2241241.05 PA USD 2373353.69 0.7236464222 Long ABS-O USGSE US N 2 2040-11-15 Fixed 2.5 N N N N N N FREDDIE MAC SCRT N/A SCRT 2018 2 HV 35563PFD6 2758566.81 PA USD 2966927.71 0.9046298625 Long ABS-O USGSE US N 2 2057-11-25 Fixed 3 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 FHS 355 300 3132J0MB0 2372614.36 PA USD 2556641.21 0.7795316274 Long ABS-MBS USGSE US N 2 2047-08-15 Fixed 3 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 FHS 358 300 3132J0Q67 2073911.49 PA USD 2235724.49 0.6816826481 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 SR SECURED 144A 10/27 5.875 35906ABE7 30000 PA USD 32437.5 0.0098903425 Long DBT CORP US Y 2 2027-10-15 Fixed 5.875 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 SR SECURED 144A 05/28 5 35906ABF4 60000 PA USD 62550 0.0190717818 Long DBT CORP US Y 2 2028-05-01 Fixed 5 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 SECURED 144A 05/29 6.75 35906ABG2 30000 PA USD 32100 0.0097874372 Long DBT CORP US Y 2 2029-05-01 Fixed 6.75 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 SR UNSECURED 144A 05/25 8.75 362438AA1 95000 PA USD 98800 0.030124573 Long DBT CORP CA Y 2 2025-05-15 Fixed 8.75 N N N N N N GATES GLOBAL/GATES CORP 549300XI79MQJV13DW27 COMPANY GUAR 144A 01/26 6.25 36740LAA0 65000 PA USD 68250 0.0208097379 Long DBT CORP US Y 2 2026-01-15 Fixed 6.25 N N N N N N GCI LLC N/A SR UNSECURED 144A 10/28 4.75 36166TAB6 90000 PA USD 95989.5 0.0292676387 Long DBT CORP US Y 2 2028-10-15 Fixed 4.75 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 SR UNSECURED 01/38 5.875 36962G3P7 210000 PA USD 284621.03 0.0867822571 Long DBT CORP US N 2 2038-01-14 Fixed 5.875 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 SR UNSECURED 01/39 6.875 36962G4B7 110000 PA USD 161929.05 0.0493729098 Long DBT CORP US N 2 2039-01-10 Fixed 6.875 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 COMPANY GUAR 01/23 VAR 37045XCE4 575000 PA USD 574453.91 0.1751536311 Long DBT CORP US N 2 2023-01-05 Floating 1.224 N N N N N N GENTIVA HEALTH SERVICES INC N/A 2020 TERM LOAN 37249UAU0 182882.42 PA USD 181626.02 0.0553786063 Long LON CORP US N 2 2025-07-02 Floating 0 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 SR UNSECURED 09/24 2.2 373334KK6 385000 PA USD 405601.31 0.1236696991 Long DBT CORP US N 2 2024-09-15 Fixed 2.2 N N N N N N GETTY IMAGES, INC. N/A 2019 1ST LIEN TERM LOAN 37427UAJ9 34272.54 PA USD 33672.77 0.010266982 Long LON CORP US N 2 2026-02-19 Floating 0 N N N N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 SR SECURED 144A 08/25 3.75 36168QAK0 100000 PA USD 102500 0.03125272 Long DBT CORP CA Y 2 2025-08-01 Fixed 3.75 N N N N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 COMPANY GUAR 144A 08/28 4 36168QAL8 140000 PA USD 141050 0.0430067917 Long DBT CORP CA Y 2 2028-08-01 Fixed 4 N N N N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 SR SECURED 144A 09/28 3.5 36168QAM6 140000 PA USD 142537.5 0.0434603373 Long DBT CORP CA Y 2 2028-09-01 Fixed 3.5 N N N N N N GILBERT PARK CLO LTD N/A GILBT 2017 1A E 144A 375414AA7 1000000 PA USD 986665 0.3008386825 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 6.63688 N N N N N N GILBERT PARK CLO LTD N/A GILBT 2017 1A D 144A 375415AG1 500000 PA USD 495301.5 0.1510196984 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 3.18688 N N N N N N GILEX HOLDING SARL 549300UT8ST8B7RS8205 SR SECURED 144A 05/23 8.5 37561PAA5 150000 PA USD 156376.5 0.0476799119 Long DBT CORP LU Y 2 2023-05-02 Fixed 8.5 N N N N N N GILEX HOLDING SARL 549300UT8ST8B7RS8205 SR SECURED REGS 05/23 8.5 L43228AA0 150000 PA USD 156376.5 0.0476799119 Long DBT CORP LU Y 2 2023-05-02 Fixed 8.5 N N N N N N GLOBAL AIR LEASE CO LTD N/A SR UNSECURED 144A 09/24 6.5 37960JAA6 108806 PA USD 97109.36 0.0296090891 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 254416.67 PA USD 253143.9 0.0771847358 Long ABS-O CORP BB Y 2 2029-07-17 Fixed 3.19 N N N N N N GNL QUINTERO SA 549300JJJIQXE6E1QY27 SR UNSECURED REGS 07/29 4.634 P4909LAA8 250000 PA USD 278500 0.084915927 Long DBT CORP CL Y 2 2029-07-31 Fixed 4.634 N N N N N N GO DADDY OPER CO LLC N/A TERM LOAN B 1 38017BAN6 242486.96 PA USD 242183.85 0.0738429663 Long LON CORP US N 2 2024-02-15 Floating 0 N N N N N N GO DADDY OPERATING COMPANY LLC N/A 2020 TERM LOAN B3 38017BAP1 84575 PA USD 84821.96 0.0258626045 Long LON CORP US N 2 2027-08-10 Floating 0 N N N N N N GOGO INTERMEDIATE/FINANC N/A SR SECURED 144A 05/24 9.875 38046XAE3 75000 PA USD 80305.5 0.0244855152 Long DBT CORP US Y 2 2024-05-01 Fixed 9.875 N N N N N N GOLDEN NUGGET INC 91D14OD6M4H1RVBN7R43 SR UNSECURED 144A 10/24 6.75 38113YAE9 175000 PA USD 173743.5 0.0529751898 Long DBT CORP US Y 2 2024-10-15 Fixed 6.75 N N N N N N GOLDEN NUGGET, INC. N/A 2017 INCREMENTAL TERM LOAN B 51508PAG9 154130.3 PA USD 148470.64 0.0452693789 Long LON CORP US N 2 2023-10-04 Floating 0 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 SR UNSECURED 05/26 VAR 38141GXD1 515000 PA USD 525080.64 0.1600994947 Long DBT CORP US N 2 2026-05-15 Floating 1.391 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GNR 2015 74 LZ 38379PAJ6 3481405.1 PA USD 3692401.92 1.1258302755 Long ABS-O USGA US N 2 2045-05-20 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GNR 2015 92 CZ 38379PR33 5539442.34 PA USD 5964998.36 1.8187553502 Long ABS-O USGA US N 2 2045-06-20 Fixed 3.5 N N N N N N GRACECHURCH MORTGAGE FINANCE P N/A GRACE 2020 GRCE D 144A 38406JAJ7 125000 PA USD 123288.96 0.0375913692 Long ABS-O CORP US Y 2 2040-12-10 Floating 2.6799 N N N N N N GRAFTECH INTL LTD N/A TERM LOAN B 38431EAB4 23865.99 PA USD 23816.35 0.0072617143 Long LON CORP US N 2 2025-02-12 Floating 0 N N N N N N GRAHAM PACKAGING COMPANY INC. N/A TERM LOAN 38469EAC7 78372.88 PA USD 78559.41 0.0239531243 Long LON CORP US N 2 2027-08-04 Floating 0 N N N N N N GRAN TIERRA ENERGY INTL 549300IH2S17MAIUCM32 COMPANY GUAR REGS 02/25 6.25 G4066TAA0 400000 PA USD 272004 0.0829352668 Long DBT CORP KY Y 2 2025-02-15 Fixed 6.25 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 COMPANY GUAR 144A 05/27 7 389284AA8 145000 PA USD 158775 0.0484112255 Long DBT CORP US Y 2 2027-05-15 Fixed 7 N N N N N N GREENEDEN US HOLDINGS II LLC N/A 2020 USD TERM LOAN B 39479UAQ6 248398.53 PA USD 248632.02 0.0758090429 Long LON CORP US N 2 2027-12-01 Floating 0 N N N N N N GRIFFON CORPORATION 5493000C2SGNC7ZN3242 COMPANY GUAR 03/28 5.75 398433AP7 170000 PA USD 179775 0.0548142218 Long DBT CORP US N 2 2028-03-01 Fixed 5.75 N N N N N N GRIPPEN PARK CLO LTD 549300P7KR0IARP7PG22 GRIPP 2017 1A D 144A 39862EAD6 1000000 PA USD 993862 0.3030330808 Long ABS-CBDO CORP KY Y 2 2030-01-20 Floating 3.51838 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 COMPANY GUAR 144A 08/28 4 398905AN9 25000 PA USD 25769.5 0.0078572387 Long DBT CORP US Y 2 2028-08-15 Fixed 4 N N N N N N GS MORTGAGE SECURITIES TRUST N/A GSMS 2013 GC10 XA 36192CAG0 4388781.47 PA USD 116496.69 0.0355203749 Long ABS-O CORP US N 2 2046-02-10 Floating 1.488908 N N N N N N GS MORTGAGE SECURITIES TRUST N/A GSMS 2014 GC26 D 144A 36250HAS2 1258000 PA USD 818410.64 0.2495371566 Long ABS-O CORP US Y 2 2047-11-10 Floating 4.511104 N N N N N N GS MORTGAGE SECURITIES TRUST 549300WZ62L3Y22NOZ64 GSMS 2015 GS1 XA 36252AAE6 7855253.62 PA USD 255525.12 0.0779107807 Long ABS-O CORP US N 2 2048-11-10 Floating 0.762075 N N N N N N GS MORTGAGE SECURITIES TRUST N/A GSMS 2016 GS2 C 36252TAY1 340000 PA USD 370560.56 0.1129856138 Long ABS-O CORP US N 2 2049-05-10 Floating 4.708904 N N N N N N GS MORTGAGE SECURITIES TRUST CU46ESEFJB81SUVBJO28 GSMS 2018 RIVR C 144A 36255WAE5 329000 PA USD 305825.4 0.0932475667 Long ABS-O CORP US Y 2 2035-07-15 Floating 1.409 N N N N N N GS MORTGAGE SECURITIES TRUST N/A GSMS 2019 SOHO E 144A 36257XAN1 318000 PA USD 295137.29 0.089988713 Long ABS-O CORP US Y 2 2036-06-15 Floating 2.033649 N N N N N N GSAA HOME EQUITY TRUST N/A GSAA 2007 10 A2A 3622NDAC8 3722279.77 PA USD 2496261.69 0.7611216349 Long ABS-O CORP US N 2 2037-11-25 Fixed 6.5 N N N N N N GSCG TRUST N/A GSCG 2019 600C E 144A 36260TAL9 497000 PA USD 478348.19 0.1458505564 Long ABS-O CORP US Y 2 2034-09-06 Floating 3.9851 N N N N N N GTCR AP FINANCE INC N/A SR UNSECURED 144A 05/27 8 40060QAA3 95000 PA USD 103165.25 0.0314555577 Long DBT CORP US Y 2 2027-05-15 Fixed 8 N N N N N N GTT COMMUNICATIONS INC 549300ETSL7K1ZX05H30 COMPANY GUAR 144A 12/24 7.875 362393AA8 50000 PA USD 20000 0.0060980917 Long DBT CORP US Y 2 2024-12-31 Fixed 7.875 Y Y N N N N H FOOD HOLDINGS LLC N/A FIRST LIEN 40422KAB7 49429.75 PA USD 48502.94 0.0147887688 Long LON CORP US N 2 2025-05-23 Floating 0 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 SR UNSECURED 03/30 2.92 406216BL4 125000 PA USD 131743.45 0.040169182 Long DBT CORP US N 2 2030-03-01 Fixed 2.92 N N N N N N HARBOR FREIGHT TOOLS USA INC N/A 2020 TERM LOAN B 41151PAN5 100000 PA USD 99833 0.0304395394 Long LON CORP US N 2 2027-10-19 Floating 0 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST N/A HVMLT 2006 11 A1A 41162GAA0 940044.24 PA USD 847095.58 0.2582833264 Long ABS-O CORP US N 2 2036-12-19 Floating 0.49163 N N N N N N HC GROUP HOLDINGS II