0001398344-21-004861.txt : 20210226
0001398344-21-004861.hdr.sgml : 20210226
20210226135525
ACCESSION NUMBER: 0001398344-21-004861
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: 21687078
BUSINESS ADDRESS:
STREET 1: 100 BRIGHT MEADOW BLVD.
CITY: ENFIELD
STATE: CT
ZIP: 06082
BUSINESS PHONE: (860) 562-1000
MAIL ADDRESS:
STREET 1: 100 BRIGHT MEADOW BLVD.
CITY: ENFIELD
STATE: CT
ZIP: 06082
0001317146
S000003834
MML Managed Bond Fund
C000010690
Initial Class
C000067855
Service Class
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001317146
XXXXXXXX
S000003834
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ENFIELD
06082-1981
8605621000
MML Managed Bond Fund
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2020-12-31
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2072-09-15
Fixed
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N
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-15
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-9925000
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Chicago Mercantile Exchange Inc.
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-2992350
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Chicago Mercantile Exchange Inc.
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-4242775
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Chicago Mercantile Exchange Inc.
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-3492825
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PA
USD
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0.0913386833
Long
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Y
2
2038-11-18
Fixed
4.454
N
N
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N
N
N
AASET 2019 1 TRUST
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AASET 2019 1 A 144A
00256DAA0
1664974.6
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USD
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0.1529344476
Long
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2
2039-05-15
Fixed
3.844
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N
N
N
N
ABBVIE INC
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SR UNSECURED 05/45 4.7
00287YAS8
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USD
1648351.25
0.1603227048
Long
DBT
CORP
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N
2
2045-05-14
Fixed
4.7
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
SR UNSECURED 11/39 4.05
00287YCA5
1045000
PA
USD
1264684.77
0.1230063574
Long
DBT
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2
2039-11-21
Fixed
4.05
N
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ABN AMRO BANK NV
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SUBORDINATED 144A 07/25 4.75
00080QAF2
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Long
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CORP
NL
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2
2025-07-28
Fixed
4.75
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N
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Y
N/A
N/A
N/A
XXXX
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ADAMS OUTDOOR ADVERTISING
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PA
USD
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0.1954315298
Long
ABS-O
CORP
US
Y
2
2048-11-15
Fixed
4.81
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
COMPANY GUAR 10/27 1.75
00751YAF3
315000
PA
USD
319912.4
0.0311154684
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.75
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
549300TI38531ODB1G63
COMPANY GUAR 07/25 6.5
00774MAN5
645000
PA
USD
771064.8
0.0749956627
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.5
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
549300TI38531ODB1G63
COMPANY GUAR 09/23 4.5
00774MAP0
1370000
PA
USD
1485384.91
0.1444721969
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.5
N
N
N
N
N
N
AGL CLO 7 LTD
N/A
AGL 2020 7A A1 144A
008511AA5
375000
PA
USD
376298.25
0.0365996951
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-15
Floating
2.0495
N
N
N
N
N
N
AGREE LP
549300DXY3G299V1BO77
COMPANY GUAR 10/30 2.9
008513AA1
470000
PA
USD
499276.77
0.0485608891
Long
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2
2030-10-01
Fixed
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N
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N
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N
AIMCO
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AIMCO 2019 10A C 144A
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USD
1998576
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Long
ABS-CBDO
CORP
KY
Y
2
2032-07-22
Floating
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N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
SR UNSECURED 04/23 5
00928QAP6
1750000
PA
USD
1865332.89
0.1814268738
Long
DBT
CORP
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2
2023-04-01
Fixed
5
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
SR UNSECURED 09/23 4.4
00928QAR2
3095000
PA
USD
3279646.4
0.3189864912
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.4
N
N
N
N
N
N
ALLEGRO CLO LTD
N/A
ALLEG 2019 1A C 144A
01750FAE6
2200000
PA
USD
2200979
0.2140726416
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-20
Floating
2.96838
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
SUBORDINATED 08/53 VAR
020002BB6
4260000
PA
USD
4558455.6
0.4433666255
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
SR UNSECURED 08/47 4.05
023135BJ4
775000
PA
USD
1023349.7
0.0995335138
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05
N
N
N
N
N
N
AMERICAN ELEC PWR INC
1B4S6S7G0TW5EE83BO58
SHORT TERMS
0255E2NR7
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PA
USD
1999718.06
0.1944975066
Long
STIV
CORP
US
N
2
2021-01-25
None
0
N
N
N
N
N
N
AMERICAN ELEC PWR INC
1B4S6S7G0TW5EE83BO58
SHORT TERMS
0255E2PB0
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PA
USD
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0.8751211662
Long
STIV
CORP
US
N
2
2021-02-11
None
0
N
N
N
N
N
N
AMERICAN HONDA FINAN
B6Q2VFHD1797Q7NZ3E43
SHORT TERMS
02665JPG9
11000000
PA
USD
10995461.84
1.0694457159
Long
STIV
CORP
US
N
2
2021-02-16
None
0
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
SR UNSECURED 07/44 4.5
026874DA2
725000
PA
USD
929002.51
0.0903570736
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.5
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
JR SUBORDINA 04/48 VAR
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2860000
PA
USD
3269323.2
0.3179824314
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
SR UNSECURED 06/30 3.4
026874DR5
745000
PA
USD
853659.6
0.0830290365
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.4
N
N
N
N
N
N
AMERICAN TOWER TRUST I
5493004YGM0MQZJOEJ36
ASSET BACKED 144A 03/48 3.652
03027WAK8
1910000
PA
USD
2099583.35
0.2042106508
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
3.652
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVA
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AMCAR 2020 3 D
03066PAF6
422000
PA
USD
422573.96
0.0411005847
Long
ABS-O
CORP
US
N
2
2026-09-18
Fixed
1.49
N
N
N
N
N
N
AMTRUST FINANCIAL SERVIC
549300SNNS1GRWBTGA28
SR UNSECURED 08/23 6.125
032359AE1
3370000
PA
USD
3327979.94
0.3236875305
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
6.125
N
N
N
N
N
N
ANCHORAGE CAPITAL CLO LTD
549300H5Q0HJ2EHSSX26
ANCHC 2020 15A A 144A
03329FAA2
1500000
PA
USD
1506072
0.1464842743
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
2.08902
N
N
N
N
N
N
ANHEUSER BUSCH CO/INBEV
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COMPANY GUAR 02/46 4.9
03522AAJ9
3475000
PA
USD
4518301.34
0.4394611233
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.9
N
N
N
N
N
N
ANTARES HOLDINGS
N/A
SR UNSECURED 144A 08/23 6
03666HAA9
2945000
PA
USD
3003378.74
0.2921160178
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
6
N
N
N
N
N
N
ANTARES HOLDINGS
N/A
SR UNSECURED 144A 05/25 8.5
03666HAB7
720000
PA
USD
776154.66
0.075490715
Long
DBT
CORP
US
Y
2
2025-05-18
Fixed
8.5
N
N
N
N
N
N
APOLLO AVIATION SECURITIZATION
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AASET 2020 1A A 144A
00255UAA3
1517578.29
PA
USD
1428509.8
0.1389403836
Long
ABS-O
CORP
US
Y
2
2040-01-16
Fixed
3.351
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
COMPANY GUAR 144A 01/50 VAR
03765HAE1
805000
PA
USD
822705.28
0.080018343
Long
DBT
CORP
US
Y
2
2050-01-14
Fixed
4.95
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
SR UNSECURED 03/49 4.5
037735CX3
1250000
PA
USD
1629650.44
0.1585038179
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.5
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
SR UNSECURED 05/50 2.65
037833DW7
700000
PA
USD
742942.26
0.0722603951
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65
N
N
N
N
N
N
ARCH CAPITAL GRP US INC
549300B4QKQFLY1XST28
COMPANY GUAR 11/43 5.144
03938JAA7
540000
PA
USD
727144.61
0.0707238767
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
5.144
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
SR UNSECURED 02/23 3.5
04010LAU7
2600000
PA
USD
2738908.07
0.2663929487
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
3.5
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
SR UNSECURED 06/24 4.2
04010LAX1
1450000
PA
USD
1565183.11
0.1522335665
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
4.2
N
N
N
N
N
N
ARES FINANCE CO LLC
N/A
COMPANY GUAR 144A 10/24 4
04015CAA6
2080000
PA
USD
2234061.75
0.2172903514
Long
DBT
CORP
US
Y
2
2024-10-08
Fixed
4
N
N
N
N
N
N
ASSOC BANC CORP
549300N3CIN473IW5094
SUBORDINATED 01/25 4.25
045487AB1
2411000
PA
USD
2612422.73
0.2540906728
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.25
N
N
N
N
N
N
AT+T INC
549300Z40J86GGSTL398
SR UNSECURED 02/28 1.65
00206RKG6
680000
PA
USD
693799.67
0.0674806657
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65
N
N
N
N
N
N
AT+T INC
549300Z40J86GGSTL398
SR UNSECURED 144A 09/53 3.5
00206RMC3
1578000
PA
USD
1580316.01
0.1537054297
Long
DBT
CORP
US
Y
2
2053-09-15
Fixed
3.5
N
N
N
N
N
N
AT+T INC
549300Z40J86GGSTL398
SR UNSECURED 144A 09/55 3.55
00206RMD1
5153000
PA
USD
5135506.9
0.4994920571
Long
DBT
CORP
US
Y
2
2055-09-15
Fixed
3.55
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
SECURED 144A 01/25 2.5
04685A2L4
2780000
PA
USD
2912150.33
0.2832429178
Long
DBT
CORP
US
Y
2
2025-01-14
Fixed
2.5
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
SR UNSECURED 01/28 4.125
04686JAA9
4328000
PA
USD
4823089.92
0.4691056117
Long
DBT
CORP
BM
N
2
2028-01-12
Fixed
4.125
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
SR UNSECURED 04/30 6.15
04686JAB7
200000
PA
USD
248805.62
0.0241994478
Long
DBT
CORP
BM
N
2
2030-04-03
Fixed
6.15
N
N
N
N
N
N
AUTORIDAD CANAL DE PANAM
549300W1ISP1PW2J2P64
SR UNSECURED 144A 07/35 4.95
05330GAA2
1050000
PA
USD
1325635.5
0.1289345756
Long
DBT
NUSS
PA
Y
2
2035-07-29
Fixed
4.95
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
SR UNSECURED 01/31 1.65
053332BA9
975000
PA
USD
967029.11
0.0940556344
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65
N
N
N
N
N
N
AVENTURA MALL TRUST
N/A
AVMT 2018 AVM C 144A
05359AAG8
4270000
PA
USD
3954490.13
0.3846234555
Long
ABS-O
CORP
US
Y
2
2040-07-05
Floating
4.11232
N
N
N
N
N
N
AVERY POINT CLO LTD
549300ZZJXJNKXU40667
AVERY 2015 7A DR 144A
05364CBC5
1000000
PA
USD
995015
0.096777611
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-15
Floating
3.83688
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
IHXLB8SL0QWSSG2VG640
AESOP 2019 1A C 144A
05377RDJ0
1271000
PA
USD
1283788.93
0.1248644751
Long
ABS-O
CORP
US
Y
2
2023-03-20
Fixed
4.53
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
COMPANY GUAR 144A 02/27 3.25
05401AAJ0
1365000
PA
USD
1392734.4
0.13546078
Long
DBT
CORP
KY
Y
2
2027-02-15
Fixed
3.25
N
N
N
N
N
N
AXIS SPECIALTY FINAN PLC
N/A
COMPANY GUAR 12/27 4
05464HAC4
2500000
PA
USD
2787496.9
0.271118818
Long
DBT
CORP
GB
N
2
2027-12-06
Fixed
4
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
COMPANY GUAR 07/29 3.9
05463HAB7
1110000
PA
USD
1223998.43
0.1190491037
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.9
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
COMPANY GUAR 01/40 VAR
05463HAC5
1315000
PA
USD
1375846.92
0.1338182621
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.9
N
N
N
N
N
N
BACARDI LTD
549300R32WTQNHNN5055
COMPANY GUAR 144A 05/38 5.15
067316AG4
450000
PA
USD
575592.34
0.0559835295
Long
DBT
CORP
BM
Y
2
2038-05-15
Fixed
5.15
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
