0001752724-22-151044.txt : 20220628
0001752724-22-151044.hdr.sgml : 20220628
20220628111444
ACCESSION NUMBER: 0001752724-22-151044
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220430
FILED AS OF DATE: 20220628
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BBH Trust
CENTRAL INDEX KEY: 0001342947
IRS NUMBER: 000000000
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21829
FILM NUMBER: 221047853
BUSINESS ADDRESS:
STREET 1: 50 POST OFFICE SQUARE
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 800-575-1265
MAIL ADDRESS:
STREET 1: 140 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10005
0001342947
S000015110
BBH Limited Duration Fund
C000041213
Class N Shares
BBBMX
C000041214
Class I Shares
BBBIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001342947
XXXXXXXX
S000015110
C000041214
C000041213
BBH Trust
811-21829
0001342947
5493002QM4WBFYUZ3Y95
50 Post Office Square
NULL
Boston
02110
800-575-1265
BBH Limited Duration Fund
S000015110
549300GDZGAO1AE3NJ34
2022-10-31
2022-04-30
N
10343460044.27
133408985.48
10210051058.79
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
FHLMC P1J0256 V/R 01/01/37
N/A
FHLMC P1J0256 V/R 01/01/37 1.99500000
3128LUH90
10946.12000000
NS
USD
10884.01000000
0.000106600936
Long
ABS-MBS
USGA
US
N
2
2037-01-01
Variable
1.99500000
N
N
N
N
N
N
COMM 2013-GAM C V/R 02/10/21
N/A
COMM 2013-GAM SER 2013-GAM CL C V/R REGD 144A P/P 3.53121000
12624UAL8
9690000.00000000
NS
USD
9279150.78000000
0.090882511033
Long
ABS-CBDO
CORP
US
Y
2
2028-02-10
Variable
3.53121000
N
N
N
N
N
N
ATHENE GLOBAL F 2.55% 06/29/25
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING REGD 144A P/P 2.55000000
04685A2N0
14345000.00000000
NS
USD
13772533.94000000
0.134891920331
Long
DBT
CORP
US
Y
2
2025-06-29
Fixed
2.55000000
N
N
N
N
N
N
NFMOT 2019-2A 2.07% 10/15/22
N/A
NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2019-2A CL A2 REGD 144A P/P 2.07000000
65341KBK1
17140000.00000000
NS
USD
17115587.50000000
0.167634690575
Long
ABS-CBDO
CORP
US
Y
2
2024-10-15
Fixed
2.07000000
N
N
N
N
N
N
T/L SS&C TECH 0% 4/16/25
N/A
T/L SS&C TECHNOLOGIES INC REGD ZCP 0.00000000
78466DBD5
12957889.20000000
NS
USD
12759115.18000000
0.124966223053
Long
LON
CORP
US
N
2
2025-04-16
Variable
2.51371000
N
N
N
N
N
N
T/L ZEBRA BUYER 0% 11/01/2028
N/A
T/L ZEBRA BUYER LLC REGD 0.00000000
N/A
20938603.34000000
NS
USD
20883325.43000000
0.204536934338
Long
LON
CORP
US
N
2
2028-11-01
Variable
4.31250000
N
N
N
N
N
N
FHLMC 0.6% 11/12/25
N/A
FEDERAL HOME LOAN MORTGAGE CORP SER 0000 0.60000000
3134GXAZ7
40500000.00000000
NS
USD
37134186.35000000
0.363702259040
Long
ABS-MBS
USGA
US
N
2
2025-11-12
Fixed
0.60000000
N
N
N
N
N
N
BHG 2022-A A 1.71% 02/20/35
N/A
BHG SECURITIZATION TRUST 2022-A SER 2022-A CL A REGD 144A P/P 1.71000000
054977AA1
39888450.42000000
NS
USD
38965120.55000000
0.381634923524
Long
ABS-CBDO
CORP
US
Y
2
2035-02-20
Fixed
1.71000000
N
N
N
N
N
N
T/L GRIZZLY ACQUI 0% 10/01/25
N/A
T/L GRIZZLY ACQUISITIONS INC REGD 0.00000000
N/A
38605706.98000000
NS
USD
38330834.35000000
0.375422553024
Long
LON
CORP
CA
N
2
2025-10-01
Variable
4.21686000
N
N
N
N
N
N
T/L IRIDIUM SAT 0% 11/04/26
N/A
T/L IRIDIUM SATELLITE LLC REGD 0.00000000
N/A
33741265.81000000
NS
USD
33498666.11000000
0.328094991074
Long
LON
CORP
US
N
2
2026-11-04
Variable
3.26371000
N
N
N
N
N
N
ARES CAPITAL COR 3.5% 02/10/23
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP REGD 3.50000000
04010LAU7
74580000.00000000
NS
USD
74566339.93000000
0.730322889676
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
3.50000000
N
N
N
N
N
N
BX 2019-RP A V/R 06/15/21
N/A
BX TRUST 2019-RP SER 2019-RP CL A V/R REGD 144A P/P 1.59900000
05607VAA5
16051102.62000000
NS
USD
15896195.03000000
0.155691631104
Long
ABS-CBDO
CORP
US
Y
2
2034-06-15
Variable
1.59900000
N
N
N
N
N
N
T/L CLARIOS GLOB 0% 04/30/26
N/A
T/L CLARIOS GLOBAL LP REGD 0.00000000
C8000CAG8
24491571.74000000
NS
USD
24073255.69000000
0.235779973590
Long
LON
CORP
US
N
2
2026-04-30
Variable
4.01371000
N
N
N
N
N
N
UMBS P#735997 5.5% 11/01/35
N/A
FANNIE MAE POOL UMBS P#735997 5.50000000
31402RUW7
200360.27000000
NS
USD
214104.76000000
0.002096999895
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.50000000
N
N
N
N
N
N
VITALITY RE XIII V/R 01/06/26
N/A
VITALITY RE XIII LTD REGD V/R 144A P/P SER A 2.48217000
92849MAA1
11950000.00000000
NS
USD
11702635.00000000
0.114618770588
Long
DBT
CORP
KY
Y
2
2026-01-06
Variable
2.48217000
N
N
N
N
N
N
GMCAR 2022-1 A 0.76% 09/16/23
N/A
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-1 SER 2022-1 CL A2 REGD 0.76000000
380146AB6
34620000.00000000
NS
USD
34279948.51000000
0.335747082092
Long
ABS-CBDO
CORP
US
N
2
2025-02-18
Fixed
0.76000000
N
N
N
N
N
N
DRIVE 2021-3 A 0.52% 01/15/25
N/A
DRIVE AUTO RECEIVABLES TRUST 2021-3 SER 2021-3 CL A2 REGD 0.52000000
262081AB8
28359472.28000000
NS
USD
28161889.00000000
0.275825153447
Long
ABS-CBDO
CORP
US
N
2
2025-01-15
Fixed
0.52000000
N
N
N
N
N
N
AMCAR 2021-3 A 0.41% 06/18/23
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-3 SER 2021-3 CL A2 REGD 0.41000000
03066JAB9
33782368.69000000
NS
USD
33505319.48000000
0.328160155978
Long
ABS-CBDO
CORP
US
N
2
2025-02-18
Fixed
0.41000000
N
N
N
N
N
N
BXMT 2020-FL2 A V/R 07/15/22
N/A
BXMT 2020-FL2 LTD SER 2020-FL2 CL A V/R REGD 144A P/P 1.28151000
12434LAA2
39480000.00000000
NS
USD
39039959.87000000
0.382367920054
Long
ABS-CBDO
CORP
KY
Y
2
2038-02-15
Variable
1.28151000
N
N
N
N
N
N
CFMT 2019-RM3 A
N/A
CASCADE FUNDING MORTGAGE TRUST 2019-RM3 SER 2019-RM3 CL A V/R REGD 144A P/P 2.80000000
147271AA8
17788522.09000000
NS
USD
17362796.51000000
0.170055922443
Long
ABS-CBDO
CORP
US
Y
2
2069-06-25
Variable
2.80000000
N
N
N
N
N
N
CGMS 2019-2A A1R V/R 07/15/32
N/A
CARLYLE US CLO 2019-2 LTD SER 2019-2A CL A1R V/R REGD 144A P/P 2.16429000
14316EAL3
29280000.00000000
NS
USD
29061620.98000000
0.284637371670
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Variable
2.16429000
N
N
N
N
N
N
FAHB 2022-HB1 A V/R 12/25/24
N/A
FINANCE OF AMERICA HECM BUYOUT 2022-HB1 SER 2022-HB1 CL A V/R REGD 144A P/P 2.69480000
31735JAA3
36649794.45000000
NS
USD
35711966.52000000
0.349772653578
Long
ABS-CBDO
CORP
US
Y
2
2032-02-25
Variable
2.69480000
N
N
N
N
N
N
GOLDMAN SACHS GRO V/R 07/24/23
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC REGD V/R MTN 2.90500000
38141GWM2
50978000.00000000
NS
USD
50947253.13000000
0.498991168963
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.90500000
N
N
N
N
N
N
PRICOA GLOBAL F 1.15% 12/06/24
635400IBXEBMD9ADYA79
PRICOA GLOBAL FUNDING 1 REGD 144A P/P MTN 1.15000000
74153WCQ0
37180000.00000000
NS
USD
35195703.40000000
0.344716233027
Long
DBT
CORP
US
Y
2
2024-12-06
Fixed
1.15000000
N
N
N
N
N
N
STHWK 2019-4A A1 V/R 07/20/32
N/A
SOUTHWICK PARK CLO LLC SER 2019-4A CL A1R V/R REGD 144A P/P 2.12271000
846031AN2
22755000.00000000
NS
USD
22576434.69000000
0.221119704103
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-20
Variable
2.12271000
N
N
N
N
N
N
NEW YORK LIFE G 1.45% 01/14/25
N/A
NEW YORK LIFE GLOBAL FDG REGD 144A P/P MTN 1.45000000
64952WEK5
73445000.00000000
NS
USD
69948102.88000000
0.685090627629
Long
DBT
CORP
US
Y
2
2025-01-14
Fixed
1.45000000
N
N
N
N
N
N
NEXTERA ENERGY 0.65% 03/01/23
N/A
NEXTERA ENERGY CAPITAL REGD 0.65000000
65339KBU3
42385000.00000000
NS
USD
41702866.83000000
0.408449150644
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
N
T/L ASPLUNDH TREE 0% 09/07/27
N/A
T/L ASPLUNDH TREE EXPERT LLC REGD 0.00000000
04538FAD1
47052244.16000000
NS
USD
46556313.51000000
0.455985119388
Long
LON
CORP
US
N
2
2027-09-07
Variable
2.51371000
N
N
N
N
N
N
SDART 2022-1 A 1.36% 05/15/23
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-1 SER 2022-1 CL A2 REGD 1.36000000
80286EAB2
61020000.00000000
NS
USD
60525963.77000000
0.592807650240
Long
ABS-CBDO
CORP
US
N
2
2024-12-16
Fixed
1.36000000
N
N
N
N
N
N
CFMT 2021-HB5 A V/R 11/25/23
N/A
CFMT 2021-HB5 LLC SER 2021-HB5 CL A V/R REGD 144A P/P 0.80060000
12526PAA2
16463702.54000000
NS
USD
16242571.97000000
0.159084140485
Long
ABS-CBDO
CORP
US
Y
2
2031-02-25
Variable
0.80060000
N
N
N
N
N
N
LFT 2019-1A A 3% 12/20/27
N/A
LENDMARK FUNDING TRUST 2019-1 SER 2019-1A CL A REGD 144A P/P 3.00000000
52604FAA5
28190000.00000000
NS
USD
28016188.92000000
0.274398127479
Long
ABS-CBDO
CORP
US
Y
2
2027-12-20
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA C V/R 07/21/23
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP REGD V/R MTN SER GMTN 2.81600000
06051GGQ6
78697000.00000000
NS
USD
78686482.93000000
0.770676683955
Long
DBT
CORP
US
N
2
2023-07-21
Variable
2.81600000
N
N
N
N
N
N
ARIFL 2022-A A 3.12% 11/15/24
N/A
ARI FLEET LEASE TRUST 2022-A SER 2022-A CL A2 REGD 144A P/P 3.12000000
00217QAB7
14300000.00000000
NS
USD
14264250.00000000
0.139707920341
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Fixed
3.12000000
N
N
N
N
N
N
DNB BANK ASA 2.15% 12/02/22
549300GKFG0RYRRQ1414
DNB BANK ASA REGD 144A P/P 2.15000000
23329PAE0
33560000.00000000
NS
USD
33548679.54000000
0.328584836126
Long
DBT
CORP
NO
Y
2
2022-12-02
Fixed
2.15000000
N
N
N
N
N
N
AIG GLOBAL FUNDI 0.4% 09/13/23
54930057MDZ7KOVOTV71
AIG GLOBAL FUNDING REGD 144A P/P 0.40000000
00138CAT5
84507000.00000000
NS
USD
81638840.87000000
0.799592875686
Long
DBT
CORP
US
Y
2
2023-09-13
Fixed
0.40000000
N
N
N
N
N
N
FHLMC 0.625% 11/25/25
N/A
FEDERAL HOME LOAN MORTGAGE CORP 0.62500000
3134GXCS1
24040000.00000000
NS
USD
22086357.19000000
0.216319752593
Long
ABS-MBS
USGA
US
N
2
2025-11-25
Fixed
0.62500000
N
N
N
N
N
N
GOLUB CAPITAL 3.375% 04/15/24
2549005WE0QLGK9APF78
GOLUB CAPITAL BDC REGD 3.37500000
38173MAA0
39855000.00000000
NS
USD
39107365.63000000
0.383028110288
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.37500000
N
N
N
N
N
N
OMFIT 2019-1A 3.48% 05/14/22
N/A
ONEMAIN FINANCIAL ISSUANCE TRUST 2019-1 SER 2019-1A CL A REGD 144A P/P 3.48000000
68267DAA4
195506.10000000
NS
USD
195464.11000000
0.001914428330
Long
ABS-CBDO
CORP
US
Y
2
2031-02-14
Fixed
3.48000000
N
N
N
N
N
N
FFCB 0.61% 08/25/25
N/A
FEDERAL FARM CREDIT BANKS FUNDING CORP 0.61000000
3133EL4W1
15622000.00000000
NS
USD
14430426.48000000
0.141335497706
Long
DBT
USGA
US
N
2
2025-08-25
Fixed
0.61000000
N
N
N
N
N
N
F&G GLOBAL FUNDI 0.9% 09/20/24
6354009CCUKJIZ7KFX73
F&G GLOBAL FUNDING REGD 144A P/P 0.90000000
30321L2B7
59274000.00000000
NS
USD
55328465.90000000
0.541901951140
Long
DBT
CORP
US
Y
2
2024-09-20
Fixed
0.90000000
N
N
N
N
N
N
RESI 2020-1A A1A V/R 02/07/52
N/A
RESIMAC PREMIER SERIES 2020-1 SER 2020-1A CL A1A V/R REGD 144A P/P 1.49600000
76120GAA7
9812009.64000000
NS
USD
9792997.11000000
0.095915260889
Long
ABS-CBDO
CORP
AU
Y
2
2052-02-07
Variable
1.49600000
N
N
N
N
N
N
NEUB 2019-34A A1 V/R 01/20/35
N/A
NEUBERGER BERMAN LOAN ADVISERS CLO 3 SER 2019-34A CL A1R V/R REGD 144A P/P 2.09121000
64132YAQ5
47600000.00000000
NS
USD
47256289.92000000
0.462840877561
Long
ABS-CBDO
CORP
KY
Y
2
2035-01-20
Variable
2.09121000
N
N
N
N
N
N
LLOYDS BANKING GR V/R 03/18/28
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC REGD V/R 3.75000000
53944YAS2
17755000.00000000
NS
USD
17133086.20000000
0.167806077573