INC N/A TERM LOAN B 09071FAK7 154221.1 PA USD 153900.32 0.0469249132 Long LON CORP US N 2 2026-08-06 Floating 0 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 SR SECURED 06/29 4.125 404119BX6 175000 PA USD 203014.28 0.0618999848 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 SR UNSECURED 144A 06/50 3.2 42218SAH1 50000 PA USD 54084.53 0.0164906212 Long DBT CORP US Y 2 2050-06-01 Fixed 3.2 N N N N N N HELIOS ISSUER, LLC N/A SNVA 2017 1A A 144A 42329GAA8 211236.27 PA USD 220874.88 0.0673457636 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 2020 AA A 144A 86746CAA9 461106.03 PA USD 475192.59 0.1448883995 Long ABS-O CORP US Y 2 2047-06-20 Fixed 2.98 N N N N N N HERO FUNDING TRUST N/A HERO 2016 4A A2 144A 40417QAC9 193214.44 PA USD 204768.16 0.0624347509 Long ABS-O CORP US Y 2 2047-09-20 Fixed 4.29 N N N N N N HESS MIDSTREAM OPERATION N/A COMPANY GUAR 144A 06/28 5.125 428104AA1 110000 PA USD 114984.1 0.0350591793 Long DBT CORP US Y 2 2028-06-15 Fixed 5.125 N N N N N N HIGHBRIDGE LOAN MANAGEMENT LTD N/A HLM 13A 18 D 144A 40437LAL6 500000 PA USD 479678.5 0.146256174 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 3.23688 N N N N N N HILCORP ENERGY I/HILCORP 549300ITPIHLG0LHEC09 SR UNSECURED 144A 11/28 6.25 431318AS3 100000 PA USD 102125 0.0311383808 Long DBT CORP US Y 2 2028-11-01 Fixed 6.25 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 COMPANY GUAR 144A 05/25 5.375 432833AG6 20000 PA USD 21250 0.0064792224 Long DBT CORP US Y 2 2025-05-01 Fixed 5.375 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 COMPANY GUAR 144A 05/28 5.75 432833AH4 20000 PA USD 21750 0.0066316747 Long DBT CORP US Y 2 2028-05-01 Fixed 5.75 N N N N N N HILTON WORLDWIDE FINANCE LLC N/A 2019 TERM LOAN B 43289DAH6 65000 PA USD 64167.35 0.0195649192 Long LON CORP US N 2 2026-06-22 Floating 0 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 SR UNSECURED 06/47 3.9 437076BS0 170000 PA USD 217106.31 0.0661967094 Long DBT CORP US N 2 2047-06-15 Fixed 3.9 N N N N N N HOSPITALITY MORTGAGE TRUST N/A HPLY 2019 HIT F 144A 40443RAQ4 409207.96 PA USD 370491.2 0.1129644656 Long ABS-O CORP US Y 2 2036-11-15 Floating 3.30863 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 SR UNSECURED 09/26 VAR 404280BW8 510000 PA USD 518419.07 0.1580683515 Long DBT CORP GB N 2 2026-09-12 Floating 1.5995 N N N N Y N/A N/A N/A XXXX N N N HYLAND SOFTWARE INC N/A 2018 REFINANCING TERM LOAN 44908XAT5 222714 PA USD 222961.21 0.0679818952 Long LON CORP US N 2 2024-07-01 Floating 0 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 SR UNSECURED 144A 02/25 2.65 44891ABF3 410000 PA USD 430798.52 0.131352444 Long DBT CORP US Y 2 2025-02-10 Fixed 2.65 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 SR UNSECURED 144A 10/25 1.8 44891ABN6 5000 PA USD 5126.31 0.0015630354 Long DBT CORP US Y 2 2025-10-15 Fixed 1.8 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 COMPANY GUAR 05/27 8.375 45174HBD8 25000 PA USD 26686.5 0.0081368362 Long DBT CORP US N 2 2027-05-01 Fixed 8.375 N N N N N N ILLUMINATE BUYER LLC N/A TERM LOAN 45232UAB4 85000 PA USD 84964.3 0.0259060046 Long LON CORP US N 2 2027-06-30 Floating 0 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 COMPANY GUAR 144A 07/26 3.5 45262BAB9 265000 PA USD 293318.2 0.0894340641 Long DBT CORP GB Y 2 2026-07-26 Fixed 3.5 N N N N N N INDIGO NATURAL RES LLC 549300F7DOI6H6TA3C86 SR UNSECURED 144A 02/26 6.875 45569LAA9 50000 PA USD 51125 0.0155882469 Long DBT CORP US Y 2 2026-02-15 Fixed 6.875 N N N N N N INDYMAC INDX MORTGAGE LOAN TRU N/A INDX 2007 AR5 2A1 45669EAC0 2333031.72 PA USD 2075481.82 0.6328239232 Long ABS-O CORP US N 2 2037-05-25 Floating 3.357342 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 COMPANY GUAR 144A 10/24 8.5 45824TBA2 85000 PA USD 60775 0.0185305762 Long DBT CORP LU Y 2 2024-10-15 Fixed 8.5 Y Y N N N N INTELSAT JACKSON HLDGS S A N/A TERM LOAN B 3 L5137LAF2 155000 PA USD 156937.5 0.0478509633 Long LON CORP LU N 2 2023-11-27 Floating 0 N N N N N N INTELSAT JACKSON HOLDINGS SA N/A 2020 DIP TERM LOAN L5137LAK1 23306 PA USD 23737.16 0.0072375689 Long LON CORP LU N 2 2022-07-13 Floating 0 N N N N N N INTEROCEANICA IV FINANCE 5493001ZIZ6W7IU0RP65 SR SECURED REGS 11/25 0.00000 P52715AB8 624586.37 PA USD 593575.66 0.1809839403 Long ABS-O CORP KY Y 2 2025-11-30 Fixed 0.01 N N N N N N INTERPUBLIC GROUP COS 5493008IUOJ5VWTRC333 SR UNSECURED 10/48 5.4 460690BQ2 250000 PA USD 342541.46 0.1044424617 Long DBT CORP US N 2 2048-10-01 Fixed 5.4 N N N N N N INVITATION HOMES TRUST N/A IHSFR 2018 SFR1 C 144A 46185JAE8 1145000 PA USD 1143583.64 0.3486838953 Long ABS-O CORP US Y 2 2037-03-17 Floating 1.403 N N N N N N INVITATION HOMES TRUST N/A IHSFR 2018 SFR1 D 144A 46185JAG3 749727.25 PA USD 749419.04 0.2285013015 Long ABS-O CORP US Y 2 2037-03-17 Floating 1.603 N N N N N N ION TRADING TECHNOLOGIES SARL N/A 2018 INCREMENTAL L5582BAT4 19741.87 PA USD 19671.39 0.005997897 Long LON CORP LU N 2 2024-11-21 Floating 0 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 COMPANY GUAR 144A 02/26 6.75 44988MAA3 120000 PA USD 123900 0.0377776781 Long DBT CORP US Y 2 2026-02-15 Fixed 6.75 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 SR SECURED 144A 06/25 7 44988MAC9 60000 PA USD 65550 0.0199864956 Long DBT CORP US Y 2 2025-06-15 Fixed 7 N N N N N N IRB HOLDING CORP. N/A 2020 TERM LOAN B 44988LAF4 152923.52 PA USD 151446.28 0.0461766652 Long LON CORP US N 2 2025-02-05 Floating 0 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 COMPANY GUAR 144A 02/31 4.5 46284VAN1 60000 PA USD 62850 0.0191632532 Long DBT CORP US Y 2 2031-02-15 Fixed 4.5 N N N N N N JAGUAR HL / PPDI N/A COMPANY GUAR 144A 06/28 5 47010LAA0 50000 PA USD 53375 0.0162742822 Long DBT CORP US Y 2 2028-06-15 Fixed 5 N N N N N N JBS USA LLC/JBS USA FINA P77IMDGVZE8EFBTF2M92 COMPANY GUAR 144A 06/25 5.75 466112AR0 20000 PA USD 20650 0.0062962797 Long DBT CORP NA Y 2 2025-06-15 Fixed 5.75 N N N N N N JBS USA LUX SA N/A TERM LOAN B 46611VAU9 253068.18 PA USD 250853.83 0.076486483 Long LON CORP LU N 2 2026-05-01 Floating 0 N N N N N N JD.COM INC 549300HVTWB0GJZ16V92 SR UNSECURED 01/30 3.375 47215PAE6 400000 PA USD 434659.82 0.1325297721 Long DBT CORP KY N 2 2030-01-14 Fixed 3.375 N N N N N N JOL AIR 549300TS4MUGCDXPW498 JOLAR 2019 1 A 144A 46651NAA2 438748.97 PA USD 423568.65 0.1291480235 Long ABS-O CORP KY Y 2 2044-04-15 Fixed 3.967 N N N N N N JP MORGAN CHASE COMMERCIAL MOR N/A JPMCC 2015 JP1 XA 46590KAN4 4025871.6 PA USD 148307.47 0.0452196276 Long ABS-O CORP US N 2 2049-01-15 Floating 0.935786 N N N N N N JP MORGAN CHASE COMMERCIAL MOR N/A JPMCC 2016 JP2 B 46590MAW0 174000 PA USD 181092.99 0.055216083 Long ABS-O CORP US N 2 2049-08-15 Fixed 3.4595 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU N/A JPMBB 2015 C32 C 46590JBC0 87000 PA USD 79451.05 0.0242249894 Long ABS-O CORP US N 2 2048-11-15 Floating 4.648615 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU N/A JPMBB 2014 C25 XA 46643PBG4 4121147.28 PA USD 110572.85 0.033714169 Long ABS-O CORP US N 2 2047-11-15 Floating 0.845548 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU N/A JPMBB 2015 C27 D 144A 46644AAN2 704000 PA USD 564023.89 0.1719734702 Long ABS-O CORP US Y 2 2048-02-15 Floating 3.806641 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU N/A JPMBB 2015 C28 XA 46644FAF8 6702455.31 PA USD 211953.08 0.0646254659 Long ABS-O CORP US N 2 2048-10-15 Floating 0.970171 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU N/A JPMBB 2015 C28 B 46644FAJ0 340000 PA USD 359730.06 0.1096833447 Long ABS-O CORP US N 2 2048-10-15 Floating 3.986 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU N/A JPMBB 2015 C29 XA 46644RBB0 7779231.26 PA USD 187626.5 0.0572081801 Long ABS-O CORP US N 2 2048-05-15 Floating 0.654391 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU N/A JPMBB 2015 C29 C 46644RBF1 162000 PA USD 158968.67 0.0484702764 Long ABS-O CORP US N 2 2048-05-15 Floating 4.197431 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU N/A JPMBB 2015 C30 XA 46644UBC1 9346656.25 PA USD 186854.61 0.0569728273 Long ABS-O CORP US N 2 2048-07-15 Floating 0.506516 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU N/A JPMBB 2015 C33 C 46645JAH5 527000 PA USD 526532.39 0.1605421399 Long ABS-O CORP US N 2 2048-12-15 Floating 4.611563 N N N N N N JPMDB COMMERCIAL MORTGAGE SECU N/A JPMDB 2020 COR7 C 46652JBC5 327000 PA USD 353552.83 0.1077998789 Long ABS-O CORP US N 2 2053-05-13 Floating 3.726137 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 SR UNSECURED 04/31 VAR 46647PBL9 275000 PA USD 295587.07 0.0901258529 Long DBT CORP US N 2 2031-04-22 Fixed 2.522 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 COMPANY GUAR 05/50 3.8 49271VAK6 140000 PA USD 167679.35 0.0511262026 Long DBT CORP US N 2 2050-05-01 Fixed 3.8 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 COMPANY GUAR 01/38 6.95 494550AW6 300000 PA USD 410492.89 0.1251611643 Long DBT CORP US N 2 2038-01-15 Fixed 6.95 N N N N N N KLOCKNER PENTAPLAST AMER INC N/A DOLLAR TERM LOAN 49865NAQ3 9808.67 PA USD 9774.34 0.0029802411 Long LON CORP US N 2 2022-06-30 Floating 0 N N N