SR UNSECURED 144A 02/31 1.9
05523RAF4
595000
PA
USD
601517.34
0.0585050589
Long
DBT
CORP
GB
Y
2
2031-02-15
Fixed
1.9
N
N
N
N
N
N
BALLYROCK LTD
N/A
BALLY 2019 2A C 144A
05875MAJ1
400000
PA
USD
400429.2
0.0389467308
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-20
Floating
4.32375
N
N
N
N
N
N
BANC OF AMERICA MERRILL LYNCH
N/A
BAMLL 2018 DSNY C 144A
054967AJ3
670000
PA
USD
648325.3
0.0630577164
Long
ABS-O
CORP
US
Y
2
2034-09-15
Floating
1.509
N
N
N
N
N
N
BANC OF AMERICA MORTGAGE SECUR
549300IE5TDZLY0T0V30
BOAMS 2004 G 2A7
05949ALH1
16720.81
PA
USD
16389.31
0.0015940647
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
3.075535
N
N
N
N
N
N
BANK
N/A
BANK 2019 BN17 B
065403BG1
441000
PA
USD
506667.33
0.0492797132
Long
ABS-O
CORP
US
N
2
2052-04-15
Floating
4.128
N
N
N
N
N
N
BANK
N/A
BANK 2019 BN16 AS
065405AF9
665833
PA
USD
783985.86
0.0762523968
Long
ABS-O
CORP
US
N
2
2052-02-15
Floating
4.267
N
N
N
N
N
N
BANK
N/A
BANK 2019 BN16 B
065405AG7
547420
PA
USD
635288.3
0.0617897057
Long
ABS-O
CORP
US
N
2
2052-02-15
Floating
4.438
N
N
N
N
N
N
BANK
N/A
BANK 2020 BN30 MCDF
06541UBG0
2100000
PA
USD
2029158.18
0.1973609253
Long
ABS-O
CORP
US
Y
2
2053-12-10
Floating
2.91823
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SUBORDINATED 11/27 4.183
06051GGC7
1090000
PA
USD
1264493.51
0.122987755
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.183
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SR UNSECURED 04/38 VAR
06051GGM5
1150000
PA
USD
1416703.79
0.137792102
Long
DBT
CORP
US
N
2
2038-04-24
Fixed
4.244
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SR UNSECURED 07/29 VAR
06051GHM4
475000
PA
USD
565604.24
0.0550120623
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.271
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SR UNSECURED 04/31 VAR
06051GJB6
1255000
PA
USD
1345056.78
0.1308235372
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.592
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SUBORDINATED 01/37 6.11
59022CAJ2
1550000
PA
USD
2257623.05
0.2195819815
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
SUBORDINATED 05/38 7.75
59023VAA8
400000
PA
USD
682002.86
0.0663332789
Long
DBT
CORP
US
N
2
2038-05-14
Fixed
7.75
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
JR SUBORDINA 12/99 VAR
064159KJ4
3575000
PA
USD
3592875
0.3494518768
Long
DBT
CORP
CA
N
2
2099-12-31
Fixed
4.65
N
N
N
N
Y
Bank of Nova Scotia
Bank of Nova Scotia COM
CAD
XXXX
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SUBORDINATED 144A 06/21 10.179
06739FFU0
3351000
PA
USD
3485202.83
0.3389794162
Long
DBT
CORP
GB
Y
2
2021-06-12
Fixed
10.179
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS 2018 CHRS B 144A
05491VAE6
2250000
PA
USD
2053364.18
0.1997152605
Long
ABS-O
CORP
US
Y
2
2038-08-05
Floating
4.2665
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS 2018 CHRS C 144A
05491VAG1
1610000
PA
USD
1363989.42
0.1326649724
Long
ABS-O
CORP
US
Y
2
2038-08-05
Floating
4.2665
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS 2018 CHRS D 144A
05491VAJ5
1370000
PA
USD
1058609.69
0.1029629873
Long
ABS-O
CORP
US
Y
2
2038-08-05
Floating
4.2665
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS 2020 C7 AS
05492VAJ4
1326000
PA
USD
1403165.91
0.1364753744
Long
ABS-O
CORP
US
N
2
2053-04-15
Floating
2.444
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
SR UNSECURED 01/28 4.337
06738EAU9
920000
PA
USD
1056884.86
0.1027952261
Long
DBT
CORP
GB
N
2
2028-01-10
Fixed
4.337
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
SR UNSECURED 05/24 VAR
06738EBC8
2085000
PA
USD
2113105.8
0.2055258777
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
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
COMPANY GUAR 09/49 4.758
05526DBK0
540000
PA
USD
626053.3
0.0608914868
Long
DBT
CORP
US
N
2
2049-09-06
Fixed
4.758
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
COMPANY GUAR 04/27 4.7
05526DBP9
1050000
PA
USD
1234667.73
0.1200868261
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.7
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
COMPANY GUAR 03/28 2.259
05526DBR5
725000
PA
USD
752583.23
0.0731980996
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.259
N
N
N
N
N
N
BEAR STEARNS COMMERCIAL MORTGA
N/A
BSCMS 2007 T26 AM
07388VAG3
361163.98
PA
USD
357671.92
0.0347880524
Long
ABS-O
CORP
US
N
2
2045-01-12
Floating
5.431757
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LT
549300MYLNCW81S1Y182
BSP 2016 10A CR 144A
08181LAQ0
500000
PA
USD
493003
0.0479506867
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-15
Floating
3.73688
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO LT
N/A
BSP 2019 18A B 144A
08186PAC7
500000
PA
USD
500591.5
0.048688763
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
2.18688
N
N
N
N
N
N
BHMS MORTGAGE TRUST
N/A
BHMS 2018 ATLS A 144A
05549GAA9
4450000
PA
USD
4339294.68
0.4220504944
Long
ABS-O
CORP
US
Y
2
2035-07-15
Floating
1.40863
N
N
N
N
N
N
BHMS MORTGAGE TRUST
N/A
BHMS 2018 ATLS B 144A
05549GAG6
4950000
PA
USD
4752121.77
0.4622030745
Long
ABS-O
CORP
US
Y
2
2035-07-15
Floating
1.65863
N
N
N
N
N
N
BLACKROCK TCP CAP CORP
549300JU1XG1HF56J989
SR UNSECURED 08/24 3.9
09259EAA6
2910000
PA
USD
3040489.55
0.2957255066
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
3.9
N
N
N
N
N
N
BLACKROCK TCP CAP CORP
549300JU1XG1HF56J989
SR UNSECURED 08/22 4.125
87238QAE3
2870000
PA
USD
2992404.84
0.2910486692
Long
DBT
CORP
US
N
2
2022-08-11
Fixed
4.125
N
N
N
N
N
N
BM1105949 SWAPTION
N/A
DEC32 2.94 PUT
99ZW81806
56100000
NC
USD
1650462
0.1605280015
N/A
DIR
US
N
2
BARCLAYS CAPITAL
AC28XWWI3WIBK2824319
Put
Purchased
BARCLAYS CAPITAL
AC28XWWI3WIBK2824319
2042-12-15
2804608.02
USD
0
USD
56100000
USD
1
USD
2.94
USD
2032-12-13
XXXX
-1154146.02
N
N
N
BM1106210 SWAPTION
N/A
DEC 32 2.44 CALL
99ZW82572
3700000
NC
USD
370740
0.0360590861
N/A
DIR
US
N
2
BARCLAYS CAPITAL
AC28XWWI3WIBK2824319
Call
Purchased
BARCLAYS CAPITAL
AC28XWWI3WIBK2824319
2042-12-15
184971.51
USD
0
USD
3700000
USD
1
USD
2.44
USD
2032-12-13
XXXX
185768.49
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
COMPANY GUAR 12/99 VAR
05565QDU9
1500000
PA
USD
1605075
0.1561135501
Long
DBT
CORP
GB
N
2
2099-12-31
Fixed
4.375
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
SR UNSECURED 144A 10/26 VAR
05583JAH5
3635000
PA
USD
3719814.11
0.3617982875
Long
DBT
CORP
FR
Y
2
2026-10-06
Fixed
1.652
N
N
N
N
N
N
BRE GRAND ISLANDER TIMESHARE I
N/A
HGVGI 2017 1A A 144A
05584AAA8
458988.24
PA
USD
460913.1
0.044829544
Long
ABS-O
CORP
US
Y
2
2029-05-25
Fixed
2.94
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
SR UNSECURED 06/27 3.7
10922NAC7
1175000
PA
USD
1277840.15
0.1242858821
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
3.7
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
SR UNSECURED 06/47 4.7
10922NAF0
1125000
PA
USD
1174776.5
0.1142616575
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.7
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
SR UNSECURED 05/30 5.625
10922NAG8
1055000
PA
USD
1302377.42
0.1266724375
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.625
N
N
N
N
N
N
BRISTOL MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
SR UNSECURED 11/47 4.35
110122DK1
830000
PA
USD
1117908.67
0.1087305522
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.35
N
N
N
N
N
N
BROADRIDGE FINANCIAL SOL
N/A
SR UNSECURED 12/29 2.9
11133TAD5
1210000
PA
USD
1325409.5
0.1289125943
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.9
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
COMPANY GUAR 03/29 4.85
11271LAD4
1752000
PA
USD
2146267.38
0.2087512547
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
COMPANY GUAR 04/30 4.35
11271LAE2
2825000
PA
USD
3383119.2
0.3290505108
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.35
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
COMPANY GUAR 08/26 3.25
120568AX8
1179000
PA
USD
1310415.4
0.1274542312
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.25
N
N
N
N
N
N
BUSINESS JET SECURITIES, LLC
N/A
BJETS 2020 1A A 144A
12327FAA5
757216.34
PA
USD
767427.1
0.074641851
Long
ABS-O
CORP
US
Y
2
2035-11-15
Fixed
2.981
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2
N/A
BX 2019 XL E 144A
056054AH2
1641335.92
PA
USD
1631636.61
0.1586969977
Long
ABS-O
CORP
US
Y
2
2036-10-15
Floating
1.959
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2
N/A
BX 2019 XL F 144A
056054AJ8
1982133.83
PA
USD
1955563.52
0.1902029273
Long
ABS-O
CORP
US
Y
2
2036-10-15
Floating
2.159
N
N
N
N
N
N
BX TRUST
N/A
BX 2018 IND E 144A
056059AN8
1876000
PA
USD
1870779.09
0.1819565847
Long
ABS-O
CORP
US
Y
2
2035-11-15
Floating
1.859
N
N
N
N
N
N
BX TRUST
N/A
BX 2020 BXLP E 144A
05607QAU2
4113235.29
PA
USD
4042546.46
0.3931880312
Long
ABS-O
CORP
US
Y
2
2036-12-15
Floating
1.759
N
N
N
N
N
N
CAMB COMMERCIAL MORTGAGE TRUST
N/A
CAMB 2019 LIFE D 144A
12482HAL8
898516
PA
USD
898588.51
0.087398933
Long
ABS-O
CORP
US
Y
2
2037-12-15
Floating
1.909
N
N
N
N
N
N
CANYON CAPITAL CLO LTD
N/A
CANYC 2019 2A A 144A
13887WAA8
1400000
PA
USD
1401442
0.1363077026
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
1.60688
N
N
N
N
N
N
CANYON CAPITAL CLO LTD
N/A
CANYC 2019 2A C 144A
13887WAE0
250000
PA
USD
250274
0.024342266
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
2.98688
N
N
N
N
N
N
CAPITAL AUTOMOTIVE REIT
N/A
CAUTO 2014 1A A 144A
12479RAB3
831277.74
PA
USD
830837.99
0.0808093504
Long
ABS-CBDO
CORP
US
Y
2
2044-10-15
Fixed
3.66
N
N
N
N
N
N
CAPITAL AUTOMOTIVE REIT
N/A
CAUTO 2017 1A A2 144A
12479RAE7
919408.17
PA
USD
921525.48
0.0896298392
Long
ABS-O
CORP
US
Y
2
2047-04-15
Fixed
4.18
N
N
N
N
N
N
CAPITAL AUTOMOTIVE REIT
N/A
CAUTO 2020 1A A3 144A
12510HAC4
473477.99
PA
USD
478925.88
0.0465815114
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
3.25
N
N
N
N
N
N
CAPITAL AUTOMOTIVE REIT
N/A
CAUTO 2020 1A A6 144A
12510HAF7
397834.17
PA
USD
407302.3
0.0396152255
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
3.81
N
N
N
N
N
N
CARLYLE FINANCE SUB LLC
N/A
COMPANY GUAR 144A 09/29 3.5
14314DAA1
1100000
PA
USD
1208904.86
0.1175810659
Long
DBT
CORP
US
Y
2
2029-09-19
Fixed
3.5
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGI
549300XYKYPK3H877P92
CGMS 2015 3A CR 144A
14311MAU0
330000
PA
USD
320245.86
0.0311479016
Long
ABS-CBDO
CORP
KY
Y
2
2028-07-28
Floating
3.07225
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST
N/A
CARMX 2019 3 D
14315PAH8
1974000
PA
USD
2032213.26
0.1976580699
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
2.85
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST
N/A
CARMX 2020 4 D
14316HAG7
3900000
PA
USD
3899041.77
0.3792304114
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.75
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CRVNA 2019 4A D 144A
14686YAG2
1625000
PA
USD
1671205.9
0.1625456044
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
3.07
N
N
N
N
N
N
CASTLELAKE AIRCRAFT SECURITIZA
N/A
CLAST 2019 1A A 144A
14855MAA6
1271632.14
PA
USD
1209314.41
0.1176208998
Long
ABS-O
CORP
US
Y
2
2039-04-15
Fixed
3.967
N
N
N
N
N
N
CASTLELAKE AIRCRAFT STRUCTURED
N/A
CLAST 2018 1 A 144A
14856CAA7
1249760.23
PA
USD
1187901.97
0.1155382731
Long
ABS-O
CORP
US
Y
2
2043-06-15
Fixed
4.125
N
N
N
N
N
N
CBAM CLO MANAGEMENT
254900FSYLEH1VUJJF28
CBAM 2018 6A B1R 144A
12481XAS9
900000
PA
USD
900164.7
0.0875522371
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-15
Floating
2.33688
N
N
N
N
N
N
CBAM CLO MANAGEMENT
254900IPFC9SXD6VQ444
CBAM 2019 10A B 144A
12482NAG6
1900000
PA
USD
1902416.8
0.1850337463
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-20
Floating
2.26838
N
N
N
N
N
N
CEDAR FUNDING LTD
N/A
CEDF 2018 9A A1 144A
15033EAA6
750000
PA
USD
747437.25
0.0726975889
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
1.19838
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
SR UNSECURED 11/39 6.75
15135UAF6
765000
PA
USD
1011402.28
0.0983714783
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
SR UNSECURED 04/27 4.25
15135UAM1
1125000
PA
USD
1228525.61
0.1194894284
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25
N
N
N
N
N
N
CENTERPOINT ENERGY RESOU
2JADVB0458J06WCD4N56
SR UNSECURED 11/37 6.625
15189WAD2
1250000
PA
USD
1789955.15
0.1740954491
Long
DBT
CORP
US
N
2
2037-11-01
Fixed
6.625
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
SORT 2020 1 A1 144A
12530MAA3
1145254.6
PA
USD
1166573.63
0.1134638262
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.69
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
SORT 2020 1 B1 144A
12530MAC9
522045.22
PA
USD
530120.79
0.0515608545
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.28