Long
DBT
CORP
GB
N
2
2028-03-18
Variable
3.75000000
N
N
N
N
N
N
T/L ICON LUXEMBOU 0% 07/03/28
N/A
T/L ICON LUXEMBOURG S.A.R.L. REGD 0.00000000
N/A
16623667.37000000
NS
USD
16517109.66000000
0.161773036832
Long
LON
CORP
LU
N
2
2028-07-03
Variable
3.31250000
N
N
N
N
N
N
MET TOWER GLOBA 1.25% 09/14/26
635400OFJCY9IOGBGY57
MET TOWER GLOBAL FUNDING REGD 144A P/P MTN 1.25000000
58989V2D5
44790000.00000000
NS
USD
40208614.09000000
0.393814035389
Long
DBT
CORP
US
Y
2
2026-09-14
Fixed
1.25000000
N
N
N
N
N
N
RPIT 2019-1 A V/R 10/25/24
N/A
RMF PROPRIETARY ISSUANCE TRUST 2019-1 SER 2019-1 CL A V/R REGD 144A P/P 2.75000000
74968RAA3
8782468.25000000
NS
USD
8537191.48000000
0.083615561086
Long
ABS-CBDO
CORP
US
Y
2
2063-10-25
Variable
2.75000000
N
N
N
N
N
N
T/L AVANTOR INC 0% 11/08/27
N/A
T/L AVANTOR INC REGD 0.00000000
N/A
11070067.06000000
NS
USD
10987041.56000000
0.107610055001
Long
LON
CORP
US
N
2
2027-11-08
Variable
3.01371000
N
N
N
N
N
N
NFMOT 2020-1A 1.55% 02/15/23
N/A
NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2020-1A CL A2 REGD 144A P/P 1.55000000
65341KBN5
30640000.00000000
NS
USD
30365379.81000000
0.297406738077
Long
ABS-CBDO
CORP
US
Y
2
2025-02-15
Fixed
1.55000000
N
N
N
N
N
N
AXIS 2019-1A A 2.63% 06/20/24
N/A
AMUR EQUIPMENT FINANCE RECEIVABLES VII LLC SER 2019-1A CL A2 REGD 144A P/P 2.63000000
03237MAB6
3739077.88000000
NS
USD
3744439.72000000
0.036674054795
Long
ABS-CBDO
CORP
US
Y
2
2024-06-20
Fixed
2.63000000
N
N
N
N
N
N
BANK OF NEW ZEAL 3.5% 02/20/24
N/A
BANK OF NEW ZEALAND REGD 144A P/P 3.50000000
06407EAA3
54710000.00000000
NS
USD
54921294.94000000
0.537914008693
Long
DBT
CORP
NZ
Y
2
2024-02-20
Fixed
3.50000000
N
N
N
N
N
N
T/L ALLEN MEDIA 0% 02/10/2027
N/A
T/L ALLEN MEDIA LLC AKA ENTERT REGD 0.00000000
01771JAG8
21819969.76000000
NS
USD
21596315.07000000
0.211520147604
Long
LON
CORP
US
N
2
2027-02-10
Variable
6.15112000
N
N
N
N
N
N
PFSFC 2022-A A 2.47% 02/15/25
N/A
PFS FINANCING CORP SER 2022-A CL A REGD 144A P/P 2.47000000
69335PEF8
47670000.00000000
NS
USD
46117492.97000000
0.451687192399
Long
ABS-CBDO
CORP
US
Y
2
2027-02-15
Fixed
2.47000000
N
N
N
N
N
N
AMERICAN TOWER C 3.5% 01/31/23
5493006ORUSIL88JOE18
AMERICAN TOWER CORP REGD 3.50000000
03027XAB6
82304000.00000000
NS
USD
82806696.37000000
0.811031168142
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
3.50000000
N
N
N
N
N
N
UMBS P#310104 5.5% 08/01/37
N/A
FANNIE MAE POOL UMBS P#310104 5.50000000
31374CNV4
2247486.46000000
NS
USD
2387167.45000000
0.023380563292
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
ONDK 2021-1A A 1.59% 05/17/24
N/A
ONDECK ASSET SECURITIZATION TRUST III LLC SER 2021-1A CL A REGD 144A P/P 1.59000000
68236WAA0
21250000.00000000
NS
USD
20182389.38000000
0.197671777190
Long
ABS-CBDO
CORP
US
Y
2
2027-05-17
Fixed
1.59000000
N
N
N
N
N
N
T/L NVA HOLDIN 0% 12/16/2024
N/A
T/L NVA HOLDINGS PARENT LLC REGD 0.00000000
62955GAB5
50000000.00000000
NS
USD
48950000.00000000
0.479429531920
Long
LON
CORP
US
N
3
2024-12-16
Variable
2.56250000
N
N
N
N
N
N
DCAL 2015-1A A1 V/R 02/15/22
N/A
AIM AVIATION FINANCE LTD SER 2015-1A CL A1 V/R REGD P/P 6.21300000
001406AA5
14341940.25000000
NS
USD
11999801.01000000
0.117529294818
Long
ABS-CBDO
CORP
KY
Y
2
2040-02-15
Variable
6.21300000
N
N
N
N
N
N
T/L CLEAN 0% 10/08/2028
N/A
T/L CLEAN HARBORS INC REGD 0.00000000
N/A
19950000.00000000
NS
USD
19860225.00000000
0.194516412167
Long
LON
CORP
US
N
2
2028-10-08
Variable
2.76371000
N
N
N
N
N
N
MED 2021-MDLN A V/R 11/15/23
N/A
MED TRUST 2021-MDLN SER 2021-MDLN CL A V/R REGD 144A P/P 1.50500000
58403YAD8
18040000.00000000
NS
USD
17734671.20000000
0.173698163680
Long
ABS-CBDO
CORP
US
Y
2
2038-11-15
Variable
1.50500000
N
N
N
N
N
N
CONSTELLATION E 3.25% 06/01/25
N/A
CONSTELLATION EN GEN LLC REGD 3.25000000
30161MAS2
16025000.00000000
NS
USD
15701843.38000000
0.153788098507
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25000000
N
N
N
N
N
N
BANK OF AMERICA C V/R 02/04/25
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP REGD V/R 1.84300000
06051GKG3
19530000.00000000
NS
USD
18903004.19000000
0.185141132802
Long
DBT
CORP
US
N
2
2025-02-04
Variable
1.84300000
N
N
N
N
N
N
ORACLE CORP 2.5% 05/15/22
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP REGD 2.50000000
68389XBB0
120307000.00000000
NS
USD
120344871.44000000
1.178690201910
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.50000000
N
N
N
N
N
N
SYNIT 2022-A1 3.37% 04/15/25
N/A
SYNCHRONY CARD FUNDING LLC SER 2022-A1 CL A REGD 3.37000000
87166PAG6
12760000.00000000
NS
USD
12754583.38000000
0.124921837379
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
3.37000000
N
N
N
N
N
N
SCFET 2022-1A 2.06% 08/20/24
N/A
SCF EQUIPMENT LEASING 2022-1 LLC SER 2022-1A CL A2 REGD 144A P/P 2.06000000
784033AC6
40105000.00000000
NS
USD
39415454.68000000
0.386045617725
Long
ABS-CBDO
CORP
US
Y
2
2028-02-22
Fixed
2.06000000
N
N
N
N
N
N
REPS 2020-A A 2.47% 11/20/30
N/A
REPUBLIC FINANCE ISSUANCE TRUST 2020-A SER 2020-A CL A REGD 144A P/P 2.47000000
76042EAA7
16470000.00000000
NS
USD
15973119.86000000
0.156445053683
Long
ABS-CBDO
CORP
US
Y
2
2030-11-20
Fixed
2.47000000
N
N
N
N
N
N
MCFCL 2019-1A A1 V/R 07/17/31
N/A
MCF CLO IX LTD SER 2019-1A CL A1R V/R REGD 144A P/P 2.35121000
55281XAM3
8450000.00000000
NS
USD
8378358.37000000
0.082059906671
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-17
Variable
2.35121000
N
N
N
N
N
N
WFLF 2022-1A A 2.47% 10/18/36
N/A
WHEELS FLEET LEASE FUNDING 1 LLC SER 2022-1A CL A REGD 144A P/P 2.47000000
96328GAF4
43010000.00000000
NS
USD
42451110.86000000
0.415777654935
Long
ABS-CBDO
CORP
US
Y
2
2036-10-18
Fixed
2.47000000
N
N
N
N
N
N
FHLMC 0.6% 10/27/25
N/A
FEDERAL HOME LOAN MORTGAGE CORP SER 0000 0.60000000
3134GW5P7
40168000.00000000
NS
USD
36875010.89000000
0.361163824526
Long
ABS-MBS
USGA
US
N
2
2025-10-27
Fixed
0.60000000
N
N
N
N
N
N
DUKE ENERGY CORP V/R 06/10/23
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP REGD V/R 0.29930000
26441CBK0
39340000.00000000
NS
USD
39190791.64000000
0.383845207181
Long
DBT
CORP
US
N
2
2023-06-10
Variable
0.29930000
N
N
N
N
N
N
OWL ROCK CAPITAL C 4% 03/30/25
2549000BD79OOCPF2L94
OWL ROCK CAPITAL CORP REGD 4.00000000
69121KAB0
10000000.00000000
NS
USD
9738114.90000000
0.095377729689
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
4.00000000
N
N
N
N
N
N
T/L UGI ENERGY 0% 08/13/26
N/A
T/L UGI ENERGY SERVICES LLC REGD 0.00000000
90276DAB5
17490412.50000000
NS
USD
17441264.44000000
0.170824458561
Long
LON
CORP
US
N
2
2026-08-13
Variable
4.51371000
N
N
N
N
N
N
NEW JERSEY ST TUR V/R 01/01/24
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TU REGD N/C V/R B/E 1.01900000
646140BK8
10100000.00000000
NS
USD
10144466.26000000
0.099357644752
Long
DBT
MUN
US
N
2
2024-01-01
Variable
1.01900000
N
N
N
N
N
N
AMS-OSRAM AG 7% 07/31/25
5299001JPPT2QFTV5D76
AMS-OSRAM AG REGD 144A P/P 7.00000000
03217CAA4
33545000.00000000
NS
USD
33954584.45000000
0.332560378537
Long
DBT
CORP
AT
Y
2
2025-07-31
Fixed
7.00000000
N
N
N
N
N
N
FHLMC 0.25% 05/19/23
N/A
FEDERAL HOME LOAN MORTGAGE CORP 0.25000000
3134GXCB8
36000000.00000000
NS
USD
35232996.60000000
0.345081492708
Long
ABS-MBS
USGA
US
N
2
2023-05-19
Fixed
0.25000000
N
N
N
N
N
N
MFIT 2019-AA A 2.96% 08/21/23
N/A
MARINER FINANCE ISSUANCE TRUST 2019-A SER 2019-AA CL A REGD 144A P/P 2.96000000
56847MAA8
12620000.00000000
NS
USD
12605497.10000000
0.123461646052
Long
ABS-CBDO
CORP
US
Y
2
2032-07-20
Fixed
2.96000000
N
N
N
N
N
N
TEXAS ST MUNI GAS V/R 09/15/27
8E22IH4TQD26WYDGHB25
TEXAS ST MUNI GAS ACQUISITION REGD N/C V/R B/E 1.23500000
88255QBH1
119055000.00000000
NS
USD
116829409.64000000
1.144258818758
Long
DBT
MUN
US
N
2
2027-09-15
Variable
1.23500000
N
N
N
N
N
N
SDART 2021-4 A 0.37% 12/15/22
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4 SER 2021-4 CL A2 REGD 0.37000000
80285VAB5
36157399.36000000
NS
USD
36037711.14000000
0.352963084439
Long
ABS-CBDO
CORP
US
N
2
2024-08-15
Fixed
0.37000000
N
N
N
N
N
N
ENLINK MIDSTREA 4.15% 06/01/25
N/A
ENLINK MIDSTREAM PARTNER REGD 4.15000000
29336UAE7
42750000.00000000
NS
USD
41574375.00000000
0.407190666928
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15000000
N
N
N
N
N
N
US T BILL ZCP 06/23/22
N/A
UNITED STATES TREASURY BILL ZCP 0.00000000
912796R43
71250000.00000000
PA
USD
71233511.22000000
0.697680264377
Long
STIV
UST
US
N
2
2022-06-23
Fixed
0.00000000
N
N
N
N
N
N
AON CORP 2.2% 11/15/22
N/A
AON CORP REGD 2.20000000
037389BD4
15483000.00000000
NS
USD
15456623.47000000
0.151386348422
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.20000000
N
N
N
N
N
N
AXIS 2022-1A A 1.64% 10/20/27
N/A
AMUR EQUIPMENT FINANCE RECEIVABLES X LLC SER 2022-1A CL A2 REGD 144A P/P 1.64000000
03236VAB7
14240000.00000000
NS
USD
13778585.55000000
0.134951191435
Long
ABS-CBDO
CORP
US
Y
2
2027-10-20
Fixed
1.64000000
N
N
N
N
N
N
T/L GENPACT 0% 08/09/2023
N/A
T/L GENPACT INTERNATIONAL INC REGD 0.00000000
37244NAJ6
22197874.28000000
NS
USD
22031390.22000000
0.215781391230
Long
LON
CORP
US
N
2
2023-08-09
Variable
2.13871000
N
N
N
N
N
N
KCOT 2022-1A A 2.34% 05/15/24
N/A
KUBOTA CREDIT OWNER TRUST 2022-1 SER 2022-1A CL A2 REGD 144A P/P 2.34000000
50117EAB0
31960000.00000000
NS
USD
31657134.26000000
0.310058530341
Long
ABS-CBDO
CORP
US
Y
2
2025-04-15
Fixed
2.34000000
N
N
N
N
N
N
LLOYDS BANKING GR V/R 03/18/26
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC REGD V/R 3.51100000
53944YAR4
24865000.00000000
NS
USD
24385410.84000000
0.238837305509
Long
DBT
CORP
GB
N
2
2026-03-18
Variable
3.51100000
N
N
N
N
N
N
BUSINESS DEVELO 3.25% 03/30/26
549300K8IFP295FLKS39
BUSINESS DEVELOPMENT COR REGD SER WI 3.25000000
12325JAJ0
26475000.00000000
NS
USD
24206286.03000000
0.237082908700
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
3.25000000
N
N
N
N
N
N
AVOLON HOLDINGS 5.5% 01/15/26
N/A
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.50000000
05401AAK7
33535000.00000000
NS
USD
33585664.34000000
0.328947075255
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
NORDSTROM INC 2.3% 04/08/24
549300S3IZB5P35KNV16
NORDSTROM INC REGD SER WI 2.30000000
655664AX8
11000000.00000000
NS
USD
10532500.00000000
0.103158152093
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
2.30000000
N
N
N
N
N
N
TEXAS ST MUNI G 6.25% 12/15/26
6AZ7FRSNC3ZFPM0Z8L86
TEXAS ST MUNI GAS ACQUISITION REGD N/C OID B/E 6.25000000
88256CEX3
12845000.00000000
NS
USD
13756411.84000000
0.134734016125
Long
DBT
MUN
US
N
2
2026-12-15
Fixed
6.25000000
N
N
N
N
N
N
UNIVERSAL INSU 5.625% 11/30/26
529900GGAZ6WVUCWQM46
UNIVERSAL INSURANCE HLDS REGD 144A P/P SER QIB 5.62500000
91359VAA5
4205000.00000000
NS
USD
4046828.97000000
0.039635736850
Long
DBT
CORP
US
Y
2
2026-11-30
Fixed
5.62500000
N
N
N
N
N
N
T/L WYNN RESORTS 0% 09/20/24
N/A
T/L WYNN RESORTS LIMITED REGD 0.00000000
98313DAC1
61214787.16000000
NS
USD
60449602.32000000
0.592059745557
Long
LON
CORP
US
N
2
2024-09-20
Variable
2.52000000
N
N
N
N
N
N
OPTN 2019-A A 3.08% 08/08/25
N/A
OPORTUN FUNDING XIII LLC SER 2019-A CL A REGD 144A P/P 3.08000000
68377FAA6
26430000.00000000
NS
USD
26416787.64000000
0.258733159000
Long
ABS-CBDO
CORP
US
Y
2
2025-08-08