N N N KOREA EAST WEST POWER CO 988400N0YW2A27V3D553 SR UNSECURED 144A 05/25 1.75 5006EPAK7 200000 PA USD 208854.04 0.0636805544 Long DBT CORP KR Y 2 2025-05-06 Fixed 1.75 N N N N N N KOREA ELECTRIC POWER CO 988400QG33WS7JEIV602 SR UNSECURED 144A 06/25 1.125 500631AU0 200000 PA USD 203172.14 0.0619481171 Long DBT CORP KR Y 2 2025-06-15 Fixed 1.125 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 COMPANY GUAR 07/35 5 50077LAL0 40000 PA USD 48489.7 0.0147847319 Long DBT CORP US N 2 2035-07-15 Fixed 5 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 COMPANY GUAR 07/45 5.2 50077LAM8 115000 PA USD 136741.27 0.0416930402 Long DBT CORP US N 2 2045-07-15 Fixed 5.2 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 SR UNSECURED 04/22 3.4 501044CQ2 195000 PA USD 201098.74 0.0613159279 Long DBT CORP US N 2 2022-04-15 Fixed 3.4 N N N N N N KRONOS ACQ / KIK CUSTOM N/A SR SECURED 144A 12/26 5 50106GAE2 25000 PA USD 26080.25 0.0079519878 Long DBT CORP US Y 2 2026-12-31 Fixed 5 N N N N N N KRONOS ACQ / KIK CUSTOM N/A COMPANY GUAR 144A 12/27 7 50106GAF9 25000 PA USD 26175.5 0.00798103 Long DBT CORP US Y 2 2027-12-31 Fixed 7 N N N N N N KRONOS ACQUISITION HOLDI N/A COMPANY GUAR 144A 08/23 9 50106GAA0 105000 PA USD 107572.5 0.0327993485 Long DBT CORP US Y 2 2023-08-15 Fixed 9 N N N N N N KRONOS ACQUISITION HOLDING INC N/A 2020 TERM LOAN B 49387TAV8 65000 PA USD 64918.75 0.0197940245 Long LON CORP US N 2 2026-12-17 Floating 0 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 SR UNSECURED 06/50 2.875 512807AW8 185000 PA USD 199341.93 0.0607802685 Long DBT CORP US N 2 2050-06-15 Fixed 2.875 N N N N N N LATAM FINANCE LTD N/A COMPANY GUAR 144A 03/26 7 51818KAC4 300000 PA USD 151575 0.0462159125 Long DBT CORP KY Y 2 2026-03-01 Fixed 7 Y Y N N N N LATAM FINANCE LTD N/A COMPANY GUAR REGS 04/24 6.875 G53770AB2 200000 PA USD 102200 0.0311612486 Long DBT CORP KY Y 2 2024-04-11 Fixed 6.875 Y Y N N N N LEGACY LIFEPOINT HEALTH 549300G8ZVHRTBBBSZ90 SR SECURED 144A 02/27 4.375 53219LAS8 90000 PA USD 90112.5 0.0274757144 Long DBT CORP US Y 2 2027-02-15 Fixed 4.375 N N N N N N LEGACY LIFEPOINT HEALTH 549300G8ZVHRTBBBSZ90 SR SECURED 144A 04/25 6.75 53219LAT6 55000 PA USD 59059.55 0.0180075276 Long DBT CORP US Y 2 2025-04-15 Fixed 6.75 N N N N N N LEHMAN XS TRUST N/A LXS 2007 12N 1A3A 52524YAC7 2689421.5 PA USD 2555819.11 0.7792809654 Long ABS-O CORP US N 2 2047-07-25 Floating 0.348 N N N N N N LEVEL 3 FINANCING INC N/A 2019 TERM LOAN B 52729KAP1 250000 PA USD 245572.5 0.0748761812 Long LON CORP US N 2 2027-03-01 Floating 0 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 COMPANY GUAR 144A 02/24 6.375 53627NAC5 160000 PA USD 164000 0.050004352 Long DBT CORP US Y 2 2024-02-01 Fixed 6.375 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 SR SECURED 144A 05/27 6.5 538034AV1 90000 PA USD 100666.8 0.0306937689 Long DBT CORP US Y 2 2027-05-15 Fixed 6.5 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 SR UNSECURED 11/28 VAR 539439AQ2 400000 PA USD 451696.68 0.1377243888 Long DBT CORP GB N 2 2028-11-07 Fixed 3.574 N N N N N N LLPL CAPITAL PTE LTD 254900VXZ8FXTUQNON22 SR SECURED 144A 02/39 6.875 50201PAA4 281700 PA USD 332124.3 0.1012662219 Long DBT CORP SG Y 2 2039-02-04 Fixed 6.875 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 SR UNSECURED 05/46 4.7 539830BL2 280000 PA USD 394345.31 0.1202376931 Long DBT CORP US N 2 2046-05-15 Fixed 4.7 N N N N N N LONG BEACH MORTGAGE LOAN TRUST N/A LBMLT 2006 7 1A 54251TAA7 3136782.39 PA USD 2065341.28 0.6297320261 Long ABS-O CORP US N 2 2036-08-25 Floating 0.303 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 SR UNSECURED 144A 12/26 5.125 156700BB1 105000 PA USD 110875.8 0.0338065398 Long DBT CORP US Y 2 2026-12-15 Fixed 5.125 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 SR SECURED 144A 02/27 4 156700BC9 85000 PA USD 87762.5 0.0267591887 Long DBT CORP US Y 2 2027-02-15 Fixed 4 N N N N N N MACH I 549300ODEK8HY3445C77 MAACH 2019 1 A 144A 55446MAA5 439701.95 PA USD 424771.69 0.1295148359 Long ABS-O CORP KY Y 2 2039-10-15 Fixed 3.474 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 SR UNSECURED 144A 11/23 VAR 55608JAH1 60000 PA USD 62724.08 0.0191248596 Long DBT CORP AU Y 2 2023-11-28 Fixed 3.189 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 SR UNSECURED 144A 03/24 VAR 55608JAL2 280000 PA USD 300861.42 0.0917340264 Long DBT CORP AU Y 2 2024-03-27 Fixed 4.15 N N N N N N MADISON PARK FUNDING LTD N/A MDPK 2014 14A DRR 144A 55818RBE5 500000 PA USD 485367.5 0.1479907762 Long ABS-CBDO CORP KY Y 2 2030-10-22 Floating 3.16575 N N N N N N MALAYAN BANKING BHD 5493004OT3TOY404V310 SUBORDINATED REGS 10/26 VAR ACI0M60B3 300000 PA USD 305793 0.0932376878 Long DBT CORP MY Y 2 2026-10-29 Fixed 3.905 N N N N Y N/A N/A N/A XXXX N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 SR UNSECURED 12/26 5.125 56585ABC5 360000 PA USD 429112 0.1308382163 Long DBT CORP US N 2 2026-12-15 Fixed 5.125 N N N N N N MARVELL TECHNOLOGY GROUP 8DF36O58U3QIHUCGZB18 SR UNSECURED 06/23 4.2 57385LAA6 385000 PA USD 416630.88 0.1270326656 Long DBT CORP BM N 2 2023-06-22 Fixed 4.2 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 SR UNSECURED 144A 03/30 4.625 57701RAM4 120000 PA USD 127200 0.0387838632 Long DBT CORP CA Y 2 2030-03-01 Fixed 4.625 N N N N N N MCDONALD S CORP UE2136O97NLB5BYP9H04 SR UNSECURED 03/47 4.45 58013MFC3 190000 PA USD 246874.38 0.0752731304 Long DBT CORP US N 2 2047-03-01 Fixed 4.45 N N N N N N MCDONALD S CORP UE2136O97NLB5BYP9H04 SR UNSECURED 07/30 3.6 58013MFQ2 205000 PA USD 240269.77 0.0732593545 Long DBT CORP US N 2 2030-07-01 Fixed 3.6 N N N N N N MEDCO BELL PTE LTD 2549003PNDCWIWGKC768 SR SECURED 144A 01/27 6.375 58406LAA9 200000 PA USD 204100 0.0622310258 Long DBT CORP SG Y 2 2027-01-30 Fixed 6.375 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 COMPANY GUAR 144A 02/27 7.125 552704AE8 105000 PA USD 108412.5 0.0330554683 Long DBT CORP CA Y 2 2027-02-01 Fixed 7.125 N N N N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 COMPANY GUAR 144A 05/25 5 58518N2B7 400000 PA USD 450000 0.1372070633 Long DBT CORP CA Y 2 2025-05-18 Fixed 5 N N N N N N MERCK + CO INC 4YV9Y5M8S0BRK1RP0397 SR UNSECURED 03/29 3.4 58933YAX3 385000 PA USD 447898.46 0.1365662941 Long DBT CORP US N 2 2029-03-07 Fixed 3.4 N N N N N N MERRILL LYNCH MORTGAGE INVESTO N/A MLMI 2006 OPT1 A2C 59022VAD3 1836055.03 PA USD 1760032.62 0.5366420158 Long ABS-O CORP US N 2 2037-08-25 Floating 0.298 N N N N N N MF1 LTD N/A MF1 2020 FL3 AS 144A 59319WAB7 318000 PA USD 321457.33 0.0980138138 Long ABS-CBDO CORP US Y 2 2035-07-15 Floating 3.00863 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 COMPANY GUAR 05/25 6.75 552953CG4 135000 PA USD 146124 0.0445538776 Long DBT CORP US N 2 2025-05-01 Fixed 6.75 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 SR UNSECURED 04/23 2.497 595112BR3 190000 PA USD 197983.39 0.0603660434 Long DBT CORP US N 2 2023-04-24 Fixed 2.497 N N N N N N MILANO ACQUISITION CORP N/A TERM LOAN B 59909TAC8 125000 PA USD 124791.25 0.0380494243 Long LON CORP US N 2 2027-10-01 Floating 0 N N N N N N MILEAGE PLUS HLDINGS LLC N/A SR SECURED 144A 06/27 6.5 599191AA1 100000 PA USD 107500 0.0327772429 Long DBT CORP US Y 2 2027-06-20 Fixed 6.5 N N N N N N MINEJESA CAPITAL BV 549300KS7ERCP10BKC35 SR SECURED REGS 08/30 4.625 N57445AA1 400000 PA USD 430600 0.1312919144 Long DBT CORP NL Y 2 2030-08-10 Fixed 4.625 N N N N N N MISSOURI ST HIGHWAYS TRANSIT N/A MOSTRN 05/24 FIXED 5.063 60636WPC3 135000 PA USD 153689.4 0.0468606027 Long DBT MUN US N 2 2024-05-01 Fixed 5.063 N N N N N N MISTER CAR WASH HLDNGS INC N/A 2019 TERM LOAN B 60646CAF4 64835.9 PA USD 63168.97 0.0192605086 Long LON CORP US N 2 2026-05-14 Floating 0 N N N N N N MITCHELL INTL INC N/A FIRST LIEN 60662WAM4 148473.28 PA USD 145597.35 0.0443932996 Long LON CORP US N 2 2024-11-29 Floating 0 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 SR UNSECURED 07/25 1.412 606822BS2 435000 PA USD 446881.55 0.1362562336 Long DBT CORP JP N 2 2025-07-17 Fixed 1.412 N N N N N N MLN US HOLDCO LLC N/A TERM LOAN 55292HAB9 19798.48 PA USD 17855.85 0.0054443305 Long LON CORP US N 2 2025-11-30 Floating 0 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 SR UNSECURED 05/25 1.5 609207AU9 130000 PA USD 134452.34 0.0409951349 Long DBT CORP US N 2 2025-05-04 Fixed 1.5 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 SR UNSECURED 10/32 1.875 609207AY1 240000 PA USD 243730.14 0.0743144372 Long DBT CORP US N 2 2032-10-15 Fixed 1.875 N N N N N N MONONGAHELA POWER CO N/A 1ST MORTGAGE 144A 12/43 5.4 610202BP7 145000 PA USD 196353.19 0.0598689879 Long DBT CORP US Y 2 2043-12-15 Fixed 5.4 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 SR UNSECURED 07/28 VAR 61744YAK4 230000 PA USD 262589.84 0.0800648462 Long DBT CORP US N 2 2028-07-22 Fixed 3.591 N N N N N N MORGAN STANLEY BAML TRUST N/A MSBAM 2015 C27 C 61690AAJ3 351000 PA USD 363857.13 0.1109417073 Long ABS-O CORP US N 2 2047-12-15 Floating 4.523397 N N N N N N MORGAN STANLEY BAML TRUST N/A MSBAM 2015 C23 C 61690QAK5 650000 PA USD 682700.14 0.2081584029 Long ABS-O CORP US N 2 2050-07-15 