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
549300TPZNMN50BJ3745
SR SECURED 10/45 6.484
161175BA1
735000
PA
USD
1039627.76
0.101116758
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.484
N
N
N
N
N
N
CHASE EDUCATION LOAN TRUST
N/A
CEDLT 2007 A A4
16151UAD8
5235182.44
PA
USD
4976571.76
0.4840336337
Long
ABS-O
CORP
US
N
2
2039-06-28
Floating
0.351
N
N
N
N
N
N
CIFC FUNDING LTD
635400BTAKRBKGRV3X14
CIFC 2017 5A A1 144A
12551MAA7
2330000
PA
USD
2329221.78
0.2265458505
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-16
Floating
1.39775
N
N
N
N
N
N
CIFC FUNDING LTD
N/A
CIFC 2020 1A A1 144A
12555QAA4
1000000
PA
USD
1003139
0.0975677713
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Floating
1.93688
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
COMPANY GUAR 07/46 4.8
125523CF5
880000
PA
USD
1159914.71
0.1128161632
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.8
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SUBORDINATED 06/32 6.625
172967BL4
375000
PA
USD
531597.15
0.0517044489
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.625
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SUBORDINATED 09/27 4.45
172967KA8
450000
PA
USD
531962.18
0.0517399526
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
SUBORDINATED 07/28 4.125
172967KU4
1725000
PA
USD
2017698.85
0.1962463626
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.125
N
N
N
N
N
N
CITY OF HOPE/THE
549300QIQJNNQEIXBL15
SR UNSECURED 08/48 4.378
17858PAB7
1050000
PA
USD
1275822.24
0.1240896152
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.378
N
N
N
N
N
N
CLEAR CREEK CLO LTD
254900YU962C7CTRM558
CLRCK 2015 1A AR 144A
18452LAG3
2040000
PA
USD
2037986.52
0.1982195914
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
1.41838
N
N
N
N
N
N
CLI FUNDING LLC
549300NQLBWJD5AREU05
CLIF 2020 3A A 144A
12563LAS6
1604625
PA
USD
1598423.12
0.1554665718
Long
ABS-O
CORP
US
Y
2
2045-10-18
Fixed
2.07
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
SR UNSECURED 03/44 4.875
125896BN9
780000
PA
USD
1027328.38
0.09992049
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.875
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
COMPANY GUAR 10/21 3.875
12592BAG9
2280000
PA
USD
2333535.45
0.2269654086
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
3.875
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
COMPANY GUAR 07/23 1.95
12592BAK0
560000
PA
USD
576489.6
0.0560707992
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
SR UNSECURED 05/25 5.25
12621EAK9
2621000
PA
USD
3042396.46
0.2959109774
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25
N
N
N
N
N
N
COLD STORAGE TRUST
N/A
COLD 2020 ICE5 D 144A
193051AN9
3500000
PA
USD
3501088.85
0.3405245297
Long
ABS-O
CORP
US
Y
2
2037-11-15
Floating
2.25863
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS
N/A
CASL 2019 A B 144A
19421UAC8
2244000
PA
USD
2306395.54
0.2243257141
Long
ABS-O
CORP
US
Y
2
2048-12-28
Fixed
3.81
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS
N/A
CASL 2019 A C 144A
19421UAD6
1281000
PA
USD
1297229.37
0.1261717254
Long
ABS-O
CORP
US
Y
2
2048-12-28
Fixed
4.46
N
N
N
N
N
N
COLLEGE LOAN CORPORATION TRUST
2549009BH7OGY8PKL423
COLLE 2007 1 B2
194267AM2
900000
PA
USD
717727.5
0.0698079454
Long
ABS-O
CORP
US
N
2
2047-01-25
Floating
0
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMPANY GUAR 08/37 6.95
20030NAV3
265000
PA
USD
426993.04
0.0415303954
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.95
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMPANY GUAR 03/44 4.75
20030NBK6
880000
PA
USD
1206001.15
0.1172986439
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.75
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMPANY GUAR 11/47 3.969
20030NCC3
630000
PA
USD
789969.85
0.0768344144
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.969
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMPANY GUAR 02/50 3.45
20030NCZ2
940000
PA
USD
1109261.85
0.1078895412
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014 UBS2 AM
12591UAH6
1375000
PA
USD
1479435.65
0.1438935573
Long
ABS-O
CORP
US
N
2
2047-03-10
Fixed
4.199
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014 LC17 C
12592MBQ2
2908000
PA
USD
2961063.44
0.2880003274
Long
ABS-O
CORP
US
N
2
2047-10-10
Floating
4.552958
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2015 CR23 C
12593ABE4
1000000
PA
USD
1046194.3
0.1017554359
Long
ABS-O
CORP
US
N
2
2048-05-10
Floating
4.291314
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2012 CR4 B 144A
12624QBA0
1060000
PA
USD
729725.73
0.0709749228
Long
ABS-O
CORP
US
Y
2
2045-10-15
Fixed
3.703
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2020 CX B 144A
12656KAE7
1056000
PA
USD
1097770.71
0.1067718846
Long
ABS-O
CORP
US
Y
2
2046-11-10
Fixed
2.446
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPTS 2019 CPT D 144A
12654YAJ8
982000
PA
USD
981643.24
0.0954770407
Long
ABS-O
CORP
US
Y
2
2039-11-13
Floating
2.9968
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPTS 2019 CPT E 144A
12654YAL3
1556000
PA
USD
1497069.15
0.1456086349
Long
ABS-O
CORP
US
Y
2
2039-11-13
Floating
2.9968
N
N
N
N
N
N
CREDIT SUISSE AG
ANGGYXNX0JLX3X63JN86
SUBORDINATED 144A 08/23 6.5
22546DAA4
3069000
PA
USD
3451962.1
0.3357463409
Long
DBT
CORP
CH
Y
2
2023-08-08
Fixed
6.5
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
CREDIT SUISSE MORTGAGE TRUST
N/A
CSMC 2019 ICE4 E 144A
12653VAJ5
570000
PA
USD
561458.66
0.0546088529
Long
ABS-O
CORP
US
Y
2
2036-05-15
Floating
2.309
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
SR UNSECURED 02/49 5.2
22822VAM3
120000
PA
USD
163413.41
0.015893991
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.2
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
ASSET BACKED 144A 05/42 3.222
22822RBB5
1700000
PA
USD
1718085.62
0.1671052415
Long
ABS-O
CORP
US
Y
2
2042-05-15
Fixed
3.222
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
ASSET BACKED 144A 07/48 4.241
22822RBH2
2750000
PA
USD
3170965.88
0.308415956
Long
ABS-O
CORP
US
Y
2
2048-07-15
Fixed
4.241
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
SR UNSECURED 11/48 4.75
126408HN6
650000
PA
USD
891593.28
0.0867185597
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.75
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
SR UNSECURED 09/39 6.125
126650BR0
560000
PA
USD
790406.45
0.0768768792
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
6.125
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
SR UNSECURED 03/28 4.3
126650CX6
240000
PA
USD
285590.58
0.0277772436
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.3
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
SR UNSECURED 03/48 5.05
126650CZ1
455000
PA
USD
616651.7
0.059977064
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05
N
N
N
N
N
N
CVS PASS THROUGH TRUST
549300EJG376EN5NQE29
PASS THRU CE 144A 01/32 7.507
126650BS8
882767.96
PA
USD
1085203.28
0.1055495454
Long
DBT
CORP
US
Y
2
2032-01-10
Fixed
7.507
N
N
N
N
N
N
CVS PASS THROUGH TRUST
549300EJG376EN5NQE29
PASS THRU CE 144A 01/34 5.926
126650BY5
1035924.9
PA
USD
1256456.07
0.1222060138
Long
DBT
CORP
US
Y
2
2034-01-10
Fixed
5.926
N
N
N
N
N
N
DB MASTER FINANCE LLC
549300F17UZJL70BPB08
DNKN 2019 1A A23 144A
233046AL5
1538525
PA
USD
1661093.59
0.1615620562
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.352
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
SR SECURED 144A 06/26 6.02
25272KAK9
2702000
PA
USD
3296292.04
0.3206054872
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
6.02
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
Q2CCMS6R0AS67HJMBN42
SR SECURED 144A 10/25 4.5
830867AA5
980000
PA
USD
1047481.91
0.101880672
Long
DBT
CORP
NA
Y
2
2025-10-20
Fixed
4.5
N
N
N
N
N
N
DEUTSCHE BANK NY
N/A
SR UNSECURED 01/21 3.15
251526BP3
1998000
PA
USD
2000216
0.1945459375
Long
DBT
CORP
DE
N
2
2021-01-22
Fixed
3.15
N
N
N
N
Y
N/A
N/A
N/A
XXXX
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
SR UNSECURED 12/25 5.85
25179MAV5
1510000
PA
USD
1774760.68
0.1726175975
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
SUBORDINATED 08/28 VAR
25466AAN1
2905000
PA
USD
3088015
0.300347949
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
4.682
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
COMPANY GUAR 05/50 4.65
25470DBH1
490000
PA
USD
612864.99
0.0596087593
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
COMPANY GUAR 144A 09/55 4
25470DBK4
1210000
PA
USD
1354351.02
0.1317275179
Long
DBT
CORP
US
Y
2
2055-09-15
Fixed
4
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL
N/A
DPABS 2015 1A A2II 144A
25755TAE0
2968250
PA
USD
3138676.82
0.3052754425
Long
ABS-O
CORP
US
Y
2
2045-10-25
Fixed
4.474
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL
N/A
DPABS 2017 1A A23 144A
25755TAH3
756600
PA
USD
809571.38
0.0787409075
Long
ABS-O
CORP
US
Y
2
2047-07-25
Fixed
4.118
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL
5299004V0Y8MI5D9FF45
DPABS 2019 1A A2 144A
25755TAL4
1089000
PA
USD
1153473.7
0.1121896947
Long
ABS-O
CORP
US
Y
2
2049-10-25
Fixed
3.668
N
N
N
N
N
N
DRB PRIME STUDENT LOAN TRUST
N/A
DRB 2017 B BFX 144A
518887AC8
547784.93
PA
USD
551692.17
0.05365894
Long
ABS-O
CORP
US
Y
2
2042-08-25
Fixed
3.02
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND
N/A
DRSLF 2019 72A B 144A
26252NAE9
1500000
PA
USD
1500613.5
0.1459533671
Long
ABS-CBDO
CORP
KY
Y
2
2032-05-15
Floating
2.121
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
SHORT TERMS
26244HNK5
3000000
PA
USD
2999710.26
0.2917592124
Long
STIV
CORP
US
N
2
2021-01-19
None
0
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
SR UNSECURED 11/38 5.319
26078JAE0
1750000
PA
USD
2370212.01
0.2305326613
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.319
N
N
N
N
N
N
EATON VANCE CDO LTD
5493004NKU3QU5G6QW39
EATON 2020 1A C 144A
278300AE8
350000
PA
USD
350962.5
0.0341354777
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
3.05
N
N
N
N
N
N
EATON VANCE CDO LTD
5493007R7GEORNX00105
EATON 2019 1A B 144A
27830XAE6
1800000
PA
USD
1802521.8
0.1753177124
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
2.18688
N
N
N
N
N
N
EATON VANCE CDO LTD
549300R0C8KS2AMEHL81
EATON 2018 1A B 144A
27831BAE3
1700000
PA
USD
1700006.8
0.1653468509
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
1.98688
N
N
N
N
N
N
ECMC GROUP STUDENT LOAN TRUST
N/A
ECMC 2017 1A A 144A
26828WAA2
2122857.21
PA
USD
2132048.12
0.2073682544
Long
ABS-O
CORP
US
Y
2
2066-12-27
Floating
1.348
N
N
N
N
N
N
ECMC GROUP STUDENT LOAN TRUST
N/A
ECMC 2018 2A A 144A
26829GAA6
1947823.22
PA
USD
1932044.1
0.1879153705
Long
ABS-O
CORP
US
Y
2
2068-09-25
Floating
0.948
N
N
N
N
N
N
EDLINC STUDENT LOAN FUNDING TR
N/A
ESLFT 2017 A A 144A
28108RAA0
1683576.69
PA
USD
1664836.63
0.1619261135
Long
ABS-O
CORP
US
Y
2
2047-12-01
Floating
3.6
N
N
N
N
N
N
EDUCATIONAL FUNDING OF THE SOU
N/A
EFOTS 2011 1 B
28148WAC7
625000
PA
USD
594894.19
0.057860875
Long
ABS-O
CORP
US
N
2
2046-04-25
Floating
3.91475
N
N
N
N
N
N
EDUCATIONAL SERVICES OF AMERIC
N/A
EDUSA 2014 4 B 144A
28090AAB5
1200000
PA
USD
1159442.16
0.1127702018
Long
ABS-O
CORP
US
Y
2
2048-06-25
Floating
1.648
N
N
N
N
N
N
EDUCATIONAL SERVICES OF AMERIC
N/A
EDUSA 2015 1 B 144A
281378AB5
1100000
PA
USD
1062488.9
0.1033402888
Long
ABS-O
CORP
US
Y
2
2056-10-25
Floating
1.648
N
N
N
N
N
N
EDVESTINU PRIVATE EDUCATION LO
N/A
EDVES 2019 A A 144A
28166GAA3
1251578.32
PA
USD
1318146.89
0.128206215
Long
ABS-O
CORP
US
Y
2
2038-11-25
Fixed
3.58
N
N
N
N
N
N
EL PUERTO DE LIVERPOOL
4469000001BO4JEXZL32
COMPANY GUAR 144A 10/24 3.95
283837AA0
2620000
PA
USD
2813251.2
0.2736237447
Long
DBT
CORP
MX
Y
2
2024-10-02
Fixed
3.95
N
N
N
N
N
N
ELMWOOD CLO II LTD.
N/A
ELMW2 2019 2A A 144A
29001LAA9
2900000
PA
USD
2902552
0.2823093606
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
1.66838
N
N
N
N
N
N
ELMWOOD CLO III LTD
N/A
ELMW3 2019 3A B 144A
29002HAE9
350000
PA
USD
350802.9
0.0341199546
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-15
Floating
2.18688
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
COMPANY GUAR 12/45 6.125
29273RBJ7
1000000
PA
USD
1181297.02
0.1148958594
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.125
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
COMPANY GUAR 04/27 4.2
29273RBK4
1085000
PA
USD
1195845.62
0.1163108921
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.2
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
JR SUBORDINA VAR
29278NAA1
2370000
PA
USD
1884150
0.1832570723
Long
DBT
CORP
US
N
2
2099-12-31
Fixed
6.25
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
SR UNSECURED 06/25 4.15
