0001145549-24-003963.txt : 20240126
0001145549-24-003963.hdr.sgml : 20240126
20240126140407
ACCESSION NUMBER: 0001145549-24-003963
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240126
DATE AS OF CHANGE: 20240126
PERIOD START: 20240531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JOHN HANCOCK SOVEREIGN BOND FUND
CENTRAL INDEX KEY: 0000045288
ORGANIZATION NAME:
IRS NUMBER: 042528977
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02402
FILM NUMBER: 24566527
BUSINESS ADDRESS:
STREET 1: JOHN HANCOCK FUNDS
STREET 2: 200 BERKELEY STREET
CITY: BOSTON
STATE: MA
ZIP: 02116
BUSINESS PHONE: 617-663-3000
MAIL ADDRESS:
STREET 1: C/O JOHN HANCOCK FUNDS
STREET 2: 200 BERKELEY STREET
CITY: BOSTON
STATE: MA
ZIP: 02116
FORMER COMPANY:
FORMER CONFORMED NAME: HANCOCK JOHN SOVEREIGN BOND FUND
DATE OF NAME CHANGE: 19930921
FORMER COMPANY:
FORMER CONFORMED NAME: HANCOCK JOHN BONDS
DATE OF NAME CHANGE: 19930921
FORMER COMPANY:
FORMER CONFORMED NAME: HANCOCK JOHN BOND TRUST
DATE OF NAME CHANGE: 19910704
0000045288
S000000646
John Hancock Bond Fund
C000001854
Class A
JHNBX
C000001856
Class C
JHCBX
C000001857
Class I
JHBIX
C000106442
Class R6
JHBSX
C000113488
Class R2
JHRBX
C000153977
Class NAV
C000153978
Class R4
JBFRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000045288
XXXXXXXX
S000000646
C000001854
C000001856
C000001857
C000153977
C000113488
C000153978
C000106442
John Hancock Sovereign Bond Fund
811-02402
0000045288
549300USMZ9ZFEUQSP11
200 Berkeley Street
Boston
02116
617-543-9634
Bond Fund
S000000646
WKGWVLWSOXTPDPZACG18
2024-05-31
2023-11-30
N
22206348019.280000000000
98010768.880000000000
22108337250.400000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
119292.390000000000
USD
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC JR SUBORDINA 12/49 VAR
172967KM2
27864000
PA
USD
27059856.11
0.1223966136
Long
DBT
CORP
US
N
2
2026-08-15
Variable
6.250000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 10/26 3.2
172967KY6
39653000
PA
USD
37359593.8
0.1689841863
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.200000000000
N
N
N
N
N
N
General Motors Financial Company Inc.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/30 3.6
37045XCY0
68640000
PA
USD
60139562
0.2720220943
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.600000000000
N
N
N
N
N
N
General Motors Financial Company Inc.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/28 2.4
37045XDP8
54508000
PA
USD
46718605.12
0.2113166838
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.400000000000
N
N
N
N
N
N
Georgia Power Company
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO SR UNSECURED 05/33 4.95
373334KT7
13396000
PA
USD
12964783.16
0.0586420544
Long
DBT
CORP
US
N
2
2033-05-17
Fixed
4.950000000000
N
N
N
N
N
N
Globo Comunicacao e Participacoes S/A
N/A
GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875
37959DAB0
12883000
PA
USD
10679342.24
0.0483045926
Long
DBT
CORP
BR
N
2
2030-01-22
Fixed
4.875000000000
N
N
N
N
N
N
Global Infrastructure Solutions Inc.
N/A
GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625
37960XAA5
17739000
PA
USD
14825564.38
0.0670587037
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.625000000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corporation
N/A
GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/50 FIXED 4.214
38122ND66
16097000
PA
USD
11320382.66
0.0512041341
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
4.214000000000
N
N
N
N
N
N
The Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/32 VAR
38141GYB4
76569000
PA
USD
61700291
0.2790815533
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.615000000000
N
N
N
N
N
N
The Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/32 VAR
38141GYN8
29672000
PA
USD
23674095.69
0.1070822080
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.650000000000
N
N
N
N
N
N
IQVIA Inc.
N/A
IQVIA INC SR SECURED 144A 02/29 6.25
46266TAE8
13280000
PA
USD
13479372.77
0.0609696361
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.250000000000
N
N
N
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI INC COMPANY GUAR 144A 11/31 3.625
55354GAM2
28632000
PA
USD
24373783.11
0.1102470205
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.625000000000
N
N
N
N
N
N
NiSource Inc.
N/A
NISOURCE INC SR UNSECURED 05/30 3.6
65473PAJ4
15381000
PA
USD
13786974.22
0.0623609730
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.600000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/52 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/52 FIXED 4
3132DN5G4
34529654.93
PA
USD
31613746.42
0.1429946814
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 07/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 07/52 FIXED 4.5
3132DNEX7
21355020.92
PA
USD
20134032.65
0.0910698639
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/52 FIXED 4.5
3132DNT86
63240671.35
PA
USD
59644604.41
0.2697833118
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/52 FIXED 4.5
3132DNTB9
52466317.61
PA
USD
49482914.9
0.2238201559
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/52 FIXED 4.5
3132DNTK9
13330916.88
PA
USD
12593707.84
0.0569636138
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 06/53 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 06/53 FIXED 4
3132DQ3R5
59522049.7
PA
USD
54263109.95
0.2454418409
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/53 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/53 FIXED 4.5
3132DQ5X0
68461799.67
PA
USD
64477911.7
0.2916452331
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/53 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/53 FIXED 4.5
3132DQ5Y8
15986358.41
PA
USD
15046098.36
0.0680562187
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/53 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/53 FIXED 5
3132DQ6B7
58093445.82
PA
USD
56274017.19
0.2545375374
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 04/53 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 04/53 FIXED 5
3132DQAU0
40952927.92
PA
USD
39657525.38
0.1793781456
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 06/53 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 06/53 FIXED 5
3132DQQL3
48302080.56
PA
USD
46699494.81
0.2112302444
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 06/53 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 06/53 FIXED 5
3132DQUB0
61898262.94
PA
USD
59998357.66
0.2713834016
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 06/53 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 06/53 FIXED 5.5
3132DQV78
40676281.79
PA
USD
40417409.8
0.1828152400
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 07/53 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 07/53 FIXED 5.5
3132DQYW0
47217068.85
PA
USD
46931325.31
0.2122788556
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/51 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/51 FIXED 2.5
3132DVLY9
60822419.38
PA
USD
50048256.94
0.2263773000
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 12/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 12/52 FIXED 4.5
3132DVME2
92229282.68
PA
USD
87273047.04
0.3947517448
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/53 FIXED 6
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/53 FIXED 6
3132E0CL4
76506923.9
PA
USD
77320758.65
0.3497357480
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/41 FIXED 4
3138ALM38
1242879.93
PA
USD
1169822.33
0.0052913176
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/41 FIXED 4
3138ARZ23
2939208.84
PA
USD
2762919.21
0.0124971823
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/42 FIXED 4
3138E2LN3
1396329.82
PA
USD
1313469.93
0.0059410616
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/43 FIXED VAR
3138ELJT1
2617436.08
PA
USD
2376992.91
0.0107515680
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/47 FIXED VAR
3138ER6T2
19020107.3
PA
USD
17136673.51
0.0775122675
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/46 FIXED VAR
3138ETSE7
10255933.6
PA
USD
9246767.17
0.0418247970
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/42 FIXED 3.5
3138LVDR1
914136.96
PA
USD
832391.63
0.0037650576
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/42 FIXED 3
3138MDS52
1710281.13
PA
USD
1508263.24
0.0068221469
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/52 FIXED VAR
3140XJJP9
15745580.57
PA
USD
14893289.61
0.0673650372
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/52 FIXED VAR
3140XJL35
43765549.29
PA
USD
42425627.61
0.1918987716
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.000000000000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 02/30 3.375
15135BAV3
12115000
PA
USD
10477268.86
0.0473905782
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.375000000000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 10/30 3
15135BAW1
20848000
PA
USD
17395362.72
0.0786823655
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.000000000000
N
N
N
N
N
N
CENTENE CORP SR UNSECURED 07/28 2.45
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 07/28 2.45
15135BAY7
6416000
PA
USD
5561277.16
0.0251546604
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.450000000000
N
N
N
N
N
N
Century Communities Inc.
N/A
CENTURY COMMUNITIES INC COMPANY GUAR 144A 08/29 3.875
156504AM4
14250000
PA
USD
12368693.63
0.0559458339
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.875000000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital C
N/A
CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/35 6.384
161175AZ7
32905000
PA
USD
32304748.64
0.1461202092
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.384000000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital C
N/A
CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/28 4.2
161175BK9
40895000
PA
USD
38484587.77
0.1740727371
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.200000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SUBORDINATED 03/26 4.6
172967KJ9
40997000
PA
USD
40030551.07
0.1810654081
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.600000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/52 FIXED VAR
3140XJWV1
70898616.32
PA
USD
70469559.16
0.3187465360
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/52 FIXED VAR
3140XJY72
1985571.57
PA
USD
1973555.49
0.0089267477
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/52 FIXED VAR
3140XJY80
46425692.87
PA
USD
46057690.33
0.2083272469
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/52 FIXED VAR
3140XJLT8
38858534.62
PA
USD
36621588.67
0.1656460559
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/52 FIXED VAR
3140XJYB3
26920940.02
PA
USD
26884214.47
0.1216021547
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/52 FIXED VAR
3140XJYD9
25698277.56
PA
USD
25494575.02
0.1153165647
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/52 FIXED VAR
3140XJYF4
1721445.76
PA
USD
1702420.86
0.0077003568
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 02/50 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 02/50 FIXED 3
3133KHK54
7509442.14
PA
USD
6440712.6
0.0291325057
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/53 FIXED VAR
3140XJYK3
32898828.94
PA
USD
31943006.1
0.1444839824
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/52 FIXED VAR
3140XJYP2
38527854.08
PA
USD
37348289.15
0.1689330533
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/53 FIXED VAR
3140XK6V7
9208075.5
PA
USD
8931197.88
0.0403974201
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/53 FIXED VAR
3140XKDN7
79187330.04
PA
USD
76342255.97
0.3453098037
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/52 FIXED VAR
3140XKGV6
41823263.3
PA
USD
39415648.6
0.1782840933
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/46 FIXED 4
31418CCW2
1583695.36
PA
USD
1470372.61
0.0066507607
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/37 FIXED 4.5
31418EL73
22582046.56
PA
USD
22045792.96
0.0997171009
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/38 FIXED 4.5
31418EN89
34981244.47
PA
USD
34128685.08
0.1543702029
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/40 FIXED VAR
31419ANB9
2355637.68
PA
USD
2220415.6
0.0100433405
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/40 FIXED 3.5
31419L3D3
852319.46
PA
USD
781076.04
0.0035329479
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/40 FIXED 4
31419LZZ9
1419311.6
PA
USD
1337780.24
0.0060510215
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.000000000000
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A
N/A
ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A
31572LAA4
12979271.62
PA
USD
10065782.07
0.0455293492
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.931000000000
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A
N/A
ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A
31574XAA6
4492566.56
PA
USD
3670165.86
0.0166008227
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
0.797000000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR
316773CM0
16052000
PA
USD
14885629.58
0.0673303895
Long
DBT
CORP
US
N
2
2024-01-02
Variable
8.689430000000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 10/27 6.875
335934AT2
28740000
PA
USD
23279400
0.1052969282
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.875000000000
N
N
N
N
N
N
FANNIE MAE REMICS FNR 2001 50 BA
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2001 50 BA
31392AJW9
71.24
PA
USD
71.73
0.0000003244
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
7.000000000000
N
N
N
N
N
N
FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A
31392MEN8
732.94
PA
USD
681.75
0.0000030837
Long
ABS-MBS
USGSE
US
N
2
2032-07-25
Variable
4.360753000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/33 FLOATING VAR
31402DSC5
225.87
PA
USD
229.1
0.0000010363
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Floating
5.372000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/46 FIXED 3.5
3140EVUV7
16660609.17
PA
USD
15042059.31
0.0680379494
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.500000000000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 06/31 8.625
335934AU9
11552000
PA
USD
9342680
0.0422586280
Long
DBT
CORP
CA
N
2
2031-06-01
Fixed
8.625000000000
N
N
N
N
N
N
FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A
N/A
FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A
33767JAA0
13924280.99
PA
USD
12739081
0.0576211628
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.266000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/46 FIXED 3
3140F0HF4
13012896
PA
USD
11315453.51
0.0511818387
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/46 FIXED 3
3140FECE2
2165258.83
PA
USD
1884845.69
0.0085254973
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/46 FIXED 3
3140FEEM2
1629263.93
PA
USD
1416228.55
0.0064058574
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/47 FIXED 4
3140FEZH0
6971457.58
PA
USD
6485680.14
0.0293359020
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A
N/A
FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A
33767MAA3
31801611.08
PA
USD
29371424.19
0.1328522532
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
1.339000000000
N
N
N
N
N
N
FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A
N/A
FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A
33767WAA1
18465261.11
PA
USD
16431524.95
0.0743227533
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
1.538000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/47 FIXED 4
3140FNJU9
6257311.31
PA
USD
5844761.14
0.0264369096
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/47 FIXED 4
3140GPG69
7805447.65
PA
USD
7281070.65
0.0329335968
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SUBORDINATED 01/84 VAR
29250NBT1
13861000
PA
USD
13905022.54
0.0628949268
Long
DBT
CORP
CA
N
2
2084-01-15
Variable
8.500000000000
N
N
N
N
N
N
FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A
N/A
FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A
33767WAG8
23526000
PA
USD
20659392.19
0.0934461600
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.189000000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSECURED 03/30 2.65
337932AL1
15065000
PA
USD
12743331.34
0.0576403879
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.650000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 03/45 5.15
29273RBF5
24013000
PA
USD
20810089.63
0.0941277917
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.150000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 04/27 4.2
29273RBK4
15075000
PA
USD
14412059.99
0.0651883488
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.200000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/48 FIXED 3.5
3140H1WJ5
8916377
PA
USD
7966575.1
0.0360342572
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/52 FIXED 4.5
3140QQDS1
167559685.32
PA
USD
157128441.43
0.7107203027
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR
29273VAM2
36220000
PA
USD
32071732.82
0.1450662366
Long
DBT
CORP
US
N
2
2030-05-15
Variable
7.125000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR
29273VAN0
44447000
PA
USD
41619784.11
0.1882537960
Long
DBT
CORP
US
N
2
2026-11-15
Variable
6.500000000000
N
N
N
N
N
N
Five Guys Holdings Inc.
N/A
FIVE GUYS HOLDINGS INC GUYS 2023 1A A2 144A
33830JAE5
19190000
PA
USD
19274376.51
0.0871814840
Long
ABS-O
CORP
US
N
2
2054-01-26
Fixed
7.549000000000
N
N
N
N
N
N
Flowserve Corporation
6Y0GK87T6V7NJKZJVM41
FLOWSERVE CORP SR UNSECURED 10/30 3.5
34354PAF2
12864000
PA
USD
10929607.65
0.0494365882
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/52 FIXED 4.5
3140QQFR1
22983361.74
PA
USD
21667474.65
0.0980058989
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/52 FIXED 5
3140QQLU7
42776470.33
PA
USD
41266315.49
0.1866549936
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.000000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 04/29 5.25
29278NAG8
24975000
PA
USD
24532718.72
0.1109659150
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.250000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 06/27 5.5
29278NAN3
23511000
PA
USD
23480826.92
0.1062080185
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/52 FIXED 5.5
3140QQN27
46071420.96
PA
USD
45706226.63
0.2067375131
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/53 FIXED 5.5
3140QR4G5
58233475.92
PA
USD
57735480.7
0.2611480006
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.500000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125
345397A86
29632000
PA
USD
27383547.84
0.1238607297
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.125000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4
345397B36
13199000
PA
USD
11346340.58
0.0513215465
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/53 FIXED 5
3140QR5H2
56364904.35
PA
USD
54687682.07
0.2473622573
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/53 FIXED 5
3140QR5J8
77460064.24
PA
USD
75082505.03
0.3396117229
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 04/29 FIXED 7
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 04/29 FIXED 7
36209BFB9
303.79
PA
USD
309.97
0.0000014021
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
7.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 08/31 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 08/31 FIXED 6.5
36213UMA5
83.72
PA
USD
85.32
0.0000003859
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
6.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/53 FIXED 5
3140QRBC6
7785806.91
PA
USD
7566901.94
0.0342264633
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/53 FIXED 5
3140QRWV1
9137237.36
PA
USD
8848212.84
0.0400220638
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.000000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5
N/A
AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5
02378MAA9
21477671.88
PA
USD
17550531.12
0.0793842202
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.500000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85
N/A
AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85
02379DAA8
7918193.15
PA
USD
6967892.78
0.0315170368
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.850000000000
N
N
N
N
N
N
EXTENET LLC 2019-1 EXTNT 2019 1A C 144A
N/A
EXTENET LLC 2019-1 EXTNT 2019 1A C 144A
30227XAC5
7100000
PA
USD
6875495.87
0.0310991089
Long
ABS-O
CORP
US
N
2
2049-07-25
Fixed
5.219000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 07/53 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 07/53 FIXED 5
3132DQW93
11553056.03
PA
USD
11176784.55
0.0505546140
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 09/29 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 09/29 FIXED 6.5
36225BKX5
56.4
PA
USD
57.37
0.0000002595
Long
ABS-MBS
USGA
US
N
2
2029-09-15
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 06/33 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 06/33 FIXED 6
36225BZS0
368.18
PA
USD
374.94
0.0000016959
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/53 FIXED 5.5
3140QRXN8
27100810.72
PA
USD
26758955.67
0.1210355866
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/53 FIXED VAR
3140XKZ86
34049604.51
PA
USD
32972564.44
0.1491408606
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/37 FIXED VAR
3140XL6K9
60853104.44
PA
USD
53646502.52
0.2426528142
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/53 FIXED VAR
3140XL7K8
90296028.14
PA
USD
87468046.83
0.3956337640
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/53 FIXED VAR
3140XLB72
33906052.27
PA
USD
32808652.37
0.1483994567
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.000000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A
92538BAA1
5684693.74
PA
USD
5088146.53
0.0230146052
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.820000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A
92538CAA9
3695685.95
PA
USD
3383195.01
0.0153028017
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.218000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/52 FIXED VAR
3140XLFL7
34107958.3
PA
USD
34600814.89
0.1565057313
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/36 FIXED VAR
3140XLJC3
65673611.31
PA
USD
59881487.76
0.2708547779
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/53 FIXED VAR
3140XLWP9
20366200.15
PA
USD
19136511.39
0.0865578952
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/53 FIXED VAR
3140XLZ43
34316511.28
PA
USD
32468649.51
0.1468615624
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
4.500000000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
N/A
NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 10/26 3.875
65342QAL6
16950000
PA
USD
15656289.56
0.0708162237
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.875000000000
N
N
N
N
N
N
Nippon Life Insurance Company
549300Y0HHMFW3EVWY08
NIPPON LIFE INSURANCE CO SUBORDINATED 144A 01/51 VAR
654579AH4
10511000
PA
USD
8433846.66
0.0381478108
Long
DBT
CORP
JP
N
2
2051-01-21
Variable
2.750000000000
N
N
N
N
N
N
Nissan Motor Acceptance Corporation
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 03/26 2
654740BS7
12989000
PA
USD
11766586.12
0.0532223929
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
2.000000000000
N
N
N
N
N
N
Nissan Motor Acceptance Corporation
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 09/26 1.85
65480CAC9
28574000
PA
USD
25218883.21
0.1140695608
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
1.850000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875
N/A
AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875
02379KAA2
17700085.33
PA
USD
14369007.15
0.0649936130
Long
DBT
CORP
US
N
2
2034-07-11
Fixed
2.875000000000
N
N
N
N
N
N
American Electric Power Company Inc.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER SR UNSECURED 03/33 5.625
025537AX9
9207000
PA
USD
9222842.39
0.0417165809
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.625000000000
N
N
N
N
N
N
American Homes 4 Rent L.P.