Fixed
3.08000000
N
N
N
N
N
N
ECAF 2015-1A 3.473% 06/15/22
N/A
ECAF I LTD SER 2015-1A CL A1 REGD 144A P/P 3.47300000
26827EAA3
4852607.66000000
NS
USD
4028537.83000000
0.039456588481
Long
ABS-CBDO
CORP
KY
Y
2
2040-06-15
Fixed
3.47300000
N
N
N
N
N
N
TRUIST FINANCIA 3.75% 12/06/23
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP REGD MTN 3.75000000
05531FBF9
21430000.00000000
NS
USD
21637241.39000000
0.211920991045
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
3.75000000
N
N
N
N
N
N
SORT 2020-1 A1 1.69% 07/15/25
N/A
CF HIPPOLYTA LLC SER 2020-1 CL A1 REGD 144A P/P 1.69000000
12530MAA3
23454429.14000000
NS
USD
21755756.18000000
0.213081756934
Long
ABS-CBDO
CORP
US
Y
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
BX 2019-XL A V/R 10/15/21
N/A
BX COMMERCIAL MORTGAGE TRUST 2019-XL SER 2019-XL CL A V/R REGD 144A P/P 1.47400000
056054AA7
12304988.59000000
NS
USD
12235871.47000000
0.119841432717
Long
ABS-CBDO
CORP
US
Y
2
2036-10-15
Variable
1.47400000
N
N
N
N
N
N
PACIFIC LIFE GF 1.2% 06/24/25
6354003EUPCHXTWUU869
PACIFIC LIFE GF II REGD 144A P/P 1.20000000
6944PL2B4
19330000.00000000
NS
USD
17858451.37000000
0.174910500125
Long
DBT
CORP
US
Y
2
2025-06-24
Fixed
1.20000000
N
N
N
N
N
N
JPMORGAN CHASE & V/R 03/16/24
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO REGD V/R 0.69700000
46647PBZ8
62235000.00000000
NS
USD
60829579.98000000
0.595781349473
Long
DBT
CORP
US
N
2
2024-03-16
Variable
0.69700000
N
N
N
N
N
N
T/L CHARTER 0% 04/30/2025
N/A
T/L CHARTER COMMUNICATIONS OPERATING LLC REGD 0.00000000
16117LBW8
36356636.04000000
NS
USD
36058875.19000000
0.353170370866
Long
LON
CORP
US
N
2
2025-04-30
Variable
2.52000000
N
N
N
N
N
N
BLACKSTONE PRIV 1.75% 09/15/24
N/A
BLACKSTONE PRIVATE CRE REGD 144A P/P 1.75000000
09261HAA5
46600000.00000000
NS
USD
43549308.63000000
0.426533700754
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
1.75000000
N
N
N
N
N
N
T/L BCP RENAISSANC 0% 11/02/2026
N/A
T/L BCP RENAISSANCE PARENT LLC REGD 0.00000000
05549PAC5
10387182.18000000
NS
USD
10276870.31000000
0.100654445808
Long
LON
CORP
US
N
2
2026-11-02
Variable
4.50000000
N
N
N
N
N
N
T/L SS&C TECHNOLOGI 0% 4/16/25
N/A
T/L SS&C TECHNOLOGIES HOLDINGS INC REGD 0.00000000
78466DBF0
8137817.89000000
NS
USD
8022911.90000000
0.078578567862
Long
LON
CORP
US
N
2
2025-04-16
Variable
2.51371000
N
N
N
N
N
N
ABBVIE INC 2.3% 11/21/22
FR5LCKFTG8054YNNRU85
ABBVIE INC REGD SER WI 2.30000000
00287YBM0
57840000.00000000
NS
USD
57830865.91000000
0.566411133274
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
2.30000000
N
N
N
N
N
N
OPTN 2021-C A 2.18% 10/08/31
N/A
OPORTUN ISSUANCE TRUST 2021-C SER 2021-C CL A REGD 144A P/P 2.18000000
68377WAA9
56210000.00000000
NS
USD
52491208.23000000
0.514113082566
Long
ABS-CBDO
CORP
US
Y
2
2031-10-08
Fixed
2.18000000
N
N
N
N
N
N
MTN 2022-LPFL A V/R 03/15/27
N/A
MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL SER 2022-LPFL CL A V/R REGD 144A P/P 1.90587000
62475WAA3
16040000.00000000
NS
USD
15959695.74000000
0.156313574223
Long
ABS-CBDO
CORP
US
Y
2
2039-03-15
Variable
1.90587000
N
N
N
N
N
N
VISTRA CORP 5.5% 09/01/26
N/A
VISTRA CORP REGD 144A P/P 5.50000000
92840VAA0
36892000.00000000
NS
USD
36762878.00000000
0.360065564690
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN EXPRESS 2.5% 08/01/22
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO REGD 2.50000000
025816BM0
59004000.00000000
NS
USD
59099830.17000000
0.578839712257
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
EART 2022-2A A 2.19% 11/17/25
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 SER 2022-2A CL A2 REGD 2.19000000
30166QAB5
28100000.00000000
NS
USD
28077438.51000000
0.274998022520
Long
ABS-CBDO
CORP
US
N
2
2025-11-17
Fixed
2.19000000
N
N
N
N
N
N
EART 2022-1A A 1.15% 01/15/23
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST SER 2022-1A CL A2 REGD 1.15000000
30167JAB0
58580000.00000000
NS
USD
58363394.59000000
0.571626863116
Long
ABS-CBDO
CORP
US
N
2
2024-06-17
Fixed
1.15000000
N
N
N
N
N
N
HART 2022-A A2 1.81% 02/18/25
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2022-A SER 2022-A CL A2A REGD 1.81000000
448977AB4
22360000.00000000
NS
USD
22205908.30000000
0.217490668480
Long
ABS-CBDO
CORP
US
N
2
2025-02-18
Fixed
1.81000000
N
N
N
N
N
N
T/L WYNDHAM 0% 05/30/25
N/A
T/L WYNDHAM HOTELS & RESORTS INC ZCP REGD 0.00000000
98310CAC6
41357775.76000000
NS
USD
40949574.51000000
0.401071202036
Long
LON
CORP
US
N
2
2025-05-30
Variable
2.51371000
N
N
N
N
N
N
OWL ROCK CORE 3.125% 09/23/26
5493003I42XBWPE05N35
OWL ROCK CORE INCOME COR REGD 144A P/P 3.12500000
69120VAA9
18000000.00000000
NS
USD
16017185.52000000
0.156876644668
Long
DBT
CORP
US
Y
2
2026-09-23
Fixed
3.12500000
N
N
N
N
N
N
BJETS 2020-1A 2.981% 11/15/35
N/A
BUSINESS JET SECURITIES 2020-1 LLC SER 2020-1A CL A REGD 144A P/P 2.98100000
12327FAA5
11828979.22000000
NS
USD
11285217.61000000
0.110530471836
Long
ABS-CBDO
CORP
US
Y
2
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
PSTAT 2019-4A A2 V/R 10/24/27
N/A
PALMER SQUARE LOAN FUNDING 2019-4 LTD SER 2019-4A CL A2 V/R REGD 144A P/P 2.78400000
69689HAC9
15000000.00000000
NS
USD
14913495.00000000
0.146066801371
Long
ABS-CBDO
CORP
KY
Y
2
2027-10-24
Variable
2.78400000
N
N
N
N
N
N
NORTHWESTERN MUT 0.6% 03/25/24
N/A
NORTHWESTERN MUTUAL GLBL REGD 144A P/P MTN 0.60000000
66815L2B4
74165000.00000000
NS
USD
70588398.07000000
0.691361851802
Long
DBT
CORP
US
Y
2
2024-03-25
Fixed
0.60000000
N
N
N
N
N
N
SIDC 2019-1A A 4.54% 02/26/24
N/A
STACK INFRASTRUCTURE ISSUER LLC SER 2019-1A CL A2 REGD 144A P/P 4.54000000
85236KAA0
50179032.42000000
NS
USD
50065306.66000000
0.490353146832
Long
ABS-CBDO
CORP
US
Y
2
2044-02-25
Fixed
4.54000000
N
N
N
N
N
N
SYMP 2019-21A AR V/R 07/15/32
N/A
SYMPHONY CLO XXI LTD SER 2019-21A CL AR V/R REGD 144A P/P 2.10429000
87166RDE4
50790000.00000000
NS
USD
50228582.58000000
0.491952315329
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Variable
2.10429000
N
N
N
N
N
N
BLACKSTONE SEC 3.625% 01/15/26
549300KM7KWQHVBNH962
BLACKSTONE SECURED LEND REGD 3.62500000
09261LAC2
14654000.00000000
NS
USD
14020786.15000000
0.137323369582
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.62500000
N
N
N
N
N
N
BPR 2022-OANA A V/R 04/15/37
N/A
BPR TRUST 2022-OANA SER 2022-OANA CL A V/R REGD 144A P/P 2.24800000
05592DAA2
20300000.00000000
NS
USD
20261446.24000000
0.198446081447
Long
ABS-CBDO
CORP
US
Y
2
2037-04-15
Variable
2.24800000
N
N
N
N
N
N
EDISON INTERNAT 2.95% 03/15/23
549300I7ROF15MAEVP56
EDISON INTERNATIONAL REGD 2.95000000
281020AJ6
12750000.00000000
NS
USD
12705117.58000000
0.124437355962
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.95000000
N
N
N
N
N
N
THERMO FISHER 0.797% 10/18/23
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC REGD 0.79700000
883556CP5
45636000.00000000
NS
USD
44249006.50000000
0.433386730832
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
0.79700000
N
N
N
N
N
N
WLAKE 2020-3A 0.56% 05/15/24
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-3 SER 2020-3A CL A2 REGD 144A P/P 0.56000000
96042QAC4
17848614.45000000
NS
USD
17811334.05000000
0.174449020356
Long
ABS-CBDO
CORP
US
Y
2
2024-05-15
Fixed
0.56000000
N
N
N
N
N
N
PUBLIC SERVICE 2.65% 11/15/22
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRIS REGD 2.65000000
744573AL0
88057000.00000000
NS
USD
88216798.80000000
0.864019173773
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.65000000
N
N
N
N
N
N
BANK OF NOVA SC 2.44% 03/11/24
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA REGD 2.44000000
06418BAC2
58070000.00000000
NS
USD
57121295.89000000
0.559461412691
Long
DBT
CORP
CA
N
2
2024-03-11
Fixed
2.44000000
N
N
N
N
N
N
MAIN STREET CAPI 4.5% 12/01/22
5493001FS9QJLJNF3E20
MAIN STREET CAPITAL CORP REGD 4.50000000
56035LAC8
9329000.00000000
NS
USD
9425055.21000000
0.092311538460
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
4.50000000
N
N
N
N
N
N
GILEAD SCIENCES 3.25% 09/01/22
549300WTZWR07K8MNV44
GILEAD SCIENCES INC REGD 3.25000000
375558BC6
53483000.00000000
NS
USD
53612579.15000000
0.525096092480
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.25000000
N
N
N
N
N
N
CANADIAN IMPERIAL 1% 10/18/24
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK REGD 1.00000000
13607HYF3
16860000.00000000
NS
USD
15842048.84000000
0.155161308682
Long
DBT
CORP
CA
N
2
2024-10-18
Fixed
1.00000000
N
N
N
N
N
N
PWNE 2020-1 A 1.37% 10/15/23
N/A
PAWNEE EQUIPMENT RECEIVABLES SERIES 2020-1 LLC SER 2020-1 CL A REGD 144A P/P 1.37000000
70410LAA8
9874381.89000000
NS
USD
9803760.31000000
0.096020678579
Long
ABS-CBDO
CORP
US
Y
2
2025-11-17
Fixed
1.37000000
N
N
N
N
N
N
SANTANDER HOLDIN 3.5% 06/07/24
N/A
SANTANDER HOLDINGS USA REGD SER FXD 3.50000000
80282KAW6
16070000.00000000
NS
USD
15971042.39000000
0.156424706380
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
BNP PARIBAS 2.95% 05/23/22
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS REGD P/P MTN 2.95000000
09659W2A1
26935000.00000000
NS
USD
26959051.07000000
0.264044233616
Long
DBT
CORP
FR
Y
2
2022-05-23
Fixed
2.95000000
N
N
N
N
N
N
ASB BANK LIMITE 3.75% 06/14/23
N/A
ASB BANK LIMITED REGD 144A P/P 3.75000000
00216LAA1
41195000.00000000
NS
USD
41581912.09000000
0.407264487225
Long
DBT
CORP
NZ
Y
2
2023-06-14
Fixed
3.75000000
N
N
N
N
N
N
OCT20 2019-4A A1 V/R 05/12/31
N/A
OCTAGON INVESTMENT PARTNERS 20-R LTD SER 2019-4A CL A1R V/R REGD 144A P/P 1.54486000
67576WAN2
32920000.00000000
NS
USD
32667036.14000000
0.319949782345
Long
ABS-CBDO
CORP
KY
Y
2
2031-05-12
Variable
1.54486000
N
N
N
N
N
N
PFP 2021-7 A V/R 04/14/38
N/A
PFP 2021-7 LTD SER 2021-7 CL A V/R REGD 144A P/P 1.40414000
69290LAA5
25489870.33000000
NS
USD
25351689.74000000
0.248301302256
Long
ABS-CBDO
CORP
KY
Y
2
2038-04-14
Variable
1.40414000
N
N
N
N
N
N
PENNANTPARK INVEST 4% 11/01/26
529900OK432R4C6NQQ73
PENNANTPARK INVESTMENT C REGD 4.00000000
708062AD6
17345000.00000000
NS
USD
16044754.97000000
0.157146667314
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.00000000
N
N
N
N
N
N
VFI 2022-1A A 2.23% 09/24/24
N/A
VFI ABS 2022-1 LLC SER 2022-1A CL A REGD 144A P/P 2.23000000
91824CAA4
37552616.72000000
NS
USD
37111673.89000000
0.363481765921
Long
ABS-CBDO
CORP
US
Y
2
2028-03-24
Fixed
2.23000000
N
N
N
N
N
N
FCITL 2021-1A 1.13% 10/15/25
N/A
FCI FUNDING 2021-1 LLC SER 2021-1A CL A REGD 144A P/P 1.13000000
30260GAA4
8944494.89000000
NS
USD
8855531.15000000
0.086733465866
Long
ABS-CBDO
CORP
US
Y
2
2033-04-15
Fixed
1.13000000
N
N
N
N
N
N
FNMA P887626 V/R 07/01/36
N/A
FNMA P887626 V/R 07/01/36 2.22900000
31410FD77
27405.48000000
NS
USD
28770.12000000
0.000281782332
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
2.22900000
N
N
N
N
N
N
PFSFC 2020-F A 0.93% 08/15/22
N/A
PFS FINANCING CORP SER 2020-F CL A REGD 144A P/P 0.93000000
69335PDV4
23070000.00000000
NS
USD
23004162.83000000
0.225308989127
Long
ABS-CBDO
CORP
US
Y
2
2024-08-15
Fixed
0.93000000
N
N
N
N
N
N
F/C US 2YR NOTE (CBT) JUN22
N/A
FUTURE CONTRACT ON US 2YR NOTE (CBT) JUN22 0.00000000
N/A
-2100.00000000
NC
USD
-442706250.00000000
-4.33598468265
N/A
DIR
CORP
US
N
1
GOLDMAN, SACHS AND CO.