Floating 4.144587 N N N N N N MORGAN STANLEY BAML TRUST N/A MSBAM 2015 C27 D 144A 61765XAN4 504000 PA USD 437063 0.1332625127 Long ABS-O CORP US Y 2 2047-12-15 Fixed 3.237 N N N N N N MORGAN STANLEY CAPITAL I TRUST N/A MSC 2015 UBS8 XA 61691ABM4 6225023.13 PA USD 222947.34 0.0679776662 Long ABS-O CORP US N 2 2048-12-15 Floating 0.874278 N N N N N N MORGAN STANLEY CAPITAL INC N/A MSAC 2006 HE6 A2C 61750FAE0 5788399.12 PA USD 2565294.62 0.7821700918 Long ABS-O CORP US N 2 2036-09-25 Floating 0.298 N N N N N N MORGAN STANLEY MORTGAGE LOAN T 3IFG42XD94UUZ7FL2766 MSM 2005 3AR 2A1 61745M4N0 382548.47 PA USD 370293.49 0.1129041829 Long ABS-O CORP US N 2 2035-07-25 Floating 2.997809 N N N N N N MOSAIC SOLAR LOANS LLC 549300ZLA8SW2SVJMN33 MSAIC 2017 1A A 144A 61946EAA6 370808.57 PA USD 398777.96 0.1215892284 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 2020 1A A 144A 61946NAA6 446371.52 PA USD 455649.44 0.1389296035 Long ABS-O CORP US Y 2 2046-04-20 Fixed 2.1 N N N N N N MOSAIC SOLAR LOANS LLC N/A MSAIC 2020 2A B 144A 61946PAB9 488802.92 PA USD 480280.54 0.1464397388 Long ABS-O CORP US Y 2 2046-08-20 Fixed 2.21 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 COMPANY GUAR 144A 11/28 5.75 553283AC6 120000 PA USD 117936 0.0359592272 Long DBT CORP US Y 2 2028-11-01 Fixed 5.75 N N N N N N MSCG TRUST N/A MSCCG 2018 SELF F 144A 55358PAQ9 413000 PA USD 386851.52 0.1179528022 Long ABS-O CORP US Y 2 2037-10-15 Floating 3.20863 N N N N N N MULTIBANK INC. 549300QXX3SGZZ4OEU72 SR UNSECURED REGS 11/22 4.375 P69895AA1 200000 PA USD 206202 0.0628719353 Long DBT CORP PA Y 2 2022-11-09 Fixed 4.375 N N N N N N NATIONAL RETAIL PROP INC 5493008JKH5SOTI0JS97 SR UNSECURED 04/30 2.5 637417AN6 115000 PA USD 118383.46 0.0360956598 Long DBT CORP US N 2 2030-04-15 Fixed 2.5 N N N N N N NATIONSTAR MTG HLD INC 549300LBCBNR1OT00651 COMPANY GUAR 144A 08/28 5.5 63861CAC3 75000 PA USD 78750 0.0240112361 Long DBT CORP US Y 2 2028-08-15 Fixed 5.5 N N N N N N NATIXIS COMMERCIAL MORTGAGE SE N/A NCMS 2018 FL1 C 144A 63874MAL6 368000 PA USD 336625.35 0.1026386127 Long ABS-O CORP US Y 2 2035-06-15 Floating 2.34088 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 SR UNSECURED 03/27 5 63938CAK4 60000 PA USD 60525 0.01845435 Long DBT CORP US N 2 2027-03-15 Fixed 5 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 SR UNSECURED 06/25 1.875 64110DAL8 230000 PA USD 240240.39 0.0732503964 Long DBT CORP US N 2 2025-06-22 Fixed 1.875 N N N N N N NEWARK BSL CLO 2 LTD. N/A NBCLO 2017 1A C 144A 65023PAJ9 500000 PA USD 500126.5 0.152490863 Long ABS-CBDO CORP KY Y 2 2030-07-25 Floating 3.86475 N N N N N N NEXSTAR BROADCASTING INC N/A 2019 TERM LOAN B4 65336RAW8 176173.39 PA USD 174786.91 0.0532933303 Long LON CORP US N 2 2026-09-18 Floating 0 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 COMPANY GUAR 144A 07/27 5.625 65343HAA9 65000 PA USD 69631.25 0.0212308874 Long DBT CORP US Y 2 2027-07-15 Fixed 5.625 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 COMPANY GUAR 05/27 3.55 65339KAT7 195000 PA USD 222026.84 0.0676970015 Long DBT CORP US N 2 2027-05-01 Fixed 3.55 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 COMPANY GUAR 06/30 2.25 65339KBR0 750000 PA USD 786311.76 0.239750061 Long DBT CORP US N 2 2030-06-01 Fixed 2.25 N N N N N N NFP CORP VO2L9FZNXDJNQNEYH039 SR UNSECURED 144A 08/28 6.875 65342RAD2 70000 PA USD 74737.6 0.0227878369 Long DBT CORP US Y 2 2028-08-15 Fixed 6.875 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 SR UNSECURED 05/30 3.6 65473PAJ4 110000 PA USD 127289.1 0.0388110302 Long DBT CORP US N 2 2030-05-01 Fixed 3.6 N N N N N N NOMURA ASSET ACCEPTANCE CORPOR N/A NAA 2006 AR1 2A1 65535VRZ3 2193546.93 PA USD 1889980 0.5762635678 Long ABS-O CORP US N 2 2036-02-25 Floating 3.235452 N N N N N N NONGHYUP BANK 988400GSDJCW3LKJBD20 SR UNSECURED 144A 07/25 1.25 65540JAE8 200000 PA USD 203699.06 0.0621087774 Long DBT CORP KR Y 2 2025-07-20 Fixed 1.25 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 SR UNSECURED 05/40 5.15 666807BT8 250000 PA USD 345550.17 0.1053598312 Long DBT CORP US N 2 2040-05-01 Fixed 5.15 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 COMPANY GUAR 144A 01/30 4.75 670001AE6 50000 PA USD 53868.25 0.0164246764 Long DBT CORP US Y 2 2030-01-30 Fixed 4.75 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 SR SECURED 144A 12/25 2 629377CN0 145000 PA USD 150361.82 0.0458460083 Long DBT CORP US Y 2 2025-12-02 Fixed 2 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 SR UNSECURED 144A 02/31 3.625 629377CR1 145000 PA USD 149176 0.0454844464 Long DBT CORP US Y 2 2031-02-15 Fixed 3.625 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 COMPANY GUAR 10/30 6.375 67059TAH8 90000 PA USD 101952 0.0310856323 Long DBT CORP US N 2 2030-10-01 Fixed 6.375 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 SR UNSECURED 04/29 4.2 67077MAT5 265000 PA USD 316866.01 0.0966138993 Long DBT CORP CA N 2 2029-04-01 Fixed 4.2 N N N N N N NXP BV/NXP FDG/NXP USA 724500RKKW4NOJ9YQF60 COMPANY GUAR 144A 06/26 3.875 62954HAA6 190000 PA USD 217573.72 0.0663392248 Long DBT CORP NA Y 2 2026-06-18 Fixed 3.875 N N N N N N OAK HILL CREDIT PARTNERS N/A OAKC 2018 1A D 144A 67115WAL4 500000 PA USD 493767 0.1505518223 Long ABS-CBDO CORP KY Y 2 2030-10-20 Floating 3.26838 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 SR UNSECURED 08/29 3.5 674599CS2 65000 PA USD 59486.05 0.0181375694 Long DBT CORP US N 2 2029-08-15 Fixed 3.5 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 SR UNSECURED 07/25 8 674599DY8 50000 PA USD 56950 0.0173643161 Long DBT CORP US N 2 2025-07-15 Fixed 8 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 SR UNSECURED 09/30 6.625 674599ED3 60000 PA USD 65145 0.0198630092 Long DBT CORP US N 2 2030-09-01 Fixed 6.625 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 SR UNSECURED 01/31 6.125 674599EF8 85000 PA USD 90967 0.0277362554 Long DBT CORP US N 2 2031-01-01 Fixed 6.125 N N N N N N OCTAGON INVESTMENT PARTNERS 30 549300CDNDWWERRAUA43 OCT30 2017 1A C 144A 675920AG7 1000000 PA USD 987210 0.3010048555 Long ABS-CBDO CORP KY Y 2 2030-03-17 Floating 3.71838 N N N N N N ONE MARKET PLAZA TRUST N/A OMPT 2017 1MKT E 144A 68245HAJ3 381000 PA USD 386599.94 0.1178760943 Long ABS-O CORP US Y 2 2032-02-10 Fixed 4.1416 N N N N N N ONEDIGITAL BORROWER LLC N/A 2020 DELAYED DRAW TERM LOAN 68277FAC3 26562.5 PA USD 26562.5 0.008099028 Long LON CORP US N 2 2027-11-16 Floating 0 N N N N N N ONEDIGITAL BORROWER LLC N/A 2020 TERM LOAN 68277FAD1 154726.56 PA USD 154726.56 0.0471768376 Long LON CORP US N 2 2027-11-16 Floating 0 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 COMPANY GUAR 01/28 6.625 85172FAQ2 120000 PA USD 142500 0.0434489034 Long DBT CORP US N 2 2028-01-15 Fixed 6.625 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 COMPANY GUAR 11/29 5.375 85172FAR0 55000 PA USD 61875 0.0188659712 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 COMPANY GUAR 09/29 3.4 682680AY9 90000 PA USD 96319.12 0.0293681413 Long DBT CORP US N 2 2029-09-01 Fixed 3.4 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 COMPANY GUAR REGS 02/23 3.25 G7303ZAF1 400000 PA USD 418000 0.1274501166 Long DBT CORP BM Y 2 2023-02-21 Fixed 3.25 N N N N N N OP SERVICIOS MEGA 4469000001BP4DCM0P31 SR UNSECURED 144A 02/25 8.25 68373NAA3 200000 PA USD 208500 0.063572606 Long DBT CORP MX Y 2 2025-02-11 Fixed 8.25 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 SR UNSECURED 04/60 3.85 68389XBY0 240000 PA USD 295131.49 0.0899869445 Long DBT CORP US N 2 2060-04-01 Fixed 3.85 N N N N N N ORTHO CLINICAL INC/SA 5493006VJVVGE5PD4517 SR UNSECURED 144A 02/28 7.25 68752DAA6 140000 PA USD 147700 0.0450344072 Long DBT CORP US Y 2 2028-02-01 Fixed 7.25 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 SR UNSECURED 01/48 4.4 690742AH4 175000 PA USD 210748.23 0.0642581016 Long DBT CORP US N 2 2048-01-30 Fixed 4.4 N N N N N N PACIFIC GAS + ELECTRIC 1HNPXZSMMB7HMBMVBS46 1ST MORTGAGE 02/31 2.5 694308JG3 230000 PA USD 230839.81 0.0703841165 Long DBT CORP US N 2 2031-02-01 Fixed 2.5 N N N N N N PACIFIC GAS + ELECTRIC COMPANY N/A 2020 TERM LOAN 69338CAH4 74625 PA USD 75389.91 0.0229867292 Long LON CORP US N 2 2025-06-23 Floating 0 N N N N N N PACKAGING CORP OF AMERIC 549300XZP8MFZFY8TJ84 SR UNSECURED 12/27 3.4 695156AT6 215000 PA USD 242239.11 0.0738598153 Long DBT CORP US N 2 2027-12-15 Fixed 3.4 N N N N N N PAMPA ENERGIA SA 254900QNIK0CVURGML24 SR UNSECURED REGS 04/29 9.125 P7464EAB2 150000 PA USD 131625 0.040133066 Long DBT CORP AR Y 2 2029-04-15 Fixed 9.125 N N N N N N PANTHER BF AGGREGATOR 2 LP N/A TERM LOAN B C8000CAB9 148502.83 PA USD 147729.13 0.0450432891 Long LON CORP CA N 2 2026-04-30 Floating 0 N N N N N N PAREXEL INTL CORP N/A TERM LOAN B 69946EAT8 155000 PA USD 152166.6 0.046396294 Long LON CORP US N 2 2024-09-27 Floating 0 N N N N N N PARKLAND CORP 549300Q72GWZCL8MQC95 COMPANY GUAR 144A 07/27 5.875 70137TAP0 135000 PA USD 145966.05 0.0445057179 Long DBT CORP CA Y 2 2027-07-15 Fixed 5.875 N N N N N N PEABODY ENERGY CORP EJCO258LNNVSKAR2JX59 SR SECURED 144A 03/22 6 70457LAA2 105000 PA USD 76650 0.0233709364 Long DBT