N/A
AMERICAN HOMES 4 RENT LP SR UNSECURED 02/28 4.25
02666TAA5
12929000
PA
USD
12207554.82
0.0552169739
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.250000000000
N
N
N
N
N
N
American Tower Trust #1
N/A
AMERICAN TOWER TRUST #1 ASSET BACKED 144A 03/28 5.49
03027WAM4
29682000
PA
USD
29714941.08
0.1344060421
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.490000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 12/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 12/46 FIXED 3
3132L8EV5
7923025.46
PA
USD
6889100.74
0.0311606461
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.000000000000
N
N
N
N
N
N
American Tower Corporation
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 07/27 3.55
03027XAP5
18925000
PA
USD
17807248.05
0.0805453972
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.550000000000
N
N
N
N
N
N
Cencora Inc.
AI8GXW8LG5WK7E9UD086
CENCORA INC SR UNSECURED 05/30 2.8
03073EAR6
22531000
PA
USD
19383798.72
0.0876764204
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.800000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 03/47 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 03/47 FIXED 4
3132L8J24
15600802.5
PA
USD
14533127.26
0.0657359579
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 05/45 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 05/45 FIXED 3.5
3132QQAG7
5261874.41
PA
USD
4760390.42
0.0215321051
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5
3132WH3H6
3736585.7
PA
USD
3360619.04
0.0152006865
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5
3132WH5R2
4334472.75
PA
USD
3914602.34
0.0177064530
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSECURED 03/30 5.25
031162DQ0
8204000
PA
USD
8245897.17
0.0372976813
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.250000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A
N/A
ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A
03465HAA2
19910834.33
PA
USD
16398310.29
0.0741725174
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
0.951000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3
3132WHBN4
3302399.83
PA
USD
2874673.99
0.0130026693
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5
3132WHBR5
1239521.09
PA
USD
1121000.93
0.0050704896
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3
3132WHMA0
4269766.92
PA
USD
3709909.96
0.0167805924
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 01/47 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 01/47 FIXED 3.5
3132WKLX4
3825823.33
PA
USD
3455224.62
0.0156286046
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Anglo American Capital plc
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 04/27 4.75
034863AR1
14781000
PA
USD
14374615.92
0.0650189825
Long
DBT
CORP
GB
N
2
2027-04-10
Fixed
4.750000000000
N
N
N
N
N
N
ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7
N/A
ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7
03522AAH3
27450000
PA
USD
26157260.37
0.1183140101
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.700000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 12/49 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 12/49 FIXED 3
3133KHB54
13623137.49
PA
USD
11671546.75
0.0527925127
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/29 FIXED 7.5
31371HVJ4
22.7
PA
USD
23.48
0.0000001062
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
7.500000000000
N
N
N
N
N
N
ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8
N/A
ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8
01166WAA5
8755414.1
PA
USD
8737735.17
0.0395223534
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
8.000000000000
N
N
N
N
N
N
ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125
N/A
ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125
013304AA8
13103000
PA
USD
12791148.6
0.0578566740
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
6.125000000000
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES GSMBS 2020 NQM1 A1 144A
N/A
GS MORTGAGE-BACKED SECURITIES GSMBS 2020 NQM1 A1 144A
36259WAA9
2661838.45
PA
USD
2388849.88
0.0108051992
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.382000000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A
N/A
GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A
36262EAA4
6356752.2
PA
USD
5333675.52
0.0241251771
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.017000000000
N
N
N
N
N
N
Algonquin Power and Utilities Corp.
549300K5VIUTJXQL7X75
ALGONQUIN POWER + UTILITIES CO COMMON STOCK UNIT
015857873
537950
NS
USD
11646617.5
0.0526797532
Long
EC
CORP
CA
N
1
N
N
N
ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A
N/A
ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A
01627AAA6
29159000
PA
USD
25654114.44
0.1160381903
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.937000000000
N
N
N
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375
03674XAS5
5836000
PA
USD
5466116.07
0.0247242296
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.375000000000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375
N/A
ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375
03690AAH9
16047000
PA
USD
15027104.03
0.0679703040
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.375000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 03/35 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 03/35 FIXED 5.5
36291AJH3
839.35
PA
USD
846.91
0.0000038307
Long
ABS-MBS
USGA
US
N
2
2035-03-15
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 04/35 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 04/35 FIXED 5
36291R2Z4
1281.68
PA
USD
1261.56
0.0000057063
Long
ABS-MBS
USGA
US
N
2
2035-04-15
Fixed
5.000000000000
N
N
N
N
N
N
ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A
N/A
ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A
01627AAE8
16000000
PA
USD
15722724.8
0.0711167223
Long
ABS-O
CORP
US
N
2
2048-11-16
Fixed
6.500000000000
N
N
N
N
N
N
Allied Universal Holdco LLC / Allied Universal Finance Corp
N/A
ALLIED UNIVERSAL HOLDCO LLC / SR UNSECURED 144A 06/29 6
019576AC1
6511000
PA
USD
4956889.41
0.0224209055
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.000000000000
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 11/27 7.1
02005NBR0
14730000
PA
USD
15020390.17
0.0679399360
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.100000000000
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR
05565AS20
10002000
PA
USD
10500869.75
0.0474973293
Long
DBT
CORP
FR
N
2
2027-11-17
Variable
9.250000000000
N
N
N
N
N
GINNIE MAE I POOL GN 04/35 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 04/35 FIXED 5
36291XMY2
606.57
PA
USD
597.13
0.0000027009
Long
ABS-MBS
USGA
US
N
2
2035-04-15
Fixed
5.000000000000
N
N
N
N
N
N
Gartner Inc.
PP55B5R38BFB8O8HH686
GARTNER INC COMPANY GUAR 144A 07/28 4.5
366651AC1
27864000
PA
USD
26097815.28
0.1180451292
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.500000000000
N
N
N
N
N
N
APPLEBEE'S FUNDING LLC / IHOP DIN 2023 1A A2 144A
N/A
APPLEBEE'S FUNDING LLC / IHOP DIN 2023 1A A2 144A
03789XAF5
13242000
PA
USD
13304489
0.0601786052
Long
ABS-O
CORP
US
N
2
2053-03-05
Fixed
7.824000000000
N
N
N
N
N
N
Asbury Automotive Group Inc.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 03/30 4.75
043436AV6
14462000
PA
USD
12964803.66
0.0586421471
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.750000000000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSECURED 04/48 5.4
37045VAQ3
11218000
PA
USD
9508817.44
0.0430100976
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.400000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO
38379U7Q3
48228474.07
PA
USD
1677400.8
0.0075871866
Long
ABS-MBS
USGA
US
N
2
2057-11-16
Variable
0.644700000000
N
N
N
N
N
N
BPCE
N/A
BPCE SA SUBORDINATED 144A 03/25 4.5
05578QAD5
26504000
PA
USD
25766316.55
0.1165457006
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.500000000000
N
N
N
N
N
N
BX TRUST 2022-CLS BX 2022 CLS A 144A
N/A
BX TRUST 2022-CLS BX 2022 CLS A 144A
05609XAA9
19433000
PA
USD
19066602.44
0.0862416844
Long
ABS-MBS
CORP
US
N
2
2027-10-13
Fixed
5.760000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5
31335A2V9
5641313.41
PA
USD
5101904
0.0230768327
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Asbury Automotive Group Inc.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625
043436AW4
3401000
PA
USD
3062945.7
0.0138542563
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.625000000000
N
N
N
N
N
N
ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 12/28 8.25
N/A
ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 12/28 8.25
04364VAR4
3840000
PA
USD
3843398.4
0.0173843847
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
8.250000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3
31335AYT9
5884565.36
PA
USD
5124007.65
0.0231768115
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/50 FIXED VAR
3140X7S59
28058793.87
PA
USD
23158569.63
0.1047503906
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 81 IO
38380J2B3
20150207.34
PA
USD
770338.4
0.0034843796
Long
ABS-MBS
USGA
US
N
2
2060-01-16
Variable
0.483390000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 99 IO
38380J7L6
49726771.27
PA
USD
1690819.62
0.0076478823
Long
ABS-MBS
USGA
US
N
2
2060-06-16
Variable
0.472200000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 12/45 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 12/45 FIXED 3
31335AMG0
10359125.34
PA
USD
9052620.02
0.0409466344
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 05/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 05/46 FIXED 3
31335AUC0
1853955.42
PA
USD
1617235.53
0.0073150482
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/50 FIXED VAR
3140X7S67
61398559.34
PA
USD
50560712.82
0.2286952304
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/50 FIXED VAR
3140X7TK5
19151299.19
PA
USD
15106184.76
0.0683280004
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.000000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 159 IO
38380JAH1
33821031.88
PA
USD
930934.05
0.0042107827
Long
ABS-MBS
USGA
US
N
2
2059-06-16
Variable
0.432710000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 169 IO
38380JFE3
83404858.11
PA
USD
2559661.73
0.0115778120
Long
ABS-MBS
USGA
US
N
2
2060-01-16
Variable
0.579290000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/45 FIXED 3.5
3138WEKG3
1420680.19
PA
USD
1283551.45
0.0058057349
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/45 FIXED 3.5
3138WEKH1
6637752.9
PA
USD
5997055.09
0.0271257627
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCB72
5267660.34
PA
USD
4324663.28
0.0195612326
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCL97
40866131.87
PA
USD
33524886.81
0.1516391144
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 68 IO
38380JJ90
11920115.67
PA
USD
365439.75
0.0016529500
Long
ABS-MBS
USGA
US
N
2
2060-01-16
Variable
0.426850000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO
38380JMW5
56461597.96
PA
USD
1695361.11
0.0076684243
Long
ABS-MBS
USGA
US
N
2
2060-01-16
Variable
0.443320000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/45 FIXED 4
3138WF6X9
6897791.52
PA
USD
6449480.6
0.0291721649
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/46 FIXED 3.5
3138WGFR0
15662358.22
PA
USD
14165259.18
0.0640720241
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO
38380JQ50
31634031.71
PA
USD
1373853.34
0.0062141866
Long
ABS-MBS
USGA
US
N
2
2060-04-16
Variable
0.614660000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 35 IO
38380JUL0
70962540.54
PA
USD
2487939.58
0.0112533998
Long
ABS-MBS
USGA
US
N
2
2060-03-16
Variable
0.531070000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/51 FIXED VAR
3140XD2N5
43088439.16
PA
USD
35240254.84
0.1593980336
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/49 FIXED VAR
3140XDXC5
49936339.6
PA
USD
44679376.34
0.2020928839
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.500000000000
N
N
N
N
N
N
ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875
N/A
ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875
04364VAU7
21017000
PA
USD
19314183.74
0.0873615393
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.875000000000
N
N
N
N
N
Ashtead Capital Inc.
N/A
ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/27 4.375
045054AF0
15640000
PA
USD
14726819.97
0.0666120650
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.375000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/46 FIXED 3.5
3138WHL34
6719442.39
PA
USD
6039362.25
0.0273171256
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/46 FIXED 3.5
3138WHNL2
3614002.5
PA
USD
3248226.42
0.0146923144
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.500000000000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV JR SUBORDINA 12/49 VAR
456837AF0
7245000
PA
USD
6959691.9
0.0314799427
Long
DBT
CORP
NL
N
2
2025-04-16
Variable
6.500000000000
N
N
N
N
N
N
Match Group Holdings II LLC
N/A
MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 08/30 4.125
57665RAL0
14047000
PA
USD
12223558.93
0.0552893634
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.125000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/51 FIXED VAR
3140XDYY6
44486499.57
PA
USD
36661711.33
0.1658275379
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/50 FIXED VAR
3140XECP7
22630531.71
PA
USD
20898030.99
0.0945255663
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/46 FIXED 3
3138WHST0
16770127.77
PA
USD
14582580.32
0.0659596430
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/46 FIXED 3
3138WHVP4
21646712.37
PA
USD
18823048.1
0.0851400442
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.000000000000
N
N
N
N
N
N
Match Group Holdings II LLC
N/A
MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 10/31 3.625
57667JAA0
5958000
PA
USD
4870665
0.0220308970
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.625000000000
N
N
N
N
N
Mauser Packaging Solutions Holding Company
549300DNGHXL0OMHW304
MAUSER PACKAGING SOLUTIONS HOL SR SECURED 144A 08/26 7.875
57763RAB3
10356000
PA
USD
10287460.89
0.0465320425
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.875000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/52 FIXED VAR
3140XFGC9
50373578.65
PA
USD
41229953.04
0.1864905197
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/52 FIXED VAR
3140XFWE7
16513333.64
PA
USD
14049658.2
0.0635491400
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/47 FIXED 3
3138WJTD0
15557343.04
PA
USD
13498824.97
0.0610576219
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/45 FIXED 3.5
3138YH3S7
1842343.3
PA
USD
1675453.16
0.0075783771
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Ashtead Capital Inc.
N/A
ASHTEAD CAPITAL INC COMPANY GUAR 144A 11/29 4.25
045054AL7
7666000
PA
USD
6941389.98
0.0313971598
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.250000000000
N
N
N
N
N
N
Ashtead Capital Inc.
N/A
ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/31 2.45
045054AP8
14729000
PA
USD
11495903.93
0.0519980485
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.450000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/49 FIXED VAR
3140XFX97
4563435.79
PA
USD
4206947.49
0.0190287829
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/52 FIXED VAR
3140XFY39
34880845.24
PA
USD
30625657.68
0.1385253777
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.500000000000
N
N
N
N
N
N
MetLife Inc.
C4BXATY60WC6XEOZDX54
METLIFE INC JR SUBORDINA 12/66 6.4
59156RAP3
24309000
PA
USD
23890710.18
0.1080619945
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.400000000000
N
N
N
N
N
N
Metronet Infrastructure Issuer LLC
N/A
METRONET INFRASTRUCTURE ISSUER MNET 2023 1A A2 144A
59170DAA9
15842000
PA
USD
15419161.18
0.0697436492
Long
ABS-O
CORP
US
N
2
2053-04-20
Fixed
6.560000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/32 FIXED 7
31390BKV9
14.59
PA
USD
14.98
0.0000000678
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.000000000000
N
N
N
N
N
N
Vistra Operations Company LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3
92840VAE2
38331000
PA
USD
34765485.64
0.1572505668
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.300000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/52 FIXED VAR
3140XFYM7
38521632.5
PA
USD
32834660.78
0.1485170975
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/51 FIXED VAR
3140XGHK8
100579817.18
PA
USD
92691251.6
0.4192592620
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Vistra Operations Company LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7
92840VAG7
43768000
PA
USD
40695146.32
0.1840714924
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
3.700000000000
N
N
N
N
N
N
Vistra Operations Company LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95
92840VAQ5
15617000
PA
USD
15943410.92
0.0721149254
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
6.950000000000
N
N
N
N
N
N
Micron Technology Inc.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC SR UNSECURED 02/29 5.327
595112BN2
25665000
PA
USD
25381567.55
0.1148054115
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.327000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 01/30 VAR
6174468G7
5436000
PA
USD
5160545
0.0233420765
Long
DBT
CORP
US
N
2
2030-01-23
Variable
4.431000000000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSECURED 10/29 5.4
37045VAY6
27779000
PA
USD
27368401.38
0.1237922195
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.400000000000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 07/32 VAR
61747YED3
14771000
PA
USD
11551238.54
0.0522483369
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.239000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SUBORDINATED 09/36 VAR
61747YEF8
40882000
PA
USD
30866734.18
0.1396158102
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.484000000000
N
N
N
N
N
N
Vodafone Group Public Limited Company
N/A
VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR
92857WBQ2
20093000
PA
USD
20294256.51
0.0917945854
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
7.000000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO SR UNSECURED 06/28 VAR
95000U2S1
65530000
PA
USD
58889314.96
0.2663670012
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.393000000000
N
N
N
N
N
N
Ashtead Capital Inc.
N/A
ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/33 5.55
045054AQ6
9115000
PA
USD
8660826.99
0.0391744838
Long
DBT
CORP
US
N
2
2033-05-30
Fixed
5.550000000000
N
N
N
N
N
N
Ashtead Capital Inc.
N/A
ASHTEAD CAPITAL INC COMPANY GUAR 144A 10/33 5.95
045054AR4
11040000
PA
USD
10720958.13
0.0484928288
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.950000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO SR UNSECURED 03/33 VAR
95000U2U6
63216000
PA
USD
52913120.8
0.2393355963
Long
DBT
CORP
US
N
2
2033-03-02
Variable
3.350000000000
N
N
N
N
N
N
ALTERA INFRA/TEEKAY OFC EQUITY
N/A
ALTERA INFRA/TEEKAY OFC EQUITY
N/A
75183
NS
USD
2029941
0.0091817896
Long
EC
CORP
US
N
2
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05
958667AC1
21744000
PA
USD
19705931.62
0.0891334857
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.050000000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP SR UNSECURED 04/33 6.15
958667AE7
5402000
PA
USD
5441250.93
0.0246117601
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.150000000000
N
N
N
N
N
N
The Williams Companies Inc.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE SR UNSECURED 08/32 4.65
969457BZ2
19032000
PA
USD
17837018.02
0.0806800521
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.650000000000
N
N
N
N
N
N
The Williams Companies Inc.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE SR UNSECURED 06/27 3.75
96949LAD7
22304000
PA
USD
21142178.17
0.0956298881
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.750000000000
N
N
N
N
N
N
Willis Engine Structured Trust V
N/A
WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A
97064FAA3
6778715.01
PA
USD
5635891.45
0.0254921543
Long
ABS-O
CORP
US
N
2
2045-03-15
Fixed
3.228000000000
N
N
N
N
N
N
AES Panama Generation Holdings S.R.L.
N/A
AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375
00109AAB3
16012074.63
PA
USD
13331653.34
0.0603014745
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.375000000000
N
N
N
N
N
N
APX Group Inc.
549300OMQVKPRU98OE64
APX GROUP INC COMPANY GUAR 144A 07/29 5.75
00213MAW4
17139000
PA
USD
15303927.27
0.0692224254
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.750000000000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSECURED 11/29 3.2
00287YBX6
70119000
PA
USD
63668359.12
0.2879834806
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.200000000000
N
N
N
N
N
N
AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5
N/A
AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5
008911BD0
12689000
PA
USD
13635669.19
0.0616765930
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
10.500000000000
N
N
N
N
N
N
AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125
N/A
AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125
009089AA1
7848465.08
PA
USD
7439627.55
0.0336507783
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
4.125000000000
N
N
N
N
N
N
AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7
N/A
AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7
00908PAC1
7893597.58
PA
USD
7405783.51
0.0334976956
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
3.700000000000
N
N
N
N
N
N
Air Lease Corporation
N/A
AIR LEASE CORP SR UNSECURED 01/26 2.875
00914AAJ1
12330000
PA
USD
11602636.41
0.0524808188
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.875000000000
N
N
N
N
N
N
Air Lease Corporation
N/A
AIR LEASE CORP SR UNSECURED 09/28 2.1
00914AAQ5
14336000
PA
USD
12179110.81
0.0550883166
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
2.100000000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
AKER BP ASA SR UNSECURED 144A 01/30 3.75
00973RAF0
7230000
PA
USD
6427218.03
0.0290714673
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.750000000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
AKER BP ASA SR UNSECURED 144A 01/31 4
00973RAJ2
37303000
PA
USD
33045311.31
0.1494699078
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.000000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO
38379RNC3
10278441.95
PA
USD
363338.81
0.0016434470
Long
ABS-MBS
USGA
US
N
2
2057-12-16
Variable
0.754590000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 41 IO
38379RPH0
30664332.48
PA
USD
863808.11
0.0039071600
Long
ABS-MBS
USGA
US
N
2
2058-07-16
Variable
0.590510000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO
38379RSQ7
19225812.9
PA
USD
697245.25
0.0031537661
Long
ABS-MBS
USGA
US
N
2
2059-05-16
Variable
0.744870000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO
38379RW58
33943156.74
PA
USD
1079490.82
0.0048827318
Long
ABS-MBS
USGA
US
N
2
2059-01-16
Variable
0.627500000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 74 IO
38379RZB2
42590511.43
PA
USD
856035.21
0.0038720018
Long
ABS-MBS
USGA
US
N
2
2058-09-16
Variable
0.438730000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 89 IO
38379RZH9
35598379.71
PA
USD
1011609.84
0.0045756939
Long
ABS-MBS
USGA
US
N
2
2059-07-16
Variable
0.492980000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO
38379U6A9
78499178.91
PA
USD
1841865.48
0.0083310900
Long
ABS-MBS
USGA
US
N
2
2058-12-16
Variable
0.527140000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/49 VAR
404280AT6
7004000
PA
USD
6753355.56
0.0305466462
Long
DBT
CORP
GB
N
2
2025-03-30
Variable
6.375000000000
N
N
N
N
N
N
Hotwire Funding LLC
N/A
HOTWIRE FUNDING LLC HWIRE 2021 1 C 144A
44148JAC3
4950000
PA
USD
4125408.21
0.0186599660
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
4.459000000000
N
N
N
N
N
N
Hudbay Minerals Inc.