29336UAE7
2924000
PA
USD
2850900
0.2772855598
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
SR UNSECURED 07/26 4.85
29336UAF4
951000
PA
USD
928499.34
0.090308134
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
SR UNSECURED 03/22 4.5
29359UAA7
920000
PA
USD
954985.13
0.0928842072
Long
DBT
CORP
BM
N
2
2022-03-10
Fixed
4.5
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
SR UNSECURED 06/29 4.95
29359UAB5
1600000
PA
USD
1809867.86
0.1760322083
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
1ST MORTGAGE 06/51 2.65
29366MAB4
1765000
PA
USD
1809556.37
0.176001912
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.65
N
N
N
N
N
N
ENTERGY CORP
N/A
SHORT TERMS
29366EQ25
11000000
PA
USD
10993644.09
1.069268917
Long
STIV
CORP
US
N
2
2021-03-02
None
0
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
1ST MORTGAGE 01/45 4.95
29364WAV0
1005000
PA
USD
1109065.3
0.1078704243
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
COMPANY GUAR 08/77 VAR
29379VBN2
1775000
PA
USD
1799616.73
0.1750351581
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
COMPANY GUAR 02/78 VAR
29379VBR3
1205000
PA
USD
1217643.29
0.1184309872
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.375
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
SR UNSECURED 07/23 4.75
26885BAD2
2325000
PA
USD
2444691
0.2377766714
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.75
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
SR UNSECURED 10/27 3.9
26884LAF6
4510000
PA
USD
4480459.5
0.4357805326
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.9
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
SR UNSECURED 02/25 7.875
26884LAH2
1725000
PA
USD
1964343.75
0.1910569141
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
7.875
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
SR UNSECURED 04/48 5
054561AM7
900000
PA
USD
1185437.03
0.1152985269
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5
N
N
N
N
N
N
FCI FUNDING, LLC
213800W6B18ZHTNG7371
FCITL 2019 1A A 144A
30259MAA4
238838.65
PA
USD
242545.88
0.02359061
Long
ABS-O
CORP
US
Y
2
2031-02-18
Fixed
3.63
N
N
N
N
N
N
FED HM LN PC POOL C90939
S6XOOCT0IEG5ABCC6L87
FG 12/25 FIXED 5.5
3128P7BG7
13912.91
PA
USD
15554.3
0.0015128496
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL C91026
S6XOOCT0IEG5ABCC6L87
FG 04/27 FIXED 5.5
3128P7D75
23884.05
PA
USD
26761.5
0.0026028894
Long
ABS-MBS
USGSE
US
N
2
2027-04-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL C91074
S6XOOCT0IEG5ABCC6L87
FG 08/27 FIXED 5.5
3128P7FP3
2517.05
PA
USD
2820.29
0.0002743084
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL C91128
S6XOOCT0IEG5ABCC6L87
FG 12/27 FIXED 5.5
3128P7HD8
1311.9
PA
USD
1470.77
0.0001430507
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL C91148
S6XOOCT0IEG5ABCC6L87
FG 01/28 FIXED 5.5
3128P7HZ9
59505.05
PA
USD
66711.17
0.0064884928
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL C91176
S6XOOCT0IEG5ABCC6L87
FG 05/28 FIXED 5.5
3128P7JV6
20283.52
PA
USD
22739.87
0.0022117358
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL C91217
S6XOOCT0IEG5ABCC6L87
FG 11/28 FIXED 5.5
3128P7K69
6562.64
PA
USD
7363.53
0.0007161951
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL C91239
S6XOOCT0IEG5ABCC6L87
FG 03/29 FIXED 4.5
3128P7LU5
4005.22
PA
USD
4426.29
0.0004305119
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
4.5
N
N
N
N
N
N
FED HM LN PC POOL C91251
S6XOOCT0IEG5ABCC6L87
FG 06/29 FIXED 4.5
3128P7L84
26038.54
PA
USD
28775.96
0.0027988208
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
4.5
N
N
N
N
N
N
FED HM LN PC POOL C91344
S6XOOCT0IEG5ABCC6L87
FG 11/30 FIXED 3.5
3128P7P56
80986.72
PA
USD
87020.31
0.0084638098
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
3.5
N
N
N
N
N
N
FED HM LN PC POOL C91424
S6XOOCT0IEG5ABCC6L87
FG 01/32 FIXED 3.5
3128P7SM6
50767.22
PA
USD
54787.4
0.0053287575
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.5
N
N
N
N
N
N
FED HM LN PC POOL D97258
S6XOOCT0IEG5ABCC6L87
FG 04/27 FIXED 5.5
3128E4B35
9843.91
PA
USD
11029.86
0.0010727914
Long
ABS-MBS
USGSE
US
N
2
2027-04-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL D97417
S6XOOCT0IEG5ABCC6L87
FG 10/27 FIXED 5.5
3128E4G22
9169.67
PA
USD
10280.48
0.0009999048
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
5.5
N
N
N
N
N
N
FED HM LN PC POOL J13972
S6XOOCT0IEG5ABCC6L87
FG 01/26 FIXED 3.5
3128PTMV4
25611.22
PA
USD
27245.61
0.0026499752
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
3.5
N
N
N
N
N
N
FED HM LN PC POOL RA2483
S6XOOCT0IEG5ABCC6L87
FR 06/50 FIXED 3.5
3133KHXL5
9374074.94
PA
USD
9984632.81
0.9711299933
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
3.5
N
N
N
N
N
N
FED HM LN PC POOL RA4245
B1V7KEBTPIMZEU4LTD58
FR 12/50 FIXED 2
3133KKWE5
2600000
PA
USD
2709508.62
0.2635334857
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2
N
N
N
N
N
N
FED HM LN PC POOL RA4255
S6XOOCT0IEG5ABCC6L87
FR 01/51 FIXED 2
3133KKWQ8
5475000
PA
USD
5719287.38
0.5562719852
Long
ABS-MBS
USGA
US
N
2
2051-01-01
Fixed
2
N
N
N
N
N
N
FIBRIA OVERSEAS FINANCE
549300WABWKSHESAMG92
SR UNSECURED 01/25 4
31572UAG1
1250000
PA
USD
1335950
0.1299377893
Long
DBT
CORP
KY
N
2
2025-01-14
Fixed
4
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
SUBORDINATED 08/46 4.375
33616CAB6
3210000
PA
USD
4063078.75
0.3951850523
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
4.375
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
SR UNSECURED 144A 04/49 4.55
33767BAC3
880000
PA
USD
1027691.37
0.0999557953
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
4.55
N
N
N
N
N
N
FLATIRON CLO LTD
N/A
FLAT 2019 1A B 144A
33883JAC5
350000
PA
USD
350551.6
0.0340955125
Long
ABS-CBDO
CORP
KY
Y
2
2032-11-16
Floating
2.121
N
N
N
N
N
N
FLATIRON CLO LTD
N/A
FLAT 2019 1A C 144A
33883JAD3
250000
PA
USD
250610
0.0243749462
Long
ABS-CBDO
CORP
KY
Y
2
2032-11-16
Floating
2.921
N
N
N
N
N
N
FMC TECH INC
EMQFUEY7DV1MVNKAUT87
SHORT TERMS
3024X2P18
8000000
PA
USD
7998414.24
0.7779454803
Long
STIV
CORP
US
N
2
2021-02-01
None
0
N
N
N
N
N
N
FNMA POOL 775539
B1V7KEBTPIMZEU4LTD58
FN 05/34 FLOATING VAR
31404QS42
13648.06
PA
USD
14188.62
0.0013800201
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Variable
2.516
N
N
N
N
N
N
FNMA POOL AA3980
B1V7KEBTPIMZEU4LTD58
FN 04/28 FIXED 4.5
31416MM68
47308.68
PA
USD
51206.07
0.0049804286
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
4.5
N
N
N
N
N
N
FNMA POOL AB7397
B1V7KEBTPIMZEU4LTD58
FN 12/42 FIXED 3
31417EGF2
118948.52
PA
USD
127096.54
0.0123617227
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AB7401
B1V7KEBTPIMZEU4LTD58
FN 12/42 FIXED 3
31417EGK1
101657.99
PA
USD
108621.6
0.0105648045
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AB8809
B1V7KEBTPIMZEU4LTD58
FN 03/43 FIXED 3
31417FYF9
49784.44
PA
USD
53179.14
0.0051723342
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AD0836
B1V7KEBTPIMZEU4LTD58
FN 11/28 FIXED VAR
31418M4W9
46360.6
PA
USD
51963.45
0.0050540932
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
5.5
N
N
N
N
N
N
FNMA POOL AD6437
B1V7KEBTPIMZEU4LTD58
FN 06/40 FIXED 5
31418UEK6
332810.41
PA
USD
383749.21
0.0373243939
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5
N
N
N
N
N
N
FNMA POOL AD6996
B1V7KEBTPIMZEU4LTD58
FN 07/40 FIXED 5
31418UX25
2130785.12
PA
USD
2456915.63
0.238965669
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5
N
N
N
N
N
N
FNMA POOL AL3215
B1V7KEBTPIMZEU4LTD58
FN 02/43 FIXED VAR
3138EKSD8
95905.86
PA
USD
102445.48
0.0099640999
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AL8173
B1V7KEBTPIMZEU4LTD58
FN 02/44 FIXED VAR
3138ETCK0
905177.34
PA
USD
1041740.54
0.1013222522
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
5
N
N
N
N
N
N
FNMA POOL AO8180
B1V7KEBTPIMZEU4LTD58
FN 09/42 FIXED 3
3138M0CS7
20468.99
PA
USD
21871.12
0.002127239
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AP8668
B1V7KEBTPIMZEU4LTD58
FN 12/42 FIXED 3
3138MCT20
136015.31
PA
USD
145332.41
0.0141353884
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AR0306
B1V7KEBTPIMZEU4LTD58
FN 01/43 FIXED 3
3138NWKU2
8614.49
PA
USD
9201.89
0.0008949985
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AR1975
B1V7KEBTPIMZEU4LTD58
FN 12/42 FIXED 3
3138NYFR1
29296.65
PA
USD
31303.48
0.0030446536
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AR2174
B1V7KEBTPIMZEU4LTD58
FN 04/43 FIXED 3
3138NYMY8
184471.67
PA
USD
197050.41
0.0191656085
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AR4109
B1V7KEBTPIMZEU4LTD58
FN 02/43 FIXED 3
3138W1R74
96490.49
PA
USD
103069.97
0.0100248393
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AR4432
B1V7KEBTPIMZEU4LTD58
FN 03/43 FIXED 3
3138W14S3
42903.97
PA
USD
45829.5
0.0044574901
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AR5391
B1V7KEBTPIMZEU4LTD58
FN 01/43 FIXED 3
3138W27D1
58936.49
PA
USD
62973.66
0.0061249734
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3
N
N
N
N
N
N
FNMA POOL AS1304
B1V7KEBTPIMZEU4LTD58
FN 12/28 FIXED 3.5
3138WANW3
898169.04
PA
USD
962550.43
0.0936200269
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL AT0169
B1V7KEBTPIMZEU4LTD58
FN 03/43 FIXED 3
3138WMFK2
209490.23
PA
USD
223774.93
0.0217649012
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3
N
N
N
N
N
N
FNMA POOL CA1909
B1V7KEBTPIMZEU4LTD58
FN 06/48 FIXED 4.5
3140Q9DP5
4719544.95
PA
USD
5130474.31
0.499002575
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.5
N
N
N
N
N
N
FNMA POOL CA6096
B1V7KEBTPIMZEU4LTD58
FN 06/50 FIXED 3.5
3140QDX25
8797562.69
PA
USD
9472292.64
0.9212985258
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL FM4017
B1V7KEBTPIMZEU4LTD58
FN 08/50 FIXED VAR
3140X7PB9
874635.39
PA
USD
925042.9
0.0899719521
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL MA1356
B1V7KEBTPIMZEU4LTD58
FN 02/43 FIXED 3.5
31418AQJ0
7155601.08
PA
USD
7807262.39
0.7593535803
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.5
N
N
N
N
N
N
FNMA POOL MA1368
B1V7KEBTPIMZEU4LTD58
FN 03/43 FIXED 3
31418AQW1
184335.21
PA
USD
196904.64
0.0191514305
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3
N
N
N
N
N
N
FNMA POOL MA3029
B1V7KEBTPIMZEU4LTD58
FN 06/32 FIXED 3
31418CLK8
2522976.64
PA
USD
2663981.26
0.2591053825
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3
N
N
N
N
N
N
FNMA POOL MA3090
B1V7KEBTPIMZEU4LTD58
FN 08/32 FIXED 3
31418CNG5
1061888.98
PA
USD
1121236.04
0.1090541804
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3
N
N
N
N
N
N
FNMA TBA 15 YR 2
B1V7KEBTPIMZEU4LTD58
SINGLE FAMILY MORTGAGE
01F020414
43225000
PA
USD
45203892.37
4.3966419727
Long
ABS-MBS
USGSE
US
N
2
2036-01-16
Fixed
2
N
N
N
N
N
N
FNMA TBA 30 YR 3
B1V7KEBTPIMZEU4LTD58
SINGLE FAMILY MORTGAGE
01F030611
29475000
PA
USD
30884273.44
3.0038805462
Long
ABS-MBS
USGSE
US
N
2
2051-01-14
Fixed
3
N
N
N
N
N
N
FNMA TBA 30 YR 3.5
B1V7KEBTPIMZEU4LTD58
SINGLE FAMILY MORTGAGE
01F032617
18250000
PA
USD
19296524.35
1.8768275128
Long
ABS-MBS
USGSE
US
N
2
2051-01-14
Fixed
3.5
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
SR UNSECURED 01/23 3.087
345397A29
1410000
PA
USD
1434597.45
0.1395324834
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.087
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
SR UNSECURED 02/23 4.14
345397ZB2
1360000
PA
USD
1400800
0.1362452601
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
4.14
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FHR 2178 PB
3133TLUH9
29824.75
PA
USD
33852.86
0.0032926126
Long
ABS-O
USGSE
US
N
2
2029-08-15
Fixed
7
N
N
N
N
N
N
FREDDIE MAC STACR
N/A
STACR 2016 HQA3 M2
3137G0KX6
54173.04
PA
USD
54184.17
0.0052700859
Long
ABS-O
USGSE
US
N
2
2029-03-25
Floating
1.498
N
N
N
N
N
N
FREDDIE MAC STACR
S6XOOCT0IEG5ABCC6L87
STACR 2020 DNA3 M1 144A
35565WAA0
912889.08
PA
USD
914115.82
0.0889091574
Long
ABS-O
USGSE
US
Y
2
2050-06-25
Floating
1.648
N
N
N
N
N
N
FREDDIE MAC STACR
S6XOOCT0IEG5ABCC6L87
STACR 2020 DNA3 M2 144A
35565WAH5
1908000
PA
USD
1918376.66
0.1865860416
Long
ABS-O
USGSE
US
Y
2
2050-06-25
Floating
3.148
N
N
N
N
N
N
FULTON FINANCIAL CORP
5493005QLZ6O1BNC0C11
SR UNSECURED 03/22 3.6
360271AK6
1565000
PA
USD
1605715.07
0.1561758048
Long
DBT
CORP
US
N
2
2022-03-16
Fixed
3.6
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
COMPANY GUAR 11/35 4.418
36164QNA2
335000
PA
USD
399837.92
0.0388892215
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
SR UNSECURED 10/42 4.125
369604BF9
113000
PA
USD
132465.35
0.0128839064
Long
DBT
CORP
US
N
2
2042-10-09
Fixed
4.125
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
SR UNSECURED 01/39 6.875
36962G4B7
298000
PA
USD
438680.51
0.0426671475