CORP US Y 2 2022-03-31 Fixed 6 N N N N N N PEAK 10 HLDG CORP N/A TERM LOAN B 70469CAC4 29693.08 PA USD 26418.53 0.0080551309 Long LON CORP US N 2 2024-08-01 Floating 0 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 COMPANY GUAR 144A 10/25 5.375 70932MAA5 105000 PA USD 111037.5 0.0338558429 Long DBT CORP US Y 2 2025-10-15 Fixed 5.375 N N N N N N PENSKE TRUCK LEASING/PTL 549300ZX07JYMI8GHQ39 SR UNSECURED 144A 04/27 4.2 709599AX2 185000 PA USD 212841.26 0.0648962761 Long DBT CORP US Y 2 2027-04-01 Fixed 4.2 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 COMPANY GUAR 144A 10/27 5.5 69346VAA7 115000 PA USD 121325 0.0369925488 Long DBT CORP US Y 2 2027-10-15 Fixed 5.5 N N N N N N PERU LNG SRL 254900F70J1LOALV5K70 SR UNSECURED REGS 03/30 5.375 P7721BAE1 250000 PA USD 223000 0.0679937225 Long DBT CORP PE Y 2 2030-03-22 Fixed 5.375 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 SR UNSECURED REGS 03/27 4.15 71567RAH9 200000 PA USD 229082 0.0698481522 Long DBT NUSS ID Y 2 2027-03-29 Fixed 4.15 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 COMPANY GUAR 144A 04/30 3.5 716743AP4 200000 PA USD 229551.88 0.0699914207 Long DBT CORP MY Y 2 2030-04-21 Fixed 3.5 N N N N N N PETSMART INC N/A COMPANY GUAR 144A 03/23 7.125 04021LAA8 75000 PA USD 75000 0.0228678439 Long DBT CORP US Y 2 2023-03-15 Fixed 7.125 N N N N N N PETSMART INC N/A SR SECURED 144A 06/25 5.875 716768AC0 39000 PA USD 40072.5 0.012218289 Long DBT CORP US Y 2 2025-06-01 Fixed 5.875 N N N N N N PETSMART INC N/A CONSENTING TERM LOAN 71677HAG0 182660.64 PA USD 182145.54 0.0555370103 Long LON CORP US N 2 2022-03-11 Floating 0 N N N N N N PG+E CORP 8YQ2GSDWYZXO2EDN3511 SR SECURED 07/28 5 69331CAH1 45000 PA USD 47925 0.0146125522 Long DBT CORP US N 2 2028-07-01 Fixed 5 N N N N N N PIKE CORP 549300P4EKEP6HK0NC58 COMPANY GUAR 144A 09/28 5.5 721283AA7 85000 PA USD 89781.25 0.0273747148 Long DBT CORP US Y 2 2028-09-01 Fixed 5.5 N N N N N N PILGRIM S PRIDE CORP 549300ZSLGV64ZL3HD75 COMPANY GUAR 144A 09/27 5.875 72147KAE8 85000 PA USD 92191.85 0.0281097178 Long DBT CORP US Y 2 2027-09-30 Fixed 5.875 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 SR UNSECURED 08/30 1.9 723787AQ0 300000 PA USD 297349.85 0.0906633326 Long DBT CORP US N 2 2030-08-15 Fixed 1.9 N N N N N N PLAYTIKA HOLDING CORP N/A TERM LOAN B 72814CAE8 43846.16 PA USD 44060.57 0.0134342698 Long LON CORP US N 2 2024-12-10 Floating 0 N N N N N N POSCO 988400E5HRVX81AYLM04 SR UNSECURED REGS 07/24 2.75 Y70750BL0 200000 PA USD 211324 0.0644336565 Long DBT CORP KR Y 2 2024-07-15 Fixed 2.75 N N N N N N POSCO 988400E5HRVX81AYLM04 SR UNSECURED REGS 01/23 2.375 Y70750BU0 200000 PA USD 206110 0.062843884 Long DBT CORP KR Y 2 2023-01-17 Fixed 2.375 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 COMPANY GUAR 144A 04/30 4.625 737446AQ7 110000 PA USD 115715.6 0.035282217 Long DBT CORP US Y 2 2030-04-15 Fixed 4.625 N N N N N N PRIME SECSRVC BRW/FINANC 549300O6QPZVWXV2DC15 SR SECURED 144A 08/27 3.375 74166MAF3 110000 PA USD 109175 0.0332879581 Long DBT CORP US Y 2 2027-08-31 Fixed 3.375 N N N N N N PRIME SECURITY SVCS BRWR LLC N/A 2019 TERM LOAN B1 03765VAJ9 130430.47 PA USD 130756.55 0.0398682716 Long LON CORP US N 2 2026-09-23 Floating 0 N N N N N N PRIMROSE SCHOOLS N/A PROSE 2019 1A A2 144A 74166YAA8 990000 PA USD 1022709.6 0.3118288463 Long ABS-O CORP US Y 2 2049-07-30 Fixed 4.475 N N N N N N PROJECT ALPHA INTERMEDIATE HL N/A TERM LOAN B 74339DAB4 188257.33 PA USD 186295.69 0.0568024101 Long LON CORP US N 2 2024-04-26 Floating 0 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 SR UNSECURED 12/47 3.905 744320AY8 185000 PA USD 222657.19 0.0678891981 Long DBT CORP US N 2 2047-12-07 Fixed 3.905 N N N N N N PSA TREASURY PTE LTD 254900X7FR3V7789SL36 COMPANY GUAR REGS 09/29 2.125 ACI1F7GF1 200000 PA USD 211082.76 0.0643601014 Long DBT CORP SG Y 2 2029-09-05 Fixed 2.125 N N N N N N PSEG POWER LLC N/A COMPANY GUAR 06/23 3.85 69362BBC5 260000 PA USD 279732.08 0.0852915938 Long DBT CORP US N 2 2023-06-01 Fixed 3.85 N N N N N N PTTEP TREASURY CENTER CO 2549006WFOUPZX6TZG08 COMPANY GUAR 144A 06/27 2.587 69371MAF4 200000 PA USD 208609.23 0.0636059107 Long DBT CORP TH Y 2 2027-06-10 Fixed 2.587 N N N N N N QEP RESOURCES INC Q6JQDZPXKEDQKVK58165 SR UNSECURED 03/26 5.625 74733VAD2 165000 PA USD 180930.75 0.0551666153 Long DBT CORP US N 2 2026-03-01 Fixed 5.625 N N N N N N RADIATE HOLDCO / FINANCE 5493000GQJ5RDX9DNJ71 SR SECURED 144A 09/26 4.5 75026JAC4 75000 PA USD 77343.75 0.023582464 Long DBT CORP US Y 2 2026-09-15 Fixed 4.5 N N N N N N RADIATE HOLDCO, LLC N/A 2020 TERM LOAN 75025KAF5 135000 PA USD 135063.45 0.0411814652 Long LON CORP US N 2 2026-09-25 Floating 0 N N N N N N RADIOLOGY PARTNERS INC N/A TER LOAN B 75041EAB8 120000 PA USD 117825.6 0.0359255657 Long LON CORP US N 2 2025-07-09 Floating 0 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 COMPANY GUAR 144A 02/28 9.25 75041VAA2 95000 PA USD 106637.5 0.0325142627 Long DBT CORP US Y 2 2028-02-01 Fixed 9.25 N N N N N N RATTLER MIDSTREAM LP 549300I45NRVEEN9M219 COMPANY GUAR 144A 07/25 5.625 75419TAA1 55000 PA USD 58093.75 0.0177130507 Long DBT CORP US Y 2 2025-07-15 Fixed 5.625 N N N N N N RBSSP RESECURITIZATION TRUST N/A RBSSP 2009 5 2A3 144A 74928WAE3 928310.89 PA USD 669935.33 0.2042663539 Long ABS-O CORP US Y 2 2037-10-26 Fixed 6.5 N N N N N N REALOGY GROUP/CO ISSUER LF6PBYTYG3BDVEF4FI12 SECURED 144A 06/25 7.625 75606DAJ0 50000 PA USD 54286 0.0165520503 Long DBT CORP US Y 2 2025-06-15 Fixed 7.625 N N N N N N REGIONALCARE HOSPITAL PARTNERS N/A 2018 TERM LOAN B 75915TAD4 95193.16 PA USD 94824.76 0.0289125041 Long LON CORP US N 2 2025-11-16 Floating 0 N N N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 SR UNSECURED REGS 02/22 5.4 Y72570AP2 500000 PA USD 523503.32 0.1596185626 Long DBT CORP IN Y 2 2022-02-14 Fixed 5.4 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 SR UNSECURED REGS 04/23 3.375 Y20721BD0 200000 PA USD 212014.56 0.0646442115 Long DBT NUSS ID Y 2 2023-04-15 Fixed 3.375 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 SR UNSECURED 09/24 4 698299BD5 200000 PA USD 221252 0.0674607493 Long DBT NUSS PA N 2 2024-09-22 Fixed 4 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 SR UNSECURED 03/25 3.75 698299BE3 200000 PA USD 221252 0.0674607493 Long DBT NUSS PA N 2 2025-03-16 Fixed 3.75 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 SR UNSECURED 01/26 2.392 715638DE9 100000 PA USD 106651 0.0325183789 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.392 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 SR UNSECURED 01/31 2.783 715638DF6 300000 PA USD 328953 0.100299278 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.783 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 SR UNSECURED 06/31 1.648 718286CK1 400000 PA USD 405000.82 0.123486607 Long DBT NUSS PH N 2 2031-06-10 Fixed 1.648 N N N N N N Repurchase Agreement 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 85748R009 2155810.92 PA USD 2155810.92 0.6573166342 Long RA CORP US N 1 Repurchase N 0 2021-01-04 2201500 USD 2198939.66 USD UST N N N RESIDENTIAL FUNDING MTG SEC I N/A RFMSI 2007 S4 A5 74958YAE2 247599.2 PA USD 235645.8 0.0718494849 Long ABS-O CORP US N 2 2037-04-25 Floating 6 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 SR UNSECURED 02/31 1.75 776743AL0 455000 PA USD 453248.99 0.1381976953 Long DBT CORP US N 2 2031-02-15 Fixed 1.75 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 COMPANY GUAR 144A 09/40 3.3 78081BAE3 235000 PA USD 247092.96 0.0753397765 Long DBT CORP GB Y 2 2040-09-02 Fixed 3.3 N N N N N N RP ESCROW ISSUER LLC 549300SFTAG2177WUZ08 SR SECURED 144A 12/25 5.25 74969PAA6 105000 PA USD 109731.3 0.0334575765 Long DBT CORP US Y 2 2025-12-15 Fixed 5.25 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 SR SECURED 03/27 5 785592AS5 170000 PA USD 200441.11 0.0611154135 Long DBT CORP US N 2 2027-03-15 Fixed 5 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 SR UNSECURED 144A 11/25 1.625 80414L2H7 200000 PA USD 204945.12 0.0624887068 Long DBT CORP SA Y 2 2025-11-24 Fixed 1.625 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 SR UNSECURED 144A 10/25 2.9 80413TAS8 250000 PA USD 269337.5 0.0821222387 Long DBT NUSS SA Y 2 2025-10-22 Fixed 2.9 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 SR UNSECURED REGS 10/21 2.375 M6320UAB5 200000 PA USD 202980.8 0.0618897766 Long DBT NUSS SA Y 2 2021-10-26 Fixed 2.375 N N N N N N SCHLUMBERGER INVESTMENT 529900EZ29I5KXPV2J32 COMPANY GUAR 06/30 2.65 806854AJ4 85000 PA USD 90743.51 0.0276681123 Long DBT CORP LU N 2 2030-06-26 Fixed 2.65 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 COMPANY GUAR 144A 11/29 7.25 80874YBE9 75000 PA USD 82312.5 0.0250974587 Long DBT CORP US Y 2 2029-11-15 Fixed 7.25 N N N N N N SCRIPPS ESCROW II INC N/A SR SECURED 144A 01/29 3.875 81105DAA3 40000 PA USD 41570.6 0.0126750665 Long DBT CORP US Y 2 2029-01-15 Fixed 3.875 N N N N N N SCRIPPS ESCROW INC 549300U1OW41QPKYW028 COMPANY GUAR 144A 07/27 5.875 81104PAA7 80000 PA USD 83576 0.0254827056 Long DBT CORP US Y 2 2027-07-15 Fixed 5.875 N N N N N N SEDGWICK CLAIMS MGMT