N/A
HUDBAY MINERALS INC COMPANY GUAR 144A 04/26 4.5
443628AJ1
4708000
PA
USD
4472546.33
0.0202301344
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.500000000000
N
N
N
N
N
N
UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875
N/A
UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875
90931GAA7
36888401.71
PA
USD
36735823.9
0.1661627624
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.875000000000
N
N
N
N
N
N
United Airlines 2016-1 Class A Pass Through Trust
N/A
UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45
90931MAA4
22568150.58
PA
USD
19625884.37
0.0887714175
Long
DBT
CORP
US
N
2
2028-07-07
Fixed
3.450000000000
N
N
N
N
N
N
United Airlines Inc.
N/A
UNITED AIRLINES INC SR SECURED 144A 04/26 4.375
90932LAG2
1856000
PA
USD
1764929.05
0.0079830927
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.375000000000
N
N
N
N
N
N
United Airlines Inc.
N/A
UNITED AIRLINES INC SR SECURED 144A 04/29 4.625
90932LAH0
4647000
PA
USD
4148421.51
0.0187640593
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.625000000000
N
N
N
N
N
N
UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8
N/A
UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8
90932LAJ6
26033000
PA
USD
24968994.84
0.1129392706
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.800000000000
N
N
N
N
N
N
UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6
N/A
UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6
90932NAA1
8995142.75
PA
USD
8466364.18
0.0382948934
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.600000000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/26 1.75
00774MAS4
25521000
PA
USD
23339756.11
0.1055699298
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.750000000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/26 2.45
00774MAV7
83808000
PA
USD
76348420.05
0.3453376850
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.450000000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/28 3
00774MAW5
42652000
PA
USD
37591563.27
0.1700334261
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.000000000000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A
N/A
GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A
38177UAA8
12866911.09
PA
USD
11936361.93
0.0539903196
Long
ABS-O
CORP
KY
N
2
2029-01-22
Fixed
3.208000000000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A
N/A
GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A
38178HAA6
22025295.46
PA
USD
20706733.53
0.0936602934
Long
ABS-O
CORP
KY
N
2
2029-04-20
Fixed
2.773000000000
N
N
N
N
N
N
ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A
N/A
ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A
00090TAA5
8231176.54
PA
USD
7823247.66
0.0353859613
Long
ABS-O
CORP
US
N
2
2030-12-20
Fixed
3.199000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2008 90 IO
38373M4J6
2011850.2
PA
USD
245164.87
0.0011089250
Long
ABS-MBS
USGA
US
N
2
2050-12-16
Variable
2.012460000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO
38378BE47
8010104.85
PA
USD
124782.21
0.0005644125
Long
ABS-MBS
USGA
US
N
2
2053-01-16
Variable
0.621730000000
N
N
N
N
N
N
Lithia Motors Inc.
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875
536797AG8
7350000
PA
USD
6479172
0.0293064645
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.875000000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA 04/49 VAR
539439AG4
22139000
PA
USD
21731980.46
0.0982976703
Long
DBT
CORP
GB
N
2
2024-06-27
Variable
7.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 120 IO
38378BM71
3935627.94
PA
USD
61981.81
0.0002803549
Long
ABS-MBS
USGA
US
N
2
2053-02-16
Variable
0.640910000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 63 IO
38378KPD5
4237278.54
PA
USD
106389.59
0.0004812193
Long
ABS-MBS
USGA
US
N
2
2051-09-16
Variable
0.746020000000
N
N
N
N
N
N
BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375
N/A
BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375
11042WAA4
4277668.97
PA
USD
4377597.88
0.0198006654
Long
DBT
CORP
GB
N
2
2028-11-15
Fixed
8.375000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO
38379R4C4
50232333.5
PA
USD
1886415.01
0.0085325956
Long
ABS-MBS
USGA
US
N
2
2058-10-16
Variable
0.717920000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 140 IO
38379R4P5
22605757.23
PA
USD
692163.42
0.0031307801
Long
ABS-MBS
USGA
US
N
2
2059-02-16
Variable
0.485960000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO
38379RG98
42211745.77
PA
USD
677004.64
0.0030622142
Long
ABS-MBS
USGA
US
N
2
2057-04-16
Variable
0.229810000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO
38379RJU8
26079789.05
PA
USD
1035625.82
0.0046843225
Long
ABS-MBS
USGA
US
N
2
2056-11-16
Variable
0.891140000000
N
N
N
N
N
N
BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125
N/A
BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125
11043HAA6
6335328.78
PA
USD
5675797.61
0.0256726571
Long
DBT
CORP
GB
N
2
2031-09-20
Fixed
4.125000000000
N
N
N
N
N
N
BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25
N/A
BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25
11044MAA4
8272056.12
PA
USD
7461516.22
0.0337497847
Long
DBT
CORP
GB
N
2
2032-11-15
Fixed
4.250000000000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV SR UNSECURED 09/34 VAR
456837BH5
11344000
PA
USD
11379074.97
0.0514696100
Long
DBT
CORP
NL
N
2
2034-09-11
Variable
6.114000000000
N
N
N
N
N
N
Ingersoll Rand Inc.
N/A
INGERSOLL RAND INC SR UNSECURED 08/28 5.4
45687VAA4
4949000
PA
USD
4959976.73
0.0224348700
Long
DBT
CORP
US
N
2
2028-08-14
Fixed
5.400000000000
N
N
N
N
N
N
Broadcom Inc.
N/A
BROADCOM INC COMPANY GUAR 04/29 4.75
11135FBA8
85868000
PA
USD
83666223.41
0.3784374305
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.750000000000
N
N
N
N
N
N
Broadcom Inc.
N/A
BROADCOM INC SR UNSECURED 144A 04/33 3.419
11135FBK6
35997000
PA
USD
30251053.03
0.1368309733
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.419000000000
N
N
N
N
N
N
M.D.C. Holdings Inc.
N/A
MDC HOLDINGS INC COMPANY GUAR 01/31 2.5
552676AU2
10454000
PA
USD
8069884.8
0.0365015456
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.500000000000
N
N
N
N
N
N
MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A
N/A
MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A
55283FAA6
6092495.69
PA
USD
5372853.15
0.0243023846
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.153000000000
N
N
N
N
N
N
BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5
N/A
BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5
11283YAG5
9654000
PA
USD
8140838.8
0.0368224833
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
5.000000000000
N
N
N
N
N
N
CARS-DB4 L.P.
N/A
CARS-DB4 LP CAUTO 2020 1A B1 144A
12510HAG5
21876000
PA
USD
20764677.32
0.0939223836
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.170000000000
N
N
N
N
N
N
MC Brazil Downstream Trading S.a r.l.
N/A
MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25
55292WAA8
18103869.89
PA
USD
13806554.29
0.0624495372
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.250000000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75
552953CH2
29156000
PA
USD
26970881.71
0.1219941663
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.750000000000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A
N/A
CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A
12530MAA3
32673043.71
PA
USD
29908159.27
0.1352800029
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.690000000000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A
N/A
CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A
12530MAE5
31424971.31
PA
USD
27702510.62
0.1253034559
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.530000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSECURED 03/27 4.125
55336VAK6
5490000
PA
USD
5273793.37
0.0238543193
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.125000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSECURED 12/27 4.25
55336VBN9
15703000
PA
USD
15010197.77
0.0678938339
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.250000000000
N
N
N
N
N
N
CLI Funding VI LLC
N/A
CLI FUNDING VI LLC CLIF 2020 1A A 144A
12563LAN7
33188666.35
PA
USD
29043438.43
0.1313687144
Long
ABS-O
CORP
US
N
2
2045-09-18
Fixed
2.080000000000
N
N
N
N
N
N
CLI Funding VIII LLC
N/A
CLI FUNDING VIII LLC CLIF 2021 1A A 144A
12565KAA5
25151187.94
PA
USD
21685857.27
0.0980890468
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.640000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSECURED 09/32 4.95
55336VBU3
13328000
PA
USD
12621176.18
0.0570878580
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.950000000000
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSECURED 03/33 5
55336VBV1
13702000
PA
USD
12931176.18
0.0584900440
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.000000000000
N
N
N
N
N
N
Block Inc.
549300OHIIUWSTIZME52
BLOCK INC SR UNSECURED 06/31 3.5
852234AP8
8050000
PA
USD
6737092.5
0.0304730854
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.500000000000
N
N
N
N
N
Standard Industries Inc.
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 02/27 5
853496AC1
4561000
PA
USD
4367235.4
0.0197537940
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.000000000000
N
N
N
N
N
N
CLI Funding VIII LLC
N/A
CLI FUNDING VIII LLC CLIF 2022 1A A 144A
12565KAE7
18819608.85
PA
USD
16135061.28
0.0729817946
Long
ABS-O
CORP
US
N
2
2047-01-18
Fixed
2.720000000000
N
N
N
N
N
N
COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A
N/A
COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A
12595HAA6
7264000
PA
USD
6527529.92
0.0295251961
Long
ABS-MBS
CORP
US
N
2
2029-10-10
Fixed
3.244000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 06/42 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 06/42 FIXED 3.5
3132GUKJ2
2203949.44
PA
USD
2015462.39
0.0091163002
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 03/43 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 03/43 FIXED 3
3132J7YK2
3120064.33
PA
USD
2763602.6
0.0125002734
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 09/46 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 09/46 FIXED 3.5
3132L74A4
6574189.23
PA
USD
5916818.3
0.0267628372
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 01/50 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 01/50 FIXED 3
3133A1CC4
12138291.13
PA
USD
10410792.6
0.0470898941
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Macquarie Bank Limited
4ZHCHI4KYZG2WVRT8631
MACQUARIE BANK LTD SUBORDINATED 144A 06/30 3.624
556079AC5
17809000
PA
USD
14925130.93
0.0675090612
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.624000000000
N
N
N
N
N
N
Macy's Retail Holdings LLC
N/A
MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 04/29 5.875
55617LAP7
8087000
PA
USD
7600971.3
0.0343805652
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.875000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/50 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/50 FIXED 2.5
3133AAU34
26935015.09
PA
USD
22104791.16
0.0999839604
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 05/52 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 05/52 FIXED 4
3133BAUW9
2450089.29
PA
USD
2253906.97
0.0101948281
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.000000000000
N
N
N
N
N
N
Macy's Retail Holdings LLC
N/A
MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875
55617LAQ5
7187000
PA
USD
6522202.5
0.0295010992
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.875000000000
N
N
N
N
N
Macy's Retail Holdings LLC
N/A
MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125
55617LAR3
13210000
PA
USD
11846794.05
0.0535851879
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.125000000000
N
N
N
N
N
AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A
N/A
AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A
66981FAA8
4270000
PA
USD
3913643.73
0.0177021170
Long
ABS-O
CORP
US
N
2
2037-11-17
Fixed
1.355000000000
N
N
N
N
N
N
AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A
N/A
AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A
66982FAA7
5614000
PA
USD
5020547.43
0.0227088422
Long
ABS-O
CORP
US
N
2
2038-12-17
Fixed
2.117000000000
N
N
N
N
N
N
Novelis Corporation
549300G5F3W3B52WYL23
NOVELIS CORP COMPANY GUAR 144A 01/30 4.75
670001AE6
22106000
PA
USD
20068872.41
0.0907751324
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.750000000000
N
N
N
N
N
N
OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A
N/A
OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A
670857AA9
13830909.62
PA
USD
10332822.24
0.0467372201
Long
ABS-MBS
CORP
US
N
2
2061-05-25
Variable
1.101000000000
N
N
N
N
N
N
OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A
N/A
OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A
67114JAA8
21264117.97
PA
USD
15719816.04
0.0711035654
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.054000000000
N
N
N
N
N
N
OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A
N/A
OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A
67448VAM2
5585267.4
PA
USD
4401831.34
0.0199102777
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
2.500000000000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45
674599DF9
21389000
PA
USD
21904261.01
0.0990769263
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.450000000000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSECURED 03/46 6.6
674599DL6
11040000
PA
USD
11313460.8
0.0511728253
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.600000000000
N
N
N
N
N
N
Warnermedia Holdings Inc.
N/A
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279
55903VBC6
20340000
PA
USD
17943199.49
0.0811603301
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.279000000000
N
N
N
N
N
N
Warnermedia Holdings Inc.
N/A
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05
55903VBD4
10477000
PA
USD
8650150.86
0.0391261937
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.050000000000
N
N
N
N
N
N
Warnermedia Holdings Inc.
N/A
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/52 5.141
55903VBE2
60780000
PA
USD
48579065.95
0.2197318839
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.141000000000
N
N
N
N
N
N
The Michaels Companies Inc.
549300H9LWMBP7HYLR98
MICHAELS COS INC/THE SR SECURED 144A 05/28 5.25
55916AAA2
22229000
PA
USD
16225613.97
0.0733913808
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.250000000000
N
N
N
N
N
AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A
N/A
AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A
03842VAA5
8194658.18
PA
USD
7237939.21
0.0327385055
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.540000000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
ARBYS FUNDING LLC ARBYS 2020 1A A2 144A
038779AB0
33657390
PA
USD
29999370.23
0.1356925665
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.237000000000
N
N
N
N
N
N
Ares Capital Corporation
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP SR UNSECURED 07/25 3.25
04010LAY9
12452000
PA
USD
11787583.94
0.0533173699
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.250000000000
N
N
N
N
N
The Michaels Companies Inc.
549300H9LWMBP7HYLR98
MICHAELS COS INC/THE SR UNSECURED 144A 05/29 7.875
55916AAB0
20540000
PA
USD
11676579.2
0.0528152754
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.875000000000
N
N
N
N
N
N
MARB Bondco PLC
N/A
MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95
566007AC4
26902000
PA
USD
20770226.6
0.0939474840
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.950000000000
N
N
N
N
N
N
Ares Capital Corporation
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP SR UNSECURED 01/26 3.875
04010LAZ6
20967000
PA
USD
19862838.36
0.0898432032
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.875000000000
N
N
N
N
N
N
Ares Capital Corporation
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP SR UNSECURED 07/26 2.15
04010LBA0
27532000
PA
USD
24651874.45
0.1115048779
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.150000000000
N
N
N
N
N
N
Marvell Technology Inc.
N/A
MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45
573874AF1
31863000
PA
USD
28098235.84
0.1270933925
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.450000000000
N
N
N
N
N
N
NRG Energy Inc.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC SR SECURED 144A 06/29 4.45
629377CL4
16431000
PA
USD
14920700.93
0.0674890235
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.450000000000
N
N
N
N
N
N
Ares Capital Corporation
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP SR UNSECURED 06/28 2.875
04010LBB8
20575000
PA
USD
17552649.37
0.0793938014
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.875000000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A
N/A
ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A
042853AA9
11827333.15
PA
USD
9399901.94
0.0425174532
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
1.175000000000
N
N
N
N
N
N
NRG Energy Inc.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC SR SECURED 144A 12/27 2.45
629377CP5
22398000
PA
USD
19628926.75
0.0887851788
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.450000000000
N
N
N
N
N
N
NRG Energy Inc.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC COMPANY GUAR 144A 02/29 3.375
629377CQ3
5134000
PA
USD
4393943.76
0.0198746007
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.375000000000
N
N
N
N
N
N
Arsenal AIC Parent LLC
N/A
ARSENAL AIC PARENT LLC SR SECURED 144A 10/30 8
04288BAB6
8998000
PA
USD
9180741.46
0.0415261508
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
8.000000000000
N
N
N
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
ATHENE HOLDING LTD SR UNSECURED 01/31 3.5
04686JAC5
13118000
PA
USD
11126503.55
0.0503271839
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
3.500000000000
N
N
N
N
N
N
NRG Energy Inc.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC COMPANY GUAR 144A 02/31 3.625
629377CR1
12916000
PA
USD
10560868.14
0.0477687129
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.625000000000
N
N
N
N
N
N
NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A
N/A
NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A
64016NAA5
41702700
PA
USD
35281985.5
0.1595867889
Long
ABS-O
CORP
US
N
2
2051-04-30
Fixed
3.584000000000
N
N
N
N
N
N
AutoNation Inc.
N/A
AUTONATION INC SR UNSECURED 06/30 4.75
05329WAQ5
22078000
PA
USD
20484038.17
0.0926530021
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.750000000000
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2
N/A
BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2
05492JAT9
15513000
PA
USD
15043252.4
0.0680433460
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.043000000000
N
N
N
N
N
N
Netflix Inc.
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 04/28 4.875
64110LAS5
33008000
PA
USD
32711891.83
0.1479617913
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.875000000000
N
N
N
N
N
N
Netflix Inc.
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 11/28 5.875
64110LAT3
32460000
PA
USD
33385953.96
0.1510106960
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.875000000000
N
N
N
N
N
N
BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A
N/A
BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A
05492PAL2
11565000
PA
USD
3843822.04
0.0173863009
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.842502000000
N
N
N
N
N
N
BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2
N/A
BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2
05492TAB6
10908000
PA
USD
9874463.73
0.0446639818
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.690000000000
N
N
N
N
N
N
Netflix Inc.
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 144A 11/29 5.375
64110LAU0
6259000
PA
USD
6299940.81
0.0284957694
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375000000000
N
N
N
N
N
N
Newmont Corporation
549300VSP3RIX7FGDZ51
NEWMONT CORP COMPANY GUAR 10/29 2.8
651639AX4
10460000
PA
USD
9187396.65
0.0415562534
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.800000000000
N
N
N
N
N
N
BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A
N/A
BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A
05547HAN1
15436000
PA
USD
10886657.32
0.0492423161
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Variable
5.121768000000
N
N
N
N
N
N
BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A
N/A
BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A
05588UAA0
6372005.3
PA
USD
6033403.31
0.0272901722
Long
ABS-O
CORP
US
N
2
2033-09-26
Fixed
3.280000000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA 04/28 4.379
05964HAJ4
25889000
PA
USD
24266539.48
0.1097619382
Long
DBT
CORP
ES
N
2
2028-04-12
Fixed
4.379000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR
060505EU4
38777000
PA
USD
38464542.69
0.1739820695
Long
DBT
CORP
US
N
2
2026-03-10
Variable
6.300000000000
N
N
N
N
N
N
News Corporation
549300ITS31QK8VRBQ14
NEWS CORP SR UNSECURED 144A 05/29 3.875
65249BAA7
15978000
PA
USD
14134718.16
0.0639338816
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.875000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 03/29 VAR
06051GHG7
29211000
PA
USD
27366732.84
0.1237846724
Long
DBT
CORP
US
N
2
2029-03-05
Variable
3.970000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 04/31 VAR
06051GJB6
41379000
PA
USD
34383798.53
0.1555241271
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.592000000000
N
N
N
N
N
N
Builders FirstSource Inc.
549300W0SKP6L3H7DP63
BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25
12008RAP2
19875000
PA
USD
17049039.34
0.0771158823
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.250000000000
N
N
N
N
N
N
Builders FirstSource Inc.
549300W0SKP6L3H7DP63
BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 06/32 6.375
12008RAR8
12079000
PA
USD
11885161.04
0.0537587287
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.375000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 04/32 VAR
06051GJT7
69628000
PA
USD
56567188.81
0.2558636055
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.687000000000
N
N
N
N
N
N
Barclays PLC
N/A
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBT1
25632000
PA
USD
18887892.71
0.0854333480
Long
DBT
CORP
GB
N
2
2028-03-15
Variable
4.375000000000
N
N
N
N
N
N
CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25
N/A
CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25
12513GBF5
8552000
PA
USD
7518063.2
0.0340055569
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.250000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/49 FIXED VAR
3140X5CA9
15379071.85
PA
USD
13175933.68
0.0595971263
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/49 FIXED VAR
3140X5FK4
17349033.31
PA
USD
14863687.13
0.0672311398
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/49 FIXED VAR
3140X5Q48
28501583.9
PA
USD
26390873.45
0.1193706842
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Barclays PLC
N/A
BARCLAYS PLC JR SUBORDINA 12/99 8
06738EBX2
12203000
PA
USD
11386782.82
0.0515044740
Long
DBT
CORP
GB
N
2
2029-03-15
Variable
8.000000000000
N
N
N
N
N
N
Sierra Timeshare 2021-1 Receivables Funding LLC
N/A
SIERRA TIMESHARE 2021-1 RECEIV SRFC 2021 1A D 144A
82652QAD3
1396731.97
PA
USD
1298000.9
0.0058710924
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
3.170000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/50 FIXED VAR
3140X5ZD8
23729021.95
PA
USD
21116050.87
0.0955117096
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/50 FIXED VAR
3140X7QX0
25387413.09
PA
USD
20906120.86
0.0945621583
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Sirius XM Radio Inc.