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.875
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
SR UNSECURED 10/27 4.2
37045VAN0
565000
PA
USD
640225.25
0.0622698856
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.2
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
SR UNSECURED 04/38 5.15
37045VAP5
800000
PA
USD
961880.02
0.0935548212
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
COMPANY GUAR 11/24 3.5
37045XCD6
2100000
PA
USD
2269384.55
0.220725934
Long
DBT
CORP
US
N
2
2024-11-07
Fixed
3.5
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
SR UNSECURED 06/23 4.15
37045XCL8
2193000
PA
USD
2359275.94
0.2294689921
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
SR UNSECURED 11/21 4.2
37045XCP9
1216000
PA
USD
1253352.04
0.1219041082
Long
DBT
CORP
US
N
2
2021-11-06
Fixed
4.2
N
N
N
N
N
N
GENPACT LUXEMBOURG SARL
549300875ZJZQ1PBR343
COMPANY GUAR 04/22 3.7
37254BAB6
2400000
PA
USD
2447048.93
0.2380060095
Long
DBT
CORP
LU
N
2
2022-04-01
Fixed
3.7
N
N
N
N
N
N
GLENCORE FINANCE CANADA
5493005TTO0UJ33KCK70
COMPANY GUAR 144A 10/42 5.3
98417EAR1
894000
PA
USD
1096383.72
0.1066369825
Long
DBT
CORP
CA
Y
2
2042-10-25
Fixed
5.55
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
COMPANY GUAR 144A 04/24 4.625
378272AH1
1565000
PA
USD
1747763.25
0.1699917609
Long
DBT
CORP
US
Y
2
2024-04-29
Fixed
4.625
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
COMPANY GUAR 144A 10/27 3.875
378272AQ1
975000
PA
USD
1098727.5
0.1068649444
Long
DBT
CORP
US
Y
2
2027-10-27
Fixed
3.875
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
SR UNSECURED 144A 09/24 6.5
37960JAA6
1398937
PA
USD
1248551.27
0.1214371735
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
179166.67
PA
USD
178270.35
0.0173390136
Long
ABS-O
CORP
BB
Y
2
2029-07-17
Fixed
3.19
N
N
N
N
N
N
GNMA II POOL 008746
549300M8ZYFG0OCMTT87
G2 11/25 FLOATING VAR
36202KWF8
2404.94
PA
USD
2444.78
0.0002377853
Long
ABS-MBS
USGA
US
N
2
2025-11-20
Variable
3.125
N
N
N
N
N
N
GNMA II POOL 080136
549300M8ZYFG0OCMTT87
G2 11/27 FLOATING VAR
36225CEJ1
564.2
PA
USD
575.76
0.0000559998
Long
ABS-MBS
USGA
US
N
2
2027-11-20
Variable
3.125
N
N
N
N
N
N
GNMA II POOL MA4321
549300M8ZYFG0OCMTT87
G2 03/47 FIXED 3.5
36179SYS0
5850302.64
PA
USD
6297877.12
0.6125470492
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
3.5
N
N
N
N
N
N
GNMA II POOL MA6656
549300M8ZYFG0OCMTT87
G2 05/50 FIXED 3
36179VMD9
9474648.51
PA
USD
9909875.96
0.9638589578
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3
N
N
N
N
N
N
GNMA II POOL MA6710
549300M8ZYFG0OCMTT87
G2 06/50 FIXED 3
36179VN30
9576461.26
PA
USD
10041054.66
0.9766177215
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
3
N
N
N
N
N
N
GNMA II TBA 30 YR 3
549300M8ZYFG0OCMTT87
JUMBOS
21H030617
11950000
PA
USD
12496152.05
1.215406544
Long
ABS-MBS
USGA
US
N
2
2051-01-21
Fixed
3
N
N
N
N
N
N
GNMA II TBA 30 YR 3.5
549300M8ZYFG0OCMTT87
JUMBOS
21H032613
29120000
PA
USD
30862651.46
3.0017775391
Long
ABS-MBS
USGA
US
N
2
2051-01-21
Fixed
3.5
N
N
N
N
N
N
GNMA POOL 352022
549300M8ZYFG0OCMTT87
GN 11/23 FIXED 7
36203LAX0
1967.16
PA
USD
2079.6
0.000202267
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 371146
549300M8ZYFG0OCMTT87
GN 09/23 FIXED 7
36204JHX7
43.12
PA
USD
44.54
0.0000043321
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 374440
549300M8ZYFG0OCMTT87
GN 11/23 FIXED 7
36204M4Z9
169.15
PA
USD
178.22
0.0000173341
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 480539
549300M8ZYFG0OCMTT87
GN 04/29 FIXED 7
36209SZC8
204.81
PA
USD
230.84
0.0000224521
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 488634
549300M8ZYFG0OCMTT87
GN 05/29 FIXED 7
36210CY72
1877.95
PA
USD
2135.52
0.0002077059
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 491089
549300M8ZYFG0OCMTT87
GN 12/28 FIXED 7
36210FRJ7
6079.19
PA
USD
6616.03
0.0006434914
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 493723
549300M8ZYFG0OCMTT87
GN 08/29 FIXED 7
36210JPG7
2200.37
PA
USD
2537.42
0.0002467957
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 499410
N/A
GN 07/29 FIXED 7
36210QYF3
1081.5
PA
USD
1246.17
0.0001212056
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 500928
549300M8ZYFG0OCMTT87
GN 05/29 FIXED 7
36210SPM4
3008.53
PA
USD
3455.29
0.00033607
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 510083
549300M8ZYFG0OCMTT87
GN 07/29 FIXED 7
36211DUG3
735.47
PA
USD
839.46
0.0000816479
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
7
N
N
N
N
N
N
GNMA POOL 581417
549300M8ZYFG0OCMTT87
GN 07/32 FIXED 7
36201E4A5
4300.28
PA
USD
4894.7
0.0004760706
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
7
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SUBORDINATED 01/27 5.95
38141GES9
1410000
PA
USD
1777375.77
0.1728719476
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.95
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SUBORDINATED 10/37 6.75
38141GFD1
1145000
PA
USD
1752034.41
0.1704071844
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
SUBORDINATED 10/25 4.25
38141GVR2
550000
PA
USD
630740.79
0.0613474036
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25
N
N
N
N
N
N
GOODGREEN TRUST
N/A
GOODG 2016 1A A 144A
38217KAA2
1492189.93
PA
USD
1537241.68
0.1495159142
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
3.23
N
N
N
N
N
N
GOODGREEN TRUST
N/A
GOODG 2017 1A A 144A
38217VAA8
704582.43
PA
USD
742828.93
0.0722493724
Long
ABS-O
CORP
US
Y
2
2052-10-15
Fixed
3.74
N
N
N
N
N
N
GOODGREEN TRUST
N/A
GOODG 2019 1A A 144A
38218DAA7
1222729.52
PA
USD
1292362.25
0.1256983373
Long
ABS-O
CORP
US
Y
2
2054-10-15
Fixed
3.86
N
N
N
N
N
N
GOODGREEN TRUST
N/A
GOODG 2019 2A A 144A
38218EAA5
2658767.51
PA
USD
2748076.04
0.267284648
Long
ABS-O
CORP
KY
Y
2
2054-10-15
Fixed
2.76
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
SR UNSECURED 11/45 5
406216BK6
1000000
PA
USD
1188774.29
0.1156231171
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5
N
N
N
N
N
N
HARBOR PARK CLO LTD
N/A
HARB 2018 1A B1 144A
41154XAG0
1290000
PA
USD
1290059.34
0.1254743506
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-20
Floating
1.91838
N
N
N
N
N
N
HELIOS ISSUER, LLC
N/A
SNVA 2017 1A A 144A
42329GAA8
1478653.87
PA
USD
1546124.11
0.1503798412
Long
ABS-O
CORP
US
Y
2
2049-09-20
Fixed
4.94
N
N
N
N
N
N
HELIOS ISSUER, LLC
N/A
SNVA 2018 1A A 144A
86745JAA5
439145.99
PA
USD
470097.44
0.0457228355
Long
ABS-O
CORP
US
Y
2
2048-07-20
Fixed
4.87
N
N
N
N
N
N
HERCULES CAPITAL INC
549300UJ5OC256GR2B73
SR UNSECURED 10/22 4.625
427096AG7
2910000
PA
USD
2958245.44
0.2877262418
Long
DBT
CORP
US
N
2
2022-10-23
Fixed
4.625
N
N
N
N
N
N
HERO FUNDING TRUST
N/A
HERO 2016 4A A1 144A
40417QAA3
966072.19
PA
USD
1012834.43
0.0985107727
Long
ABS-O
CORP
US
Y
2
2047-09-20
Fixed
3.57
N
N
N
N
N
N
HERO FUNDING TRUST
N/A
HERO 2016 3A A1 144A
42770XAA5
780049.86
PA
USD
800637.56
0.0778719822
Long
ABS-O
CORP
US
Y
2
2042-09-20
Fixed
3.08
N
N
N
N
N
N
HERO FUNDING TRUST
549300Z5C0ID42MSJA91
HERO 2017 3A A1 144A
42771AAA4
813529.71
PA
USD
837951.79
0.0815012561
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
3.19
N
N
N
N
N
N
HERO FUNDING TRUST
549300P141LFKW37WX94
HERO 2017 2A A1 144A
42771LAB8
241038.77
PA
USD
249069.39
0.0242251027
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
3.28
N
N
N
N
N
N
HERO FUNDING TRUST
549300P141LFKW37WX94
HERO 2017 2A A2 144A
42771LAC6
193860.71
PA
USD
202151.32
0.0196617356
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
4.07
N
N
N
N
N
N
HERO FUNDING TRUST
N/A
HERO 2018 1A A2 144A
42772GAB8
1459545.09
PA
USD
1562661.07
0.1519882667
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
4.67
N
N
N
N
N
N
HIGHER EDUCATION FUNDING
N/A
HEF 2004 1 B1 144A
429827AR9
450000
PA
USD
400126.95
0.0389173332
Long
ABS-O
CORP
US
Y
2
2044-01-01
Floating
1.796
N
N
N
N
N
N
HIGHER EDUCATION FUNDING
N/A
HEF 2004 1 B2 144A
429827AS7
450000
PA
USD
393448.95
0.0382678145
Long
ABS-O
CORP
US
Y
2
2044-01-01
Floating
0
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
SR UNSECURED 03/28 4.125
431282AQ5
475000
PA
USD
534265.07
0.0519639374
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.125
N
N
N
N
N
N
HORIZON AIRCRAFT FINANCE I LIM
N/A
HORZN 2018 1 A 144A
440405AE8
940892.37
PA
USD
908830.24
0.0883950689
Long
ABS-O
CORP
US
Y
2
2038-12-15
Fixed
4.458
N
N
N
N
N
N
HORIZON AIRCRAFT FINANCE II LL
N/A
HORZN 2019 1 A 144A
44040HAA0
1310594.62
PA
USD
1264344.26
0.1229732386
Long
ABS-O
CORP
KY
Y
2
2039-07-15
Fixed
3.721
N
N
N
N
N
N
HORIZON AIRCRAFT FINANCE III L
N/A
HORZN 2019 2 A 144A
44040JAA6
2862548.12
PA
USD
2765976.05
0.2690256471
Long
ABS-O
CORP
KY
Y
2
2039-11-15
Fixed
3.425
N
N
N
N
N
N
HOST HOTELS + RESORTS LP
FXB7X4WXVA8QPMNOGS12
SR UNSECURED 09/30 3.5
44107TAZ9
2120000
PA
USD
2233511.52
0.2172368347
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.5
N
N
N
N
N
N
HPS LOAN MANAGEMENT
N/A
HLM 15A 19 A1 144A
40439DAA6
1300000
PA
USD
1300725.4
0.1265117579
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-22
Floating
1.53575
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
SUBORDINATED 03/24 4.25
404280AP4
1225000
PA
USD
1351595.46
0.1314595053
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
4.25
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
SUBORDINATED 08/25 4.25
404280AU3
2662000
PA
USD
3024491.86
0.2941695319
Long
DBT
CORP
GB
N
2
2025-08-18
Fixed
4.25
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
SR UNSECURED 03/47 4.8
444859BG6
830000
PA
USD
1108718.47
0.1078366907
Long
DBT
CORP
US
N
2
2047-03-15
Fixed
4.8
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
SR UNSECURED 144A 11/22 2.85
44891ABC0
1705000
PA
USD
1766888.82
0.171851961
Long
DBT
CORP
US
Y
2
2022-11-01
Fixed
2.85
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
SR UNSECURED 144A 02/27 3
44891ABG1
4225000
PA
USD
4586557.84
0.4460999187
Long
DBT
CORP
US
Y
2
2027-02-10
Fixed
3
N
N
N
N
N
N
ICG US CLO LTD
N/A
ICG 2019 1A A1A 144A
44932VAA0
750000
PA
USD
750986.25
0.0730427734
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-26
Floating
1.59475
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
COMPANY GUAR 144A 07/29 3.875
45262BAC7
2764000
PA
USD
3089443.64
0.3004869021
Long
DBT
CORP
GB
Y
2
2029-07-26
Fixed
3.875
N
N
N
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
SR UNSECURED 144A 01/28 3.75
456829AA8
820000
PA
USD
874325
0.0850390042
Long
DBT
CORP
MX
Y
2
2028-01-14
Fixed
3.75
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
SHORT TERMS
45856WP29
3000000
PA
USD
2999067
0.2916966473
Long
STIV
CORP
US
N
2
2021-02-02
None
0
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE
5493000F4ZO33MV32P92
SHORT TERMS
45856WSQ3
5000000
PA
USD
4991135
0.4854500903
Long
STIV
CORP
US
N
2
2021-05-24
None
0
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
SR UNSECURED 144A 05/30 2.95
465685AQ8
895000
PA
USD
978261.28
0.0951481029
Long
DBT
CORP
US
Y
2
2030-05-14
Fixed
2.95
N
N
N
N
N
N
J.G. WENTWORTH XLII LLC
N/A
HENDR 2018 2A A 144A
46590UAA0
1355028.3
PA
USD
1556001.08
0.1513404997
Long
ABS-O
CORP
US
Y
2
2075-10-15
Fixed
3.96
N
N
N
N
N
N
JACKSON PARK TRUST
N/A
JAX 2019 LIC C 144A
46868RAJ3
2300000
PA
USD
2288745.41
0.222609019
Long
ABS-O
CORP
US
Y
2
2039-10-14
Fixed
3.131
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
P77IMDGVZE8EFBTF2M92
SR UNSECURED 144A 01/30 5.5
46590XAB2
776000
PA
USD
891437.76
0.0867034334
Long
DBT
CORP
NA
Y
2
2030-01-15
Fixed
5.5
N
N
N
N
N
N
JOBSOHIO BEVERAGE SYS STWD LIQ
N/A
JOBGEN 01/35 FIXED 4.532
47770VAZ3
1950000
PA
USD
2499295.5
0.2430876396
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
4.532
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST
N/A
JPMMT 2017 1 A11 144A
46648CAL8
1543829.75
PA
USD
1577701.53
0.1534511389
Long
ABS-O
CORP
US
Y
2
2047-01-25
Floating
3.5
N
N
N
N
N
N
JPMORGAN CHASE + CO
8I5DZWZKVSZI1NUHU748
SR UNSECURED 07/41 5.6
46625HJB7
1125000
PA
USD
1701902.9
0.1655312702
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.6
N
N
N
N
N
N
KKR FINANCIAL CLO LTD
N/A
KKR 28A A 144A
48253WAA0
900000
PA
USD
897707.7
0.0873132632
Long
ABS-CBDO
CORP
KY
Y
2
2031-03-15
Floating
1.3565
N
N
N
N
N
N
KKR GROUP FINAN CO VIII
N/A
COMPANY GUAR 144A 08/50 3.5
48252MAA3
710000
PA
USD
787960.26
0.0766389567
Long
DBT
CORP
US
Y
2
2050-08-25
Fixed
3.5
N
N
N
N
N
N
KKR GRP FIN CO VI LLC
549300TUJWGHJM3FSJ07
COMPANY GUAR 144A 07/29 3.75
48252AAA9
1260000
PA
USD
1466140.4
0.1426004285
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
3.75
N
N
N
N
N
N
KNDL MORTGAGE TRUST
N/A
KNDL 2019 KNSQ E 144A
482598AN9
1505000
PA
USD
1497620.83
0.1456622927
Long
ABS-O
CORP
US
Y
2
2036-05-15
Floating
1.959
N
N
N
N
N
N
KREF 2018 FL1 LTD.