SVCS INC N/A 2019 TERM LOAN B 81527CAM9 34475 PA USD 34324.34 0.0104656486 Long LON CORP US N 2 2026-09-03 Floating 0 N N N N N N SELECT MED CORP N/A TERM LOAN B 816194AV6 115000 PA USD 113850 0.034713387 Long LON CORP US N 2 2025-03-06 Floating 0 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 COMPANY GUAR 144A 08/26 6.25 816196AT6 150000 PA USD 161538 0.0492536769 Long DBT CORP US Y 2 2026-08-15 Fixed 6.25 N N N N N N SG COMMERCIAL MORTGAGE SECURIT 549300SZQW4U3UN4A157 SGCMS 2016 C5 XA 78419CAG9 3808660.65 PA USD 246629.44 0.0751984471 Long ABS-O CORP US N 2 2048-10-10 Floating 1.957581 N N N N N N SG COMMERCIAL MORTGAGE SECURIT 549300SZQW4U3UN4A157 SGCMS 2016 C5 B 78419CAK0 411000 PA USD 427103.68 0.1302258704 Long ABS-O CORP US N 2 2048-10-10 Fixed 3.933 N N N N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 COMPANY GUAR 09/23 2.875 82481LAC3 380000 PA USD 402963 0.1228652663 Long DBT CORP IE N 2 2023-09-23 Fixed 2.875 N N N N N N SIERRA PACIFIC POWER CO QB888G5GSVGE1LD1WV84 GENL REF MOR 05/26 2.6 826418BM6 1000000 PA USD 1085864.63 0.3310851045 Long DBT CORP US N 2 2026-05-01 Fixed 2.6 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 SR UNSECURED 02/28 4.125 827048AW9 110000 PA USD 114262.5 0.0348391602 Long DBT CORP US N 2 2028-02-01 Fixed 4.125 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 SR UNSECURED 09/29 2.45 828807DF1 25000 PA USD 26260.61 0.0080069804 Long DBT CORP US N 2 2029-09-13 Fixed 2.45 N N N N N N SIX FLAGS THEME PARKS 5493003MX0ZXTM8EVY68 SR SECURED 144A 07/25 7 83001WAC8 180000 PA USD 194400 0.0592734513 Long DBT CORP US Y 2 2025-07-01 Fixed 7 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 COMPANY GUAR 144A 02/27 4.25 832248AZ1 365000 PA USD 405466.2 0.1236285035 Long DBT CORP US Y 2 2027-02-01 Fixed 4.25 N N N N N N SOCIAL PROFESSIONAL LOAN PROGR 549300RC6OGKQI1MHM67 SOFI 2017 D BFX 144A 78471CAC3 350000 PA USD 358541.89 0.1093210662 Long ABS-O CORP US Y 2 2040-09-25 Fixed 3.61 N N N N N N SOCIAL PROFESSIONAL LOAN PROGR N/A SOFI 2018 B BFX 144A 83404RAC2 500000 PA USD 519446.6 0.1583816501 Long ABS-O CORP US Y 2 2047-08-25 Fixed 3.83 N N N N N N SOLENIS INTL L P N/A INITIAL DOLLAR TERM LOAN 83420LAK7 73794.42 PA USD 73628.38 0.0224496307 Long LON CORP US N 2 2025-06-26 Floating 0 N N N N N N SOLERA HOLDINGS INC. N/A USD TERM LOAN B 83421MAB4 182900.85 PA USD 181300.47 0.0552793446 Long LON CORP US N 2 2023-03-03 Floating 0 N N N N N N SOPHIA LP N/A 2020 1ST LIEN TERM LOAN 83578BAM5 150000 PA USD 150106.5 0.0457681601 Long LON CORP US N 2 2027-10-07 Floating 0 N N N N N N SOTERA HEALTH HOLDINGS LLC N/A 2019 TERM LOAN 83600VAD3 141380.66 PA USD 141793.49 0.0432334852 Long LON CORP US N 2 2026-12-11 Floating 0 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 SR UNSECURED 04/30 3.7 842587DE4 500000 PA USD 578982.55 0.1765344342 Long DBT CORP US N 2 2030-04-30 Fixed 3.7 N N N N Y N/A N/A N/A XXXX N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 SR UNSECURED 05/23 4.75 844741BH0 200000 PA USD 217376.8 0.066279183 Long DBT CORP US N 2 2023-05-04 Fixed 4.75 N N N N N N SPARC EM SPC PANAMA METR N/A SR SECURED 144A 12/22 0.00000 846502AC6 100819.26 PA USD 98173.76 0.0299336296 Long DBT CORP KY Y 2 2022-12-05 None 0.01 N N N N N N SPRITE LIMITED N/A SPRTE 2017 1 A 144A 85208HAA1 321594.01 PA USD 303538.92 0.0925504085 Long ABS-O CORP KY Y 2 2037-12-15 Fixed 4.25 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 SR SECURED 144A 04/26 7.5 855030AN2 115000 PA USD 120091.05 0.0366163118 Long DBT CORP US Y 2 2026-04-15 Fixed 7.5 N N N N N N START LTD. N/A STARR 2019 1 A 144A 85573LAA9 314381.6 PA USD 305838.63 0.0932516006 Long ABS-O CORP BM Y 2 2044-03-15 Fixed 4.089 N N N N N N STATE GRID OVERSEAS INV 3003006V8BHG5158QO96 COMPANY GUAR REGS 05/23 3.75 G8450LAN4 200000 PA USD 212788 0.0648800369 Long DBT CORP VG Y 2 2023-05-02 Fixed 3.75 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 SR UNSECURED REGS 03/24 3.375 ACI19CQH2 400000 PA USD 433000 0.1320236854 Long DBT NUSS QA Y 2 2024-03-14 Fixed 3.375 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 SR UNSECURED REGS 04/23 3.875 M8489SAF4 200000 PA USD 214960 0.0655422896 Long DBT NUSS QA Y 2 2023-04-23 Fixed 3.875 N N N N N N STRUCTURED ADJUSTABLE RATE MOR N/A SARM 2008 1 A2 86358DAG3 878508 PA USD 775617.23 0.2364892497 Long ABS-O CORP US N 2 2037-10-25 Floating 2.91309 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 SR UNSECURED 01/23 VAR 86562MAW0 615000 PA USD 619193.64 0.1887949799 Long DBT CORP JP N 2 2023-01-17 Floating 0.95775 N N N N N N SUNCOKE ENGY PART FIN CO 5299001QHSFGX89UHQ85 COMPANY GUAR 144A 06/25 7.5 86723CAF5 120000 PA USD 119124 0.0363214538 Long DBT CORP US Y 2 2025-06-15 Fixed 7.5 N N N N N N SUNOCO LOGISTICS PARTNER 5493006LL0CKP8WQW329 COMPANY GUAR 07/26 3.9 86765BAT6 750000 PA USD 821825.44 0.2505783448 Long DBT CORP US N 2 2026-07-15 Fixed 3.9 N N N N N N SUNOCO LP/FINANCE CORP 54930001NJU8E40NQ561 COMPANY GUAR 02/26 5.5 86765LAL1 130000 PA USD 133250 0.040628536 Long DBT CORP US N 2 2026-02-15 Fixed 5.5 N N N N N N SUNOCO LP/FINANCE CORP 54930001NJU8E40NQ561 COMPANY GUAR 04/27 6 86765LAQ0 90000 PA USD 95671.8 0.0291707705 Long DBT CORP US N 2 2027-04-15 Fixed 6 N N N N N N SUNOCO LP/FINANCE CORP 54930001NJU8E40NQ561 COMPANY GUAR 144A 05/29 4.5 86765LAR8 35000 PA USD 36400 0.0110985269 Long DBT CORP US Y 2 2029-05-15 Fixed 4.5 N N N N N N SUNRUN CALLISTO ISSUER LLC N/A SUNRN 2019 2 A 144A 86772FAA9 731682.93 PA USD 781773.65 0.2383663704 Long ABS-O CORP US Y 2 2055-02-01 Fixed 3.61 N N N N N N SURF HOLDINGS, LLC N/A USD TERM LOAN 86875TAB3 129350 PA USD 128056.5 0.039045014 Long LON CORP US N 2 2027-03-05 Floating 0 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 SR SECURED 144A 04/25 3.375 87124VAE9 300000 PA USD 323638.38 0.098678826 Long DBT CORP AU Y 2 2025-04-30 Fixed 3.375 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 SR SECURED 144A 04/26 3.625 87124VAF6 300000 PA USD 329506.09 0.1004679177 Long DBT CORP AU Y 2 2026-04-28 Fixed 3.625 N N N N N N SYMPHONY CLO LTD 5493004PWOYFPAFQVT02 SYMP 2015 16A DR 144A 87165VAR0 500000 PA USD 482752 0.1471932983 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 3.28688 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 SR UNSECURED 12/27 3.95 87165BAM5 320000 PA USD 358922.03 0.1094369726 Long DBT CORP US N 2 2027-12-01 Fixed 3.95 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 COMPANY GUAR REGS 04/48 5.676 N84413CN6 200000 PA USD 207833.93 0.0633695182 Long DBT CORP NL Y 2 2048-04-24 Fixed 5.676 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 COMPANY GUAR 02/50 3.3 871829BJ5 330000 PA USD 345071.69 0.1052139405 Long DBT CORP US N 2 2050-02-15 Fixed 3.3 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 SR SECURED 144A 04/25 3.5 87264ABA2 220000 PA USD 243095.6 0.0741209631 Long DBT CORP US Y 2 2025-04-15 Fixed 3.5 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 SR SECURED 144A 02/31 2.55 87264ABJ3 500000 PA USD 525035 0.1600855788 Long DBT CORP US Y 2 2031-02-15 Fixed 2.55 N N N N N N TACO BELL FUNDING, LLC N/A BELL 2018 1A A2I 144A 87342RAD6 980000 PA USD 993819.27 0.3030200522 Long ABS-O CORP US Y 2 2048-11-25 Fixed 4.318 N N N N N N TARGA RESOURCES PARTNERS 6OQWTZ1SPC04IFT4T704 COMPANY GUAR 03/30 5.5 87612BBQ4 100000 PA USD 108570 0.0331034908 Long DBT CORP US N 2 2030-03-01 Fixed 5.5 N N N N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 SR UNSECURED 04/29 3.375 87612EBH8 405000 PA USD 474769 0.144759245 Long DBT CORP US N 2 2029-04-15 Fixed 3.375 N N N N N N TEAM HEALTH INC DEL N/A TERM LOAN B 87817JAE8 24742.92 PA USD 21972.7 0.006699577 Long LON CORP US N 2 2024-02-06 Floating 0 N N N N N N TECH DATA CORPORATION N/A ABL TERM LOAN 87823QAR5 105000 PA USD 105557.55 0.032184981 Long LON CORP US N 2 2025-06-30 Floating 0 N N N N N N TELESAT CANADA/TELESAT L 5493004V5GLBY6SO5Y34 COMPANY GUAR 144A 10/27 6.5 87952VAM8 40000 PA USD 41800 0.0127450117 Long DBT CORP CA Y 2 2027-10-15 Fixed 6.5 N N N N N N TEMASEK FINANCIAL I LTD 549300XMGMDF3VRJMF12 COMPANY GUAR 144A 10/30 1 87973PAU8 350000 PA USD 342041.13 0.1042899088 Long DBT NUSS SG Y 2 2030-10-06 Fixed 1 N N N N N N TEMPO ACQUISITION LLC N/A 2020 TERM LOAN B 88023HAD2 201767.71 PA USD 200129.36 0.0610203595 Long LON CORP US N 2 2026-11-02 Floating 0 N N N N N N TEMPO ACQUISITION LLC/FI 549300VV0B2RPMHQGA61 SR UNSECURED 144A 06/25 6.75 88023JAA4 190000 PA USD 196374.5 0.0598754855 Long DBT CORP US Y 2 2025-06-01 Fixed 6.75 N N N N N N TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 COMPANY GUAR 06/26 5.5 88023UAG6 238000 PA USD 247686.6 0.07552078 Long DBT CORP US N 2 2026-06-15 Fixed 5.5 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 SR UNSECURED 144A 06/30 2.39 88032WAU0 300000 PA USD 308268.1 0.0939923571 Long DBT CORP KY Y 2 2030-06-03 Fixed 2.39 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 SR SECURED 144A 11/27 5.125 88033GDA5 155000 PA USD 164106.25 0.0500367481 Long DBT CORP US Y 2 2027-11-01 Fixed 5.125 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 COMPANY GUAR 144A 10/28 6.125 