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5
82967NBA5
26970000
PA
USD
25623906.8
0.1159015556
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.000000000000
N
N
N
N
N
N
Sirius XM Radio Inc.
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 07/28 4
82967NBJ6
15524000
PA
USD
13870560.49
0.0627390488
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/46 FIXED 4
31418B5P7
2634326.19
PA
USD
2451587.2
0.0110889714
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/46 FIXED 4
31418B6V3
4847517.83
PA
USD
4500649.33
0.0203572493
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.000000000000
N
N
N
N
N
N
DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75
N/A
DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75
830867AB3
31561627
PA
USD
30305310.76
0.1370763908
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.750000000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A
83192CAB3
15206467.02
PA
USD
14263758.82
0.0645175558
Long
ABS-O
CORP
US
N
2
2037-06-15
Fixed
2.840000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/46 FIXED 4
31418BZD1
3474142.54
PA
USD
3233146.83
0.0146241067
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.000000000000
N
N
N
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP SR UNSECURED 10/27 VAR
91159HJP6
26352000
PA
USD
27160820.09
0.1228532919
Long
DBT
CORP
US
N
2
2027-10-26
Variable
6.787000000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA SUBORDINATED 144A 06/33 VAR
83368RBL5
14339000
PA
USD
13443802.75
0.0608087465
Long
DBT
CORP
FR
N
2
2033-06-15
Variable
6.221000000000
N
N
N
N
N
N
Standard Industries Inc.
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 07/30 4.375
853496AG2
10985000
PA
USD
9628708.41
0.0435523861
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.375000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/52 FIXED VAR
3140XJPY3
17088036.08
PA
USD
16111015.66
0.0728730319
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Standard Industries Inc.
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 01/31 3.375
853496AH0
8626000
PA
USD
7082442.86
0.0320351675
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.375000000000
N
N
N
N
N
N
Star Parent Inc.
N/A
STAR PARENT INC SR SECURED 144A 10/30 9
855170AA4
10793000
PA
USD
11209167.29
0.0507010869
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
9.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/45 2.5
912810RK6
46172000
PA
USD
32383525.9
0.1464765330
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/52 FIXED VAR
3140XJPZ0
30453786.69
PA
USD
28700671.82
0.1298183192
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/52 FIXED VAR
3140XJQ55
7769861.58
PA
USD
7329862.87
0.0331542928
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.500000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A
N/A
STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A
85573TAA2
22322304.58
PA
USD
18607236.91
0.0841638912
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
2.447000000000
N
N
N
N
N
N
SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A
N/A
SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A
86709LAA4
7767063.54
PA
USD
6547556.89
0.0296157817
Long
ABS-O
CORP
KY
N
2
2045-02-15
Fixed
3.671000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP SR UNSECURED 10/47 5.4
86765BAV1
27635000
PA
USD
24327390.62
0.1100371789
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.400000000000
N
N
N
N
N
N
TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625
N/A
TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625
87952VAR7
8065000
PA
USD
4879325
0.0220700677
Long
DBT
CORP
CA
N
2
2026-12-06
Fixed
5.625000000000
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/52 FIXED VAR
3140XJQL0
31060014.19
PA
USD
29281707.24
0.1324464473
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/52 FIXED VAR
3140XJU92
27129287.43
PA
USD
26965109.12
0.1219680558
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.500000000000
N
N
N
N
N
N
Autodesk Inc.
FRKKVKAIQEF3FCSTPG55
AUTODESK INC SR UNSECURED 01/30 2.85
052769AG1
10308000
PA
USD
9041840.94
0.0408978786
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.850000000000
N
N
N
N
N
N
Lcpr Senior Secured Financing Designated Activity Company
N/A
LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125
50201DAD5
8324000
PA
USD
6987462.77
0.0316055554
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.125000000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC SR UNSECURED 08/30 4.977
883556CW0
13482000
PA
USD
13461291.11
0.0608878495
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
4.977000000000
N
N
N
N
N
N
Total Play Telecomunicaciones S.A. de C.V.
N/A
TOTAL PLAY TELECOMUNICACIONES SR UNSECURED 144A 11/25 7.5
89157FAA8
30937000
PA
USD
18277647.66
0.0826730995
Long
DBT
CORP
MX
N
2
2025-11-12
Fixed
7.500000000000
N
N
N
N
N
Total Play Telecomunicaciones S.A. de C.V.
N/A
TOTAL PLAY TELECOMUNICACIONES COMPANY GUAR 144A 09/28 6.375
89157FAC4
17481000
PA
USD
8024135.09
0.0362946114
Long
DBT
CORP
MX
N
2
2028-09-20
Fixed
6.375000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A
N/A
TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A
89175TAA6
11781562.95
PA
USD
10725388.25
0.0485128670
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.000000000000
N
N
N
N
N
N
LLPL Capital Pte Ltd
N/A
LLPL CAPITAL PTE LTD SR SECURED 144A 02/39 6.875
50201PAA4
2927134.8
PA
USD
2729258.15
0.0123449273
Long
DBT
CORP
SG
N
2
2039-02-04
Fixed
6.875000000000
N
N
N
N
N
LSC Communications Inc.
5493000O7BCKOMYMHF87
ESC GCB144A LSC COMMUN 20231015 00008.7500000000
502ESCAA4
19591000
PA
USD
38202.45
0.0001727966
Long
DBT
CORP
US
N
3
2023-10-15
None
0
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A
N/A
TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A
89177BAA3
9699670.99
PA
USD
9071012.03
0.0410298248
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.750000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A
N/A
TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A
89178BAA2
10247769.31
PA
USD
9457161.08
0.0427764466
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.900000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A
N/A
TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A
89179JAA4
15453029.49
PA
USD
13417462.18
0.0606896033
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Fixed
1.750000000000
N
N
N
N
N
N
TriNet Group Inc.
N/A
TRINET GROUP INC COMPANY GUAR 144A 03/29 3.5
896288AA5
7774000
PA
USD
6763380
0.0305919885
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.500000000000
N
N
N
N
N
N
TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A
N/A
TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A
89680HAA0
36839115.82
PA
USD
31936503.66
0.1444545707
Long
ABS-O
CORP
US
N
2
2045-09-20
Fixed
2.110000000000
N
N
N
N
N
N
TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A
N/A
TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A
89680HAE2
21990506.66
PA
USD
18637229.28
0.0842995521
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.860000000000
N
N
N
N
N
N
Liberty Mutual Group Inc.
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR
53079EBM5
18110000
PA
USD
14749180.61
0.0667132062
Long
DBT
CORP
US
N
2
2051-12-15
Variable
4.125000000000
N
N
N
N
N
N
Lithia Motors Inc.
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS INC COMPANY GUAR 144A 12/27 4.625
536797AE3
3675000
PA
USD
3415733.16
0.0154499776
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.625000000000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP SR UNSECURED 06/34 VAR
89788MAP7
24103000
PA
USD
23469166.3
0.1061552754
Long
DBT
CORP
US
N
2
2034-06-08
Variable
5.867000000000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP SR UNSECURED 10/29 VAR
89788MAQ5
15833000
PA
USD
16552579.13
0.0748703032
Long
DBT
CORP
US
N
2
2029-10-30
Variable
7.161000000000
N
N
N
N
N
N
Lithia Motors Inc.
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375
536797AF0
7350000
PA
USD
6334012.44
0.0286498816
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.375000000000
N
N
N
N
N
N
NRG Energy Inc.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875
629377CS9
25570000
PA
USD
20903475
0.0945501906
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.875000000000
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG JR SUBORDINA 144A 12/99 VAR
902613BE7
9321000
PA
USD
9879570.25
0.0446870795
Long
DBT
CORP
CH
N
2
2033-11-13
Variable
9.250000000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG JR SUBORDINA 144A 12/99 VAR
902613BF4
12502000
PA
USD
13061802.05
0.0590808884
Long
DBT
CORP
CH
N
2
2028-11-13
Variable
9.250000000000
N
N
N
N
N
N
NRG Energy Inc.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC SR SECURED 144A 03/33 7
629377CT7
21814000
PA
USD
22055022.89
0.0997588495
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.000000000000
N
N
N
N
N
N
NRG Energy Inc.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR
629377CU4
17139000
PA
USD
16976997.03
0.0767900220
Long
DBT
CORP
US
N
2
2028-03-15
Variable
10.250000000000
N
N
N
N
N
N
US Airways 2012-2 Class A Pass Through Trust
N/A
US AIRWAYS 2012-2 CLASS A PASS PASS THRU CE 12/26 4.625
90345WAD6
9685407.3
PA
USD
9277855.05
0.0419654131
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
4.625000000000
N
N
N
N
N
N
Uber Technologies Inc
N/A
UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5
90353TAK6
28116000
PA
USD
25869067.69
0.1170104626
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.500000000000
N
N
N
N
N
N
UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55
N/A
UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55
90931EAA2
19131779.49
PA
USD
16530330.03
0.0747696665
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.550000000000
N
N
N
N
N
UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75
N/A
UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75
90932QAA4
25449522.49
PA
USD
23898534.43
0.1080973850
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.750000000000
N
N
N
N
N
N
NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875
N/A
NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875
62954HAZ1
32848000
PA
USD
31607034.42
0.1429643218
Long
DBT
CORP
NL
N
2
2026-06-18
Fixed
3.875000000000
N
N
N
N
N
N
UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875
N/A
UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875
90932VAA3
12816640
PA
USD
12288280.42
0.0555821104
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.875000000000
N
N
N
N
N
N
United Airlines 2016-1 Class B Pass Through Trust
N/A
UNITED AIRLINES 2016-1 CLASS B PASS THRU CE 07/27 3.65
90933HAA3
18111798.43
PA
USD
16911230.7
0.0764925490
Long
DBT
CORP
US
N
2
2026-01-07
Fixed
3.650000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/48 3.375
912810SE9
107040000
PA
USD
86443161.96
0.3909980248
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.375000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/52 2.25
912810TD0
107041000
PA
USD
68196825.14
0.3084665498
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.250000000000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625
674599ED3
28848000
PA
USD
29844409.92
0.1349916531
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.625000000000
N
N
N
N
N
N
Pilgrim's Pride Corporation
549300ZSLGV64ZL3HD75
PILGRIM'S PRIDE CORP COMPANY GUAR 07/33 6.25
72147KAK4
22897000
PA
USD
22545299.79
0.1019764604
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
6.250000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/52 3
912810TJ7
407649000
PA
USD
307552059.91
1.3911134810
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.000000000000
N
N
N
N
N
N
Popular Inc.
N/A
POPULAR INC SR UNSECURED 03/28 7.25
733174AL0
19807000
PA
USD
19826807
0.0896802269
Long
DBT
CORP
PR
N
2
2028-03-13
Fixed
7.250000000000
N
N
N
N
N
N
Prime Security Services Borrrower LLC / Prime Finance Inc.
N/A
PRIME SECURITY SERVICES BORROW SECURED 144A 01/28 6.25
74166MAE6
13157000
PA
USD
12634232.39
0.0571469136
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.250000000000
N
N
N
N
N
N
Prime Security Services Borrrower LLC / Prime Finance Inc.
N/A
PRIME SECURITY SERVICES BORROW SR SECURED 144A 08/27 3.375
74166MAF3
3713000
PA
USD
3359129.19
0.0151939477
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.375000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A
N/A
PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A
74333TAC3
13890000
PA
USD
12189191.72
0.0551339143
Long
ABS-O
CORP
US
N
2
2038-10-17
Fixed
1.681000000000
N
N
N
N
N
N
PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A
N/A
PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A
74387TAB0
21219197.16
PA
USD
17748608.61
0.0802801604
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
2.000000000000
N
N
N
N
N
N
Qorvo Inc.
N/A
QORVO INC COMPANY GUAR 144A 04/31 3.375
74736KAJ0
16254000
PA
USD
13144859.95
0.0594565742
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.375000000000
N
N
N
N
N
N
Regal Rexnord Corporation
QH78R09VCJGQKPBPYU33
REGAL REXNORD CORP COMPANY GUAR 144A 02/26 6.05
758750AC7
16754000
PA
USD
16724748.52
0.0756490564
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.050000000000
N
N
N
N
N
N
Regal Rexnord Corporation
QH78R09VCJGQKPBPYU33
REGAL REXNORD CORP COMPANY GUAR 144A 04/33 6.4
758750AF0
13673000
PA
USD
13474471.46
0.0609474666
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.400000000000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust 2005-2
N/A
RENAISSANCE HOME EQUITY LOAN T RAMC 2005 2 AF4
75970NAL1
1616166.2
PA
USD
1597225.38
0.0072245387
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
5.434000000000
N
N
N
N
N
N
Sesac Finance LLC
N/A
SESAC FINANCE LLC SESAC 2019 1 A2 144A
78396YAA1
29971665
PA
USD
28757992.4
0.1300775905
Long
ABS-O
CORP
US
N
2
2049-07-25
Fixed
5.216000000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC SR SECURED 03/28 4.2
785592AU0
13496000
PA
USD
12893302.25
0.0583187334
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.200000000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5
785592AX4
40088000
PA
USD
37846833.86
0.1711880610
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.500000000000
N
N
N
N
N
N
Santander Holdings USA Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC SR UNSECURED 07/27 4.4
80282KAP1
11424000
PA
USD
10873581.74
0.0491831729
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.400000000000
N
N
N
N
N
N
Santander Holdings USA Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC SR UNSECURED 10/26 3.244
80282KAZ9
53984000
PA
USD
49887319.97
0.2256493530
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.244000000000
N
N
N
N
N
N
Santander Holdings USA Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC SR UNSECURED 06/25 3.45
80282KBB1
45516000
PA
USD
43665996.72
0.1975091850
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.450000000000
N
N
N
N
N
N
Santander Holdings USA Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC SR UNSECURED 01/28 VAR
80282KBC9
23584000
PA
USD
21128188.65
0.0955666110
Long
DBT
CORP
US
N
2
2028-01-06
Variable
2.490000000000
N
N
N
N
N
N
Sasol Financing USA LLC
N/A
SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5
80386WAD7
14257000
PA
USD
11619057.23
0.0525550931
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.500000000000
N
N
N
N
N
N
The Charles Schwab Corporation
N/A
CHARLES SCHWAB CORP/THE SR UNSECURED 05/29 VAR
808513CD5
27090000
PA
USD
26988543.34
0.1220740530
Long
DBT
CORP
US
N
2
2029-05-19
Variable
5.643000000000
N
N
N
N
N
N
The Charles Schwab Corporation
N/A
CHARLES SCHWAB CORP/THE SR UNSECURED 11/29 VAR
808513CJ2
26900000
PA
USD
27304232.76
0.1235019733
Long
DBT
CORP
US
N
2
2029-11-17
Variable
6.196000000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
SONIC CAPITAL LLC SONIC 2020 1A A2I 144A
83546DAG3
26796847.49
PA
USD
24638575.8
0.1114447257
Long
ABS-O
CORP
US
N
2
2050-01-20
Fixed
3.845000000000
N
N
N
N
N
N
SBL Holdings LLC
N/A
SBL HOLDINGS INC SR UNSECURED 144A 02/31 5
78397DAB4
22901000
PA
USD
18267904.19
0.0826290281
Long
DBT
CORP
US
N
2
2031-02-18
Fixed
5.000000000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599
78403DAZ3
8442000
PA
USD
8583609.48
0.0388252150
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.599000000000
N
N
N
N
N
N
Atlantica Transmision Sur S.A.
549300PQCSQSSZTVDH16
ATLANTICA TRANSMISION SUR SA SR SECURED 144A 04/43 6.875
00289LAA3
12266780.4
PA
USD
12052111.74
0.0545138768
Long
DBT
CORP
PE
N
2
2043-04-30
Fixed
6.875000000000
N
N
N
N
N
AdaptHealth LLC
N/A
ADAPTHEALTH LLC COMPANY GUAR 144A 03/30 5.125
00653VAE1
11714000
PA
USD
9326803.94
0.0421868177
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.125000000000
N
N
N
N
N
N
Air Lease Corporation
N/A
AIR LEASE CORP SR UNSECURED 12/27 3.625
00912XAY0
16742000
PA
USD
15503248.04
0.0701239893
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.625000000000
N
N
N
N
N
N
CoStar Group Inc.
N/A
COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8
22160NAA7
29716000
PA
USD
24393683.43
0.1103370333
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.800000000000
N
N
N
N
N
N
Credit Agricole SA
N/A
CREDIT AGRICOLE SA JR SUBORDINA 144A 12/49 VAR
225313AD7
16019000
PA
USD
16035019
0.0725292853
Long
DBT
CORP
FR
N
2
2024-01-23
Variable
7.875000000000
N
N
N
N
N
N
Credit Agricole SA
N/A
CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25
225313AM7
43824000
PA
USD
37218383.5
0.1683454666
Long
DBT
CORP
FR
N
2
2030-01-14
Fixed
3.250000000000
N
N
N
N
N
N
Credit Agricole SA
N/A
CREDIT AGRICOLE SA 144A 10/29 VAR
22535WAJ6
27009000
PA
USD
27527245.72
0.1245107011
Long
DBT
CORP
FR
N
2
2029-10-03
Variable
6.316000000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 09/34 VAR
225401BG2
16003000
PA
USD
16153403.08
0.0730647579
Long
DBT
CORP
CH
N
2
2034-09-22
Variable
6.301000000000
N
N
N
N
N
N
Crown Castle Inc.
54930012H97VSM0I2R19
CROWN CASTLE INC SR UNSECURED 02/28 3.8
22822VAK7
13032000
PA
USD
12130430.08
0.0548681248
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.800000000000
N
N
N
N
N
N
DB Master Finance LLC
N/A
DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A
233046AF8
11680402.5
PA
USD
10782763.57
0.0487723859
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
4.030000000000
N
N
N
N
N
N
DB Master Finance LLC
N/A
DB MASTER FINANCE LLC DNKN 2021 1A A2I 144A
233046AN1
51232440
PA
USD
45801493.97
0.2071684245
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.045000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5
31335AZ84
12586173.82
PA
USD
11229318.83
0.0507922360
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 09/47 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 09/47 FIXED 3.5
31335B2H8
19020052.67
PA
USD
17112242.48
0.0774017615
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/50 FIXED 2
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/50 FIXED 2
3133KKAQ2
118759817.6
PA
USD
93675511.44
0.4237112469
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 06/51 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 06/51 FIXED 3
3133KL2B2
73624365.95
PA
USD
62939217.55
0.2846854417
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 04/52 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 04/52 FIXED 3.5
3133KN7G2
83975990.58
PA
USD
74269558.53
0.3359346191
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/43 FIXED 4
3138W92M1
3667227.4
PA
USD
3433748.23
0.0155314630
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/43 FIXED 4
3138W9MK3
3738707.4
PA
USD
3502211.72
0.0158411358
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/43 FIXED 4
3138W9VF4
1372315.17
PA
USD
1284382.02
0.0058094917
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/44 FIXED 4
3138WASP3
2786302.5
PA
USD
2613918.42
0.0118232248
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/45 FIXED 3.5
3138WEHE2
5547480.94
PA
USD
5012019.77
0.0226702701
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/52 FIXED VAR
3140XFWF4
36005272.14
PA
USD
30611030.68
0.1384592171
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.000000000000
N
N
N
N
N
N
SMBC Aviation Capital Finance Designated Activity Company
N/A
SMBC AVIATION CAPITAL FINANCE COMPANY GUAR 144A 06/28 2.3
78448TAF9
8237000
PA
USD
7034112.59
0.0318165609
Long
DBT
CORP
IE
N
2
2028-06-15
Fixed
2.300000000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A
78448YAJ0
10345080.98
PA
USD
8890710.53
0.0402142885
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.070000000000
N
N
N
N
N
N
COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A
N/A
COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A
19685WAA9
13620209.59
PA
USD
10626110.24
0.0480638147
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
0.924000000000
N
N
N
N
N
N
COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A
N/A
COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A
19687YAA3
28132431.87
PA
USD
22965455.01
0.1038768983
Long
ABS-MBS
CORP
US
N
2
2065-01-25
Variable
1.389700000000
N
N
N
N
N
N
COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A
N/A
COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A
19688FAA3
19320400.73
PA
USD
14959981.42
0.0676666963
Long
ABS-MBS
CORP
US
N
2
2066-09-27
Variable
0.956000000000
N
N
N
N
N
N
COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A
N/A
COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A
19688KAA2
15151153.76
PA
USD
12309410.94
0.0556776876
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.110000000000
N
N
N
N
N
N
Columbia Pipelines Operating Company LLC
N/A
COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 08/30 5.927
19828TAA4
8524000
PA
USD
8558137.17
0.0387099992
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
5.927000000000
N
N
N
N
N
N
Columbia Pipelines Operating Company LLC
N/A
COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036
19828TAB2
13221000
PA
USD
13340935.89
0.0603434611
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.036000000000
N
N
N
N
N
N
COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A
N/A
COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A
20049AAB4
14666000
PA
USD
13967566.95
0.0631778265
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
2.896000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 12/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 12/46 FIXED 3
31335BC20
33178186.12
PA
USD
28890031.64
0.1306748278
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 04/47 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 04/47 FIXED 3
31335BD45
21886719.6
PA
USD
19010067.06
0.0859859647
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 08/48 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 08/48 FIXED 4
31335BXJ0
7586731.43
PA
USD
7050920.8
0.0318925875
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.000000000000
N
N
N
N
N
N
SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A
N/A
SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A
78449RAJ4
22906000
PA
USD
16935993.19
0.0766045542
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.850610000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A
78449VAB2
14720613.38
PA
USD
13077940.13
0.0591538838
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.600000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/51 FIXED VAR
3140XHPY7
90448435.82
PA
USD
83495809.28
0.3776666166
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5
785592AS5
12815000
PA
USD
12695760.78
0.0574252176
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.000000000000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
SEMPRA SR UNSECURED 08/33 5.5
816851BR9
21267000
PA
USD
21082038.14
0.0953578639
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.500000000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A
17291NAA9
15194000
PA
USD
15064285.78
0.0681384837
Long
ABS-MBS
CORP
US
N
2
2040-10-12
Variable
6.014686000000
N
N
N
N
N
N
Citizens Financial Group Inc.