FOR8UP27PHTHYVLBNG30
Short
F/C US 2YR NOTE (CBT) JUN22
US 2YR NOTE (CBT) JUN22
2022-06-30
450555802.20000000
USD
7849552.20000000
N
N
N
DEFT 2022-1 A2 2.11% 11/22/23
N/A
DELL EQUIPMENT FINANCE TRUST SER 2022-1 CL A2 REGD 144A P/P 2.11000000
24703WAB5
36940000.00000000
NS
USD
36630187.91000000
0.358765962080
Long
ABS-CBDO
CORP
US
Y
2
2027-08-23
Fixed
2.11000000
N
N
N
N
N
N
CONTINENTAL RESO 4.5% 04/15/23
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES REGD SER WI 4.50000000
212015AL5
6400000.00000000
NS
USD
6471680.00000000
0.063385383312
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
REPS 2021-A A 2.3% 10/20/25
N/A
REPUBLIC FINANCE ISSUANCE TRUST 2021-A SER 2021-A CL A REGD 144A P/P 2.30000000
76042UAA1
56030000.00000000
NS
USD
52588290.01000000
0.515063927762
Long
ABS-CBDO
CORP
US
Y
2
2031-12-22
Fixed
2.30000000
N
N
N
N
N
N
SYMP 2012-9A AR3 V/R 07/16/32
N/A
CALIFORNIA STREET CLO IX LP SER 2012-9A CL AR3 V/R REGD 144A P/P 2.14429000
13079WDC9
44170000.00000000
NS
USD
43889729.87000000
0.429867878400
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-16
Variable
2.14429000
N
N
N
N
N
N
HPEFS 2022-1A 1.02% 09/20/23
N/A
HPEFS EQUIPMENT TRUST SER 2022-1A CL A2 REGD 144A P/P 1.02000000
40441RAB9
25000000.00000000
NS
USD
24622885.00000000
0.241163191625
Long
ABS-CBDO
CORP
US
Y
2
2029-05-21
Fixed
1.02000000
N
N
N
N
N
N
RESI 2021-1A A1 V/R 07/10/52
N/A
RESIMAC PREMIER SERIES 2021-1 SER 2021-1A CL A1 V/R REGD 144A P/P 1.18814000
76123EAA9
13640799.90000000
NS
USD
13543347.02000000
0.132647201684
Long
ABS-CBDO
CORP
AU
Y
2
2052-07-10
Variable
1.18814000
N
N
N
N
N
N
CREDIT ACCEPTA 5.125% 12/31/24
N/A
CREDIT ACCEPTANC REGD 144A P/P 5.12500000
225310AN1
14430000.00000000
NS
USD
14256984.30000000
0.139636758111
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
5.12500000
N
N
N
N
N
N
MAIN STREET CAPITA 3% 07/14/26
5493001FS9QJLJNF3E20
MAIN STREET CAPITAL CORP REGD 3.00000000
56035LAE4
33980000.00000000
NS
USD
30912479.63000000
0.302765181603
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
CHMML 2021-2A A V/R 10/01/32
N/A
CHURCHILL MMSLF CLO-I LP SER 2021-2A CL A V/R REGD 144A P/P 1.53509000
171519AA9
25000000.00000000
NS
USD
24728000.00000000
0.242192716349
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-01
Variable
1.53509000
N
N
N
N
N
N
T/L NEXSTAR B 0% 09/19/2024
N/A
T/L NEXSTAR BROADCASTING INC REGD 0.00000000
65336RAV0
42239910.58000000
NS
USD
41958170.38000000
0.410949662625
Long
LON
CORP
US
N
2
2024-09-19
Variable
1.95514000
N
N
N
N
N
N
MCMML 2020-1A A1 V/R 05/20/34
N/A
MONROE CAPITAL MML CLO X LTD SER 2020-1A CL A1R V/R REGD 144A P/P 0.00000000
61034UAA3
12410000.00000000
NS
USD
12392626.00000000
0.121376728957
Long
ABS-CBDO
CORP
US
Y
2
2034-05-20
Variable
2.98156000
N
N
N
N
N
N
PFSFC 2019-C A 2.23% 10/15/22
N/A
PFS FINANCING CORP SER 2019-C CL A REGD 144A P/P 2.23000000
69335PDM4
27650000.00000000
NS
USD
27640510.52000000
0.270718631678
Long
ABS-CBDO
CORP
US
Y
2
2024-10-15
Fixed
2.23000000
N
N
N
N
N
N
BREAD FINANCIAL 4.75% 12/15/24
549300G8S4PO686J7H97
BREAD FINANCIAL HLDGS REGD 144A P/P 4.75000000
018581AK4
37385000.00000000
NS
USD
36263450.00000000
0.355174031855
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
T/L MPH ACQUISITI 0% 09/1/28
N/A
T/L MPH ACQUISITION HOLDINGS LLC REGD 0.00000000
N/A
36601075.00000000
NS
USD
35097136.83000000
0.343750845396
Long
LON
CORP
US
N
2
2028-09-01
Variable
4.75786000
N
N
N
N
N
N
T/L QUINTILES IMS 0% 03/07/24
N/A
T/L QUINTILES IMS INCORPORATED REGD 0.00000000
44969CBF6
11904043.14000000
NS
USD
11832618.88000000
0.115891867845
Long
LON
CORP
US
N
2
2024-03-07
Variable
2.51371000
N
N
N
N
N
N
MSC 2017-CLS A V/R 11/15/19
N/A
MORGAN STANLEY CAPITAL I TRUST 2017-CLS SER 2017-CLS CL A V/R REGD 144A P/P 1.25400000
61691LAA7
32615000.00000000
NS
USD
32450894.37000000
0.317832831424
Long
ABS-CBDO
CORP
US
Y
2
2034-11-15
Variable
1.25400000
N
N
N
N
N
N
EQUITABLE FINANC 1.1% 11/12/24
N/A
EQUITABLE FINANCIAL LIFE REGD 144A P/P 1.10000000
29449WAK3
33775000.00000000
NS
USD
31778468.90000000
0.311246914604
Long
DBT
CORP
US
Y
2
2024-11-12
Fixed
1.10000000
N
N
N
N
N
N
FREED 2021-3FP 0.62% 11/20/28
N/A
FREED ABS TRUST 2021-3FP SER 2021-3FP CL A REGD 144A P/P 0.62000000
30322MAA7
4919283.67000000
NS
USD
4898221.27000000
0.047974503181
Long
ABS-CBDO
CORP
US
Y
2
2028-11-20
Fixed
0.62000000
N
N
N
N
N
N
CAALT 2020-3A 1.24% 10/15/29
N/A
CREDIT ACCEPTANCE AUTO LOAN TRUST 2020-3 SER 2020-3A CL A REGD 144A P/P 1.24000000
22536BAA0
57480000.00000000
NS
USD
56254836.79000000
0.550975078048
Long
ABS-CBDO
CORP
US
Y
2
2029-10-15
Fixed
1.24000000
N
N
N
N
N
N
T/L JAZZ FINANC 0% 05/05/2028
N/A
T/L JAZZ FINANCING LUX S A R L REGD 0.00000000
N/A
36777087.50000000
NS
USD
36703533.33000000
0.359484326950
Long
LON
CORP
US
N
2
2028-05-05
Variable
4.26371000
N
N
N
N
N
N
OWL ROCK CAPITA 5.25% 04/15/24
2549000BD79OOCPF2L94
OWL ROCK CAPITAL CORP REGD 5.25000000
69121KAA2
31201000.00000000
NS
USD
31566276.04000000
0.309168640374
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
FHLMC 0.625% 10/27/25
N/A
FEDERAL HOME LOAN MORTGAGE CORP 0.62500000
3134GW3X2
26490000.00000000
NS
USD
24304802.02000000
0.238047800937
Long
ABS-MBS
USGA
US
N
2
2025-10-27
Fixed
0.62500000
N
N
N
N
N
N
SREV 2019-A A 2.51% 11/25/24
N/A
SANTANDER REVOLVING AUTO LOAN TRUST 2019-A SER 2019-A CL A REGD 144A P/P 2.51000000
80286JAA3
34490000.00000000
NS
USD
33327152.41000000
0.326415139533
Long
ABS-CBDO
CORP
US
Y
2
2032-01-26
Variable
2.51000000
N
N
N
N
N
N
ABBVIE INC 3.25% 10/01/22
FR5LCKFTG8054YNNRU85
ABBVIE INC REGD SER WI 3.25000000
00287YCT4
20446000.00000000
NS
USD
20489992.43000000
0.200684524612
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.25000000
N
N
N
N
N
N
WLAKE 2022-1A 1.97% 06/15/23
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-1 SER 2022-1A CL A2A REGD 144A P/P 1.97000000
96042WAB3
34080000.00000000
NS
USD
33923896.56000000
0.332259813047
Long
ABS-CBDO
CORP
US
Y
2
2024-12-16
Fixed
1.97000000
N
N
N
N
N
N
SOUTHERN CAL EDIS V/R 06/13/22
N/A
SOUTHERN CAL EDISON REGD V/R SER F 0.39934000
842400HE6
24425000.00000000
PA
USD
24425000.00000000
0.239225052444
Long
DBT
CORP
US
N
2
2022-06-13
Variable
0.39934000
N
N
N
N
N
N
HSBC HOLDINGS PLC V/R 06/04/26
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC REGD V/R 2.09900000
404280CG2
33350000.00000000
NS
USD
31143523.65000000
0.305028089190
Long
DBT
CORP
GB
N
2
2026-06-04
Variable
2.09900000
N
N
N
N
N
N
MORGAN STANLEY 2.75% 05/19/22
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY REGD MTN 2.75000000
61744YAH1
105556000.00000000
NS
USD
105619403.27000000
1.034464986138
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
2.75000000
N
N
N
N
N
N
GA GLOBAL FUNDI 1.25% 12/08/23
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST REGD 144A P/P 1.25000000
36143L2F1
64675000.00000000
NS
USD
62194955.63000000
0.609154207671
Long
DBT
CORP
US
Y
2
2023-12-08
Fixed
1.25000000
N
N
N
N
N
N
CHARTER COMM O 4.464% 07/23/22
N/A
CHARTER COMM OPT LLC/CAP REGD SER WI 4.46400000
161175BB9
58742000.00000000
NS
USD
58842626.81000000
0.576320593023
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46400000
N
N
N
N
N
N
OMFIT 2022-S1 4.13% 08/14/26
N/A
ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 SER 2022-S1 CL A REGD 144A P/P 4.13000000
68267HAA5
13350000.00000000
NS
USD
13386045.00000000
0.131106543179
Long
ABS-CBDO
CORP
US
Y
2
2035-05-14
Fixed
4.13000000
N
N
N
N
N
N
T/L UNITED AI 0% 04/21/28
N/A
T/L UNITED AIRLINES INC REGD 0.00000000
N/A
48138750.00000000
NS
USD
47684801.59000000
0.467037836690
Long
LON
CORP
US
N
2
2028-04-21
Variable
4.50000000
N
N
N
N
N
N
PRINCIPAL LFE 1.375% 01/10/25
635400WSLKBQWSOIIT41
PRINCIPAL LFE GLB FND II REGD 144A P/P 1.37500000
74256LET2
47175000.00000000
NS
USD
44523080.02000000
0.436071080973
Long
DBT
CORP
US
Y
2
2025-01-10
Fixed
1.37500000
N
N
N
N
N
N
SCENTRE GROUP 3.625% 01/28/26
N/A
SCENTRE GROUP TRUST 1/2 REGD 144A P/P 3.62500000
80622GAD6
19215000.00000000
NS
USD
18841746.70000000
0.184541160387
Long
DBT
CORP
AU
Y
2
2026-01-28
Fixed
3.62500000
N
N
N
N
N
N
BLACKSTONE PRIV 2.35% 11/22/24
N/A
BLACKSTONE PRIVATE CRE REGD 144A P/P 2.35000000
09261HAG2
30840000.00000000
NS
USD
29101281.82000000
0.285025820658
Long
DBT
CORP
US
Y
2
2024-11-22
Fixed
2.35000000
N
N
N
N
N
N
STRAT CREDIT OP 4.25% 04/01/26
5493003CSKFS2RY0JR63
STRAT CREDIT OPP PARTNRS REGD P/P 4.25000000
86275#AA1
25095000.00000000
NS
USD
23392755.96000000
0.229114975285
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.25000000
N
N
N
N
N
N
UNITED INS HOLD 6.25% 12/15/27
5299002P9105LJQA8G51
UNITED INS HOLDINGS CORP REGD 6.25000000
910710AA0
31750000.00000000
NS
USD
30690663.16000000
0.300592651136
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.25000000
N
N
N
N
N
N
MDPK 2017-25A A1 V/R 04/25/29
N/A
MADISON PARK FUNDING XXV LTD SER 2017-25A CL A1R V/R REGD 144A P/P 2.15400000
55820RAJ1
40030000.00000000
NS
USD
39777594.84000000
0.389592516344
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-25
Variable
2.15400000
N
N
N
N
N
N
ALEXANDER FUND 1.841% 11/15/23
N/A
ALEXANDER FUNDING TRUST REGD 144A P/P 1.84100000
014621AA4
74190000.00000000
NS
USD
71190401.11000000
0.697258032306
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
DUKE ENERGY PR 1.295% 07/01/28
N/A
DUKE ENERGY PROGRESS NC REGD SER A-1 1.29500000
26444BAA2
56760000.00000000
NS
USD
52824635.08000000