549300N45646UZ8P3S07
KREF 2018 FL1 C 144A
48275PAG6
1670000
PA
USD
1641564.24
0.1596625835
Long
ABS-CBDO
CORP
KY
Y
2
2036-06-15
Floating
2.1525
N
N
N
N
N
N
LABRADOR AVIATION FINANCE LIMI
549300FTBC83WH0X4750
LAFL 2016 1A A1 144A
50543LAA0
2151381.49
PA
USD
2033365.95
0.1977701833
Long
ABS-O
CORP
US
Y
2
2042-01-15
Floating
4.3
N
N
N
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
SR UNSECURED 03/27 3.625
52107QAH8
1253000
PA
USD
1377631.57
0.1339918415
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.625
N
N
N
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
SR UNSECURED 09/28 4.5
52107QAJ4
755000
PA
USD
896058.54
0.0871528619
Long
DBT
CORP
US
N
2
2028-09-19
Fixed
4.5
N
N
N
N
N
N
LEASEPLAN CORPORATION NV
724500C60L930FVHS484
SR UNSECURED 144A 10/24 2.875
52206AAD2
1535000
PA
USD
1621970.14
0.157756813
Long
DBT
CORP
NL
Y
2
2024-10-24
Fixed
2.875
N
N
N
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
SR UNSECURED 01/44 5.625
524901AR6
1195000
PA
USD
1714770.3
0.1667827853
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.625
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
COMPANY GUAR 144A 05/30 4.375
52532XAE5
575000
PA
USD
688533.75
0.0669684894
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.375
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
COMPANY GUAR 144A 02/31 2.3
52532XAG0
1260000
PA
USD
1282930.74
0.1247810054
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.3
N
N
N
N
N
N
LUNAR AIRCRAFT 2020 1 LIMITED
N/A
LUNRR 2020 1A A 144A
55037LAA2
945046.43
PA
USD
892542.3
0.0868108637
Long
ABS-O
CORP
US
Y
2
2045-02-15
Fixed
3.376
N
N
N
N
N
N
MACH I
549300ODEK8HY3445C77
MAACH 2019 1 A 144A
55446MAA5
1948759.03
PA
USD
1882588.14
0.183105162
Long
ABS-O
CORP
KY
Y
2
2039-10-15
Fixed
3.474
N
N
N
N
N
N
MADISON PARK FUNDING LTD
N/A
MDPK 2018 29A C 144A
55820CAJ4
620000
PA
USD
614522.92
0.0597700136
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-18
Floating
2.41775
N
N
N
N
N
N
MADISON PARK FUNDING LTD
N/A
MDPK 2018 28A B 144A
55821AAE8
1665000
PA
USD
1655604.41
0.161028165
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Floating
1.83688
N
N
N
N
N
N
MADISON PARK XLIV
N/A
ATRM 15A B 144A
04965FAG6
1190000
PA
USD
1188543.44
0.115600664
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-23
Floating
1.95913
N
N
N
N
N
N
MAGNETITE CLO LTD
549300F7COUCG1RROP29
MAGNE 2020 26A A 144A
55954YAA3
1500000
PA
USD
1504870.5
0.1463674134
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Floating
1.98688
N
N
N
N
N
N
MAGNETITE CLO LTD
5493003N6WY184N72D84
MAGNE 2020 27A C 144A
55955EAG3
450000
PA
USD
450988.65
0.0438642675
Long
ABS-CBDO
CORP
KY
Y
2
2033-07-20
Floating
2.86215
N
N
N
N
N
N
MANHATTAN WEST
N/A
OMW 2020 1MW B 144A
563136AE0
2122000
PA
USD
2217181.25
0.2156485124
Long
ABS-O
CORP
US
Y
2
2039-09-10
Floating
2.334977
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
SR UNSECURED 03/41 6.5
56585AAF9
1120000
PA
USD
1503712.29
0.1462547631
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.5
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
SR UNSECURED 04/48 4.5
56585ABE1
510000
PA
USD
565334.84
0.0549858598
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.5
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
SR UNSECURED 09/29 3.35
570535AU8
585000
PA
USD
657742.72
0.0639736779
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
3.35
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
COMPANY GUAR 144A 04/49 3.95
571676AF2
660000
PA
USD
841013.91
0.0817990855
Long
DBT
CORP
US
Y
2
2049-04-01
Fixed
3.95
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
SR UNSECURED 03/41 6
58155QAE3
550000
PA
USD
762534.53
0.0741659876
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6
N
N
N
N
N
N
MFT TRUST
N/A
MOFT 2020 ABC A 144A
55317BAA5
919000
PA
USD
966759.05
0.0940293677
Long
ABS-O
CORP
US
Y
2
2042-02-10
Fixed
3.358
N
N
N
N
N
N
MFT TRUST
N/A
MOFT 2020 ABC B 144A
55317BAE7
1003000
PA
USD
1040472.38
0.1011989078
Long
ABS-O
CORP
US
Y
2
2042-02-10
Floating
3.4767
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
SR SECURED 144A 02/24 0.972
595017AV6
1685000
PA
USD
1689124.53
0.1642884145
Long
DBT
CORP
US
Y
2
2024-02-15
Fixed
0.972
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
SR UNSECURED 11/45 4.45
594918BL7
2064000
PA
USD
2929173.24
0.284898608
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
4.45
N
N
N
N
N
N
MKT 2020 525M MORTGAGE TRUST
N/A
MKT 2020 525M D 144A
55316PAJ6
475000
PA
USD
473834.87
0.0460863472
Long
ABS-O
CORP
US
Y
2
2040-02-12
Fixed
2.9406
N
N
N
N
N
N
MKT 2020 525M MORTGAGE TRUST
N/A
MKT 2020 525M E 144A
55316PAL1
976000
PA
USD
936120.74
0.0910494102
Long
ABS-O
CORP
US
Y
2
2040-02-12
Fixed
2.9406
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
COMPANY GUAR 05/42 5
60871RAD2
360000
PA
USD
450537.28
0.0438203662
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
5
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
COMPANY GUAR 07/46 4.2
60871RAH3
1124000
PA
USD
1289746.12
0.1254438861
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.2
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
SUBORDINATED 09/26 4.35
6174467Y9
3200000
PA
USD
3772762.4
0.3669481686
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MSC 2011 C2 B 144A
617459AG7
1325000
PA
USD
1336178.23
0.1299599875
Long
ABS-O
CORP
US
Y
2
2044-06-15
Floating
5.2
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MSC 2018 H3 B
61767YBD1
760000
PA
USD
877809.2
0.0853778861
Long
ABS-O
CORP
US
N
2
2051-07-15
Floating
4.62
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MSC 2019 L2 AS
61768HAZ9
1950000
PA
USD
2251604.36
0.2189965889
Long
ABS-O
CORP
US
N
2
2052-03-15
Fixed
4.272
N
N
N
N
N
N
MOSAIC SOLAR LOANS LLC
549300ZLA8SW2SVJMN33
MSAIC 2017 1A A 144A
61946EAA6
281814.52
PA
USD
303071.25
0.0294774567
Long
ABS-O
CORP
US
Y
2
2042-06-20
Fixed
4.45
N
N
N
N
N
N
MOSAIC SOLAR LOANS LLC
549300ZLA8SW2SVJMN33
MSAIC 2018 1A A 144A
61946FAA3
273642.72
PA
USD
295360.07
0.0287274483
Long
ABS-O
CORP
US
Y
2
2043-06-22
Fixed
4.01
N
N
N
N
N
N
MP CLO III, LTD
549300FWSFBNCWDD1P18
MP3 2013 1A AR 144A
553205AC9
1750000
PA
USD
1743621.25
0.1695888998
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-20
Floating
1.46838
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
SR UNSECURED 04/38 4.5
55336VAM2
595000
PA
USD
680569.68
0.0661938843
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.5
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
JR SUBORDINA VAR
55336VAU4
1775000
PA
USD
1712875
0.1665984437
Long
DBT
CORP
US
N
2
2099-12-31
Fixed
6.875
N
N
N
N
N
N
MVW OWNER TRUST
N/A
MVWOT 2017 1A A 144A
553896AA9
150531.17
PA
USD
153342.38
0.0149144578
Long
ABS-O
CORP
US
Y
2
2034-12-20
Fixed
2.42
N
N
N
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
SHORT TERMS
63627TNB9
11000000
PA
USD
10999495.87
1.0698380756
Long
STIV
CORP
US
N
2
2021-01-11
None
0
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
5493007OOYUHTF8GSL63
NAVSL 2015 3 B
63939LAC1
940000
PA
USD
897551.48
0.0872980689
Long
ABS-O
CORP
US
N
2
2058-10-25
Floating
1.65013
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
549300761SV59SBM0Z40
NAVSL 2016 5A A 144A
63939QAA4
3073387
PA
USD
3101078.52
0.3016185392
Long
ABS-O
CORP
US
Y
2
2065-06-25
Floating
1.40013
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2016 2A A3 144A
63940FAC1
2370000
PA
USD
2446906.03
0.2379921107
Long
ABS-O
CORP
US
Y
2
2065-06-25
Floating
1.648
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2016 7A A 144A
63940GAA3
1708016.71
PA
USD
1728253.8
0.1680942237
Long
ABS-O
CORP
US
Y
2
2066-03-25
Floating
1.30013
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2016 6A A3 144A
63940LAC8
7050000
PA
USD
7102724.84
0.6908285219
Long
ABS-O
CORP
US
Y
2
2066-03-25
Floating
1.448
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2018 3A A3 144A
63940TAC1
4700000
PA
USD
4695613.49
0.4567069399
Long
ABS-O
CORP
US
Y
2
2067-03-25
Floating
0.948
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2018 CA B 144A
63940VAC6
1530000
PA
USD
1598580.41
0.1554818702
Long
ABS-O
CORP
US
Y
2
2042-06-16
Fixed
4.22
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2019 1A A2 144A
63940XAB4
4530000
PA
USD
4518505.13
0.4394809444
Long
ABS-O
CORP
US
Y
2
2067-12-27
Floating
1.048
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2019 CA B 144A
63940YAC0
2249000
PA
USD
2294432.05
0.2231621156
Long
ABS-O
CORP
US
Y
2
2068-02-15
Fixed
3.67
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2019 A B 144A
63941BAD7
1190000
PA
USD
1230150.36
0.1196474556
Long
ABS-O
CORP
US
Y
2
2043-01-15
Fixed
3.9
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2019 BA B 144A
63941LAD5
2950000
PA
USD
3052428.13
0.2968866824
Long
ABS-O
CORP
US
Y
2
2059-12-15
Fixed
4.04
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVSL 2020 IA B 144A
63942AAC0
2352000
PA
USD
2343186.35
0.227904079
Long
ABS-O
CORP
US
Y
2
2069-04-15
Fixed
2.95
N
N
N
N
N
N
NELNET PRIVATE EDUCATION LOAN
N/A
NPELT 2016 A A1B 144A
64034JAB0
303754.83
PA
USD
305200.7
0.0296845722
Long
ABS-O
CORP
US
Y
2
2040-12-26
Fixed
3.6
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2006 3 B
64031AAJ5
548503.16
PA
USD
473895.87
0.0460922802
Long
ABS-O
CORP
US
N
2
2041-06-25
Floating
0.501
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
549300T6B0Q52I6OM558
NSLT 2005 4 A4R1
64031QCK5
315057.36
PA
USD
302836.29
0.0294546039
Long
ABS-O
CORP
US
N
2
2032-03-22
Floating
1.145
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2019 1A B 144A
64034CAB5
3250000
PA
USD
3067263.23
0.2983295807
Long
ABS-O
CORP
US
Y
2
2067-04-25
Floating
1.548
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2019 5 B 144A
64034EAB1
2150000
PA
USD
2083403.32
0.2026369413
Long
ABS-O
CORP
US
Y
2
2067-10-25
Fixed
3.45
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST
N/A
NSLT 2019 2A A 144A
64034NAA3
1609861.63
PA
USD
1594456.06
0.1550807258
Long
ABS-O
CORP
US
Y
2
2067-06-27
Floating
1.048
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
GENL REF MOR 04/36 6.65
641423BP2
550000
PA
USD
839864.25
0.0816872667
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.65
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
SUBORDINATED 144A 05/50 3.75
64952GAT5
510000
PA
USD
610079.14
0.0593378006
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.75
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
SR UNSECURED 02/42 5.8
65473QAZ6
950000
PA
USD
1327911.92
0.1291559859
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.8
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
SR UNSECURED 02/44 4.8
65473QBC6
1035000
PA
USD
1355594.38
0.1318484501
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.8
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
SHORT TERMS
65478JNE0
2000000
PA
USD
1999870.12
0.1945122964
Long
STIV
CORP
US
N
2
2021-01-14
None
0
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
SHORT TERMS
65478JNK6
1000000
PA
USD
999903.42
0.0972530708
Long
STIV
CORP
US
N
2
2021-01-19
None
0
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
JR SUBORDINA 144A 12/99 VAR
65559CAA9
1133000
PA
USD
1300117.5
0.1264526321
Long
DBT
CORP
FI
Y
2
2099-12-31
Fixed
6.625
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
SR UNSECURED 08/52 4.05
655844BV9
860000
PA
USD
1094802.36
0.1064831756
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.05
N
N
N
N
N
N
NOV INC
549300EHF3IW1AR6U008
SR UNSECURED 12/42 3.95
637071AK7
1506000
PA
USD
1532038.47
0.1490098372
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.95
N
N
N
N
N
N
NOV INC
549300EHF3IW1AR6U008
SR UNSECURED 12/29 3.6
637071AM3
1570000
PA
USD
1641740.79
0.1596797552
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.6
N
N
N
N
N
N
NP SPE II LLC
549300M4DFCB4G0UM882
NPRL 2017 1A A2 144A
62946AAD6
2260000
PA
USD
2399277.92
0.2333596833
Long
ABS-O
CORP
US
Y
2
2047-10-21
Fixed
4.219
N
N
N
N
N
N
NUTRITION + BIOSCIENCES
N/A
COMPANY GUAR 144A 10/27 1.832
67079BAC4
755000
PA
USD
778151.72
0.075684954
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
1.832
N
N
N
N
N
N
OAK HILL CREDIT PARTNERS
N/A
OAKC 2019 4A A1 144A
67098DAC7
1000000
PA
USD
1001217
0.0973808328
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-22
Floating
1.54575
N
N
N
N
N
N
OAK HILL CREDIT PARTNERS
N/A
OAKC 2019 4A C 144A
67098DAJ2
500000
PA
USD
501573
0.0487842261
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-22
Floating
2.86575
N
N
N
N
N
N
OAK STREET INVESTMENT GRADE NE
N/A
OAKIG 2020 1A A5 144A
67181DAE1
1200000
PA
USD
1198390.2
0.1165583842
Long
ABS-O
CORP
US
Y
2
2050-11-20
Fixed
3.39
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
SR UNSECURED 03/46 6.6
674599DL6
1258000
PA
USD
1276461.15
0.1241517572
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.6
N
N
N
N
N
N
OCP CLO LTD
254900WK4JKXAXOKTL68
OCP 2018 15A A1 144A
67112KAA7
250000
PA
USD
249423.25
0.02425952
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
1.31838
N
N
N
N
N
N
OHA LOAN FUNDING LTD
25490072LQI0R2J4XC93
OHALF 2015 1A A1R2 144A
67109BCN2
550000
PA
USD
550626.45
0.0535552855
Long
ABS-CBDO
CORP
KY
Y
2
2032-11-15
Floating
1.561
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
SR SECURED 09/38 7.5
68233JAF1
495000
PA
USD
824371.13
0.0801803677
Long
DBT
CORP
US
N
2
2038-09-01
Fixed
7.5
N
N
N
N
N
N
ONEMAIN DIRECT AUTO RECEIVABLE
N/A
ODART 2019 1A B 144A
68267EAB0
1774000
PA
USD
1936561.02
0.1883546973
Long
ABS-O
CORP
US
Y
2
2028-11-14
Fixed
3.95
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRU
N/A
OMFIT 2020 2A B 144A
682696AB5
396000
PA
USD
401425.48
0.0390436315
Long
ABS-O
CORP
US
Y
2
2035-09-14
Fixed
2.21
N
N
N
N
N
N
ONEMAIN FINANCIAL ISSUANCE TRU
N/A
OMFIT 2019 2A A 144A
68269BAA6
8400000
PA
USD
9067390.92
0.8819167866
Long
ABS-O
CORP
US
Y
2
2036-10-14
Fixed
3.14
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
COMPANY GUAR 01/22 5.75
651290AP3
1904000
PA
USD
1977592.72
0.1923455415
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
5.75
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
COMPANY GUAR 07/24 5.625
651290AQ1
975000
PA
USD
1044355.88
0.1015766266
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.625
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
COMPANY GUAR 01/26 5.375
651290AR9
1650000
PA
USD
1770693.84
0.1722220466
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.375
N
N
N
N
N
N
OVINTIV INC
CZ72ZHBVKZXQRV3XFE26
COMPANY GUAR 02/38 6.5
292505AG9
545000
PA
USD
608577.37
0.0591917348
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.5
N
N
N
N
N
N
OXFORD FINANCE FUNDING TRUST
N/A
OXFIN 2020 1A A2 144A
69144AAA7
1536000
PA
USD
1570624.82
0.1527628407
Long
ABS-O
CORP
US
Y
2
2028-02-15
Fixed
3.101
N
N
N
N
N
N
PACIFIC GAS + ELECTRIC
1HNPXZSMMB7HMBMVBS46
1ST MORTGAGE 02/31 2.5
694308JG3
775000
PA
USD
777829.8
0.0756536432
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.5
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
COMPANY GUAR 144A 08/22 5.25
70014LAA8
5055000
PA
USD
5305272.34
0.5160038621
Long
DBT
CORP
KY
Y
2
2022-08-15
Fixed
5.25
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
COMPANY GUAR 144A 03/23 4.5
70014LAC4
1550000
PA
USD
1624283.81
0.1579818463
Long
DBT
CORP
KY
Y
2
2023-03-15
Fixed
4.5
N
N
N
N
N
N
PATTERSON UTI ENERGY INC
254900XGFBKIXD6G0697
SR UNSECURED 02/28 3.95
703481AB7
1680000
PA
USD
1550872.33
0.1508416648
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.95
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 06/35 6.625
706451BG5
140000
PA
USD
138600
0.0134805776
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.625