N/A
CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/30 3.25
174610AT2
38053000
PA
USD
31734805.84
0.1435422550
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.250000000000
N
N
N
N
N
N
Civitas Resources Inc.
IIVIHPH28S64K95M2381
CIVITAS RESOURCES INC COMPANY GUAR 144A 11/30 8.625
17888HAC7
10763000
PA
USD
11147486.65
0.0504220943
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
8.625000000000
N
N
N
N
N
N
Continental Resources Inc.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 04/32 2.875
212015AV3
16245000
PA
USD
12724652.78
0.0575559014
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.875000000000
N
N
N
N
N
N
Corebridge Financial Inc.
N/A
COREBRIDGE FINANCIAL INC JR SUBORDINA 12/52 VAR
21871XAP4
10737000
PA
USD
10310912.68
0.0466381192
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.875000000000
N
N
N
N
N
N
Coruripe Netherlands B.V.
N/A
CORURIPE NETHERLANDS BV SR SECURED 144A 02/27 10
22088DAA8
10400000
PA
USD
7904000
0.0357512187
Long
DBT
CORP
NL
N
2
2027-02-10
Fixed
10.000000000000
N
N
N
N
N
N
Driven Brands Funding LLC
N/A
DRIVEN BRANDS FUNDING LLC HONK 2021 1A A2 144A
26209XAD3
30302580
PA
USD
25184868.17
0.1139157047
Long
ABS-O
CORP
US
N
2
2051-10-20
Fixed
2.791000000000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP SR UNSECURED 06/30 2.45
26441CBH7
8046000
PA
USD
6752349.64
0.0305420962
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.450000000000
N
N
N
N
N
N
Duke Energy Corporation
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP SR UNSECURED 09/33 5.75
26441CBZ7
26958000
PA
USD
27328718.87
0.1236127284
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.750000000000
N
N
N
N
N
N
EQM Midstream Partners LP
N/A
EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/27 7.5
26885BAM2
2859000
PA
USD
2922146.73
0.0132173971
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
7.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/52 FIXED VAR
3140XHTL1
2698082.76
PA
USD
2482043.23
0.0112267295
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/52 FIXED VAR
3140XHVH7
10333662.91
PA
USD
9762204.12
0.0441562113
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
EQM Midstream Partners LP
N/A
EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/30 7.5
26885BAN0
1610000
PA
USD
1661385.87
0.0075147482
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
7.500000000000
N
N
N
N
N
N
Electricite de France
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR
28504KAA5
17388000
PA
USD
18494068.07
0.0836520081
Long
DBT
CORP
FR
N
2
2033-03-15
Variable
9.125000000000
N
N
N
N
N
N
Emerald Debt Merger Sub L.L.C.
N/A
EMERALD DEBT MERGER SUB LLC SR SECURED 144A 12/30 6.625
29103CAA6
13818000
PA
USD
13783455
0.0623450549
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.625000000000
N
N
N
N
N
N
Emera US Finance LP
N/A
EMERA US FINANCE LP COMPANY GUAR 06/26 3.55
29103DAJ5
22002000
PA
USD
21060486.9
0.0952603837
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.550000000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA 144A 01/29 VAR
83368RBR2
41371000
PA
USD
41743708.03
0.1888143263
Long
DBT
CORP
FR
N
2
2029-01-10
Variable
6.446000000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR
83370RAA6
22339000
PA
USD
17003580.05
0.0769102618
Long
DBT
CORP
FR
N
2
2030-11-18
Variable
5.375000000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR
29379VBN2
42999000
PA
USD
39407886.92
0.1782489858
Long
DBT
CORP
US
N
2
2077-08-16
Variable
5.250000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 11/39 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 11/39 FIXED 5.5
3128M7ZW9
1986580.89
PA
USD
2024247.46
0.0091560366
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/52 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/52 FIXED 5
3132DNUU5
40692149.45
PA
USD
39560769.34
0.1789405006
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/52 FIXED 4.5
3132DNVJ9
36285156.52
PA
USD
34278561.96
0.1550481231
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/52 FIXED 4.5
3132DNYB3
32688767.72
PA
USD
30806993.04
0.1393455903
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 04/53 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 04/53 FIXED 4.5
3132DP6U7
21800537.75
PA
USD
20565997.28
0.0930237179
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/52 FIXED 4.5
3132DPA65
33462174.55
PA
USD
31483592.98
0.1424059739
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 11/52 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 11/52 FIXED 5.5
3132DPB49
44764791.58
PA
USD
44409954.51
0.2008742404
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 12/52 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 12/52 FIXED 5
3132DPER5
19407113.61
PA
USD
18806882.64
0.0850669249
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 12/52 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 12/52 FIXED 5
3132DPGD4
32283039.01
PA
USD
31375372.31
0.1419164723
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/47 FIXED 4
3140H2ZP6
1977396.92
PA
USD
1839610.12
0.0083208886
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/49 FIXED 4
3140HDKU7
5409199.46
PA
USD
4990022.2
0.0225707711
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/49 FIXED 4
3140HDKZ6
5626302.48
PA
USD
5190301.17
0.0234766691
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/49 FIXED 3
3140HDQ56
18282759.39
PA
USD
15663651.72
0.0708495241
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75
845467AT6
9065000
PA
USD
8084691.86
0.0365685206
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.750000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 02/31 2.875
87264ABT1
3484000
PA
USD
2952095.63
0.0133528614
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.875000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/47 FIXED VAR
3140J5DT3
22098852.91
PA
USD
19931269.24
0.0901527284
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/47 FIXED VAR
3140J5XB0
25315245.76
PA
USD
22855912.67
0.1033814186
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/47 FIXED VAR
3140J6GP6
2627186.48
PA
USD
2433448.82
0.0110069283
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/47 FIXED VAR
3140J7LP8
18624760.76
PA
USD
16154547.57
0.0730699346
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/47 FIXED VAR
3140J7M36
19330522.84
PA
USD
16808989.52
0.0760300937
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/47 FIXED VAR
3140J7PF6
4897210.41
PA
USD
4559029.14
0.0206213117
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/47 FIXED VAR
3140J7TQ8
8739089.54
PA
USD
7599135.61
0.0343722620
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/52 FIXED VAR
3140XJGE7
61773605.57
PA
USD
58429868.25
0.2642888408
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/52 FIXED VAR
3140XJHK2
9332333.42
PA
USD
8798020.94
0.0397950368
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.500000000000
N
N
N
N
N
N
United Rentals (North America) Inc.
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMERICA I SECURED 11/27 3.875
911365BM5
13783000
PA
USD
12948062.11
0.0585664221
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.875000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/43 4.75
912810TW8
690246000
PA
USD
695422845
3.1455230537
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.750000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 3.575
N/A
AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 3.575
02376UAA3
6536873.54
PA
USD
5979931.26
0.0270483085
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.575000000000
N
N
N
N
N
N
American Airlines 2016-1 Class A Pass Through Trust
N/A
AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1
02376WAA9
21148571.22
PA
USD
18954132.02
0.0857329604
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.100000000000
N
N
N
N
N
AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375
N/A
AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375
023770AA8
51974964.89
PA
USD
46845035.86
0.2118885529
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.375000000000
N
N
N
N
N
N
American Airlines 2016-3 Class A Pass Through Trust
N/A
AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/30 3.25
023771S25
2930905.85
PA
USD
2493487.5
0.0112784940
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.250000000000
N
N
N
N
N
N
American Airlines Inc.
IWUQB36BXD6OWD6X4T14
AMERICAN AIRLINES INC SR SECURED 144A 02/28 7.25
023771T32
16094000
PA
USD
15895150.42
0.0718966345
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.250000000000
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/53 FIXED VAR
3140XKSX9
15872603.16
PA
USD
14943993.97
0.0675943822
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/53 FIXED VAR
3140XKX62
15369416.37
PA
USD
15209164.08
0.0687937944
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.500000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6
N/A
AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6
02377CAA2
12672067.21
PA
USD
10841075.15
0.0490361397
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.600000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15
N/A
AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15
02377LAA2
21721526.74
PA
USD
18374964.97
0.0831132833
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.150000000000
N
N
N
N
N
N
American Tower Corporation
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 08/29 3.8
03027XAW0
38566000
PA
USD
35406123.33
0.1601482867
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.800000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A
N/A
ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A
03464EAA0
19552169.64
PA
USD
15369475.66
0.0695189126
Long
ABS-MBS
CORP
US
N
2
2065-01-20
Variable
1.035000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/53 FIXED VAR
3140XKYJ3
34233188.23
PA
USD
32187621.72
0.1455904230
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/43 FIXED 3.5
31417HBT0
2645938.17
PA
USD
2400517.61
0.0108579745
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/46 FIXED 4
31418B3D6
4355408.5
PA
USD
4053280.78
0.0183337206
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Iron Mountain Information Management Services Inc.
N/A
IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5
46285MAA8
4858000
PA
USD
4219124.42
0.0190838613
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.000000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A
N/A
ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A
034651AA7
6699029.11
PA
USD
6041363.32
0.0273261768
Long
ABS-MBS
CORP
US
N
2
2053-04-25
Variable
0.990000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A
N/A
ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A
03465DAA1
6999202.75
PA
USD
5698312.73
0.0257744970
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.985000000000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 12/31 3.75
N/A
JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 12/31 3.75
46590XAM8
5619000
PA
USD
4656079.27
0.0210602870
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.750000000000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 01/32 3.625
N/A
JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 01/32 3.625
46590XAU0
19134000
PA
USD
15657447.87
0.0708214629
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.625000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 06/36 FIXED 2
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 06/36 FIXED 2
3133L8DV4
59602792.69
PA
USD
52544260.44
0.2376671744
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
2.000000000000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 04/33 5.75
N/A
JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 04/33 5.75
46590XAY2
32031000
PA
USD
30247782.98
0.1368161822
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.750000000000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 02/28 5.125
N/A
JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 02/28 5.125
46590XAZ9
11564000
PA
USD
11227050.48
0.0507819758
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.125000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO SR UNSECURED 04/31 VAR
46647PBL9
41872000
PA
USD
35124874.47
0.1588761474
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.522000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO SUBORDINATED 05/31 VAR
46647PBP0
37967000
PA
USD
32313842.03
0.1461613402
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.956000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 01/53 5.65
87264ACW3
21659000
PA
USD
21156477.2
0.0956945652
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
5.650000000000
N
N
N
N
N
N
Taco Bell Funding LLC
N/A
TACO BELL FUNDING LLC BELL 2021 1A A2I 144A
87342RAG9
44509215
PA
USD
39082295.43
0.1767762767
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.946000000000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A
46652BAY5
15435000
PA
USD
12965400
0.0586448445
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Fixed
2.812300000000
N
N
N
N
N
N
Jacobs Entertainment Inc.
5493004U9JIWY3HSUO63
JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75
469815AK0
7277000
PA
USD
6521792.94
0.0294992467
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.750000000000
N
N
N
N
N
N
Tapestry Inc.
549300LJNVY5SW3VTN33
TAPESTRY INC SR UNSECURED 11/30 7.7
876030AE7
13142000
PA
USD
13322604.85
0.0602605465
Long
DBT
CORP
US
N
2
2030-11-27
Fixed
7.700000000000
N
N
N
N
N
N
Tapestry Inc.
549300LJNVY5SW3VTN33
TAPESTRY INC SR UNSECURED 11/33 7.85
876030AF4
10514000
PA
USD
10677855.96
0.0482978699
Long
DBT
CORP
US
N
2
2033-11-27
Fixed
7.850000000000
N
N
N
N
N
N
Jefferies Financial Group Inc.
549300HOF34RGOJ5YL07
JEFFERIES FINANCIAL GROUP INC SR UNSECURED 07/28 5.875
47233WBM0
19804000
PA
USD
19653528.81
0.0888964583
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
5.875000000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75
N/A
JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75
477143AH4
16051252.72
PA
USD
13071114.54
0.0591230104
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
2.750000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO JR SUBORDINA 12/99 VAR
48128BAG6
28722000
PA
USD
27568666.37
0.1246980542
Long
DBT
CORP
US
N
2
2025-02-01
Variable
4.600000000000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB HOME COMPANY GUAR 06/31 4
48666KAZ2
15888000
PA
USD
13438416.28
0.0607843825
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.000000000000
N
N
N
N
N
N
LKQ Corporation
DS830JTTZQN6GK0I2E41
LKQ CORP COMPANY GUAR 06/28 5.75
501889AD1
7767000
PA
USD
7706796.74
0.0348592328
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.750000000000
N
N
N
N
N
N
Lazard Group LLC
FI94J2CJ1D7BIGVMS874
LAZARD GROUP LLC SR UNSECURED 03/29 4.375
52107QAK1
24053000
PA
USD
22559032.09
0.1020385741
Long
DBT
CORP
US
N
2
2029-03-11
Fixed
4.375000000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
AKER BP ASA COMPANY GUAR 144A 07/31 3.1
55037AAB4
11396000
PA
USD
9431852.22
0.0426619701
Long
DBT
CORP
NO
N
2
2031-07-15
Fixed
3.100000000000
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4
87612BBU5
24529000
PA
USD
21319380.35
0.0964314055
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.000000000000
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
TARGA RESOURCES CORP COMPANY GUAR 04/52 4.95
87612GAB7
29927000
PA
USD
24550286.15
0.1110453757
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.950000000000
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
TARGA RESOURCES CORP COMPANY GUAR 03/29 6.15
87612GAE1
21618000
PA
USD
22084608.32
0.0998926698
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.150000000000
N
N
N
N
N
N
Teachers Insurance and Annuity Association of America
O06XD7BJ4EPXNABVFN69
TEACHERS INSURANCE + ANNUITY A SUBORDINATED 144A 05/47 4.27
878091BF3
27751000
PA
USD
22437590.4
0.1014892714
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.270000000000
N
N
N
N
N
N
Telephone and Data Systems Inc.
N/A
TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625
879433787
468200
NS
USD
7346058
0.0332275463
Long
EP
CORP
US
N
1
N
N
N
TransDigm Inc.
88Q84GB3X55CF5OC7582
TRANSDIGM INC COMPANY GUAR 11/27 5.5
893647BL0
13817000
PA
USD
13297882.87
0.0601487245
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.500000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/26 4.375
91282CHU8
180000
PA
USD
179332.03
0.0008111511
Long
DBT
UST
US
N
2
2026-08-15
Fixed
4.375000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/42 3.375
912810TK4
483509000
PA
USD
402181277.65
1.8191385137
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.375000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/42 4
912810TM0
482409000
PA
USD
438709527.27
1.9843623801
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/53 4.125
912810TT5
628048000
PA
USD
587323012.5
2.6565679990
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.125000000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG/NEW YORK NY 11/29 VAR
251526CU1
16614000
PA
USD
16926593.24
0.0765620365
Long
DBT
CORP
US
N
2
2029-11-20
Variable
6.819000000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG/NEW YORK NY SUBORDINATED 01/33 VAR
25160PAG2
29929000
PA
USD
22902400.77
0.1035916926
Long
DBT
CORP
US
N
2
2033-01-07
Variable
3.742000000000
N
N
N
N
N
N
DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A
N/A
DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A
25265LAE0
6825000
PA
USD
5809608.58
0.0262779083
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
3.475000000000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES SR UNSECURED 02/27 4.1
254709AM0
8970000
PA
USD
8327646.73
0.0376674493
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.100000000000
N
N
N
N
N
N
Dominion Energy Inc.
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC SR UNSECURED 04/30 3.375
25746UDG1
14886000
PA
USD
13237165.76
0.0598740901
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.375000000000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A
25755TAH3
34940360
PA
USD
32577692.86
0.1473547852
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.118000000000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A
25755TAN0
24085425.01
PA
USD
20690680.7
0.0935876835
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.662000000000
N
N
N
N
N
N
Driven Brands Funding LLC
N/A
DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A
26209XAC5
21727595
PA
USD
18878281.65
0.0853898755
Long
ABS-O
CORP
US
N
2
2051-01-20
Fixed
3.237000000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SUBORDINATED 07/77 VAR
29250NAS4
22814000
PA
USD
20057639.9
0.0907243257
Long
DBT
CORP
CA
N
2
2077-07-15
Variable
5.500000000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SUBORDINATED 03/78 VAR
29250NAW5
22368000
PA
USD
19974172.17
0.0903467861
Long
DBT
CORP
CA
N
2
2078-03-01
Variable
6.250000000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SUBORDINATED 07/80 VAR
29250NBC8
29961000
PA
USD
26036109
0.1177660206
Long
DBT
CORP
CA
N
2
2080-07-15
Variable
5.750000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 07/53 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 07/53 FIXED 5
3132DQY83
47111346.61
PA
USD
45606421.75
0.2062860777
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.000000000000
N
N
N
N
N
N
CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A
N/A
CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A
12660LAA7
10387781.22
PA
USD
8471931.57
0.0383200757
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
1.015000000000
N
N
N
N
N
N
CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A
N/A
CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A
12662EAA1
11778860.64
PA
USD
9830647.69
0.0444657940
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.179000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 43 IO
38380JWY0
92956818.06
PA
USD
2927042.88
0.0132395433
Long
ABS-MBS
USGA
US
N
2
2060-05-16
Variable
0.436460000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 114 IO
38380MFV8
28566699.51
PA
USD
1077181.68
0.0048722872
Long
ABS-MBS
USGA
US
N
2
2060-04-16
Variable
0.728380000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO
38380MUV1
75986997.38
PA
USD
3798415.23
0.0171809177
Long
ABS-MBS
USGA
US
N
2
2061-05-16
Variable
0.786340000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO
38380NPW3
63343812.94
PA
USD
3328831.39
0.0150569052
Long
ABS-MBS
USGA
US
N
2
2061-07-16
Variable
0.802180000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO
38380P2F0
150809679.05
PA
USD
9128253.5
0.0412887383
Long
ABS-MBS
USGA
US
N
2
2062-06-16
Variable
0.881970000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO
38380P4X9
253886711.4
PA
USD
13937111.02
0.0630400688
Long
ABS-MBS
USGA
US
N
2
2062-09-16
Variable
0.795400000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 114 IO
38380PT20
179794970.89
PA
USD
10388697.25
0.0469899529
Long
ABS-MBS
USGA
US
N
2
2062-09-16
Variable
0.800280000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 92 IO
38380PTT1
30954139.16
PA
USD
1907660.26
0.0086286917
Long
ABS-MBS
USGA
US
N
2
2062-02-16
Variable
0.878310000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO
38380PV76
42060735.5
PA
USD
2355283.42
0.0106533720
Long
ABS-MBS
USGA
US
N
2
2062-05-16
Variable
0.761580000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO
38380PY57
75548288.96
PA
USD
3548503.13
0.0160505202
Long
ABS-MBS
USGA
US
N
2
2062-08-16
Variable
0.602550000000
N
N
N
N
N
N
American Airlines 2017-1 Class A Pass Through Trust
N/A
AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4
02378AAA5
10893532.5
PA
USD
9584039.48
0.0433503405
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 11/52 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 11/52 FIXED 5
3133KQEV4
41234482.07
PA
USD
39752993.1
0.1798099633
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/53 FIXED VAR
3140XLZ50
19952097.07
PA
USD
18822231.76
0.0851363517
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/40 FIXED 4
31416WU34
3291606.14
PA
USD
3104810.45
0.0140436181
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/40 FIXED 4
31416XAJ9
1136907.16
PA
USD
1072253.18
0.0048499947
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/41 FIXED 4
31417ACZ0
965224.9
PA
USD
907430.32
0.0041044711
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/42 FIXED 4
31417BZ91
1878701.77
PA
USD
1764556.55
0.0079814078
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.000000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO
38380RQC7
212109781.97
PA
USD
12966313.39
0.0586489759
Long
ABS-MBS
USGA
US
N
2
2062-09-16
Variable
0.867920000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 163 IO
38381D2H2
118855318.19
PA
USD
6906266.55
0.0312382902
Long
ABS-MBS
USGA
US
N
2
2064-03-16
Variable
0.800730000000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 10/30 5.5
428102AF4
2295000
PA
USD
2165860.35
0.0097965773
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
5.500000000000
N
N
N
N
N
N
HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A
N/A
HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A
428357AA5
23807000
PA
USD
21884625.22
0.0989881101
Long
ABS-O
CORP
CA
N
2
2062-02-01
Fixed
3.939000000000
N
N
N
N
N
N
Hilton Grand Vacations Trust 2022-1D
N/A
HILTON GRAND VACATIONS TRUST 2 HGVT 2022 1D B 144A
43283BAB9
1857661.42
PA
USD
1771641.29
0.0080134533
Long
ABS-O
CORP
US
N
2
2034-06-20
Fixed
4.100000000000
N
N
N
N
N
N
HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5
N/A
HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5
43284MAA6
16411000
PA
USD
14493947.56
0.0655587410
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.000000000000
N
N
N
N
N
N
HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A
N/A
HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A
43732VAT3
10105094.91
PA
USD
8931702.4
0.0403997022
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
1.901000000000
N
N
N
N
N
N
Huntington Bancshares Incorporated
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH SR UNSECURED 08/29 VAR
446150BC7
15865000
PA
USD
15889634.7
0.0718716859
Long
DBT
CORP
US
N
2
2029-08-21
Variable
6.208000000000
N
N
N
N
N
N
Huntington Ingalls Industries Inc.