0.517378755266
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
1.29500000
N
N
N
N
N
N
MFIT 2020-AA A 2.19% 08/21/34
N/A
MARINER FINANCE ISSUANCE TRUST 2020-A SER 2020-AA CL A REGD 144A P/P 2.19000000
56848MAA7
16460000.00000000
NS
USD
15825132.86000000
0.154995629002
Long
ABS-CBDO
CORP
US
Y
2
2034-08-21
Fixed
2.19000000
N
N
N
N
N
N
MDCP 2020-3A 2.954% 11/20/26
N/A
ELM 2020-3 TRUST SER 2020-3A CL A2 REGD 144A P/P 2.95400000
289338AB1
17170000.00000000
NS
USD
16619720.39000000
0.162778034059
Long
ABS-CBDO
CORP
US
Y
2
2029-08-20
Fixed
2.95400000
N
N
N
N
N
N
NRART 2020-T2 1.475% 09/15/23
N/A
NRZ ADVANCE RECEIVABLES TRUST 2015-ON1 SER 2020-T2 CL AT2 REGD 144A P/P 1.47540000
62942QCW1
24700000.00000000
NS
USD
23917504.00000000
0.234254499436
Long
ABS-CBDO
CORP
US
Y
2
2053-09-15
Fixed
1.47540000
N
N
N
N
N
N
FCRT 2022-1 A2 1.15% 01/15/24
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2022-1 SER 2022-1 CL A2 REGD 144A P/P 1.15000000
35105JAB4
15000000.00000000
NS
USD
14753179.50000000
0.144496628029
Long
ABS-CBDO
CORP
US
Y
2
2025-09-15
Fixed
1.15000000
N
N
N
N
N
N
T/L AVOLON TLB BO ZCP 01/15/25
635400O84AGITYFZQB55
T/L AVOLON TLB BORROWER 1 US REGD ZCP TERM LOAN 0.00000000
05400KAE0
20775495.14000000
NS
USD
20541770.82000000
0.201191656160
Long
LON
CORP
US
N
2
2025-01-15
Variable
2.50000000
N
N
N
N
N
N
UMBS P#735676 5% 07/01/35
N/A
FANNIE MAE POOL UMBS P#735676 5.00000000
31402RJV2
3197975.60000000
NS
USD
3387489.90000000
0.033177991770
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
FREED 2022-2CP 3.03% 12/18/23
N/A
FREED ABS TRUST 2022-2CP SER 2022-2CP CL A REGD 144A P/P 3.03000000
35633LAA2
30450000.00000000
NS
USD
30364395.92000000
0.297397101592
Long
ABS-CBDO
CORP
US
Y
2
2029-05-18
Fixed
3.03000000
N
N
N
N
N
N
HAT HOLDINGS I 3.375% 06/15/26
N/A
HAT HOLDINGS I LLC/HAT REGD 144A P/P 3.37500000
418751AE3
23540000.00000000
NS
USD
21622196.20000000
0.211773634387
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
DRSLF 2021-93A A V/R 01/15/34
N/A
DRYDEN 93 CLO LTD SER 2021-93A CL A1A V/R REGD 144A P/P 2.12429000
26190TAA9
17180000.00000000
NS
USD
17127415.46000000
0.167750536812
Long
ABS-CBDO
CORP
KY
Y
2
2034-01-15
Variable
2.12429000
N
N
N
N
N
N
OWL ROCK CAPIT 4.625% 11/26/24
N/A
OWL ROCK CAPITAL CORP II REGD 144A P/P 4.62500000
69121DAA8
27070000.00000000
NS
USD
26659375.44000000
0.261109129489
Long
DBT
CORP
US
Y
2
2024-11-26
Fixed
4.62500000
N
N
N
N
N
N
HSBC HOLDINGS PLC V/R 08/17/24
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC REGD V/R 0.73200000
404280CU1
29665000.00000000
NS
USD
28550652.07000000
0.279632804043
Long
DBT
CORP
GB
N
2
2024-08-17
Variable
0.73200000
N
N
N
N
N
N
EF HOLD/EF KY/ 5.875% 04/01/27
N/A
EF HOLD/EF KY/ELL KY/TRS REGD 144A P/P SER QIB 5.87500000
26845AAA9
25360000.00000000
NS
USD
25168821.36000000
0.246510239910
Long
DBT
CORP
N/A
Y
2
2027-04-01
Fixed
5.87500000
N
N
N
N
N
N
T/L HCA INC 0% 06/30/2028
N/A
T/L HCA INC REGD 0.00000000
N/A
3970000.00000000
NS
USD
3966268.20000000
0.038846702892
Long
LON
CORP
US
N
2
2028-06-30
Variable
2.51371000
N
N
N
N
N
N
CREDIT ACCEPTA 6.625% 03/15/26
N/A
CREDIT ACCEPTANC REGD 144A 6.62500000
225310AM3
2785000.00000000
NS
USD
2812850.00000000
0.027549813255
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.62500000
N
N
N
N
N
N
DNB BANK ASA V/R 09/30/25
549300GKFG0RYRRQ1414
DNB BANK ASA REGD V/R 0.85600000
25601B2A2
65000000.00000000
NS
USD
60953306.70000000
0.596993162414
Long
DBT
CORP
NO
Y
2
2025-09-30
Variable
0.85600000
N
N
N
N
N
N
CIGAR 2020-1A 0.68% 10/12/23
N/A
CIG AUTO RECEIVABLES TRUST 2020-1 SER 2020-1A CL A REGD 144A P/P 0.68000000
12597UAA5
1672952.07000000
NS
USD
1671868.16000000
0.016374728690
Long
ABS-CBDO
CORP
US
Y
2
2023-10-12
Fixed
0.68000000
N
N
N
N
N
N
CIGAR 2021-1A 0.69% 12/12/23
N/A
CIG AUTO RECEIVABLES TRUST 2021-1 SER 2021-1A CL A REGD 144A P/P 0.69000000
12598NAA0
22673650.14000000
NS
USD
22347024.87000000
0.218872802313
Long
ABS-CBDO
CORP
US
Y
2
2025-04-14
Fixed
0.69000000
N
N
N
N
N
N
TORONTO-DOMINIO 2.35% 03/08/24
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK REGD MTN 2.35000000
89114TZR6
31121000.00000000
NS
USD
30658155.42000000
0.300274261543
Long
DBT
CORP
CA
N
2
2024-03-08
Fixed
2.35000000
N
N
N
N
N
N
OSCAR 2021-1A A 0.4% 02/10/23
N/A
OSCAR US FUNDING XII LLC SER 2021-1A CL A2 REGD 144A P/P 0.40000000
68785AAB1
11228176.80000000
NS
USD
11132860.81000000
0.109038248152
Long
ABS-CBDO
CORP
JP
Y
2
2024-03-11
Fixed
0.40000000
N
N
N
N
N
N
PWNE 2019-1 A2 2.29% 01/17/23
N/A
PAWNEE EQUIPMENT RECEIVABLES SERIES 2019-1 LLC SER 2019-1 CL A2 REGD 144A P/P 2.29000000
704102AB8
6994884.03000000
NS
USD
6999139.02000000
0.068551459534
Long
ABS-CBDO
CORP
US
Y
2
2024-10-15
Fixed
2.29000000
N
N
N
N
N
N
STWD 2019-FL1 A V/R 08/15/23
N/A
STWD 2019-FL1 LTD SER 2019-FL1 CL A V/R REGD 144A P/P 1.71637000
78485WAA7
20035280.47000000
NS
USD
19943070.10000000
0.195327819470
Long
ABS-CBDO
CORP
KY
Y
2
2038-07-15
Variable
1.71637000
N
N
N
N
N
N
CITIGROUP INC 2.7% 10/27/22
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC REGD 2.70000000
172967LQ2
69806000.00000000
NS
USD
69985781.16000000
0.685459658889
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
2.70000000
N
N
N
N
N
N
GCPAF 2021-2A 2.943% 10/19/29
N/A
GOLUB CAPITAL PARTNERS ABS FUNDING 2021-2 LTD SER 2021-2A CL A REGD 144A P/P 2.94360000
38178XAA1
50750000.00000000
NS
USD
47110022.23000000
0.461408292267
Long
ABS-CBDO
CORP
US
Y
2
2029-10-19
Fixed
2.94360000
N
N
N
N
N
N
SOUTHERN CO V/R 05/10/23
549300FC3G3YU2FBZD92
SOUTHERN CO REGD V/R SER 2021 0.41946000
842587DK0
27010000.00000000
NS
USD
26928153.49000000
0.263741614365
Long
DBT
CORP
US
N
2
2023-05-10
Variable
0.41946000
N
N
N
N
N
N
HPLY 2019-HIT A V/R 11/15/21
N/A
HPLY TRUST 2019-HIT SER 2019-HIT CL A V/R REGD 144A P/P 1.55414000
40443RAA9
18443191.11000000
NS
USD
18026950.42000000
0.176560825369
Long
ABS-CBDO
CORP
US
Y
2
2036-11-15
Variable
1.55414000
N
N
N
N
N
N
TRUIST BANK 1.25% 03/09/23
N/A
TRUIST BANK REGD SER BKNT 1.25000000
89788JAB5
61285000.00000000
NS
USD
60629649.47000000
0.593823176014
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
1.25000000
N
N
N
N
N
N
AT&T INC 3% 06/30/22
549300Z40J86GGSTL398
AT&T INC REGD 3.00000000
00206RCM2
100479000.00000000
NS
USD
100479000.00000000
0.984118486983
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.00000000
N
N
N
N
N
N
UMBS P#889633 5.5% 08/01/37
N/A
FANNIE MAE POOL UMBS P#889633 5.50000000
31410KLN2
186242.74000000
NS
USD
198120.65000000
0.001940447201
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
ATHENE GLOBAL F 0.95% 01/08/24
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING REGD 144A P/P 0.95000000
04685A2S9
16760000.00000000
NS
USD
15990617.12000000
0.156616426577
Long
DBT
CORP
US
Y
2
2024-01-08
Fixed
0.95000000
N
N
N
N
N
N
DEFT 2019-2 A3 1.91% 10/22/24
N/A
DELL EQUIPMENT FINANCE TRUST 2019-2 SER 2019-2 CL A3 REGD 144A P/P 1.91000000
24703KAC9
14798702.67000000
NS
USD
14811743.29000000
0.145070217619
Long
ABS-CBDO
CORP
US
Y
2
2024-10-22
Fixed
1.91000000
N
N
N
N
N
N
T/L ELANCO ANIMAL 0% 8/1/27
N/A
T/L ELANCO ANIMAL HEALTH INCORPORATED REGD 0.00000000
28414BAF3
47308407.73000000
NS
USD
46303104.07000000
0.453505117686
Long
LON
CORP
US
N
2
2027-08-01
Variable
2.20514000
N
N
N
N
N
N
NORTHRIVER MID 5.625% 02/15/26
549300SOLNLY3BL6GF18
NORTHRIVER MIDSTREAM FIN REGD 144A P/P 5.62500000
66679NAA8
31985000.00000000
NS
USD
31185375.00000000
0.305437992625
Long
DBT
CORP
CA
Y
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
T/L AXALTA COAT 0% 6/1/24
N/A
T/L AXALTA COATING SYSTEMS /LX163100/ 0.00000000
90347BAH1
56167420.70000000
NS
USD
55575416.09000000
0.544320648055
Long
LON
CORP
NL
N
2
2024-06-01
Variable
2.75600000
N
N
N
N
N
N
COMMONWEALTH BANK V/R 07/07/25
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK AUST REGD V/R 144A P/P 0.49968000
2027A0KG3
33540000.00000000
NS
USD
33244311.36000000
0.325603771896
Long
DBT
CORP
AU
Y
2
2025-07-07
Variable
0.49968000
N
N
N
N
N
N
PSTAT 2022-1A A1 V/R 04/15/30
N/A
PALMER SQUARE LOAN FUNDING 2022-1 LTD SER 2022-1A CL A1 V/R REGD 144A P/P 1.28424000
69701CAA8
47880000.00000000
NS
USD
47571145.27000000
0.465924655969
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-15
Variable
1.28424000
N
N
N
N
N
N
CAPITAL ONE FINA 2.6% 05/11/23
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO REGD 2.60000000
14040HCD5
16045000.00000000
NS
USD
16008833.13000000
0.156794839103
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
2.60000000
N
N
N
N
N
N
TORONTO-DOMINIO 1.25% 12/13/24
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK REGD 1.25000000
89114TZK1
34335000.00000000
NS
USD
32593802.11000000
0.319232508459
Long
DBT
CORP
CA
N
2
2024-12-13
Fixed
1.25000000
N
N
N
N
N
N
T/L TPF II POWER 0% 10/02/2025
N/A
T/L TPF II POWER LLC TL B 0.00000000
87264NAB3
38650622.76000000
NS
USD
27776270.05000000
0.272048297212
Long
LON
CORP
US
N
2
2025-10-02
Variable
4.75600000
N
N
N
N
N
N
DPATH 2022-1A A1 V/R 07/15/33
N/A
DEERPATH CAPITAL CLO 2022-1 LTD SER 2022-1A CL A1 V/R REGD 144A P/P 0.00000000
24461BAA5
12445000.00000000
NS
USD
12445000.00000000
0.121889694070
Long
ABS-CBDO
CORP
KY
Y
2
2033-07-15
Variable
3.06156000
N
N
N
N
N
N
FS KKR CAPITAL 4.625% 07/15/24
549300TYRSI1T21B1360
FS KKR CAPITAL CORP REGD 4.62500000
302635AD9
31955000.00000000
NS
USD
31936161.25000000
0.312791396106
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