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 01/45 6.375
71654QBR2
595000
PA
USD
545317.5
0.0530389239
Long
DBT
NUSS
MX
N
2
2045-01-23
Fixed
6.375
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 03/27 6.5
71654QCG5
585000
PA
USD
616116.15
0.0599249751
Long
DBT
NUSS
MX
N
2
2027-03-13
Fixed
6.5
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
COMPANY GUAR 02/28 5.35
71654QCK6
665000
PA
USD
657851.25
0.0639842338
Long
DBT
NUSS
MX
N
2
2028-02-12
Fixed
5.35
N
N
N
N
N
N
PIONEER AIRCRAFT FINANCE LIMIT
N/A
PION 2019 1 A 144A
72353PAA4
1510877.27
PA
USD
1435292.61
0.1396000964
Long
ABS-O
CORP
KY
Y
2
2044-06-15
Fixed
3.967
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
SR UNSECURED 01/37 6.65
72650RAR3
375000
PA
USD
457764.07
0.0445232616
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.65
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
SR UNSECURED 06/44 4.7
72650RBE1
1195000
PA
USD
1239106.21
0.1205185236
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.7
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
SR UNSECURED 12/26 4.5
72650RBL5
617000
PA
USD
691109.42
0.0672190054
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.5
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
SR UNSECURED 09/30 3.8
72650RBN1
1150000
PA
USD
1236308.5
0.1202464115
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.8
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
JR SUBORDINA 12/99 VAR
726503AE5
2345000
PA
USD
1905312.5
0.1853153892
Long
DBT
CORP
US
N
2
2099-12-31
Fixed
6.125
N
N
N
N
N
N
PLANET FITNESS MASTER ISSUER L
549300NX9W3U2DO53T22
PLNT 2019 1A A2 144A
72703PAC7
2298780
PA
USD
2226580.61
0.2165627173
Long
ABS-O
CORP
US
Y
2
2049-12-05
Fixed
3.858
N
N
N
N
N
N
PNMAC GMSR ISSUER TRUST
5493007JEN3QN6CZC711
PNMSR 2018 GT1 A 144A
69354WAC0
1270000
PA
USD
1248530.27
0.1214351309
Long
ABS-O
CORP
US
Y
2
2023-02-25
Floating
2.998
N
N
N
N
N
N
POTOMAC ELECTRIC POWER
549300BXF2DWUNN57U06
1ST MORTGAGE 03/43 4.15
737679DE7
700000
PA
USD
883496.17
0.0859310148
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.15
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
JR SUBORDINA 09/42 VAR
744320AL6
550000
PA
USD
590228.66
0.057407094
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
5.875
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
JR SUBORDINA 06/43 VAR
744320AM4
1025000
PA
USD
1099235.15
0.1069143197
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.625
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
JR SUBORDINA 09/48 VAR
744320BF8
2440000
PA
USD
2817016.6
0.2739899768
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.7
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
JR SUBORDINA 10/50 VAR
744320BH4
460000
PA
USD
486578.8
0.0473258532
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.7
N
N
N
N
N
N
PSMC 2018 1 TRUST
N/A
PSMC 2018 2 A1 144A
693680AA8
1233273.65
PA
USD
1257826.28
0.1223392838
Long
ABS-O
CORP
US
Y
2
2048-06-25
Floating
3.5
N
N
N
N
N
N
PUBLIC SEVC. ENT. GR
PUSS41EMO3E6XXNV3U28
SHORT TERMS
74457LNL6
9000000
PA
USD
8999064.99
0.8752712383
Long
STIV
CORP
US
N
2
2021-01-20
None
0
N
N
N
N
N
N
PUBLIC SEVC. ENT. GR
PUSS41EMO3E6XXNV3U28
SHORT TERMS
74457LPP5
2000000
PA
USD
1999244
0.1944513984
Long
STIV
CORP
US
N
2
2021-02-23
None
0
N
N
N
N
N
N
QWEST CORP
549300R2L4N683OO1509
SR UNSECURED 12/21 6.75
74913GAX3
725000
PA
USD
758458.75
0.0737695672
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
6.75
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
SR UNSECURED 06/42 4.5
913017BT5
1000000
PA
USD
1304011.18
0.126831341
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.5
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
SR UNSECURED 06/30 3.15
759351AP4
1160000
PA
USD
1268363.77
0.123364186
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
SR UNSECURED 01/41 6.125
195325BM6
2080000
PA
USD
2787200
0.2710899408
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.125
N
N
N
N
N
N
Repurchase Agreement
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
85748R009
1309931.03
PA
USD
1309931.03
0.1274071202
Long
RA
CORP
US
N
1
Repurchase
N
0
2021-01-04
1337700
USD
1336144.25
USD
UST
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
COMPANY GUAR 08/45 5.85
761713BB1
985000
PA
USD
1259569.28
0.1225088123
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85
N
N
N
N
N
N
ROCKFORD TOWER CLO LTD
549300GGUAM1ZV2SKK63
ROCKT 2019 1A B1 144A
77342MAE6
1500000
PA
USD
1500675
0.1459593488
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-20
Floating
2.26838
N
N
N
N
N
N
RR LTD
549300KSO6EE9C4GF767
RRAM 2019 6A A1A 144A
74990FAC7
600000
PA
USD
600010.8
0.0583585291
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-15
Floating
1.48688
N
N
N
N
N
N
RRAM
549300YH0VOGWM5JZF65
RRAM 2018 3A A1R2 144A
74988LAA2
2450000
PA
USD
2443362.95
0.237647502
Long
ABS-O
CORP
KY
Y
2
2030-01-15
Floating
1.32688
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABL
N/A
SDART 2020 4 D
80286WAG1
504000
PA
USD
504623.2
0.049080896
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.48
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN
N/A
SREV 2019 A B 144A
80286JAB1
856000
PA
USD
896504.81
0.0871962672
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
2.8
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN
N/A
SREV 2019 A C 144A
80286JAC9
561000
PA
USD
589063.52
0.0572937696
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
3
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN
N/A
SREV 2019 A D 144A
80286JAD7
1087000
PA
USD
1138133.35
0.1106976544
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
3.45
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
SR UNSECURED 144A 04/39 4.25
80414L2E4
2075000
PA
USD
2433118.36
0.2366510879
Long
DBT
CORP
SA
Y
2
2039-04-16
Fixed
4.25
N
N
N
N
N
N
SBA TOWER TRUST
N/A
ASSET BACKED 144A 07/50 1.884
78403DAP5
1441000
PA
USD
1483111.21
0.1442510513
Long
ABS-O
CORP
US
Y
2
2050-07-15
Fixed
1.884
N
N
N
N
N
N
SCHLUMBERGER HOLDINGS
529900IKZG65COT1D505
SHORT TERMS
80686DNB6
1000000
PA
USD
999984.72
0.0972609782
Long
STIV
CORP
US
N
2
2021-01-11
None
0
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SR UNSECURED 06/23 4.5
44106MAR3
760000
PA
USD
763800
0.0742890703
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.5
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SR UNSECURED 10/29 4.95
44106MBB7
1155000
PA
USD
1157887.5
0.1126189918
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.95
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO
N/A
SRFC 2020 2A B 144A
826525AB3
865997.8
PA
USD
875270.3
0.0851309464
Long
ABS-O
CORP
US
Y
2
2037-07-20
Fixed
2.32
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO
N/A
SRFC 2018 3A D 144A
82653GAD4
666114.22
PA
USD
665917.78
0.0647688044
Long
ABS-O
CORP
US
Y
2
2035-09-20
Fixed
5.2
N
N
N
N
N
N
SIXTH STREET SPECIALTY
549300TX61566GJWCN05
SR UNSECURED 11/24 3.875
87265KAF9
3575000
PA
USD
3685310.77
0.3584424076
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.875
N
N
N
N
N
N
SLC STUDENT LOAN TRUST
N/A
SLCLT 2007 1 A5
784424AG8
4000000
PA
USD
3744457.6
0.364195174
Long
ABS-O
CORP
US
N
2
2068-02-15
Floating
0.311
N
N
N
N
N
N
SLM STUDENT LN TR 2006 2
5493007758ACJK074H95
NON-SECY ASSET-STOCK
78446G102
7308
NS
USD
4019400
0.3909367494
Long
EC
CORP
US
N
1
N
N
N
SLM STUDENT LOAN TRUST
549300UECCCKC4WVNL14
SLMA 2003 14 A7 144A
78442GKG0
2620000
PA
USD
2597285.39
0.2526183778
Long
ABS-O
USGA
US
Y
2
2065-10-25
Floating
0.81475
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
549300H0EHPP0GTD9V95
SLMA 2005 6 B
78442GQA7
1876116.64
PA
USD
1673320.06
0.1627512328
Long
ABS-O
USGA
US
N
2
2044-01-25
Floating
0.50475
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
549300LSGT1L2CL14698
SLMA 2006 5 B
83149EAG2
1803985.26
PA
USD
1612680.56
0.1568532856
Long
ABS-O
USGA
US
N
2
2040-10-25
Floating
0.42475
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
SR UNSECURED 144A 10/30 3
832248BC1
943000
PA
USD
997766.42
0.0970452209
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
549300RC6OGKQI1MHM67
SOFI 2017 D R1 144A
78471C109
4688500
PA
USD
1357133.21
0.1319981205
Long
ABS-O
CORP
US
Y
2
2040-09-25
Fixed
0.01
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2019 A R1 144A
78471H108
6724700
PA
USD
1448500.38
0.1408847167
Long
ABS-O
CORP
US
Y
2
2048-06-15
Fixed
0
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2018 D R1 144A
83401A108
4961600
PA
USD
1097009.76
0.1066978727
Long
ABS-O
CORP
US
Y
2
2048-02-25
Fixed
0.01
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2018 B R1 144A
83404R108
3324300
PA
USD
1233043.64
0.1199288631
Long
ABS-O
CORP
US
Y
2
2047-08-26
Fixed
0.01
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
N/A
SOFI 2017 C C 144A
83405DAE8
990000
PA
USD
1040392.39
0.1011911278
Long
ABS-O
CORP
US
Y
2
2040-07-25
Fixed
4.21
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGR
5493002WMPR84WZ75V46
SOFI 2018 A R1 144A
83406E105
3759800
PA
USD
1390652.27
0.1352582669
Long
ABS-O
CORP
US
Y
2
2042-02-25
Fixed
0.01
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SR UNSECURED 144A 12/26 VAR
83368RAZ5
1415000
PA
USD
1427500.22
0.1388421893
Long
DBT
CORP
FR
Y
2
2026-12-14
Fixed
1.488
N
N
N
N
N
N
SOFI ALTERNATIVE TRUST
N/A
SAT 2019 C PT 144A
83406JAA2
4495346.28
PA
USD
4849152.51
0.4716405234
Long
ABS-O
CORP
US
Y
2
2045-01-25
Fixed
4.974428
N
N
N
N
N
N
SOUTH CAROLINA STUDENT LOAN CO
549300PIO3ZMSROGFF38
SCSLC 2014 1 B
83715RAG7
3050000
PA
USD
2930547.36
0.2850322583
Long
ABS-O
CORP
US
N
2
2035-08-01
Floating
1.65475
N
N
N
N
N
N
SPIRE INC
549300NXSY15DRY2R511
SHORT TERMS
84858MND6
1000000
PA
USD
999940.42
0.0972566695
Long
STIV
CORP
US
N
2
2021-01-13
None
0
N
N
N
N
N
N
SPIRIT AIR 2015 1 PTT A
549300DCAFIXFNFR3304
PASS THRU CE 10/29 4.1
84858DAA6
1384317.1
PA
USD
1315915.92
0.1279892253
Long
ABS-O
CORP
US
N
2
2029-10-01
Fixed
4.1
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
COMPANY GUAR 09/26 4.45
84861TAC2
133000
PA
USD
150054.75
0.0145946948
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.45
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
COMPANY GUAR 07/29 4
84861TAD0
1290000
PA
USD
1452408.47
0.1412648271
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
COMPANY GUAR 01/27 3.2
84861TAE8
2280000
PA
USD
2421893.59
0.2355593391
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.2
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
COMPANY GUAR 01/30 3.4
84861TAF5
515000
PA
USD
558530.65
0.0543240675
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.4
N
N
N
N
N
N
STACK INFRASTRUCTURE ISSUER LL
N/A
SIDC 2020 1A A2 144A
85236KAD4
874000
PA
USD
883221.14
0.0859042647
Long
ABS-O
CORP
US
Y
2
2045-08-25
Fixed
1.893
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
SR UNSECURED 11/30 2.55
855244AZ2
1595000
PA
USD
1724984.29
0.1677762231
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55
N
N
N
N
N
N
STEELE CREEK CLO LTD
N/A
STCR 2018 2A C 144A
85816LAE8
1170000
PA
USD
1140745.32
0.1109517011
Long
ABS-CBDO
CORP
KY
Y
2
2031-08-18
Floating
2.52038
N
N
N
N
N
N
STORE CAPITAL CORP
5493004EA6C9IHDZ7N66
SR UNSECURED 03/29 4.625
862121AB6
1881000
PA
USD
2182096.15
0.2122360491
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.625
N
N
N
N
N
N
STORE CAPITAL CORP
5493004EA6C9IHDZ7N66
SR UNSECURED 11/30 2.75
862121AC4
370000
PA
USD
376282.43
0.0365981565
Long
DBT
CORP
US
N
2
2030-11-18
Fixed
2.75
N
N
N
N
N
N
STORE MASTER FUNDING LLC
N/A
STR 2018 1A A2 144A
86212VAE4
1291964.29
PA
USD
1350876.96
0.1313896222
Long
ABS-O
CORP
US
Y
2
2048-10-20
Fixed
4.29
N
N
N
N
N
N
STORE MASTER FUNDING LLC
N/A
11/49 3.65
86212XAB6
2851956.57
PA
USD
2908431.58
0.282881223
Long
ABS-O
CORP
US
Y
2
2049-11-20
Fixed
3.65
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CO
N/A
SASC 2006 GEL1 M2 144A
863576EH3
2811250.15
PA
USD
2682291.08
0.2608862407
Long
ABS-O
CORP
US
Y
2
2035-11-25
Floating
1.348
N
N
N
N
N
N
STRUCTURED RECEIVABLES FINANCE
N/A
SFS 2010 B A 144A
86365LAA9
134433.55
PA
USD
140958.97
0.0137100168
Long
ABS-O
CORP
US
Y
2
2036-08-15
Fixed
3.73
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
SHORT TERMS
86723AN65
11000000
PA
USD
10999725
1.0698603613
Long
STIV
CORP
US
N
2
2021-01-06
None
0
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
COMPANY GUAR 04/44 5.3
86765BAP4
525000
PA
USD
567328.68
0.0551797855
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.3
N
N
N
N
N
N
SUTTONPARK STRUCTURED SETTLEME
N/A
SPSS 2017 1A A 144A
869507AA1
1909722.13
PA
USD
2206936.58
0.2146520906
Long
ABS-O
CORP
US
Y
2
2071-01-15
Fixed
4.19
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
COMPANY GUAR 144A 04/28 5.182
87164KAC8
865000
PA
USD
927426.51
0.0902037879
Long
DBT
CORP
NL
Y
2
2028-04-24
Fixed
5.182
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
COMPANY GUAR 144A 04/23 4.441
87164KAH7
2065000
PA
USD
2167077.62
0.2107753099
Long
DBT
CORP
NL
Y
2
2023-04-24
Fixed
4.441
N
N
N
N
N
N
TACO BELL FUNDING, LLC
N/A
BELL 2018 1A A2II 144A
87342RAE4
1117200
PA
USD
1228430.22
0.1194801505
Long
ABS-O
CORP
US
Y
2
2048-11-25
Fixed
4.94
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
SR UNSECURED 07/60 3.375
874060BD7
970000
PA
USD
1075575.37
0.1046131111
Long
DBT
CORP
JP
N
2
2060-07-09
Fixed
3.375
N
N
N
N
N
N
TAL ADVANTAGE VII LLC
N/A
TAL 2020 1A A 144A
87407RAA4
4381875
PA
USD
4385820
0.4265756616
Long
ABS-O
CORP
US
Y
2
2045-09-20
Fixed
2.05
N
N
N
N
N
N
TANGER PROPERTIES LP
PQPGJDNFN35EXH363L31
SR UNSECURED 12/23 3.875
875484AG2
1448000
PA
USD
1503974.68
0.1462802838
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.875
N
N
N
N
N
N
TEACHERS INSUR + ANNUITY
O06XD7BJ4EPXNABVFN69
SUBORDINATED 144A 05/47 4.27
878091BF3
750000
PA
USD
937847.21
0.0912173309
Long
DBT
CORP
US
Y
2
2047-05-15
Fixed
4.27
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
SR UNSECURED 08/40 6
878742AS4
850000
PA
USD
1065004.38
0.1035849506
Long
DBT
CORP
CA
N
2
2040-08-15
Fixed
6
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
COMPANY GUAR 03/38 4.665
87938WAV5
1105000
PA
USD
1326530.43
0.1290216187
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.665
N
N
N
N
N
N
TELUS CORP
L2TEUTQ8OSHMJWVLCE40
SHORT TERMS
87974PNU3
5000000
PA
USD
4999171.65
0.4862317547
Long
STIV
CORP
CA
N
2
2021-01-28
None
0
N
N
N
N
N
N
TELUS CORP
L2TEUTQ8OSHMJWVLCE40
SHORT TERMS
87974PP49
6000000
PA
USD
5998675.86
0.5834459973
Long
STIV
CORP
CA
N
2
2021-02-04
None
0
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS LI
549300X48KLHDDGPK024
TMCL 2019 1A A 144A
88315LAC2
474933.35
PA
USD
480241.49
0.0467094708
Long
ABS-O
CORP
BM
Y
2
2044-04-20
Fixed
3.96
N
N
N
N
N
N
TIF FUNDING II LLC
N/A
TIF 2020 1A A 144A
872480AA6
629850
PA
USD
634491.87
0.0617122429
Long
ABS-O
CORP
US
Y
2
2045-08-20
Fixed
2.09
N
N
N
N
N
N
TIME WARNER CABLE LLC
B1WXCWLJVJXMWJX6O298
SR SECURED 06/39 6.75
88732JAU2
985000
PA
USD
1401858.5
0.1363482125
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75
N
N
N
N
N
N
TIMKEN CO
B0I35MLPFXZSE70ASS73
SR UNSECURED 12/28 4.5
887389AK0
2055000
PA
USD
2301413.32
0.2238411311
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.5
N
N
N
N
N
N
TRANSCANADA PIPELINE
N/A
SHORT TERMS
89356TNE5
6000000
PA
USD
5999610.36
0.5835368891
Long
STIV
CORP
US
N
2
2021-01-14
None
0
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
SHORT TERMS
89355PNM6
2000000
PA
USD
1999778.34
0.1945033696
Long
STIV
CORP
CA
N
2
2021-01-21
None
0
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
01/21 0.00000
912796UC1
4000000
PA
USD
3999846.68
0.3890349453
Long
DBT
UST
US
N
2
2021-01-28
None
0
N
N
N
N
N
N
TRINITY RAIL LEASING L.P.