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUSTRIES COMPANY GUAR 05/30 4.2
446413AT3
17017000
PA
USD
15660019.5
0.0708330949
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.200000000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/27 2.375
44891ABP1
10962000
PA
USD
9655960.02
0.0436756501
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.375000000000
N
N
N
N
N
N
IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A
N/A
IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A
452764AA1
8589589.56
PA
USD
6957737.62
0.0314711031
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.071000000000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25
46284VAJ0
11787000
PA
USD
10809295.46
0.0488923945
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.250000000000
N
N
N
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI NV COMPANY GUAR 144A 03/33 6.7
67116NAA7
13932000
PA
USD
13600450.16
0.0615172910
Long
DBT
CORP
NL
N
2
2033-03-16
Fixed
6.700000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A
92539LAA8
15114580.48
PA
USD
12294269.29
0.0556091991
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.046000000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL SR UNSECURED 03/43 4.375
92553PAP7
15703000
PA
USD
10695926.97
0.0483796083
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.375000000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL SR UNSECURED 05/50 4.95
92556HAC1
31931000
PA
USD
23488878.82
0.1062444387
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.950000000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL SR UNSECURED 05/32 4.2
92556HAD9
7655000
PA
USD
6472252.59
0.0292751667
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.200000000000
N
N
N
N
N
N
Viatris Inc
N/A
VIATRIS INC COMPANY GUAR 06/30 2.7
92556VAD8
29735000
PA
USD
24150464.89
0.1092369119
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.700000000000
N
N
N
N
N
Viatris Inc
N/A
VIATRIS INC COMPANY GUAR 06/50 4
92556VAF3
22979000
PA
USD
14892998.74
0.0673637215
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.000000000000
N
N
N
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625
92564RAB1
24513000
PA
USD
22184190.48
0.1003430978
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.625000000000
N
N
N
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125
92564RAE5
12630000
PA
USD
11005403.1
0.0497794247
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.125000000000
N
N
N
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/29 3.875
92564RAL9
13041000
PA
USD
11613010.5
0.0525277427
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.875000000000
N
N
N
N
N
N
VICI Properties L.P.
N/A
VICI PROPERTIES LP SR UNSECURED 05/32 5.125
925650AD5
5669000
PA
USD
5219552.04
0.0236089760
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.125000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO PREFERRED STOCK 7.5
949746804
2139
NS
USD
2391402
0.0108167429
Long
EP
CORP
US
N
1
N
N
N
Wendy's Funding LLC
N/A
WENDY'S FUNDING LLC WEN 2021 1A A2I 144A
95058XAK4
25281082.5
PA
USD
21253629.09
0.0961340007
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.370000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 01/41 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 01/41 FIXED 4
3128M9T51
5165346.18
PA
USD
4867795.9
0.0220179195
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 11/43 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 11/43 FIXED 4
3128M9YE6
2188212.81
PA
USD
2052928.3
0.0092857653
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 04/44 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 04/44 FIXED 3.5
3128MABR9
3301943.37
PA
USD
3003728.68
0.0135864070
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 11/37 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 11/37 FIXED 4.5
3132CW2K9
18150799.69
PA
USD
17719774.46
0.0801497384
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 12/37 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 12/37 FIXED 4.5
3132D6DC1
12105782.42
PA
USD
11818307.62
0.0534563386
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 01/38 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 01/38 FIXED 4.5
3132D6DJ6
12731653.05
PA
USD
12429315.76
0.0562200387
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 02/38 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 02/38 FIXED 4.5
3132D6DR8
40312784.72
PA
USD
39330285.56
0.1778979808
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/49 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/49 FIXED 3
3132DMDD4
14502676.08
PA
USD
12443214.86
0.0562829068
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 11/51 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 11/51 FIXED 2.5
3132DMZF5
45812387.97
PA
USD
37611223.78
0.1701223541
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/52 FIXED 4.5
3132DN2M4
39927840.76
PA
USD
37766590.66
0.1708251065
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/52 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/52 FIXED 5
3132DN3C5
38472639.23
PA
USD
37102401.56
0.1678208593
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.000000000000
N
N
N
N
N
N
SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A E 144A
N/A
SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A E 144A
783897AG6
3300000
PA
USD
3040078.8
0.0137508252
Long
ABS-O
CORP
US
N
2
2032-08-20
Fixed
3.560000000000
N
N
N
N
N
N
Sunoco LP and Sunoco Finance Corp.
N/A
SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5
86765LAZ0
17216000
PA
USD
15472731.43
0.0699859571
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.500000000000
N
N
N
N
N
N
TIF FUNDING II LLC TIF 2021 1A A 144A
N/A
TIF FUNDING II LLC TIF 2021 1A A 144A
872480AE8
16992112.51
PA
USD
14241026.62
0.0644147339
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.650000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 04/30 3.875
87264ABF1
76604000
PA
USD
70361923.83
0.3182596820
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/53 FIXED 6
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/53 FIXED 6
3132E0E73
3759961.22
PA
USD
3794317.49
0.0171623829
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/31 FIXED VAR
31384WB66
11.4
PA
USD
11.83
0.0000000535
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
7.500000000000
N
N
N
N
N
N
Varex Imaging Corporation
549300CWYWPVCT8E9W67
VAREX IMAGING CORP SR SECURED 144A 10/27 7.875
92214XAC0
9865000
PA
USD
9830885.65
0.0444668703
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.875000000000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
N/A
VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/29 3.875
92328MAA1
6386000
PA
USD
5599607.52
0.0253280356
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.875000000000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
N/A
VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125
92328MAB9
10687000
PA
USD
9218334.75
0.0416961920
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.125000000000
N
N
N
N
N
N
Venture Global LNG Inc.
N/A
VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5
92332YAC5
22168000
PA
USD
22872834.89
0.1034579608
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.500000000000
N
N
N
N
N
N
VeriSign Inc.
LMPL4N8ZOJRMF0KOF759
VERISIGN INC SR UNSECURED 06/31 2.7
92343EAM4
13953000
PA
USD
11443866.75
0.0517626750
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.700000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A
92538HAA8
9115084.02
PA
USD
7021458.6
0.0317593246
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
0.938000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A
92538KAA1
14780645.85
PA
USD
11511314.79
0.0520677546
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.013000000000
N
N
N
N
N
N
Energian Israel Finance Ltd
N/A
ENERGIAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/31 5.8
BO3322191
11574000
PA
USD
9759844.94
0.0441455403
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.875000000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital C
N/A
CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75
161175BN3
46207000
PA
USD
38979375.45
0.1763107510
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.750000000000
N
N
N
N
N
N
Cheniere Energy Partners L.P.
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/29 4.5
16411QAG6
31736000
PA
USD
29606533.44
0.1339156948
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Cheniere Energy Partners L.P.
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4
16411QAK7
31837000
PA
USD
28083669.21
0.1270275050
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Choice Hotels International Inc.
5493003CYRY5RFGTIR97
CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 12/29 3.7
169905AF3
10444000
PA
USD
8943357.31
0.0404524194
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.700000000000
N
N
N
N
N
N
Choice Hotels International Inc.
5493003CYRY5RFGTIR97
CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 01/31 3.7
169905AG1
12352000
PA
USD
10236978.28
0.0463037006
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.700000000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSECURED 03/50 3.4
337932AM9
5998000
PA
USD
3946848.95
0.0178523102
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.400000000000
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A
N/A
FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A
33852DAB7
25861483.12
PA
USD
19959815.09
0.0902818465
Long
ABS-MBS
CORP
US
N
2
2051-02-01
Variable
2.500000000000
N
N
N
N
N
N
State Board of Administration Finance Corporation
549300S34SOJ0RULXM35
STATE BOARD OF ADMINISTRATION FLSGEN 07/27 FIXED 1.705
341271AE4
13918000
PA
USD
12367022.62
0.0559382756
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
1.705000000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 2 A 144A
N/A
FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 2 A 144A
34535CAA4
28128000
PA
USD
28103821.17
0.1271186560
Long
ABS-O
CORP
US
N
2
2036-02-15
Fixed
5.280000000000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
FORD MOTOR CO SR UNSECURED 02/32 3.25
345370DA5
12651000
PA
USD
10090688.47
0.0456420053
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.250000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 183 IO
38381D8R4
90141720.5
PA
USD
5488494.99
0.0248254535
Long
ABS-MBS
USGA
US
N
2
2063-01-16
Variable
0.871260000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 110 IO
38381DND8
97919327.05
PA
USD
6280486.89
0.0284077758
Long
ABS-MBS
USGA
US
N
2
2063-11-16
Variable
0.872850000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO
38381E3Q9
228723689.92
PA
USD
11518136.19
0.0520986090
Long
ABS-MBS
USGA
US
N
2
2064-06-16
Variable
0.711320000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 21 IO
38381ERF7
61105169.81
PA
USD
3731631.62
0.0168788434
Long
ABS-MBS
USGA
US
N
2
2063-10-16
Variable
0.783400000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 17 IO
38381EVR6
138703252.91
PA
USD
8644042.2
0.0390985631
Long
ABS-MBS
USGA
US
N
2
2064-06-16
Variable
0.801770000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 57 IO
38381EW61
168372650.78
PA
USD
9817405.17
0.0444058957
Long
ABS-MBS
USGA
US
N
2
2063-09-16
Variable
0.756080000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 30 IO
38381H2V2
97552802.68
PA
USD
7251480.28
0.0327997542
Long
ABS-MBS
USGA
US
N
2
2064-11-16
Variable
1.146370000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 150 IO
38381HPE5
22249342
PA
USD
1389651.63
0.0062856452
Long
ABS-MBS
USGA
US
N
2
2064-06-16
Variable
0.822430000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 36 IO
38381JDB0
100789711.22
PA
USD
6970072.16
0.0315268945
Long
ABS-MBS
USGA
US
N
2
2064-10-16
Variable
0.935040000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 62 IO
38381JED5
122934591.37
PA
USD
8608445.59
0.0389375533
Long
ABS-MBS
USGA
US
N
2
2065-02-16
Variable
0.937260000000
N
N
N
N
N
N
RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625
N/A
RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625
76120HAA5
19445000
PA
USD
16517360.8
0.0747110043
Long
DBT
CORP
US
N
2
2029-04-16
Fixed
4.625000000000
N
N
N
N
N
N
RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625
N/A
RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625
76120HAC1
8500000
PA
USD
6560270.51
0.0296732877
Long
DBT
CORP
US
N
2
2031-04-06
Fixed
4.625000000000
N
N
N
N
N
N
RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 07/30 8.45
N/A
RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 07/30 8.45
76120HAD9
15200000
PA
USD
15037244.02
0.0680161690
Long
DBT
CORP
US
N
2
2030-07-27
Fixed
8.450000000000
N
N
N
N
N
N
Retained Vantage Data Centers Issuer LLC
N/A
RETAINED VANTAGE DATA CENTERS VDCR 2023 1A A2A 144A
76134KAA2
26639000
PA
USD
24447100.46
0.1105786482
Long
ABS-O
CORP
US
N
2
2048-09-15
Fixed
5.000000000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/27 4
N/A
PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/27 4
76174LAA1
24222000
PA
USD
22163130
0.1002478375
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.000000000000
N
N
N
N
N
N
Natwest Group plc
N/A
NATWEST GROUP PLC SUBORDINATED 11/29 VAR
780097BM2
12650000
PA
USD
12169094.31
0.0550430101
Long
DBT
CORP
GB
N
2
2029-11-01
Variable
3.754000000000
N
N
N
N
N
N
Natwest Group plc
N/A
NATWEST GROUP PLC JR SUBORDINA 12/99 VAR
780097BQ3
28042000
PA
USD
26635578.73
0.1204775304
Long
DBT
CORP
GB
N
2
2025-12-29
Variable
6.000000000000
N
N
N
N
N
N
Royalty Pharma plc
N/A
ROYALTY PHARMA PLC COMPANY GUAR 09/27 1.75
78081BAJ2
12150000
PA
USD
10644694.22
0.0481478734
Long
DBT
CORP
US
N
2
2027-09-02
Fixed
1.750000000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
SONIC CAPITAL LLC SONIC 2021 1A A2I 144A
83546DAN8
22538843.34
PA
USD
18560692.41
0.0839533620
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
2.190000000000
N
N
N
N
N
N
Sotheby's
N/A
SOTHEBY'S SR SECURED 144A 10/27 7.375
835898AH0
8763000
PA
USD
8036159.98
0.0363490021
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.375000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/53 FIXED 4.5
3140QSUW9
33519375.52
PA
USD
31505987.3
0.1425072675
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
4.500000000000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
SOUTHERN CO/THE SR UNSECURED 03/34 5.7
842587DT1
13479000
PA
USD
13733779.11
0.0621203619
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.700000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/45 FIXED VAR
3140X43Z7
15192469.21
PA
USD
13258192.9
0.0599691996
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/49 FIXED VAR
3140X47C4
20734446.03
PA
USD
17608612.18
0.0796469313
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/49 FIXED VAR
3140X4XS0
29689864.22
PA
USD
25520127.65
0.1154321438
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/48 FIXED VAR
3140X53F8
2310477.71
PA
USD
2147315.47
0.0097126955
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/49 FIXED VAR
3140X5B93
19658879.42
PA
USD
16867208.45
0.0762934284
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/52 FIXED VAR
3140XGKT5
31323065.7
PA
USD
27668302.92
0.1251487283
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/52 FIXED VAR
3140XGKU2
21454949.8
PA
USD
18954948.25
0.0857366524
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/52 FIXED VAR
3140XGNB1
23303956.24
PA
USD
20788769.56
0.0940313572
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/49 FIXED VAR
3140XGX87
13998632.99
PA
USD
12957577.05
0.0586094599
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/51 FIXED VAR
3140XGYW3
21462492.46
PA
USD
17606942.41
0.0796393786
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/52 FIXED VAR
3140XGZB8
9293608.46
PA
USD
8511700.01
0.0384999555
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.000000000000
N
N
N
N
N
N
GCI LLC
N/A
GCI LLC SR UNSECURED 144A 10/28 4.75
36166TAB6
19046000
PA
USD
17099117.88
0.0773423966
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.750000000000
N
N
N
N
N
N
Blackstone Private Credit Fund
N/A
BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 03/27 3.25
09261HAK3
5483000
PA
USD
4874188.63
0.0220468350
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.250000000000
N
N
N
N
N
N
Blackstone Private Credit Fund
N/A
BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/25 2.7
09261HAP2
18807000
PA
USD
18004648.81
0.0814382765
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.700000000000
N
N
N
N
N
N
Blackstone Private Credit Fund
N/A
BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/29 4
09261HAR8
27133000
PA
USD
23814702.48
0.1077181979
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.000000000000
N
N
N
N
N
N
Blackstone Private Credit Fund
N/A
BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 144A 11/28 7.3
09261HBB2
11097000
PA
USD
11073022.71
0.0500852804
Long
DBT
CORP
US
N
2
2028-11-27
Fixed
7.300000000000
N
N
N
N
N
N
BlueLinx Holdings Inc.
N/A
BLUELINX HOLDINGS INC SR SECURED 144A 11/29 6
09624HAA7
18852000
PA
USD
16935801.66
0.0766036879
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.000000000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE SR UNSECURED 03/29 3.2
097023CD5
13975000
PA
USD
12648556.45
0.0572117039
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.200000000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE SR UNSECURED 05/27 5.04
097023CU7
43185000
PA
USD
42903970.16
0.1940624013
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.040000000000
N
N
N
N
N
N
BOEING CO/THE SR UNSECURED 05/30 5.15
N/A
BOEING CO/THE SR UNSECURED 05/30 5.15
097023CY9
57564000
PA
USD
57032941.02
0.2579702868
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.150000000000
N
N
N
N
N
N
Booking Holdings Inc.
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC SR UNSECURED 04/30 4.625
09857LAR9
25193000
PA
USD
24597466.45
0.1112587807
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.625000000000
N
N
N
N
N
N
Braskem Idesa S.A.P.I.
N/A
BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99
10554NAB4
13611000
PA
USD
8795700.42
0.0397845406
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.990000000000
N
N
N
N
N
N
Braskem Netherlands Finance B.V.
N/A
BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/30 4.5
10554TAD7
28519000
PA
USD
23465150.86
0.1061371129
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.500000000000
N
N
N
N
N
N
Braskem Netherlands Finance B.V.
N/A
BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875
10554TAE5
7369000
PA
USD
5440562.91
0.0246086481
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.875000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A
N/A
BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A
10569TAA6
8365290
PA
USD
7253686.84
0.0328097349
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
0.941000000000
N
N
N
N
N
N
COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA
N/A
COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA
12595VAE7
221909106.1
PA
USD
3525248.06
0.0159453333
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
0.572431000000
N
N
N
N
N
N
CNA Financial Corporation
549300YX2GSZD7YG1R84
CNA FINANCIAL CORP SR UNSECURED 08/30 2.05
126117AW0
10248000
PA
USD
8232539.57
0.0372372625
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.050000000000
N
N
N
N
N
N
CNO Financial Group Inc.