CGCC 2014-FL2 C V/R 11/15/31
N/A
CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 SER 2014-FL2 CL C V/R REGD 144A P/P 3.45414000
12528PAC6
31329000.00000000
NS
USD
27810440.01000000
0.272382967037
Long
ABS-CBDO
CORP
US
Y
2
2031-11-15
Variable
3.45414000
N
N
N
N
N
N
T/L AVOLON TLB BORROWER 1 US LLC 0% 12/01/27
N/A
T/L AVOLON TLB BORROWER 1 US LLC REGD 0.00000000
N/A
14812500.00000000
NS
USD
14710738.13000000
0.144080945778
Long
LON
CORP
US
N
2
2027-12-01
Variable
2.87471000
N
N
N
N
N
N
ROYAL BANK OF CA 1.6% 01/21/25
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA REGD MTN SER GMTN 1.60000000
78016EYM3
30000000.00000000
NS
USD
28464165.90000000
0.278785735116
Long
DBT
CORP
CA
N
2
2025-01-21
Fixed
1.60000000
N
N
N
N
N
N
BXMT 2020-FL3 A V/R 11/15/37
N/A
BXMT 2020-FL3 LTD SER 2020-FL3 CL A V/R REGD 144A P/P 1.78151000
05608XAA0
20990000.00000000
NS
USD
20990000.00000000
0.205581733912
Long
ABS-CBDO
CORP
KY
Y
2
2037-11-15
Variable
1.78151000
N
N
N
N
N
N
WALGREENS BOOTS 0.95% 11/17/23
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE REGD 0.95000000
931427AU2
72275000.00000000
NS
USD
70061450.92000000
0.686200788973
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.95000000
N
N
N
N
N
N
RMIT 2020-1 A 2.34% 10/15/30
N/A
REGIONAL MANAGEMENT ISSUANCE TRUST 2020-1 SER 2020-1 CL A REGD 144A P/P 2.34000000
75907QAA6
18070000.00000000
NS
USD
17274002.04000000
0.169186245402
Long
ABS-CBDO
CORP
US
Y
2
2030-10-15
Fixed
2.34000000
N
N
N
N
N
N
T/L IQVIA INC ZCP 06/11/25
N/A
T/L IQVIA INC REGD ZCP TERM LOAN 0.00000000
44969CBJ8
11310889.64000000
NS
USD
11235446.01000000
0.110042995331
Long
LON
CORP
US
N
2
2025-06-11
Variable
2.75600000
N
N
N
N
N
N
OSCAR 2022-1A A 1.6% 02/12/24
N/A
OSCAR US FUNDING XIV LLC SER 2022-1A CL A2 REGD 144A P/P 1.60000000
68784HAB7
39680000.00000000
NS
USD
39089609.22000000
0.382854199209
Long
ABS-CBDO
CORP
JP
Y
2
2025-03-10
Fixed
1.60000000
N
N
N
N
N
N
T/L NEXSTAR BROADC 0%10/26/23
N/A
T/L NEXSTAR BROADCASTING GROUP INC REGD 0.00000000
65336RAT5
16103093.74000000
NS
USD
15989083.84000000
0.156601409218
Long
LON
CORP
US
N
2
2023-10-26
Variable
1.95514000
N
N
N
N
N
N
FHLMC P#1N0333 V/R 12/01/36
N/A
FREDDIE MAC NON GOLD POOL P#1N0333 V/R 1.86500000
3128QGLN0
13229.05000000
NS
USD
13211.91000000
0.000129401017
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Variable
1.86500000
N
N
N
N
N
N
WLAKE 2021-2A 0.32% 04/15/25
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-2A CL A2A REGD 144A P/P 0.32000000
96042RAB4
32619382.49000000
NS
USD
32312346.03000000
0.316475851530
Long
ABS-CBDO
CORP
US
Y
2
2025-04-15
Fixed
0.32000000
N
N
N
N
N
N
ATHENE GLOBAL FU 2.5% 01/14/25
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING REGD 144A P/P 2.50000000
04685A2L4
18000000.00000000
NS
USD
17232218.64000000
0.168777007487
Long
DBT
CORP
US
Y
2
2025-01-14
Fixed
2.50000000
N
N
N
N
N
N
WELLS FARGO & COM V/R 04/30/26
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY REGD V/R 2.18800000
95000U2N2
19370000.00000000
NS
USD
18296638.76000000
0.179202225871
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.18800000
N
N
N
N
N
N
T/L QUINTILES IMS 0% 1/17/25
N/A
T/L QUINTILES IMS INCORPORATED ZCP REGD 0.00000000
44969CBH2
6309539.73000000
NS
USD
6267455.10000000
0.061385149436
Long
LON
CORP
US
N
2
2025-01-17
Variable
2.51371000
N
N
N
N
N
N
T/L CLEAN HARBO 0% 06/30/2024
N/A
T/L CLEAN HARBORS INC REGD 0.00000000
N/A
36491388.88000000
NS
USD
36324258.32000000
0.355769604978
Long
LON
CORP
US
N
2
2024-06-28
Variable
2.51371000
N
N
N
N
N
N
DFLF2 2021-2 A 0.56% 04/10/34
549300ZWUQETU54FDP26
DONLEN FLEET LEASE FUNDING 2 LLC SER 2021-2 CL A2 REGD 144A P/P 0.56000000
257812AD9
24676664.84000000
NS
USD
24137896.75000000
0.236413085605
Long
ABS-CBDO
CORP
US
Y
2
2034-12-11
Fixed
0.56000000
N
N
N
N
N
N
AERCAP IRELAND 3.15% 02/15/24
N/A
AERCAP IRELAND CAP/GLOBA REGD 3.15000000
00774MAQ8
47945000.00000000
NS
USD
46787769.75000000
0.458252064368
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
3.15000000
N
N
N
N
N
N
T/L DELOS FINANCE 0% 10/06/23
N/A
T/L DELOS FINANCE S A R L REGD 0.00000000
L2324EAE1
25891030.10000000
NS
USD
25775556.11000000
0.252452764061
Long
LON
CORP
LU
N
2
2023-10-06
Variable
2.75600000
N
N
N
N
N
N
ATHENE GLOBAL FUND 3% 07/01/22
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING REGD 144A P/P 3.00000000
04685A2E0
20325000.00000000
NS
USD
20357759.23000000
0.199389396906
Long
DBT
CORP
US
Y
2
2022-07-01
Fixed
3.00000000
N
N
N
N
N
N
AUST & NZ BANK 2.625% 05/19/22
N/A
AUST & NZ BANKING GRP NY REGD 2.62500000
05253JAS0
34375000.00000000
NS
USD
34386755.56000000
0.336793179211
Long
DBT
CORP
AU
N
2
2022-05-19
Fixed
2.62500000
N
N
N
N
N
N
NRART 2020-T3 1.317% 10/15/22
N/A
NRZ ADVANCE RECEIVABLES TRUST 2015-ON1 SER 2020-T3 CL AT3 REGD 144A P/P 1.31730000
62942QDB6
6800000.00000000
NS
USD
6790832.24000000
0.066511246622
Long
ABS-CBDO
CORP
US
Y
2
2052-10-15
Fixed
1.31730000
N
N
N
N
N
N
SWC 2018-1A A 4.75% 02/15/24
N/A
SWC FUNDING LLC 2018-1 SER 2018-1A CL A REGD 144A P/P 4.75000000
78488LAA8
25258037.74000000
NS
USD
24563674.83000000
0.240583271215
Long
ABS-CBDO
CORP
US
Y
3
2033-08-15
Fixed
4.75000000
N
N
N
N
N
N
NFMOT 2022-1A A 2.8% 03/17/25
N/A
NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2022-1A CL A2 REGD 144A P/P 2.80000000
65341KBT2
17690000.00000000
NS
USD
17194771.99000000
0.168410244875
Long
ABS-CBDO
CORP
US
Y
2
2027-03-15
Fixed
2.80000000
N
N
N
N
N
N
VALET 2021-1 A 0.49% 05/22/23
N/A
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2021-1 SER 2021-1 CL A2 REGD 0.49000000
92868KAB9
41339446.12000000
NS
USD
40950636.23000000
0.401081600808
Long
ABS-CBDO
CORP
US
N
2
2024-10-21
Fixed
0.49000000
N
N
N
N
N
N
FHLMC P#1Q0072 V/R 04/01/36
N/A
FREDDIE MAC NON GOLD POOL P#1Q0072 V/R 2.25900000
3128S4CH8
22775.41000000
NS
USD
23308.26000000
0.000228287399
Long
ABS-MBS
USGA
US
N
2
2036-04-01
Variable
2.25900000
N
N
N
N
N
N
BX 2022-LP2 A V/R 02/15/24
N/A
BX COMMERCIAL MORTGAGE TRUST 2022-LP2 SER 2022-LP2 CL A V/R REGD 144A P/P 1.53490000
05610HAA1
54935415.00000000
NS
USD
53747244.38000000
0.526415040145
Long
ABS-CBDO
CORP
US
Y
2
2039-02-15
Variable
1.53490000
N
N
N
N
N
N
BANK OF NOVA SC 1.45% 01/10/25
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA REGD MTN 1.45000000
06417XAB7
15015000.00000000
NS
USD
14184066.75000000
0.138922583915
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.45000000
N
N
N
N
N
N
T/L DELTA AIR 0% 10/20/2027
N/A
T/L DELTA AIR LINES INC REGD 0.00000000
24736CBS2
45000000.00000000
NS
USD
46443600.00000000
0.454881172802
Long
LON
CORP
US
N
2
2027-10-20
Variable
4.75000000
N
N
N
N
N
N
GENERAL MOTORS 3.55% 07/08/22
N/A
GENERAL MOTORS FINL CO REGD 3.55000000
37045XCU8
7750000.00000000
NS
USD
7778078.33000000
0.076180601695
Long
DBT
CORP
US
N
2
2022-07-08
Fixed
3.55000000
N
N
N
N
N
N
PEPAU 24A A1U V/R 11/18/60
N/A
PEPPER RESIDENTIAL SECURITIES TRUST NO. 24 SER 24A CL A1U V/R REGD 144A P/P 1.45414000
71338CAA5
2514795.00000000
NS
USD
2519858.79000000
0.024680178144
Long
ABS-CBDO
CORP
AU
Y
2
2060-11-18
Variable
1.45414000
N
N
N
N
N
N
PSTAT 2019-3A A2 V/R 08/20/27
N/A
PALMER SQUARE LOAN FUNDING 2019-3 LTD SER 2019-3A CL A2 V/R REGD 144A P/P 2.07957000
69689LAC0
20000000.00000000
NS
USD
19920000.00000000
0.195101864675
Long
ABS-CBDO
CORP
KY
Y
2
2027-08-20
Variable
2.07957000
N
N
N
N
N
N
KINDER MORGAN I 3.15% 01/15/23
549300WR7IX8XE0TBO16
KINDER MORGAN INC REGD 3.15000000
49456BAM3
73930000.00000000
NS
USD
74127666.64000000
0.726026404894
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.15000000
N
N
N
N
N
N
OWL ROCK TECHNO 4.75% 12/15/25
254900G5EZJSOD3UKL16
OWL ROCK TECHNOLOGY FINA REGD 144A P/P 4.75000000
691205AC2
20015000.00000000
NS
USD
19398530.79000000
0.189994454271
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.75000000
N
N
N
N
N
N
SHNTN 2015-1A 4.75% 11/15/27
N/A
SHENTON AIRCRAFT INVESTMENT I LTD SER 2015-1A CL A REGD 144A P/P 4.75000000
82321UAA1
9956995.87000000
NS
USD
8971277.18000000
0.087867113771
Long
ABS-CBDO
CORP
KY
Y
2
2042-10-15
Fixed
4.75000000
N
N
N
N
N
N
WOODSIDE FINANCE 3.7% 09/15/26
N/A
WOODSIDE FINANCE LTD REGD 144A P/P 3.70000000
980236AN3
10072000.00000000
NS
USD
9843815.11000000
0.096412986118
Long
DBT
CORP
AU
Y
2
2026-09-15
Fixed
3.70000000
N
N
N
N
N
N
LFT 2019-2A A 2.78% 04/20/24
N/A
LENDMARK FUNDING TRUST 2019-2 SER 2019-2A CL A REGD 144A P/P 2.78000000
52604AAA6
21710000.00000000
NS
USD
21486041.81000000
0.210440101487
Long
ABS-CBDO
CORP
US
Y
2
2028-04-20
Fixed
2.78000000
N
N
N
N
N
N
T/L ICON LUXEMBOU 0% 07/03/28
N/A
T/L ICON LUXEMBOURG S.A.R.L. REGD 0.00000000
N/A
4141797.10000000
NS
USD
4115248.18000000
0.040305853088
Long
LON
CORP
LU
N
2
2028-07-03
Variable
3.31250000
N
N
N
N
N
N
BUSINESS DEVELO 4.85% 12/15/24
549300K8IFP295FLKS39
BUSINESS DEVELOPMENT COR REGD 144A P/P 4.85000000
12325JAF8
18375000.00000000
NS
USD
18238394.92000000
0.178631769958
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
4.85000000
N
N
N
N
N
N
EFF 2019-2 A2 2.29% 02/20/23
N/A
ENTERPRISE FLEET FINANCING 2019-2 LLC SER 2019-2 CL A2 REGD 144A P/P 2.29000000
29374DAB4
8847636.65000000
NS
USD
8852022.42000000
0.086699100416
Long
ABS-CBDO
CORP
US
Y
2
2025-02-20
Fixed
2.29000000
N
N
N
N
N
N
CARMX 2022-1 A 0.91% 10/15/23
N/A
CARMAX AUTO OWNER TRUST 2022-1 SER 2022-1 CL A2 REGD 0.91000000
14317CAB8
23500000.00000000
NS
USD
23234017.60000000