N/A
TRL 2018 1A A2 144A
89657AAB2
2420000
PA
USD
2545660.92
0.2475972546
Long
ABS-O
CORP
US
Y
2
2048-06-17
Fixed
4.62
N
N
N
N
N
N
TRINITY RAIL LEASING L.P.
N/A
TRL 2019 2A A2 144A
89657BAC8
3289000
PA
USD
3431819.56
0.3337872278
Long
ABS-O
CORP
US
Y
2
2049-10-18
Fixed
3.1
N
N
N
N
N
N
TRIP RAIL MASTER FUNDING LLC
5493004VSVYOZVEYVJ29
TRMF 2017 1A A1 144A
89690EAF4
125962.7
PA
USD
126121.85
0.0122669219
Long
ABS-O
CORP
US
Y
2
2047-08-15
Fixed
2.709
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC
N/A
TCF 2020 1A A 144A
89680HAA0
3083058.53
PA
USD
3112928.43
0.3027710906
Long
ABS-O
CORP
US
Y
2
2045-09-20
Fixed
2.11
N
N
N
N
N
N
UNITED AIR 2018 1 B PTT
N/A
PASS THRU CE 09/27 4.6
90932NAA1
465263.82
PA
USD
460316.16
0.0447714841
Long
ABS-O
CORP
US
N
2
2027-09-01
Fixed
4.6
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
SR UNSECURED 09/34 6.75
91086QAS7
685000
PA
USD
965000.6
0.0938583365
Long
DBT
NUSS
MX
N
2
2034-09-27
Fixed
6.75
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
SR UNSECURED 03/44 4.75
91086QBB3
3727000
PA
USD
4425849.77
0.4304690557
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75
N
N
N
N
N
N
US 10YR ULTRA FUT MAR21
N/A
XCBT 20210322
ADI1PN2R2
-16
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury
10 Year Ultra Note
2021-03-22
-2501750
USD
-941.62
N
N
N
US 2YR NOTE (CBT) MAR21
N/A
XCBT 20210331
ADI1P2MG0
494
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
2 Year Note
2021-03-31
109162421.63
USD
105620.25
N
N
N
US 5YR NOTE (CBT) MAR21
N/A
XCBT 20210331
ADI1P2PL6
342
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
5 Year Note
2021-03-31
43148109.55
USD
94824.51
N
N
N
US LONG BOND(CBT) MAR21
N/A
XCBT 20210322
ADI1NDMR4
90
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
Ultra Long Bond
2021-03-22
15586875
USD
-126798.3
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
02/39 3.5
912810QA9
9500000
PA
USD
12893586.2
1.2540619689
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.5
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
08/49 2.25
912810SJ8
14400000
PA
USD
16491180.96
1.6039729012
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
10/25 0.25
91282CAT8
5300000
PA
USD
5276801.37
0.5132347054
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.25
N
N
N
N
N
N
US ULTRA BOND CBT MAR21
N/A
XCBT 20210322
ADI1NDN10
241
NC
USD
0
0
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury
Ultra Long Bond
2021-03-22
51468562.5
USD
-1000564.52
N
N
N
USF+G CAPITAL I
N/A
LIMITD GUARA 144A 12/45 8.5
902965AA0
885000
PA
USD
1425680.84
0.138665232
Long
DBT
CORP
US
Y
2
2045-12-15
Fixed
8.5
N
N
N
N
N
N
UTAH ACQUISITION SUB
N/A
COMPANY GUAR 06/46 5.25
62854AAP9
1375000
PA
USD
1801360.33
0.175204745
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
5.25
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
COMPANY GUAR 11/36 6.875
91911TAH6
630000
PA
USD
923346.9
0.089806995
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.875
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
COMPANY GUAR 08/26 6.25
91911TAP8
1250000
PA
USD
1550000
0.1507568198
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25
N
N
N
N
N
N
VALLEY NATIONAL BANCORP
549300ET52S1UBIB9762
SUBORDINATED 09/23 5.125
919794AB3
1530000
PA
USD
1666401.64
0.1620783302
Long
DBT
CORP
US
N
2
2023-09-27
Fixed
5.125
N
N
N
N
N
N
VANTAGE DATA CENTERS LLC
N/A
VDC 2020 2A A2 144A
92212KAC0
1301000
PA
USD
1309178.22
0.1273339
Long
ABS-O
CORP
US
Y
2
2045-09-15
Fixed
1.992
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
COMPANY GUAR 11/25 4.625
92340LAD1
2260000
PA
USD
2601276.43
0.2530065562
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.625
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
COMPANY GUAR 12/29 3.1
92340LAE9
2790000
PA
USD
3010123.47
0.2927720269
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.1
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
COMPANY GUAR 01/28 3.4
92340LAF6
365000
PA
USD
402939.34
0.0391908732
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.4
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
COMPANY GUAR 12/32 2.85
92340LAG4
95000
PA
USD
99336.66
0.0096617284
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
2.85
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
SR UNSECURED 144A 10/56 2.987
92343VFM1
1257000
PA
USD
1265312.5
0.123067412
Long
DBT
CORP
US
Y
2
2056-10-30
Fixed
2.987
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
SR UNSECURED 11/50 2.875
92343VFU3
755000
PA
USD
760740.66
0.0739915114
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.875
N
N
N
N
N
N
VF CORPORATION
CWAJJ9DJ5Z7P057HV541
SHORT TERMS
91820LP87
2000000
PA
USD
1999575.34
0.1944836253
Long
STIV
CORP
US
N
2
2021-02-08
None
0
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
SR UNSECURED 01/31 4.95
92556HAB3
1008000
PA
USD
1265169.09
0.1230534636
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
SR UNSECURED 05/32 4.2
92556HAD9
1472000
PA
USD
1773976.3
0.1725413067
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.2
N
N
N
N
N
N
VIATRIS INC
N/A
COMPANY GUAR 144A 06/30 2.7
91533BAD2
1235000
PA
USD
1310489.7
0.1274614578
Long
DBT
CORP
US
Y
2
2030-06-22
Fixed
2.7
N
N
N
N
N
N
VIVINT SOLAR FINANCING LLC
549300IMDTS6JXV4CV59
VSLR 2018 1A B 144A
92854VAB1
2430694.8
PA
USD
2584253.7
0.2513508835
Long
ABS-O
CORP
US
Y
2
2048-04-30
Fixed
7.37
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
SHORT TERMS
92857LN42
8000000
PA
USD
7999866.64
0.7780867443
Long
STIV
CORP
US
N
2
2021-01-04
None
0
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
SHORT TERMS
92857LN75
2000000
PA
USD
1999941.66
0.1945192545
Long
STIV
CORP
US
N
2
2021-01-07
None
0
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
COMPANY GUAR 01/48 VAR
929089AF7
1080000
PA
USD
1122120
0.1091401566
Long
DBT
CORP
US
N
2
2048-01-23
Fixed
4.7
N
N
N
N
N
N
WALGREENS BOOTS
549300RPTUOIXG4LIH86
SHORT TERMS
93142WN82
3000000
PA
USD
2999845.32
0.2917723487
Long
STIV
CORP
US
N
2
2021-01-08
None
0
N
N
N
N
N
N
WALGREENS BOOTS
549300RPTUOIXG4LIH86
SHORT TERMS
93142WP56
8000000
PA
USD
7997536
0.7778600605
Long
STIV
CORP
US
N
2
2021-02-05
None
0
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
COMPANY GUAR 01/51 3.6
254687FZ4
1515000
PA
USD
1833905.92
0.1783702093
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.6
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
SHORT TERMS
94107MN69
1000000
PA
USD
999978.33
0.0972603567
Long
STIV
CORP
US
N
2
2021-01-06
None
0
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
SHORT TERMS
94107MU12
5000000
PA
USD
4991961.65
0.4855304923
Long
STIV
CORP
US
N
2
2021-07-01
None
0
N
N
N
N
N
N
WAVE 2017 1 LLC
N/A
WAAV 2017 1A A 144A
94353WAA3
3084016.7
PA
USD
2992508.37
0.2910587388
Long
ABS-O
CORP
US
Y
2
2042-11-15
Fixed
3.844
N
N
N
N
N
N
WAVE 2017 1 LLC
N/A
WAAV 2017 1A C 144A
94353WAC9
1874227.6
PA
USD
1152169.23
0.1120628187
Long
ABS-O
CORP
US
Y
2
2042-11-15
Fixed
6.656
N
N
N
N
N
N
WAVE USA
N/A
WAAV 2019 1 A 144A
94354KAA8
3817896.31
PA
USD
3723050.6
0.3621130765
Long
ABS-O
CORP
US
Y
2
2044-09-15
Fixed
3.597
N
N
N
N
N
N
WELLS FARGO + COMPANY
PBLD0EJDB5FWOLXP3B76
SUBORDINATED 11/43 5.375
94974BFP0
909000
PA
USD
1263059.25
0.1228482553
Long
DBT
CORP
US
N
2
2043-11-02
Fixed
5.375
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
549300NYO16WLNMVJJ46
WFCM 2018 C45 AS
95001NBB3
1450000
PA
USD
1690895.17
0.1644606313
Long
ABS-O
CORP
US
N
2
2051-06-15
Floating
4.405
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
549300NYO16WLNMVJJ46
WFCM 2018 C45 B
95001NBC1
400000
PA
USD
464967.84
0.045223918
Long
ABS-O
CORP
US
N
2
2051-06-16
Floating
4.556
N
N
N
N
N
N
WELLS FARGO MORTGAGE BACKED SE
N/A
WFMBS 2019 1 A1 144A
95001TAA3
602203.51
PA
USD
617343.75
0.0600443745
Long
ABS-O
CORP
US
Y
2
2048-11-25
Floating
4
N
N
N
N
N
N
WILLIS ENGINE SECURITIZATION T
N/A
WESTF 2018 A A 144A
97064EAA6
1146407.61
PA
USD
989383.36
0.0962298638
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 09/29 2.95
970648AJ0
905000
PA
USD
990176.55
0.0963070115
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95
N
N
N
N
N
N
WIND RIVER CLO LTD
254900CL04BC1Q11T078
WINDR 2016 2A BR 144A
88433BAS6
900000
PA
USD
895727.7
0.0871206835
Long
ABS-CBDO
CORP
KY
Y
2
2031-11-01
Floating
2.01438
N
N
N
N
N
N
WIND RIVER CLO LTD
N/A
WINDR 2018 2A B 144A
88434HAG8
1150000
PA
USD
1146030.2
0.1114657215
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Floating
1.98688
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
SR UNSECURED 10/26 4.25
92936UAE9
757000
PA
USD
871204.24
0.0847354714
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.25
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
SR UNSECURED 02/31 2.4
92936UAG4
470000
PA
USD
488117.83
0.0474755431
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.4
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
COMPANY GUAR 06/33 3
92940PAG9
655000
PA
USD
719626.7
0.0699926663
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
SR UNSECURED 07/36 6.5
98389BAH3
1250000
PA
USD
1877289.58
0.182589811
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.5
N
N
N
N
N
N
XLIT LTD
635400XCGXK8NVDIVE95
COMPANY GUAR 03/25 4.45
98420EAC9
2250000
PA
USD
2567679.68
0.2497388535
Long
DBT
CORP
KY
N
2
2025-03-31
Fixed
4.45
N
N
N
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
SR UNSECURED 144A 06/28 4.75
984851AF2
3328000
PA
USD
3946364.96
0.3838331815
Long
DBT
CORP
NO
Y
2
2028-06-01
Fixed
4.75
N
N
N
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
SR UNSECURED 144A 06/30 3.148
984851AG0
295000
PA
USD
319420.99
0.0310676727
Long
DBT
CORP
NO
Y
2
2030-06-04
Fixed
3.148
N
N
N
N
N
N
2021-02-26
MML Series Investment Fund II
/s/ Renee Hitchcock
Renee Hitchcock
Treasurer and CFO