88033GDJ6 130000 PA USD 135457.4 0.0413015823 Long DBT CORP US Y 2 2028-10-01 Fixed 6.125 N N N N N N TERRIER MEDIA BUYER INC N/A TERM LOAN B 88145LAB0 59400 PA USD 59381.59 0.0181057191 Long LON CORP US N 2 2026-12-17 Floating 0 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 SR UNSECURED 05/30 1.75 882508BJ2 105000 PA USD 108893.22 0.0332020421 Long DBT CORP US N 2 2030-05-04 Fixed 1.75 N N N N N N TEXTAINER MARINE CONTAINERS LI 549300X48KLHDDGPK024 TMCL 2019 1A A 144A 88315LAC2 433333.35 PA USD 438176.54 0.1336020361 Long ABS-O CORP BM Y 2 2044-04-20 Fixed 3.96 N N N N N N TEXTAINER MARINE CONTAINERS LI 549300X48KLHDDGPK024 TMCL 2020 2A A 144A 88315LAG3 488361.3 PA USD 494435.59 0.1507556784 Long ABS-O CORP US Y 2 2045-09-20 Fixed 2.1 N N N N N N THUNDERBOLT AIRCRAFT LEASE LIM N/A TBOLT 2018 A A 144A 886065AA9 442899.97 PA USD 425409.45 0.1297092919 Long ABS-O CORP KY Y 2 2038-09-15 Fixed 4.147 N N N N N N THUNDERBOLT AIRCRAFT LEASE LIM N/A TBOLT 2017 A A 144A 88606WAA0 856678.3 PA USD 826987.63 0.2521523202 Long ABS-O CORP KY Y 2 2032-05-17 Fixed 4.212 N N N N N N TIBCO SOFTWARE INC N/A 2020 TERM LOAN B 88632NAP5 129312.59 PA USD 126604.78 0.0386023779 Long LON CORP US N 2 2026-06-30 Floating 0 N N N N N N TITAN ACQUISITION LIMITED N/A TERM LOAN B C8856UAB4 39592.77 PA USD 38526.54 0.0117469187 Long LON CORP CA N 2 2025-03-28 Floating 0 N N N N N N TPG REAL ESTATE FINANCE N/A TRTX 2018 FL2 AS 144A 87275QAC1 314000 PA USD 312137.76 0.0951722342 Long ABS-CBDO CORP KY Y 2 2037-11-15 Floating 1.6025 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 COMPANY GUAR 06/26 6.375 893647BB2 60000 PA USD 62100 0.0189345747 Long DBT CORP US N 2 2026-06-15 Fixed 6.375 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 SR SECURED 144A 03/26 6.25 893647BE6 150000 PA USD 159750 0.0487085075 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 SR SECURED 144A 12/25 8 893647BK2 15000 PA USD 16579.5 0.0050551656 Long DBT CORP US Y 2 2025-12-15 Fixed 8 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 COMPANY GUAR 11/27 5.5 893647BL0 100000 PA USD 105130 0.032054619 Long DBT CORP US N 2 2027-11-15 Fixed 5.5 N N N N N N TRANSDIGM INC N/A 2020 TERM LOAN F 89364MBR4 170020.56 PA USD 166390.62 0.050733263 Long LON CORP US N 2 2025-12-09 Floating 0 N N N N N N TRANSELEC SA 549300DPF7MAL5F6CR86 SR UNSECURED REGS 01/29 3.875 P9339SAS3 250000 PA USD 281877.5 0.0859457422 Long DBT CORP CL Y 2 2029-01-12 Fixed 3.875 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 COMPANY GUAR 144A 01/27 11.5 893830BQ1 36000 PA USD 25740 0.007848244 Long DBT CORP KY Y 2 2027-01-30 Fixed 11.5 N N N N N N TRANSOCEAN POSEIDON LTD N/A SR SECURED 144A 02/27 6.875 89383JAA6 150000 PA USD 136500 0.0416194759 Long DBT CORP KY Y 2 2027-02-01 Fixed 6.875 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 05/21 0.00000 9127965A3 250000 PA USD 249930.11 0.0762048365 Long DBT UST US N 2 2021-05-06 None 0 N N N N N N TRIP RAIL MASTER FUNDING LLC 5493004VSVYOZVEYVJ29 TRMF 2017 1A A1 144A 89690EAF4 99970.39 PA USD 100096.7 0.0305199428 Long ABS-O CORP US Y 2 2047-08-15 Fixed 2.709 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 COMPANY GUAR 08/25 7.75 896818AP6 55000 PA USD 50256.25 0.0153233611 Long DBT CORP US N 2 2025-08-15 Fixed 7.75 N N N N N N U S COATINGS ACQUISITION INC N/A TERM LOAN B 2 90347BAH1 274150.6 PA USD 271751.78 0.0828583637 Long LON CORP NL N 2 2024-06-01 Floating 0 N N N N N N UBER TECHNOLOGIES INC N/A TERM LOAN 90351JAD6 113782.88 PA USD 114091.23 0.0347869391 Long LON CORP US N 2 2025-04-04 Floating 0 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 COMPANY GUAR 144A 09/27 7.5 90353TAE0 90000 PA USD 99000 0.0301855539 Long DBT CORP US Y 2 2027-09-15 Fixed 7.5 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A UBSCM 2017 C2 B 90276CAJ0 332000 PA USD 354809.43 0.1081830221 Long ABS-O CORP US N 2 2050-08-15 Floating 3.993 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A UBSCM 2017 C1 B 90276EAJ6 328000 PA USD 357728.71 0.1090731239 Long ABS-O CORP US N 2 2050-06-15 Fixed 4.036 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A UBSCM 2017 C6 B 90276UBD2 340000 PA USD 378071.57 0.1152757552 Long ABS-O CORP US N 2 2050-12-15 Floating 4.1539 N N N N N N UEP PENONOME II SA 549300DS6G5XB230S845 SR SECURED 144A 10/38 6.5 90363PAA4 200000 PA USD 208354 0.0635280899 Long DBT CORP PA Y 2 2038-10-01 Fixed 6.5 N N N N N N UFC HOLDINGS, LLC N/A TERM LOAN 90266UAF0 197232.35 PA USD 196400.03 0.0598832697 Long LON CORP US N 2 2026-04-29 Floating 0 N N N N N N ULTIMATE SOFTWARE GROUP INC N/A TERM LOAN B 90385KAB7 138732.23 PA USD 138515.81 0.0422341056 Long LON CORP US N 2 2026-05-04 Floating 0 N N N N N N ULTIMATE SOFTWARE GRP INC THE N/A 2020 INCREMENTAL TERM LOAN B 90385KAD3 104737.5 PA USD 105201.49 0.0320764167 Long LON CORP US N 2 2026-05-04 Floating 0 N N N N N N UNIFIN FINANCIERA SA DE 5493007GRMPGDJG93Z17 JR SUBORDINA REGS 12/99 VAR P94461AD5 600000 PA USD 456006 0.1390383202 Long DBT CORP MX Y 2 2099-12-31 Fixed 8.875 N N N N N N UNION BK OF PHILIPPINES 549300J97JXR3URQK322 SR UNSECURED REGS 11/22 3.369 ACI0Z2887 400000 PA USD 417522.21 0.1273044362 Long DBT CORP PH Y 2 2022-11-29 Fixed 3.369 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 SR UNSECURED 03/27 4.15 91087BAC4 343000 PA USD 395739.68 0.1206628429 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 SR UNSECURED 01/28 3.75 91087BAE0 535000 PA USD 601072.5 0.1832697612 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75 N N N N N N UNITED NATURAL FOODS INC N/A INITIAL TERM LOAN 91116KAB1 17044.5 PA USD 16928.43 0.0051615559 Long LON CORP US N 2 2025-10-22 Floating 0 N N N N N N UNITED OVERSEAS BANK LTD IO66REGK3RCBAMA8HR66 JR SUBORDINA REGS 12/99 VAR BYWHFWII8 300000 PA USD 310875 0.0947872129 Long DBT CORP SG N 2 2099-12-31 Fixed 3.875 N N N N N N UNITED OVERSEAS BANK LTD IO66REGK3RCBAMA8HR66 SUBORDINATED REGS 03/27 VAR Y9T10PX91 200000 PA USD 203742 0.06212187 Long DBT CORP SG N 2 2027-03-08 Fixed 2.88 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 SR SECURED 144A 04/25 6.25 90290MAC5 15000 PA USD 16031.25 0.0048880016 Long DBT CORP US Y 2 2025-04-15 Fixed 6.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 02/37 4.75 912810PT9 2400000 PA USD 3656801.28 1.1149754771 Long DBT UST US N 2 2037-02-15 Fixed 4.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 11/42 2.75 912810QY7 165000 PA USD 204357.24 0.0623094595 Long DBT UST US N 2 2042-11-15 Fixed 2.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 11/47 2.75 912810RZ3 2600000 PA USD 3264866.02 0.9954726193 Long DBT UST US N 2 2047-11-15 Fixed 2.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 05/50 1.25 912810SN9 4700000 PA USD 4265905.65 1.3006941924 Long DBT UST US N 2 2050-05-15 Fixed 1.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 08/40 1.125 912810SQ2 4440000 PA USD 4204778.12 1.2820561282 Long DBT UST US N 2 2040-08-15 Fixed 1.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 11/50 1.625 912810SS8 3710000 PA USD 3695944.29 1.1269103604 Long DBT UST US N 2 2050-11-15 Fixed 1.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 09/24 2.125 9128282Y5 3890000 PA USD 4163975.03 1.269615079 Long DBT UST US N 2 2024-09-30 Fixed 2.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 10/24 2.25 9128283D0 3860000 PA USD 4155521.21 1.2670374705 Long DBT UST US N 2 2024-10-31 Fixed 2.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 11/27 2.25 9128283F5 3890000 PA USD 4318877.56 1.3168455706 Long DBT UST US N 2 2027-11-15 Fixed 2.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 02/25 2.75 9128283Z1 2380000 PA USD 2623484 0.7999123006 Long DBT UST US N 2 2025-02-28 Fixed 2.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 09/25 3 9128285C0 3800000 PA USD 4275976.22 1.3037647553 Long DBT UST US N 2 2025-09-30 Fixed 3 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 01/26 2.625 9128286A3 500000 PA USD 556820.5 0.1697771235 Long DBT UST US N 2 2026-01-31 Fixed 2.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 03/26 2.25 9128286L9 3200000 PA USD 3508591.68 1.0697856905 Long DBT UST US N 2 2026-03-31 Fixed 2.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 10/26 1.625 912828YQ7 3800000 PA USD 4052111.76 1.235507455 Long DBT UST US N 2 2026-10-31 Fixed 1.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 06/27 0.5 912828ZV5 4570000 PA USD 4550174.43 1.3873690468 Long DBT UST US N 2 2027-06-30 Fixed 0.5 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 06/22 0.125 912828ZX1 2910000 PA USD 2910399.25 0.8873940759 Long DBT UST US N 2 2022-06-30 Fixed 0.125 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 10/27 0.5 91282CAU5 480000 PA USD 476167.58 0.1451856784 Long DBT UST US N 2 2027-10-31 Fixed 0.5 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 11/30 0.875 91282CAV3 5260000 PA USD 5242245.4 1.5983846588 Long DBT UST US N 2 2030-11-15 Fixed 0.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 11/23 0.25 91282CAW1 340000 PA USD 340917.52 0.103947315 Long DBT UST US N 2 2023-11-15 Fixed 0.25 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 11/27 0.625 91282CAY7 11330000 PA USD 11327144.84 3.453698398 Long DBT UST US N 2 2027-11-30 Fixed 0.