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25
12621EAL7
30469000
PA
USD
29194905.25
0.1320538262
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.250000000000
N
N
N
N
N
N
COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012 CR3 XA
N/A
COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012 CR3 XA
12624PAF2
496664.19
PA
USD
10.88
0.0000000492
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
1.022130000000
N
N
N
N
N
N
COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A
549300NMFC2YLCA2NF13
COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A
12625XAL1
18413000
PA
USD
14165279.25
0.0640721149
Long
ABS-MBS
CORP
US
N
2
2030-08-10
Variable
4.539950000000
N
N
N
N
N
N
CSMC 2020-NET CSMC 2020 NET A 144A
N/A
CSMC 2020-NET CSMC 2020 NET A 144A
126438AA8
6950475.47
PA
USD
6349894.62
0.0287217195
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
2.256900000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC JR SUBORDINA 12/99 VAR
172967MK4
32150000
PA
USD
29198253.85
0.1320689725
Long
DBT
CORP
US
N
2
2025-01-30
Variable
4.700000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SUBORDINATED 05/34 VAR
17327CAR4
28013000
PA
USD
27797778.92
0.1257343716
Long
DBT
CORP
US
N
2
2034-05-25
Variable
6.174000000000
N
N
N
N
N
N
Concentrix Corporation
N/A
CONCENTRIX CORP SR UNSECURED 08/28 6.6
20602DAB7
25761000
PA
USD
25733899.69
0.1163990733
Long
DBT
CORP
US
N
2
2028-08-02
Fixed
6.600000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 12/52 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 12/52 FIXED 5
3132DPGG7
4725330.68
PA
USD
4557033.78
0.0206122863
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 12/52 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 12/52 FIXED 5
3132DPHH4
38519012.72
PA
USD
37411941.63
0.1692209650
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 01/53 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 01/53 FIXED 5
3132DPL89
63805780.92
PA
USD
61533280.61
0.2783261351
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 12/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 12/52 FIXED 4.5
3132DPQ27
22803993.26
PA
USD
21469870.72
0.0971121006
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 03/53 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 03/53 FIXED 4.5
3132DPXR4
51789661.24
PA
USD
48565552.85
0.2196707618
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/52 FIXED 4.5
3132DPZ43
37726295.69
PA
USD
35640005.13
0.1612061763
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/53 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/53 FIXED 5
3132DQ3P9
77224792.72
PA
USD
74806189.44
0.3383618976
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/53 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/53 FIXED 5.5
3132E0HQ8
11806956.99
PA
USD
11683849.39
0.0528481598
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/53 FIXED 6
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/53 FIXED 6
3132E0KH4
21350901.69
PA
USD
21542658.41
0.0974413325
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
6.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/53 FIXED 6
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/53 FIXED 6
3132E0KT8
85384101.79
PA
USD
86511163.4
0.3913056076
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
6.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 03/42 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 03/42 FIXED 4
3132GRZB0
2756166.06
PA
USD
2592403.77
0.0117259102
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/41 FIXED 4
3138A4GE9
2217322.38
PA
USD
2089226.11
0.0094499468
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/43 FIXED VAR
3138ELB44
8303300.92
PA
USD
7545735.14
0.0341307221
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.500000000000
N
N
N
N
N
N
ONEOK Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK INC COMPANY GUAR 11/28 5.65
682680BJ1
10600000
PA
USD
10670041.09
0.0482625218
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.650000000000
N
N
N
N
N
N
ONEOK Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK INC COMPANY GUAR 09/33 6.05
682680BL6
39753000
PA
USD
40466846.61
0.1830388516
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
6.050000000000
N
N
N
N
N
N
ONEOK Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK INC COMPANY GUAR 09/53 6.625
682680BN2
25389000
PA
USD
26660102.82
0.1205884573
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
6.625000000000
N
N
N
N
N
N
OneMain Finance Corporation
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP COMPANY GUAR 01/29 9
682695AA9
9157000
PA
USD
9443990.91
0.0427168756
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.000000000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 04/30 2.95
68389XBV6
28741000
PA
USD
25185018.63
0.1139163852
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.950000000000
N
N
N
N
N
N
Ovintiv Inc.
N/A
OVINTIV INC COMPANY GUAR 05/28 5.65
69047QAB8
8045000
PA
USD
8020611.66
0.0362786743
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.650000000000
N
N
N
N
N
N
Ovintiv Inc.
N/A
OVINTIV INC COMPANY GUAR 07/33 6.25
69047QAC6
8068000
PA
USD
8042821.06
0.0363791314
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.250000000000
N
N
N
N
N
N
Owens-Brockway Glass Container Inc.
V2UQUCDZJ9WY98W8QU33
OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/27 6.625
69073TAT0
9013000
PA
USD
8920166.1
0.0403475214
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.625000000000
N
N
N
N
N
N
Owens-Brockway Glass Container Inc.
V2UQUCDZJ9WY98W8QU33
OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/31 7.25
69073TAU7
7132000
PA
USD
7078581.32
0.0320177010
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
7.250000000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
OWENS CORNING SR UNSECURED 08/29 3.95
690742AJ0
25526000
PA
USD
23626306.84
0.1068660505
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.950000000000
N
N
N
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP SR UNSECURED 06/34 VAR
91159HJN1
27058000
PA
USD
26641320.87
0.1205035031
Long
DBT
CORP
US
N
2
2034-06-12
Variable
5.836000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/42 FIXED 3
31417CH57
1861166.55
PA
USD
1652154.38
0.0074729925
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/42 FIXED 3.5
31417CNF8
1957860.99
PA
USD
1785048.63
0.0080740972
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/42 FIXED 3
31417DKF9
2990312.58
PA
USD
2641405.6
0.0119475543
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/43 FIXED 3
31417GBE5
1449039.71
PA
USD
1278030.13
0.0057807610
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9
345397B51
4515000
PA
USD
3942544.46
0.0178328402
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.900000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 05/28 6.8
345397C92
67328000
PA
USD
68498648.77
0.3098317526
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
6.800000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113
345397ZR7
38435000
PA
USD
36120129.13
0.1633778638
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.113000000000
N
N
N
N
N
N
Foundry JV Holdco LLC
N/A
FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/34 5.875
350930AA1
22311000
PA
USD
22104643.33
0.0999832917
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.875000000000
N
N
N
N
N
N
Freeport-McMoRan Inc.
N/A
FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45
35671DBC8
30200000
PA
USD
27095845.28
0.1225593991
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.450000000000
N
N
N
N
N
N
Freeport-McMoRan Inc.
N/A
FREEPORT-MCMORAN INC COMPANY GUAR 11/34 5.4
35671DBJ3
19031000
PA
USD
18048891.92
0.0816383960
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.400000000000
N
N
N
N
N
N
Freeport-McMoRan Inc.
N/A
FREEPORT-MCMORAN INC COMPANY GUAR 03/30 4.25
35671DCF0
25953000
PA
USD
23677871.78
0.1070992880
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.250000000000
N
N
N
N
N
N
Fresenius Medical Care US Finance III Inc.
N/A
FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/31 2.375
35805BAB4
37988000
PA
USD
27992168.18
0.1266136293
Long
DBT
CORP
US
N
2
2031-02-16
Fixed
2.375000000000
N
N
N
N
N
N
Full House Resorts Inc.
N/A
FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25
359678AC3
9403000
PA
USD
8448313.41
0.0382132465
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.250000000000
N
N
N
N
N
GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125
N/A
GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125
36166LAA5
7957000
PA
USD
7728634.1
0.0349580071
Long
DBT
CORP
AE
N
2
2026-07-31
Fixed
7.125000000000
N
N
N
N
N
N
GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A
N/A
GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A
36166XAA9
9337202.09
PA
USD
7465551.53
0.0337680371
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.036000000000
N
N
N
N
N
N
GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A
N/A
GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A
36167HAA3
14532214.99
PA
USD
11679308.67
0.0528276213
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.091000000000
N
N
N
N
N
N
GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A
N/A
GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A
36167TAA7
7909873.41
PA
USD
6321391.28
0.0285927938
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.874000000000
N
N
N
N
N
N
GLP Capital L.P. / GLP Financing II Inc.
N/A
GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 04/26 5.375
361841AH2
20353000
PA
USD
19888758.25
0.0899604435
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.375000000000
N
N
N
N
N
N
GLP Capital L.P. / GLP Financing II Inc.
N/A
GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/30 4
361841AP4
10777000
PA
USD
9458545.05
0.0427827066
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.000000000000
N
N
N
N
N
N
GLP Capital L.P. / GLP Financing II Inc.
N/A
GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/32 3.25
361841AR0
10853000
PA
USD
8717857.84
0.0394324446
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.250000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 03/33 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 03/33 FIXED 6
36200MEN9
1213.79
PA
USD
1237.99
0.0000055997
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
6.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 10/26 FIXED 8
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 10/26 FIXED 8
36207JJE4
132.81
PA
USD
134.91
0.0000006102
Long
ABS-MBS
USGA
US
N
2
2026-10-15
Fixed
8.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 09/28 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL GN 09/28 FIXED 6.5
36207KC81
46.31
PA
USD
47.11
0.0000002131
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
6.500000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A
N/A
GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A
36250WAJ9
6950000
PA
USD
6079479.14
0.0274985815
Long
ABS-MBS
CORP
US
N
2
2035-10-10
Variable
3.932247000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A
5493001UQE7OCP3UT106
GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A
36252CAJ1
6670000
PA
USD
5457397.34
0.0246847932
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
4.114534000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A
N/A
GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A
36258PAA5
13326000
PA
USD
12505758.05
0.0565658010
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
2.751000000000
N
N
N
N
N
N
Micron Technology Inc.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC SR UNSECURED 02/27 4.185
595112BP7
45011000
PA
USD
43300233.61
0.1958547724
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.185000000000
N
N
N
N
N
N
Micron Technology Inc.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC SR UNSECURED 04/32 2.703
595112BS1
18055000
PA
USD
14455405.89
0.0653844101
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.703000000000
N
N
N
N
N
N
Micron Technology Inc.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC SR UNSECURED 11/29 6.75
595112BV4
44533000
PA
USD
46691233.51
0.2111928771
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.750000000000
N
N
N
N
N
N
MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875
N/A
MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875
59833DAB6
19995000
PA
USD
17812197.64
0.0805677851
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.875000000000
N
N
N
N
N
N
Millicom International Cellular S.A.
549300CTHC1CP86P2G96
MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25
600814AQ0
14440500
PA
USD
13345226.2
0.0603628670
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.250000000000
N
N
N
N
N
Mohegan Tribal Gaming Authority
549300UB083Z2NRDHC48
MOHEGAN TRIBAL GAMING AUTHORIT SECURED 144A 02/26 8
608328BH2
15155000
PA
USD
14188868.75
0.0641788145
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 02/29 VAR
61747YFA8
10744000
PA
USD
10575207.35
0.0478335717
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.123000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 04/29 VAR
61747YFD2
33141000
PA
USD
32590235.35
0.1474115171
Long
DBT
CORP
US
N
2
2029-04-20
Variable
5.164000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 07/29 VAR
61747YFF7
16438000
PA
USD
16375661.68
0.0740700736
Long
DBT
CORP
US
N
2
2029-07-20
Variable
5.449000000000
N
N
N
N
N
N
Motorola Solutions Inc.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3
620076BT5
34267000
PA
USD
27833113.06
0.1258941943
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.300000000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
OWENS CORNING SR UNSECURED 06/30 3.875
690742AK7
3327000
PA
USD
3014928.86
0.0136370674
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.875000000000
N
N
N
N
N
N
The PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 05/49 VAR
693475AM7
14899000
PA
USD
14824262.15
0.0670528135
Long
DBT
CORP
US
N
2
2024-03-01
Variable
8.678700000000
N
N
N
N
N
N
The PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR
693475BC8
37637000
PA
USD
28846140.96
0.1304763024
Long
DBT
CORP
US
N
2
2026-09-15
Variable
3.400000000000
N
N
N
N
N
N
The PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR
693475BP9
19414000
PA
USD
16929068.18
0.0765732311
Long
DBT
CORP
US
N
2
2030-03-15
Variable
6.250000000000
N
N
N
N
N
N
The PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP I SR UNSECURED 06/29 VAR
693475BR5
40588000
PA
USD
40299377.11
0.1822813568
Long
DBT
CORP
US
N
2
2029-06-12
Variable
5.582000000000
N
N
N
N
N
N
The PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP I SR UNSECURED 08/34 VAR
693475BS3
23767000
PA
USD
23671859.27
0.1070720923
Long
DBT
CORP
US
N
2
2034-08-18
Variable
5.939000000000
N
N
N
N
N
N
Ovintiv Inc.
N/A
OVINTIV INC COMPANY GUAR 11/31 7.2
698900AG2
3846000
PA
USD
4044961.31
0.0182960901
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.200000000000
N
N
N
N
N
N
Parkland Corporation
N/A
PARKLAND CORP COMPANY GUAR 144A 10/29 4.5
70137WAG3
12267000
PA
USD
10928150.06
0.0494299953
Long
DBT
CORP
CA
N
2
2029-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Parkland Corporation
N/A
PARKLAND CORP COMPANY GUAR 144A 05/30 4.625
70137WAL2
11791000
PA
USD
10523467.5
0.0475995430
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.625000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69
71654QDD1
44198000
PA
USD
29361141.12
0.1328057411
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.690000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75
71654QDL3
10862000
PA
USD
9987496.04
0.0451752474
Long
DBT
CORP
MX
N
2
2029-06-02
Fixed
8.750000000000
N
N
N
N
N
N
Motorola Solutions Inc.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC SR UNSECURED 05/31 2.75
620076BU2
28486000
PA
USD
23446998.37
0.1060550059
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
2.750000000000
N
N
N
N
N
N
NBM US Holdings Inc.
N/A
NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625
62877VAB7
23063000
PA
USD
21629805.22
0.0978355133
Long
DBT
CORP
US
N
2
2029-08-06
Fixed
6.625000000000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A
N/A
NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A
63942HAA9
14998866.77
PA
USD
12618258.64
0.0570746615
Long
ABS-O
CORP
US
N
2
2069-08-26
Fixed
1.320000000000
N
N
N
N
N
N
Vodafone Group Public Limited Company
N/A
VODAFONE GROUP PLC SR UNSECURED 02/53 5.625
92857WBY5
12888000
PA
USD
12248966.69
0.0554042873
Long
DBT
CORP
GB
N
2
2053-02-10
Fixed
5.625000000000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG ACQUISITION CORP SR SECURED 144A 07/30 3.875
92933BAQ7
9955000
PA
USD
8670984.89
0.0392204298
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.875000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO JR SUBORDINA 12/49 VAR
949746RN3
66007000
PA
USD
65019943.86
0.2940969424
Long
DBT
CORP
US
N
2
2025-06-15
Variable
5.875000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO SR UNSECURED 10/30 VAR
95000U2G7
52009000
PA
USD
44746807.02
0.2023978851
Long
DBT
CORP
US
N
2
2030-10-30
Variable
2.879000000000
N
N
N
N
N
N
Travel + Leisure Co.
T4VNTWMFQ7JQB65L7T35
TRAVEL + LEISURE CO SR SECURED 144A 03/30 4.625
98310WAQ1
8807000
PA
USD
7552002.5
0.0341590705
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.625000000000
N
N
N
N
N
N
Zayo Group Holdings Inc.
N/A
ZAYO GROUP HOLDINGS INC SR SECURED 144A 03/27 4
98919VAA3
14831000
PA
USD
11315545.78
0.0511822561
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.000000000000
N
N
N
N
N
Zayo Group Holdings Inc.
N/A
ZAYO GROUP HOLDINGS INC SR UNSECURED 144A 03/28 6.125
98919VAB1
13760000
PA
USD
9237481.54
0.0417827964
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.125000000000
N
N
N
N
N
ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A
N/A
ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A
98920MAA0
20746460
PA
USD
17459702.07
0.0789733840
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
3.238000000000
N
N
N
N
N
N
US ULTRA BONDCBT 0324
N/A
US ULTRA BONDCBT 0324
ADI2K0FZ3
325
NC
USD
344607.25
0.0015587208
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US 30yr 6%
US 30yr 6%
2024-03-19
39650705.250000000000
USD
344607.250000000000
N
N
N
Leviathan Bond Ltd.
N/A
LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5
BK6709046
29476000
PA
USD
27664228.18
0.1251302975
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.500000000000
N
N
N
N
N
N
Leviathan Bond Ltd.
N/A
LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7
BK6709079
4949000
PA
USD
4485714.21
0.0202896951
Long
DBT
CORP
IL
N
2
2030-06-30
Fixed
6.750000000000
N
N
N
N
N
N
Energian Israel Finance Ltd
N/A
ENERGIAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3
BO3321904
6461000
PA
USD
5621716.1
0.0254280367
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.375000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/48 FIXED VAR
3140J7V28
15862963.33
PA
USD
14197974.01
0.0642199992
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.500000000000
N
N
N
N
N
N
NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A
N/A
NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A
64016NAC1
18258780
PA
USD
15177410.03
0.0686501651
Long
ABS-O
CORP
US
N
2
2052-01-30
Fixed
3.695000000000
N
N
N
N
N
N
NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A
N/A
NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A
643821AA9
41424000
PA
USD
35793749.34
0.1619015891
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
1.910000000000
N
N
N
N
N
N
NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A
N/A
NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A
643821AB7
12548000
PA
USD
10631117.33
0.0480864626
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
2.410000000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc.
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 06/30 2.25
65339KBR0
10230000
PA
USD
8433981.92
0.0381484226
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.250000000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
N/A
NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 09/27 4.5
65342QAB8
6602000
PA
USD
6095040.34
0.0275689676
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/52 FIXED 4.5
3133BH2A3
32515351.26
PA
USD
30491143.83
0.1379169473
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/49 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/49 FIXED 3
3133KGP44
11642197.18
PA
USD
9981663.61
0.0451488662
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/48 FIXED VAR
3140J8A60
4022877.18
PA
USD
3614461.41
0.0163488614
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/47 FIXED VAR
3140J9C90
13296703.89
PA
USD
12021572.59
0.0543757428
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A
N/A
CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A
12662KAA7
23875333.06
PA
USD
18640759.4
0.0843155195
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
1.174000000000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS HEALTH CORP SR UNSECURED 03/48 5.05
126650CZ1
23954000
PA
USD
20998813.23
0.0949814226
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.050000000000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS HEALTH CORP SR UNSECURED 04/30 3.75
126650DJ6
20445000
PA
USD
18704382.21
0.0846032969
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.750000000000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS HEALTH CORP SR UNSECURED 01/31 5.25
126650DX5
5224000
PA
USD
5199779.24
0.0235195401
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
5.250000000000
N
N
N
N
N
N
CandW Senior Financing Designated Activity Company
N/A
CandW SENIOR FINANCING DAC SR UNSECURED 144A 09/27 6.875
12674TAA4
18344000
PA
USD
16738349.68
0.0757105769
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
6.875000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/47 FIXED VAR
3140J9CU3
17256945.51
PA
USD
15591248.18
0.0705220298
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/49 FIXED VAR
3140JAJ41
2689663.76
PA
USD
2407354.5
0.0108888989
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
3.500000000000
N
N
N
N
N
N
CCM Merger Inc.