0.227560248878
Long
ABS-CBDO
CORP
US
N
2
2025-02-18
Fixed
0.91000000
N
N
N
N
N
N
AVIATION CAPITAL 5.5% 12/15/24
N/A
AVIATION CAPITAL GROUP REGD 144A P/P 5.50000000
05369AAH4
33230000.00000000
NS
USD
33728063.87000000
0.330341774745
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
T/L SS&C TECHNOLOG 0% 04/16/25
N/A
T/L SS&C TECHNOLOGIES HOLDINGS INC REGD 0.00000000
78466DBE3
9749172.95000000
NS
USD
9599620.64000000
0.094021279469
Long
LON
CORP
US
N
2
2025-04-16
Variable
2.51371000
N
N
N
N
N
N
GOLDMAN SACHS 1.217% 12/06/23
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC REGD 1.21700000
38141GZE7
20810000.00000000
NS
USD
20210350.28000000
0.197945633803
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
1.21700000
N
N
N
N
N
N
WLAKE 2021-3A 0.57% 09/16/24
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-3 SER 2021-3A CL A2 REGD 144A P/P 0.57000000
96043JAC9
39217730.51000000
NS
USD
38859115.74000000
0.380596683760
Long
ABS-CBDO
CORP
US
Y
2
2024-09-16
Fixed
0.57000000
N
N
N
N
N
N
BANK OF MONTREAL 1.5% 01/10/25
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL REGD MTN 1.50000000
06368FAE9
51125000.00000000
NS
USD
48493400.44000000
0.474957472404
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.50000000
N
N
N
N
N
N
OXFIN 2022-1A 3.602% 03/15/25
N/A
OXFORD FINANCE FUNDING 2022-1 LLC SER 2022-1A CL A2 REGD 144A P/P 3.60200000
69145BAA4
25930000.00000000
NS
USD
24869818.24000000
0.243581722528
Long
ABS-CBDO
CORP
US
Y
2
2030-02-15
Fixed
3.60200000
N
N
N
N
N
N
SEACO 2020-1A 2.17% 03/18/30
N/A
GLOBAL SC FINANCE VII SRL SER 2020-1A CL A REGD 144A P/P 2.17000000
37959PAA5
23708457.73000000
NS
USD
22060390.37000000
0.216065426538
Long
ABS-CBDO
CORP
BB
Y
2
2040-10-17
Fixed
2.17000000
N
N
N
N
N
N
NMEF 2022-A A2 2.58% 02/15/25
N/A
NMEF FUNDING 2022-A LLC SER 2022-A CL A2 REGD 144A P/P 2.58000000
62920KAB8
34930000.00000000
NS
USD
34280595.41000000
0.335753418005
Long
ABS-CBDO
CORP
US
Y
2
2028-10-16
Fixed
2.58000000
N
N
N
N
N
N
CFII 2019-1A A 2.94% 11/15/22
N/A
CHESAPEAKE FUNDING II LLC SER 2019-1A CL A1 REGD 144A P/P 2.94000000
165183BY9
5531407.96000000
NS
USD
5535401.08000000
0.054215214479
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Fixed
2.94000000
N
N
N
N
N
N
NY STATE ELECTR 5.75% 05/01/23
N/A
NY STATE ELECTRIC & GAS REGD 5.75000000
649840CM5
25345000.00000000
NS
USD
26004215.59000000
0.254692316818
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.75000000
N
N
N
N
N
N
AMCAR 2021-2 A 0.26% 02/21/23
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-2 CL A2 REGD 0.26000000
03066RAB1
14068969.18000000
NS
USD
14010259.37000000
0.137220267453
Long
ABS-CBDO
CORP
US
N
2
2024-11-18
Fixed
0.26000000
N
N
N
N
N
N
T/L SETANTA 0% 11/05/2028
N/A
T/L SETANTA AIRCRAFT LEASING DESIGNATED ACTIVITY COMPANY REGD 0.00000000
G8057JAB2
15000000.00000000
NS
USD
14890650.00000000
0.145843051266
Long
LON
CORP
IE
N
2
2028-11-05
Variable
3.00600000
N
N
N
N
N
N
SIRIUS INTERNATI 4.6% 11/01/26
N/A
SIRIUS INTERNATIONAL GRP REGD 144A P/P 4.60000000
82968FAA2
37290000.00000000
NS
USD
35749923.00000000
0.350144409603
Long
DBT
CORP
BM
Y
2
2026-11-01
Fixed
4.60000000
N
N
N
N
N
N
T/L ORGANON & CO 0% 06/02/28
N/A
T/L ORGANON & CO REGD 0.00000000
N/A
51819137.50000000
NS
USD
51527913.95000000
0.504678317995
Long
LON
CORP
US
N
2
2028-06-02
Variable
3.56250000
N
N
N
N
N
N
FS KKR CAPITAL 4.125% 02/01/25
549300TYRSI1T21B1360
FS KKR CAPITAL CORP REGD 4.12500000
302635AE7
18859000.00000000
NS
USD
18500979.80000000
0.181203597254
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.12500000
N
N
N
N
N
N
ENRGY TRANS LP/REG 5% 10/01/22
N/A
ENRGY TRANS LP/REG FIN REGD 5.00000000
75886AAQ1
52187000.00000000
NS
USD
52339856.77000000
0.512630705455
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.00000000
N
N
N
N
N
N
FS KKR CAPITAL 4.25% 02/14/25
549300TYRSI1T21B1360
FS KKR CAPITAL C REGD 144A P/P 4.25000000
30313RAA7
42821000.00000000
NS
USD
41136699.77000000
0.402903957415
Long
DBT
CORP
US
Y
2
2025-02-14
Fixed
4.25000000
N
N
N
N
N
N
CAALT 2019-3A 2.38% 02/15/23
N/A
CREDIT ACCEPTANCE AUTO LOAN TRUST 2019-3 SER 2019-3A CL A REGD 144A P/P 2.38000000
22535KAA1
8361376.83000000
NS
USD
8371041.75000000
0.081988245717
Long
ABS-CBDO
CORP
US
Y
2
2028-11-15
Fixed
2.38000000
N
N
N
N
N
N
HTS 2021-1 A 1.411% 08/23/23
N/A
HTS FUND I LLC SER 2021-1 CL A REGD 144A P/P 1.41100000
40456HAA5
21000000.00000000
NS
USD
20653392.90000000
0.202284912985
Long
ABS-CBDO
CORP
US
Y
2
2036-08-25
Fixed
1.41100000
N
N
N
N
N
N
EDISON INTERNATIONA V/R /PERP/
549300I7ROF15MAEVP56
EDISON INTERNATIONAL REGD V/R /PERP/ SER A 5.37500000
281020AS6
61690000.00000000
NS
USD
56898537.70000000
0.557279658763
Long
DBT
CORP
US
N
2
2170-09-15
Variable
5.37500000
N
N
N
N
N
N
MHC 2021-MHC A V/R 04/15/26
N/A
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC SER 2021-MHC CL A V/R REGD 144A P/P 1.35496200
55316VAA2
33690000.00000000
NS
USD
33035625.65000000
0.323559847642
Long
ABS-CBDO
CORP
US
Y
2
2038-04-15
Variable
1.35496200
N
N
N
N
N
N
RESI 2019-2A A1 V/R 02/10/51
N/A
RESIMAC PREMIER SERIES 2019-2 SER 2019-2A CL A1 V/R REGD 144A P/P 1.43814000
76120LAA6
8598933.42000000
NS
USD
8477790.79000000
0.083033774671
Long
ABS-CBDO
CORP
AU
Y
2
2051-02-10
Variable
1.43814000
N
N
N
N
N
N
PROTECTIVE LIF 0.781% 07/05/24
N/A
PROTECTIVE LIFE REGD 144A P/P 0.78100000
74368CBF0
29855000.00000000
NS
USD
28174899.72000000
0.275952583956
Long
DBT
CORP
US
Y
2
2024-07-05
Fixed
0.78100000
N
N
N
N
N
N
WOODS 2019-18A A V/R 05/20/32
N/A
NORTHWOODS CAPITAL XVIII LTD SER 2019-18A CL AR V/R REGD 144A P/P 1.57957000
66860MAN1
30000000.00000000
NS
USD
29713881.00000000
0.291025782622
Long
ABS-CBDO
CORP
KY
Y
2
2032-05-20
Variable
1.57957000
N
N
N
N
N
N
VEROS 2022-1 A 3.47% 05/15/24
N/A
VEROS AUTO RECEIVABLES TRUST 2022-1 SER 2022-1 CL A REGD 144A P/P 3.47000000
92512VAA7
20677018.40000000
NS
USD
20635430.71000000
0.202108986440
Long
ABS-CBDO
CORP
US
Y
2
2025-12-15
Fixed
3.47000000
N
N
N
N
N
N
US T BILL ZCP 07/07/22
N/A
UNITED STATES TREASURY BILL ZCP 0.00000000
912796R68
110000000.00000000
PA
USD
109851648.50000000
1.075916739960
Long
STIV
UST
US
N
2
2022-07-07
Fixed
0.00000000
N
N
N
N
N
N
PARLI 2021-2A A V/R 08/20/32
N/A
PARLIAMENT CLO II LTD SER 2021-2A CL A V/R REGD 144A P/P 1.82957000
701631AA1
19490000.00000000
NS
USD
19434360.53000000
0.190345380430
Long
ABS-CBDO
CORP
KY
Y
2
2032-08-20
Variable
1.82957000
N
N
N
N
N
N
T/L CENTURYLINK 0% 01/31/2025
N/A
T/L CENTURYLINK INC REGD 0.00000000
15669GAF1
51300630.95000000
NS
USD
50627566.67000000
0.495860073357
Long
LON
CORP
US
N
2
2025-01-31
Variable
2.76371000
N
N
N
N
N
N
RBIT 2021-HB1 A V/R 11/25/31
N/A
RMF BUYOUT ISSUANCE TRUST 2021-HB1 SER 2021-HB1 CL A V/R REGD 144A P/P 1.25860000
74969TAA8
30138083.47000000
NS
USD
28933024.26000000
0.283377860633
Long
ABS-CBDO
CORP
US
Y
2
2031-11-25
Variable
1.25860000
N
N
N
N
N
N
FLX 2021-1A A2 3.25% 11/25/26
N/A
FLEXENTIAL ISSUER 2021-1 SER 2021-1A CL A2 REGD 144A P/P 3.25000000
33938MAA7
50300000.00000000
NS
USD
47237092.16000000
0.462652849510
Long
ABS-CBDO
CORP
US
Y
2
2051-11-27
Fixed
3.25000000
N
N
N
N
N
N
AIR LEASE CORP 2.75% 01/15/23
5493004NW4M4P8TMMK63
AIR LEASE CORP REGD 2.75000000
00912XAX2
29300000.00000000
NS
USD
29280866.81000000
0.286784724595
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.75000000
N
N
N
N
N
N
ELB 5A AR V/R 06/15/34
54930088K41XQK16ML36
BLACKROCK ELBERT CLO V LTD SER 5A CL AR V/R REGD 144A P/P 0.00000000
092913AC6
12410000.00000000
NS
USD
12410000.00000000
0.121546894609
Long
ABS-CBDO
CORP
KY
Y
2
2034-06-15
Variable
2.96156000
N
N
N
N
N
N
UMBS P#AL2472 6.5% 06/01/40
N/A
FANNIE MAE POOL UMBS P#AL2472 6.50000000
3138EJXA1
864370.82000000
NS
USD
937200.48000000
0.009179194840
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
6.50000000
N
N
N
N
N
N
SIDC 2020-1A 1.893% 08/25/25
N/A
STACK INFRASTRUCTURE ISSUER LLC SER 2020-1A CL A2 REGD 144A P/P 1.89300000
85236KAD4
19160000.00000000
NS
USD
17725653.66000000
0.173609843456
Long
ABS-CBDO
CORP
US
Y
2
2045-08-25
Fixed
1.89300000
N
N
N
N
N
N
T/L SOUTHWEST 0% 06/22/2027
N/A
T/L SOUTHWESTERN ENERGY REGD 0.00000000
N/A
15960000.00000000
NS
USD
15920100.00000000
0.155925762842
Long
LON
CORP
US
N
2
2027-06-22
Variable
3.15112000
N
N
N
N
N
N
BHG 2020-A A 2.56% 09/17/31
N/A
BANKERS HEALTHCARE GROUP SECURITIZATION TRUST 2020-A SER 2020-A CL A REGD 144A P/P 2.56000000
06616PAA5
8792281.12000000
NS
USD
8725249.65000000
0.085457453638
Long
ABS-CBDO
CORP
US
Y
2
2031-09-17
Fixed
2.56000000
N
N
N
N
N
N
EFF 2019-1 A2 2.98% 02/22/22
N/A
ENTERPRISE FLEET FINANCING 2019-1 LLC SER 2019-1 CL A2 REGD 144A P/P 2.98000000
29374AAB0
377350.01000000
NS
USD
377720.76000000
0.003699499227
Long
ABS-CBDO
CORP
US
Y
2
2024-10-20
Fixed
2.98000000
N
N
N
N
N
N
AERCAP IRELAND C 4.5% 09/15/23
N/A
AERCAP IRELAND CAP/GLOBA REGD 4.50000000
00774MAP0
11426000.00000000
NS
USD
11448951.63000000
0.112134127087
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
CFII 2020-1A A 0.87% 01/15/24
N/A
CHESAPEAKE FUNDING II LLC SER 2020-1A CL A1 REGD 144A P/P 0.87000000
165183CJ1
16617280.49000000
NS
USD
16495743.36000000
0.161563769515
Long
ABS-CBDO
CORP
US
Y
2
2032-08-15
Fixed
0.87000000
N
N
N
N
N
N
F/C US 5YR NOTE (CBT) JUN22
N/A
FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN22 0.00000000
N/A
-5000.00000000
NC
USD
-563359375.00000000
-5.51769400325
N/A
DIR
CORP
US
N
1
GOLDMAN, SACHS AND CO.