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 11/25 0.375 91282CAZ4 8040000 PA USD 8051347.66 2.4548928179 Long DBT UST US N 2 2025-11-30 Fixed 0.375 N N N N N N USA COM PART/USA COM FIN N/A COMPANY GUAR 09/27 6.875 91740PAF5 185000 PA USD 197502.3 0.0602193568 Long DBT CORP US N 2 2027-09-01 Fixed 6.875 N N N N N N VANTAGE DATA CENTERS LLC N/A VDC 2020 2A A2 144A 92212KAC0 375000 PA USD 377357.29 0.1150579679 Long ABS-O CORP US Y 2 2045-09-15 Fixed 1.992 N N N N N N VB S1 ISSUER LLC N/A VBTOW 2020 1A C2 144A 91823AAN1 500000 PA USD 523252.45 0.1595420712 Long ABS-O CORP US Y 2 2050-06-15 Fixed 3.031 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 COMPANY GUAR 144A 04/26 9.25 92243XAA9 200000 PA USD 150500 0.0458881401 Long DBT CORP GB Y 2 2026-04-23 Fixed 9.25 N N N N N N VEDANTA RESOURCES LTD 2138007MYEKPEAZQTW83 SR UNSECURED REGS 08/24 6.125 G9328DAP5 600000 PA USD 430500 0.1312614239 Long DBT CORP GB Y 2 2024-08-09 Fixed 6.125 N N N N N N VERICREST OPPORTUNITY LOAN TRA N/A VOLT 2020 NPL3 A1A 144A 92870GAA6 482937.26 PA USD 484294.56 0.1476636319 Long ABS-O CORP US Y 2 2050-02-25 Floating 2.9814 N N N N N N VERICREST OPPORTUNITY LOAN TRA N/A VOLT 2019 NPL2 A1 144A 92872KAA5 606065.18 PA USD 610511.64 0.1861477983 Long ABS-O CORP US Y 2 2049-02-25 Floating 3.9672 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 SR UNSECURED 11/34 4.4 92343VCQ5 335000 PA USD 418056.58 0.1274673681 Long DBT CORP US N 2 2034-11-01 Fixed 4.4 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 SR UNSECURED 11/40 2.65 92343VFT6 25000 PA USD 25244.14 0.007697054 Long DBT CORP US N 2 2040-11-20 Fixed 2.65 N N N N N N VERSCEND ESCROW CORP N/A SR UNSECURED 144A 08/26 9.75 92535WAA8 237000 PA USD 256848.75 0.0783143616 Long DBT CORP US Y 2 2026-08-15 Fixed 9.75 N N N N N N VERTICAL US NEWCO INC N/A TERM LOAN B 938UPWII6 200000 PA USD 200678 0.0611876423 Long LON CORP US N 2 2027-07-30 Floating 0 N N N N N N VIATRIS INC N/A COMPANY GUAR 144A 06/25 1.65 91533BAB6 135000 PA USD 139629.59 0.0425737022 Long DBT CORP US Y 2 2025-06-22 Fixed 1.65 N N N N N N VICI PROPERTIES / NOTE N/A COMPANY GUAR 144A 02/27 3.75 92564RAD7 15000 PA USD 15337.5 0.0046764741 Long DBT CORP US Y 2 2027-02-15 Fixed 3.75 N N N N N N VICI PROPERTIES / NOTE N/A COMPANY GUAR 144A 08/30 4.125 92564RAE5 60000 PA USD 63337.8 0.0193119856 Long DBT CORP US Y 2 2030-08-15 Fixed 4.125 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 COMPANY GUAR 144A 09/27 5.875 92676XAD9 160000 PA USD 156476.61 0.0477104359 Long DBT CORP BM Y 2 2027-09-15 Fixed 5.875 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 SR SECURED 144A 05/25 13 92676XAE7 30000 PA USD 35850 0.0109308294 Long DBT CORP BM Y 2 2025-05-15 Fixed 13 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 COMPANY GUAR 144A 11/23 4.25 928668AR3 220000 PA USD 241960.59 0.0737748933 Long DBT CORP US Y 2 2023-11-13 Fixed 4.25 N N N N Y N/A N/A N/A XXXX N N N VOYAGER OPTONE DELAWARE TRUST N/A VOOML 2009 1 SAC3 144A 92911FAA9 2147530.62 PA USD 1604338.09 0.4891700397 Long ABS-O CORP US Y 2 2038-02-25 Floating 19.662443 N N N N N N VS BUYER LLC N/A TERM LOAN B 91834WAC4 148924.74 PA USD 147993.96 0.045124037 Long LON CORP US N 2 2027-02-28 Floating 0 N N N N N N WASHINGTON MUTUAL MORTGAGE PAS N/A WMALT 2006 4 3A5 939344AQ0 955948.27 PA USD 901472.89 0.2748632175 Long ABS-O CORP US N 2 2036-05-25 Floating 6.35 N N N N N N WEB.COM GROUP INC N/A FIRST LIEN 94732YAS2 40000 PA USD 39383.2 0.0120081183 Long LON CORP US N 2 2025-10-10 Floating 0 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 SR UNSECURED 06/27 VAR 95000U2F9 195000 PA USD 216246.5 0.0659345494 Long DBT CORP US N 2 2027-06-17 Fixed 3.196 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 SR UNSECURED 10/30 VAR 95000U2G7 115000 PA USD 125463.87 0.0382545092 Long DBT CORP US N 2 2030-10-30 Fixed 2.879 N N N N N N WELLS FARGO COMMERCIAL MORTGAG 549300PX4QZK7CUM8D08 WFCM 2014 LC16 D 144A 94988XAC0 169000 PA USD 62692.65 0.0191152764 Long ABS-O CORP US Y 2 2050-08-15 Fixed 3.938 N N N N N N WELLS FARGO COMMERCIAL MORTGAG 549300S7ENI2U7O0XH56 WFCM 2015 C28 C 94989JBF2 248000 PA USD 253781.23 0.0773790606 Long ABS-O CORP US N 2 2048-05-15 Floating 4.094112 N N N N N N WELLS FARGO COMMERCIAL MORTGAG N/A WFCM 2015 NXS2 XA 94989MAH2 10167703.32 PA USD 255688.25 0.0779605198 Long ABS-O CORP US N 2 2058-07-15 Floating 0.663883 N N N N N N WELLS FARGO COMMERCIAL MORTGAG 549300RD723OFH36TP29 WFCM 2015 NXS4 C 94989XBJ3 421000 PA USD 447846.12 0.1365503354 Long ABS-O CORP US N 2 2048-12-15 Floating 4.698966 N N N N N N WELLS FARGO COMMERCIAL MORTGAG N/A WFCM 2015 P2 XA 95000AAX5 4420832.54 PA USD 168903.21 0.0514993632 Long ABS-O CORP US N 2 2048-12-15 Floating 0.920994 N N N N N N WELLS FARGO COMMERCIAL MORTGAG 549300MZIB10PDVAE312 WFCM 2016 C35 B 95000FAY2 328000 PA USD 344197.98 0.1049475423 Long ABS-O CORP US N 2 2048-07-15 Fixed 3.438 N N N N N N WELLS FARGO COMMERCIAL MORTGAG 5493007OD9MH69ES1S63 WFCM 2016 LC24 C 95000HBM3 325000 PA USD 326419.15 0.0995266955 Long ABS-O CORP US N 2 2049-10-15 Floating 4.464527 N N N N N N WELLS FARGO COMMERCIAL MORTGAG 549300CFP9NBBMZH1008 WFCM 2016 NXS6 B 95000KBG9 248000 PA USD 261046.59 0.0795943022 Long ABS-O CORP US N 2 2049-11-15 Floating 3.811 N N N N N N WELLS FARGO COMMERCIAL MORTGAG 549300TRQQDPEF728F16 WFCM 2016 C37 C 95000PAL8 376000 PA USD 387269.62 0.1180802828 Long ABS-O CORP US N 2 2049-12-15 Floating 4.48868 N N N N N N WELLS FARGO COMMERCIAL MORTGAG N/A WFCM 2019 C49 C 95001WBG2 248000 PA USD 271700.72 0.0828427953 Long ABS-O CORP US N 2 2052-03-15 Floating 4.866 N N N N N N WELLS FARGO COMMERCIAL MORTGAG N/A WFCM 2019 C50 B 95001XBD7 409000 PA USD 429793.68 0.1310460637 Long ABS-O CORP US N 2 2052-05-15 Fixed 4.192 N N N N N N WELLS FARGO COMMERCIAL MORTGAG N/A WFCM 2019 C50 C 95001XBE5 409000 PA USD 419460.71 0.1278954938 Long ABS-O CORP US N 2 2052-05-15 Floating 4.345 N N N N N N WELLS FARGO COMMERCIAL MORTGAG N/A WFCM 2019 C53 XA 95002BAF0 4348616.4 PA USD 304894.98 0.0929638774 Long ABS-O CORP US N 2 2052-10-15 Floating 1.02134 N N N N N N WELLS FARGO COMMERCIAL MORTGAG N/A WFCM 2020 C57 XA 95002XBH7 2234328 PA USD 346647.5 0.1056944122 Long ABS-O CORP US N 2 2053-08-15 Floating 2.101443 N N N N N N WEST STREET MERGER SUB 549300GCZVUYB6P2OA17 SR UNSECURED 144A 09/25 6.375 95616AAA1 145000 PA USD 148625 0.045316444 Long DBT CORP US Y 2 2025-09-01 Fixed 6.375 N N N N N N WESTCOTT PARK CLO LTD 549300SXZQ1LGMMQ5793 WSTCT 2016 1A DR 144A 95753TAL9 500000 PA USD 497597 0.1517196068 Long ABS-CBDO CORP KY Y 2 2028-07-20 Floating 3.46838 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 SR UNSECURED 02/25 4.1 958667AB3 75000 PA USD 77292.75 0.0235669139 Long DBT CORP US N 2 2025-02-01 Fixed 4.1 N N N N N N WESTJET AIRLINES LTD N/A TERM LOAN B C4927UAB8 69412.82 PA USD 66419.74 0.0202516833 Long LON CORP CA N 2 2026-12-11 Floating 0 N N N N N N WILLIS ENGINE SECURITIZATION T N/A WESTF 2018 A A 144A 97064EAA6 764271.77 PA USD 659588.93 0.2011116891 Long ABS-O CORP US Y 2 2043-09-15 Fixed 4.75 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 COMPANY GUAR 09/28 4.5 970648AG6 360000 PA USD 433906.57 0.1323001027 Long DBT CORP US N 2 2028-09-15 Fixed 4.5 N N N N N N WIND RIVER CLO LTD 254900W8N6WOFX1LSH24 WINDR 2017 1A D 144A 88432MAG9 1000000 PA USD 998533 0.3044572901 Long ABS-CBDO CORP KY Y 2 2029-04-18 Floating 3.96775 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 SR UNSECURED 01/30 4.5 98212BAL7 65000 PA USD 68900 0.0210079259 Long DBT CORP US N 2 2030-01-15 Fixed 4.5 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 SR UNSECURED 06/28 5.875 98212BAM5 60000 PA USD 65401.8 0.0199413087 Long DBT CORP US N 2 2028-06-15 Fixed 5.875 N N N N N N WR GRACE + CO CONN 5493003X5Z6TVAXIPW56 COMPANY GUAR 144A 06/27 4.875 383909AG3 165000 PA USD 174985.8 0.0533539728 Long DBT CORP US Y 2 2027-06-15 Fixed 4.875 N N N N N N WRKCO INC 549300JEB576INN13W07 COMPANY GUAR 03/25 3.75 96145DAF2 370000 PA USD 412456.83 0.1257599786 Long DBT CORP US N 2 2025-03-15 Fixed 3.75 N N N N N N WYNDHAM HOTELS + RESORTS 549300FE3MQ4RVXXC673 COMPANY GUAR 144A 08/28 4.375 98311AAB1 75000 PA USD 77928.75 0.0237608332 Long DBT CORP US Y 2 2028-08-15 Fixed 4.375 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 SR UNSECURED 06/25 3.3 98389BAR1 1000000 PA USD 1099178.98 0.3351447109 Long DBT CORP US N 2 2025-06-01 Fixed 3.3 N N N N N N ZAYO GROUP HOLDINGS INC N/A SR SECURED 144A 03/27 4 98919VAA3 90000 PA USD 90225 0.0275100162 Long DBT CORP US Y 2 2027-03-01 Fixed 4 N N N N N N ZAYO GROUP HOLDINGS INC N/A SR UNSECURED 144A 03/28 6.125 98919VAB1 50000 PA USD 52875 0.0161218299 Long DBT CORP US Y 2 2028-03-01 Fixed 6.125 N N N N N N ZAYO GROUP HOLDINGS INC N/A USD TERM LOAN 98919XAB7 204881.58 PA USD 203344.97 0.0620008137 Long LON CORP US N 2 2027-03-09 Floating 0 N N N N N N 2021-02-26 MML Series Investment Fund II /s/ Renee Hitchcock Renee Hitchcock Treasurer and CFO