N/A
CCM MERGER INC SR UNSECURED 144A 05/26 6.375
14985VAE1
8345000
PA
USD
8011957.81
0.0362395314
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375000000000
N
N
N
N
N
N
CEMEX S.A.B de C.V
549300RIG2CXWN6IV731
CEMEX SAB DE CV COMPANY GUAR 144A 09/30 5.2
151290BX0
17916000
PA
USD
16773181.36
0.0758681269
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.200000000000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 06/29 VAR
02005NBT6
21430000
PA
USD
21543623.79
0.0974456991
Long
DBT
CORP
US
N
2
2029-06-13
Variable
6.992000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65
N/A
AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65
023761AA7
19475088.75
PA
USD
17600183.01
0.0796088046
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.650000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95
N/A
AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95
02376LAA3
24041290
PA
USD
20917946.58
0.0946156481
Long
DBT
CORP
US
N
2
2030-07-11
Fixed
3.950000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5
3132WKML9
5335982.83
PA
USD
4820765.94
0.0218051945
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 04/47 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 04/47 FIXED 4
3132WMPF5
6157145.55
PA
USD
5751160.61
0.0260135375
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 05/47 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 05/47 FIXED 4
3132WNF23
5265097.71
PA
USD
4917931.91
0.0222446937
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 08/46 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 08/46 FIXED 3.5
3132XCRV9
32101130.57
PA
USD
29061789.11
0.1314517179
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3
3132XCRW7
43987103.16
PA
USD
38370667.08
0.1735574532
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 01/47 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 01/47 FIXED 4
3132XCRX5
5347023.78
PA
USD
5006152.62
0.0226437319
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5
3132XCRY3
7089921.46
PA
USD
6409783.88
0.0289926095
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/47 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 10/47 FIXED 4
3132XTHV3
7578131.93
PA
USD
7066610.3
0.0319635539
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 03/48 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 03/48 FIXED 4
3132XXQK8
1970154.86
PA
USD
1834707.3
0.0082987123
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 07/48 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG 07/48 FIXED 4
3132Y4BK7
15924673.48
PA
USD
14834833.42
0.0671006293
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 12/51 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 12/51 FIXED 2.5
3133KNED1
14743684.59
PA
USD
12035213.7
0.0544374440
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 03/52 FIXED 2
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 03/52 FIXED 2
3133KNW41
62882342.86
PA
USD
49482505.47
0.2238183040
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 03/52 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 03/52 FIXED 3.5
3133KNWD1
41366297.04
PA
USD
36371643.47
0.1645155086
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 03/52 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 03/52 FIXED 3.5
3133KNWL3
25792781.81
PA
USD
22831651.81
0.1032716823
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/52 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/52 FIXED 5
3133KP6V5
51646155.37
PA
USD
50161798.38
0.2268908684
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 05/52 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 05/52 FIXED 4
3133KPGQ5
49263832.38
PA
USD
44841960.05
0.2028282794
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 06/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 06/52 FIXED 4.5
3133KPLW6
25185164.28
PA
USD
23753055.25
0.1074393564
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/52 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/52 FIXED 5.5
3133KPZF8
42731010.29
PA
USD
42472415.04
0.1921103996
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 01/53 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 01/53 FIXED 5
3133KQKQ8
37719277.87
PA
USD
36384713.24
0.1645746255
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 03/53 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 03/53 FIXED 5.5
3133KQWV4
50557792.4
PA
USD
50125437.33
0.2267264008
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/29 FIXED VAR
31384VL75
25.17
PA
USD
26.08
0.0000001180
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
7.500000000000
N
N
N
N
N
N
CEMEX S.A.B de C.V
549300RIG2CXWN6IV731
CEMEX SAB DE CV COMPANY GUAR 144A 07/31 3.875
151290BZ5
20594000
PA
USD
17448546.58
0.0789229257
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.875000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 108 IO
38380PWY6
186871558.39
PA
USD
10640335.72
0.0481281591
Long
ABS-MBS
USGA
US
N
2
2062-06-16
Variable
0.846970000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 100 IO
38380PXL3
75075522.98
PA
USD
4249327.15
0.0192204737
Long
ABS-MBS
USGA
US
N
2
2062-05-16
Variable
0.783560000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 150 IO
38380RBL3
123032879.38
PA
USD
8188957.72
0.0370401339
Long
ABS-MBS
USGA
US
N
2
2062-12-16
Variable
0.962280000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/48 FIXED VAR
3140JAPG7
34505163.12
PA
USD
29928722.63
0.1353730147
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/49 FIXED VAR
3140JAT57
16308846.36
PA
USD
14556284.68
0.0658407031
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO
38380RE71
56380701.47
PA
USD
3415604.91
0.0154493975
Long
ABS-MBS
USGA
US
N
2
2063-02-16
Variable
0.824260000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO
38380RGN4
165844251.35
PA
USD
10158341.84
0.0459480138
Long
ABS-MBS
USGA
US
N
2
2062-11-16
Variable
0.833710000000
N
N
N
N
N
N
NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A
N/A
NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A
62955MAB2
3217933.2
PA
USD
2924466.7
0.0132278908
Long
ABS-O
CORP
US
N
2
2026-07-25
Fixed
3.104000000000
N
N
N
N
N
N
NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A
N/A
NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A
62955VAA4
9514282.09
PA
USD
8505898.53
0.0384737144
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Fixed
2.042400000000
N
N
N
N
N
N
Nationstar Mortgage Holdings Inc.
N/A
NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 01/27 6
63861CAA7
6021000
PA
USD
5810265
0.0262808774
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.000000000000
N
N
N
N
N
N
Nationstar Mortgage Holdings Inc.
N/A
NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 08/28 5.5
63861CAC3
11236000
PA
USD
10397489.9
0.0470297236
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.500000000000
N
N
N
N
N
N
Nationstar Mortgage Holdings Inc.
N/A
NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 12/30 5.125
63861CAD1
6356000
PA
USD
5492156.04
0.0248420131
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.125000000000
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A
63874FAJ6
9223000
PA
USD
5529827.65
0.0250124086
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Variable
3.916747000000
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A
63874GAG0
7402000
PA
USD
5876855.65
0.0265820789
Long
ABS-MBS
CORP
US
N
2
2043-01-15
Variable
4.459766000000
N
N
N
N
N
N
NatWest Markets Plc
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC SR UNSECURED 144A 09/26 1.6
63906YAD0
35700000
PA
USD
32006117.43
0.1447694463
Long
DBT
CORP
GB
N
2
2026-09-29
Fixed
1.600000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XHFS1
50088176.45
PA
USD
46363198.91
0.2097091174
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/52 FIXED VAR
3140XHMR5
90299025.88
PA
USD
85136115.87
0.3850860194
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.500000000000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A
N/A
NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A
63935CAB7
8510562.39
PA
USD
7841794.74
0.0354698531
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.600000000000
N
N
N
N
N
N
NiSource Inc.
N/A
NISOURCE INC SR UNSECURED 02/31 1.7
65473PAL9
8046000
PA
USD
6246552.97
0.0282542866
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.700000000000
N
N
N
N
N
N
NiSource Inc.
N/A
NISOURCE INC SR UNSECURED 03/28 5.25
65473PAN5
5035000
PA
USD
5028162.27
0.0227432855
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.250000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/52 FIXED VAR
3140XHND5
50559894.82
PA
USD
46495688.23
0.2103083905
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 10/28 4.875
91282CJF9
123418000
PA
USD
126445597.81
0.5719362627
Long
DBT
UST
US
N
2
2028-10-31
Fixed
4.875000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/48 FIXED VAR
3140JATG3
11814405.79
PA
USD
10310218.09
0.0466349774
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/48 FIXED 4
3140JHYR8
6672907.89
PA
USD
6189166.11
0.0279947155
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 10/30 4.875
91282CJG7
1008735000
PA
USD
1038997050
4.6995711990
Long
DBT
UST
US
N
2
2030-10-31
Fixed
4.875000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/33 4.5
91282CJJ1
837330000
PA
USD
847665792.19
3.8341453841
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.500000000000
N
N
N
N
N
N
Universal Health Services Inc.
549300YGMGQDO0NMJD09
UNIVERSAL HEALTH SERVICES INC SR SECURED 10/30 2.65
913903AW0
23046000
PA
USD
18746580.64
0.0847941680
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.650000000000
N
N
N
N
N
N
Universal Health Services Inc.
549300YGMGQDO0NMJD09
UNIVERSAL HEALTH SERVICES INC SR SECURED 09/26 1.65
913903AZ3
22040000
PA
USD
19802471.43
0.0895701527
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.650000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/49 FIXED 3
3140JVS52
7092845.7
PA
USD
6076755.83
0.0274862635
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/49 FIXED 3.5
3140JWNV8
4847937.2
PA
USD
4314854.15
0.0195168642
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.500000000000
N
N
N
N
N
N
VR FUNDING LLC VINE 2020 1A A 144A
N/A
VR FUNDING LLC VINE 2020 1A A 144A
91835CAA1
25279332.44
PA
USD
22312681.44
0.1009242857
Long
ABS-O
CORP
US
N
2
2050-11-15
Fixed
2.790000000000
N
N
N
N
N
N
Valvoline Inc.
549300CMHPBEY6VPOT75
VALVOLINE INC SR UNSECURED 144A 06/31 3.625
92047WAG6
21112000
PA
USD
17311840
0.0783045772
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.625000000000
N
N
N
N
N
N
Vantage Data Centers Issuer LLC
N/A
VANTAGE DATA CENTERS ISSUER LL VDC 2020 1A A2 144A
92212KAB2
26045000
PA
USD
23819660.51
0.1077406240
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.645000000000
N
N
N
N
N
N
Vantage Data Centers LLC
N/A
VANTAGE DATA CENTERS LLC VDC 2020 2A A2 144A
92212KAC0
20898000
PA
USD
17815492.76
0.0805826895
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.992000000000
N
N
N
N
N
N
Var Energi ASA
N/A
VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5
92212WAD2
4485000
PA
USD
4627712.7
0.0209319799
Long
DBT
CORP
NO
N
2
2028-01-15
Fixed
7.500000000000
N
N
N
N
N
N
Var Energi ASA
N/A
VAR ENERGI ASA SR UNSECURED 144A 11/32 8
92212WAE0
45544000
PA
USD
48927463.76
0.2213077501
Long
DBT
CORP
NO
N
2
2032-11-15
Fixed
8.000000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 91 IO
38381JKL0
142386743.13
PA
USD
10807296.19
0.0488833514
Long
ABS-MBS
USGA
US
N
2
2065-04-16
Variable
0.874940000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO
38383Y3A8
68779208.37
PA
USD
4577201.29
0.0207035076
Long
ABS-MBS
USGA
US
N
2
2064-07-16
Variable
0.715800000000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/29 3.5
38869AAC1
15512000
PA
USD
13486870.4
0.0610035492
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Group 1 Automotive Inc.
549300US8QAZJLWYAF63
GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4
398905AN9
8738000
PA
USD
7874581.62
0.0356181541
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.000000000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust 2007-3
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A
41164UAR0
16456670.77
PA
USD
171320.53
0.0007749137
Long
ABS-MBS
CORP
US
N
2
2047-05-19
Variable
0.000000000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust 2007-4
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES
41164YAQ4
16823136.52
PA
USD
220650.58
0.0009980424
Long
ABS-MBS
CORP
US
N
2
2047-07-19
Variable
0.000000000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust 2007-6
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A
41165BAS9
17352047.83
PA
USD
215141.1
0.0009731220
Long
ABS-MBS
CORP
US
N
2
2037-08-19
Variable
0.000000000000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 02/30 4.25
428102AE7
5230000
PA
USD
4677450.5
0.0211569529
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.250000000000
N
N
N
N
N
N
Jack in the Box Funding LLC
N/A
JACK IN THE BOX FUNDING LLC JACK 2019 1A A23 144A
466365AC7
11031067.5
PA
USD
9989514.11
0.0451843755
Long
ABS-O
CORP
US
N
2
2049-08-25
Fixed
4.970000000000
N
N
N
N
N
N
Jack in the Box Funding LLC
N/A
JACK IN THE BOX FUNDING LLC JACK 2022 1A A2I 144A
466365AD5
27205280
PA
USD
24483446.15
0.1107430463
Long
ABS-O
CORP
US
N
2
2052-02-26
Fixed
3.445000000000
N
N
N
N
N
N
Kinder Morgan Energy Partners L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 03/32 7.75
494550AL0
13070000
PA
USD
14354008.3
0.0649257705
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.750000000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 06/42 5
50076QAE6
12796000
PA
USD
11556209.76
0.0522708227
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.000000000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375
50077LAB2
46450000
PA
USD
37920237.86
0.1715200805
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.375000000000
N
N
N
N
N
N
MandT Bank Corporation
N/A
MandT BANK CORP JR SUBORDINA 12/49 VAR
55261FAH7
10483000
PA
USD
8450346.3
0.0382224416
Long
DBT
CORP
US
N
2
2026-11-01
Variable
5.125000000000
N
N
N
N
N
MasTec Inc.
549300TMDIT8WREDOF45
MASTEC INC COMPANY GUAR 144A 08/28 4.5
576323AP4
11194000
PA
USD
10087524.48
0.0456276940
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.500000000000
N
N
N
N
N
JH COLLATERAL
N/A
JH COLLATERAL
N/A
5780924.18
NS
USD
57809819.86
0.2614842501
Long
STIV
RF
US
N
1
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 06/29 VAR
06051GJZ3
36771000
PA
USD
31616031.59
0.1430050177
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.087000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SUBORDINATED 03/37 VAR
06051GKL2
33231000
PA
USD
28035003.17
0.1268073797
Long
DBT
CORP
US
N
2
2037-03-08
Variable
3.846000000000
N
N
N
N
N
N
Beacon Roofing Supply Inc.
549300HDXQWWCBOYXP31
BEACON ROOFING SUPPLY INC COMPANY GUAR 144A 05/29 4.125
073685AH2
13448000
PA
USD
11876143.97
0.0537179429
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.125000000000
N
N
N
N
N
N
BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2
N/A
BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2
08162DAB4
19932000
PA
USD
17661954.49
0.0798882082
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.889000000000
N
N
N
N
N
N
BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2
N/A
BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2
08162FAB9
19271801.09
PA
USD
17460602.53
0.0789774569
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.000800000000
N
N
N
N
N
N
Blackstone Private Credit Fund
N/A
BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 11/24 2.35
09261HAH0
24290000
PA
USD
23343701.44
0.1055877752
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
2.350000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/31 FIXED 7
31387XXY6
1034.8
PA
USD
1079.42
0.0000048824
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/32 FIXED 7
31389GSH4
41.06
PA
USD
42.99
0.0000001945
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
7.000000000000
N
N
N
N
N
N
CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75
N/A
CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75
20752TAA2
22977000
PA
USD
22054641.18
0.0997571230
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
6.750000000000
N
N
N
N
N
N
Consensus Cloud Solutions Inc.
N/A
CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5
20848VAB1
10665000
PA
USD
9632628
0.0435701152
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.500000000000
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATIO SR UNSECURED 01/34 6.125
210385AD2
7766000
PA
USD
7970875.31
0.0360537078
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.125000000000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATIO SR UNSECURED 10/53 6.5
210385AE0
13243000
PA
USD
13846317.44
0.0626293931
Long
DBT
CORP
US
N
2
2053-10-01
Fixed
6.500000000000
N
N
N
N
N
N
ContiMortgage Home Equity Loan Trust 1995-2
N/A
CONTIMORTGAGE HOME EQUITY LOAN CONHE 1995 2 A5
21075WBF1
69188.16
PA
USD
68583.81
0.0003102170
Long
ABS-MBS
CORP
US
N
2
2025-08-15
Fixed
8.100000000000
N
N
N
N
N
N
Continental Resources Inc.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK COMPANY GUAR 06/44 4.9
212015AQ4
15589000
PA
USD
12005549.87
0.0543032691
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.900000000000
N
N
N
N
N
N
Continental Resources Inc.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75
212015AT8
15944000
PA
USD
15473812.56
0.0699908473
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.750000000000
N
N
N
N
N
N
CSMC 2021-NQM5 TRUST CSMC 2021 NQM5 A1 144A
N/A
CSMC 2021-NQM5 TRUST CSMC 2021 NQM5 A1 144A
22946DAA0
7488684.96
PA
USD
5770969.35
0.0261031360
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
0.938000000000
N
N
N
N
N
N
Cushman and Wakefield U.S. Borrower LLC.
N/A
CUSHMAN and WAKEFIELD US BORROWE SR SECURED 144A 09/31 8.875
23166MAC7
1630000
PA
USD
1634013.14
0.0073909364
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
8.875000000000
N
N
N
N
N
N
CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A
N/A
CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A
23284BAA2
26881000
PA
USD
24106324.36
0.1090372563
Long
ABS-O
CORP
US
N
2
2048-04-20
Fixed
4.300000000000
N
N
N
N
N
N
DATABANK ISSUER COLO 2021 1A A2 144A
N/A
DATABANK ISSUER COLO 2021 1A A2 144A
23802WAA9
16189140
PA
USD
14449859.74
0.0653593238
Long
ABS-O
CORP
US
N
2
2051-02-27
Fixed
2.060000000000
N
N
N
N
N
N
DATABANK ISSUER COLO 2021 1A C 144A
N/A
DATABANK ISSUER COLO 2021 1A C 144A
23802WAE1
3400000
PA
USD
2727838.02
0.0123385037
Long
ABS-O
CORP
US
N
2
2051-02-27
Fixed
4.430000000000
N
N
N
N
N
N
DaVita Inc.
M2XHYMU3TZNEZURC6H66
DAVITA INC COMPANY GUAR 144A 06/30 4.625
23918KAS7
25304000
PA
USD
21387316.06
0.0967386910
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.625000000000
N
N
N
N
N
N
DaVita Inc.
M2XHYMU3TZNEZURC6H66
DAVITA INC COMPANY GUAR 144A 02/31 3.75
23918KAT5
15488000
PA
USD
12124629.02
0.0548418856
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.750000000000
N
N
N
N
N
N
DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8
N/A
DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8
24229JAA1
7968000
PA
USD
7554062.4
0.0341683878
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.000000000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3
N/A
DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3
24703TAG1
20296000
PA
USD
20239648.36
0.0915475828
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.300000000000
N
N
N
N
N
N
Delta Air Lines Inc.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC SR UNSECURED 04/28 4.375
247361ZN1
22691000
PA
USD
21643243.08
0.0978962951
Long
DBT
CORP
US
N
2
2028-04-19
Fixed
4.375000000000
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG/NEW YORK NY 11/27 VAR
251526CP2
22438000
PA
USD
20053051.97
0.0907035737
Long
DBT
CORP
US
N
2
2027-11-16
Variable
2.311000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/31 FIXED VAR
31385HNT5
83.21
PA
USD
86.82
0.0000003927
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
7.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/31 FIXED 7
31386XBH8
93.06
PA
USD
97.14
0.0000004394
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/31 FIXED 7
31387XQ24
28.24
PA
USD
29.42
0.0000001331
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/50 FIXED 3
3140K3KS0
16229674.36
PA
USD
13889467.3
0.0628245677
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/50 FIXED 2.5
3140KMU57
11529804.84
PA
USD
9545049.25
0.0431739807
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/52 FIXED 5
3140MYAF9
29655901.41
PA
USD
28770663.86
0.1301349058
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/47 FIXED 3.5
3140Q7WR4
21089353.3
PA
USD
18935111.71
0.0856469281
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/47 FIXED 3.5
3140Q8AT2
10238103.64
PA
USD
9163504.09
0.0414481830
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/48 FIXED 4
3140Q9WT6
8678694.46
PA
USD
8060394.76
0.0364586204
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/49 FIXED 4
3140QBHE1
10050597.91
PA
USD
9300010.21
0.0420656249
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/49 FIXED 3
3140QBSZ2
16025140.58
PA
USD
13739465.16
0.0621460809
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/49 FIXED 3
3140QBTF5
29715668.33
PA
USD
25254437.21
0.1142303780
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/49 FIXED 3.5
3140QCKX3
21195799.73
PA
USD
18868403.42
0.0853451945
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/50 FIXED 2.5
3140QEVB5
113740533.55
PA
USD
93876738.91
0.4246214351
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/52 FIXED 2.5
3140QNE81
127423066.03
PA
USD
104413161.67
0.4722795771
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/52 FIXED 2.5
3140QNQL9
1057971.86
PA
USD
865271.49
0.0039137791
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/52 FIXED 4.5
3140QP3D7
73959364.81
PA
USD
69384001.83
0.3138363643
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/52 FIXED 4.5
3140QPBD8
33989055.33
PA
USD
32120058.36
0.1452848217
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/52 FIXED 4.5
3140QPJK4
39161510.07
PA
USD
36946899.26
0.1671174944
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/52 FIXED 5
3140QPLC9
25348486.03
PA
USD
24461519.69
0.1106438689
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/52 FIXED 4.5
3140QPPN1
74715806.88
PA
USD
70443878.32
0.3186303770
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/52 FIXED 4
3140QPRJ8
36499542.1
PA
USD
33485720.16
0.1514619565
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/52 FIXED 5
3140QPSZ1
66335972.87
PA
USD
64014817.48
0.2895505743
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/52 FIXED 5
3140QPXB8
44302043
PA
USD
42751874.64
0.1933744458
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/52 FIXED 4.5
3140QPYA9
44695886.59
PA
USD
41930856.02
0.1896608304
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/52 FIXED 5
3140QQD28
100486234.93
PA
USD
96907327.24
0.4383293331
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/52 FIXED VAR
3140XJUU5
39016100.22
PA
USD
38779986.49
0.1754088788
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/37 FIXED VAR
3140XJVB6
34941009.81
PA
USD
34209540.73
0.1547359276
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/52 FIXED VAR
3140XJVP5
14449764.81
PA
USD
13622459.42
0.0616168428
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/52 FIXED VAR
3140XJWE9
40353521.44
PA
USD
39193724.92
0.1772802924
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/52 FIXED VAR
3140XJWL3
49429944.39
PA
USD
46619199.58
0.2108670546
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/52 FIXED VAR
3140XJWM1
19315416.73
PA
USD
18203497.72
0.0823377060
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.500000000000
N
N
N
N
N
N
2023-12-29
John Hancock Sovereign Bond Fund
/s/Salvatore Schiavone
Salvatore Schiavone
Treasurer