FOR8UP27PHTHYVLBNG30
Short
F/C US 5YR NOTE (CBT) JUN22
US 5YR NOTE (CBT) JUN22
2022-06-30
587226565.00000000
USD
23867190.00000000
N
N
N
WELLS FARGO & COM V/R 06/02/24
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY REGD V/R MTN 1.65400000
95000U2R3
22790000.00000000
NS
USD
22401952.62000000
0.219410779544
Long
DBT
CORP
US
N
2
2024-06-02
Variable
1.65400000
N
N
N
N
N
N
AIR LEASE CORP 2.25% 01/15/23
5493004NW4M4P8TMMK63
AIR LEASE CORP REGD 2.25000000
00914AAD4
35795000.00000000
NS
USD
35662898.91000000
0.349292072141
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.25000000
N
N
N
N
N
N
CANADIAN IMPERIA 3.5% 09/13/23
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK REGD SER BKNT 3.50000000
13607RAD2
40560000.00000000
NS
USD
40849481.59000000
0.400090864921
Long
DBT
CORP
CA
N
2
2023-09-13
Fixed
3.50000000
N
N
N
N
N
N
SUTTER HEALTH 1.321% 08/15/25
549300MJCC12LU768G81
SUTTER HEALTH REGD SER 20A 1.32100000
86944BAF0
60630000.00000000
NS
USD
56184460.46000000
0.550285793249
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.32100000
N
N
N
N
N
N
MITSUBISHI UFJ 1.412% 07/17/25
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP REGD 1.41200000
606822BS2
39660000.00000000
NS
USD
36572204.07000000
0.358198052677
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41200000
N
N
N
N
N
N
DAIMLER TRUCKS FI V/R 06/14/23
N/A
DAIMLER TRUCKS FINAN NA REGD V/R 144A P/P 0.55000000
233853AA8
45590000.00000000
NS
USD
45515427.07000000
0.445790396227
Long
DBT
CORP
US
Y
2
2023-06-14
Variable
0.55000000
N
N
N
N
N
N
GENERAL MOTORS 3.15% 06/30/22
N/A
GENERAL MOTORS FINL CO REGD 3.15000000
37045XBY1
30805000.00000000
NS
USD
30842869.82000000
0.302083404308
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.15000000
N
N
N
N
N
N
SPGN 2022-TFLM A V/R 02/25/27
N/A
SPGN 2022-TFLM MORTGAGE TRUST SER 2022-TFLM CL A V/R REGD 144A P/P 2.05897000
78473HAA4
46350000.00000000
NS
USD
45509489.10000000
0.445732238144
Long
ABS-CBDO
CORP
US
Y
2
2039-02-15
Variable
2.05897000
N
N
N
N
N
N
FREED 2022-1FP 0.94% 03/19/29
N/A
FREED ABS TRUST 2022-1FP SER 2022-1FP CL A REGD 144A P/P 0.94000000
35633KAA4
12235809.08000000
NS
USD
12135426.50000000
0.118857647529
Long
ABS-CBDO
CORP
US
Y
2
2029-03-19
Fixed
0.94000000
N
N
N
N
N
N
BANK OF NOVA SCOT V/R 07/31/24
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA REGD V/R 0.42957000
0641596F8
32500000.00000000
NS
USD
32264665.23000000
0.316008852886
Long
DBT
CORP
CA
N
2
2024-07-31
Variable
0.42957000
N
N
N
N
N
N
MCIP 2022-1A A 4.05% 04/30/32
N/A
MONROE CAPITAL INCOME PLUS ABS FUNDING LLC SER 2022-1A CL A REGD 144A P/P 4.05000000
61033MAB0
41880000.00000000
NS
USD
41061802.59000000
0.402170394188
Long
ABS-CBDO
CORP
US
Y
2
2032-04-30
Fixed
4.05000000
N
N
N
N
N
N
AERCAP IRELAND 1.75% 10/29/24
N/A
AERCAP IRELAND CAP/GLOBA REGD SER 3NC1 1.75000000
00774MBB0
21450000.00000000
NS
USD
19960897.03000000
0.195502421242
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.75000000
N
N
N
N
N
N
NRART 2020-T1 1.425% 08/15/23
N/A
NEW RESIDENTIAL ADVANCE RECEIVABLES TRUST SER 2020-T1 CL AT1 REGD 144A P/P 1.42570000
62942QCR2
40570000.00000000
NS
USD
39559738.03000000
0.387458767857
Long
ABS-CBDO
CORP
US
Y
2
2053-08-15
Fixed
1.42570000
N
N
N
N
N
N
CAUTO 2020-1A 3.19% 02/15/25
N/A
CARS-DB4 LP SER 2020-1A CL A4 REGD 144A P/P 3.19000000
12510HAD2
20599481.25000000
NS
USD
19884677.19000000
0.194755903525
Long
ABS-CBDO
CORP
US
Y
2
2050-02-15
Fixed
3.19000000
N
N
N
N
N
N
T/L AMERICAN AIRLI 0% 4/20/28
N/A
T/L AMERICAN AIRLINES INC REGD 0.00000000
N/A
36085000.00000000
NS
USD
36696279.90000000
0.359413284896
Long
LON
CORP
US
N
2
2028-04-20
Variable
5.81271000
N
N
N
N
N
N
US BANCORP V/R /PERP/
N1GZ7BBF3NP8GI976H15
US BANCORP REGD V/R /PERP/ 3.70000000
902973BC9
42990000.00000000
NS
USD
36725067.30000000
0.359695236473
Long
DBT
CORP
US
N
2
2171-01-15
Variable
3.70000000
N
N
N
N
N
N
AGL 2019-2A A1 V/R 04/20/32
N/A
AGL CORE CLO 2 LTD SER 2019-2A CL A1 V/R REGD 144A P/P 2.45271000
001200AA2
10000000.00000000
NS
USD
9935467.00000000
0.097310649504
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-20
Variable
2.45271000
N
N
N
N
N
N
RCMT 2022-FL8 A V/R 12/25/26
N/A
READY CAPITAL MORTGAGE FINANCING 20 SER 2022-FL8 CL A V/R REGD 144A P/P 1.93803000
75574PAA0
21560000.00000000
NS
USD
21427652.22000000
0.209868218059
Long
ABS-CBDO
CORP
US
Y
2
2037-01-25
Variable
1.93803000
N
N
N
N
N
N
PEPAU 23A A1U V/R 08/18/60
N/A
PEPPER RESIDENTIAL SECURITIES TRUST NO. 23 SER 23A CL A1U V/R REGD 144A P/P 1.50414000
71338BAA7
4219555.76000000
NS
USD
4226438.70000000
0.041394883097
Long
ABS-CBDO
CORP
AU
Y
2
2060-08-18
Variable
1.50414000
N
N
N
N
N
N
BXMT 2021-FL4 A V/R 05/15/38
N/A
BXMT 2021-FL4 LTD SER 2021-FL4 CL A V/R REGD 144A P/P 1.60414000
05609GAA6
17250000.00000000
NS
USD
17066718.75000000
0.167156056828
Long
ABS-CBDO
CORP
US
Y
2
2038-05-15
Variable
1.60414000
N
N
N
N
N
N
KENTUCKY ST PUBLI V/R 08/01/52
N/A
KENTUCKY ST PUBLIC ENERGY AUTH REGD N/C V/R B/E 1.38800000
74440DDT8
31000000.00000000
NS
USD
30294244.70000000
0.296710021581
Long
DBT
MUN
US
N
2
2052-08-01
Variable
1.38800000
N
N
N
N
N
N
JPMORGAN CHASE & V/R 03/13/26
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO REGD V/R 2.00500000
46647PBH8
33270000.00000000
NS
USD
31343144.33000000
0.306983228090
Long
DBT
CORP
US
N
2
2026-03-13
Variable
2.00500000
N
N
N
N
N
N
T/L BUCKEYE PART 0% 11/01/26
N/A
T/L BUCKEYE PARTNERS L P REGD 0.00000000
N/A
36158126.85000000
NS
USD
35880432.44000000
0.351422654337
Long
LON
CORP
US
N
2
2026-11-01
Variable
2.70743000
N
N
N
N
N
N
UMBS P#906281 V/R 01/01/37
N/A
FANNIE MAE POOL UMBS P#906281 V/R 2.08900000
31411E2N6
26560.30000000
NS
USD
26516.17000000
0.000259706536
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Variable
2.08900000
N
N
N
N
N
N
LLOYDS BANKING G 3.9% 03/12/24
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC REGD 3.90000000
53944YAH6
33923000.00000000
NS
USD
33973527.97000000
0.332745916493
Long
DBT
CORP
GB
N
2
2024-03-12
Fixed
3.90000000
N
N
N
N
N
N
FCRT 2021-2 A2 0.4% 07/15/23
N/A
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-2 CL A2 REGD 144A P/P 0.40000000
35105UAB9
6147267.62000000
NS
USD
6090425.07000000
0.059651269468
Long
ABS-CBDO
CORP
US
Y
2
2025-04-15
Fixed
0.40000000
N
N
N
N
N
N
BUSINESS DEVELO 4.75% 12/30/22
549300K8IFP295FLKS39
BUSINESS DEVELOPMENT COR REGD 144A P/P 4.75000000
12325JAB7
35855000.00000000
NS
USD
35734107.70000000
0.349989510280
Long
DBT
CORP
US
Y
2
2022-12-30
Fixed
4.75000000
N
N
N
N
N
N
DRAWBRIDGE SPE 3.875% 02/15/26
N/A
DRAWBRIDGE SPEC OPPOR FU REGD 144A P/P 3.87500000
26150TAE9
48895000.00000000
NS
USD
46143772.72000000
0.451944583374
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
3.87500000
N
N
N
N
N
N
EFF 2022-1 A2 3.03% 06/20/25
N/A
ENTERPRISE FLEET FINANCING LLC SER 2022-1 CL A2 REGD 144A P/P 3.03000000
29375JAB0
15500000.00000000
NS
USD
15347534.25000000
0.150317899113
Long
ABS-CBDO
CORP
US
Y
2
2028-01-20
Fixed
3.03000000
N
N
N
N
N
N
FNMA P745925 V/R 09/01/36
N/A
FNMA P745925 V/R 09/01/36 1.97400000
31403DVS5
40984.89000000
NS
USD
42346.45000000
0.000414752578
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
1.97400000
N
N
N
N
N
N
AUDAX 2020-1A A V/R 01/20/30
N/A
AUDAX SENIOR DEBT CLO III LLC SER 2020-1A CL A V/R REGD 144A P/P 2.67271000
05072LAA3
48700000.00000000
NS
USD
48521129.77000000
0.475229060957
Long
ABS-CBDO
CORP
KY
Y
2
2030-01-20
Variable
2.67271000
N
N
N
N
N
N
BMWLT 2022-1 A 0.67% 05/25/23
N/A
BMW VEHICLE LEASE TRUST 2022-1 SER 2022-1 CL A2 REGD 0.67000000
05601XAB5
31700000.00000000
NS
USD
31424210.00000000
0.307777207176
Long
ABS-CBDO
CORP
US
N
2
2024-05-28
Fixed
0.67000000
N
N
N
N
N
N
GNMA #080312 V/R 8/20/29
N/A
GINNIE MAE II POOL P#80312 V/R 1.62500000
36225CK21
5766.34000000
NS
USD
5824.51000000
0.000057046825
Long
ABS-MBS
USGSE
US
N
2
2029-08-20
Variable
1.62500000
N
N
N
N
N
N
US T BILL ZCP 05/24/22
N/A
UNITED STATES TREASURY BILL ZCP 0.00000000
912796V22
11000000.00000000
PA
USD
10998309.82000000
0.107720419385
Long
STIV
UST
US
N
2
2022-05-24
Fixed
0.00000000
N
N
N
N
N
N
SKANDINAVISKA E 0.65% 09/09/24
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA REGD 144A P/P 0.65000000
83051GAS7
26360000.00000000
NS
USD
24706258.48000000
0.241979774026
Long
DBT
CORP
SE
Y
2
2024-09-09
Fixed
0.65000000
N
N
N
N
N
N
CITIGROUP INC V/R 07/24/23
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC REGD V/R 2.87600000
172967LM1
40893000.00000000
NS
USD
40885428.25000000
0.400442936226
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.87600000
N
N
N
N
N
N
BLACKSTONE SECU 3.65% 07/14/23
549300KM7KWQHVBNH962
BLACKSTONE SECURED LEND REGD 3.65000000
09261LAD0
24645000.00000000
NS
USD
24681359.51000000
0.241735906783
Long
DBT
CORP
US
N
2
2023-07-14
Fixed
3.65000000
N
N
N
N
N
N
NAVMT 2020-1 A V/R 07/25/22
N/A
NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST SER 2020-1 CL A V/R REGD 144A P/P 1.61786000
63938PBM0
27120000.00000000
NS
USD
27133253.54000000
0.265750419696
Long
ABS-CBDO
CORP
US
Y
2
2025-07-25
Variable
1.61786000
N
N
N
N
N
N
WLAKE 2021-1A 0.39% 12/15/22
N/A
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-1 SER 2021-1A CL A2A REGD 144A P/P 0.39000000
96043FAB9
17172754.89000000
NS
USD
17082409.03000000
0.167309731671
Long
ABS-CBDO
CORP
US
Y
2
2024-10-15
Fixed
0.39000000
N
N
N
N
N
N
T/L CENTURYLINK INC 0% 3/15/27
N/A
T/L CENTURYLINK INC REGD 0.00000000
N/A
22759678.37000000
NS
USD
21768721.97000000
0.213208747386
Long
LON
CORP
US
N
2
2027-03-15
Variable
3.01371000
N
N
N
N
N
N
FNA 2019-1 LLC 3% 12/10/31
N/A
FNA 2019-1 LLC 3.00000000
30312PAA2
17139696.14000000
NS
USD
17076279.26000000
0.167249695047
Long
ABS-CBDO
CORP
US
N
3
2031-12-10
Fixed
3.00000000
N
N
N
N
N
N
GA GLOBAL FUNDING V/R 09/13/24
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST REGD V/R 144A P/P 0.54934000
36143L2E4
50000000.00000000
NS
USD
49154064.00000000
0.481428189898
Long
DBT
CORP
US
Y
2
2024-09-13
Variable
0.54934000
N
N
N
N
N
N
PROTECTIVE LIF 1.646% 01/13/25
N/A
PROTECTIVE LIFE GLOBAL REGD 144A P/P 1.64600000
74368CBJ2
42465000.00000000
NS
USD
40260486.00000000
0.394322082898
Long
DBT
CORP
US
Y
2
2025-01-13
Fixed
1.64600000
N
N
N
N
N
N
BLACKROCK TCP CA 3.9% 08/23/24
549300JU1XG1HF56J989
BLACKROCK TCP CAP CORP REGD 3.90000000
09259EAA6
41185000.00000000
NS
USD
40798142.29000000
0.399588033939
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
3.90000000
N
N
N
N
N
N
MAIN STREET CAPI 5.2% 05/01/24
5493001FS9QJLJNF3E20
MAIN STREET CAPITAL CORP REGD 5.20000000
56035LAD6
49650000.00000000
NS
USD
50203256.40000000
0.491704263876
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.20000000
N
N
N
N
N
N
CAPITAL ONE FINAN V/R 12/06/24
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO REGD V/R 1.34300000
14040HCK9
45285000.00000000
NS
USD
43518927.57000000
0.426236140440
Long
DBT
CORP
US
N
2
2024-12-06
Variable
1.34300000
N
N
N
N
N
N
F/C US 10YR NOTE (CBT)JUN22
N/A
FUTURE CONTRACT ON US 10YR NOTE (CBT)JUN22 0.00000000
N/A
-148.00000000
NC
USD
-17635125.00000000
-0.17272318128
N/A
DIR
CORP
US
N
1
GOLDMAN, SACHS AND CO.
FOR8UP27PHTHYVLBNG30
Short
F/C US 10YR NOTE (CBT)JUN22
US 10YR NOTE (CBT)JUN22
2022-06-21
18763625.00000000
USD
1128500.00000000
N
N
N
T/L ORTHO 0% 06/30/25 /USD/
N/A
T/L ORTHO CLINICAL DIAQNOSTICS S.A. REGD /USD/ 0.00000000
L7300KAJ3
56015194.53000000
NS
USD
55857791.83000000
0.547086312383
Long
LON
CORP
LU
N
2
2025-06-30
Variable
3.26642224
N
N
N
N
N
N
SEACO 2020-2A 2.26% 03/17/30
N/A
GLOBAL SC FINANCE VII SRL SER 2020-2A CL A REGD 144A P/P 2.26000000
37959PAC1
24613942.77000000
NS
USD
22924604.19000000
0.224529770301
Long
ABS-CBDO
CORP
BB
Y
2
2040-11-19
Fixed
2.26000000
N
N
N
N
N
N
LCM 24A AR V/R 03/20/30
N/A
LCM XXIV LTD SER 24A CL AR V/R REGD 144A P/P 2.04271000
50188YAE4
18647000.00000000
NS
USD
18530976.50000000
0.181497393042
Long
ABS-CBDO
CORP
KY
Y
2
2030-03-20
Variable
2.04271000
N
N
N
N
N
N
AUST & NZ BANK 2.625% 11/09/22
N/A
AUST & NZ BANKING GRP NY REGD MTN 2.62500000
05253JAU5
47633000.00000000
NS
USD
47727797.29000000
0.467458948198
Long
DBT
CORP
AU
N
2
2022-11-09
Fixed
2.62500000
N
N
N
N
N
N
T/L VISTRA OPERAT ZCP 12/31/25
N/A
T/L VISTRA OPERATIONS CO LLC ZCP TERM LOAN 0.00000000
88233FAK6
20881100.16000000
NS
USD
20587929.51000000
0.201643746847
Long
LON
CORP
US
N
2
2025-12-31
Variable
2.47232824
N
N
N
N
N
N
BBUBS 2012-TFT B V/R 06/05/20
N/A
BB-UBS TRUST SER 2012-TFT CL B V/R REGD 144A P/P 3.67789900
05490AAC7
26807000.00000000
NS
USD
25531933.09000000
0.250066654348
Long
ABS-CBDO
CORP
US
Y
2
2030-06-05
Variable
3.67789900
N
N
N
N
N
N
OSCAR 2021-2A 0.39% 07/10/23
N/A
OSCAR US FUNDING XIII LLC SER 2021-2A CL A2 REGD 144A P/P 0.39000000
68785BAB9
16062392.00000000
NS
USD
15881894.56000000
0.155551568435
Long
ABS-CBDO
CORP
US
Y
2
2024-08-12
Fixed
0.39000000
N
N
N
N
N
N
2022-05-31
BBH Trust
Charles Schreiber
Charles Schreiber
Treasurer